| ◈ StandardHeader [Component] | | Y | MsgType = X | FIX.4.2 |
| 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 |
| 262 | MDReqID | String | N | Conditionally required if this message is in response to a Market Data Request. | FIX.4.2 |
| 268 | NoMDEntries | int | Y | Number of entries following. | FIX.4.2 |
| 279 | MDUpdateAction | char | Y | Must be first field in this repeating group.
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | New | New | | 1 | Change | Change | | 2 | Delete | Delete |
| FIX.4.2 |
| 285 | DeleteReason | char | N | If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Cancellation | Cancelation / Trade Bust | | 1 | Error | Error |
| FIX.4.2 |
| 269 | MDEntryType | char | N | Conditionally required if MDUpdateAction = New(0). Cannot be changed.
▶ 10 enum values
| Value | Name | Description |
|---|
| 0 | Bid | Bid | | 1 | Offer | Offer | | 2 | Trade | Trade | | 3 | IndexValue | Index Value | | 4 | OpeningPrice | Opening Price | | 5 | ClosingPrice | Closing Price | | 6 | SettlementPrice | Settlement Price | | 7 | TradingSessionHighPrice | Trading Session High Price | | 8 | TradingSessionLowPrice | Trading Session Low Price | | 9 | TradingSessionVWAPPrice | Trading Session VWAP Price |
| FIX.4.2 |
| 278 | MDEntryID | String | N | If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified.. | FIX.4.2 |
| 280 | MDEntryRefID | String | N | If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID. | FIX.4.2 |
| 55 | Symbol | String | N | Either Symbol or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, PutOrCall, StrikePrice, OptAttribute, and SecurityExchange. May not be changed. | FIX.4.2 |
| 65 | SymbolSfx | String | N | May not be changed. | FIX.4.2 |
| 48 | SecurityID | String | N | May not be changed. | FIX.4.2 |
| 22 | IDSource | String | N | May not be changed.
▶ 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.4.2 |
| 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. May not be changed.
▶ 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.4.2 |
| 200 | MaturityMonthYear | MonthYear | N | Specifiesthe month and year of maturity. Required if MaturityDay is specified. May not be changed. | FIX.4.2 |
| 205 | MaturityDay | DayOfMonth | N | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. May not be changed. | FIX.4.2 |
| 201 | PutOrCall | int | N | For Options. May not be changed.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Put | Put | | 1 | Call | Call |
| FIX.4.2 |
| 202 | StrikePrice | Price | N | For Options. May not be changed. | FIX.4.2 |
| 206 | OptAttribute | char | N | For Options. May not be changed. | FIX.4.2 |
| 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. May not be changed. | FIX.4.2 |
| 106 | Issuer | String | N | May not be changed. | FIX.4.2 |
| 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 | May not be changed. | FIX.4.2 |
| 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 |
| 291 | FinancialStatus | char | N | Identifies a firm’s financial status.
▶ 1 enum values
| Value | Name | Description |
|---|
| 1 | Bankrupt | Bankrupt |
| FIX.4.2 |
| 292 | CorporateAction | char | N | Identifies the type of Corporate Action.
▶ 5 enum values
| Value | Name | Description |
|---|
| A | ExDividend | Ex-Dividend | | B | ExDistribution | Ex-Distribution | | C | ExRights | Ex-Rights | | D | New | New | | E | ExInterest | Ex-Interest |
| FIX.4.2 |
| 270 | MDEntryPx | Price | N | Conditionally required when MDUpdateAction = New(0). | FIX.4.2 |
| 15 | Currency | Currency | N | Can be used to specify the currency of the quoted price. | FIX.4.2 |
| 271 | MDEntrySize | Qty | N | Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), or Trade(2). | FIX.4.2 |
| 272 | MDEntryDate | UTCDate | N | Date of Market Data Entry. | FIX.4.2 |
| 273 | MDEntryTime | UTCTimeOnly | N | Time of Market Data Entry. | FIX.4.2 |
| 274 | TickDirection | char | N | Direction of the "tick".
▶ 4 enum values
| Value | Name | Description |
|---|
| 0 | PlusTick | Plus Tick | | 1 | ZeroPlusTick | Zero-Plus Tick | | 2 | MinusTick | Minus Tick | | 3 | ZeroMinusTick | Zero-Minus Tick |
| FIX.4.2 |
| 275 | MDMkt | Exchange | N | Market posting quote / trade. Valid values:
See Appendix C | FIX.4.2 |
| 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 |
| 276 | QuoteCondition | MultipleValueString | N | Space-delimited list of conditions describing a quote.
▶ 9 enum values
| Value | Name | Description |
|---|
| A | Open | Open / Active | | B | Closed | Closed / Inactive | | C | ExchangeBest | Exchange Best | | D | ConsolidatedBest | Consolidated Best | | E | Locked | Locked | | F | Crossed | Crossed | | G | Depth | Depth | | H | FastTrading | Fast Trading | | I | NonFirm | Non-Firm |
| FIX.4.2 |
| 277 | TradeCondition | MultipleValueString | N | Space-delimited list of conditions describing a trade
▶ 14 enum values
| Value | Name | Description |
|---|
| A | Cash | Cash (only) Market | | B | AveragePriceTrade | Average Price Trade | | C | CashTrade | Cash Trade (same day clearing) | | D | NextDay | Next Day (only) Market | | E | Opening | Opening / Reopening Trade Detail | | F | IntradayTradeDetail | Intraday Trade Detail | | G | Rule127Trade | Rule 127 Trade (NYSE) | | H | Rule155Trade | Rule 155 Trade (Amex) | | I | SoldLast | Sold Last (late reporting) | | J | NextDayTrade | Next Day Trade (next day clearing) | | K | Opened | Opened (late report of opened trade) | | L | Seller | Seller | | M | Sold | Sold (out of sequence) | | N | StoppedStock | Stopped Stock (guarantee of price but does not execute the order) |
| FIX.4.2 |
| 282 | MDEntryOriginator | String | N | Originator of a Market Data Entry | FIX.4.2 |
| 283 | LocationID | String | N | Identification of a Market Maker’s location | FIX.4.2 |
| 284 | DeskID | String | N | Identification of a Market Maker’s desk | FIX.4.2 |
| 286 | OpenCloseSettleFlag | char | N | Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | DailyOpen | Daily Open / Close / Settlement price | | 1 | SessionOpen | Session Open / Close / Settlement price | | 2 | DeliverySettlementEntry | Delivery Settlement price |
| FIX.4.2 |
| 59 | TimeInForce | char | N | For optional use when this Bid or Offer represents an 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.4.2 |
| 432 | ExpireDate | LocalMktDate | N | For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. | FIX.4.2 |
| 126 | ExpireTime | UTCTimestamp | N | For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. | FIX.4.2 |
| 110 | MinQty | Qty | N | For optional use when this Bid or Offer represents an order | FIX.4.2 |
| 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.4.2 |
| 287 | SellerDays | int | N | Specifies the number of days that may elapse before delivery of the security | FIX.4.2 |
| 37 | OrderID | String | N | For optional use when this Bid, Offer, or Trade represents an order | FIX.4.2 |
| 299 | QuoteEntryID | String | N | For optional use when this Bid, Offer, or Trade represents a quote | FIX.4.2 |
| 288 | MDEntryBuyer | String | N | For optional use in reporting Trades | FIX.4.2 |
| 289 | MDEntrySeller | String | N | For optional use in reporting Trades | FIX.4.2 |
| 346 | NumberOfOrders | int | N | In an Aggregated Book, used to show how many individual orders make up an MDEntry | FIX.4.2 |
| 290 | MDEntryPositionNo | int | N | Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 | FIX.4.2 |
| 387 | TotalVolumeTraded | Qty | N | Total volume traded in this trading session for this security. | FIX.4.2 |
| 58 | Text | String | N | Text to describe the Market Data Entry. Part of repeating group. | FIX.4.2 |
| 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 |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.4.2 |
| 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 |