| ◈ StandardHeader [Component] | | Y | MsgType = W | 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 |
| 55 | Symbol | String | Y | Ticker symbol | FIX.4.2 |
| 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.4.2 |
| 48 | SecurityID | String | N | CUSIP or other alternate security identifier | FIX.4.2 |
| 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.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.
▶ 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. | FIX.4.2 |
| 205 | MaturityDay | DayOfMonth | N | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.2 |
| 201 | PutOrCall | int | N | For Options.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Put | Put | | 1 | Call | Call |
| FIX.4.2 |
| 202 | StrikePrice | Price | N | For Options. | FIX.4.2 |
| 206 | OptAttribute | char | N | For Options. | 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. | FIX.4.2 |
| 106 | Issuer | String | N | Company name of security issuer (e.g. International Business Machines) | 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 | Security description. | 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 |
| 387 | TotalVolumeTraded | Qty | N | Total volume traded in this trading session for this security. | FIX.4.2 |
| 268 | NoMDEntries | int | Y | Number of entries following. | FIX.4.2 |
| 269 | MDEntryType | char | Y | Must be the first field in this repeating group.
▶ 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 |
| 270 | MDEntryPx | Price | Y | Price of the Market Data Entry. | 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 if MDEntryType = 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 |
| 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 |