| ◈ StandardHeader [Component] | | Y | MsgType = 8 | FIX.2.7 |
| 8 | BeginString | String | Y | FIX.4.2 (Always unencrypted, must be first field in message) | FIX.4.0 |
| 9 | BodyLength | int | Y | (Always unencrypted, must be second field in message) | FIX.4.0 |
| 35 | MsgType | String | Y | (Always unencrypted, must be third field in message)
▶ 46 enum values
| Value | Name | Description |
|---|
| 0 | Heartbeat | Heartbeat | | 1 | TestRequest | Test Request | | 2 | ResendRequest | Resend Request | | 3 | Reject | Reject | | 4 | SequenceReset | Sequence Reset | | 5 | Logout | Logout | | 6 | IOI | Indication of Interest | | 7 | Advertisement | Advertisement | | 8 | ExecutionReport | Execution Report | | 9 | OrderCancelReject | Order Cancel Reject | | a | QuoteStatusRequest | Quote Status Request | | A | Logon | Logon | | B | News | News | | b | MassQuoteAcknowledgement | Quote Acknowledgement | | C | Email | Email | | c | SecurityDefinitionRequest | Security Definition Request | | D | NewOrderSingle | Order Single | | d | SecurityDefinition | Security Definition | | E | NewOrderList | Order List | | e | SecurityStatusRequest | Security Status Request | | f | SecurityStatus | Security Status | | F | OrderCancelRequest | Order Cancel Request | | G | OrderCancelReplaceRequest | Order Cancel/Replace Request | | g | TradingSessionStatusRequest | Trading Session Status Request | | H | OrderStatusRequest | Order Status Request | | h | TradingSessionStatus | Trading Session Status | | i | MassQuote | Mass Quote | | j | BusinessMessageReject | Business Message Reject | | J | AllocationInstruction | Allocation | | K | ListCancelRequest | List Cancel Request | | k | BidRequest | Bid Request | | l | BidResponse | Bid Response (lowercase L) | | L | ListExecute | List Execute | | m | ListStrikePrice | List Strike Price | | M | ListStatusRequest | List Status Request | | N | ListStatus | List Status | | P | AllocationInstructionAck | Allocation ACK | | Q | DontKnowTrade | Dont Know Trade (DK) | | R | QuoteRequest | Quote Request | | S | Quote | Quote | | T | SettlementInstructions | Settlement Instructions | | V | MarketDataRequest | Market Data Request | | W | MarketDataSnapshotFullRefresh | Market Data-Snapshot/Full Refresh | | X | MarketDataIncrementalRefresh | Market Data-Incremental Refresh | | Y | MarketDataRequestReject | Market Data Request Reject | | Z | QuoteCancel | Quote Cancel |
| FIX.4.0 |
| 49 | SenderCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 56 | TargetCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 115 | OnBehalfOfCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 128 | DeliverToCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 90 | SecureDataLen | Length | N | Required to identify length of encrypted section of message. (Always unencrypted) | FIX.4.0 |
| 91 | SecureData | data | N | Required when message body is encrypted. Always immediately follows SecureDataLen field. | FIX.4.0 |
| 34 | MsgSeqNum | int | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 50 | SenderSubID | String | N | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 142 | SenderLocationID | String | N | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 57 | TargetSubID | String | N | "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 143 | TargetLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 116 | OnBehalfOfSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 144 | OnBehalfOfLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 129 | DeliverToSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 145 | DeliverToLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 43 | PossDupFlag | Boolean | N | Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
| Value | Name | Description |
|---|
| N | OriginalTransmission | Original transmission | | Y | PossibleDuplicate | Possible duplicate |
| FIX.4.0 |
| 97 | PossResend | Boolean | N | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
▶ 2 enum values
| Value | Name | Description |
|---|
| N | OriginalTransmission | Original transmission | | Y | PossibleResend | Possible resend |
| FIX.4.0 |
| 52 | SendingTime | UTCTimestamp | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 122 | OrigSendingTime | UTCTimestamp | N | Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) | FIX.4.0 |
| 212 | XmlDataLen | Length | N | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | FIX.4.2 |
| 213 | XmlData | data | N | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)
See Appendix M – FIXML Support | FIX.4.2 |
| 347 | MessageEncoding | String | N | Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.
▶ 4 enum values
| Value | Name | Description |
|---|
| EUC-JP | EUCJP | (for using EUC) | | ISO-2022-JP | ISO2022JP | (for using JIS) | | Shift_JIS | ShiftJIS | (for using SJIS) | | UTF-8 | UTF8 | (for using Unicode) |
| FIX.4.2 |
| 369 | LastMsgSeqNumProcessed | int | N | The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. | FIX.4.2 |
| 370 | OnBehalfOfSendingTime | UTCTimestamp | N | Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.2 |
| 37 | OrderID | String | Y | OrderID is required to be unique for each chain of orders. | FIX.2.7 |
| 198 | SecondaryOrderID | String | N | Can be used to provide order id used by exchange or executing system. | FIX.4.1 |
| 11 | ClOrdID | String | N | Required for executions against electronically submitted orders which were assigned an ID by the institution. Not required for orders manually entered by the broker. | FIX.2.7 |
| 41 | OrigClOrdID | String | N | Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replaced, or Canceled). ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. | FIX.4.1 |
| 109 | ClientID | String | N | Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). | FIX.3.0 |
| 76 | ExecBroker | String | N | Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). | FIX.2.7 |
| 382 | NoContraBrokers | int | N | Number of ContraBrokers repeating group instances. | FIX.4.2 |
| 375 | ContraBroker | String | N | First field in repeating group. Required if NoContraBrokers > 0. | FIX.4.2 |
| 337 | ContraTrader | String | N | Identifies the trader (e.g. "badge number") of the ContraBroker. | FIX.4.2 |
| 437 | ContraTradeQty | Qty | N | Quantity traded with the ContraBroker. | FIX.4.2 |
| 438 | ContraTradeTime | UTCTimestamp | N | Identifes the time of the trade with the ContraBroker. (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.2 |
| 66 | ListID | String | N | Required for executions against orders which were submitted as part of a list. | FIX.2.7 |
| 17 | ExecID | String | Y | Must be unique for each Execution Report message | FIX.2.7 |
| 20 | ExecTransType | char | Y | Identifies transaction type
▶ 4 enum values
| Value | Name | Description |
|---|
| 0 | New | New | | 1 | Cancel | Cancel | | 2 | Correct | Correct | | 3 | Status | Status |
| FIX.2.7 |
| 19 | ExecRefID | String | N | Required for Cancel and Correct ExecTransType messages | FIX.2.7 |
| 150 | ExecType | char | Y | Describes the type of execution report. Same possible values as OrdStatus.
▶ 15 enum values
| Value | Name | Description |
|---|
| 0 | New | New | | 1 | PartialFill | Partial fill | | 2 | Fill | Fill | | 3 | DoneForDay | Done for day | | 4 | Canceled | Canceled | | 5 | Replaced | Replace | | 6 | PendingCancel | Pending Cancel (e.g. result of Order Cancel Request) | | 7 | Stopped | Stopped | | 8 | Rejected | Rejected | | 9 | Suspended | Suspended | | A | PendingNew | Pending New | | B | Calculated | Calculated | | C | Expired | Expired | | D | Restated | Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason set) | | E | PendingReplace | Pending Replace (e.g. result of Order Cancel/Replace Request) |
| FIX.4.1 |
| 39 | OrdStatus | char | Y | Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
▶ 15 enum values
| Value | Name | Description |
|---|
| 0 | New | New | | 1 | PartiallyFilled | Partially filled | | 2 | Filled | Filled | | 3 | DoneForDay | Done for day | | 4 | Canceled | Canceled | | 5 | Replaced | Replaced | | 6 | PendingCancel | Pending Cancel (e.g. result of Order Cancel Request) | | 7 | Stopped | Stopped | | 8 | Rejected | Rejected | | 9 | Suspended | Suspended | | A | PendingNew | Pending New | | B | Calculated | Calculated | | C | Expired | Expired | | D | AcceptedForBidding | Accepted for bidding | | E | PendingReplace | Pending Replace (e.g. result of Order Cancel/Replace Request) |
| FIX.2.7 |
| 103 | OrdRejReason | int | N | For optional use with ExecType = 8 (Rejected)
▶ 9 enum values
| Value | Name | Description |
|---|
| 0 | BrokerCredit | Broker option | | 1 | UnknownSymbol | Unknown symbol | | 2 | ExchangeClosed | Exchange closed | | 3 | OrderExceedsLimit | Order exceeds limit | | 4 | TooLateToEnter | Too late to enter | | 5 | UnknownOrder | Unknown Order | | 6 | DuplicateOrder | Duplicate Order (e.g. dupe ClOrdID) | | 7 | DuplicateOfAVerballyCommunicatedOrder | Duplicate of a verbally communicated order | | 8 | StaleOrder | Stale Order |
| FIX.2.7 |
| 378 | ExecRestatementReason | int | N | Required for ExecType = D (Restated).
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | GTCorporateAction | GT Corporate action | | 1 | GTRenewal | GT renewal / restatement (no corporate action) | | 2 | VerbalChange | Verbal change | | 3 | RepricingOfOrder | Repricing of order | | 4 | BrokerOption | Broker option | | 5 | PartialDeclineOfOrderQty | Partial decline of OrderQty (e.g. exchange-initiated partial cancel) |
| FIX.4.2 |
| 1 | Account | String | N | Required for executions against electronically submitted orders which were assigned an account by the institution | FIX.2.7 |
| 63 | SettlmntTyp | char | N | Absence of this field is interpreted as Regular.
▶ 10 enum values
| Value | Name | Description |
|---|
| 0 | Regular | Regular | | 1 | Cash | Cash | | 2 | NextDay | Next Day | | 3 | TPlus2 | T+2 | | 4 | TPlus3 | T+3 | | 5 | TPlus4 | T+4 | | 6 | Future | Future | | 7 | WhenAndIfIssued | When Issued | | 8 | SellersOption | Sellers Option | | 9 | TPlus5 | T+ 5 |
| FIX.2.7 |
| 64 | FutSettDate | LocalMktDate | N | Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) | FIX.2.7 |
| 55 | Symbol | String | Y | Ticker symbol | FIX.2.7 |
| 65 | SymbolSfx | String | N | Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory | FIX.2.7 |
| 48 | SecurityID | String | N | CUSIP or other alternate security identifier | FIX.2.7 |
| 22 | IDSource | String | N | Identifies class of alternative SecurityID
▶ 9 enum values
| Value | Name | Description |
|---|
| 1 | CUSIP | CUSIP | | 2 | SEDOL | SEDOL | | 3 | QUIK | QUIK | | 4 | ISINNumber | ISIN number | | 5 | RICCode | RIC code | | 6 | ISOCurrencyCode | ISO Currency Code | | 7 | ISOCountryCode | ISO Country Code | | 8 | ExchangeSymbol | Exchange Symbol | | 9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) |
| FIX.2.7 |
| 167 | SecurityType | String | N | Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
▶ 33 enum values
| Value | Name | Description |
|---|
| ? | Wildcard | Wildcard entry (used on Security Definition Request message) | | BA | BankersAcceptance | Bankers Acceptance | | CB | ConvertibleBond | Convertible Bond (Note not part of ISITC spec) | | CD | CertificateOfDeposit | Certificate Of Deposit | | CMO | CollateralizedMortgageObligation | Collateralize Mortgage Obligation | | CORP | CorporateBond | Corporate Bond | | CP | CommercialPaper | Commercial Paper | | CPP | CorporatePrivatePlacement | Corporate Private Placement | | CS | CommonStock | Common Stock | | FHA | FederalHousingAuthority | Federal Housing Authority | | FHL | FederalHomeLoan | Federal Home Loan | | FN | FederalNationalMortgageAssociation | Federal National Mortgage Association | | FOR | ForeignExchangeContract | Foreign Exchange Contract | | FUT | Future | Future | | GN | GovernmentNationalMortgageAssociation | Government National Mortgage Association | | GOVT | TreasuriesAgencyDebenture | Treasuries + Agency Debenture | | IET | IOETTEMortgage | Mortgage IOETTE | | MF | MutualFund | Mutual Fund | | MIO | MortgageInterestOnly | Mortgage Interest Only | | MPO | MortgagePrincipalOnly | Mortgage Principal Only | | MPP | MortgagePrivatePlacement | Mortgage Private Placement | | MPT | MiscellaneousPassThrough | Miscellaneous Pass-Thru | | MUNI | MunicipalBond | Municipal Bond | | NONE | NoSecurityType | No ISITC Security Type | | OPT | Option | Option | | PS | PreferredStock | Preferred Stock | | RP | RepurchaseAgreement | Repurchase Agreement | | RVRP | ReverseRepurchaseAgreement | Reverse Repurchase Agreement | | SL | StudentLoanMarketingAssociation | Student Loan Marketing Association | | TD | TimeDeposit | Time Deposit | | USTB | USTreasuryBillOld | US Treasury Bill | | WAR | Warrant | Warrant | | ZOO | CatsTigersAndLions | Cats, Tigers & Lions (a real code: US Treasury Receipts) |
| FIX.4.1 |
| 200 | MaturityMonthYear | MonthYear | N | Specifiesthe month and year of maturity. Required if MaturityDay is specified. | FIX.4.1 |
| 205 | MaturityDay | DayOfMonth | N | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.1 |
| 201 | PutOrCall | int | N | For Options.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Put | Put | | 1 | Call | Call |
| FIX.4.1 |
| 202 | StrikePrice | Price | N | For Options. | FIX.4.1 |
| 206 | OptAttribute | char | N | For Options. | FIX.4.1 |
| 231 | ContractMultiplier | float | N | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | FIX.4.2 |
| 223 | CouponRate | float | N | For Fixed Income. | FIX.4.2 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.1 |
| 106 | Issuer | String | N | Company name of security issuer (e.g. International Business Machines) | FIX.3.0 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.2 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.2 |
| 107 | SecurityDesc | String | N | Security description. | FIX.3.0 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.2 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.2 |
| 54 | Side | char | Y | Side of order
▶ 9 enum values
| Value | Name | Description |
|---|
| 1 | Buy | Buy | | 2 | Sell | Sell | | 3 | BuyMinus | Buy minus | | 4 | SellPlus | Sell plus | | 5 | SellShort | Sell short | | 6 | SellShortExempt | Sell short exempt | | 7 | Undisclosed | Undisclosed (valid for IOI and List Order messages only) | | 8 | Cross | Cross (orders where counterparty is an exchange, valid for all messages except IOIs) | | 9 | CrossShort | Cross short |
| FIX.2.7 |
| 38 | OrderQty | Qty | N | Either CashOrderQty or OrderQty is required. Not required for a rejected cash order or an order ack for a cash order. | FIX.2.7 |
| 152 | CashOrderQty | Qty | N | Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" conveyed on the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages involving fills. | FIX.4.2 |
| 40 | OrdType | char | N | Order type.
▶ 19 enum values
| Value | Name | Description |
|---|
| 1 | Market | Market | | 2 | Limit | Limit | | 3 | Stop | Stop | | 4 | StopLimit | Stop limit | | 5 | MarketOnClose | Market on close | | 6 | WithOrWithout | With or without | | 7 | LimitOrBetter | Limit or better | | 8 | LimitWithOrWithout | Limit with or without | | 9 | OnBasis | On basis | | A | OnClose | On close | | B | LimitOnClose | Limit on close | | C | ForexMarket | Forex - Market | | D | PreviouslyQuoted | Previously quoted | | E | PreviouslyIndicated | Previously indicated | | F | ForexLimit | Forex - Limit | | G | ForexSwap | Forex - Swap | | H | ForexPreviouslyQuoted | Forex - Previously Quoted | | I | Funari | Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) | | P | Pegged | Pegged |
| FIX.2.7 |
| 44 | Price | Price | N | Required if specified on the order | FIX.2.7 |
| 99 | StopPx | Price | N | Required if specified on the order | FIX.2.7 |
| 211 | PegDifference | PriceOffset | N | Required if specified on the order | FIX.4.1 |
| 388 | DiscretionInst | char | N | Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | RelatedToDisplayedPrice | Related to displayed price | | 1 | RelatedToMarketPrice | Related to market price | | 2 | RelatedToPrimaryPrice | Related to primary price | | 3 | RelatedToLocalPrimaryPrice | Related to local primary price | | 4 | RelatedToMidpointPrice | Related to midpoint price | | 5 | RelatedToLastTradePrice | Related to last trade price |
| FIX.4.2 |
| 389 | DiscretionOffset | PriceOffset | N | Amount (signed) added to the "related to" price specified via DiscretionInst. | FIX.4.2 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A: Valid Currency Codes for information on obtaining valid values. | FIX.2.7 |
| 376 | ComplianceID | String | N | ID used to represent this transaction for compliance purposes (e.g. OATS reporting). | FIX.4.2 |
| 377 | SolicitedFlag | Boolean | N | Indicates whether or not the order was solicited.
▶ 2 enum values
| Value | Name | Description |
|---|
| N | WasNotSolicited | Was not solicited | | Y | WasSolicited | Was solcitied |
| FIX.4.2 |
| 59 | TimeInForce | char | N | Absence of this field indicates Day order
▶ 7 enum values
| Value | Name | Description |
|---|
| 0 | Day | Day | | 1 | GoodTillCancel | Good Till Cancel (GTC) | | 2 | AtTheOpening | At the Opening (OPG) | | 3 | ImmediateOrCancel | Immediate or Cancel (IOC) | | 4 | FillOrKill | Fill or Kill (FOK) | | 5 | GoodTillCrossing | Good Till Crossing (GTX) | | 6 | GoodTillDate | Good Till Date |
| FIX.2.7 |
| 168 | EffectiveTime | UTCTimestamp | N | Time specified on the order at which the order should be considered valid | FIX.4.2 |
| 432 | ExpireDate | LocalMktDate | N | Conditionally required if TimeInForce = GTD and ExpireTime is not specified. | FIX.4.2 |
| 126 | ExpireTime | UTCTimestamp | N | Conditionally required if TimeInForce = GTD and ExpireDate is not specified. | FIX.4.0 |
| 18 | ExecInst | MultipleValueString | N | Can contain multiple instructions, space delimited.
▶ 29 enum values
| Value | Name | Description |
|---|
| 0 | StayOnOfferSide | Stay on offerside | | 1 | NotHeld | Not held | | 2 | Work | Work | | 3 | GoAlong | Go along | | 4 | OverTheDay | Over the day | | 5 | Held | Held | | 6 | ParticipateDoNotInitiate | Participate don't initiate | | 7 | StrictScale | Strict scale | | 8 | TryToScale | Try to scale | | 9 | StayOnBidSide | Stay on bidside | | A | NoCross | No cross (cross is forbidden) | | B | OKToCross | OK to cross | | C | CallFirst | Call first | | D | PercentOfVolume | Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) | | E | DoNotIncrease | Do not increase - DNI | | F | DoNotReduce | Do not reduce - DNR | | G | AllOrNone | All or none - AON | | I | InstitutionsOnly | Institutions only | | L | LastPeg | Last peg (last sale) | | M | MidPricePeg | Mid-price peg (midprice of inside quote) | | N | NonNegotiable | Non-negotiable | | O | OpeningPeg | Opening peg | | P | MarketPeg | Market peg | | R | PrimaryPeg | Primary peg (primary market - buy at bid/sell at offer) | | S | Suspend | Suspend | | T | FixedPegToLocalBestBidOrOfferAtTimeOfOrder | Fixed Peg to Local best bid or offer at time of order | | U | CustomerDisplayInstruction | Customer Display Instruction (Rule11Ac1-1/4) | | V | Netting | Netting (for Forex) | | W | PegToVWAP | Peg to VWAP |
| FIX.2.7 |
| 47 | Rule80A | char | N | Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.
▶ 23 enum values
| Value | Name | Description |
|---|
| A | AgencySingleOrder | Agency single order | | B | ShortExemptTransactionAType | Short exempt transaction (refer to A type) | | C | ProprietaryNonAlgo | Program Order, non-index arb, for Member firm/org | | D | ProgramOrderMember | Program Order, index arb, for Member firm/org | | E | ShortExemptTransactionForPrincipal | Registered Equity Market Maker trades | | F | ShortExemptTransactionWType | Short exempt transaction (refer to W type) | | H | ShortExemptTransactionIType | Short exempt transaction (refer to I type) | | I | IndividualInvestor | Individual Investor, single order | | J | ProprietaryAlgo | Program Order, index arb, for individual customer | | K | AgencyAlgo | Program Order, non-index arb, for individual customer | | L | ShortExemptTransactionMemberAffliated | Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types) | | M | ProgramOrderOtherMember | Program Order, index arb, for other member | | N | AgentForOtherMember | Program Order, non-index arb, for other member | | O | ProprietaryTransactionAffiliated | Competing dealer trades | | P | Principal | Principal | | R | TransactionNonMember | Competing dealer trades | | S | SpecialistTrades | Specialist trades | | T | TransactionUnaffiliatedMember | Competing dealer trades | | U | AgencyIndexArb | Program Order, index arb, for other agency | | W | AllOtherOrdersAsAgentForOtherMember | All other orders as agent for other member | | X | ShortExemptTransactionMemberNotAffliated | Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) | | Y | AgencyNonAlgo | Program Order, non-index arb, for other agency | | Z | ShortExemptTransactionNonMember | Short exempt transaction for non-member competing market-maker (refer to A and R types) |
| FIX.2.7 |
| 32 | LastShares | Qty | N | Quantity of shares bought/sold on this (last) fill. Not required ExecTransType = 3 (Status). When required, should be "0" for non-fills ("fill" defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below.
If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for. | FIX.2.7 |
| 31 | LastPx | Price | N | Price of this (last) fill. Not required for ExecTransType = 3 (Status), Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). When required, should be "0" for non-fills ("fill" defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below.
If ExecType=Stopped, represents the price stopped/guaranteed/protected at. | FIX.2.7 |
| 194 | LastSpotRate | Price | N | Applicable for F/X orders | FIX.4.1 |
| 195 | LastForwardPoints | PriceOffset | N | Applicable for F/X orders | FIX.4.1 |
| 30 | LastMkt | Exchange | N | Market of execution for last fill | FIX.2.7 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. | FIX.4.2 |
| 29 | LastCapacity | char | N | Broker capacity in order execution
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | Agent | Agent | | 2 | CrossAsAgent | Cross as agent | | 3 | CrossAsPrincipal | Cross as principal | | 4 | Principal | Principal |
| FIX.2.7 |
| 151 | LeavesQty | Qty | Y | Amount of shares open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty. | FIX.4.1 |
| 14 | CumQty | Qty | Y | Currently executed shares for chain of orders. | FIX.2.7 |
| 6 | AvgPx | Price | Y | Calculated average price of all fills on this order. | FIX.2.7 |
| 424 | DayOrderQty | Qty | N | For GT orders on days following the day of the first trade. | FIX.4.2 |
| 425 | DayCumQty | Qty | N | For GT orders on days following the day of the first trade. | FIX.4.2 |
| 426 | DayAvgPx | Price | N | For GT orders on days following the day of the first trade. | FIX.4.2 |
| 427 | GTBookingInst | int | N | States whether executions are booked out or accumulated on a partially filled GT order
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | BookOutAllTradesOnDayOfExecution | book out all trades on day of execution | | 1 | AccumulateUntilFilledOrExpired | accumulate executions until order is filled or expires | | 2 | AccumulateUntilVerballlyNotifiedOtherwise | accumulate until verbally notified otherwise |
| FIX.4.2 |
| 75 | TradeDate | LocalMktDate | N | Used when reporting other than current day trades. | FIX.2.7 |
| 60 | TransactTime | UTCTimestamp | N | Time the transaction represented by this ExecutionReport occurred | FIX.2.7 |
| 113 | ReportToExch | Boolean | N | Identifies party of trade responsible for exchange reporting.
▶ 2 enum values
| Value | Name | Description |
|---|
| N | SenderReports | Indicates that party sending message will report trade | | Y | ReceiverReports | Indicates that party receiving message must report trade |
| FIX.3.0 |
| 12 | Commission | Amt | N | On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field. | FIX.2.7 |
| 13 | CommType | char | N | Commission type
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | PerUnit | per share | | 2 | Percent | percentage | | 3 | Absolute | absolute |
| FIX.2.7 |
| 381 | GrossTradeAmt | Amt | N | Total amount traded (e.g. CumQty * AvgPx) expressed in units of currency. | FIX.4.2 |
| 119 | SettlCurrAmt | Amt | N | Used to report results of forex accommodation trade | FIX.4.0 |
| 120 | SettlCurrency | Currency | N | Used to report results of forex accommodation trade | FIX.4.0 |
| 155 | SettlCurrFxRate | float | N | Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency | FIX.4.1 |
| 156 | SettlCurrFxRateCalc | char | N | Specifies whether the SettlCurrFxRate should be multiplied or divided | FIX.4.1 |
| 21 | HandlInst | char | N | Instructions for order handling on Broker trading floor
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | AutomatedExecutionNoIntervention | Automated execution order, private, no Broker intervention | | 2 | AutomatedExecutionInterventionOK | Automated execution order, public, Broker intervention OK | | 3 | ManualOrder | Manual order, best execution |
| FIX.4.2 |
| 110 | MinQty | Qty | N | Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) | FIX.4.2 |
| 111 | MaxFloor | Qty | N | Maximum number of shares within an order to be shown on the exchange floor at any given time.
(Prior to FIX 4.2 this field was of type int) | FIX.4.2 |
| 77 | OpenClose | char | N | For options
▶ 2 enum values
| Value | Name | Description |
|---|
| C | Close | Close | | O | Open | Open |
| FIX.4.2 |
| 210 | MaxShow | Qty | N | Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) | FIX.4.2 |
| 58 | Text | String | N | Free format text string
(Note: this field does not have a specified maximum length) | FIX.2.7 |
| 354 | EncodedTextLen | Length | N | Must be set if EncodedText field is specified and must immediately precede it. | FIX.4.2 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | FIX.4.2 |
| 193 | FutSettDate2 | LocalMktDate | N | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. | FIX.4.2 |
| 192 | OrderQty2 | Qty | N | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. | FIX.4.2 |
| 439 | ClearingFirm | String | N | Firm that will clear the trade. Used if different from the executing firm. | FIX.4.2 |
| 440 | ClearingAccount | String | N | Supplemental accounting information forwared to clearing house/firm. | FIX.4.2 |
| 442 | MultiLegReportingType | char | N | Default is a single security if not specified.
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | SingleSecurity | Single Security (default if not specified) | | 2 | IndividualLegOfAMultiLegSecurity | Individual leg of a multi-leg security | | 3 | MultiLegSecurity | Multi-leg security |
| FIX.4.2 |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.2.7 |
| 93 | SignatureLength | Length | N | Required when trailer contains signature. Note: Not to be included within SecureData field | FIX.4.0 |
| 89 | Signature | data | N | Note: Not to be included within SecureData field | FIX.4.0 |
| 10 | CheckSum | String | Y | (Always unencrypted, always last field in message) | FIX.4.0 |