Email

← DontKnowTrade→ ExecutionReport
MsgTypeC
CategoryEventCommunication
SectionPreTrade
AddedFIX.2.7
Fields87
Components3
The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties.

Message Structure

87 fields, 3 components/groups — click any tag or field name for details
TagNameTypeReq DescriptionAdded
StandardHeader [Component]YMsgType = CFIX.2.7
8BeginStringStringYFIX.4.3 (Always unencrypted, must be first field in message)FIX.4.0
9BodyLengthintY(Always unencrypted, must be second field in message)FIX.4.0
35MsgTypeStringY(Always unencrypted, must be third field in message)
68 enum values
ValueNameDescription
0HeartbeatHeartbeat
1TestRequestTest Request
2ResendRequestResend Request
3RejectReject
4SequenceResetSequence Reset
5LogoutLogout
6IOIIndication of Interest
7AdvertisementAdvertisement
8ExecutionReportExecution Report
9OrderCancelRejectOrder Cancel Reject
aQuoteStatusRequestQuote Status Request
ALogonLogon
AADerivativeSecurityListDerivative Security List
ABNewOrderMultilegNew Order - Multileg
ACMultilegOrderCancelReplaceMultileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request)
ADTradeCaptureReportRequestTrade Capture Report Request
AETradeCaptureReportTrade Capture Report
AFOrderMassStatusRequestOrder Mass Status Request
AGQuoteRequestRejectQuote Request Reject
AHRFQRequestRFQ Request
AIQuoteStatusReportQuote Status Report
bMassQuoteAcknowledgementMass Quote Acknowledgement
BNewsNews
cSecurityDefinitionRequestSecurity Definition Request
CEmailEmail
dSecurityDefinitionSecurity Definition
DNewOrderSingleOrder Single
eSecurityStatusRequestSecurity Status Request
ENewOrderListOrder List
fSecurityStatusSecurity Status
FOrderCancelRequestOrder Cancel Request
GOrderCancelReplaceRequestOrder Cancel/Replace Request
gTradingSessionStatusRequestTrading Session Status Request
hTradingSessionStatusTrading Session Status
HOrderStatusRequestOrder Status Request
iMassQuoteMass Quote
jBusinessMessageRejectBusiness Message Reject
JAllocationInstructionAllocation
KListCancelRequestList Cancel Request
kBidRequestBid Request
lBidResponseBid Response (lowercase L)
LListExecuteList Execute
mListStrikePriceList Strike Price
MListStatusRequestList Status Request
NListStatusList Status
nXMLNonFIXXML message (e.g. non-FIX MsgType)
oRegistrationInstructionsRegistration Instructions
PAllocationInstructionAckAllocation ACK
pRegistrationInstructionsResponseRegistration Instructions Response
qOrderMassCancelRequestOrder Mass Cancel Request
QDontKnowTradeDont Know Trade (DK)
rOrderMassCancelReportOrder Mass Cancel Report
RQuoteRequestQuote Request
sNewOrderCrossNew Order - Cross
SQuoteQuote
tCrossOrderCancelReplaceRequestCross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)
TSettlementInstructionsSettlement Instructions
uCrossOrderCancelRequestCross Order Cancel Request
vSecurityTypeRequestSecurity Type Request
VMarketDataRequestMarket Data Request
wSecurityTypesSecurity Types
WMarketDataSnapshotFullRefreshMarket Data-Snapshot/Full Refresh
xSecurityListRequestSecurity List Request
XMarketDataIncrementalRefreshMarket Data-Incremental Refresh
ySecurityListSecurity List
YMarketDataRequestRejectMarket Data Request Reject
zDerivativeSecurityListRequestDerivative Security List Request
ZQuoteCancelQuote Cancel
FIX.4.0
49SenderCompIDStringY(Always unencrypted)FIX.4.0
56TargetCompIDStringY(Always unencrypted)FIX.4.0
115OnBehalfOfCompIDStringNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
128DeliverToCompIDStringNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
90SecureDataLenLengthNRequired to identify length of encrypted section of message. (Always unencrypted)FIX.4.0
91SecureDatadataNRequired when message body is encrypted. Always immediately follows SecureDataLen field.FIX.4.0
34MsgSeqNumintY(Can be embedded within encrypted data section.)FIX.4.0
50SenderSubIDStringN(Can be embedded within encrypted data section.)FIX.4.0
142SenderLocationIDStringNSender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)FIX.4.1
57TargetSubIDStringN"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)FIX.4.0
143TargetLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)FIX.4.1
116OnBehalfOfSubIDStringNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
144OnBehalfOfLocationIDStringNTrading 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
129DeliverToSubIDStringNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
145DeliverToLocationIDStringNTrading 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
43PossDupFlagBooleanNAlways 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
ValueNameDescription
NOriginalTransmissionOriginal transmission
YPossibleDuplicatePossible duplicate
FIX.4.0
97PossResendBooleanNRequired when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
2 enum values
ValueNameDescription
NOriginalTransmissionOriginal transmission
YPossibleResendPossible resend
FIX.4.0
52SendingTimeUTCTimestampY(Can be embedded within encrypted data section.)FIX.4.0
122OrigSendingTimeUTCTimestampNRequired 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
212XmlDataLenLengthNRequired when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)FIX.4.2
213XmlDatadataNCan 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
347MessageEncodingStringNType of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.
4 enum values
ValueNameDescription
UTF-8UTF8(for using Unicode)
ISO-2022-JPISO2022JP(for using JIS)
EUC-JPEUCJP(for using EUC)
Shift_JISShiftJIS(for using SJIS)
FIX.4.2
369LastMsgSeqNumProcessedintNThe 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
370OnBehalfOfSendingTimeUTCTimestampN(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
627Tag627?NNumber 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
628Tag628?NThird 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
629Tag629?NTime 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
630Tag630?NReference 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
164EmailThreadIDStringYUnique identifier for the email message threadFIX.4.1
94EmailTypecharYEmail message type.
3 enum values
ValueNameDescription
0NewNew
1ReplyReply
2AdminReplyAdmin Reply
FIX.2.7
42OrigTimeUTCTimestampNTime of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))FIX.2.7
147SubjectStringYSpecifies the Subject textFIX.4.1
356EncodedSubjectLenLengthNMust be set if EncodedSubject field is specified and must immediately precede it.FIX.4.2
357EncodedSubjectdataNEncoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field.FIX.4.2
215NoRoutingIDsintNRequired if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.FIX.4.2
216RoutingTypeintNIndicates type of RoutingID. Required if NoRoutingIDs is > 0.
4 enum values
ValueNameDescription
1TargetFirmTarget Firm
2TargetListTarget List
3BlockFirmBlock Firm
4BlockListBlock List
FIX.4.2
217RoutingIDStringNIdentifies routing destination. Required if NoRoutingIDs is > 0.FIX.4.2
146NoRelatedSymintNSpecifies the number of repeating symbols (instruments) specifiedFIX.4.1
Instrument [Component]NInsert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"FIX.4.3
55SymbolStringNCommon, "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
65SymbolSfxStringNAdditional 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 DirectoryFIX.4.3
48SecurityIDStringNTakes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.FIX.4.3
22IDSourceStringNRequired if SecurityID is specified.
16 enum values
ValueNameDescription
ESicovamSicovam
2SEDOLSEDOL
1CUSIPCUSIP
3QUIKQUIK
FBelgianBelgian
DValorenValoren
CDutchDutch
BWertpapierWertpapier
ABloombergSymbolBloomberg Symbol
9ConsolidatedTapeAssociationConsolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
8ExchangeSymbolExchange Symbol
7ISOCountryCodeISO Country Code
6ISOCurrencyCodeISO Currency Code
5RICCodeRIC code
4ISINNumberISIN number
GCommonCommon (Clearstream and Euroclear)
FIX.4.3
454Tag454?NNumber of alternate Security IdentifiersFIX.4.3
455Tag455?NSecurity 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
456Tag456?NSource of SecurityAltID. Required if SecurityAltID is specified.FIX.4.3
460Tag460?NIndicates the type of product the security is associated with (high-level category)
12 enum values
ValueNameDescription
8LOANLOAN
12OTHEROTHER
11MUNICIPALMUNICIPAL
1AGENCYAGENCY
3CORPORATECORPORATE
4CURRENCYCURRENCY
2COMMODITYCOMMODITY
6GOVERNMENTGOVERNMENT
10MORTGAGEMORTGAGE
7INDEXINDEX
9MONEYMARKETMONEYMARKET
5EQUITYEQUITY
FIX.4.3
461Tag461?NIndicates 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
167SecurityTypeStringNIt 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
ValueNameDescription
CPCommercialPaperCommercial Paper
VRDNVariableRateDemandNoteVariable Rate Demand Note
PZFJPlazosFijosPlazos Fijos
PNPromissoryNotePromissory Note
ONITEOvernightOvernight
MTNMediumTermNotesMedium Term Notes
TECPTaxExemptCommercialPaperTax Exempt Commercial Paper
AMENDEDAmendedAmended & Restated
BRIDGEBridgeLoanBridge Loan
LOFCLetterOfCreditLetter of Credit
SWINGSwingLineFacilitySwing Line Facility
DINPDebtorInPossessionDebtor in Possession
DEFLTEDDefaultedDefaulted
WITHDRNWithdrawnWithdrawn
LQNLiquidityNoteLiquidity Note
MATUREDMaturedMatured
DNDepositNotesDeposit Notes
RETIREDRetiredRetired
BABankersAcceptanceBankers Acceptance
BNBankNotesBank Notes
BOXBillOfExchangesBill of Exchanges
CDCertificateOfDepositCertificate of Deposit
CLCallLoansCall Loans
REPLACDReplacedReplaced
MTMandatoryTenderMandatory Tender
RVLVTRMRevolverRevolver/Term Loan
MPPMortgagePrivatePlacementMortgage Private Placement
STNShortTermLoanNoteShort Term Loan Note
MPTMiscellaneousPassThroughMiscellaneous Pass-through
TBAToBeAnnouncedTo be Announced
ANOtherAnticipationNotesOther Anticipation Notes BAN, GAN, etc.
MIOMortgageInterestOnlyMortgage Interest Only
COFPCertificateOfParticipationCertificate of Participation
MBSMortgageBackedSecuritiesMortgage-backed Securities
REVRevenueBondsRevenue Bonds
SPCLASpecialAssessmentSpecial Assessment
SPCLOSpecialObligationSpecial Obligation
SPCLTSpecialTaxSpecial Tax
TANTaxAnticipationNoteTax Anticipation Note
TAXATaxAllocationTax Allocation
COFOCertificateOfObligationCertificate of Obligation
TDTimeDepositTime Deposit
GOGeneralObligationBondsGeneral Obligation Bonds
?WildcardWildcard entry (used on Security Definition Request message)
WARWarrantWarrant
MFMutualFundMutual Fund (i.e. any kind of open-ended Collective Investment Vehicle)
MLEGMultilegInstrumentMulti-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.)
TRANTaxRevenueAnticipationNoteTax & Revenue Anticipation Note
MPOMortgagePrincipalOnlyMortgage Principal Only
RPRepurchaseAgreementRepurchase Agreement
NONENoSecurityTypeNo Security Type
XCNExtendedCommNoteExtended Comm Note
POOLAgencyPoolsAgency Pools
ABSAssetBackedSecuritiesAsset-backed Securities
CMBSCorpCorp. Mortgage-backed Securities
CMOCollateralizedMortgageObligationCollateralized Mortgage Obligation
IETIOETTEMortgageIOETTE Mortgage
RVRPReverseRepurchaseAgreementReverse Repurchase Agreement
FORForeignExchangeContractForeign Exchange Contract
RANRevenueAnticipationNoteRevenue Anticipation Note
RVLVRevolverLoanRevolver Loan
FACFederalAgencyCouponFederal Agency Coupon
FADNFederalAgencyDiscountNoteFederal Agency Discount Note
PEFPrivateExportFundingPrivate Export Funding
CORPCorporateBondCorporate Bond
CPPCorporatePrivatePlacementCorporate Private Placement
CBConvertibleBondConvertible Bond
DUALDualCurrencyDual Currency
XLINKDIndexedLinkedIndexed Linked
YANKYankeeCorporateBondYankee Corporate Bond
CSCommonStockCommon Stock
PSPreferredStockPreferred Stock
BRADYBradyBondBrady Bond
TBONDUSTreasuryBondUS Treasury Bond
TINTInterestStripFromAnyBondOrNoteInterest strip from any bond or note
TIPSTreasuryInflationProtectedSecuritiesTreasury Inflation Protected Securities
TCALPrincipalStripOfACallableBondOrNotePrincipal strip of a callable bond or note
TPRNPrincipalStripFromANonCallableBondOrNotePrincipal strip from a non-callable bond or note
USTUSTreasuryNoteOldUS Treasury Note/Bond
USTBUSTreasuryBillOldUS Treasury Bill
TERMTermLoanTerm Loan
STRUCTStructuredNotesStructured Notes
FIX.4.3
200MaturityMonthYearMonthYearNSpecifies 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
541Tag541?NSpecifies 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
224Tag224?NDate interest is to be paid. Used in identifying Corporate Bond issues.FIX.4.3
225Tag225?NDate instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.FIX.4.3
239Tag239?NIdentifies the collateral used in the transaction. For Fixed Income, required for RP and RVRP security types.FIX.4.3
226Tag226?NNumber of business days before repurchase of a repo.FIX.4.3
227Tag227?NPercent 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
228Tag228?NFraction 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
255Tag255?NFIX.4.3
543Tag543?NThe 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
470Tag470?NISO 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
471Tag471?NA two-character state or province abbreviation.FIX.4.3
472Tag472?NThe three-character IATA code for a locale (e.g. airport code for Municipal Bonds).FIX.4.3
240Tag240?NReturn of investor's principal in a security. Bond redemption can occur before maturity date.FIX.4.3
202StrikePricePriceNUsed for derivatives, such as options and covered warrantsFIX.4.3
206OptAttributecharNUsed 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
231ContractMultiplierfloatNFor 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
223CouponRatefloatNFor Fixed Income.FIX.4.3
207SecurityExchangeExchangeNCan be used to identify the security.FIX.4.3
106IssuerStringNCompany name of security issuer (e.g. International Business Machines)FIX.4.3
348EncodedIssuerLenLengthNMust be set if EncodedIssuer field is specified and must immediately precede it.FIX.4.3
349EncodedIssuerdataNEncoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.FIX.4.3
107SecurityDescStringNSecurity description.FIX.4.3
350EncodedSecurityDescLenLengthNMust be set if EncodedSecurityDesc field is specified and must immediately precede it.FIX.4.3
351EncodedSecurityDescdataNEncoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.FIX.4.3
37OrderIDStringNUnique 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.2.7
11ClOrdIDStringNUnique identifier for Order as assigned by institution (identified by SenderCompID or OnBehalfOfCompID as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods,should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.FIX.2.7
33LinesOfTextintYSpecifies the number of repeating lines of text specifiedFIX.4.1
58TextStringYRepeating field, number of instances defined in LinesOfTextFIX.2.7
354EncodedTextLenLengthNMust be set if EncodedText field is specified and must immediately precede it.FIX.4.2
355EncodedTextdataNEncoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.FIX.4.2
95RawDataLengthLengthNNumber of bytes in raw data field.FIX.2.7
96RawDatadataNUnformatted raw data, can include bitmaps, word processor documents, etc.FIX.2.7
StandardTrailer [Component]YThe standard FIX message trailerFIX.2.7
93SignatureLengthLengthNRequired when trailer contains signature. Note: Not to be included within SecureData fieldFIX.4.0
89SignaturedataNNote: Not to be included within SecureData fieldFIX.4.0
10CheckSumStringY(Always unencrypted, always last field in message)FIX.4.0