| ◈ StandardHeader [Component] | | Y | MsgType = J | FIX.2.7 |
| 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 |
| 70 | AllocID | String | Y | Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) | FIX.2.7 |
| 71 | AllocTransType | char | Y | i.e. New, Cancel, Replace
▶ 6 enum values
| Value | Name | Description |
|---|
| 5 | CalculatedWithoutPreliminary | Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) | | 4 | Calculated | Calculated (includes MiscFees and NetMoney) (Removed/Replaced) | | 3 | Preliminary | Preliminary (without MiscFees and NetMoney) (Removed/Replaced) | | 2 | Cancel | Cancel | | 1 | Replace | Replace | | 0 | New | New |
| FIX.2.7 |
| 626 | Tag626 | ? | Y | Specifies the purpose or type of Allocation message
▶ 6 enum values
| Value | Name | Description |
|---|
| 6 | BuysideReadyToBook | Buyside Ready-To-Book - Combined Set of Orders | | 2 | Preliminary | Buyside Preliminary (without MiscFees and NetMoney) | | 3 | SellsideCalculatedUsingPreliminary | Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) | | 5 | ReadyToBook | Buyside Ready-To-Book - Single Order | | 1 | Calculated | Buyside Calculated (includes MiscFees and NetMoney) | | 4 | SellsideCalculatedWithoutPreliminary | Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) |
| FIX.4.3 |
| 72 | RefAllocID | String | N | Required for AllocTransType = Replace or Cancel
Required for AllocType = "Sellside Calculated Using Preliminary" | FIX.2.7 |
| 196 | AllocLinkID | String | N | Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" | FIX.4.1 |
| 197 | AllocLinkType | int | N | Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | FXNetting | F/X Netting | | 1 | FXSwap | F/X Swap |
| FIX.4.1 |
| 466 | Tag466 | ? | N | Can be used with AllocType="Buyside Ready-To-Book - Single Order" or "Buyside Ready-To-Book - Combined Set of Orders" | FIX.4.3 |
| 73 | NoOrders | int | N | Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).
Not required for AllocTransType=Cancel | FIX.2.7 |
| 11 | ClOrdID | String | N | Order ID assigned by client if order(s) were electronically delivered and executed. If order(s) were manually delivered this field should contain string "MANUAL".
Not required for AllocTransType=Cancel | FIX.4.0 |
| 37 | OrderID | String | N | Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. | FIX.4.0 |
| 198 | SecondaryOrderID | String | N | Can be used to provide order id used by exchange or executing system. | FIX.4.1 |
| 526 | Tag526 | ? | N | — | FIX.4.3 |
| 66 | ListID | String | N | Required for List Orders. | FIX.4.0 |
| 124 | NoExecs | int | N | Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. | FIX.4.0 |
| 32 | LastShares | Qty | N | Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0 | FIX.4.0 |
| 17 | ExecID | String | N | Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (Status)).
Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int) | FIX.4.0 |
| 527 | Tag527 | ? | N | — | FIX.4.3 |
| 31 | LastPx | Price | N | Price of individual execution. Required if NoExecs > 0 | FIX.4.0 |
| 29 | LastCapacity | char | N | Can be specified by broker for AllocType="Sellside Calculated Without Preliminary" and "Sellside Calculated Using Preliminary"
▶ 4 enum values
| Value | Name | Description |
|---|
| 4 | Principal | Principal | | 3 | CrossAsPrincipal | Cross as principal | | 1 | Agent | Agent | | 2 | CrossAsAgent | Cross as agent |
| FIX.4.1 |
| 54 | Side | char | Y | Side of order
▶ 12 enum values
| Value | Name | Description |
|---|
| 6 | SellShortExempt | Sell short exempt | | B | AsDefined | As Defined (for use with multileg instruments) | | C | Opposite | Opposite (for use with multileg instruments) | | 8 | Cross | Cross (orders where counterparty is an exchange, valid for all messages except IOIs) | | 9 | CrossShort | Cross short | | 1 | Buy | Buy | | 2 | Sell | Sell | | 3 | BuyMinus | Buy minus | | 4 | SellPlus | Sell plus | | A | CrossShortExempt | Cross short exempt | | 5 | SellShort | Sell short | | 7 | Undisclosed | Undisclosed (valid for IOI and List Order messages only) |
| FIX.2.7 |
| ◈ Instrument [Component] | | Y | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 |
| 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 |
| 53 | Shares | Qty | Y | Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book | FIX.2.7 |
| 30 | LastMkt | Exchange | N | Market of the executions. | FIX.4.0 |
| 229 | Tag229 | ? | N | — | FIX.4.3 |
| 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 |
| 625 | Tag625 | ? | N | — | FIX.4.3 |
| 423 | PriceType | int | N | Code to represent the price type.
▶ 8 enum values
| Value | Name | Description |
|---|
| 3 | FixedAmount | Fixed Amount (absolute value) | | 1 | Percentage | Percentage | | 4 | Discount | discount - percentage points below par | | 6 | Spread | basis points relative to benchmark | | 7 | TEDPrice | TED price (see "Volume 1 - Glossary") | | 8 | TEDYield | TED yield (see "Volume 1 - Glossary") | | 5 | Premium | premium - percentage points over par | | 2 | PerUnit | per share (e.g. cents per share) |
| FIX.4.3 |
| 6 | AvgPx | Price | Y | For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). | FIX.2.7 |
| 15 | Currency | Currency | N | Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. | FIX.2.7 |
| 74 | AvgPrxPrecision | int | N | Absence of this field indicates that default precision arranged by the broker/institution is to be used | FIX.2.7 |
| ⟳ Parties [Repeating Group] | | N | Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 |
| 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 |
| end Parties |
| 75 | TradeDate | LocalMktDate | Y | Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). | FIX.2.7 |
| 60 | TransactTime | UTCTimestamp | N | Date/time when allocation is generated | FIX.2.7 |
| 63 | SettlmntTyp | char | N | Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution.
▶ 11 enum values
| Value | Name | Description |
|---|
| 5 | TPlus4 | T+4 | | A | T1 | T+1 | | 6 | Future | Future | | 3 | TPlus2 | T+2 | | 2 | NextDay | Next Day | | 8 | SellersOption | Sellers Option | | 1 | Cash | Cash | | 7 | WhenAndIfIssued | When And If Issued | | 0 | Regular | Regular | | 9 | TPlus5 | T+ 5 | | 4 | TPlus3 | T+3 |
| FIX.2.7 |
| 64 | FutSettDate | LocalMktDate | N | Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. | FIX.2.7 |
| 381 | GrossTradeAmt | Amt | N | Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). | FIX.4.2 |
| 238 | Tag238 | ? | N | — | FIX.4.3 |
| 237 | Tag237 | ? | N | — | FIX.4.3 |
| 118 | NetMoney | Amt | N | Expressed in same currency as AvgPx. Sum of AllocNetMoney. | FIX.4.0 |
| 77 | OpenClose | char | N | Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
▶ 4 enum values
| Value | Name | Description |
|---|
| F | FIFO | FIFO | | R | Rolled | Rolled | | C | Close | Close | | O | Open | Open |
| FIX.2.7 |
| 58 | Text | String | N | Free format text string
(Note: this field does not have a specified maximum length) | FIX.2.7 |
| 354 | EncodedTextLen | Length | N | Must be set if EncodedText field is specified and must immediately precede it. | FIX.4.2 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | FIX.4.2 |
| 157 | NumDaysInterest | int | N | Applicable for Convertible Bonds and fixed income | FIX.4.1 |
| 158 | AccruedInterestRate | float | N | Applicable for Convertible Bonds and fixed income | FIX.4.1 |
| 540 | Tag540 | ? | N | Sum of AccruedInterestAmt within repeating group. | FIX.4.3 |
| 650 | Tag650 | ? | N | —
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | LegalConfirm | Legal confirm | | N | DoesNotConsituteALegalConfirm | Does not constitute a legal confirm |
| FIX.4.3 |
| 78 | NoAllocs | int | N | Indicates number of allocation groups to follow.
Not required for AllocTransType=Cancel
Not required for AllocType="Buyside Ready-To-Book - Single Order" or "Buyside Ready-To-Book - Combined Set of Orders". | FIX.2.7 |
| 79 | AllocAccount | String | N | May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs > 0. Must be first field in repeating group.
Not required for AllocTransType=Cancel
Not required for AllocType="Buyside Ready-To-Book - Single Order" or "Buyside Ready-To-Book - Combined Set of Orders". | FIX.4.0 |
| 366 | AllocPrice | Price | N | Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx. | FIX.4.2 |
| 80 | AllocShares | Qty | N | Not required for AllocTransType=Cancel
Not required for AllocType="Buyside Ready-To-Book - Single Order" or "Buyside Ready-To-Book - Combined Set of Orders". | FIX.4.0 |
| 467 | Tag467 | ? | N | — | FIX.4.3 |
| 81 | ProcessCode | char | N | Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/AllocShares / ProcessCode instance indicates regular trade.
▶ 7 enum values
| Value | Name | Description |
|---|
| 6 | PlanSponsor | plan sponsor | | 0 | Regular | regular | | 1 | SoftDollar | soft dollar | | 2 | StepIn | step-in | | 3 | StepOut | step-out | | 4 | SoftDollarStepIn | soft-dollar step-in | | 5 | SoftDollarStepOut | soft-dollar step-out |
| FIX.4.0 |
| ⟳ NestedParties [Repeating Group] | | N | Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Used for NestedPartyRole=BrokerOfCredit, ExecBroker, ClientID, etc. | FIX.4.3 |
| 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 |
| end NestedParties |
| 208 | NotifyBrokerOfCredit | Boolean | N | Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).
▶ 2 enum values
| Value | Name | Description |
|---|
| N | DetailsShouldNotBeCommunicated | Details should not be communicated | | Y | DetailsShouldBeCommunicated | Details should be communicated |
| FIX.4.1 |
| 209 | AllocHandlInst | int | N | Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.
▶ 3 enum values
| Value | Name | Description |
|---|
| 3 | ForwardAndMatch | Forward and Match | | 2 | Forward | Forward | | 1 | Match | Match |
| FIX.4.1 |
| 161 | AllocText | String | N | Free format text field related to this AllocAccount | FIX.4.1 |
| 360 | EncodedAllocTextLen | Length | N | Must be set if EncodedAllocText field is specified and must immediately precede it. | FIX.4.2 |
| 361 | EncodedAllocText | data | N | Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. | FIX.4.2 |
| ◈ CommissionData [Component] | | N | Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 |
| 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 |
| 153 | AllocAvgPx | Price | N | AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation. | FIX.4.1 |
| 154 | AllocNetMoney | Amt | N | NetMoney for this AllocAccount
((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell
((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy | FIX.4.1 |
| 119 | SettlCurrAmt | Amt | N | AllocNetMoney in SettlCurrency for this AllocAccount if SettlCurrency is different from "overall" Currency | FIX.4.0 |
| 120 | SettlCurrency | Currency | N | SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. | FIX.4.0 |
| 155 | SettlCurrFxRate | float | N | Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency | FIX.4.1 |
| 156 | SettlCurrFxRateCalc | char | N | Specifies whether the SettlCurrFxRate should be multiplied or divided
▶ 2 enum values
| Value | Name | Description |
|---|
| D | Divide | Divide | | M | Multiply | Multiply |
| FIX.4.1 |
| 159 | AccruedInterestAmt | Amt | N | Applicable for Convertible Bonds and fixed income | FIX.4.1 |
| 160 | SettlInstMode | char | N | Type of Settlement Instructions which will be provided via Settlement Instructions message (0=Default, 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing, 4= Specific Order)
▶ 5 enum values
| Value | Name | Description |
|---|
| 0 | Default | Default | | 4 | SpecificOrderForASingleAccount | Specific Order for a single account (for CIV) | | 3 | SpecificAllocationAccountStanding | Specific Allocation Account Standing | | 1 | StandingInstructionsProvided | Standing Instructions Provided | | 2 | SpecificAllocationAccountOverriding | Specific Allocation Account Overriding |
| FIX.4.1 |
| 136 | NoMiscFees | int | N | Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group within Alloc repeating group.
** Nested Repeating Group follows ** | FIX.4.0 |
| 137 | MiscFeeAmt | Amt | N | Required if NoMiscFees > 0 | FIX.4.0 |
| 138 | MiscFeeCurr | Currency | N | Required if NoMiscFees > 0 | FIX.4.0 |
| 139 | MiscFeeType | char | N | Required if NoMiscFees > 0
▶ 9 enum values
| Value | Name | Description |
|---|
| 3 | LocalCommission | Local Commission | | 4 | ExchangeFees | Exchange Fees | | 5 | Stamp | Stamp | | 6 | Levy | Levy | | 7 | Other | Other | | 8 | Markup | Markup | | 9 | ConsumptionTax | Consumption Tax | | 1 | Regulatory | Regulatory (e.g. SEC) | | 2 | Tax | Tax |
| FIX.4.0 |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.2.7 |
| 93 | SignatureLength | Length | N | Required when trailer contains signature. Note: Not to be included within SecureData field | FIX.4.0 |
| 89 | Signature | data | N | Note: Not to be included within SecureData field | FIX.4.0 |
| 10 | CheckSum | String | Y | (Always unencrypted, always last field in message) | FIX.4.0 |