| ◈ StandardHeader [Component] | | Y | MsgType = 8 | 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 |
| 37 | OrderID | String | Y | OrderID is required to be unique for each chain of orders. | FIX.2.7 |
| 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 |
| 527 | Tag527 | ? | N | — | FIX.4.3 |
| 11 | ClOrdID | String | N | Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders). | FIX.2.7 |
| 41 | OrigClOrdID | String | N | Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. | FIX.4.1 |
| 583 | Tag583 | ? | N | — | FIX.4.3 |
| ⟳ 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 |
| 229 | Tag229 | ? | N | — | FIX.4.3 |
| 382 | NoContraBrokers | int | N | Number of ContraBrokers repeating group instances. | FIX.4.2 |
| 375 | ContraBroker | String | N | First field in repeating group. Required if NoContraBrokers > 0. | FIX.4.2 |
| 337 | ContraTrader | String | N | Identifies the trader (e.g. "badge number") of the ContraBroker. | FIX.4.2 |
| 437 | ContraTradeQty | Qty | N | Quantity traded with the ContraBroker. | FIX.4.2 |
| 438 | ContraTradeTime | UTCTimestamp | N | Identifes the time of the trade with the ContraBroker. (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.2 |
| 655 | Tag655 | ? | N | — | FIX.4.3 |
| 66 | ListID | String | N | Required for executions against orders which were submitted as part of a list. | FIX.2.7 |
| 548 | Tag548 | ? | N | CrossID for the replacement order | FIX.4.3 |
| 551 | Tag551 | ? | N | Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. | FIX.4.3 |
| 549 | Tag549 | ? | N | —
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | CrossAON | Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None. | | 2 | CrossIOC | Cross Trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an Immediate or Cancel on the other side. | | 3 | CrossOneSide | Cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted with the CrossPrioritization field), but the unfilled portion remains active. | | 4 | CrossSamePrice | Cross trade is executed with existing orders with the same price. |
| FIX.4.3 |
| 17 | ExecID | String | Y | Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)). | FIX.2.7 |
| 19 | ExecRefID | String | N | Required for Trade Cancel and Trade Correct ExecType messages | FIX.2.7 |
| 150 | ExecType | char | Y | Describes the purpose of the execution report.
▶ 19 enum values
| Value | Name | Description |
|---|
| 6 | PendingCancel | Pending Cancel (e.g. result of Order Cancel Request) | | 0 | New | New | | 1 | PartialFill | Partial fill (Replaced) | | 2 | Fill | Fill (Replaced) | | 4 | Canceled | Canceled | | 5 | Replaced | Replace | | 8 | Rejected | Rejected | | 9 | Suspended | Suspended | | A | PendingNew | Pending New | | B | Calculated | Calculated | | C | Expired | Expired | | D | Restated | Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason set) | | E | PendingReplace | Pending Replace (e.g. result of Order Cancel/Replace Request) | | F | Trade | Trade (partial fill or fill) | | G | TradeCorrect | Trade Correct (formerly an ExecTransType) | | H | TradeCancel | Trade Cancel (formerly an ExecTransType) | | I | OrderStatus | Order Status (formerly an ExecTransType) | | 3 | DoneForDay | Done for day | | 7 | Stopped | Stopped |
| FIX.4.1 |
| 39 | OrdStatus | char | Y | Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
▶ 15 enum values
| Value | Name | Description |
|---|
| 0 | New | New | | 1 | PartiallyFilled | Partially filled | | 5 | Replaced | Replaced (Removed/Replaced) | | 2 | Filled | Filled | | 6 | PendingCancel | Pending Cancel (e.g. result of Order Cancel Request) | | 7 | Stopped | Stopped | | 8 | Rejected | Rejected | | 9 | Suspended | Suspended | | A | PendingNew | Pending New | | B | Calculated | Calculated | | C | Expired | Expired | | D | AcceptedForBidding | Accepted for bidding | | E | PendingReplace | Pending Replace (e.g. result of Order Cancel/Replace Request) | | 3 | DoneForDay | Done for day | | 4 | Canceled | Canceled |
| FIX.2.7 |
| 636 | Tag636 | ? | N | For optional use with OrdStatus = 0 (New)
▶ 2 enum values
| Value | Name | Description |
|---|
| N | NotWorking | Order has been accepted but not yet in a working state | | Y | Working | Order is currently being worked |
| FIX.4.3 |
| 103 | OrdRejReason | int | N | For optional use with ExecType = 8 (Rejected)
▶ 13 enum values
| Value | Name | Description |
|---|
| 2 | ExchangeClosed | Exchange closed | | 1 | UnknownSymbol | Unknown symbol | | 3 | OrderExceedsLimit | Order exceeds limit | | 4 | TooLateToEnter | Too late to enter | | 5 | UnknownOrder | Unknown Order | | 7 | DuplicateOfAVerballyCommunicatedOrder | Duplicate of a verbally communicated order | | 9 | TradeAlongRequired | Trade Along required | | 10 | InvalidInvestorID | Invalid Investor ID | | 6 | DuplicateOrder | Duplicate Order (e.g. dupe ClOrdID) | | 11 | UnsupportedOrderCharacteristic | Unsupported order characteristic | | 12 | SurveillenceOption | Surveillence Option | | 0 | BrokerCredit | Broker / Exchange option | | 8 | StaleOrder | Stale Order |
| FIX.2.7 |
| 378 | ExecRestatementReason | int | N | Required for ExecType = D (Restated).
▶ 9 enum values
| Value | Name | Description |
|---|
| 7 | CancelOnSystemFailure | Cancel on System Failure | | 0 | GTCorporateAction | GT Corporate action | | 8 | Market | Market (Exchange) Option | | 6 | CancelOnTradingHalt | Cancel on Trading Halt | | 5 | PartialDeclineOfOrderQty | Partial decline of OrderQty (e.g. exchange-initiated partial cancel) | | 4 | BrokerOption | Broker option | | 3 | RepricingOfOrder | Repricing of order | | 1 | GTRenewal | GT renewal / restatement (no corporate action) | | 2 | VerbalChange | Verbal change |
| FIX.4.2 |
| 1 | Account | String | N | Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary | FIX.2.7 |
| 581 | Tag581 | ? | N | Specifies type of account
▶ 7 enum values
| Value | Name | Description |
|---|
| 3 | HouseTrader | House Trader | | 7 | HouseTraderCrossMargined | Account is house trader and is cross margined | | 6 | CarriedNonCustomerSideCrossMargined | Account is carried on non-customer side of books and is cross margined | | 4 | FloorTrader | Floor Trader | | 2 | CarriedNonCustomerSide | Account is carried on non-Customer Side of books | | 1 | CarriedCustomerSide | Account is carried on customer Side of Books | | 8 | JointBackOfficeAccount | Joint Backoffice Account (JBO) |
| FIX.4.3 |
| 589 | Tag589 | ? | N | —
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Auto | Can trigger booking without reference to the order initiator ("auto") | | 1 | SpeakWithOrderInitiatorBeforeBooking | Speak with order initiator before booking ("speak first") |
| FIX.4.3 |
| 590 | Tag590 | ? | N | —
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | AggregatePartialExecutionsOnThisOrder | Aggregate partial executions on this order, and book one trade per order | | 2 | AggregateExecutionsForThisSymbol | Aggregate executions for this symbol, side, and settlement date | | 0 | EachPartialExecutionIsABookableUnit | Each partial execution is a bookable unit |
| FIX.4.3 |
| 591 | Tag591 | ? | N | —
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | ProRata | Pro-rata | | 1 | DoNotProRata | Do not pro-rata = discuss first |
| FIX.4.3 |
| 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 |
| 544 | Tag544 | ? | N | —
▶ 3 enum values
| Value | Name | Description |
|---|
| 2 | MarginOpen | Margin Open | | 3 | MarginClose | Margin Close | | 1 | Cash | Cash |
| FIX.4.3 |
| 635 | Tag635 | ? | N | —
▶ 14 enum values
| Value | Name | Description |
|---|
| H | Firms106HAnd106J | 106.H and 106.J Firms | | 5 | FifthYearDelegate | 5th year delegate trading for his own account | | 4 | FourthYearDelegate | 4th year delegate trading for his own account | | 3 | ThirdYearDelegate | 3rd year delegate trading for his own account | | 2 | SecondYearDelegate | 2nd year delegate trading for his own account | | 1 | FirstYearDelegate | 1st year delegate trading for his own account | | M | AllOtherOwnershipTypes | All other ownership types | | I | GIM | GIM, IDEM and COM Membership Interest Holders | | 9 | SixthYearDelegate | 6th year and beyond delegate trading for his own account | | F | FullAndAssociateMember | Full and Associate Member trading for own account and as floor | | E | EquityMemberAndClearingMember | Equity Member and Clearing Member | | C | NonMemberAndCustomer | Non-member and Customer | | B | CBOEMember | CBOE Member | | L | Lessee106FEmployees | Lessee and 106.F Employees |
| FIX.4.3 |
| ◈ 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 |
| 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 |
| ⟳ Stipulations [Repeating Group] | | N | Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 |
| 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 |
| end Stipulations |
| 465 | Tag465 | ? | N | —
▶ 8 enum values
| Value | Name | Description |
|---|
| 6 | CONTRACTS | CONTRACTS | | 7 | OTHER | OTHER | | 5 | CURRENCY | CURRENCY | | 4 | ORIGINALFACE | ORIGINALFACE | | 3 | CURRENTFACE | CURRENTFACE | | 2 | BONDS | BONDS | | 1 | SHARES | SHARES | | 8 | PAR | PAR (see Volume 1 Glossary) |
| FIX.4.3 |
| ◈ OrderQtyData [Component] | | Y | Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Note: OrderQty field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder. | FIX.4.3 |
| 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 |
| 40 | OrdType | char | N | Order type.
▶ 23 enum values
| Value | Name | Description |
|---|
| D | PreviouslyQuoted | Previously quoted | | 2 | Limit | Limit | | 3 | Stop | Stop | | 4 | StopLimit | Stop limit | | 5 | MarketOnClose | Market on close (Deprecated) | | 6 | WithOrWithout | With or without | | 7 | LimitOrBetter | Limit or better | | 8 | LimitWithOrWithout | Limit with or without | | 9 | OnBasis | On basis | | A | OnClose | On close (Deprecated) | | 1 | Market | Market | | C | ForexMarket | Forex - Market (Deprecated) | | F | ForexLimit | Forex - Limit (Deprecated) | | E | PreviouslyIndicated | Previously indicated | | G | ForexSwap | Forex - Swap | | I | Funari | Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) | | J | MarketIfTouched | Market If Touched (MIT) | | K | MarketWithLeftOverAsLimit | Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) | | L | PreviousFundValuationPoint | Previous Fund Valuation Point (Historic pricing) (for CIV) | | M | NextFundValuationPoint | Next Fund Valuation Point (Forward pricing) (for CIV) | | P | Pegged | Pegged | | B | LimitOnClose | Limit on close (Deprecated) | | H | ForexPreviouslyQuoted | Forex - Previously Quoted (Deprecated) |
| FIX.2.7 |
| 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 |
| 44 | Price | Price | N | Required if specified on the order | FIX.2.7 |
| 99 | StopPx | Price | N | Required if specified on the order | FIX.2.7 |
| 211 | PegDifference | PriceOffset | N | Required if specified on the order | FIX.4.1 |
| 388 | DiscretionInst | char | N | Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | RelatedToDisplayedPrice | Related to displayed price | | 1 | RelatedToMarketPrice | Related to market price | | 2 | RelatedToPrimaryPrice | Related to primary price | | 3 | RelatedToLocalPrimaryPrice | Related to local primary price | | 4 | RelatedToMidpointPrice | Related to midpoint price | | 5 | RelatedToLastTradePrice | Related to last trade price |
| FIX.4.2 |
| 389 | DiscretionOffset | PriceOffset | N | Amount (signed) added to the "related to" price specified via DiscretionInst. | FIX.4.2 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A: Valid Currency Codes for information on obtaining valid values. | FIX.2.7 |
| 376 | ComplianceID | String | N | ID used to represent this transaction for compliance purposes (e.g. OATS reporting). | FIX.4.2 |
| 377 | SolicitedFlag | Boolean | N | Indicates whether or not the order was solicited.
▶ 2 enum values
| Value | Name | Description |
|---|
| N | WasNotSolicited | Was not solicited | | Y | WasSolicited | Was solcitied |
| FIX.4.2 |
| 59 | TimeInForce | char | N | Absence of this field indicates Day order
▶ 8 enum values
| Value | Name | Description |
|---|
| 7 | AtTheClose | At the Close | | 0 | Day | Day | | 1 | GoodTillCancel | Good Till Cancel (GTC) | | 2 | AtTheOpening | At the Opening (OPG) | | 3 | ImmediateOrCancel | Immediate or Cancel (IOC) | | 4 | FillOrKill | Fill or Kill (FOK) | | 5 | GoodTillCrossing | Good Till Crossing (GTX) | | 6 | GoodTillDate | Good Till Date |
| FIX.2.7 |
| 168 | EffectiveTime | UTCTimestamp | N | Time specified on the order at which the order should be considered valid | FIX.4.2 |
| 432 | ExpireDate | LocalMktDate | N | Conditionally required if TimeInForce = GTD and ExpireTime is not specified. | FIX.4.2 |
| 126 | ExpireTime | UTCTimestamp | N | Conditionally required if TimeInForce = GTD and ExpireDate is not specified. | FIX.4.0 |
| 18 | ExecInst | MultipleValueString | N | Can contain multiple instructions, space delimited.
▶ 34 enum values
| Value | Name | Description |
|---|
| Y | TryToStop | TryToStop | | M | MidPricePeg | MidPrcPeg | | P | MarketPeg | MarkPeg | | Q | CancelOnSystemFailure | CancelOnSysFail | | R | PrimaryPeg | PrimPeg | | S | Suspend | Suspend | | U | CustomerDisplayInstruction | CustDispInst | | V | Netting | Netting | | W | PegToVWAP | PegVWAP | | X | TradeAlong | TradeAlong | | D | PercentOfVolume | PercVol | | 0 | StayOnOfferSide | StayOffer | | 2 | Work | Work | | 4 | OverTheDay | OverDay | | 5 | Held | Held | | 6 | ParticipateDoNotInitiate | PartNotInit | | 7 | StrictScale | StrictScale | | 8 | TryToScale | TryToScale | | 9 | StayOnBidSide | StayBid | | A | NoCross | NoCross | | O | OpeningPeg | OpenPeg | | C | CallFirst | CallFirst | | N | NonNegotiable | NonNego | | E | DoNotIncrease | DNI | | F | DoNotReduce | DNR | | G | AllOrNone | AON | | H | ReinstateOnSystemFailure | RestateOnSysFail | | I | InstitutionsOnly | InstitOnly | | J | ReinstateOnTradingHalt | RestateOnTradingHalt | | K | CancelOnTradingHalt | CancelOnTradingHalt | | L | LastPeg | LastPeg | | 3 | GoAlong | GoAlong | | B | OKToCross | OkCross | | 1 | NotHeld | NotHeld |
| FIX.2.7 |
| 528 | Tag528 | ? | N | —
▶ 6 enum values
| Value | Name | Description |
|---|
| R | RisklessPrincipal | Riskless Principal | | I | Individual | Individual | | P | Principal | Principal (Note for CMS purposes, Principal includes Proprietary) | | W | AgentForOtherMember | Agent for Other Member | | A | Agency | Agency | | G | Proprietary | Proprietary |
| FIX.4.3 |
| 529 | Tag529 | ? | N | —
▶ 10 enum values
| Value | Name | Description |
|---|
| 7 | ForeignEntity | Foreign Entity (of foreign governmnet or regulatory jurisdiction) | | A | RisklessArbitrage | Riskless Arbitrage | | 1 | ProgramTrade | Program Trade | | 8 | ExternalMarketParticipant | External Market Participant | | 6 | ActingAsMarketMakerOrSpecialistInUnderlying | Acting as Market Maker or Specialist in the underlying security of a derivative security | | 5 | ActingAsMarketMakerOrSpecialistInSecurity | Acting as Market Maker or Specialist in the security | | 3 | NonIndexArbitrage | Non-Index Arbitrage | | 2 | IndexArbitrage | Index Arbitrage | | 4 | CompetingMarketMaker | Competing Market Maker | | 9 | ExternalInterConnectedMarketLinkage | External Inter-connected Market Linkage |
| FIX.4.3 |
| 582 | Tag582 | ? | N | — | FIX.4.3 |
| 47 | Rule80A | char | N | (deprecated)
▶ 23 enum values
| Value | Name | Description |
|---|
| N | AgentForOtherMember | Program Order, non-index arb, for other member | | B | ShortExemptTransactionAType | Short exempt transaction (refer to A type) | | D | ProgramOrderMember | Program Order, index arb, for Member firm/org | | E | ShortExemptTransactionForPrincipal | Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades) | | F | ShortExemptTransactionWType | Short exempt transaction (refer to W type) | | H | ShortExemptTransactionIType | Short exempt transaction (refer to I type) | | I | IndividualInvestor | Individual Investor, single order | | J | ProprietaryAlgo | Program Order, index arb, for individual customer | | K | AgencyAlgo | Program Order, non-index arb, for individual customer | | M | ProgramOrderOtherMember | Program Order, index arb, for other member | | A | AgencySingleOrder | Agency single order | | O | ProprietaryTransactionAffiliated | Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades) | | P | Principal | Principal | | R | TransactionNonMember | Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades) | | S | SpecialistTrades | Specialist trades | | T | TransactionUnaffiliatedMember | Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades) | | U | AgencyIndexArb | Program Order, index arb, for other agency | | W | AllOtherOrdersAsAgentForOtherMember | All other orders as agent for other member | | X | ShortExemptTransactionMemberNotAffliated | Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) | | Y | AgencyNonAlgo | Program Order, non-index arb, for other agency | | Z | ShortExemptTransactionNonMember | Short exempt transaction for non-member competing market-maker (refer to A and R types) | | L | ShortExemptTransactionMemberAffliated | Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types) | | C | ProprietaryNonAlgo | Program Order, non-index arb, for Member firm/org |
| FIX.2.7 |
| 32 | LastShares | Qty | N | Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType = Trade or Trade Correct.
If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for. | FIX.2.7 |
| 652 | Tag652 | ? | N | — | FIX.4.3 |
| 31 | LastPx | Price | N | Price of this (last) fill. Required if ExecType = Trade or Trade Correct.
Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ).
If ExecType=Stopped, represents the price stopped/guaranteed/protected at. | FIX.2.7 |
| 651 | Tag651 | ? | N | — | FIX.4.3 |
| 194 | LastSpotRate | Price | N | Applicable for F/X orders | FIX.4.1 |
| 195 | LastForwardPoints | PriceOffset | N | Applicable for F/X orders | FIX.4.1 |
| 30 | LastMkt | Exchange | N | Market of execution for last fill | FIX.2.7 |
| 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 |
| 29 | LastCapacity | char | N | Broker capacity in order execution
▶ 4 enum values
| Value | Name | Description |
|---|
| 4 | Principal | Principal | | 3 | CrossAsPrincipal | Cross as principal | | 1 | Agent | Agent | | 2 | CrossAsAgent | Cross as agent |
| FIX.2.7 |
| 151 | LeavesQty | Qty | Y | Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty. | FIX.4.1 |
| 14 | CumQty | Qty | Y | Currently executed quantity for chain of orders. | FIX.2.7 |
| 6 | AvgPx | Price | Y | Calculated average price of all fills on this order. | FIX.2.7 |
| 424 | DayOrderQty | Qty | N | For GT orders on days following the day of the first trade. | FIX.4.2 |
| 425 | DayCumQty | Qty | N | For GT orders on days following the day of the first trade. | FIX.4.2 |
| 426 | DayAvgPx | Price | N | For GT orders on days following the day of the first trade. | FIX.4.2 |
| 427 | GTBookingInst | int | N | States whether executions are booked out or accumulated on a partially filled GT order
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | BookOutAllTradesOnDayOfExecution | book out all trades on day of execution | | 2 | AccumulateUntilVerballlyNotifiedOtherwise | accumulate until verbally notified otherwise | | 1 | AccumulateUntilFilledOrExpired | accumulate executions until order is filled or expires |
| FIX.4.2 |
| 75 | TradeDate | LocalMktDate | N | Used when reporting other than current day trades. | FIX.2.7 |
| 60 | TransactTime | UTCTimestamp | N | Time the transaction represented by this ExecutionReport occurred | FIX.2.7 |
| 113 | ReportToExch | Boolean | N | Identifies party of trade responsible for exchange reporting.
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | ReceiverReports | Indicates that party receiving message must report trade | | N | SenderReports | Indicates that party sending message will report trade |
| FIX.3.0 |
| ◈ CommissionData [Component] | | N | Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Note: On a fill/partial fill messages, it represents value for that fill/partial fill. On ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field. | 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 |
| ◈ SpreadOrBenchmarkCurveData [Component] | | N | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 |
| 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 |
| ◈ YieldData [Component] | | N | Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 |
| 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 |
| 381 | GrossTradeAmt | Amt | N | Total amount traded (e.g. CumQty * AvgPx) expressed in units of currency. | FIX.4.2 |
| 157 | NumDaysInterest | int | N | Number of Days of Interest for convertible bonds and fixed income | FIX.4.3 |
| 230 | Tag230 | ? | N | — | FIX.4.3 |
| 158 | AccruedInterestRate | float | N | Accrued Interest Rate for convertible bonds and fixed income | FIX.4.3 |
| 159 | AccruedInterestAmt | Amt | N | Amount of Accrued Interest for convertible bonds and fixed income | FIX.4.3 |
| 258 | Tag258 | ? | N | —
▶ 2 enum values
| Value | Name | Description |
|---|
| N | NotTradedFlat | Not Traded Flat | | Y | TradedFlat | Traded Flat |
| FIX.4.3 |
| 259 | Tag259 | ? | N | — | FIX.4.3 |
| 260 | Tag260 | ? | N | — | FIX.4.3 |
| 238 | Tag238 | ? | N | — | FIX.4.3 |
| 237 | Tag237 | ? | N | — | FIX.4.3 |
| 118 | NetMoney | Amt | N | Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field. | FIX.4.0 |
| 119 | SettlCurrAmt | Amt | N | Used to report results of forex accommodation trade | FIX.4.0 |
| 120 | SettlCurrency | Currency | N | Used to report results of forex accommodation trade | 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 |
| 21 | HandlInst | char | N | Instructions for order handling on Broker trading floor
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | AutomatedExecutionNoIntervention | Automated execution order, private, no Broker intervention | | 2 | AutomatedExecutionInterventionOK | Automated execution order, public, Broker intervention OK | | 3 | ManualOrder | Manual order, best execution |
| FIX.4.2 |
| 110 | MinQty | Qty | N | Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) | FIX.4.2 |
| 111 | MaxFloor | Qty | N | Maximum number of shares within an order to be shown on the exchange floor at any given time.
(Prior to FIX 4.2 this field was of type int) | FIX.4.2 |
| 77 | OpenClose | char | N | For use in derivatives omnibus accounting
▶ 4 enum values
| Value | Name | Description |
|---|
| F | FIFO | FIFO | | R | Rolled | Rolled | | C | Close | Close | | O | Open | Open |
| FIX.4.2 |
| 210 | MaxShow | Qty | N | Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) | FIX.4.2 |
| 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 |
| 193 | FutSettDate2 | LocalMktDate | N | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. | FIX.4.2 |
| 192 | OrderQty2 | Qty | N | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. | FIX.4.2 |
| 641 | Tag641 | ? | N | Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. | FIX.4.3 |
| 442 | MultiLegReportingType | char | N | Default is a single security if not specified.
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | SingleSecurity | Single Security (default if not specified) | | 2 | IndividualLegOfAMultiLegSecurity | Individual leg of a multi-leg security | | 3 | MultiLegSecurity | Multi-leg security |
| FIX.4.2 |
| 480 | Tag480 | ? | N | For CIV - Optional
▶ 4 enum values
| Value | Name | Description |
|---|
| M | NoWaiverAgreement | No waiver agreement | | N | NoExecutionOnly | No execution only | | Y | Yes | Yes | | O | NoInstitutional | No institutional. |
| FIX.4.3 |
| 481 | Tag481 | ? | N | For CIV - Optional
▶ 5 enum values
| Value | Name | Description |
|---|
| 3 | ExemptAuthorised | Exempt Authorised Credit or Financial Institution. | | 2 | ExemptMoneyType | Exempt Client Money Type Exemption | | 1 | ExemptBelowLimit | Exempt Below The Limit | | Y | Passed | Passed | | N | NotChecked | Not checked |
| FIX.4.3 |
| 513 | Tag513 | ? | N | Reference to Registration Instructions message for this Order. | FIX.4.3 |
| 494 | Tag494 | ? | N | Supplementary registration information for this Order | FIX.4.3 |
| 483 | Tag483 | ? | N | For CIV - Optional | FIX.4.3 |
| 515 | Tag515 | ? | N | For CIV - Optional | FIX.4.3 |
| 484 | Tag484 | ? | N | For CIV - Optional
▶ 8 enum values
| Value | Name | Description |
|---|
| S | SinglePrice | Single price | | Q | OfferPriceMinusAdjustmentAmount | Offer price minus adjustment amount | | P | OfferPriceMinusAdjustmentPercent | Offer price minus adjustment % | | O | OfferPrice | Offer price | | E | CreationPricePlusAdjustmentAmount | Creation price plus adjustment amount | | D | CreationPricePlusAdjustmentPercent | Creation price plus adjustment % | | C | CreationPrice | Creation price | | B | BidPrice | Bid price |
| FIX.4.3 |
| 485 | Tag485 | ? | N | For CIV - Optional | FIX.4.3 |
| 638 | Tag638 | ? | N | —
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | PriorityUnchanged | Priority Unchanged | | 1 | LostPriorityAsResultOfOrderChange | Lost Priority as result of order change |
| FIX.4.3 |
| 639 | Tag639 | ? | N | — | FIX.4.3 |
| 518 | Tag518 | ? | N | Number of contract details in this message (number of repeating groups to follow) | FIX.4.3 |
| 519 | Tag519 | ? | N | Must be first field in the repeating group.
▶ 15 enum values
| Value | Name | Description |
|---|
| 15 | NetSettlementAmount | Net Settlement Amount | | 1 | CommissionAmount | Commission Amount (actual) | | 2 | CommissionPercent | Commission % (actual) | | 3 | InitialChargeAmount | Initial Charge Amount | | 4 | InitialChargePercent | Initial Charge % | | 5 | DiscountAmount | Discount Amount | | 6 | DiscountPercent | Discount % | | 7 | DilutionLevyAmount | Dilution Levy Amount | | 8 | DilutionLevyPercent | Dilution Levy % | | 9 | ExitChargeAmount | Exit Charge Amount | | 10 | ExitChargePercent | Exit Charge % | | 11 | FundBasedRenewalCommissionPercent | Fund-based Renewal Commission % (a.k.a. Trail commission) | | 12 | ProjectedFundValue | Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) | | 14 | FundBasedRenewalCommissionOnFund | Fund-based Renewal Commission Amount (based on Projected Fund value) | | 13 | FundBasedRenewalCommissionOnOrder | Fund-based Renewal Commission Amount (based on Order value) |
| FIX.4.3 |
| 520 | Tag520 | ? | N | — | FIX.4.3 |
| 521 | Tag521 | ? | N | — | FIX.4.3 |
| 555 | Tag555 | ? | N | Number of legs | FIX.4.3 |
| ◈ InstrumentLeg [Component] | | N | Must be provided if Number of legs > 0 | FIX.4.3 |
| 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 |
| 564 | Tag564 | ? | N | Provide if the PositionEffect for the leg is different from that specified for the overall multileg security | FIX.4.3 |
| 565 | Tag565 | ? | N | Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. | FIX.4.3 |
| ⟳ 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=Leg Clearing Firm/Account, Leg Account/Account Type | 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 |
| 654 | Tag654 | ? | N | Used to identify a specific leg. | FIX.4.3 |
| 566 | Tag566 | ? | N | Provide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price. | FIX.4.3 |
| 587 | Tag587 | ? | N | — | FIX.4.3 |
| 588 | Tag588 | ? | N | Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlmntTyp values. | FIX.4.3 |
| 637 | Tag637 | ? | N | Used to report the execution price assigned to the leg of the multileg instrument | FIX.4.3 |
| ◈ 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 |