| ◈ StandardHeader [Component] | | Y | MsgType = AI | FIX.4.3 |
| 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 |
| 649 | Tag649 | ? | N | — | FIX.4.3 |
| 131 | QuoteReqID | String | N | Required when quote is in response to a Quote Request message | FIX.4.3 |
| 117 | QuoteID | String | Y | Unique identifier for quote | FIX.4.3 |
| 537 | Tag537 | ? | N | Quote Type
If not specified, the default is an indicative quote
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | Indicative | Indicative | | 1 | Tradeable | Tradeable | | 2 | RestrictedTradeable | Restricted Tradeable |
| FIX.4.3 |
| ⟳ Parties [Repeating Group] | | N | Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 |
| 453 | Tag453 | ? | N | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | FIX.4.3 |
| 448 | Tag448 | ? | N | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 447 | Tag447 | ? | N | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
▶ 15 enum values
| Value | Name | Description |
|---|
| 5 | ChineseInvestorID | Chinese B Share (Shezhen and Shanghai) | | 8 | USEmployerOrTaxIDNumber | US Employer Identification Number | | A | AustralianTaxFileNumber | Australian Tax File Number | | 9 | AustralianBusinessNumber | Australian Business Number | | E | ISOCountryCode | ISO Country Code | | B | BIC | BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See Appendix 6-B) | | 7 | USSocialSecurityNumber | US Social Security Number | | D | Proprietary | Proprietary/Custom code | | F | SettlementEntityLocation | Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values) | | 1 | KoreanInvestorID | Korean Investor ID | | 2 | TaiwaneseForeignInvestorID | Taiwanese Qualified Foreign Investor ID QFII / FID | | 3 | TaiwaneseTradingAcct | Taiwanese Trading Account | | 4 | MalaysianCentralDepository | Malaysian Central Depository (MCD) number | | 6 | UKNationalInsuranceOrPensionNumber | UK National Insurance or Pension Number | | C | GeneralIdentifier | Generally accepted market participant identifier (e.g. NASD mnemonic) |
| FIX.4.3 |
| 452 | Tag452 | ? | N | Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
▶ 20 enum values
| Value | Name | Description |
|---|
| 15 | CorrespondantClearingFirm | Correspondant Clearing Firm | | 3 | ClientID | Client ID (formerly FIX 4.2 ClientID) | | 20 | UnderlyingContraFirm | Underlying Contra Firm | | 19 | SponsoringFirm | Sponsoring Firm | | 18 | ContraClearingFirm | Contra Clearing Firm | | 17 | ContraFirm | Contra Firm | | 16 | ExecutingSystem | Executing System | | 7 | EnteringFirm | Entering Firm | | 1 | ExecutingFirm | Executing Firm (formerly FIX 4.2 ExecBroker) | | 2 | BrokerOfCredit | Broker of Credit (formerly FIX 4.2 BrokerOfCredit) | | 5 | InvestorID | Investor ID | | 6 | IntroducingFirm | Introducing Firm | | 14 | GiveupClearingFirm | Giveup Clearing Firm (firm to which trade is given up) | | 8 | Locate | Locate/Lending Firm (for short-sales) | | 9 | FundManagerClientID | Fund manager Client ID (for CIV) | | 10 | SettlementLocation | Settlement Location (formerly FIX 4.2 SettlLocation) | | 11 | OrderOriginationTrader | Order Origination Trader (associated with Order Origination Firm e.g. trader who initiates/submits the order) | | 12 | ExecutingTrader | Executing Trader (associated with Executing Firm - actually executes) | | 13 | OrderOriginationFirm | Order Origination Firm (e.g. buyside firm) | | 4 | ClearingFirm | Clearing Firm (formerly FIX 4.2 ClearingFirm) |
| FIX.4.3 |
| 523 | Tag523 | ? | N | Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable | FIX.4.3 |
| end Parties |
| 1 | Account | String | N | Account mnemonic as agreed between broker and institution. | FIX.4.3 |
| 581 | Tag581 | ? | N | Type of account associated with the order (Origin)
▶ 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 |
| 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.4.3 |
| 625 | Tag625 | ? | N | — | FIX.4.3 |
| ◈ Instrument [Component] | | Y | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 |
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) | FIX.4.3 |
| 65 | SymbolSfx | String | N | Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | IDSource | String | N | Required if SecurityID is specified.
▶ 16 enum values
| Value | Name | Description |
|---|
| E | Sicovam | Sicovam | | 2 | SEDOL | SEDOL | | 1 | CUSIP | CUSIP | | 3 | QUIK | QUIK | | F | Belgian | Belgian | | D | Valoren | Valoren | | C | Dutch | Dutch | | B | Wertpapier | Wertpapier | | A | BloombergSymbol | Bloomberg Symbol | | 9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) | | 8 | ExchangeSymbol | Exchange Symbol | | 7 | ISOCountryCode | ISO Country Code | | 6 | ISOCurrencyCode | ISO Currency Code | | 5 | RICCode | RIC code | | 4 | ISINNumber | ISIN number | | G | Common | Common (Clearstream and Euroclear) |
| FIX.4.3 |
| 454 | Tag454 | ? | N | Number of alternate Security Identifiers | FIX.4.3 |
| 455 | Tag455 | ? | N | Security Alternate identifier for this security
First member of repeating group - must be specified if NoSecurityAltID > 0
The Security Alternative identifier block should not be populated unless SecurityID and SecurityIDSource are populated and should not duplicate the SecurityID and SecurityIDSource values contained in the SecurityID/SecurityIDSource tags. Use of SecurityAltID may be used if bilaterally agreed to assist in security identification, and does not imply an obligation on the receiver of the message to ensure validity or consistency with the SecurityID and SecurityIDSource fields which take precedence. | FIX.4.3 |
| 456 | Tag456 | ? | N | Source of SecurityAltID. Required if SecurityAltID is specified. | FIX.4.3 |
| 460 | Tag460 | ? | N | Indicates the type of product the security is associated with (high-level category)
▶ 12 enum values
| Value | Name | Description |
|---|
| 8 | LOAN | LOAN | | 12 | OTHER | OTHER | | 11 | MUNICIPAL | MUNICIPAL | | 1 | AGENCY | AGENCY | | 3 | CORPORATE | CORPORATE | | 4 | CURRENCY | CURRENCY | | 2 | COMMODITY | COMMODITY | | 6 | GOVERNMENT | GOVERNMENT | | 10 | MORTGAGE | MORTGAGE | | 7 | INDEX | INDEX | | 9 | MONEYMARKET | MONEYMARKET | | 5 | EQUITY | EQUITY |
| FIX.4.3 |
| 461 | Tag461 | ? | N | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. | FIX.4.3 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 – Recommendations and Guidelines for Futures and Options Markets.")
▶ 82 enum values
| Value | Name | Description |
|---|
| CP | CommercialPaper | Commercial Paper | | VRDN | VariableRateDemandNote | Variable Rate Demand Note | | PZFJ | PlazosFijos | Plazos Fijos | | PN | PromissoryNote | Promissory Note | | ONITE | Overnight | Overnight | | MTN | MediumTermNotes | Medium Term Notes | | TECP | TaxExemptCommercialPaper | Tax Exempt Commercial Paper | | AMENDED | Amended | Amended & Restated | | BRIDGE | BridgeLoan | Bridge Loan | | LOFC | LetterOfCredit | Letter of Credit | | SWING | SwingLineFacility | Swing Line Facility | | DINP | DebtorInPossession | Debtor in Possession | | DEFLTED | Defaulted | Defaulted | | WITHDRN | Withdrawn | Withdrawn | | LQN | LiquidityNote | Liquidity Note | | MATURED | Matured | Matured | | DN | DepositNotes | Deposit Notes | | RETIRED | Retired | Retired | | BA | BankersAcceptance | Bankers Acceptance | | BN | BankNotes | Bank Notes | | BOX | BillOfExchanges | Bill of Exchanges | | CD | CertificateOfDeposit | Certificate of Deposit | | CL | CallLoans | Call Loans | | REPLACD | Replaced | Replaced | | MT | MandatoryTender | Mandatory Tender | | RVLVTRM | Revolver | Revolver/Term Loan | | MPP | MortgagePrivatePlacement | Mortgage Private Placement | | STN | ShortTermLoanNote | Short Term Loan Note | | MPT | MiscellaneousPassThrough | Miscellaneous Pass-through | | TBA | ToBeAnnounced | To be Announced | | AN | OtherAnticipationNotes | Other Anticipation Notes BAN, GAN, etc. | | MIO | MortgageInterestOnly | Mortgage Interest Only | | COFP | CertificateOfParticipation | Certificate of Participation | | MBS | MortgageBackedSecurities | Mortgage-backed Securities | | REV | RevenueBonds | Revenue Bonds | | SPCLA | SpecialAssessment | Special Assessment | | SPCLO | SpecialObligation | Special Obligation | | SPCLT | SpecialTax | Special Tax | | TAN | TaxAnticipationNote | Tax Anticipation Note | | TAXA | TaxAllocation | Tax Allocation | | COFO | CertificateOfObligation | Certificate of Obligation | | TD | TimeDeposit | Time Deposit | | GO | GeneralObligationBonds | General Obligation Bonds | | ? | Wildcard | Wildcard entry (used on Security Definition Request message) | | WAR | Warrant | Warrant | | MF | MutualFund | Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle) | | MLEG | MultilegInstrument | Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.) | | TRAN | TaxRevenueAnticipationNote | Tax & Revenue Anticipation Note | | MPO | MortgagePrincipalOnly | Mortgage Principal Only | | RP | RepurchaseAgreement | Repurchase Agreement | | NONE | NoSecurityType | No Security Type | | XCN | ExtendedCommNote | Extended Comm Note | | POOL | AgencyPools | Agency Pools | | ABS | AssetBackedSecurities | Asset-backed Securities | | CMBS | Corp | Corp. Mortgage-backed Securities | | CMO | CollateralizedMortgageObligation | Collateralized Mortgage Obligation | | IET | IOETTEMortgage | IOETTE Mortgage | | RVRP | ReverseRepurchaseAgreement | Reverse Repurchase Agreement | | FOR | ForeignExchangeContract | Foreign Exchange Contract | | RAN | RevenueAnticipationNote | Revenue Anticipation Note | | RVLV | RevolverLoan | Revolver Loan | | FAC | FederalAgencyCoupon | Federal Agency Coupon | | FADN | FederalAgencyDiscountNote | Federal Agency Discount Note | | PEF | PrivateExportFunding | Private Export Funding | | CORP | CorporateBond | Corporate Bond | | CPP | CorporatePrivatePlacement | Corporate Private Placement | | CB | ConvertibleBond | Convertible Bond | | DUAL | DualCurrency | Dual Currency | | XLINKD | IndexedLinked | Indexed Linked | | YANK | YankeeCorporateBond | Yankee Corporate Bond | | CS | CommonStock | Common Stock | | PS | PreferredStock | Preferred Stock | | BRADY | BradyBond | Brady Bond | | TBOND | USTreasuryBond | US Treasury Bond | | TINT | InterestStripFromAnyBondOrNote | Interest strip from any bond or note | | TIPS | TreasuryInflationProtectedSecurities | Treasury Inflation Protected Securities | | TCAL | PrincipalStripOfACallableBondOrNote | Principal strip of a callable bond or note | | TPRN | PrincipalStripFromANonCallableBondOrNote | Principal strip from a non-callable bond or note | | UST | USTreasuryNoteOld | US Treasury Note/Bond | | USTB | USTreasuryBillOld | US Treasury Bill | | TERM | TermLoan | Term Loan | | STRUCT | StructuredNotes | Structured Notes |
| FIX.4.3 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. | FIX.4.3 |
| 541 | Tag541 | ? | N | Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. | FIX.4.3 |
| 224 | Tag224 | ? | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | Tag225 | ? | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | Tag239 | ? | N | Identifies the collateral used in the transaction. For Fixed Income, required for RP and RVRP security types. | FIX.4.3 |
| 226 | Tag226 | ? | N | Number of business days before repurchase of a repo. | FIX.4.3 |
| 227 | Tag227 | ? | N | Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par. | FIX.4.3 |
| 228 | Tag228 | ? | N | Fraction for deriving Current face from Original face for TIPS, ABS or MBS Fixed Income securities. Note the fraction may be greater than, equal to or less than 1. | FIX.4.3 |
| 255 | Tag255 | ? | N | — | FIX.4.3 |
| 543 | Tag543 | ? | N | The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. | FIX.4.3 |
| 470 | Tag470 | ? | N | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | FIX.4.3 |
| 471 | Tag471 | ? | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | Tag472 | ? | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | Tag240 | ? | N | Return of investor's principal in a security. Bond redemption can occur before maturity date. | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 206 | OptAttribute | char | N | Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option – use the CFICode[461] for this purpose. | FIX.4.3 |
| 231 | ContractMultiplier | float | N | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | FIX.4.3 |
| 223 | CouponRate | float | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Company name of security issuer (e.g. International Business Machines) | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 132 | BidPx | Price | N | If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. | FIX.4.3 |
| 133 | OfferPx | Price | N | If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. | FIX.4.3 |
| 645 | Tag645 | ? | N | Can be used by markets that require showing the current best bid and offer | FIX.4.3 |
| 646 | Tag646 | ? | N | Can be used by markets that require showing the current best bid and offer | FIX.4.3 |
| 647 | Tag647 | ? | N | Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. | FIX.4.3 |
| 134 | BidSize | Qty | N | Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. | FIX.4.3 |
| 648 | Tag648 | ? | N | Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | FIX.4.3 |
| 135 | OfferSize | Qty | N | Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. | FIX.4.3 |
| 62 | ValidUntilTime | UTCTimestamp | N | Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.3 |
| 188 | BidSpotRate | Price | N | May be applicable for F/X quotes | FIX.4.3 |
| 190 | OfferSpotRate | Price | N | May be applicable for F/X quotes | FIX.4.3 |
| 189 | BidForwardPoints | PriceOffset | N | May be applicable for F/X quotes | FIX.4.3 |
| 191 | OfferForwardPoints | PriceOffset | N | May be applicable for F/X quotes | FIX.4.3 |
| 631 | Tag631 | ? | N | — | FIX.4.3 |
| 632 | Tag632 | ? | N | — | FIX.4.3 |
| 633 | Tag633 | ? | N | — | FIX.4.3 |
| 634 | Tag634 | ? | N | — | FIX.4.3 |
| 60 | TransactTime | UTCTimestamp | N | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.3 |
| 64 | FutSettDate | LocalMktDate | N | Can be used with forex quotes to specify a specific "value date" | FIX.4.3 |
| 40 | OrdType | char | N | Can be used to specify the type of order the quote 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.4.3 |
| 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.4.3 |
| 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.4.3 |
| 642 | Tag642 | ? | N | Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value | FIX.4.3 |
| 643 | Tag643 | ? | N | Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value | FIX.4.3 |
| 15 | Currency | Currency | N | Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted | FIX.4.3 |
| 656 | Tag656 | ? | N | Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this message | FIX.4.3 |
| 657 | Tag657 | ? | N | Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this message | FIX.4.3 |
| 156 | SettlCurrFxRateCalc | char | N | Can be used when the quote is provided in a currency other than the instruments trading currency.
▶ 2 enum values
| Value | Name | Description |
|---|
| D | Divide | Divide | | M | Multiply | Multiply |
| FIX.4.3 |
| 12 | Commission | Amt | N | Can be used to show the counterparty the commission associated with the transaction. | FIX.4.3 |
| 13 | CommType | char | N | Can be used to show the counterparty the commission associated with the transaction.
▶ 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 |
| 582 | Tag582 | ? | N | For Futures Exchanges | FIX.4.3 |
| 100 | ExDestination | Exchange | N | Used when routing quotes to multiple markets | FIX.4.3 |
| 297 | QuoteAckStatus | int | N | Quote Status
▶ 11 enum values
| Value | Name | Description |
|---|
| 6 | RemovedFromMarket | Removed from Market | | 1 | CancelForSymbol | Canceled for Symbol(s) | | 10 | Pending | Pending | | 9 | QuoteNotFound | Quote Not Found | | 8 | Query | Query | | 7 | Expired | Expired | | 5 | Rejected | Rejected | | 4 | CanceledAll | Canceled All | | 3 | CanceledForUnderlying | Canceled for Underlying | | 2 | CanceledForSecurityType | Canceled for Security Type(s) | | 0 | Accepted | Accepted |
| FIX.4.3 |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.4.3 |
| 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 |