| ◈ StandardHeader [Component] | | Y | MsgType = b (lowercase) | 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 |
| 131 | QuoteReqID | String | N | Required when acknowledgment is in response to a Quote Request message | FIX.4.2 |
| 117 | QuoteID | String | N | Required when acknowledgment is in response to a Quote message | FIX.4.2 |
| 297 | QuoteAckStatus | int | Y | Status of the quote acknowledgement.
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | Accepted | Accepted | | 1 | CancelForSymbol | Canceled for Symbol(s) | | 2 | CanceledForSecurityType | Canceled for Security Type(s) | | 3 | CanceledForUnderlying | Canceled for Underlying | | 4 | CanceledAll | Canceled All | | 5 | Rejected | Rejected |
| FIX.4.2 |
| 300 | QuoteRejectReason | int | N | Reason Quote was rejected.
▶ 9 enum values
| Value | Name | Description |
|---|
| 1 | UnknownSymbol | Unknown symbol (Security) | | 2 | Exchange | Exchange (Security) closed | | 3 | QuoteRequestExceedsLimit | Quote Request exceeds limit | | 4 | TooLateToEnter | Too late to enter | | 5 | UnknownQuote | Unknown Quote | | 6 | DuplicateQuote | Duplicate Quote | | 7 | InvalidBid | Invalid bid/ask spread | | 8 | InvalidPrice | Invalid price | | 9 | NotAuthorizedToQuoteSecurity | Not authorized to quote security |
| FIX.4.2 |
| 301 | QuoteResponseLevel | int | N | Level of Response requested from receiver of quote messages. Is echoed back to the counterparty.
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | NoAcknowledgement | No Acknowledgement (Default) | | 1 | AcknowledgeOnlyNegativeOrErroneousQuotes | Acknowledge only negative or erroneous quotes | | 2 | AcknowledgeEachQuoteMessage | Acknowledge each quote messages |
| 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 |
| 58 | Text | String | N | Free format text string
(Note: this field does not have a specified maximum length) | FIX.4.2 |
| 296 | NoQuoteSets | int | N | The number of sets of quotes in the message | FIX.4.2 |
| 302 | QuoteSetID | String | N | First field in repeating group. Required if NoQuoteSets > 0 | FIX.4.2 |
| 311 | UnderlyingSymbol | String | N | Required if NoQuoteSets > 0 | FIX.4.2 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx.
See SymbolSfx field for description | FIX.4.2 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID.
See SecurityID field for description | FIX.4.2 |
| 305 | UnderlyingIDSource | String | N | Underlying security’s IDSource. | FIX.4.2 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType. | FIX.4.2 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Required if UnderlyingMaturityDay is specified. | FIX.4.2 |
| 314 | UnderlyingMaturityDay | DayOfMonth | N | Underlying security’s MaturityDay.
See MaturityDay field for description | FIX.4.2 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall.
See PutOrCall field for description | FIX.4.2 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice.
See StrikePrice field for description | FIX.4.2 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute.
See OptAttribute field for description | FIX.4.2 |
| 436 | UnderlyingContractMultiplier | float | N | For Fixed Income, Convertible Bonds, Derivatives, etc. | FIX.4.2 |
| 435 | UnderlyingCouponRate | float | N | For Fixed Income. | FIX.4.2 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security. | FIX.4.2 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer.
See Issuer field for description | FIX.4.2 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it. | FIX.4.2 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. | FIX.4.2 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc.
See SecurityDesc field for description | FIX.4.2 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it. | FIX.4.2 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.2 |
| 304 | TotQuoteEntries | int | N | Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set.
Required if NoQuoteEntries > 0 | FIX.4.2 |
| 295 | NoQuoteEntries | int | N | The number of quotes for this Symbol (QuoteSet) that follow in this message. | FIX.4.2 |
| 299 | QuoteEntryID | String | N | Uniquely identifies the quote as part of a QuoteSet.
First field in repeating group. Required if NoQuoteEntries > 0. | FIX.4.2 |
| 55 | Symbol | String | N | 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 |
| 368 | QuoteEntryRejectReason | int | N | Reason Quote Entry was rejected.
▶ 9 enum values
| Value | Name | Description |
|---|
| 1 | UnknownSymbol | Unknown symbol (Security) | | 2 | Exchange | Exchange (Security) closed | | 3 | QuoteExceedsLimit | Quote exceeds limit | | 4 | TooLateToEnter | Too late to enter | | 5 | UnknownQuote | Unknown Quote | | 6 | DuplicateQuote | Duplicate Quote | | 7 | InvalidBidAskSpread | Invalid bid/ask spread | | 8 | InvalidPrice | Invalid price | | 9 | NotAuthorizedToQuoteSecurity | Not authorized to quote security |
| 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 |