OrderCancelReplaceRequest message – FIX.4.3 – FIX Reference

← OrderCancelReject → OrderCancelRequest

MsgTypeG

CategorySingleGeneralOrderHandling

SectionTrade

AddedFIX.2.7

Fields164

Components9

The order cancel/replace request is used to change the parameters of an existing order.

Message Structure

164 fields, 9 components/groups — click any tag or field name for details

Tag

Name

Type

Req

Description

Added

◈ StandardHeader [Component]

MsgType = G

FIX.2.7

BeginString

String

FIX.4.3 (Always unencrypted, must be first field in message)

FIX.4.0

BodyLength

int

(Always unencrypted, must be second field in message)

FIX.4.0

MsgType

String

(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

SenderCompID

String

(Always unencrypted)

FIX.4.0

TargetCompID

String

(Always unencrypted)

FIX.4.0

115

OnBehalfOfCompID

String

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

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

FIX.4.0

SecureDataLen

Length

Required to identify length of encrypted section of message. (Always unencrypted)

FIX.4.0

SecureData

data

Required when message body is encrypted. Always immediately follows SecureDataLen field.

FIX.4.0

MsgSeqNum

int

(Can be embedded within encrypted data section.)

FIX.4.0

SenderSubID

String

(Can be embedded within encrypted data section.)

FIX.4.0

142

SenderLocationID

String

Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

TargetSubID

String

"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

FIX.4.0

143

TargetLocationID

String

Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

116

OnBehalfOfSubID

String

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

144

OnBehalfOfLocationID

String

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

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

145

DeliverToLocationID

String

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

PossDupFlag

Boolean

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

PossResend

Boolean

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

SendingTime

UTCTimestamp

(Can be embedded within encrypted data section.)

FIX.4.0

122

OrigSendingTime

UTCTimestamp

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

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

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

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

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

(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

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

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

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

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

OrderID

String

Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).

FIX.2.7

⟳ Parties [Repeating Group]

Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

FIX.4.3

453

Tag453

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

448

Tag448

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

447

Tag447

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

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

Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable

FIX.4.3

end Parties

229

Tag229

—

FIX.4.3

OrigClOrdID

String

ClOrdID of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order.

FIX.2.7

ClOrdID

String

Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.

FIX.2.7

526

Tag526

—

FIX.4.3

583

Tag583

—

FIX.4.3

ListID

String

Required for List Orders

FIX.2.7

586

Tag586

TransactTime of the last state change that occurred to the original order

FIX.4.3

Account

String

Account mnemonic as agreed between broker and institution.

FIX.2.7

581

Tag581

—

▶ 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

—

▶ 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

—

▶ 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

—

▶ 2 enum values

Value	Name	Description
0	ProRata	Pro-rata
1	DoNotProRata	Do not pro-rata = discuss first

FIX.4.3

NoAllocs

int

Number of repeating groups for pre-trade allocation

FIX.4.2

AllocAccount

String

Required if NoAllocs > 0. Must be first field in repeating group.

FIX.4.2

467

Tag467

—

FIX.4.3

⟳ NestedParties [Repeating Group]

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=Clearing Firm

FIX.4.3

539

Tag539

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

524

Tag524

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

525

Tag525

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

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

545

Tag545

Sub-identifier (e.g. Clearing Acct for NestedPartyID=Clearing Firm) if applicable

FIX.4.3

end NestedParties

AllocShares

Qty

Number of shares to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)

FIX.4.2

SettlmntTyp

char

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

FutSettDate

LocalMktDate

Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values.

FIX.2.7

544

Tag544

—

▶ 3 enum values

Value	Name	Description
2	MarginOpen	Margin Open
3	MarginClose	Margin Close
1	Cash	Cash

FIX.4.3

635

Tag635

—

▶ 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

HandlInst

char

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.2.7

ExecInst

MultipleValueString

Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message).

▶ 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

110

MinQty

Qty

Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int)

FIX.3.0

111

MaxFloor

Qty

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.3.0

100

ExDestination

Exchange

Execution destination as defined by institution when order is entered. Valid values: See Appendix C

FIX.3.0

386

NoTradingSessions

int

Specifies the number of repeating TradingSessionIDs

FIX.4.2

336

TradingSessionID

String

Required if NoTradingSessions is > 0.

FIX.4.2

625

Tag625

—

FIX.4.3

◈ Instrument [Component]

Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Must match original order

FIX.4.3

Symbol

String

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

SymbolSfx

String

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

SecurityID

String

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

IDSource

String

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

Number of alternate Security Identifiers

FIX.4.3

455

Tag455

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

Source of SecurityAltID. Required if SecurityAltID is specified.

FIX.4.3

460

Tag460

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

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

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

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

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

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

225

Tag225

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

239

Tag239

Identifies the collateral used in the transaction. For Fixed Income, required for RP and RVRP security types.

FIX.4.3

226

Tag226

Number of business days before repurchase of a repo.

FIX.4.3

227

Tag227

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

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

—

FIX.4.3

543

Tag543

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

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

A two-character state or province abbreviation.

FIX.4.3

472

Tag472

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

240

Tag240

Return of investor's principal in a security. Bond redemption can occur before maturity date.

FIX.4.3

202

StrikePrice

Price

Used for derivatives, such as options and covered warrants

FIX.4.3

206

OptAttribute

char

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

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

For Fixed Income.

FIX.4.3

207

SecurityExchange

Exchange

Can be used to identify the security.

FIX.4.3

106

Issuer

String

Company name of security issuer (e.g. International Business Machines)

FIX.4.3

348

EncodedIssuerLen

Length

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

349

EncodedIssuer

data

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

107

SecurityDesc

String

Security description.

FIX.4.3

350

EncodedSecurityDescLen

Length

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

351

EncodedSecurityDesc

data

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

Side

char

Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt

▶ 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

TransactTime

UTCTimestamp

Time this order request was initiated/released by the trader or trading system.

FIX.4.2

465

Tag465

—

▶ 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]

Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)

FIX.4.3

OrderQty

Qty

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

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

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

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

For CIV – Optional

FIX.4.3

OrdType

char

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

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

Price

Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.

FIX.2.7

StopPx

Price

Required for OrdType = "Stop" or OrdType = "Stop limit".

FIX.2.7

◈ SpreadOrBenchmarkCurveData [Component]

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

For Fixed Income

FIX.4.3

220

Tag220

—

FIX.4.3

221

Tag221

—

▶ 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

—

FIX.4.3

◈ YieldData [Component]

Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

FIX.4.3

235

Tag235

—

▶ 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

—

FIX.4.3

211

PegDifference

PriceOffset

Amount (signed) added to the price of the peg

FIX.4.1

388

DiscretionInst

char

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

Amount (signed) added to the "related to" price specified via DiscretionInst.

FIX.4.2

376

ComplianceID

String

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

FIX.4.2

377

SolicitedFlag

Boolean

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

Currency

Must match original order.

FIX.2.7

TimeInForce

char

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

Can specify the time at which the order should be considered valid

FIX.4.2

432

ExpireDate

LocalMktDate

Conditionally required if TimeInForce = GTD and ExpireTime is not specified.

FIX.4.2

126

ExpireTime

UTCTimestamp

Conditionally required if TimeInForce = GTD and ExpireDate is not specified.

FIX.4.0

427

GTBookingInst

int

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

◈ CommissionData [Component]

Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

FIX.4.3

Commission

Amt

Commission. Note if CommType is percentage, Commission of 5% should be represented as .05.

FIX.4.3

CommType

char

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

For CIV - Optional

FIX.4.3

497

Tag497

For CIV - Optional

▶ 2 enum values

Value	Name	Description
N	No	No
Y	Yes	Yes

FIX.4.3

528

Tag528

—

▶ 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

—

▶ 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

—

FIX.4.3

Rule80A

char

(deprecated) Must match original order

▶ 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

121

ForexReq

Boolean

Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.

▶ 2 enum values

Value	Name	Description
Y	ExecuteForexAfterSecurityTrade	Execute Forex after security trade
N	DoNotExecuteForexAfterSecurityTrade	Do not execute Forex after security trade

FIX.4.0

120

SettlCurrency

Currency

Required if ForexReq = Y.

FIX.4.0

Text

String

Free format text string (Note: this field does not have a specified maximum length)

FIX.2.7

354

EncodedTextLen

Length

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.2

355

EncodedText

data

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.2

193

FutSettDate2

LocalMktDate

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

FIX.4.1

192

OrderQty2

Qty

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

FIX.4.1

640

Tag640

Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap.

FIX.4.3

OpenClose

char

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.4.1

203

CoveredOrUncovered

int

For use with derivatives, such as options

▶ 2 enum values

Value	Name	Description
1	Uncovered	Uncovered
0	Covered	Covered

FIX.4.1

210

MaxShow

Qty

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.4.1

114

LocateReqd

Boolean

Indicates whether the broker is to locate the stock in conjunction with a short sell order.

▶ 2 enum values

Value	Name	Description
Y	Yes	Indicates the broker is responsible for locating the stock
N	No	Indicates the broker is not required to locate

FIX.4.1

480

Tag480

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

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