| ◈ StandardHeader [Component] | | Y | MsgType = k (lowercase) | FIX.4.2 |
| 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 |
| 390 | BidID | String | N | Required to relate the bid response | FIX.4.2 |
| 391 | ClientBidID | String | Y | Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. | FIX.4.2 |
| 374 | BidRequestTransType | char | Y | Identifies the Bid Request message transaction type
▶ 2 enum values
| Value | Name | Description |
|---|
| N | New | New | | C | Cancel | Cancel |
| FIX.4.2 |
| 392 | ListName | String | N | Descriptive name for list order. | FIX.4.2 |
| 393 | TotalNumSecurities | int | Y | Total number of securities. | FIX.4.2 |
| 394 | BidType | int | Y | e.g. "Non Disclosed", "Disclosed", No Bidding Process
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | NonDisclosed | Non Disclosed Style (e.g. US/European) | | 2 | Disclosed | Disclosed Style (e.g. Japanese) | | 3 | NoBiddingProcess | No Bidding Process |
| FIX.4.2 |
| 395 | NumTickets | int | N | Total number of tickets/allocations assuming fully executed | FIX.4.2 |
| 15 | Currency | Currency | N | Used to represent the currency of monetary amounts. | FIX.4.2 |
| 396 | SideValue1 | Amt | N | Expressed in Currency | FIX.4.2 |
| 397 | SideValue2 | Amt | N | Expressed in Currency | FIX.4.2 |
| 398 | NoBidDescriptors | int | N | Used if BidType="Non Disclosed" | FIX.4.2 |
| 399 | BidDescriptorType | int | N | Required if NoBidDescriptors > 0. Must be first field in repeating group.
▶ 3 enum values
| Value | Name | Description |
|---|
| 3 | Index | Index | | 2 | Country | Country | | 1 | Sector | Sector |
| FIX.4.2 |
| 400 | BidDescriptor | String | N | BidDescriptor value. Usage depends upon BidDescriptorType. | FIX.4.2 |
| 401 | SideValueInd | int | N | Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | SideValue1 | SideValue1 | | 2 | SideValue2 | SideValue 2 |
| FIX.4.2 |
| 404 | LiquidityValue | Amt | N | Value between LiquidityPctLow and LiquidityPctHigh in Currency | FIX.4.2 |
| 441 | LiquidityNumSecurities | int | N | Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency | FIX.4.2 |
| 402 | LiquidityPctLow | float | N | Liquidity indicator or lower limit if LiquidityNumSecurities > 1 | FIX.4.2 |
| 403 | LiquidityPctHigh | float | N | Upper liquidity indicator if LiquidityNumSecurities > 1 | FIX.4.2 |
| 405 | EFPTrackingError | float | N | Eg Used in EFP (Exchange For Physical) trades 12% | FIX.4.2 |
| 406 | FairValue | Amt | N | Used in EFP trades | FIX.4.2 |
| 407 | OutsideIndexPct | float | N | Used in EFP trades | FIX.4.2 |
| 408 | ValueOfFutures | Amt | N | Used in EFP trades | FIX.4.2 |
| 420 | NoBidComponents | int | N | Used if BidType="Disclosed" | FIX.4.2 |
| 66 | ListID | String | N | Required if NoBidComponents > 0. Must be first field in repeating group. | FIX.4.2 |
| 54 | Side | char | N | When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference.
▶ 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.4.2 |
| 336 | TradingSessionID | String | N | Indicates off-exchange type activities for Detail. | FIX.4.2 |
| 625 | Tag625 | ? | N | — | FIX.4.3 |
| 430 | NetGrossInd | int | N | Indicates Net or Gross for selling Detail.
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | Net | Net | | 2 | Gross | Gross |
| FIX.4.2 |
| 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.4.2 |
| 64 | FutSettDate | LocalMktDate | N | Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. | FIX.4.2 |
| 1 | Account | String | N | Account mnemonic as agreed between broker and institution. | FIX.4.2 |
| 409 | LiquidityIndType | int | N | Code to identify the type of liquidity indicator.
▶ 4 enum values
| Value | Name | Description |
|---|
| 3 | NormalMarketSize | Normal Market Size | | 4 | Other | Other | | 2 | TwentyDayMovingAverage | 20 day moving average | | 1 | FiveDayMovingAverage | 5day moving average |
| FIX.4.2 |
| 410 | WtAverageLiquidity | float | N | Overall weighted average liquidity expressed as a % of average daily volume | FIX.4.2 |
| 411 | ExchangeForPhysical | Boolean | N | Indicates whether or not to exchange for phsyical.
▶ 2 enum values
| Value | Name | Description |
|---|
| N | False | False | | Y | True | True |
| FIX.4.2 |
| 412 | OutMainCntryUIndex | Amt | N | % value of stocks outside main country in Currency | FIX.4.2 |
| 413 | CrossPercent | float | N | % of program that crosses in Currency | FIX.4.2 |
| 414 | ProgRptReqs | int | N | Code to identify the desired frequency of progress reports.
▶ 3 enum values
| Value | Name | Description |
|---|
| 3 | RealTimeExecutionReports | Real-time execution reports (to be discouraged) | | 2 | SellSideSends | SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod | | 1 | BuySideRequests | BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion |
| FIX.4.2 |
| 415 | ProgPeriodInterval | int | N | Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status. | FIX.4.2 |
| 416 | IncTaxInd | int | N | Net/Gross
▶ 2 enum values
| Value | Name | Description |
|---|
| 2 | Gross | Gross | | 1 | Net | Net |
| FIX.4.2 |
| 121 | ForexReq | Boolean | N | Is foreign exchange required
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | ExecuteForexAfterSecurityTrade | Execute Forex after security trade | | N | DoNotExecuteForexAfterSecurityTrade | Do not execute Forex after security trade |
| FIX.4.2 |
| 417 | NumBidders | int | N | Indicates the total number of bidders on the list | FIX.4.2 |
| 75 | TradeDate | LocalMktDate | N | 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.4.2 |
| 418 | TradeType | char | Y | Code to represent the type of trade.
▶ 4 enum values
| Value | Name | Description |
|---|
| G | VWAPGuarantee | VWAP Guarantee | | A | Agency | Agency | | J | GuaranteedClose | Guaranteed Close | | R | RiskTrade | Risk Trade |
| FIX.4.2 |
| 419 | BasisPxType | char | Y | Code to represent the basis price type.
▶ 13 enum values
| Value | Name | Description |
|---|
| 8 | VWAPThroughAnAfternoonSession | VWAP through an afternoon session | | D | Open | Open | | Z | Others | Others | | C | Strike | Strike | | B | VWAPThroughAnAfternoonSessionExcept | VWAP through an afternoon session except YORI (an opening auction) | | 9 | VWAPThroughADayExcept | VWAP through a day except YORI (an opening auction) | | 7 | VWAPThroughAMorningSession | VWAP through a morning session | | 6 | VWAPThroughADay | VWAP through a day | | 5 | SQ | SQ | | 4 | CurrentPrice | Current price | | 3 | ClosingPrice | Closing Price | | 2 | ClosingPriceAtMorningSession | Closing Price at morning session | | A | VWAPThroughAMorningSessionExcept | VWAP through a morning session except YORI (an opening auction) |
| FIX.4.2 |
| 443 | StrikeTime | UTCTimestamp | N | Used when BasisPxType = "C" | FIX.4.2 |
| 58 | Text | String | N | Free format text string
(Note: this field does not have a specified maximum length) | FIX.4.2 |
| 354 | EncodedTextLen | Length | N | Must be set if EncodedText field is specified and must immediately precede it. | FIX.4.2 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | FIX.4.2 |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.4.2 |
| 93 | SignatureLength | Length | N | Required when trailer contains signature. Note: Not to be included within SecureData field | FIX.4.0 |
| 89 | Signature | data | N | Note: Not to be included within SecureData field | FIX.4.0 |
| 10 | CheckSum | String | Y | (Always unencrypted, always last field in message) | FIX.4.0 |