| ◈ StandardHeader [Component] | | Y | MsgType = R | FIX.4.0 |
| 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 |
| 131 | QuoteReqID | String | Y | Unique identifier for quote request | FIX.4.0 |
| 644 | Tag644 | ? | N | For tradeable quote model – used to indicate to which RFQ Request this Quote Request is in response. | FIX.4.3 |
| 146 | NoRelatedSym | int | Y | Number of related symbols (instruments) in Request | FIX.4.2 |
| ◈ 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 |
| 140 | PrevClosePx | Price | N | Useful for verifying security identification | FIX.4.0 |
| 303 | QuoteRequestType | int | N | Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
▶ 2 enum values
| Value | Name | Description |
|---|
| 2 | Automatic | Automatic | | 1 | Manual | Manual |
| FIX.4.2 |
| 537 | Tag537 | ? | N | Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | Indicative | Indicative | | 1 | Tradeable | Tradeable | | 2 | RestrictedTradeable | Restricted Tradeable |
| FIX.4.3 |
| 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 |
| 229 | Tag229 | ? | N | — | FIX.4.3 |
| ⟳ 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 |
| 54 | Side | char | N | If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested.
▶ 12 enum values
| Value | Name | Description |
|---|
| 6 | SellShortExempt | Sell short exempt | | B | AsDefined | As Defined (for use with multileg instruments) | | C | Opposite | Opposite (for use with multileg instruments) | | 8 | Cross | Cross (orders where counterparty is an exchange, valid for all messages except IOIs) | | 9 | CrossShort | Cross short | | 1 | Buy | Buy | | 2 | Sell | Sell | | 3 | BuyMinus | Buy minus | | 4 | SellPlus | Sell plus | | A | CrossShortExempt | Cross short exempt | | 5 | SellShort | Sell short | | 7 | Undisclosed | Undisclosed (valid for IOI and List Order messages only) |
| FIX.4.0 |
| 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 |
| 38 | OrderQty | Qty | N | Number of shares ordered. This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc.
(Prior to FIX 4.2 this field was of type int) | FIX.4.0 |
| 152 | CashOrderQty | Qty | N | Specifies the approximate order quantity desired in total monetary units vs. as a number of shares. The broker would be responsible for converting and calculating a share quantity (OrderQty) based upon this amount to be used for the actual order and subsequent messages. | 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.4.3 |
| 64 | FutSettDate | LocalMktDate | N | Can be used (e.g. with forex quotes) to specify the desired "value date" | FIX.4.1 |
| 40 | OrdType | char | N | Can be used to specify the type of order the quote request is for
▶ 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.4.1 |
| 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.4.1 |
| 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.4.1 |
| 126 | ExpireTime | UTCTimestamp | N | The time when Quote Request will expire. | FIX.4.2 |
| 60 | TransactTime | UTCTimestamp | N | Time transaction was entered | FIX.4.2 |
| 15 | Currency | Currency | N | Can be used to specify the desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested. | FIX.4.2 |
| ◈ 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 |
| 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 | Quoted or target price | FIX.4.3 |
| 640 | Tag640 | ? | N | Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. | 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 |
| 58 | Text | String | N | Free format text string
(Note: this field does not have a specified maximum length) | FIX.4.3 |
| 354 | EncodedTextLen | Length | N | Must be set if EncodedText field is specified and must immediately precede it. | FIX.4.3 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.4.0 |
| 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 |