Components – FIX.4.3 – FIX Reference

▶

CommissionData

Block Common

The CommissionDate component block is used to carry commission information such as the type of commission and the rate.

Tag

Name

Type

Req

Description

Added

12

Commission

Amt

N

Commission. Note if CommType is percentage, Commission of 5% should be represented as .05.

FIX.4.3

13

CommType

char

N

Commission type

▶ 6 enum values

Value	Name	Description
6	PointsPerBondOrContract	per bond
1	PerUnit	per share
2	Percent	percentage
3	Absolute	absolute
5	PercentageWaivedEnhancedUnits	(for CIV buy orders) percentage waived enhanced units
4	PercentageWaivedCashDiscount	(for CIV buy orders) percentage waived cash discount

FIX.4.3

479

Tag479

?

N

For CIV - Optional

FIX.4.3

497

Tag497

?

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
N	No	No
Y	Yes	Yes

FIX.4.3

▶

Instrument

Block Common

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

Tag

Name

Type

Req

Description

Added

55

Symbol

String

N

Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)

FIX.4.3

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.4.3

48

SecurityID

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

22

IDSource

String

N

Required if SecurityID is specified.

▶ 16 enum values

Value	Name	Description
E	Sicovam	Sicovam
2	SEDOL	SEDOL
1	CUSIP	CUSIP
3	QUIK	QUIK
F	Belgian	Belgian
D	Valoren	Valoren
C	Dutch	Dutch
B	Wertpapier	Wertpapier
A	BloombergSymbol	Bloomberg Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8	ExchangeSymbol	Exchange Symbol
7	ISOCountryCode	ISO Country Code
6	ISOCurrencyCode	ISO Currency Code
5	RICCode	RIC code
4	ISINNumber	ISIN number
G	Common	Common (Clearstream and Euroclear)

FIX.4.3

454

Tag454

?

N

Number of alternate Security Identifiers

FIX.4.3

455

Tag455

?

N

Security Alternate identifier for this security First member of repeating group - must be specified if NoSecurityAltID > 0 The Security Alternative identifier block should not be populated unless SecurityID and SecurityIDSource are populated and should not duplicate the SecurityID and SecurityIDSource values contained in the SecurityID/SecurityIDSource tags. Use of SecurityAltID may be used if bilaterally agreed to assist in security identification, and does not imply an obligation on the receiver of the message to ensure validity or consistency with the SecurityID and SecurityIDSource fields which take precedence.

FIX.4.3

456

Tag456

?

N

Source of SecurityAltID. Required if SecurityAltID is specified.

FIX.4.3

460

Tag460

?

N

Indicates the type of product the security is associated with (high-level category)

▶ 12 enum values

Value	Name	Description
8	LOAN	LOAN
12	OTHER	OTHER
11	MUNICIPAL	MUNICIPAL
1	AGENCY	AGENCY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
2	COMMODITY	COMMODITY
6	GOVERNMENT	GOVERNMENT
10	MORTGAGE	MORTGAGE
7	INDEX	INDEX
9	MONEYMARKET	MONEYMARKET
5	EQUITY	EQUITY

FIX.4.3

461

Tag461

?

N

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

FIX.4.3

167

SecurityType

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 – Recommendations and Guidelines for Futures and Options Markets.")

▶ 82 enum values

Value	Name	Description
CP	CommercialPaper	Commercial Paper
VRDN	VariableRateDemandNote	Variable Rate Demand Note
PZFJ	PlazosFijos	Plazos Fijos
PN	PromissoryNote	Promissory Note
ONITE	Overnight	Overnight
MTN	MediumTermNotes	Medium Term Notes
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
AMENDED	Amended	Amended & Restated
BRIDGE	BridgeLoan	Bridge Loan
LOFC	LetterOfCredit	Letter of Credit
SWING	SwingLineFacility	Swing Line Facility
DINP	DebtorInPossession	Debtor in Possession
DEFLTED	Defaulted	Defaulted
WITHDRN	Withdrawn	Withdrawn
LQN	LiquidityNote	Liquidity Note
MATURED	Matured	Matured
DN	DepositNotes	Deposit Notes
RETIRED	Retired	Retired
BA	BankersAcceptance	Bankers Acceptance
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill of Exchanges
CD	CertificateOfDeposit	Certificate of Deposit
CL	CallLoans	Call Loans
REPLACD	Replaced	Replaced
MT	MandatoryTender	Mandatory Tender
RVLVTRM	Revolver	Revolver/Term Loan
MPP	MortgagePrivatePlacement	Mortgage Private Placement
STN	ShortTermLoanNote	Short Term Loan Note
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
MIO	MortgageInterestOnly	Mortgage Interest Only
COFP	CertificateOfParticipation	Certificate of Participation
MBS	MortgageBackedSecurities	Mortgage-backed Securities
REV	RevenueBonds	Revenue Bonds
SPCLA	SpecialAssessment	Special Assessment
SPCLO	SpecialObligation	Special Obligation
SPCLT	SpecialTax	Special Tax
TAN	TaxAnticipationNote	Tax Anticipation Note
TAXA	TaxAllocation	Tax Allocation
COFO	CertificateOfObligation	Certificate of Obligation
TD	TimeDeposit	Time Deposit
GO	GeneralObligationBonds	General Obligation Bonds
?	Wildcard	Wildcard entry (used on Security Definition Request message)
WAR	Warrant	Warrant
MF	MutualFund	Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEG	MultilegInstrument	Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
MPO	MortgagePrincipalOnly	Mortgage Principal Only
RP	RepurchaseAgreement	Repurchase Agreement
NONE	NoSecurityType	No Security Type
XCN	ExtendedCommNote	Extended Comm Note
POOL	AgencyPools	Agency Pools
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
RVRP	ReverseRepurchaseAgreement	Reverse Repurchase Agreement
FOR	ForeignExchangeContract	Foreign Exchange Contract
RAN	RevenueAnticipationNote	Revenue Anticipation Note
RVLV	RevolverLoan	Revolver Loan
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
XLINKD	IndexedLinked	Indexed Linked
YANK	YankeeCorporateBond	Yankee Corporate Bond
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest strip from any bond or note
TIPS	TreasuryInflationProtectedSecurities	Treasury Inflation Protected Securities
TCAL	PrincipalStripOfACallableBondOrNote	Principal strip of a callable bond or note
TPRN	PrincipalStripFromANonCallableBondOrNote	Principal strip from a non-callable bond or note
UST	USTreasuryNoteOld	US Treasury Note/Bond
USTB	USTreasuryBillOld	US Treasury Bill
TERM	TermLoan	Term Loan
STRUCT	StructuredNotes	Structured Notes

FIX.4.3

200

MaturityMonthYear

MonthYear

N

Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.

FIX.4.3

541

Tag541

?

N

Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.

FIX.4.3

224

Tag224

?

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

225

Tag225

?

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

239

Tag239

?

N

Identifies the collateral used in the transaction. For Fixed Income, required for RP and RVRP security types.

FIX.4.3

226

Tag226

?

N

Number of business days before repurchase of a repo.

FIX.4.3

227

Tag227

?

N

Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par.

FIX.4.3

228

Tag228

?

N

Fraction for deriving Current face from Original face for TIPS, ABS or MBS Fixed Income securities. Note the fraction may be greater than, equal to or less than 1.

FIX.4.3

255

Tag255

?

N

—

FIX.4.3

543

Tag543

?

N

The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.

FIX.4.3

470

Tag470

?

N

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

FIX.4.3

471

Tag471

?

N

A two-character state or province abbreviation.

FIX.4.3

472

Tag472

?

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

240

Tag240

?

N

Return of investor's principal in a security. Bond redemption can occur before maturity date.

FIX.4.3

202

StrikePrice

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

206

OptAttribute

char

N

Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option – use the CFICode[461] for this purpose.

FIX.4.3

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.4.3

223

CouponRate

float

N

For Fixed Income.

FIX.4.3

207

SecurityExchange

Exchange

N

Can be used to identify the security.

FIX.4.3

106

Issuer

String

N

Company name of security issuer (e.g. International Business Machines)

FIX.4.3

348

EncodedIssuerLen

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

349

EncodedIssuer

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

107

SecurityDesc

String

N

Security description.

FIX.4.3

350

EncodedSecurityDescLen

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

351

EncodedSecurityDesc

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

▶

InstrumentLeg

Block Common

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages. Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. Several multileg-oriented messages specify an Instrument Leg component block. An instrument can have zero or more instrument legs. The fundamental business rule that applies to the multileg instrument is that the multileg instrument is defined as the combination of instrument legs. The multileg instrument must be able to be traded atomically – that all instrument legs are traded or none are traded. The LegRatioQty[623] is used to define the quantity of the leg that makes up a single unit of the multleg instrument. An option butterfly strategy is made up of three option legs.

Tag	Name	Type	Req	Description	Added
600	Tag600	?	N	—	FIX.4.3
601	Tag601	?	N	—	FIX.4.3
602	Tag602	?	N	—	FIX.4.3
603	Tag603	?	N	—	FIX.4.3
604	Tag604	?	N	—	FIX.4.3
605	Tag605	?	N	—	FIX.4.3
606	Tag606	?	N	—	FIX.4.3
607	Tag607	?	N	—	FIX.4.3
608	Tag608	?	N	—	FIX.4.3
609	Tag609	?	N	—	FIX.4.3
610	Tag610	?	N	—	FIX.4.3
611	Tag611	?	N	—	FIX.4.3
248	Tag248	?	N	—	FIX.4.3
249	Tag249	?	N	—	FIX.4.3
250	Tag250	?	N	—	FIX.4.3
251	Tag251	?	N	—	FIX.4.3
252	Tag252	?	N	—	FIX.4.3
253	Tag253	?	N	—	FIX.4.3
257	Tag257	?	N	—	FIX.4.3
599	Tag599	?	N	—	FIX.4.3
596	Tag596	?	N	—	FIX.4.3
597	Tag597	?	N	—	FIX.4.3
598	Tag598	?	N	—	FIX.4.3
254	Tag254	?	N	—	FIX.4.3
612	Tag612	?	N	—	FIX.4.3
613	Tag613	?	N	—	FIX.4.3
614	Tag614	?	N	—	FIX.4.3
615	Tag615	?	N	—	FIX.4.3
616	Tag616	?	N	—	FIX.4.3
617	Tag617	?	N	—	FIX.4.3
618	Tag618	?	N	—	FIX.4.3
619	Tag619	?	N	—	FIX.4.3
620	Tag620	?	N	—	FIX.4.3
621	Tag621	?	N	—	FIX.4.3
622	Tag622	?	N	—	FIX.4.3
623	Tag623	?	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
624	Tag624	?	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3

▶

NestedParties

BlockRepeating Common

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Tag	Name	Type	Req	Description	Added
539	Tag539	?	N	Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole	FIX.4.3
524	Tag524	?	N	Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.	FIX.4.3
525	Tag525	?	N	Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.	FIX.4.3
538	Tag538	?	N	Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.	FIX.4.3
545	Tag545	?	N	Sub-identifier (e.g. Clearing Acct for NestedPartyID=Clearing Firm) if applicable	FIX.4.3

▶

OrderQtyData

Block Common

The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).

Tag

Name

Type

Req

Description

Added

38

OrderQty

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

152

CashOrderQty

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.

FIX.4.3

516

Tag516

?

N

For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

468

Tag468

?

N

For CIV – Optional

▶ 3 enum values

Value	Name	Description
0	RoundToNearest	Round to nearest
1	RoundDown	Round down
2	RoundUp	Round up

FIX.4.3

469

Tag469

?

N

For CIV – Optional

FIX.4.3

▶

Parties

BlockRepeating Common

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

Tag

Name

Type

Req

Description

Added

453

Tag453

?

N

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

448

Tag448

?

N

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

447

Tag447

?

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 15 enum values

Value	Name	Description
5	ChineseInvestorID	Chinese B Share (Shezhen and Shanghai)
8	USEmployerOrTaxIDNumber	US Employer Identification Number
A	AustralianTaxFileNumber	Australian Tax File Number
9	AustralianBusinessNumber	Australian Business Number
E	ISOCountryCode	ISO Country Code
B	BIC	BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B)
7	USSocialSecurityNumber	US Social Security Number
D	Proprietary	Proprietary/Custom code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values)
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII / FID
3	TaiwaneseTradingAcct	Taiwanese Trading Account
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)

FIX.4.3

452

Tag452

?

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 20 enum values

Value	Name	Description
15	CorrespondantClearingFirm	Correspondant Clearing Firm
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
20	UnderlyingContraFirm	Underlying Contra Firm
19	SponsoringFirm	Sponsoring Firm
18	ContraClearingFirm	Contra Clearing Firm
17	ContraFirm	Contra Firm
16	ExecutingSystem	Executing System
7	EnteringFirm	Entering Firm
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
8	Locate	Locate/Lending Firm (for short-sales)
9	FundManagerClientID	Fund manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm e.g. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buyside firm)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)

FIX.4.3

523

Tag523

?

N

Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable

FIX.4.3

▶

SpreadOrBenchmarkCurveData

Block Common

The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.

Tag

Name

Type

Req

Description

Added

218

SpreadToBenchmark

PriceOffset

N

For Fixed Income

FIX.4.3

220

Tag220

?

N

—

FIX.4.3

221

Tag221

?

N

—

▶ 9 enum values

Value	Name	Description
SWAP	SWAP	SWAP
LIBID	LIBID	LIBID
OTHER	OTHER	OTHER
Treasury	Treasury	Treasury
Euribor	Euribor	Euribor
Pfandbriefe	Pfandbriefe	Pfandbriefe
FutureSWAP	FutureSWAP	FutureSWAP
MuniAAA	MuniAAA	MuniAAA
LIBOR	LIBOR	LIBOR (London Inter-Bank Offers)

FIX.4.3

222

Tag222

?

N

—

FIX.4.3

▶

StandardHeader

Block Session

The standard FIX message header

Tag

Name

Type

Req

Description

Added

8

BeginString

String

Y

FIX.4.3 (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)

▶ 68 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
AA	DerivativeSecurityList	Derivative Security List
AB	NewOrderMultileg	New Order - Multileg
AC	MultilegOrderCancelReplace	Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request)
AD	TradeCaptureReportRequest	Trade Capture Report Request
AE	TradeCaptureReport	Trade Capture Report
AF	OrderMassStatusRequest	Order Mass Status Request
AG	QuoteRequestReject	Quote Request Reject
AH	RFQRequest	RFQ Request
AI	QuoteStatusReport	Quote Status Report
b	MassQuoteAcknowledgement	Mass Quote Acknowledgement
B	News	News
c	SecurityDefinitionRequest	Security Definition Request
C	Email	Email
d	SecurityDefinition	Security Definition
D	NewOrderSingle	Order Single
e	SecurityStatusRequest	Security Status Request
E	NewOrderList	Order List
f	SecurityStatus	Security Status
F	OrderCancelRequest	Order Cancel Request
G	OrderCancelReplaceRequest	Order Cancel/Replace Request
g	TradingSessionStatusRequest	Trading Session Status Request
h	TradingSessionStatus	Trading Session Status
H	OrderStatusRequest	Order Status Request
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
n	XMLNonFIX	XML message (e.g. non-FIX MsgType)
o	RegistrationInstructions	Registration Instructions
P	AllocationInstructionAck	Allocation ACK
p	RegistrationInstructionsResponse	Registration Instructions Response
q	OrderMassCancelRequest	Order Mass Cancel Request
Q	DontKnowTrade	Dont Know Trade (DK)
r	OrderMassCancelReport	Order Mass Cancel Report
R	QuoteRequest	Quote Request
s	NewOrderCross	New Order - Cross
S	Quote	Quote
t	CrossOrderCancelReplaceRequest	Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)
T	SettlementInstructions	Settlement Instructions
u	CrossOrderCancelRequest	Cross Order Cancel Request
v	SecurityTypeRequest	Security Type Request
V	MarketDataRequest	Market Data Request
w	SecurityTypes	Security Types
W	MarketDataSnapshotFullRefresh	Market Data-Snapshot/Full Refresh
x	SecurityListRequest	Security List Request
X	MarketDataIncrementalRefresh	Market Data-Incremental Refresh
y	SecurityList	Security List
Y	MarketDataRequestReject	Market Data Request Reject
z	DerivativeSecurityListRequest	Derivative Security List Request
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 Volume 1: "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
UTF-8	UTF8	(for using Unicode)
ISO-2022-JP	ISO2022JP	(for using JIS)
EUC-JP	EUCJP	(for using EUC)
Shift_JIS	ShiftJIS	(for using SJIS)

FIX.4.2

369

LastMsgSeqNumProcessed

int

N

The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

FIX.4.2

370

OnBehalfOfSendingTime

UTCTimestamp

N

(deprecated) 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

627

Tag627

?

N

Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

FIX.4.3

628

Tag628

?

N

Third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.

FIX.4.3

629

Tag629

?

N

Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.

FIX.4.3

630

Tag630

?

N

Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.

FIX.4.3

▶

StandardTrailer

Block Session

The standard FIX message trailer

Tag	Name	Type	Req	Description	Added
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

▶

Stipulations

BlockRepeating Common

The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.

Tag

Name

Type

Req

Description

Added

232

Tag232

?

N

—

FIX.4.3

233

Tag233

?

N

Required if NoStipulations >0

▶ 25 enum values

Value	Name	Description
ABS	AbsolutePrepaymentSpeed	Absolute Prepayment Speed
WALA	WeightedAverageLoanAge	Weighted Average Loan Age (value in months)
WAM	WeightedAverageMaturity	Weighted Average Maturity (value in months)
CPR	ConstantPrepaymentRate	Constant Prepayment Rate
HEP	FinalCPROfHomeEquityPrepaymentCurve	final CPR of Home Equity Prepayment Curve
WAL	WeightedAverageLifeCoupon	Weighted Average Life (value in months)
MHP	PercentOfManufacturedHousingPrepaymentCurve	% of Manufactured Housing Prepayment Curve
SMM	SingleMonthlyMortality	Single Monthly Mortality
MPR	MonthlyPrepaymentRate	Monthly Prepayment Rate
PSA	PercentOfBMAPrepaymentCurve	% of BMA Prepayment Curve
PPC	PercentOfProspectusPrepaymentCurve	% of Prospectus Prepayment Curve
CPP	ConstantPrepaymentPenalty	Constant Prepayment Penalty
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
CPY	ConstantPrepaymentYield	Constant Prepayment Yield
WAC	WeightedAverageCoupon	Weighted Average Coupon (value in percent)
ISSUE	IssueDate	Year of Issue
MAT	MaturityYearAndMonth	Maturity Year
PIECES	NumberOfPieces	Number of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPM	PoolsPerMillion	Pools per Million
PPL	PoolsPerLot	Pools per Lot
PPT	PoolsPerTrade	Pools per Trade
PROD	ProductionYear	Production Year
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
GEOG	Geographics	Geographics

FIX.4.3

234

Tag234

?

N

—

FIX.4.3

▶

UnderlyingInstrument

Block Common

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

Tag	Name	Type	Req	Description	Added
311	UnderlyingSymbol	String	N	Underlying security’s Symbol. See Symbol field for description	FIX.4.3
312	UnderlyingSymbolSfx	String	N	Underlying security’s SymbolSfx. See SymbolSfx field for description	FIX.4.3
309	UnderlyingSecurityID	String	N	Underlying security’s SecurityID. See SecurityID field for description	FIX.4.3
305	UnderlyingIDSource	String	N	Underlying security’s IDSource.	FIX.4.3
457	Tag457	?	N	—	FIX.4.3
458	Tag458	?	N	—	FIX.4.3
459	Tag459	?	N	—	FIX.4.3
462	Tag462	?	N	—	FIX.4.3
463	Tag463	?	N	—	FIX.4.3
310	UnderlyingSecurityType	String	N	Underlying security’s SecurityType.	FIX.4.3
313	UnderlyingMaturityMonthYear	MonthYear	N	Underlying security’s MaturityMonthYear. Required if UnderlyingMaturityDay is specified. See MaturityMonthYear field for description	FIX.4.3
542	Tag542	?	N	—	FIX.4.3
315	UnderlyingPutOrCall	int	N	Underlying security’s PutOrCall. See PutOrCall field for description	FIX.4.3
241	Tag241	?	N	—	FIX.4.3
242	Tag242	?	N	—	FIX.4.3
243	Tag243	?	N	—	FIX.4.3
244	Tag244	?	N	—	FIX.4.3
245	Tag245	?	N	—	FIX.4.3
246	Tag246	?	N	—	FIX.4.3
256	Tag256	?	N	—	FIX.4.3
595	Tag595	?	N	—	FIX.4.3
592	Tag592	?	N	—	FIX.4.3
593	Tag593	?	N	—	FIX.4.3
594	Tag594	?	N	—	FIX.4.3
247	Tag247	?	N	—	FIX.4.3
316	UnderlyingStrikePrice	Price	N	Underlying security’s StrikePrice. See StrikePrice field for description	FIX.4.3
317	UnderlyingOptAttribute	char	N	Underlying security’s OptAttribute. See OptAttribute field for description	FIX.4.3
436	UnderlyingContractMultiplier	float	N	Underlying security’s ContractMultiplier. See ContractMultiplier field for description	FIX.4.3
435	UnderlyingCouponRate	float	N	Underlying security’s CouponRate. See CouponRate field for description	FIX.4.3
308	UnderlyingSecurityExchange	Exchange	N	Underlying security’s SecurityExchange. Can be used to identify the underlying security.	FIX.4.3
306	UnderlyingIssuer	String	N	Underlying security’s Issuer. See Issuer field for description	FIX.4.3
362	EncodedUnderlyingIssuerLen	Length	N	Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer field.	FIX.4.3
363	EncodedUnderlyingIssuer	data	N	Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.	FIX.4.3
307	UnderlyingSecurityDesc	String	N	Underlying security’s SecurityDesc. See SecurityDesc field for description	FIX.4.3
364	EncodedUnderlyingSecurityDescLen	Length	N	Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc field.	FIX.4.3
365	EncodedUnderlyingSecurityDesc	data	N	Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.	FIX.4.3

▶

YieldData

Block Common

The YieldData component block conveys yield information for a given Fixed Income security.

Tag

Name

Type

Req

Description

Added

235

Tag235

?

N

—

▶ 37 enum values

Value	Name	Description
TRUE	TrueYield	True Yield The yield calculated with coupon dates moved from a weekend or holiday to the next valid settlement date.
PREVCLOSE	PreviousCloseYield	Previous Close Yield The yield of a bond based on the closing price 1 day ago.
LONGEST	YieldToLongestAverage	Yield to Longest Average (Sinking Fund Bonds) The yield assuming only mandatory sinks are taken. This results in a slower paydown of debt; the yield is then calculated to the final payment date.
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life The yield assuming only mandatory sinks are taken. This results in a lower paydown of debt; the yield is then calculated to the final payment date.
MATURITY	YieldToMaturity	Yield to Maturity The yield of a bond to its maturity date.
MARK	MarkToMarketYield	Mark To Market Yield An adjustment in the valuation of a securities portfolio to reflect the current market values of the respective securities in the portfolio.
OPENAVG	OpenAverageYield	Open Average Yield The average yield of the respective securities in the portfolio.
PUT	YieldToNextPut	Yield to Next Put The yield to the date at which the bond holder can next put the bond to the issuer.
PROCEEDS	ProceedsYield	Proceeds Yield The CD equivalent yield when the remaining time to maturity is less than two years.
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield The yield of a bond whose coupon payments are reinvested semi-annually
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life same as AVGLIFE above.
SHORTEST	YieldToShortestAverage	Yield to Shortest Average (Sinking Fund Bonds) The yield assuming that all sinks (mandatory and voluntary) are taken. This results in a faster paydown of debt; the yield is then calculated to the final payment date.
SIMPLE	SimpleYield	Simple Yield The yield of a bond assuming no reinvestment of coupon payments. (Act/360 day count)
TENDER	YieldToTenderDate	Yield to Tender Date The yield on a Municipal bond to its mandatory tender date.
VALUE1/32	YieldValueOf32nds	Yield Value Of 1/32 The amount that the yield will change for a 1/32nd change in price.
WORST	YieldToWorst	Yield To Worst Convention The lowest yield to all possible redemption date scenarios.
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield The after tax yield grossed up by the maximum federal tax rate of 39.6%. For comparison to taxable yields.
ANNUAL	AnnualYield	Annual Yield The annual interest or dividend income an investment earns, expressed as a percentage of the investments total value.
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year The yield of a bond based on the closing price as of the most recent years end.
NEXTREFUND	YieldToNextRefund	Yield To Next Refund (Sinking Fund Bonds) Yield assuming all bonds are redeemed at the next refund date at the redemption price.
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals) The yield on the bond net of any tax consequences from holding the bond. The discount on municipal securities can be subject to both capital gains taxes and ordinary income taxes. Calculated from dollar price.
ATISSUE	YieldAtIssue	Yield At Issue (Municipals) The yield of the bond offered on the issue date.
AVGLIFE	YieldToAverageLife	Yield To Average Life The yield assuming that all sinks (mandatory and voluntary) are taken at par. This results in a faster paydown of debt; the yield is then calculated to the average life date.
AVGMATURITY	YieldToAverageMaturity	Yield To Average Maturity The yield achieved by substituting a bond's average maturity for the issue's final maturity date.
BOOK	BookYield	Book Yield The yield of a security calculated by using its book value instead of the current market price. This term is typically used in the US domestic market.
CALL	YieldToNextCall	Yield to Next Call The yield of a bond to the next possible call date.
CHANGE	YieldChangeSinceClose	Yield Change Since Close The change in the yield since the previous day's closing yield.
COMPOUND	CompoundYield	Compound Yield The yield of certain Japanese bonds based on its price. Certain Japanese bonds have irregular first or last coupons, and the yield is calculated compound for these irregular periods.
CURRENT	CurrentYield	Current Yield Annual interest on a bond divided by the market value. The actual income rate of return as opposed to the coupon rate expressed as a percentage.
GROSS	TrueGrossYield	True Gross Yield Yield calculated using the price including accrued interest, where coupon dates are moved from holidays and weekends to the next trading day.
GOVTEQUIV	GvntEquivalentYield	Government Equivalent Yield Ask yield based on semi-annual coupons compounding in all periods and actual/actual calendar.
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption Based on price, the return an investor would require on a normal bond that would make the real return equal to that of the inflation-indexed bond, assuming a constant inflation rate.
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield Inverse floater semi-annual bond equivalent rate.
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter The yield of a bond based on the closing price as of the most recent quarters end.
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield The last available yield stored in history, computed using price.
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month The yield of a bond based on the closing price as of the most recent month's end.
CLOSE	ClosingYield	Closing Yield The yield of a bond based on the closing price.

FIX.4.3

236

Tag236

?

N

—

FIX.4.3