| ◈ StandardHeader [Component] | | Y | MsgType = p (lowercase P) | 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 |
| 513 | Tag513 | ? | Y | Unique identifier of the original Registration Instructions details | FIX.4.3 |
| 514 | Tag514 | ? | Y | Identifies original Registration Instructions transaction type
▶ 3 enum values
| Value | Name | Description |
|---|
| 2 | Cancel | Cancel | | 0 | New | New | | 1 | Replace | Replace |
| FIX.4.3 |
| 508 | Tag508 | ? | Y | Required for Cancel and Replace RegistTransType messages | FIX.4.3 |
| 11 | ClOrdID | String | N | Unique identifier of the order as assigned by institution or intermediary. | 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 |
| 506 | Tag506 | ? | Y | —
▶ 4 enum values
| Value | Name | Description |
|---|
| A | Accepted | Accept | | N | Reminder | Reminder | | R | Rejected | Reject | | H | Held | Held |
| FIX.4.3 |
| 507 | Tag507 | ? | N | —
▶ 18 enum values
| Value | Name | Description |
|---|
| 13 | InvalidDistribInstns | Invalid/unacceptable NoDistribInstns | | 17 | InvalidAgentCode | Invalid/unacceptable Cash Distrib Agent Code | | 16 | InvalidAccountName | Invalid/unacceptable Cash Distrib Agent Acct Name | | 4 | NoRegDetails | Invalid/unacceptable No Reg Detls | | 15 | InvalidPaymentMethod | Invalid/unacceptable Distrib Payment Method | | 14 | InvalidPercentage | Invalid/unacceptable Distrib Percentage | | 3 | InvalidOwnershipType | Invalid/unacceptable Ownership Type | | 2 | InvalidTaxExemptType | Invalid/unacceptable Tax Exempt Type | | 12 | InvalidCountry | Invalid/unacceptable Investor Country Of Residence | | 11 | InvalidDateOfBirth | Invalid/unacceptable Date of Birth | | 10 | InvalidInvestorIDSource | Invalid/unacceptable Investor ID Source | | 9 | InvalidInvestorID | Invalid/unacceptable Investor ID | | 8 | InvalidMailingInstructions | Invalid/unacceptable Mailing Inst | | 7 | InvalidMailingDetails | Invalid/unacceptable Mailing Dtls | | 5 | InvalidRegSeqNo | Invalid/unacceptable Reg Seq No | | 1 | InvalidAccountType | Invalid/unacceptable Account Type | | 18 | InvalidAccountNum | Invalid/unacceptable Cash Distrib Agent Acct Num | | 6 | InvalidRegDetails | Invalid/unacceptable Reg Dtls |
| FIX.4.3 |
| 496 | Tag496 | ? | N | — | 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 |