| ◈ StandardHeader [Component] | | Y | MsgType = N | 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 |
| 66 | ListID | String | Y | Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. | FIX.2.7 |
| 429 | ListStatusType | int | Y | Code to represent the price type.
▶ 6 enum values
| Value | Name | Description |
|---|
| 6 | Alert | Alert | | 4 | ExecStarted | ExecStarted | | 3 | Timed | Timed | | 2 | Response | Response | | 1 | Ack | Ack | | 5 | AllDone | AllDone |
| FIX.4.2 |
| 82 | NoRpts | int | Y | Total number of messages required to status complete list. | FIX.2.7 |
| 431 | ListOrderStatus | int | Y | Code to represent the status of a list order.
▶ 7 enum values
| Value | Name | Description |
|---|
| 4 | Cancelling | Canceling | | 3 | Executing | Executing | | 7 | Reject | Reject | | 6 | AllDone | All Done | | 5 | Alert | Alert | | 2 | ReceivedForExecution | ReceivedForExecution | | 1 | InBiddingProcess | InBiddingProcess |
| FIX.4.2 |
| 83 | RptSeq | int | Y | Sequence number of this report message. | FIX.2.7 |
| 444 | ListStatusText | String | N | Free format text string related to List Status. | FIX.4.2 |
| 445 | EncodedListStatusTextLen | Length | N | Must be set if EncodedListStatusText field is specified and must immediately precede it. | FIX.4.2 |
| 446 | EncodedListStatusText | data | N | Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. | FIX.4.2 |
| 60 | TransactTime | UTCTimestamp | N | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.2 |
| 68 | TotNoOrders | int | Y | Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. | FIX.4.2 |
| 73 | NoOrders | int | Y | Number of orders statused in this message, i.e. number of repeating groups to follow. | FIX.2.7 |
| 11 | ClOrdID | String | Y | Unique 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.4.0 |
| 526 | Tag526 | ? | N | — | FIX.4.3 |
| 14 | CumQty | Qty | Y | Total number of shares filled.
(Prior to FIX 4.2 this field was of type int) | FIX.4.0 |
| 39 | OrdStatus | char | Y | Identifies current status of order.
▶ 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.4.2 |
| 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 |
| 151 | LeavesQty | Qty | Y | Quantity open for further execution. LeavesQty = OrderQty - CumQty. | FIX.4.1 |
| 84 | CxlQty | Qty | Y | Total number of shares canceled for this order.
(Prior to FIX 4.2 this field was of type int) | FIX.4.0 |
| 6 | AvgPx | Price | Y | Calculated average price of all fills on this order. | FIX.4.0 |
| 103 | OrdRejReason | int | N | Used if the order is 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.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.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 |