FIX Reference

NumInGroup

N

Number of repeating AllocAccount (79)/AllocPrice (366) entries.

FIX.4.4

String

N

Sub-account mnemonic

FIX.4.4

int

N

Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.

FIX.4.4

573

MatchStatus

char

N

The status of this trade with respect to matching or comparison

▶ 3 enum values

Value	Name	Description
0	Compared	compared, matched or affirmed
1	Uncompared	uncompared, unmatched, or unaffirmed
2	AdvisoryOrAlert	advisory or alert

FIX.4.4

366

AllocPrice

Price

N

Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).

FIX.4.4

Qty

N

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

FIX.4.4

String

N

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

FIX.4.4

81

ProcessCode

char

N

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.

▶ 7 enum values

Value	Name	Description
0	Regular	regular
1	SoftDollar	soft dollar
2	StepIn	step-in
3	StepOut	step-out
4	SoftDollarStepIn	soft-dollar step-in
5	SoftDollarStepOut	soft-dollar step-out
6	PlanSponsor	plan sponsor

FIX.4.4

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

208

NotifyBrokerOfCredit

Boolean

N

Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).

▶ 2 enum values

Value	Name	Description
Y	DetailsShouldBeCommunicated	Details should be communicated
N	DetailsShouldNotBeCommunicated	Details should not be communicated

FIX.4.4

209

AllocHandlInst

int

N

Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details

▶ 3 enum values

Value	Name	Description
1	Match	Match
2	Forward	Forward
3	ForwardAndMatch	Forward and Match

FIX.4.4

161

AllocText

String

N

Free format text related to a specific AllocAccount (79).

FIX.4.4

360

EncodedAllocTextLen

Length

N

Byte length of encoded (non-ASCII characters) EncodedAllocText (36) field.

FIX.4.4

361

EncodedAllocText

data

N

Encoded (non-ASCII characters) representation of the AllocText (6) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field.

FIX.4.4

◈ CommissionData [Component]

N

The CommissionDate component block is used to carry commission information such as the type of commission and the rate.

FIX.4.4

Amt

N

Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05.

FIX.4.3

char

N

Commission type

▶ 6 enum values

Value	Name	Description
1	PerUnit	per unit (implying shares, par, currency, etc)
2	Percent	percentage
3	Absolute	absolute (total monetary amount)
4	PercentageWaivedCashDiscount	(for CIV buy orders) percentage waived – cash discount
5	PercentageWaivedEnhancedUnits	(for CIV buy orders) percentage waived – enhanced units
6	PointsPerBondOrContract	points per bond or contract [Supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]

FIX.4.3

Currency

N

For CIV - Optional

FIX.4.3

char

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
Y	Yes	Yes
N	No	No

FIX.4.3

153

AllocAvgPx

Price

N

AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type.

FIX.4.4

154

AllocNetMoney

Amt

N

NetMoney (8) for a specific AllocAccount (79)

FIX.4.4

119

SettlCurrAmt

Amt

N

Total amount due expressed in settlement currency (includes the effect of the forex transaction)

FIX.4.4

737

AllocSettlCurrAmt

Amt

N

Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79).

FIX.4.4

Currency

N

Currency code of settlement denomination.

FIX.4.4

Currency

N

Currency code of settlement denomination for a specific AllocAccount (79).

FIX.4.4

155

SettlCurrFxRate

float

N

Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20)

FIX.4.4

156

SettlCurrFxRateCalc

char

N

Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided

▶ 2 enum values

Value	Name	Description
M	Multiply	Multiply
D	Divide	Divide

FIX.4.4

742

AllocAccruedInterestAmt

Amt

N

Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.

FIX.4.4

741

AllocInterestAtMaturity

Amt

N

Amount of interest (i.e. lump-sum) at maturity at the account-level.

FIX.4.4

⟳ MiscFeesGrp [Repeating Group]

N

FIX.4.4

136

NoMiscFees

NumInGroup

N

Number of repeating groups of miscellaneous fees

FIX.4.4

137

MiscFeeAmt

Amt

N

Miscellaneous fee value

FIX.4.4

138

MiscFeeCurr

Currency

N

Currency of miscellaneous fee

FIX.4.4

139

MiscFeeType

char

N

Indicates type of miscellaneous fee

▶ 12 enum values

Value	Name	Description
1	Regulatory	Regulatory (e.g. SEC)
2	Tax	Tax
3	LocalCommission	Local Commission
4	ExchangeFees	Exchange Fees
5	Stamp	Stamp
6	Levy	Levy
7	Other	Other
8	Markup	Markup
9	ConsumptionTax	Consumption Tax
10	PerTransaction	Per transaction
11	Conversion	Conversion
12	Agent	Agent

FIX.4.4

891

MiscFeeBasis

int

N

Defines the unit for a miscellaneous fee.

▶ 3 enum values

Value	Name	Description
0	Absolute	Absolute
1	PerUnit	Per unit
2	Percentage	Percentage

FIX.4.4

end MiscFeesGrp

⟳ ClrInstGrp [Repeating Group]

N

FIX.4.4

576

NoClearingInstructions

NumInGroup

N

Number of clearing instructions

FIX.4.4

577

ClearingInstruction

int

N

Eligibility of this trade for clearing and central counterparty processing

▶ 14 enum values

Value	Name	Description
0	ProcessNormally	process normally
1	ExcludeFromAllNetting	exclude from all netting
2	BilateralNettingOnly	bilateral netting only
3	ExClearing	ex clearing
4	SpecialTrade	special trade
5	MultilateralNetting	multilateral netting
6	ClearAgainstCentralCounterparty	clear against central counterparty
7	ExcludeFromCentralCounterparty	exclude from central counterparty
8	ManualMode	Manual mode (pre-posting and/or pre-giveup)
9	AutomaticPostingMode	Automatic posting mode (trade posting to the position account number specified)
10	AutomaticGiveUpMode	Automatic give-up mode (trade give-up to the give-up destination number specified)
11	QualifiedServiceRepresentativeQSR	Qualified Service Representative (QSR) -
12	CustomerTrade	Customer Trade
13	SelfClearing	Self clearing

FIX.4.4

end ClrInstGrp

780

AllocSettlInstType

int

N

Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived

▶ 5 enum values

Value	Name	Description
0	UseDefaultInstructions	use default instructions
1	DeriveFromParametersProvided	derive from parameters provided
2	FullDetailsProvided	full details provided
3	SSIDBIDsProvided	SSI db ids provided
4	PhoneForInstructions	phone for instructions

FIX.4.4

◈ SettlInstructionsData [Component]

N

The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties

FIX.4.4

172

SettlDeliveryType

int

N

Required if AllocSettlInstType = 1 or 2

▶ 4 enum values

Value	Name	Description
0	Versus	"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1	Free	"Free": Deliver (if Sell) or Receive (if Buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

169

StandInstDbType

int

N

Required if AllocSettlInstType = 3 (should not be populated otherwise)

▶ 5 enum values

Value	Name	Description
0	Other	Other
1	DTCSID	DTC SID
2	ThomsonALERT	Thomson ALERT
3	AGlobalCustodian	A Global Custodian (StandInstDbName (170) must be provided)
4	AccountNet	AccountNet

FIX.4.4

170

StandInstDbName

String

N

Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

171

StandInstDbID

String

N

Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

⟳ DlvyInstGrp [Repeating Group]

N

Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)

FIX.4.4

NumInGroup

N

Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.

FIX.4.4

char

N

Indicates source of Settlement Instructions

▶ 3 enum values

Value	Name	Description
1	BrokerCredit	Broker’s Instructions
2	Institution	Institution’s Instructions
3	Investor	Investor (e.g. CIV use)

FIX.4.4

char

N

Used to indicate whether a delivery instruction is used for securities or cash settlement

▶ 2 enum values

Value	Name	Description
S	Securities	securities
C	Cash	cash

FIX.4.4

⟳ SettlParties [Repeating Group]

N

The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

FIX.4.4

String

N

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

int

N

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

FIX.4.4

⟳ SettlPtysSubGrp [Repeating Group]

N

Repeating group of SettlParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4

String

N

PartySubID value within a settlement parties component. Same values as PartySubID (523)

FIX.4.4

int

N

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

FIX.4.4

end SettlPtysSubGrp

end SettlParties

end DlvyInstGrp

▶

AttrbGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of repeating InstrAttribType entries.

FIX.4.4

int

N

Code to represent the type of instrument attribute

▶ 23 enum values

Value	Name	Description
1	Flat	Flat (securities pay interest on a current basis but are traded without interest)
2	ZeroCoupon	Zero coupon
3	InterestBearing	Interest bearing (for Euro commercial paper when not issued at discount)
4	NoPeriodicPayments	No periodic payments
5	VariableRate	Variable rate
6	LessFeeForPut	Less fee for put
7	SteppedCoupon	Stepped coupon
8	CouponPeriod	Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
9	When	When [and if] issued
10	OriginalIssueDiscount	Original issue discount
11	Callable	Callable, puttable
12	EscrowedToMaturity	Escrowed to Maturity
13	EscrowedToRedemptionDate	Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field
14	PreRefunded	Prerefunded
15	InDefault	In default
16	Unrated	Unrated
17	Taxable	Taxable
18	Indexed	Indexed
19	SubjectToAlternativeMinimumTax	Subject to Alternative Minimum Tax
20	OriginalIssueDiscountPrice	Original issue discount price. Supply price in the InstrAttribValue (872) field
21	CallableBelowMaturityValue	Callable below maturity value
22	CallableWithoutNotice	Callable without notice by mail to holder unless registered
99	Text	Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field

FIX.4.4

String

N

Attribute value appropriate to the InstrAttribType (87) field.

FIX.4.4

▶

BidCompReqGrp

ImplicitBlockRepeating ProgramTrading

Tag

Name

Type

Req

Description

Added

420

NoBidComponents

NumInGroup

N

Indicates the number of list entries.

FIX.4.4

66

ListID

String

N

Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.

FIX.4.4

char

N

Side of order

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exempt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

430

NetGrossInd

int

N

Code to represent whether value is net (inclusive of tax) or gross

▶ 2 enum values

Value	Name	Description
1	Net	Net
2	Gross	Gross

FIX.4.4

char

N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

▶ 10 enum values

Value	Name	Description
0	Regular	Regular
1	Cash	Cash
2	NextDay	Next Day (T+1)
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When And If Issued
8	SellersOption	Sellers Option
9	TPlus5	T+ 5

FIX.4.4

LocalMktDate

N

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)

FIX.4.4

String

N

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.4.4

int

N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (AlertID)
5	DTCCCode	DTCC code
99	Other	Other (custom or proprietary)

FIX.4.4

▶

BidCompRspGrp

ImplicitBlockRepeating ProgramTrading

Tag

Name

Type

Req

Description

Added

420

NoBidComponents

NumInGroup

Y

Indicates the number of list entries.

FIX.4.4

◈ CommissionData [Component]

Y

The CommissionDate component block is used to carry commission information such as the type of commission and the rate.

FIX.4.4

Amt

N

Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05.

FIX.4.3

char

N

Commission type

▶ 6 enum values

Value	Name	Description
1	PerUnit	per unit (implying shares, par, currency, etc)
2	Percent	percentage
3	Absolute	absolute (total monetary amount)
4	PercentageWaivedCashDiscount	(for CIV buy orders) percentage waived – cash discount
5	PercentageWaivedEnhancedUnits	(for CIV buy orders) percentage waived – enhanced units
6	PointsPerBondOrContract	points per bond or contract [Supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]

FIX.4.3

Currency

N

For CIV - Optional

FIX.4.3

char

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
Y	Yes	Yes
N	No	No

FIX.4.3

66

ListID

String

N

Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.

FIX.4.4

421

Country

N

ISO Country Code in field

FIX.4.4

char

N

Side of order

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exempt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

N

Price per unit of quantity (e.g. per share)

FIX.4.4

int

N

Code to represent the price type

▶ 11 enum values

Value	Name	Description
1	Percentage	Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed Amount (absolute value)
4	Discount	Discount – percentage points below par
5	Premium	Premium – percentage points over par
6	Spread	Spread
7	TEDPrice	TED price
8	TEDYield	TED yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)

FIX.4.4

406

FairValue

Amt

N

Used in EFP trades

FIX.4.4

430

NetGrossInd

int

N

Code to represent whether value is net (inclusive of tax) or gross

▶ 2 enum values

Value	Name	Description
1	Net	Net
2	Gross	Gross

FIX.4.4

char

N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

▶ 10 enum values

Value	Name	Description
0	Regular	Regular
1	Cash	Cash
2	NextDay	Next Day (T+1)
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When And If Issued
8	SellersOption	Sellers Option
9	TPlus5	T+ 5

FIX.4.4

LocalMktDate

N

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

String

N

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

FIX.4.4

Length

N

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

FIX.4.4

▶

BidDescReqGrp

ImplicitBlockRepeating ProgramTrading

Tag

Name

Type

Req

Description

Added

398

NoBidDescriptors

NumInGroup

N

Number of BidDescriptor (400) entries.

FIX.4.4

399

BidDescriptorType

int

N

Code to identify the type of BidDescriptor (400)

▶ 3 enum values

Value	Name	Description
1	Sector	Sector
2	Country	Country
3	Index	Index

FIX.4.4

400

BidDescriptor

String

N

BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType =2 "FR" etc - ISO Country Codes If BidDescriptorType =3 FT00, FT250, STOX - Free text

FIX.4.4

401

SideValueInd

int

N

Code to identify which "SideValue" the value refers to. SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.

▶ 2 enum values

Value	Name	Description
1	SideValue1	SideValue1
2	SideValue2	SideValue 2

FIX.4.4

404

LiquidityValue

Amt

N

Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency

FIX.4.4

441

LiquidityNumSecurities

int

N

Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency.

FIX.4.4

402

LiquidityPctLow

Percentage

N

Liquidity indicator or lower limit if TotalNumSecurities (393) > . Represented as a percentage.

FIX.4.4

403

LiquidityPctHigh

Percentage

N

Upper liquidity indicator if TotalNumSecurities (393) > . Represented as a percentage.

FIX.4.4

405

EFPTrackingError

Percentage

N

Eg Used in EFP trades 2% (EFP – Exchange for Physical ). Represented as a percentage.

FIX.4.4

406

FairValue

Amt

N

Used in EFP trades

FIX.4.4

407

OutsideIndexPct

Percentage

N

Used in EFP trades. Represented as a percentage.

FIX.4.4

408

ValueOfFutures

Amt

N

Used in EFP trades

FIX.4.4

▶

ClrInstGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

576

NoClearingInstructions

NumInGroup

N

Number of clearing instructions

FIX.4.4

577

ClearingInstruction

int

N

Eligibility of this trade for clearing and central counterparty processing

▶ 14 enum values

Value	Name	Description
0	ProcessNormally	process normally
1	ExcludeFromAllNetting	exclude from all netting
2	BilateralNettingOnly	bilateral netting only
3	ExClearing	ex clearing
4	SpecialTrade	special trade
5	MultilateralNetting	multilateral netting
6	ClearAgainstCentralCounterparty	clear against central counterparty
7	ExcludeFromCentralCounterparty	exclude from central counterparty
8	ManualMode	Manual mode (pre-posting and/or pre-giveup)
9	AutomaticPostingMode	Automatic posting mode (trade posting to the position account number specified)
10	AutomaticGiveUpMode	Automatic give-up mode (trade give-up to the give-up destination number specified)
11	QualifiedServiceRepresentativeQSR	Qualified Service Representative (QSR) -
12	CustomerTrade	Customer Trade
13	SelfClearing	Self clearing

FIX.4.4

▶

CollInqQualGrp

ImplicitBlockRepeating CollateralManagement

Tag

Name

Type

Req

Description

Added

938

NoCollInquiryQualifier

NumInGroup

N

Number of CollInquiryQualifier entries in a repeating group.

FIX.4.4

896

CollInquiryQualifier

int

N

Collateral inquiry qualifiers:

▶ 8 enum values

Value	Name	Description
0	TradeDate	TradeDate
1	GCInstrument	GC Instrument
2	CollateralInstrument	CollateralInstrument
3	SubstitutionEligible	Substitution Eligible
4	NotAssigned	Not Assigned
5	PartiallyAssigned	Partially Assigned
6	FullyAssigned	Fully Assigned
7	OutstandingTrades	Outstanding Trades (Today < end date)

FIX.4.4

▶

CommissionData

Block Common

The CommissionDate component block is used to carry commission information such as the type of commission and the rate.

Tag

Name

Type

Req

Description

Added

Amt

N

Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05.

FIX.4.3

char

N

Commission type

▶ 6 enum values

Value	Name	Description
1	PerUnit	per unit (implying shares, par, currency, etc)
2	Percent	percentage
3	Absolute	absolute (total monetary amount)
4	PercentageWaivedCashDiscount	(for CIV buy orders) percentage waived – cash discount
5	PercentageWaivedEnhancedUnits	(for CIV buy orders) percentage waived – enhanced units
6	PointsPerBondOrContract	points per bond or contract [Supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]

FIX.4.3

Currency

N

For CIV - Optional

FIX.4.3

char

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
Y	Yes	Yes
N	No	No

FIX.4.3

▶

CompIDReqGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
936	NoCompIDs	NumInGroup	N	Number of CompID entries in a repeating group.	FIX.4.4
930	RefCompID	String	N	Assigned value used to identify a firm.	FIX.4.4
931	RefSubID	String	N	Assigned value used to identify specific elements within a firm.	FIX.4.4
283	LocationID	String	N	Identification of a Market Maker’s location	FIX.4.4
284	DeskID	String	N	Identification of a Market Maker’s desk	FIX.4.4

▶

CompIDStatGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

936

NoCompIDs

NumInGroup

Y

Number of CompID entries in a repeating group.

FIX.4.4

930

RefCompID

String

N

Assigned value used to identify a firm.

FIX.4.4

931

RefSubID

String

N

Assigned value used to identify specific elements within a firm.

FIX.4.4

283

LocationID

String

N

Identification of a Market Maker’s location

FIX.4.4

284

DeskID

String

N

Identification of a Market Maker’s desk

FIX.4.4

928

StatusValue

int

N

Indicates the status of a network connection

▶ 4 enum values

Value	Name	Description
1	Connected	Connected
2	NotConnectedUnexpected	Not connected – down expected up
3	NotConnectedExpected	Not connected – down expected down
4	InProcess	In Process

FIX.4.4

929

StatusText

String

N

A text description associated with a network status.

FIX.4.4

▶

ContAmtGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

518

NoContAmts

NumInGroup

N

The number of Contract Amount details on an Execution Report message

FIX.4.4

519

ContAmtType

int

N

Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3.

▶ 15 enum values

Value	Name	Description
1	CommissionAmount	Commission Amount (actual)
2	CommissionPercent	Commission % (actual)
3	InitialChargeAmount	Initial Charge Amount
4	InitialChargePercent	Initial Charge %
5	DiscountAmount	Discount Amount
6	DiscountPercent	Discount %
7	DilutionLevyAmount	Dilution Levy Amount
8	DilutionLevyPercent	Dilution Levy %
9	ExitChargeAmount	Exit Charge Amount
10	ExitChargePercent	Exit Charge %
11	FundBasedRenewalCommissionPercent	Fund-based Renewal Commission % (a.k.a. Trail commission)
12	ProjectedFundValue	Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value)
13	FundBasedRenewalCommissionOnOrder	Fund-based Renewal Commission Amount (based on Order value)
14	FundBasedRenewalCommissionOnFund	Fund-based Renewal Commission Amount (based on Projected Fund value)
15	NetSettlementAmount	Net Settlement Amount

FIX.4.4

520

ContAmtValue

float

N

Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (59).

FIX.4.4

521

ContAmtCurr

Currency

N

Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".

FIX.4.4

▶

ContraGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
382	NoContraBrokers	NumInGroup	N	The number of ContraBroker (375) entries.	FIX.4.4
375	ContraBroker	String	N	Identifies contra broker. Standard NASD market-maker mnemonic is preferred.	FIX.4.4
337	ContraTrader	String	N	Identifies the trader (e.g. "badge number") of the ContraBroker.	FIX.4.4
437	ContraTradeQty	Qty	N	Quantity traded with the ContraBroker (375).	FIX.4.4
438	ContraTradeTime	UTCTimestamp	N	Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT")	FIX.4.4
655	ContraLegRefID	String	N	Unique indicator for a specific leg for the ContraBroker (375).	FIX.4.4

▶

CpctyConfGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

862

NoCapacities

NumInGroup

Y

Number of repeating OrderCapacity entries.

FIX.4.4

char

Y

Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)

▶ 6 enum values

Value	Name	Description
A	Agency	Agency
G	Proprietary	Proprietary
I	Individual	Individual
P	Principal	Principal (Note for CMS purposes, Principal includes Proprietary)
R	RisklessPrincipal	Riskless Principal
W	AgentForOtherMember	Agent for Other Member

FIX.4.4

MultipleValueString

N

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

▶ 10 enum values

Value	Name	Description
1	ProgramTrade	Program Trade
2	IndexArbitrage	Index Arbitrage
3	NonIndexArbitrage	Non-Index Arbitrage
4	CompetingMarketMaker	Competing Market Maker
5	ActingAsMarketMakerOrSpecialistInSecurity	Acting as Market Maker or Specialist in the security
6	ActingAsMarketMakerOrSpecialistInUnderlying	Acting as Market Maker or Specialist in the underlying security of a derivative security
7	ForeignEntity	Foreign Entity (of foreign governmnet or regulatory jurisdiction)
8	ExternalMarketParticipant	External Market Participant
9	ExternalInterConnectedMarketLinkage	External Inter-connected Market Linkage
A	RisklessArbitrage	Riskless Arbitrage

FIX.4.4

863

OrderCapacityQty

Qty

Y

Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal)

FIX.4.4

▶

DiscretionInstructions

Block Common

The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price.

Tag

Name

Type

Req

Description

Added

388

DiscretionInst

char

N

What the discretionary price is related to (e.g. primary price, display price etc)

▶ 7 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
6	RelatedToVWAP	Related to VWAP

FIX.4.4

389

DiscretionOffsetValue

float

N

Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType

FIX.4.4

841

DiscretionMoveType

int

N

Describes whether discretion price is static/fixed or floats

▶ 2 enum values

Value	Name	Description
0	Floating	Floating (default)
1	Fixed	Fixed

FIX.4.4

842

DiscretionOffsetType

int

N

Type of Discretion Offset (e.g. price offset, tick offset etc)

▶ 4 enum values

Value	Name	Description
0	Price	Price (default)
1	BasisPoints	Basis Points
2	Ticks	Ticks
3	PriceTier	Price Tier / Level

FIX.4.4

843

DiscretionLimitType

int

N

Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)

▶ 3 enum values

Value	Name	Description
0	OrBetter	Or better (default) - price improvement allowed
1	Strict	Strict – limit is a strict limit
2	OrWorse	Or worse – for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)

FIX.4.4

844

DiscretionRoundDirection

int

N

If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)

▶ 2 enum values

Value	Name	Description
1	MoreAggressive	More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
2	MorePassive	More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick

FIX.4.4

846

DiscretionScope

int

N

The scope of "related to" price of the discretion (e.g. local, global etc)

▶ 4 enum values

Value	Name	Description
1	Local	Local (Exchange, ECN, ATS)
2	National	National
3	Global	Global
4	NationalExcludingLocal	National excluding local

FIX.4.4

▶

DlvyInstGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.

FIX.4.4

char

N

Indicates source of Settlement Instructions

▶ 3 enum values

Value	Name	Description
1	BrokerCredit	Broker’s Instructions
2	Institution	Institution’s Instructions
3	Investor	Investor (e.g. CIV use)

FIX.4.4

char

N

Used to indicate whether a delivery instruction is used for securities or cash settlement

▶ 2 enum values

Value	Name	Description
S	Securities	securities
C	Cash	cash

FIX.4.4

⟳ SettlParties [Repeating Group]

N

The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

FIX.4.4

String

N

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

int

N

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

FIX.4.4

⟳ SettlPtysSubGrp [Repeating Group]

N

Repeating group of SettlParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4

String

N

PartySubID value within a settlement parties component. Same values as PartySubID (523)

FIX.4.4

int

N

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

FIX.4.4

end SettlPtysSubGrp

end SettlParties

▶

EvntGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

▶

ExecAllocGrp

ImplicitBlockRepeating Allocation

Tag

Name

Type

Req

Description

Added

124

NoExecs

NumInGroup

N

No of execution repeating group entries to follow.

FIX.4.4

32

LastQty

Qty

N

Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int)

FIX.4.4

17

ExecID

String

N

Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int)

FIX.4.4

527

SecondaryExecID

String

N

Assigned by the party which accepts the order. Can be used to provide the ExecID (7) used by an exchange or executing system.

FIX.4.4

31

LastPx

Price

N

Price of this (last) fill.

FIX.4.4

669

LastParPx

Price

N

Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (3) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside).

FIX.4.4

29

LastCapacity

char

N

Broker capacity in order execution

▶ 4 enum values

Value	Name	Description
1	Agent	Agent
2	CrossAsAgent	Cross as agent
3	CrossAsPrincipal	Cross as principal
4	Principal	Principal

FIX.4.4

▶

ExecCollGrp

ImplicitBlockRepeating CollateralManagement

Tag	Name	Type	Req	Description	Added
124	NoExecs	NumInGroup	N	No of execution repeating group entries to follow.	FIX.4.4
17	ExecID	String	N	Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int)	FIX.4.4

▶

ExecsGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
124	NoExecs	NumInGroup	N	No of execution repeating group entries to follow.	FIX.4.4
17	ExecID	String	N	Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int)	FIX.4.4

▶

FinancingDetails

Block Common

Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.

Tag

Name

Type

Req

Description

Added

String

N

The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

FIX.4.4

String

N

A common reference to the applicable standing agreement between the principals

FIX.4.4

LocalMktDate

N

A reference to the date the underlying agreement was executed.

FIX.4.4

Currency

N

Currency of the underlying agreement.

FIX.4.4

int

N

For Repos the timing or method for terminating the agreement.

▶ 4 enum values

Value	Name	Description
1	Overnight	Overnight
2	Term	Term
3	Flexible	Flexible
4	Open	Open

FIX.4.4

LocalMktDate

N

Settlement date of the beginning of the deal

FIX.4.4

LocalMktDate

N

Repayment / repurchase date

FIX.4.4

int

N

Delivery or custody arrangement for the underlying securities

▶ 4 enum values

Value	Name	Description
0	VersusPayment	"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1	Free	"Free": Deliver (if Sell) or Receive (if Buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

Percentage

N

Percentage of cash value that underlying security collateral must meet.

FIX.4.4

▶

Hop

ImplicitBlock Common

Tag	Name	Type	Req	Description	Added
627	NoHops	NumInGroup	N	Number of HopCompID entries in repeating group.	FIX.4.4
628	HopCompID	String	N	Assigned value used to identify the 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. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used.	FIX.4.4
629	HopSendingTime	UTCTimestamp	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. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used.	FIX.4.4
630	HopRefID	SeqNum	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. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used.	FIX.4.4

▶

IOIQualGrp

ImplicitBlockRepeating Indication

Tag

Name

Type

Req

Description

Added

199

NoIOIQualifiers

NumInGroup

N

Number of repeating groups of IOIQualifiers (04).

FIX.4.4

104

IOIQualifier

char

N

Code to qualify IOI use

▶ 18 enum values

Value	Name	Description
A	AllOrNone	All or none
B	MarketOnClose	Market On Close (MOC) (held to close)
C	AtTheClose	At the close (around/not held to close)
D	VWAP	VWAP (Volume Weighted Avg Price)
I	InTouchWith	In touch with
L	Limit	Limit
M	MoreBehind	More behind
O	AtTheOpen	At the open
P	TakingAPosition	Taking a position
Q	AtTheMarket	At the Market (previously called Current Quote)
R	ReadyToTrade	Ready to trade
S	PortfolioShown	Portfolio shown
T	ThroughTheDay	Through the day
V	Versus	Versus
W	Indication	Indication - Working away
X	CrossingOpportunity	Crossing opportunity
Y	AtTheMidpoint	At the Midpoint
Z	PreOpen	Pre-open

FIX.4.4

▶

InstrmtGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Specifies the number of repeating symbols specified.

FIX.4.4

◈ Instrument [Component]

N

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

▶

InstrmtLegExecGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

int

N

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

564

LegPositionEffect

char

N

PositionEffect for leg of a multileg See PositionEffect (77) field for description

FIX.4.4

565

LegCoveredOrUncovered

int

N

CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description

FIX.4.4

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

654

LegRefID

String

N

Unique indicator for a specific leg.

FIX.4.4

566

LegPrice

Price

N

Price for leg of a multileg See Price (44) field for description

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Refer to description for SettlDate[64]

FIX.4.4

637

LegLastPx

Price

N

Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values

FIX.4.4

▶

InstrmtLegGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
555	NoLegs	NumInGroup	N	Number of InstrumentLeg repeating group instances.	FIX.4.4
◈ InstrumentLeg [Component]			N	The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.	FIX.4.4
600	LegSymbol	String	N	Multileg instrument's individual security’s Symbol. See Symbol (55) field for description	FIX.4.3
601	LegSymbolSfx	String	N	Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description	FIX.4.3
602	LegSecurityID	String	N	Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description	FIX.4.3
603	LegSecurityIDSource	String	N	Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description	FIX.4.3
⟳ LegSecAltIDGrp [Repeating Group]			N		FIX.4.4
604	NoLegSecurityAltID	NumInGroup	N	Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description	FIX.4.4
605	LegSecurityAltID	String	N	Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description	FIX.4.4
606	LegSecurityAltIDSource	String	N	Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description	FIX.4.4
end LegSecAltIDGrp
607	LegProduct	int	N	Multileg instrument's individual security’s Product. See Product (460) field for description	FIX.4.3
608	LegCFICode	String	N	Multileg instrument's individual security’s CFICode. See CFICode (46) field for description	FIX.4.3
609	LegSecurityType	String	N	Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description	FIX.4.3
764	LegSecuritySubType	String	N	SecuritySubType of the leg instrument. See SecuritySubType (762) field for description	FIX.4.4
610	LegMaturityMonthYear	MonthYear	N	Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description	FIX.4.3
611	LegMaturityDate	LocalMktDate	N	Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description	FIX.4.3
248	LegCouponPaymentDate	LocalMktDate	N	Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
249	LegIssueDate	LocalMktDate	N	Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
250	LegRepoCollateralSecurityType	String	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
251	LegRepurchaseTerm	int	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
252	LegRepurchaseRate	Percentage	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
253	LegFactor	float	N	Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
257	LegCreditRating	String	N	Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
599	LegInstrRegistry	String	N	Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description	FIX.4.3
596	LegCountryOfIssue	Country	N	Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description	FIX.4.3
597	LegStateOrProvinceOfIssue	String	N	Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description	FIX.4.3
598	LegLocaleOfIssue	String	N	Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description	FIX.4.3
254	LegRedemptionDate	LocalMktDate	N	(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)	FIX.4.3
612	LegStrikePrice	Price	N	Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description	FIX.4.3
942	LegStrikeCurrency	Currency	N	Currency in which the strike price of a instrument leg of a multileg instrument is denominated	FIX.4.4
613	LegOptAttribute	char	N	Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description	FIX.4.3
614	LegContractMultiplier	float	N	Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description	FIX.4.3
615	LegCouponRate	Percentage	N	Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description	FIX.4.3
616	LegSecurityExchange	Exchange	N	Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description	FIX.4.3
617	LegIssuer	String	N	Multileg instrument's individual security’s Issuer. See Issuer (106) field for description	FIX.4.3
618	EncodedLegIssuerLen	Length	N	Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description	FIX.4.3
619	EncodedLegIssuer	data	N	Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description	FIX.4.3
620	LegSecurityDesc	String	N	Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description	FIX.4.3
621	EncodedLegSecurityDescLen	Length	N	Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description	FIX.4.3
622	EncodedLegSecurityDesc	data	N	Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description	FIX.4.3
623	LegRatioQty	float	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
624	LegSide	char	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
556	LegCurrency	Currency	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.4
740	LegPool	String	N	Identifies MBS / ABS pool	FIX.4.4
739	LegDatedDate	LocalMktDate	N	The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date	FIX.4.4
955	LegContractSettlMonth	MonthYear	N	Specifies when the contract (i.e. MBS/TBA) will settle.	FIX.4.4
956	LegInterestAccrualDate	LocalMktDate	N	The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date	FIX.4.4

▶

InstrmtLegIOIGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
555	NoLegs	NumInGroup	N	Number of InstrumentLeg repeating group instances.	FIX.4.4
◈ InstrumentLeg [Component]			N	The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.	FIX.4.4
600	LegSymbol	String	N	Multileg instrument's individual security’s Symbol. See Symbol (55) field for description	FIX.4.3
601	LegSymbolSfx	String	N	Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description	FIX.4.3
602	LegSecurityID	String	N	Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description	FIX.4.3
603	LegSecurityIDSource	String	N	Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description	FIX.4.3
⟳ LegSecAltIDGrp [Repeating Group]			N		FIX.4.4
604	NoLegSecurityAltID	NumInGroup	N	Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description	FIX.4.4
605	LegSecurityAltID	String	N	Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description	FIX.4.4
606	LegSecurityAltIDSource	String	N	Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description	FIX.4.4
end LegSecAltIDGrp
607	LegProduct	int	N	Multileg instrument's individual security’s Product. See Product (460) field for description	FIX.4.3
608	LegCFICode	String	N	Multileg instrument's individual security’s CFICode. See CFICode (46) field for description	FIX.4.3
609	LegSecurityType	String	N	Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description	FIX.4.3
764	LegSecuritySubType	String	N	SecuritySubType of the leg instrument. See SecuritySubType (762) field for description	FIX.4.4
610	LegMaturityMonthYear	MonthYear	N	Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description	FIX.4.3
611	LegMaturityDate	LocalMktDate	N	Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description	FIX.4.3
248	LegCouponPaymentDate	LocalMktDate	N	Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
249	LegIssueDate	LocalMktDate	N	Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
250	LegRepoCollateralSecurityType	String	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
251	LegRepurchaseTerm	int	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
252	LegRepurchaseRate	Percentage	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
253	LegFactor	float	N	Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
257	LegCreditRating	String	N	Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
599	LegInstrRegistry	String	N	Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description	FIX.4.3
596	LegCountryOfIssue	Country	N	Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description	FIX.4.3
597	LegStateOrProvinceOfIssue	String	N	Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description	FIX.4.3
598	LegLocaleOfIssue	String	N	Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description	FIX.4.3
254	LegRedemptionDate	LocalMktDate	N	(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)	FIX.4.3
612	LegStrikePrice	Price	N	Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description	FIX.4.3
942	LegStrikeCurrency	Currency	N	Currency in which the strike price of a instrument leg of a multileg instrument is denominated	FIX.4.4
613	LegOptAttribute	char	N	Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description	FIX.4.3
614	LegContractMultiplier	float	N	Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description	FIX.4.3
615	LegCouponRate	Percentage	N	Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description	FIX.4.3
616	LegSecurityExchange	Exchange	N	Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description	FIX.4.3
617	LegIssuer	String	N	Multileg instrument's individual security’s Issuer. See Issuer (106) field for description	FIX.4.3
618	EncodedLegIssuerLen	Length	N	Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description	FIX.4.3
619	EncodedLegIssuer	data	N	Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description	FIX.4.3
620	LegSecurityDesc	String	N	Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description	FIX.4.3
621	EncodedLegSecurityDescLen	Length	N	Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description	FIX.4.3
622	EncodedLegSecurityDesc	data	N	Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description	FIX.4.3
623	LegRatioQty	float	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
624	LegSide	char	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
556	LegCurrency	Currency	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.4
740	LegPool	String	N	Identifies MBS / ABS pool	FIX.4.4
739	LegDatedDate	LocalMktDate	N	The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date	FIX.4.4
955	LegContractSettlMonth	MonthYear	N	Specifies when the contract (i.e. MBS/TBA) will settle.	FIX.4.4
956	LegInterestAccrualDate	LocalMktDate	N	The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date	FIX.4.4
682	LegIOIQty	String	N	Leg-specific IOI quantity. See IOIQty (27) for description and valid values	FIX.4.4
⟳ LegStipulations [Repeating Group]			N	The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.	FIX.4.4
683	NoLegStipulations	NumInGroup	N	Number of leg stipulation entries	FIX.4.4
688	LegStipulationType	String	N	Required if NoLegStipulations >0	FIX.4.4
689	LegStipulationValue	String	N	For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values	FIX.4.4
end LegStipulations

▶

InstrmtLegSecListGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

◈ LegBenchmarkCurveData [Component]

N

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

▶

InstrmtMDReqGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Specifies the number of repeating symbols specified.

FIX.4.4

◈ Instrument [Component]

Y

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlying legs that make up the security.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

FIX.4.4

String

N

Underlying security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security’s Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security’s CFICode. Valid values: see CFICode (46)field

FIX.4.3

String

N

Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-

FIX.4.3

String

N

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security’s maturity date. See MaturityDate (54) field for description

FIX.4.3

int

N

Underlying security’s PutOrCall. See PutOrCall field for description

FIX.4.3

LocalMktDate

N

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Underlying security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Underlying security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security’s Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

end UndInstrmtGrp

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

end InstrmtLegGrp

▶

InstrmtStrkPxGrp

ImplicitBlockRepeating ProgramTrading

Tag

Name

Type

Req

Description

Added

428

NoStrikes

NumInGroup

Y

Number of list strike price entries.

FIX.4.4

◈ Instrument [Component]

Y

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

▶

Instrument

Block Common

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

Tag

Name

Type

Req

Description

Added

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

▶

InstrumentExtension

Block Common

The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.

Tag

Name

Type

Req

Description

Added

668

DeliveryForm

int

N

Identifies the form of delivery.

▶ 2 enum values

Value	Name	Description
1	BookEntry	BookEntry
2	Bearer	Bearer

FIX.4.4

869

PctAtRisk

Percentage

N

Percent at risk due to lowest possible call.

FIX.4.4

⟳ AttrbGrp [Repeating Group]

N

Number of repeating InstrAttrib group entries.

FIX.4.4

NumInGroup

N

Number of repeating InstrAttribType entries.

FIX.4.4

int

N

Code to represent the type of instrument attribute

▶ 23 enum values

Value	Name	Description
1	Flat	Flat (securities pay interest on a current basis but are traded without interest)
2	ZeroCoupon	Zero coupon
3	InterestBearing	Interest bearing (for Euro commercial paper when not issued at discount)
4	NoPeriodicPayments	No periodic payments
5	VariableRate	Variable rate
6	LessFeeForPut	Less fee for put
7	SteppedCoupon	Stepped coupon
8	CouponPeriod	Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
9	When	When [and if] issued
10	OriginalIssueDiscount	Original issue discount
11	Callable	Callable, puttable
12	EscrowedToMaturity	Escrowed to Maturity
13	EscrowedToRedemptionDate	Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field
14	PreRefunded	Prerefunded
15	InDefault	In default
16	Unrated	Unrated
17	Taxable	Taxable
18	Indexed	Indexed
19	SubjectToAlternativeMinimumTax	Subject to Alternative Minimum Tax
20	OriginalIssueDiscountPrice	Original issue discount price. Supply price in the InstrAttribValue (872) field
21	CallableBelowMaturityValue	Callable below maturity value
22	CallableWithoutNotice	Callable without notice by mail to holder unless registered
99	Text	Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field

FIX.4.4

String

N

Attribute value appropriate to the InstrAttribType (87) field.

FIX.4.4

end AttrbGrp

▶

InstrumentLeg

Block Common

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

Tag	Name	Type	Req	Description	Added
600	LegSymbol	String	N	Multileg instrument's individual security’s Symbol. See Symbol (55) field for description	FIX.4.3
601	LegSymbolSfx	String	N	Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description	FIX.4.3
602	LegSecurityID	String	N	Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description	FIX.4.3
603	LegSecurityIDSource	String	N	Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description	FIX.4.3
⟳ LegSecAltIDGrp [Repeating Group]			N		FIX.4.4
604	NoLegSecurityAltID	NumInGroup	N	Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description	FIX.4.4
605	LegSecurityAltID	String	N	Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description	FIX.4.4
606	LegSecurityAltIDSource	String	N	Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description	FIX.4.4
end LegSecAltIDGrp
607	LegProduct	int	N	Multileg instrument's individual security’s Product. See Product (460) field for description	FIX.4.3
608	LegCFICode	String	N	Multileg instrument's individual security’s CFICode. See CFICode (46) field for description	FIX.4.3
609	LegSecurityType	String	N	Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description	FIX.4.3
764	LegSecuritySubType	String	N	SecuritySubType of the leg instrument. See SecuritySubType (762) field for description	FIX.4.4
610	LegMaturityMonthYear	MonthYear	N	Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description	FIX.4.3
611	LegMaturityDate	LocalMktDate	N	Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description	FIX.4.3
248	LegCouponPaymentDate	LocalMktDate	N	Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
249	LegIssueDate	LocalMktDate	N	Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
250	LegRepoCollateralSecurityType	String	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
251	LegRepurchaseTerm	int	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
252	LegRepurchaseRate	Percentage	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
253	LegFactor	float	N	Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
257	LegCreditRating	String	N	Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
599	LegInstrRegistry	String	N	Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description	FIX.4.3
596	LegCountryOfIssue	Country	N	Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description	FIX.4.3
597	LegStateOrProvinceOfIssue	String	N	Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description	FIX.4.3
598	LegLocaleOfIssue	String	N	Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description	FIX.4.3
254	LegRedemptionDate	LocalMktDate	N	(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)	FIX.4.3
612	LegStrikePrice	Price	N	Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description	FIX.4.3
942	LegStrikeCurrency	Currency	N	Currency in which the strike price of a instrument leg of a multileg instrument is denominated	FIX.4.4
613	LegOptAttribute	char	N	Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description	FIX.4.3
614	LegContractMultiplier	float	N	Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description	FIX.4.3
615	LegCouponRate	Percentage	N	Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description	FIX.4.3
616	LegSecurityExchange	Exchange	N	Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description	FIX.4.3
617	LegIssuer	String	N	Multileg instrument's individual security’s Issuer. See Issuer (106) field for description	FIX.4.3
618	EncodedLegIssuerLen	Length	N	Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description	FIX.4.3
619	EncodedLegIssuer	data	N	Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description	FIX.4.3
620	LegSecurityDesc	String	N	Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description	FIX.4.3
621	EncodedLegSecurityDescLen	Length	N	Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description	FIX.4.3
622	EncodedLegSecurityDesc	data	N	Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description	FIX.4.3
623	LegRatioQty	float	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
624	LegSide	char	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
556	LegCurrency	Currency	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.4
740	LegPool	String	N	Identifies MBS / ABS pool	FIX.4.4
739	LegDatedDate	LocalMktDate	N	The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date	FIX.4.4
955	LegContractSettlMonth	MonthYear	N	Specifies when the contract (i.e. MBS/TBA) will settle.	FIX.4.4
956	LegInterestAccrualDate	LocalMktDate	N	The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date	FIX.4.4

▶

LegBenchmarkCurveData

Block Common

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

Tag	Name	Type	Req	Description	Added
676	LegBenchmarkCurveCurrency	Currency	N	LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.	FIX.4.4
677	LegBenchmarkCurveName	String	N	Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.	FIX.4.4
678	LegBenchmarkCurvePoint	String	N	Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.	FIX.4.4
679	LegBenchmarkPrice	Price	N	Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.	FIX.4.4
680	LegBenchmarkPriceType	int	N	The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.	FIX.4.4

▶

LegOrdGrp

ImplicitBlockRepeating MultilegOrders

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

int

N

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

⟳ LegPreAllocGrp [Repeating Group]

N

FIX.4.4

670

NoLegAllocs

NumInGroup

N

Number of Allocations for the leg

FIX.4.4

671

LegAllocAccount

String

N

Allocation Account for the leg See AllocAccount (79) for description and valid values.

FIX.4.4

672

LegIndividualAllocID

String

N

Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values.

FIX.4.4

⟳ NestedParties2 [Repeating Group]

N

The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

756

NoNested2PartyIDs

NumInGroup

N

Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole

FIX.4.4

757

Nested2PartyID

String

N

Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

758

Nested2PartyIDSource

char

N

Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

759

Nested2PartyRole

int

N

Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.

FIX.4.4

⟳ NstdPtys2SubGrp [Repeating Group]

N

Repeating group of Nested2Party sub-identifiers.

FIX.4.4

806

NoNested2PartySubIDs

NumInGroup

N

Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.

FIX.4.4

760

Nested2PartySubID

String

N

PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)

FIX.4.4

807

Nested2PartySubIDType

int

N

Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtys2SubGrp

end NestedParties2

673

LegAllocQty

Qty

N

Leg allocation quantity. See AllocQty (80) for description and valid values.

FIX.4.4

674

LegAllocAcctIDSource

String

N

The source of the LegAllocAccount (67) See AllocAcctIDSource (66) for description and valid values.

FIX.4.4

675

LegSettlCurrency

Currency

N

Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values

FIX.4.4

end LegPreAllocGrp

564

LegPositionEffect

char

N

PositionEffect for leg of a multileg See PositionEffect (77) field for description

FIX.4.4

565

LegCoveredOrUncovered

int

N

CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description

FIX.4.4

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

654

LegRefID

String

N

Unique indicator for a specific leg.

FIX.4.4

566

LegPrice

Price

N

Price for leg of a multileg See Price (44) field for description

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Refer to description for SettlDate[64]

FIX.4.4

▶

LegPreAllocGrp

ImplicitBlockRepeating MultilegOrders

Tag	Name	Type	Req	Description	Added
670	NoLegAllocs	NumInGroup	N	Number of Allocations for the leg	FIX.4.4
671	LegAllocAccount	String	N	Allocation Account for the leg See AllocAccount (79) for description and valid values.	FIX.4.4
672	LegIndividualAllocID	String	N	Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values.	FIX.4.4
⟳ NestedParties2 [Repeating Group]			N	The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.	FIX.4.4
756	NoNested2PartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole	FIX.4.4
757	Nested2PartyID	String	N	Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
758	Nested2PartyIDSource	char	N	Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
759	Nested2PartyRole	int	N	Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.	FIX.4.4
⟳ NstdPtys2SubGrp [Repeating Group]			N	Repeating group of Nested2Party sub-identifiers.	FIX.4.4
806	NoNested2PartySubIDs	NumInGroup	N	Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.	FIX.4.4
760	Nested2PartySubID	String	N	PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
807	Nested2PartySubIDType	int	N	Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtys2SubGrp
end NestedParties2
673	LegAllocQty	Qty	N	Leg allocation quantity. See AllocQty (80) for description and valid values.	FIX.4.4
674	LegAllocAcctIDSource	String	N	The source of the LegAllocAccount (67) See AllocAcctIDSource (66) for description and valid values.	FIX.4.4
675	LegSettlCurrency	Currency	N	Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values	FIX.4.4

▶

LegQuotGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

int

N

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Refer to description for SettlDate[64]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

686

LegPriceType

int

N

The price type of the LegBidPx (68) and/or LegOfferPx (684). See PriceType (423) for description and valid values

FIX.4.4

681

LegBidPx

Price

N

Bid price of this leg. See BidPx (32) for description and valid values.

FIX.4.4

684

LegOfferPx

Price

N

Offer price of this leg. See OfferPx (33) for description and valid values

FIX.4.4

◈ LegBenchmarkCurveData [Component]

N

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

▶

LegQuotStatGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

int

N

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Refer to description for SettlDate[64]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

▶

LegSecAltIDGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
604	NoLegSecurityAltID	NumInGroup	N	Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description	FIX.4.4
605	LegSecurityAltID	String	N	Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description	FIX.4.4
606	LegSecurityAltIDSource	String	N	Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description	FIX.4.4

▶

LegStipulations

BlockRepeating Common

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

Tag	Name	Type	Req	Description	Added
683	NoLegStipulations	NumInGroup	N	Number of leg stipulation entries	FIX.4.4
688	LegStipulationType	String	N	Required if NoLegStipulations >0	FIX.4.4
689	LegStipulationValue	String	N	For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values	FIX.4.4

▶

LinesOfTextGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
33	NoLinesOfText	NumInGroup	Y	Identifies number of lines of text body	FIX.4.4
58	Text	String	Y	Free format text string (Note: this field does not have a specified maximum length)	FIX.4.4
354	EncodedTextLen	Length	N	Byte length of encoded (non-ASCII characters) EncodedText (355) field.	FIX.4.4
355	EncodedText	data	N	Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.	FIX.4.4

▶

ListOrdGrp

ImplicitBlockRepeating ProgramTrading

Tag

Name

Type

Req

Description

Added

73

NoOrders

NumInGroup

Y

Indicates number of orders to be combined for average pricing and allocation.

FIX.4.4

String

Y

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

FIX.4.4

String

N

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

FIX.4.4

67

ListSeqNo

int

Y

Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . )

FIX.4.4

583

ClOrdLinkID

String

N

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

FIX.4.4

160

SettlInstMode

char

N

Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

▶ 3 enum values

Value	Name	Description
1	StandingInstructionsProvided	Standing Instructions Provided
4	SpecificOrderForASingleAccount	Specific Order for a single account (for CIV)
5	RequestReject	Request reject

FIX.4.4

⟳ Parties [Repeating Group]

N

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
B	BIC	BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary/Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
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
5	ChineseInvestorID	Chinese B Share (Shezhen and Shanghai)
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer Identification Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 37 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
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)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering Trader
37	ContraTrader	Contra Trader
38	PositionAccount	Position Account

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 26 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address (inclusive of street address, location, and postal code)
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18	RegisteredAddress	Registered address
19	FundAccountName	Fund/account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location / Desk
26	PositionAccountType	Position Account Type

FIX.4.4

end PtysSubGrp

end Parties

LocalMktDate

N

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

75

TradeDate

LocalMktDate

N

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

FIX.4.4

String

N

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.4.4

int

N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (AlertID)
5	DTCCCode	DTCC code
99	Other	Other (custom or proprietary)

FIX.4.4

int

N

Type of account associated with an order

▶ 7 enum values

Value	Name	Description
1	CarriedCustomerSide	Account is carried on customer Side of Books
2	CarriedNonCustomerSide	Account is carried on non-Customer Side of books
3	HouseTrader	House Trader
4	FloorTrader	Floor Trader
6	CarriedNonCustomerSideCrossMargined	Account is carried on non-customer side of books and is cross margined
7	HouseTraderCrossMargined	Account is house trader and is cross margined
8	JointBackOfficeAccount	Joint Backoffice Account (JBO)

FIX.4.4

589

DayBookingInst

char

N

Indicates whether or not automatic booking can occur.

▶ 3 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")
2	Accumulate	Accumulate

FIX.4.4

590

BookingUnit

char

N

Indicates what constitutes a bookable unit.

▶ 3 enum values

Value	Name	Description
0	EachPartialExecutionIsABookableUnit	Each partial execution is a bookable unit
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

FIX.4.4

70

AllocID

String

N

Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int)

FIX.4.4

591

PreallocMethod

char

N

Indicates the method of preallocation.

▶ 2 enum values

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

FIX.4.4

⟳ PreAllocGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of repeating AllocAccount (79)/AllocPrice (366) entries.

FIX.4.4

String

N

Sub-account mnemonic

FIX.4.4

int

N

Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.

FIX.4.4

Currency

N

Currency code of settlement denomination for a specific AllocAccount (79).

FIX.4.4

String

N

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

FIX.4.4

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

Qty

N

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

FIX.4.4

end PreAllocGrp

char

N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

▶ 10 enum values

Value	Name	Description
0	Regular	Regular
1	Cash	Cash
2	NextDay	Next Day (T+1)
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When And If Issued
8	SellersOption	Sellers Option
9	TPlus5	T+ 5

FIX.4.4

LocalMktDate

N

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)

FIX.4.4

544

CashMargin

char

N

Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.

▶ 3 enum values

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

FIX.4.4

635

ClearingFeeIndicator

String

N

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX):

▶ 14 enum values

Value	Name	Description
B	CBOEMember	CBOE Member
C	NonMemberAndCustomer	Non-member and Customer
E	EquityMemberAndClearingMember	Equity Member and Clearing Member
F	FullAndAssociateMember	Full and Associate Member trading for own account and as floor Brokers
H	Firms106HAnd106J	106.H and 106.J Firms
I	GIM	GIM, IDEM and COM Membership Interest Holders
L	Lessee106FEmployees	Lessee and 106.F Employees
M	AllOtherOwnershipTypes	All other ownership types
1	FirstYearDelegate	1st year delegate trading for his own account
2	SecondYearDelegate	2nd year delegate trading for his own account
3	ThirdYearDelegate	3rd year delegate trading for his own account
4	FourthYearDelegate	4th year delegate trading for his own account
5	FifthYearDelegate	5th year delegate trading for his own account
9	SixthYearDelegate	6th year and beyond delegate trading for his own account

FIX.4.4

21

HandlInst

char

N

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.4.4

MultipleValueString

N

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

▶ 40 enum values

Value	Name	Description
1	NotHeld	Not held
2	Work	Work
3	GoAlong	Go along
4	OverTheDay	Over the day
5	Held	Held
6	ParticipateDoNotInitiate	Participate don't initiate
7	StrictScale	Strict scale
8	TryToScale	Try to scale
9	StayOnBidSide	Stay on bidside
0	StayOnOfferSide	Stay on offerside
A	NoCross	No cross (cross is forbidden)
B	OKToCross	OK to cross
C	CallFirst	Call first
D	PercentOfVolume	Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
E	DoNotIncrease	Do not increase - DNI
F	DoNotReduce	Do not reduce - DNR
G	AllOrNone	All or none - AON
H	ReinstateOnSystemFailure	Reinstate on System Failure (mutually exclusive with Q)
I	InstitutionsOnly	Institutions only
J	ReinstateOnTradingHalt	Reinstate on Trading Halt (mutually exclusive with K)
K	CancelOnTradingHalt	Cancel on Trading Halt (mutually exclusive with L)
L	LastPeg	Last peg (last sale)
M	MidPricePeg	Mid-price peg (midprice of inside quote)
N	NonNegotiable	Non-negotiable
O	OpeningPeg	Opening peg
P	MarketPeg	Market peg
Q	CancelOnSystemFailure	Cancel on System Failure (mutually exclusive with H)
R	PrimaryPeg	Primary peg (primary market - buy at bid/sell at offer)
S	Suspend	Suspend
U	CustomerDisplayInstruction	Customer Display Instruction (Rule11Ac1-1/4)
V	Netting	Netting (for Forex)
W	PegToVWAP	Peg to VWAP
X	TradeAlong	Trade Along
Y	TryToStop	Try to Stop
Z	CancelIfNotBest	Cancel if Not Best
a	TrailingStopPeg	Trailing Stop Peg
b	StrictLimit	Strict Limit (No Price Improvement)
c	IgnorePriceValidityChecks	Ignore Price Validity Checks
d	PegToLimitPrice	Peg to Limit Price
e	WorkToTargetStrategy	Work to Target Strategy

FIX.4.4

110

MinQty

Qty

N

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

FIX.4.4

111

MaxFloor

Qty

N

Maximum quantity (e.g. 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.4.4

100

ExDestination

Exchange

N

Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C"

FIX.4.4

⟳ TrdgSesGrp [Repeating Group]

N

FIX.4.4

386

NoTradingSessions

NumInGroup

N

Number of TradingSessionIDs (336) in repeating group.

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

end TrdgSesGrp

81

ProcessCode

char

N

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.

▶ 7 enum values

Value	Name	Description
0	Regular	regular
1	SoftDollar	soft dollar
2	StepIn	step-in
3	StepOut	step-out
4	SoftDollarStepIn	soft-dollar step-in
5	SoftDollarStepOut	soft-dollar step-out
6	PlanSponsor	plan sponsor

FIX.4.4

◈ Instrument [Component]

Y

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlying legs that make up the security.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

FIX.4.4

String

N

Underlying security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security’s Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security’s CFICode. Valid values: see CFICode (46)field

FIX.4.3

String

N

Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-

FIX.4.3

String

N

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security’s maturity date. See MaturityDate (54) field for description

FIX.4.3

int

N

Underlying security’s PutOrCall. See PutOrCall field for description

FIX.4.3

LocalMktDate

N

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Underlying security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Underlying security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security’s Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

end UndInstrmtGrp

Price

N

Previous closing price of security.

FIX.4.4

char

Y

Side of order

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exempt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

401

SideValueInd

int

N

Code to identify which "SideValue" the value refers to. SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.

▶ 2 enum values

Value	Name	Description
1	SideValue1	SideValue1
2	SideValue2	SideValue 2

FIX.4.4

114

LocateReqd

Boolean

N

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.4.4

UTCTimestamp

N

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

⟳ Stipulations [Repeating Group]

N

The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.

FIX.4.4

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 50 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	AMT (y/n)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (y/n)
BGNCON	BargainConditions	Bargain Conditions– see (234) for values
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation discount
INSURED	Insured	Insured (y/n)
ISSUE	IssueDate	Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer’s ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year and Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINQTY	MinimumQuantity	Minimum quantity
MININCR	MinimumIncrement	Minimum increment
MINDNOM	MinimumDenomination	Minimum denomination
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPM	PoolsPerMillion	Pools per Million
PPL	PoolsPerLot	Pools per Lot
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (y/n)
SECTOR	MarketSector	Market sector
SECTYPE	SecurityTypeIncludedOrExcluded	SecurityType included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon: value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age: value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity : value in months (exact or range)
WHOLE	WholePool	Whole Pool (y/n)
YIELD	YieldRange	Yield range

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

end Stipulations

int

N

Type of quantity specified in a quantity field

▶ 2 enum values

Value	Name	Description
0	Units	Units (shares, par, currency)
1	Contracts	Contracts (if used - should specify ContractMultiplier (tag 231))

FIX.4.4

◈ OrderQtyData [Component]

Y

The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).

FIX.4.4

Qty

N

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

Qty

N

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

Percentage

N

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

char

N

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

float

N

For CIV - Optional

FIX.4.3

char

N

Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

▶ 17 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop
4	StopLimit	Stop limit
6	WithOrWithout	With or without
7	LimitOrBetter	Limit or better (Deprecated)
8	LimitWithOrWithout	Limit with or without
9	OnBasis	On basis
D	PreviouslyQuoted	Previously quoted
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

FIX.4.4

int

N

Code to represent the price type

▶ 11 enum values

Value	Name	Description
1	Percentage	Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed Amount (absolute value)
4	Discount	Discount – percentage points below par
5	Premium	Premium – percentage points over par
6	Spread	Spread
7	TEDPrice	TED price
8	TEDYield	TED yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)

FIX.4.4

N

Price per unit of quantity (e.g. per share)

FIX.4.4

99

StopPx

Price

N

Price per unit of quantity (e.g. per share)

FIX.4.4

◈ SpreadOrBenchmarkCurveData [Component]

N

The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.

FIX.4.4

PriceOffset

N

For Fixed Income

FIX.4.3

Currency

N

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Name of benchmark curve.

FIX.4.3

String

N

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Price

N

Specifies the price of the benchmark.

FIX.4.4

int

N

Must be present if BenchmarkPrice is used.

FIX.4.4

String

N

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

FIX.4.4

String

N

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

FIX.4.4

◈ YieldData [Component]

N

The YieldData component block conveys yield information for a given Fixed Income security.

FIX.4.4

String

N

Type of yield

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Average Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GROSS	TrueGrossYield	True Gross Yield
GOVTEQUIV	GvntEquivalentYield	Government Equivalent Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark To Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield To Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PUT	YieldToNextPut	Yield to Next Put
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1/32	YieldValueOf132	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

Percentage

N

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

LocalMktDate

N

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

LocalMktDate

N

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

Price

N

Price to which the yield has been calculated.

FIX.4.4

int

N

The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.

FIX.4.4

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

376

ComplianceID

String

N

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

FIX.4.4

377

SolicitedFlag

Boolean

N

Indicates whether or not the order was solicited.

▶ 2 enum values

Value	Name	Description
Y	WasSolicited	Was solcitied
N	WasNotSolicited	Was not solicited

FIX.4.4

23

IOIID

String

N

Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int)

FIX.4.4

117

QuoteID

String

N

Unique identifier for quote

FIX.4.4

59

TimeInForce

char

N

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.

▶ 8 enum values

Value	Name	Description
0	Day	Day (or session)
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
7	AtTheClose	At the Close

FIX.4.4

168

EffectiveTime

UTCTimestamp

N

Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

432

ExpireDate

LocalMktDate

N

Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices

FIX.4.4

UTCTimestamp

N

Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected.

FIX.4.4

427

GTBookingInst

int

N

Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate

▶ 3 enum values

Value	Name	Description
0	BookOutAllTradesOnDayOfExecution	book out all trades on day of execution
1	AccumulateUntilFilledOrExpired	accumulate executions until order is filled or expires
2	AccumulateUntilVerballlyNotifiedOtherwise	accumulate until verbally notified otherwise

FIX.4.4

◈ CommissionData [Component]

N

The CommissionDate component block is used to carry commission information such as the type of commission and the rate.

FIX.4.4

Amt

N

Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05.

FIX.4.3

char

N

Commission type

▶ 6 enum values

Value	Name	Description
1	PerUnit	per unit (implying shares, par, currency, etc)
2	Percent	percentage
3	Absolute	absolute (total monetary amount)
4	PercentageWaivedCashDiscount	(for CIV buy orders) percentage waived – cash discount
5	PercentageWaivedEnhancedUnits	(for CIV buy orders) percentage waived – enhanced units
6	PointsPerBondOrContract	points per bond or contract [Supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]

FIX.4.3

Currency

N

For CIV - Optional

FIX.4.3

char

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
Y	Yes	Yes
N	No	No

FIX.4.3

char

N

Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)

▶ 6 enum values

Value	Name	Description
A	Agency	Agency
G	Proprietary	Proprietary
I	Individual	Individual
P	Principal	Principal (Note for CMS purposes, Principal includes Proprietary)
R	RisklessPrincipal	Riskless Principal
W	AgentForOtherMember	Agent for Other Member

FIX.4.4

MultipleValueString

N

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

▶ 10 enum values

Value	Name	Description
1	ProgramTrade	Program Trade
2	IndexArbitrage	Index Arbitrage
3	NonIndexArbitrage	Non-Index Arbitrage
4	CompetingMarketMaker	Competing Market Maker
5	ActingAsMarketMakerOrSpecialistInSecurity	Acting as Market Maker or Specialist in the security
6	ActingAsMarketMakerOrSpecialistInUnderlying	Acting as Market Maker or Specialist in the underlying security of a derivative security
7	ForeignEntity	Foreign Entity (of foreign governmnet or regulatory jurisdiction)
8	ExternalMarketParticipant	External Market Participant
9	ExternalInterConnectedMarketLinkage	External Inter-connected Market Linkage
A	RisklessArbitrage	Riskless Arbitrage

FIX.4.4

582

CustOrderCapacity

int

N

Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

▶ 4 enum values

Value	Name	Description
1	MemberTradingForTheirOwnAccount	Member trading for their own account
2	ClearingFirmTradingForItsProprietaryAccount	Clearing Firm trading for its proprietary account
3	MemberTradingForAnotherMember	Member trading for another member
4	AllOther	All other

FIX.4.4

121

ForexReq

Boolean

N

Indicates request for forex accommodation trade to be executed along with security transaction.

▶ 2 enum values

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

FIX.4.4

Currency

N

Currency code of settlement denomination.

FIX.4.4

775

BookingType

int

N

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).

▶ 3 enum values

Value	Name	Description
0	RegularBooking	Regular booking
1	CFD	CFD (Contract For Difference)
2	TotalReturnSwap	Total return swap

FIX.4.4

String

N

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

FIX.4.4

Length

N

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

FIX.4.4

LocalMktDate

N

SettDate (64) of the future part of a F/X swap order.

FIX.4.4

Qty

N

OrderQty (38) of the future part of a F/X swap order.

FIX.4.4

640

Price2

Price

N

Price of the future part of a F/X swap order. See Price (44) for description.

FIX.4.4

77

PositionEffect

char

N

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

▶ 4 enum values

Value	Name	Description
O	Open	Open
C	Close	Close
R	Rolled	Rolled
F	FIFO	FIFO

FIX.4.4

203

CoveredOrUncovered

int

N

Used for derivative products, such as options

▶ 2 enum values

Value	Name	Description
0	Covered	Covered
1	Uncovered	Uncovered

FIX.4.4

210

MaxShow

Qty

N

Maximum quantity (e.g. 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.4.4

◈ PegInstructions [Component]

N

The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.

FIX.4.4

211

PegOffsetValue

float

N

Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType

FIX.4.4

835

PegMoveType

int

N

Describes whether peg is static/fixed or floats

▶ 2 enum values

Value	Name	Description
0	Floating	Floating (default)
1	Fixed	Fixed

FIX.4.4

836

PegOffsetType

int

N

Type of Peg Offset (e.g. price offset, tick offset etc)

▶ 4 enum values

Value	Name	Description
0	Price	Price (default)
1	BasisPoints	Basis Points
2	Ticks	Ticks
3	PriceTier	Price Tier / Level

FIX.4.4

837

PegLimitType

int

N

Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)

▶ 3 enum values

Value	Name	Description
0	OrBetter	Or better (default) - price improvement allowed
1	Strict	Strict – limit is a strict limit
2	OrWorse	Or worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)

FIX.4.4

838

PegRoundDirection

int

N

If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)

▶ 2 enum values

Value	Name	Description
1	MoreAggressive	More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
2	MorePassive	More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick

FIX.4.4

840

PegScope

int

N

The scope of the "related to" price of the peg (e.g. local, global etc)

▶ 4 enum values

Value	Name	Description
1	Local	Local (Exchange, ECN, ATS)
2	National	National
3	Global	Global
4	NationalExcludingLocal	National excluding local

FIX.4.4

◈ DiscretionInstructions [Component]

N

The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price.

FIX.4.4

388

DiscretionInst

char

N

What the discretionary price is related to (e.g. primary price, display price etc)

▶ 7 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
6	RelatedToVWAP	Related to VWAP

FIX.4.4

389

DiscretionOffsetValue

float

N

Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType

FIX.4.4

841

DiscretionMoveType

int

N

Describes whether discretion price is static/fixed or floats

▶ 2 enum values

Value	Name	Description
0	Floating	Floating (default)
1	Fixed	Fixed

FIX.4.4

842

DiscretionOffsetType

int

N

Type of Discretion Offset (e.g. price offset, tick offset etc)

▶ 4 enum values

Value	Name	Description
0	Price	Price (default)
1	BasisPoints	Basis Points
2	Ticks	Ticks
3	PriceTier	Price Tier / Level

FIX.4.4

843

DiscretionLimitType

int

N

Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)

▶ 3 enum values

Value	Name	Description
0	OrBetter	Or better (default) - price improvement allowed
1	Strict	Strict – limit is a strict limit
2	OrWorse	Or worse – for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)

FIX.4.4

844

DiscretionRoundDirection

int

N

If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)

▶ 2 enum values

Value	Name	Description
1	MoreAggressive	More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
2	MorePassive	More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick

FIX.4.4

846

DiscretionScope

int

N

The scope of "related to" price of the discretion (e.g. local, global etc)

▶ 4 enum values

Value	Name	Description
1	Local	Local (Exchange, ECN, ATS)
2	National	National
3	Global	Global
4	NationalExcludingLocal	National excluding local

FIX.4.4

847

TargetStrategy

int

N

The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 3 enum values

Value	Name	Description
1	VWAP	VWAP
2	Participate	Participate (i.e. aim to be x percent of the market volume)
3	MininizeMarketImpact	Mininize market impact

FIX.4.4

848

TargetStrategyParameters

String

N

Field to allow further specification of the TargetStrategy – usage to be agreed between counterparties

FIX.4.4

849

ParticipationRate

Percentage

N

For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume)

FIX.4.4

494

Designation

String

N

Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker’s nominee or street name.

FIX.4.4

▶

MDFullGrp

ImplicitBlockRepeating MarketData

Tag

Name

Type

Req

Description

Added

268

NoMDEntries

NumInGroup

Y

Number of entries in Market Data message.

FIX.4.4

269

MDEntryType

char

Y

Type Market Data entry

▶ 13 enum values

Value	Name	Description
0	Bid	Bid
1	Offer	Offer
2	Trade	Trade
3	IndexValue	Index Value
4	OpeningPrice	Opening Price
5	ClosingPrice	Closing Price
6	SettlementPrice	Settlement Price
7	TradingSessionHighPrice	Trading Session High Price
8	TradingSessionLowPrice	Trading Session Low Price
9	TradingSessionVWAPPrice	Trading Session VWAP Price
A	Imbalance	Imbalance
B	TradeVolume	Trade Volume
C	OpenInterest	Open Interest

FIX.4.4

270

MDEntryPx

Price

N

Price of the Market Data Entry.

FIX.4.4

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

271

MDEntrySize

Qty

N

Quantity or volume represented by the Market Data Entry.

FIX.4.4

272

MDEntryDate

UTCDateOnly

N

Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

273

MDEntryTime

UTCTimeOnly

N

Time of Market Data Entry.

FIX.4.4

274

TickDirection

char

N

Direction of the "tick"

▶ 4 enum values

Value	Name	Description
0	PlusTick	Plus Tick
1	ZeroPlusTick	Zero-Plus Tick
2	MinusTick	Minus Tick
3	ZeroMinusTick	Zero-Minus Tick

FIX.4.4

275

MDMkt

Exchange

N

Market posting quote / trade. Valid values: See "Appendix 6-C"

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

276

QuoteCondition

MultipleValueString

N

Space-delimited list of conditions describing a quote

▶ 9 enum values

Value	Name	Description
A	Open	Open / Active
B	Closed	Closed / Inactive
C	ExchangeBest	Exchange Best
D	ConsolidatedBest	Consolidated Best
E	Locked	Locked
F	Crossed	Crossed
G	Depth	Depth
H	FastTrading	Fast Trading
I	NonFirm	Non-Firm

FIX.4.4

277

TradeCondition

MultipleValueString

N

Space-delimited list of conditions describing a trade

▶ 17 enum values

Value	Name	Description
A	Cash	Cash (only) Market
B	AveragePriceTrade	Average Price Trade
C	CashTrade	Cash Trade (same day clearing)
D	NextDay	Next Day (only) Market
E	Opening	Opening / Reopening Trade Detail
F	IntradayTradeDetail	Intraday Trade Detail
G	Rule127Trade	Rule 127 Trade (NYSE)
H	Rule155Trade	Rule 155 Trade (Amex)
I	SoldLast	Sold Last (late reporting)
J	NextDayTrade	Next Day Trade (next day clearing)
K	Opened	Opened (late report of opened trade)
L	Seller	Seller
M	Sold	Sold (out of sequence)
N	StoppedStock	Stopped Stock (guarantee of price but does not execute the order)
P	ImbalanceMoreBuyers	Imbalance More Buyers (Cannot be used in combination with Q)
Q	ImbalanceMoreSellers	Imbalance More Sellers (Cannot be used in combination with P)
R	OpeningPrice	Opening Price

FIX.4.4

282

MDEntryOriginator

String

N

Originator of a Market Data Entry

FIX.4.4

283

LocationID

String

N

Identification of a Market Maker’s location

FIX.4.4

284

DeskID

String

N

Identification of a Market Maker’s desk

FIX.4.4

286

OpenCloseSettlFlag

MultipleValueString

N

Flag that identifies a market data entry (Prior to FIX 4.3 this field was of type char)

▶ 6 enum values

Value	Name	Description
0	DailyOpen	Daily Open / Close / Settlement entry
1	SessionOpen	Session Open / Close / Settlement entry
2	DeliverySettlementEntry	Delivery Settlement entry
3	ExpectedEntry	Expected entry
4	EntryFromPreviousBusinessDay	Entry from previous business day
5	TheoreticalPriceValue	Theoretical Price value

FIX.4.4

59

TimeInForce

char

N

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.

▶ 8 enum values

Value	Name	Description
0	Day	Day (or session)
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
7	AtTheClose	At the Close

FIX.4.4

432

ExpireDate

LocalMktDate

N

Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices

FIX.4.4

UTCTimestamp

N

Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected.

FIX.4.4

110

MinQty

Qty

N

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

FIX.4.4

MultipleValueString

N

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

▶ 40 enum values

Value	Name	Description
1	NotHeld	Not held
2	Work	Work
3	GoAlong	Go along
4	OverTheDay	Over the day
5	Held	Held
6	ParticipateDoNotInitiate	Participate don't initiate
7	StrictScale	Strict scale
8	TryToScale	Try to scale
9	StayOnBidSide	Stay on bidside
0	StayOnOfferSide	Stay on offerside
A	NoCross	No cross (cross is forbidden)
B	OKToCross	OK to cross
C	CallFirst	Call first
D	PercentOfVolume	Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
E	DoNotIncrease	Do not increase - DNI
F	DoNotReduce	Do not reduce - DNR
G	AllOrNone	All or none - AON
H	ReinstateOnSystemFailure	Reinstate on System Failure (mutually exclusive with Q)
I	InstitutionsOnly	Institutions only
J	ReinstateOnTradingHalt	Reinstate on Trading Halt (mutually exclusive with K)
K	CancelOnTradingHalt	Cancel on Trading Halt (mutually exclusive with L)
L	LastPeg	Last peg (last sale)
M	MidPricePeg	Mid-price peg (midprice of inside quote)
N	NonNegotiable	Non-negotiable
O	OpeningPeg	Opening peg
P	MarketPeg	Market peg
Q	CancelOnSystemFailure	Cancel on System Failure (mutually exclusive with H)
R	PrimaryPeg	Primary peg (primary market - buy at bid/sell at offer)
S	Suspend	Suspend
U	CustomerDisplayInstruction	Customer Display Instruction (Rule11Ac1-1/4)
V	Netting	Netting (for Forex)
W	PegToVWAP	Peg to VWAP
X	TradeAlong	Trade Along
Y	TryToStop	Try to Stop
Z	CancelIfNotBest	Cancel if Not Best
a	TrailingStopPeg	Trailing Stop Peg
b	StrictLimit	Strict Limit (No Price Improvement)
c	IgnorePriceValidityChecks	Ignore Price Validity Checks
d	PegToLimitPrice	Peg to Limit Price
e	WorkToTargetStrategy	Work to Target Strategy

FIX.4.4

287

SellerDays

int

N

Specifies the number of days that may elapse before delivery of the security

FIX.4.4

37

OrderID

String

N

Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.

FIX.4.4

String

N

Uniquely identifies the quote as part of a QuoteSet.

FIX.4.4

288

MDEntryBuyer

String

N

Buying party in a trade

FIX.4.4

289

MDEntrySeller

String

N

Selling party in a trade

FIX.4.4

346

NumberOfOrders

int

N

Number of orders in the market.

FIX.4.4

290

MDEntryPositionNo

int

N

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with .

FIX.4.4

546

Scope

MultipleValueString

N

Defines the scope of a data element

▶ 3 enum values

Value	Name	Description
1	LocalMarket	Local (Exchange, ECN, ATS)
2	National	National
3	Global	Global

FIX.4.4

811

PriceDelta

float

N

Delta calculated from theoretical price

FIX.4.4

String

N

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

FIX.4.4

Length

N

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

FIX.4.4

▶

MDIncGrp

ImplicitBlockRepeating MarketData

Tag

Name

Type

Req

Description

Added

268

NoMDEntries

NumInGroup

Y

Number of entries in Market Data message.

FIX.4.4

279

MDUpdateAction

char

Y

Type of Market Data update action

▶ 3 enum values

Value	Name	Description
0	New	New
1	Change	Change
2	Delete	Delete

FIX.4.4

285

DeleteReason

char

N

Reason for deletion

▶ 2 enum values

Value	Name	Description
0	Cancellation	Cancelation / Trade Bust
1	Error	Error

FIX.4.4

269

MDEntryType

char

N

Type Market Data entry

▶ 13 enum values

Value	Name	Description
0	Bid	Bid
1	Offer	Offer
2	Trade	Trade
3	IndexValue	Index Value
4	OpeningPrice	Opening Price
5	ClosingPrice	Closing Price
6	SettlementPrice	Settlement Price
7	TradingSessionHighPrice	Trading Session High Price
8	TradingSessionLowPrice	Trading Session Low Price
9	TradingSessionVWAPPrice	Trading Session VWAP Price
A	Imbalance	Imbalance
B	TradeVolume	Trade Volume
C	OpenInterest	Open Interest

FIX.4.4

278

MDEntryID

String

N

Unique Market Data Entry identifier.

FIX.4.4

280

MDEntryRefID

String

N

Refers to a previous MDEntryID (278).

FIX.4.4

◈ Instrument [Component]

N

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlying legs that make up the security.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

FIX.4.4

String

N

Underlying security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security’s Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security’s CFICode. Valid values: see CFICode (46)field

FIX.4.3

String

N

Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-

FIX.4.3

String

N

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security’s maturity date. See MaturityDate (54) field for description

FIX.4.3

int

N

Underlying security’s PutOrCall. See PutOrCall field for description

FIX.4.3

LocalMktDate

N

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Underlying security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Underlying security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security’s Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

end UndInstrmtGrp

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

end InstrmtLegGrp

291

FinancialStatus

MultipleValueString

N

Identifies a firm’s financial status

▶ 2 enum values

Value	Name	Description
1	Bankrupt	Bankrupt
2	PendingDelisting	Pending delisting

FIX.4.4

292

CorporateAction

MultipleValueString

N

Identifies the type of Corporate Action

▶ 5 enum values

Value	Name	Description
A	ExDividend	Ex-Dividend
B	ExDistribution	Ex-Distribution
C	ExRights	Ex-Rights
D	New	New
E	ExInterest	Ex-Interest

FIX.4.4

270

MDEntryPx

Price

N

Price of the Market Data Entry.

FIX.4.4

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

271

MDEntrySize

Qty

N

Quantity or volume represented by the Market Data Entry.

FIX.4.4

272

MDEntryDate

UTCDateOnly

N

Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

273

MDEntryTime

UTCTimeOnly

N

Time of Market Data Entry.

FIX.4.4

274

TickDirection

char

N

Direction of the "tick"

▶ 4 enum values

Value	Name	Description
0	PlusTick	Plus Tick
1	ZeroPlusTick	Zero-Plus Tick
2	MinusTick	Minus Tick
3	ZeroMinusTick	Zero-Minus Tick

FIX.4.4

275

MDMkt

Exchange

N

Market posting quote / trade. Valid values: See "Appendix 6-C"

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

276

QuoteCondition

MultipleValueString

N

Space-delimited list of conditions describing a quote

▶ 9 enum values

Value	Name	Description
A	Open	Open / Active
B	Closed	Closed / Inactive
C	ExchangeBest	Exchange Best
D	ConsolidatedBest	Consolidated Best
E	Locked	Locked
F	Crossed	Crossed
G	Depth	Depth
H	FastTrading	Fast Trading
I	NonFirm	Non-Firm

FIX.4.4

277

TradeCondition

MultipleValueString

N

Space-delimited list of conditions describing a trade

▶ 17 enum values

Value	Name	Description
A	Cash	Cash (only) Market
B	AveragePriceTrade	Average Price Trade
C	CashTrade	Cash Trade (same day clearing)
D	NextDay	Next Day (only) Market
E	Opening	Opening / Reopening Trade Detail
F	IntradayTradeDetail	Intraday Trade Detail
G	Rule127Trade	Rule 127 Trade (NYSE)
H	Rule155Trade	Rule 155 Trade (Amex)
I	SoldLast	Sold Last (late reporting)
J	NextDayTrade	Next Day Trade (next day clearing)
K	Opened	Opened (late report of opened trade)
L	Seller	Seller
M	Sold	Sold (out of sequence)
N	StoppedStock	Stopped Stock (guarantee of price but does not execute the order)
P	ImbalanceMoreBuyers	Imbalance More Buyers (Cannot be used in combination with Q)
Q	ImbalanceMoreSellers	Imbalance More Sellers (Cannot be used in combination with P)
R	OpeningPrice	Opening Price

FIX.4.4

282

MDEntryOriginator

String

N

Originator of a Market Data Entry

FIX.4.4

283

LocationID

String

N

Identification of a Market Maker’s location

FIX.4.4

284

DeskID

String

N

Identification of a Market Maker’s desk

FIX.4.4

286

OpenCloseSettlFlag

MultipleValueString

N

Flag that identifies a market data entry (Prior to FIX 4.3 this field was of type char)

▶ 6 enum values

Value	Name	Description
0	DailyOpen	Daily Open / Close / Settlement entry
1	SessionOpen	Session Open / Close / Settlement entry
2	DeliverySettlementEntry	Delivery Settlement entry
3	ExpectedEntry	Expected entry
4	EntryFromPreviousBusinessDay	Entry from previous business day
5	TheoreticalPriceValue	Theoretical Price value

FIX.4.4

59

TimeInForce

char

N

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.

▶ 8 enum values

Value	Name	Description
0	Day	Day (or session)
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
7	AtTheClose	At the Close

FIX.4.4

432

ExpireDate

LocalMktDate

N

Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices

FIX.4.4

UTCTimestamp

N

Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected.

FIX.4.4

110

MinQty

Qty

N

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

FIX.4.4

MultipleValueString

N

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

▶ 40 enum values

Value	Name	Description
1	NotHeld	Not held
2	Work	Work
3	GoAlong	Go along
4	OverTheDay	Over the day
5	Held	Held
6	ParticipateDoNotInitiate	Participate don't initiate
7	StrictScale	Strict scale
8	TryToScale	Try to scale
9	StayOnBidSide	Stay on bidside
0	StayOnOfferSide	Stay on offerside
A	NoCross	No cross (cross is forbidden)
B	OKToCross	OK to cross
C	CallFirst	Call first
D	PercentOfVolume	Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
E	DoNotIncrease	Do not increase - DNI
F	DoNotReduce	Do not reduce - DNR
G	AllOrNone	All or none - AON
H	ReinstateOnSystemFailure	Reinstate on System Failure (mutually exclusive with Q)
I	InstitutionsOnly	Institutions only
J	ReinstateOnTradingHalt	Reinstate on Trading Halt (mutually exclusive with K)
K	CancelOnTradingHalt	Cancel on Trading Halt (mutually exclusive with L)
L	LastPeg	Last peg (last sale)
M	MidPricePeg	Mid-price peg (midprice of inside quote)
N	NonNegotiable	Non-negotiable
O	OpeningPeg	Opening peg
P	MarketPeg	Market peg
Q	CancelOnSystemFailure	Cancel on System Failure (mutually exclusive with H)
R	PrimaryPeg	Primary peg (primary market - buy at bid/sell at offer)
S	Suspend	Suspend
U	CustomerDisplayInstruction	Customer Display Instruction (Rule11Ac1-1/4)
V	Netting	Netting (for Forex)
W	PegToVWAP	Peg to VWAP
X	TradeAlong	Trade Along
Y	TryToStop	Try to Stop
Z	CancelIfNotBest	Cancel if Not Best
a	TrailingStopPeg	Trailing Stop Peg
b	StrictLimit	Strict Limit (No Price Improvement)
c	IgnorePriceValidityChecks	Ignore Price Validity Checks
d	PegToLimitPrice	Peg to Limit Price
e	WorkToTargetStrategy	Work to Target Strategy

FIX.4.4

287

SellerDays

int

N

Specifies the number of days that may elapse before delivery of the security

FIX.4.4

37

OrderID

String

N

Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.

FIX.4.4

String

N

Uniquely identifies the quote as part of a QuoteSet.

FIX.4.4

288

MDEntryBuyer

String

N

Buying party in a trade

FIX.4.4

289

MDEntrySeller

String

N

Selling party in a trade

FIX.4.4

346

NumberOfOrders

int

N

Number of orders in the market.

FIX.4.4

290

MDEntryPositionNo

int

N

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with .

FIX.4.4

546

Scope

MultipleValueString

N

Defines the scope of a data element

▶ 3 enum values

Value	Name	Description
1	LocalMarket	Local (Exchange, ECN, ATS)
2	National	National
3	Global	Global

FIX.4.4

811

PriceDelta

float

N

Delta calculated from theoretical price

FIX.4.4

451

NetChgPrevDay

PriceOffset

N

Net change from previous day’s closing price vs. last traded price.

FIX.4.4

String

N

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

FIX.4.4

Length

N

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

FIX.4.4

▶

MDReqGrp

ImplicitBlockRepeating MarketData

Tag

Name

Type

Req

Description

Added

267

NoMDEntryTypes

NumInGroup

Y

Number of MDEntryType (269) fields requested.

FIX.4.4

269

MDEntryType

char

Y

Type Market Data entry

▶ 13 enum values

Value	Name	Description
0	Bid	Bid
1	Offer	Offer
2	Trade	Trade
3	IndexValue	Index Value
4	OpeningPrice	Opening Price
5	ClosingPrice	Closing Price
6	SettlementPrice	Settlement Price
7	TradingSessionHighPrice	Trading Session High Price
8	TradingSessionLowPrice	Trading Session Low Price
9	TradingSessionVWAPPrice	Trading Session VWAP Price
A	Imbalance	Imbalance
B	TradeVolume	Trade Volume
C	OpenInterest	Open Interest

FIX.4.4

▶

MDRjctGrp

ImplicitBlockRepeating MarketData

Tag	Name	Type	Req	Description	Added
816	NoAltMDSource	NumInGroup	N	Number of alternative market data sources	FIX.4.4
817	AltMDSourceID	String	N	Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained).	FIX.4.4

▶

MiscFeesGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

136

NoMiscFees

NumInGroup

N

Number of repeating groups of miscellaneous fees

FIX.4.4

137

MiscFeeAmt

Amt

N

Miscellaneous fee value

FIX.4.4

138

MiscFeeCurr

Currency

N

Currency of miscellaneous fee

FIX.4.4

139

MiscFeeType

char

N

Indicates type of miscellaneous fee

▶ 12 enum values

Value	Name	Description
1	Regulatory	Regulatory (e.g. SEC)
2	Tax	Tax
3	LocalCommission	Local Commission
4	ExchangeFees	Exchange Fees
5	Stamp	Stamp
6	Levy	Levy
7	Other	Other
8	Markup	Markup
9	ConsumptionTax	Consumption Tax
10	PerTransaction	Per transaction
11	Conversion	Conversion
12	Agent	Agent

FIX.4.4

891

MiscFeeBasis

int

N

Defines the unit for a miscellaneous fee.

▶ 3 enum values

Value	Name	Description
0	Absolute	Absolute
1	PerUnit	Per unit
2	Percentage	Percentage

FIX.4.4

▶

NestedParties

BlockRepeating Common

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Tag	Name	Type	Req	Description	Added
539	NoNestedPartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole	FIX.4.3
524	NestedPartyID	String	N	Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.	FIX.4.3
525	NestedPartyIDSource	char	N	Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.	FIX.4.3
538	NestedPartyRole	int	N	Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.	FIX.4.3
⟳ NstdPtysSubGrp [Repeating Group]			N	Repeating group of NestedParty sub-identifiers.	FIX.4.4
804	NoNestedPartySubIDs	NumInGroup	N	Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries	FIX.4.4
545	NestedPartySubID	String	N	PartySubID value within a nested repeating group. Same values as PartySubID (523)	FIX.4.4
805	NestedPartySubIDType	int	N	Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtysSubGrp

▶

NestedParties2

BlockRepeating Common

The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Tag	Name	Type	Req	Description	Added
756	NoNested2PartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole	FIX.4.4
757	Nested2PartyID	String	N	Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
758	Nested2PartyIDSource	char	N	Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
759	Nested2PartyRole	int	N	Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.	FIX.4.4
⟳ NstdPtys2SubGrp [Repeating Group]			N	Repeating group of Nested2Party sub-identifiers.	FIX.4.4
806	NoNested2PartySubIDs	NumInGroup	N	Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.	FIX.4.4
760	Nested2PartySubID	String	N	PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
807	Nested2PartySubIDType	int	N	Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtys2SubGrp

▶

NestedParties3

BlockRepeating Common

The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Tag	Name	Type	Req	Description	Added
948	NoNested3PartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole	FIX.4.4
949	Nested3PartyID	String	N	Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0.	FIX.4.4
950	Nested3PartyIDSource	char	N	Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0.	FIX.4.4
951	Nested3PartyRole	int	N	Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.	FIX.4.4
⟳ NstdPtys3SubGrp [Repeating Group]			N	Repeating group of Nested3Party sub-identifiers.	FIX.4.4
952	NoNested3PartySubIDs	NumInGroup	N	Number of Nested3PartySubIDs (953) entries	FIX.4.4
953	Nested3PartySubID	String	N	PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
954	Nested3PartySubIDType	int	N	PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtys3SubGrp

▶

NstdPtys2SubGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
806	NoNested2PartySubIDs	NumInGroup	N	Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.	FIX.4.4
760	Nested2PartySubID	String	N	PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
807	Nested2PartySubIDType	int	N	Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)	FIX.4.4

▶

NstdPtys3SubGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
952	NoNested3PartySubIDs	NumInGroup	N	Number of Nested3PartySubIDs (953) entries	FIX.4.4
953	Nested3PartySubID	String	N	PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
954	Nested3PartySubIDType	int	N	PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803)	FIX.4.4

▶

NstdPtysSubGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
804	NoNestedPartySubIDs	NumInGroup	N	Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries	FIX.4.4
545	NestedPartySubID	String	N	PartySubID value within a nested repeating group. Same values as PartySubID (523)	FIX.4.4
805	NestedPartySubIDType	int	N	Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)	FIX.4.4

▶

OrdAllocGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
73	NoOrders	NumInGroup	N	Indicates number of orders to be combined for average pricing and allocation.	FIX.4.4
11	ClOrdID	String	N	Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.	FIX.4.4
37	OrderID	String	N	Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.	FIX.4.4
198	SecondaryOrderID	String	N	Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.	FIX.4.4
526	SecondaryClOrdID	String	N	Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.	FIX.4.4
66	ListID	String	N	Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.	FIX.4.4
⟳ NestedParties2 [Repeating Group]			N	The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.	FIX.4.4
756	NoNested2PartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole	FIX.4.4
757	Nested2PartyID	String	N	Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
758	Nested2PartyIDSource	char	N	Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
759	Nested2PartyRole	int	N	Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.	FIX.4.4
⟳ NstdPtys2SubGrp [Repeating Group]			N	Repeating group of Nested2Party sub-identifiers.	FIX.4.4
806	NoNested2PartySubIDs	NumInGroup	N	Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.	FIX.4.4
760	Nested2PartySubID	String	N	PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
807	Nested2PartySubIDType	int	N	Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtys2SubGrp
end NestedParties2
38	OrderQty	Qty	N	Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int)	FIX.4.4
799	OrderAvgPx	Price	N	Average price for a specific order	FIX.4.4
800	OrderBookingQty	Qty	N	Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message	FIX.4.4

▶

OrdListStatGrp

ImplicitBlockRepeating ProgramTrading

Tag

Name

Type

Req

Description

Added

73

NoOrders

NumInGroup

Y

Indicates number of orders to be combined for average pricing and allocation.

FIX.4.4

String

Y

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

FIX.4.4

String

N

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

FIX.4.4

14

CumQty

Qty

Y

Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int)

FIX.4.4

39

OrdStatus

char

Y

Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

▶ 14 enum values

Value	Name	Description
0	New	New
1	PartiallyFilled	Partially filled
2	Filled	Filled
3	DoneForDay	Done for day
4	Canceled	Canceled
6	PendingCancel	Pending Cancel (e.g. result of Order Cancel Request)
7	Stopped	Stopped
8	Rejected	Rejected
9	Suspended	Suspended
A	PendingNew	Pending New
B	Calculated	Calculated
C	Expired	Expired
D	AcceptedForBidding	Accepted for bidding
E	PendingReplace	Pending Replace (e.g. result of Order Cancel/Replace Request)

FIX.4.4

636

WorkingIndicator

Boolean

N

Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order.

▶ 2 enum values

Value	Name	Description
Y	Working	Order is currently being worked
N	NotWorking	Order has been accepted but not yet in a working state

FIX.4.4

151

LeavesQty

Qty

Y

Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) – CumQty (4). (Prior to FIX 4.2 this field was of type int)

FIX.4.4

84

CxlQty

Qty

Y

Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int)

FIX.4.4

6

AvgPx

Price

Y

Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (3). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.

FIX.4.4

103

OrdRejReason

int

N

Code to identify reason for order rejection.

▶ 16 enum values

Value	Name	Description
0	BrokerCredit	Broker / Exchange option
1	UnknownSymbol	Unknown symbol
2	ExchangeClosed	Exchange closed
3	OrderExceedsLimit	Order exceeds limit
4	TooLateToEnter	Too late to enter
5	UnknownOrder	Unknown Order
6	DuplicateOrder	Duplicate Order (e.g. dupe ClOrdID (11))
7	DuplicateOfAVerballyCommunicatedOrder	Duplicate of a verbally communicated order
8	StaleOrder	Stale Order
9	TradeAlongRequired	Trade Along required
10	InvalidInvestorID	Invalid Investor ID
11	UnsupportedOrderCharacteristic	Unsupported order characteristic12 = Surveillence Option
13	IncorrectQuantity	Incorrect quantity
14	IncorrectAllocatedQuantity	Incorrect allocated quantity
15	UnknownAccount	Unknown account(s)
99	Other	Other

FIX.4.4

String

N

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

FIX.4.4

Length

N

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

FIX.4.4

▶

OrderQtyData

Block Common

The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).

Tag

Name

Type

Req

Description

Added

Qty

N

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

Qty

N

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

Percentage

N

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

char

N

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

float

N

For CIV - Optional

FIX.4.3

▶

Parties

BlockRepeating Common

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

Tag

Name

Type

Req

Description

Added

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
B	BIC	BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary/Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
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
5	ChineseInvestorID	Chinese B Share (Shezhen and Shanghai)
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer Identification Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 37 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
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)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering Trader
37	ContraTrader	Contra Trader
38	PositionAccount	Position Account

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 26 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address (inclusive of street address, location, and postal code)
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18	RegisteredAddress	Registered address
19	FundAccountName	Fund/account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location / Desk
26	PositionAccountType	Position Account Type

FIX.4.4

end PtysSubGrp

▶

PegInstructions

Block Common

The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.

Tag

Name

Type

Req

Description

Added

211

PegOffsetValue

float

N

Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType

FIX.4.4

835

PegMoveType

int

N

Describes whether peg is static/fixed or floats

▶ 2 enum values

Value	Name	Description
0	Floating	Floating (default)
1	Fixed	Fixed

FIX.4.4

836

PegOffsetType

int

N

Type of Peg Offset (e.g. price offset, tick offset etc)

▶ 4 enum values

Value	Name	Description
0	Price	Price (default)
1	BasisPoints	Basis Points
2	Ticks	Ticks
3	PriceTier	Price Tier / Level

FIX.4.4

837

PegLimitType

int

N

Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)

▶ 3 enum values

Value	Name	Description
0	OrBetter	Or better (default) - price improvement allowed
1	Strict	Strict – limit is a strict limit
2	OrWorse	Or worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)

FIX.4.4

838

PegRoundDirection

int

N

If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)

▶ 2 enum values

Value	Name	Description
1	MoreAggressive	More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
2	MorePassive	More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick

FIX.4.4

840

PegScope

int

N

The scope of the "related to" price of the peg (e.g. local, global etc)

▶ 4 enum values

Value	Name	Description
1	Local	Local (Exchange, ECN, ATS)
2	National	National
3	Global	Global
4	NationalExcludingLocal	National excluding local

FIX.4.4

▶

PosUndInstrmtGrp

ImplicitBlockRepeating PositionMaintenance

Tag	Name	Type	Req	Description	Added
711	NoUnderlyings	NumInGroup	N	Number of underlying legs that make up the security.	FIX.4.4
◈ UnderlyingInstrument [Component]			N	The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.	FIX.4.4
311	UnderlyingSymbol	String	N	Underlying security’s Symbol. See Symbol (55) field for description	FIX.4.3
312	UnderlyingSymbolSfx	String	N	Underlying security’s SymbolSfx. See SymbolSfx (65) field for description	FIX.4.3
309	UnderlyingSecurityID	String	N	Underlying security’s SecurityID. See SecurityID (48) field for description	FIX.4.3
305	UnderlyingSecurityIDSource	String	N	Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field	FIX.4.3
⟳ UndSecAltIDGrp [Repeating Group]			N		FIX.4.4
457	NoUnderlyingSecurityAltID	NumInGroup	N	Number of UnderlyingSecurityAltID (458) entries.	FIX.4.4
458	UnderlyingSecurityAltID	String	N	Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.	FIX.4.4
459	UnderlyingSecurityAltIDSource	String	N	Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field	FIX.4.4
end UndSecAltIDGrp
462	UnderlyingProduct	int	N	Underlying security’s Product. Valid values: see Product(460) field	FIX.4.3
463	UnderlyingCFICode	String	N	Underlying security’s CFICode. Valid values: see CFICode (46)field	FIX.4.3
310	UnderlyingSecurityType	String	N	Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-	FIX.4.3
763	UnderlyingSecuritySubType	String	N	Underlying security’s SecuritySubType. See SecuritySubType (762) field for description	FIX.4.4
313	UnderlyingMaturityMonthYear	MonthYear	N	Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description	FIX.4.3
542	UnderlyingMaturityDate	LocalMktDate	N	Underlying security’s maturity date. See MaturityDate (54) field for description	FIX.4.3
315	UnderlyingPutOrCall	int	N	Underlying security’s PutOrCall. See PutOrCall field for description	FIX.4.3
241	UnderlyingCouponPaymentDate	LocalMktDate	N	Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
242	UnderlyingIssueDate	LocalMktDate	N	Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
243	UnderlyingRepoCollateralSecurityType	String	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
244	UnderlyingRepurchaseTerm	int	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
245	UnderlyingRepurchaseRate	Percentage	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
246	UnderlyingFactor	float	N	Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
256	UnderlyingCreditRating	String	N	Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
595	UnderlyingInstrRegistry	String	N	Underlying security’s InstrRegistry. See InstrRegistry (543) field for description	FIX.4.3
592	UnderlyingCountryOfIssue	Country	N	Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description	FIX.4.3
593	UnderlyingStateOrProvinceOfIssue	String	N	Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description	FIX.4.3
594	UnderlyingLocaleOfIssue	String	N	Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description	FIX.4.3
247	UnderlyingRedemptionDate	LocalMktDate	N	(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)	FIX.4.3
316	UnderlyingStrikePrice	Price	N	Underlying security’s StrikePrice. See StrikePrice (202) field for description	FIX.4.3
941	UnderlyingStrikeCurrency	Currency	N	Currency in which the strike price of an underlying instrument is denominated	FIX.4.4
317	UnderlyingOptAttribute	char	N	Underlying security’s OptAttribute. See OptAttribute (206) field for description	FIX.4.3
436	UnderlyingContractMultiplier	float	N	Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description	FIX.4.3
435	UnderlyingCouponRate	Percentage	N	Underlying security’s CouponRate. See CouponRate (223) field for description	FIX.4.3
308	UnderlyingSecurityExchange	Exchange	N	Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)	FIX.4.3
306	UnderlyingIssuer	String	N	Underlying security’s Issuer. See Issuer (06) field for description	FIX.4.3
362	EncodedUnderlyingIssuerLen	Length	N	Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.	FIX.4.3
363	EncodedUnderlyingIssuer	data	N	Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.	FIX.4.3
307	UnderlyingSecurityDesc	String	N	Underlying security’s SecurityDesc. See SecurityDesc (07) field for description	FIX.4.3
364	EncodedUnderlyingSecurityDescLen	Length	N	Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.	FIX.4.3
365	EncodedUnderlyingSecurityDesc	data	N	Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.	FIX.4.3
877	UnderlyingCPProgram	String	N	The program under which the underlying commercial paper is issued	FIX.4.4
878	UnderlyingCPRegType	String	N	The registration type of the underlying commercial paper issuance	FIX.4.4
318	UnderlyingCurrency	Currency	N	Specific to the <UnderlyingInstrument> (not in <Instrument>)	FIX.4.4
879	UnderlyingQty	Qty	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)	FIX.4.4
810	UnderlyingPx	Price	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.	FIX.4.4
882	UnderlyingDirtyPrice	Price	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest	FIX.4.4
883	UnderlyingEndPrice	Price	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.	FIX.4.4
884	UnderlyingStartValue	Amt	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement	FIX.4.4
885	UnderlyingCurrentValue	Amt	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral	FIX.4.4
886	UnderlyingEndValue	Amt	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement	FIX.4.4
⟳ UnderlyingStipulations [Repeating Group]			N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block	FIX.4.4
887	NoUnderlyingStips	NumInGroup	N	Number of underlying stipulation entries	FIX.4.4
888	UnderlyingStipType	String	N	Required if NoUnderlyingStips >0	FIX.4.4
889	UnderlyingStipValue	String	N	Value of stipulation. Same values as StipulationValue (234)	FIX.4.4
end UnderlyingStipulations
732	UnderlyingSettlPrice	Price	Y	Underlying security’s SettlPrice. See SettlPrice (730) field for description	FIX.4.4
733	UnderlyingSettlPriceType	int	Y	Underlying security’s SettlPriceType. See SettlPriceType (73) field for description	FIX.4.4

▶

PositionAmountData

BlockRepeating Common

The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position.

Tag

Name

Type

Req

Description

Added

753

NoPosAmt

NumInGroup

N

Number of Position Amount entries

FIX.4.4

707

PosAmtType

String

N

Type of Position amount

▶ 8 enum values

Value	Name	Description
FMTM	FinalMarkToMarketAmount	Final Mark-to-Market Amount
IMTM	IncrementalMarkToMarketAmount	Incremental Mark-to-Market Amount
TVAR	TradeVariationAmount	Trade Variation Amount
SMTM	StartOfDayMarkToMarketAmount	Start-of-Day Mark-to-Market Amount
PREM	PremiumAmount	Premium Amount
CRES	CashResidualAmount	Cash Residual Amount
CASH	CashAmount	Cash Amount (Corporate Event)
VADJ	ValueAdjustedAmount	Value Adjusted Amount

FIX.4.4

708

PosAmt

Amt

N

Position amount

FIX.4.4

▶

PositionQty

BlockRepeating Common

The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities.

Tag

Name

Type

Req

Description

Added

702

NoPositions

NumInGroup

N

Number of position entries.

FIX.4.4

703

PosType

String

N

Required if NoPositions > 1

▶ 19 enum values

Value	Name	Description
TQ	TransactionQuantity	Transaction Quantity
IAS	IntraSpreadQty	Intra-Spread Qty
IES	InterSpreadQty	Inter-Spread Qty
FIN	EndOfDayQty	End-of-Day Qty
SOD	StartOfDayQty	Start-of-Day Qty
EX	OptionExerciseQty	Option Exercise Qty
AS	OptionAssignment	Option Assignment
TX	TransactionFromExercise	Transaction from Exercise
TA	TransactionFromAssignment	Transaction from Assignment
PIT	PitTradeQty	Pit Trade Qty
TRF	TransferTradeQty	Transfer Trade Qty
ETR	ElectronicTradeQty	Electronic Trade Qty
ALC	AllocationTradeQty	Allocation Trade Qty
PA	AdjustmentQty	Adjustment Qty
ASF	AsOfTradeQty	As-of Trade Qty
DLV	DeliveryQty	Delivery Qty
TOT	TotalTransactionQty	Total Transaction Qty
XM	CrossMarginQty	Cross Margin Qty
SPL	IntegralSplit	Integral Split

FIX.4.4

704

LongQty

Qty

N

Long Quantity

FIX.4.4

705

ShortQty

Qty

N

Short Quantity

FIX.4.4

706

PosQtyStatus

int

N

Status of this position

▶ 3 enum values

Value	Name	Description
0	Submitted	Submitted
1	Accepted	Accepted
2	Rejected	Rejected

FIX.4.4

⟳ NestedParties [Repeating Group]

N

Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

▶

PreAllocGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
78	NoAllocs	NumInGroup	N	Number of repeating AllocAccount (79)/AllocPrice (366) entries.	FIX.4.4
79	AllocAccount	String	N	Sub-account mnemonic	FIX.4.4
661	AllocAcctIDSource	int	N	Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.	FIX.4.4
736	AllocSettlCurrency	Currency	N	Currency code of settlement denomination for a specific AllocAccount (79).	FIX.4.4
467	IndividualAllocID	String	N	Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).	FIX.4.4
⟳ NestedParties [Repeating Group]			N	The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.	FIX.4.4
539	NoNestedPartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole	FIX.4.3
524	NestedPartyID	String	N	Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.	FIX.4.3
525	NestedPartyIDSource	char	N	Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.	FIX.4.3
538	NestedPartyRole	int	N	Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.	FIX.4.3
⟳ NstdPtysSubGrp [Repeating Group]			N	Repeating group of NestedParty sub-identifiers.	FIX.4.4
804	NoNestedPartySubIDs	NumInGroup	N	Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries	FIX.4.4
545	NestedPartySubID	String	N	PartySubID value within a nested repeating group. Same values as PartySubID (523)	FIX.4.4
805	NestedPartySubIDType	int	N	Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtysSubGrp
end NestedParties
80	AllocQty	Qty	N	Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)	FIX.4.4

▶

PreAllocMlegGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
78	NoAllocs	NumInGroup	N	Number of repeating AllocAccount (79)/AllocPrice (366) entries.	FIX.4.4
79	AllocAccount	String	N	Sub-account mnemonic	FIX.4.4
661	AllocAcctIDSource	int	N	Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.	FIX.4.4
736	AllocSettlCurrency	Currency	N	Currency code of settlement denomination for a specific AllocAccount (79).	FIX.4.4
467	IndividualAllocID	String	N	Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).	FIX.4.4
⟳ NestedParties3 [Repeating Group]			N	The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.	FIX.4.4
948	NoNested3PartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole	FIX.4.4
949	Nested3PartyID	String	N	Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0.	FIX.4.4
950	Nested3PartyIDSource	char	N	Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0.	FIX.4.4
951	Nested3PartyRole	int	N	Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.	FIX.4.4
⟳ NstdPtys3SubGrp [Repeating Group]			N	Repeating group of Nested3Party sub-identifiers.	FIX.4.4
952	NoNested3PartySubIDs	NumInGroup	N	Number of Nested3PartySubIDs (953) entries	FIX.4.4
953	Nested3PartySubID	String	N	PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
954	Nested3PartySubIDType	int	N	PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtys3SubGrp
end NestedParties3
80	AllocQty	Qty	N	Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)	FIX.4.4

▶

PtysSubGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 26 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address (inclusive of street address, location, and postal code)
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18	RegisteredAddress	Registered address
19	FundAccountName	Fund/account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location / Desk
26	PositionAccountType	Position Account Type

FIX.4.4

▶

QuotCxlEntriesGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

N

The number of quote entries for a QuoteSet.

FIX.4.4

◈ Instrument [Component]

N

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

◈ FinancingDetails [Component]

N

Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.

FIX.4.4

String

N

The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

FIX.4.4

String

N

A common reference to the applicable standing agreement between the principals

FIX.4.4

LocalMktDate

N

A reference to the date the underlying agreement was executed.

FIX.4.4

Currency

N

Currency of the underlying agreement.

FIX.4.4

int

N

For Repos the timing or method for terminating the agreement.

▶ 4 enum values

Value	Name	Description
1	Overnight	Overnight
2	Term	Term
3	Flexible	Flexible
4	Open	Open

FIX.4.4

LocalMktDate

N

Settlement date of the beginning of the deal

FIX.4.4

LocalMktDate

N

Repayment / repurchase date

FIX.4.4

int

N

Delivery or custody arrangement for the underlying securities

▶ 4 enum values

Value	Name	Description
0	VersusPayment	"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1	Free	"Free": Deliver (if Sell) or Receive (if Buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

Percentage

N

Percentage of cash value that underlying security collateral must meet.

FIX.4.4

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlying legs that make up the security.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

FIX.4.4

String

N

Underlying security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security’s Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security’s CFICode. Valid values: see CFICode (46)field

FIX.4.3

String

N

Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-

FIX.4.3

String

N

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security’s maturity date. See MaturityDate (54) field for description

FIX.4.3

int

N

Underlying security’s PutOrCall. See PutOrCall field for description

FIX.4.3

LocalMktDate

N

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Underlying security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Underlying security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security’s Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

end UndInstrmtGrp

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

end InstrmtLegGrp

▶

QuotEntryAckGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

N

The number of quote entries for a QuoteSet.

FIX.4.4

String

N

Uniquely identifies the quote as part of a QuoteSet.

FIX.4.4

◈ Instrument [Component]

N

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

end InstrmtLegGrp

Price

N

Bid price/rate

FIX.4.4

Price

N

Offer price/rate

FIX.4.4

Qty

N

Quantity of bid (Prior to FIX 4.2 this field was of type int)

FIX.4.4

Qty

N

Quantity of offer (Prior to FIX 4.2 this field was of type int)

FIX.4.4

UTCTimestamp

N

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

Price

N

Bid F/X spot rate.

FIX.4.4

Price

N

Offer F/X spot rate.

FIX.4.4

PriceOffset

N

Bid F/X forward points added to spot rate. May be a negative value.

FIX.4.4

PriceOffset

N

Offer F/X forward points added to spot rate. May be a negative value.

FIX.4.4

Price

N

Mid price/rate

FIX.4.4

Percentage

N

Bid yield

FIX.4.4

Percentage

N

Mid yield

FIX.4.4

Percentage

N

Offer yield

FIX.4.4

UTCTimestamp

N

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

LocalMktDate

N

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)

FIX.4.4

char

N

Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

▶ 17 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop
4	StopLimit	Stop limit
6	WithOrWithout	With or without
7	LimitOrBetter	Limit or better (Deprecated)
8	LimitWithOrWithout	Limit with or without
9	OnBasis	On basis
D	PreviouslyQuoted	Previously quoted
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

FIX.4.4

LocalMktDate

N

SettDate (64) of the future part of a F/X swap order.

FIX.4.4

Qty

N

OrderQty (38) of the future part of a F/X swap order.

FIX.4.4

PriceOffset

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.4.4

PriceOffset

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.4.4

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

368

QuoteEntryRejectReason

int

N

Reason Quote Entry was rejected

FIX.4.4

▶

QuotEntryGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

The number of quote entries for a QuoteSet.

FIX.4.4

String

Y

Uniquely identifies the quote as part of a QuoteSet.

FIX.4.4

◈ Instrument [Component]

N

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

end InstrmtLegGrp

Price

N

Bid price/rate

FIX.4.4

Price

N

Offer price/rate

FIX.4.4

Qty

N

Quantity of bid (Prior to FIX 4.2 this field was of type int)

FIX.4.4

Qty

N

Quantity of offer (Prior to FIX 4.2 this field was of type int)

FIX.4.4

UTCTimestamp

N

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

Price

N

Bid F/X spot rate.

FIX.4.4

Price

N

Offer F/X spot rate.

FIX.4.4

PriceOffset

N

Bid F/X forward points added to spot rate. May be a negative value.

FIX.4.4

PriceOffset

N

Offer F/X forward points added to spot rate. May be a negative value.

FIX.4.4

Price

N

Mid price/rate

FIX.4.4

Percentage

N

Bid yield

FIX.4.4

Percentage

N

Mid yield

FIX.4.4

Percentage

N

Offer yield

FIX.4.4

UTCTimestamp

N

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

LocalMktDate

N

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)

FIX.4.4

char

N

Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

▶ 17 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop
4	StopLimit	Stop limit
6	WithOrWithout	With or without
7	LimitOrBetter	Limit or better (Deprecated)
8	LimitWithOrWithout	Limit with or without
9	OnBasis	On basis
D	PreviouslyQuoted	Previously quoted
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

FIX.4.4

LocalMktDate

N

SettDate (64) of the future part of a F/X swap order.

FIX.4.4

Qty

N

OrderQty (38) of the future part of a F/X swap order.

FIX.4.4

PriceOffset

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.4.4

PriceOffset

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.4.4

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

▶

QuotQualGrp

ImplicitBlockRepeating QuotationNegotiation

Tag	Name	Type	Req	Description	Added
735	NoQuoteQualifiers	NumInGroup	N	Number of repeating groups of QuoteQualifiers (695).	FIX.4.4
695	QuoteQualifier	char	N	Code to qualify Quote use See IOIQualifier (04) for description and valid values.	FIX.4.4

▶

QuotReqGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Specifies the number of repeating symbols specified.

FIX.4.4

◈ Instrument [Component]

Y

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

◈ FinancingDetails [Component]

N

Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.

FIX.4.4

String

N

The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

FIX.4.4

String

N

A common reference to the applicable standing agreement between the principals

FIX.4.4

LocalMktDate

N

A reference to the date the underlying agreement was executed.

FIX.4.4

Currency

N

Currency of the underlying agreement.

FIX.4.4

int

N

For Repos the timing or method for terminating the agreement.

▶ 4 enum values

Value	Name	Description
1	Overnight	Overnight
2	Term	Term
3	Flexible	Flexible
4	Open	Open

FIX.4.4

LocalMktDate

N

Settlement date of the beginning of the deal

FIX.4.4

LocalMktDate

N

Repayment / repurchase date

FIX.4.4

int

N

Delivery or custody arrangement for the underlying securities

▶ 4 enum values

Value	Name	Description
0	VersusPayment	"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1	Free	"Free": Deliver (if Sell) or Receive (if Buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

Percentage

N

Percentage of cash value that underlying security collateral must meet.

FIX.4.4

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlying legs that make up the security.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

FIX.4.4

String

N

Underlying security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security’s Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security’s CFICode. Valid values: see CFICode (46)field

FIX.4.3

String

N

Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-

FIX.4.3

String

N

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security’s maturity date. See MaturityDate (54) field for description

FIX.4.3

int

N

Underlying security’s PutOrCall. See PutOrCall field for description

FIX.4.3

LocalMktDate

N

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Underlying security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Underlying security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security’s Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

end UndInstrmtGrp

Price

N

Previous closing price of security.

FIX.4.4

303

QuoteRequestType

int

N

Indicates the type of Quote Request being generated

▶ 2 enum values

Value	Name	Description
1	Manual	Manual
2	Automatic	Automatic

FIX.4.4

537

QuoteType

int

N

Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage.

▶ 4 enum values

Value	Name	Description
0	Indicative	Indicative
1	Tradeable	Tradeable
2	RestrictedTradeable	Restricted Tradeable
3	Counter	Counter (tradable)

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

LocalMktDate

N

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

char

N

Side of order

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exempt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

int

N

Type of quantity specified in a quantity field

▶ 2 enum values

Value	Name	Description
0	Units	Units (shares, par, currency)
1	Contracts	Contracts (if used - should specify ContractMultiplier (tag 231))

FIX.4.4

◈ OrderQtyData [Component]

N

The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).

FIX.4.4

Qty

N

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

Qty

N

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

Percentage

N

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

char

N

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

float

N

For CIV - Optional

FIX.4.3

char

N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

▶ 10 enum values

Value	Name	Description
0	Regular	Regular
1	Cash	Cash
2	NextDay	Next Day (T+1)
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When And If Issued
8	SellersOption	Sellers Option
9	TPlus5	T+ 5

FIX.4.4

LocalMktDate

N

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)

FIX.4.4

LocalMktDate

N

SettDate (64) of the future part of a F/X swap order.

FIX.4.4

Qty

N

OrderQty (38) of the future part of a F/X swap order.

FIX.4.4

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

⟳ Stipulations [Repeating Group]

N

The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.

FIX.4.4

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 50 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	AMT (y/n)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (y/n)
BGNCON	BargainConditions	Bargain Conditions– see (234) for values
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation discount
INSURED	Insured	Insured (y/n)
ISSUE	IssueDate	Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer’s ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year and Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINQTY	MinimumQuantity	Minimum quantity
MININCR	MinimumIncrement	Minimum increment
MINDNOM	MinimumDenomination	Minimum denomination
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPM	PoolsPerMillion	Pools per Million
PPL	PoolsPerLot	Pools per Lot
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (y/n)
SECTOR	MarketSector	Market sector
SECTYPE	SecurityTypeIncludedOrExcluded	SecurityType included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon: value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age: value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity : value in months (exact or range)
WHOLE	WholePool	Whole Pool (y/n)
YIELD	YieldRange	Yield range

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

end Stipulations

String

N

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.4.4

int

N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (AlertID)
5	DTCCCode	DTCC code
99	Other	Other (custom or proprietary)

FIX.4.4

int

N

Type of account associated with an order

▶ 7 enum values

Value	Name	Description
1	CarriedCustomerSide	Account is carried on customer Side of Books
2	CarriedNonCustomerSide	Account is carried on non-Customer Side of books
3	HouseTrader	House Trader
4	FloorTrader	Floor Trader
6	CarriedNonCustomerSideCrossMargined	Account is carried on non-customer side of books and is cross margined
7	HouseTraderCrossMargined	Account is house trader and is cross margined
8	JointBackOfficeAccount	Joint Backoffice Account (JBO)

FIX.4.4

⟳ QuotReqLegsGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

int

N

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Refer to description for SettlDate[64]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

◈ LegBenchmarkCurveData [Component]

N

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

end QuotReqLegsGrp

⟳ QuotQualGrp [Repeating Group]

N

FIX.4.4

735

NoQuoteQualifiers

NumInGroup

N

Number of repeating groups of QuoteQualifiers (695).

FIX.4.4

695

QuoteQualifier

char

N

Code to qualify Quote use See IOIQualifier (04) for description and valid values.

FIX.4.4

end QuotQualGrp

692

QuotePriceType

int

N

Code to represent price type requested in Quote

▶ 10 enum values

Value	Name	Description
1	Percent	percent (percent of par)
2	PerShare	per share (e.g. cents per share)
3	FixedAmount	fixed amount (absolute value)
4	Discount	discount – percentage points below par
5	Premium	premium – percentage points over par
6	Spread	basis points relative to benchmark
7	TEDPrice	TED price
8	TEDYield	TED yield
9	YieldSpread	Yield spread (swaps)
10	Yield	Yield

FIX.4.4

char

N

Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

▶ 17 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop
4	StopLimit	Stop limit
6	WithOrWithout	With or without
7	LimitOrBetter	Limit or better (Deprecated)
8	LimitWithOrWithout	Limit with or without
9	OnBasis	On basis
D	PreviouslyQuoted	Previously quoted
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

FIX.4.4

UTCTimestamp

N

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

UTCTimestamp

N

Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected.

FIX.4.4

UTCTimestamp

N

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

◈ SpreadOrBenchmarkCurveData [Component]

N

The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.

FIX.4.4

PriceOffset

N

For Fixed Income

FIX.4.3

Currency

N

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Name of benchmark curve.

FIX.4.3

String

N

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Price

N

Specifies the price of the benchmark.

FIX.4.4

int

N

Must be present if BenchmarkPrice is used.

FIX.4.4

String

N

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

FIX.4.4

String

N

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

FIX.4.4

int

N

Code to represent the price type

▶ 11 enum values

Value	Name	Description
1	Percentage	Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed Amount (absolute value)
4	Discount	Discount – percentage points below par
5	Premium	Premium – percentage points over par
6	Spread	Spread
7	TEDPrice	TED price
8	TEDYield	TED yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)

FIX.4.4

N

Price per unit of quantity (e.g. per share)

FIX.4.4

640

Price2

Price

N

Price of the future part of a F/X swap order. See Price (44) for description.

FIX.4.4

◈ YieldData [Component]

N

The YieldData component block conveys yield information for a given Fixed Income security.

FIX.4.4

String

N

Type of yield

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Average Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GROSS	TrueGrossYield	True Gross Yield
GOVTEQUIV	GvntEquivalentYield	Government Equivalent Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark To Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield To Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PUT	YieldToNextPut	Yield to Next Put
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1/32	YieldValueOf132	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

Percentage

N

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

LocalMktDate

N

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

LocalMktDate

N

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

Price

N

Price to which the yield has been calculated.

FIX.4.4

int

N

The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.

FIX.4.4

⟳ Parties [Repeating Group]

N

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
B	BIC	BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary/Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
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
5	ChineseInvestorID	Chinese B Share (Shezhen and Shanghai)
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer Identification Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 37 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
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)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering Trader
37	ContraTrader	Contra Trader
38	PositionAccount	Position Account

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 26 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address (inclusive of street address, location, and postal code)
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18	RegisteredAddress	Registered address
19	FundAccountName	Fund/account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location / Desk
26	PositionAccountType	Position Account Type

FIX.4.4

end PtysSubGrp

end Parties

▶

QuotReqLegsGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

int

N

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Refer to description for SettlDate[64]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

◈ LegBenchmarkCurveData [Component]

N

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

▶

QuotReqRjctGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Specifies the number of repeating symbols specified.

FIX.4.4

◈ Instrument [Component]

Y

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

◈ FinancingDetails [Component]

N

Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.

FIX.4.4

String

N

The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

FIX.4.4

String

N

A common reference to the applicable standing agreement between the principals

FIX.4.4

LocalMktDate

N

A reference to the date the underlying agreement was executed.

FIX.4.4

Currency

N

Currency of the underlying agreement.

FIX.4.4

int

N

For Repos the timing or method for terminating the agreement.

▶ 4 enum values

Value	Name	Description
1	Overnight	Overnight
2	Term	Term
3	Flexible	Flexible
4	Open	Open

FIX.4.4

LocalMktDate

N

Settlement date of the beginning of the deal

FIX.4.4

LocalMktDate

N

Repayment / repurchase date

FIX.4.4

int

N

Delivery or custody arrangement for the underlying securities

▶ 4 enum values

Value	Name	Description
0	VersusPayment	"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1	Free	"Free": Deliver (if Sell) or Receive (if Buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

Percentage

N

Percentage of cash value that underlying security collateral must meet.

FIX.4.4

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlying legs that make up the security.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

FIX.4.4

String

N

Underlying security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security’s Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security’s CFICode. Valid values: see CFICode (46)field

FIX.4.3

String

N

Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-

FIX.4.3

String

N

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security’s maturity date. See MaturityDate (54) field for description

FIX.4.3

int

N

Underlying security’s PutOrCall. See PutOrCall field for description

FIX.4.3

LocalMktDate

N

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Underlying security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Underlying security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security’s Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

end UndInstrmtGrp

Price

N

Previous closing price of security.

FIX.4.4

303

QuoteRequestType

int

N

Indicates the type of Quote Request being generated

▶ 2 enum values

Value	Name	Description
1	Manual	Manual
2	Automatic	Automatic

FIX.4.4

537

QuoteType

int

N

Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage.

▶ 4 enum values

Value	Name	Description
0	Indicative	Indicative
1	Tradeable	Tradeable
2	RestrictedTradeable	Restricted Tradeable
3	Counter	Counter (tradable)

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

LocalMktDate

N

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

char

N

Side of order

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exempt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

int

N

Type of quantity specified in a quantity field

▶ 2 enum values

Value	Name	Description
0	Units	Units (shares, par, currency)
1	Contracts	Contracts (if used - should specify ContractMultiplier (tag 231))

FIX.4.4

◈ OrderQtyData [Component]

N

The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).

FIX.4.4

Qty

N

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

Qty

N

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

Percentage

N

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

char

N

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

float

N

For CIV - Optional

FIX.4.3

char

N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

▶ 10 enum values

Value	Name	Description
0	Regular	Regular
1	Cash	Cash
2	NextDay	Next Day (T+1)
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When And If Issued
8	SellersOption	Sellers Option
9	TPlus5	T+ 5

FIX.4.4

LocalMktDate

N

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)

FIX.4.4

LocalMktDate

N

SettDate (64) of the future part of a F/X swap order.

FIX.4.4

Qty

N

OrderQty (38) of the future part of a F/X swap order.

FIX.4.4

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

⟳ Stipulations [Repeating Group]

N

The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.

FIX.4.4

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 50 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	AMT (y/n)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (y/n)
BGNCON	BargainConditions	Bargain Conditions– see (234) for values
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation discount
INSURED	Insured	Insured (y/n)
ISSUE	IssueDate	Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer’s ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year and Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINQTY	MinimumQuantity	Minimum quantity
MININCR	MinimumIncrement	Minimum increment
MINDNOM	MinimumDenomination	Minimum denomination
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPM	PoolsPerMillion	Pools per Million
PPL	PoolsPerLot	Pools per Lot
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (y/n)
SECTOR	MarketSector	Market sector
SECTYPE	SecurityTypeIncludedOrExcluded	SecurityType included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon: value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age: value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity : value in months (exact or range)
WHOLE	WholePool	Whole Pool (y/n)
YIELD	YieldRange	Yield range

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

end Stipulations

String

N

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.4.4

int

N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (AlertID)
5	DTCCCode	DTCC code
99	Other	Other (custom or proprietary)

FIX.4.4

int

N

Type of account associated with an order

▶ 7 enum values

Value	Name	Description
1	CarriedCustomerSide	Account is carried on customer Side of Books
2	CarriedNonCustomerSide	Account is carried on non-Customer Side of books
3	HouseTrader	House Trader
4	FloorTrader	Floor Trader
6	CarriedNonCustomerSideCrossMargined	Account is carried on non-customer side of books and is cross margined
7	HouseTraderCrossMargined	Account is house trader and is cross margined
8	JointBackOfficeAccount	Joint Backoffice Account (JBO)

FIX.4.4

⟳ QuotReqLegsGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

int

N

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Refer to description for SettlDate[64]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

◈ LegBenchmarkCurveData [Component]

N

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

end QuotReqLegsGrp

⟳ QuotQualGrp [Repeating Group]

N

FIX.4.4

735

NoQuoteQualifiers

NumInGroup

N

Number of repeating groups of QuoteQualifiers (695).

FIX.4.4

695

QuoteQualifier

char

N

Code to qualify Quote use See IOIQualifier (04) for description and valid values.

FIX.4.4

end QuotQualGrp

692

QuotePriceType

int

N

Code to represent price type requested in Quote

▶ 10 enum values

Value	Name	Description
1	Percent	percent (percent of par)
2	PerShare	per share (e.g. cents per share)
3	FixedAmount	fixed amount (absolute value)
4	Discount	discount – percentage points below par
5	Premium	premium – percentage points over par
6	Spread	basis points relative to benchmark
7	TEDPrice	TED price
8	TEDYield	TED yield
9	YieldSpread	Yield spread (swaps)
10	Yield	Yield

FIX.4.4

char

N

Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

▶ 17 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop
4	StopLimit	Stop limit
6	WithOrWithout	With or without
7	LimitOrBetter	Limit or better (Deprecated)
8	LimitWithOrWithout	Limit with or without
9	OnBasis	On basis
D	PreviouslyQuoted	Previously quoted
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

FIX.4.4

UTCTimestamp

N

Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected.

FIX.4.4

UTCTimestamp

N

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

◈ SpreadOrBenchmarkCurveData [Component]

N

The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.

FIX.4.4

PriceOffset

N

For Fixed Income

FIX.4.3

Currency

N

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Name of benchmark curve.

FIX.4.3

String

N

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Price

N

Specifies the price of the benchmark.

FIX.4.4

int

N

Must be present if BenchmarkPrice is used.

FIX.4.4

String

N

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

FIX.4.4

String

N

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

FIX.4.4

int

N

Code to represent the price type

▶ 11 enum values

Value	Name	Description
1	Percentage	Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed Amount (absolute value)
4	Discount	Discount – percentage points below par
5	Premium	Premium – percentage points over par
6	Spread	Spread
7	TEDPrice	TED price
8	TEDYield	TED yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)

FIX.4.4

N

Price per unit of quantity (e.g. per share)

FIX.4.4

640

Price2

Price

N

Price of the future part of a F/X swap order. See Price (44) for description.

FIX.4.4

◈ YieldData [Component]

N

The YieldData component block conveys yield information for a given Fixed Income security.

FIX.4.4

String

N

Type of yield

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Average Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GROSS	TrueGrossYield	True Gross Yield
GOVTEQUIV	GvntEquivalentYield	Government Equivalent Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark To Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield To Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PUT	YieldToNextPut	Yield to Next Put
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1/32	YieldValueOf132	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

Percentage

N

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

LocalMktDate

N

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

LocalMktDate

N

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

Price

N

Price to which the yield has been calculated.

FIX.4.4

int

N

The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.

FIX.4.4

⟳ Parties [Repeating Group]

N

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
B	BIC	BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary/Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
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
5	ChineseInvestorID	Chinese B Share (Shezhen and Shanghai)
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer Identification Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 37 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
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)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering Trader
37	ContraTrader	Contra Trader
38	PositionAccount	Position Account

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 26 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address (inclusive of street address, location, and postal code)
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18	RegisteredAddress	Registered address
19	FundAccountName	Fund/account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location / Desk
26	PositionAccountType	Position Account Type

FIX.4.4

end PtysSubGrp

end Parties

▶

QuotSetAckGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

296

NoQuoteSets

NumInGroup

N

The number of sets of quotes in the message.

FIX.4.4

302

QuoteSetID

String

N

Unique id for the Quote Set.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

FIX.4.4

String

N

Underlying security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security’s Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security’s CFICode. Valid values: see CFICode (46)field

FIX.4.3

String

N

Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-

FIX.4.3

String

N

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security’s maturity date. See MaturityDate (54) field for description

FIX.4.3

int

N

Underlying security’s PutOrCall. See PutOrCall field for description

FIX.4.3

LocalMktDate

N

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Underlying security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Underlying security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security’s Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

304

TotNoQuoteEntries

int

N

Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same quote set. (Prior to FIX 4.4 this field was named TotQuoteEntries)

FIX.4.4

893

LastFragment

Boolean

N

Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List

▶ 2 enum values

Value	Name	Description
Y	LastMessage	Last message
N	NotLastMessage	Not last message

FIX.4.4

⟳ QuotEntryAckGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

The number of quote entries for a QuoteSet.

FIX.4.4

String

N

Uniquely identifies the quote as part of a QuoteSet.

FIX.4.4

◈ Instrument [Component]

N

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

end InstrmtLegGrp

Price

N

Bid price/rate

FIX.4.4

Price

N

Offer price/rate

FIX.4.4

Qty

N

Quantity of bid (Prior to FIX 4.2 this field was of type int)

FIX.4.4

Qty

N

Quantity of offer (Prior to FIX 4.2 this field was of type int)

FIX.4.4

UTCTimestamp

N

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

Price

N

Bid F/X spot rate.

FIX.4.4

Price

N

Offer F/X spot rate.

FIX.4.4

PriceOffset

N

Bid F/X forward points added to spot rate. May be a negative value.

FIX.4.4

PriceOffset

N

Offer F/X forward points added to spot rate. May be a negative value.

FIX.4.4

Price

N

Mid price/rate

FIX.4.4

Percentage

N

Bid yield

FIX.4.4

Percentage

N

Mid yield

FIX.4.4

Percentage

N

Offer yield

FIX.4.4

UTCTimestamp

N

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

LocalMktDate

N

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)

FIX.4.4

char

N

Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

▶ 17 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop
4	StopLimit	Stop limit
6	WithOrWithout	With or without
7	LimitOrBetter	Limit or better (Deprecated)
8	LimitWithOrWithout	Limit with or without
9	OnBasis	On basis
D	PreviouslyQuoted	Previously quoted
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

FIX.4.4

LocalMktDate

N

SettDate (64) of the future part of a F/X swap order.

FIX.4.4

Qty

N

OrderQty (38) of the future part of a F/X swap order.

FIX.4.4

PriceOffset

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.4.4

PriceOffset

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.4.4

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

368

QuoteEntryRejectReason

int

N

Reason Quote Entry was rejected

FIX.4.4

end QuotEntryAckGrp

▶

QuotSetGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

296

NoQuoteSets

NumInGroup

Y

The number of sets of quotes in the message.

FIX.4.4

302

QuoteSetID

String

Y

Unique id for the Quote Set.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

FIX.4.4

String

N

Underlying security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security’s Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security’s CFICode. Valid values: see CFICode (46)field

FIX.4.3

String

N

Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-

FIX.4.3

String

N

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security’s maturity date. See MaturityDate (54) field for description

FIX.4.3

int

N

Underlying security’s PutOrCall. See PutOrCall field for description

FIX.4.3

LocalMktDate

N

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Underlying security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Underlying security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security’s Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

367

QuoteSetValidUntilTime

UTCTimestamp

N

Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

304

TotNoQuoteEntries

int

Y

Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same quote set. (Prior to FIX 4.4 this field was named TotQuoteEntries)

FIX.4.4

893

LastFragment

Boolean

N

Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List

▶ 2 enum values

Value	Name	Description
Y	LastMessage	Last message
N	NotLastMessage	Not last message

FIX.4.4

⟳ QuotEntryGrp [Repeating Group]

Y

FIX.4.4

NumInGroup

Y

The number of quote entries for a QuoteSet.

FIX.4.4

String

Y

Uniquely identifies the quote as part of a QuoteSet.

FIX.4.4

◈ Instrument [Component]

N

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

end InstrmtLegGrp

Price

N

Bid price/rate

FIX.4.4

Price

N

Offer price/rate

FIX.4.4

Qty

N

Quantity of bid (Prior to FIX 4.2 this field was of type int)

FIX.4.4

Qty

N

Quantity of offer (Prior to FIX 4.2 this field was of type int)

FIX.4.4

UTCTimestamp

N

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

Price

N

Bid F/X spot rate.

FIX.4.4

Price

N

Offer F/X spot rate.

FIX.4.4

PriceOffset

N

Bid F/X forward points added to spot rate. May be a negative value.

FIX.4.4

PriceOffset

N

Offer F/X forward points added to spot rate. May be a negative value.

FIX.4.4

Price

N

Mid price/rate

FIX.4.4

Percentage

N

Bid yield

FIX.4.4

Percentage

N

Mid yield

FIX.4.4

Percentage

N

Offer yield

FIX.4.4

UTCTimestamp

N

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

LocalMktDate

N

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)

FIX.4.4

char

N

Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

▶ 17 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop
4	StopLimit	Stop limit
6	WithOrWithout	With or without
7	LimitOrBetter	Limit or better (Deprecated)
8	LimitWithOrWithout	Limit with or without
9	OnBasis	On basis
D	PreviouslyQuoted	Previously quoted
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

FIX.4.4

LocalMktDate

N

SettDate (64) of the future part of a F/X swap order.

FIX.4.4

Qty

N

OrderQty (38) of the future part of a F/X swap order.

FIX.4.4

PriceOffset

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.4.4

PriceOffset

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.4.4

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

end QuotEntryGrp

▶

RFQReqGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Specifies the number of repeating symbols specified.

FIX.4.4

◈ Instrument [Component]

Y

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlying legs that make up the security.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

FIX.4.4

String

N

Underlying security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security’s Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security’s CFICode. Valid values: see CFICode (46)field

FIX.4.3

String

N

Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-

FIX.4.3

String

N

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security’s maturity date. See MaturityDate (54) field for description

FIX.4.3

int

N

Underlying security’s PutOrCall. See PutOrCall field for description

FIX.4.3

LocalMktDate

N

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Underlying security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Underlying security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security’s Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

end UndInstrmtGrp

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

end InstrmtLegGrp

Price

N

Previous closing price of security.

FIX.4.4

303

QuoteRequestType

int

N

Indicates the type of Quote Request being generated

▶ 2 enum values

Value	Name	Description
1	Manual	Manual
2	Automatic	Automatic

FIX.4.4

537

QuoteType

int

N

Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage.

▶ 4 enum values

Value	Name	Description
0	Indicative	Indicative
1	Tradeable	Tradeable
2	RestrictedTradeable	Restricted Tradeable
3	Counter	Counter (tradable)

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

▶

RelSymDerivSecGrp

ImplicitBlockRepeating SecurityAndTradingSessionDefinitionOrStatus

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Specifies the number of repeating symbols specified.

FIX.4.4

◈ Instrument [Component]

N

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

827

ExpirationCycle

int

N

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

▶ 2 enum values

Value	Name	Description
0	ExpireOnTradingSessionClose	Expire on trading session close (default)
1	ExpireOnTradingSessionOpen	Expire on trading session open

FIX.4.4

◈ InstrumentExtension [Component]

N

The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.

FIX.4.4

668

DeliveryForm

int

N

Identifies the form of delivery.

▶ 2 enum values

Value	Name	Description
1	BookEntry	BookEntry
2	Bearer	Bearer

FIX.4.4

869

PctAtRisk

Percentage

N

Percent at risk due to lowest possible call.

FIX.4.4

⟳ AttrbGrp [Repeating Group]

N

Number of repeating InstrAttrib group entries.

FIX.4.4

NumInGroup

N

Number of repeating InstrAttribType entries.

FIX.4.4

int

N

Code to represent the type of instrument attribute

▶ 23 enum values

Value	Name	Description
1	Flat	Flat (securities pay interest on a current basis but are traded without interest)
2	ZeroCoupon	Zero coupon
3	InterestBearing	Interest bearing (for Euro commercial paper when not issued at discount)
4	NoPeriodicPayments	No periodic payments
5	VariableRate	Variable rate
6	LessFeeForPut	Less fee for put
7	SteppedCoupon	Stepped coupon
8	CouponPeriod	Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
9	When	When [and if] issued
10	OriginalIssueDiscount	Original issue discount
11	Callable	Callable, puttable
12	EscrowedToMaturity	Escrowed to Maturity
13	EscrowedToRedemptionDate	Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field
14	PreRefunded	Prerefunded
15	InDefault	In default
16	Unrated	Unrated
17	Taxable	Taxable
18	Indexed	Indexed
19	SubjectToAlternativeMinimumTax	Subject to Alternative Minimum Tax
20	OriginalIssueDiscountPrice	Original issue discount price. Supply price in the InstrAttribValue (872) field
21	CallableBelowMaturityValue	Callable below maturity value
22	CallableWithoutNotice	Callable without notice by mail to holder unless registered
99	Text	Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field

FIX.4.4

String

N

Attribute value appropriate to the InstrAttribType (87) field.

FIX.4.4

end AttrbGrp

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

end InstrmtLegGrp

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

String

N

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

FIX.4.4

Length

N

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

FIX.4.4

CashDistribAgentAcctNumber

data

N

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

FIX.4.4

▶

RgstDistInstGrp

ImplicitBlockRepeating RegistrationInstruction

Tag

Name

Type

Req

Description

Added

510

NoDistribInsts

NumInGroup

N

The number of Distribution Instructions on a Registration Instructions message

FIX.4.4

477

DistribPaymentMethod

int

N

A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties

▶ 12 enum values

Value	Name	Description
1	CREST	CREST
2	NSCC	NSCC
3	Euroclear	Euroclear
4	Clearstream	Clearstream
5	Cheque	Cheque
6	TelegraphicTransfer	Telegraphic Transfer
7	FedWire	FedWire
8	DirectCredit	Direct Credit (BECS, BACS)
9	ACHCredit	ACH Credit
10	BPAY	BPAY
11	HighValueClearingSystemHVACS	High Value Clearing System (HVACS)
12	ReinvestInFund	Reinvest in fund

FIX.4.4

512

DistribPercentage

Percentage

N

The amount of each distribution to go to this beneficiary, expressed as a percentage

FIX.4.4

478

CashDistribCurr

Currency

N

Specifies currency to be use for Cash Distributions– see "Appendix 6-A; Valid Currency Codes".

FIX.4.4

498

CashDistribAgentName

String

N

Name of local agent bank if for cash distributions

FIX.4.4

499

CashDistribAgentCode

String

N

BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions

FIX.4.4

500

String

N

Account number at agent bank for distributions.

FIX.4.4

501

CashDistribPayRef

String

N

Free format Payment reference to assist with reconciliation of distributions.

FIX.4.4

502

CashDistribAgentAcctName

String

N

Name of account at agent bank for distributions.

FIX.4.4

▶

RgstDtlsGrp

ImplicitBlockRepeating RegistrationInstruction

Tag

Name

Type

Req

Description

Added

473

NoRegistDtls

NumInGroup

N

The number of registration details on a Registration Instructions message

FIX.4.4

509

RegistDtls

String

N

Set of Registration name and address details, possibly including phone, fax etc.

FIX.4.4

511

RegistEmail

String

N

Email address relating to Registration name and address details

FIX.4.4

474

MailingDtls

String

N

Set of Correspondence address details, possibly including phone, fax, etc.

FIX.4.4

482

MailingInst

String

N

Free format text to specify mailing instruction requirements, e.g. "no third party mailings".

FIX.4.4

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

InvestorCountryOfResidence

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

522

OwnerType

int

N

Identifies the type of owner

▶ 13 enum values

Value	Name	Description
1	IndividualInvestor	Individual Investor
2	PublicCompany	Public Company
3	PrivateCompany	Private Company
4	IndividualTrustee	Individual Trustee
5	CompanyTrustee	Company Trustee
6	PensionPlan	Pension Plan
7	CustodianUnderGiftsToMinorsAct	Custodian Under Gifts to Minors Act
8	Trusts	Trusts
9	Fiduciaries	Fiduciaries
10	NetworkingSubAccount	Networking Sub-Account
11	NonProfitOrganization	Non-Profit Organization
12	CorporateBody	Corporate Body
13	Nominee	Nominee

FIX.4.4

486

DateOfBirth

LocalMktDate

N

The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.

FIX.4.4

475

Country

N

The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.

FIX.4.4

▶

RoutingGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

215

NoRoutingIDs

NumInGroup

N

Number of repeating groups of RoutingID (27) and RoutingType (26) values. See Volume 3: "Pre-Trade Message Targeting/Routing"

FIX.4.4

216

RoutingType

int

N

Indicates the type of RoutingID (27) specified

▶ 4 enum values

Value	Name	Description
1	TargetFirm	Target Firm
2	TargetList	Target List
3	BlockFirm	Block Firm
4	BlockList	Block List

FIX.4.4

217

RoutingID

String

N

Assigned value used to identify a specific routing destination.

FIX.4.4

▶

SecAltIDGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
454	NoSecurityAltID	NumInGroup	N	Number of SecurityAltID (455) entries.	FIX.4.4
455	SecurityAltID	String	N	Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.	FIX.4.4
456	SecurityAltIDSource	String	N	Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field	FIX.4.4

▶

SecListGrp

ImplicitBlockRepeating SecurityAndTradingSessionDefinitionOrStatus

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Specifies the number of repeating symbols specified.

FIX.4.4

◈ Instrument [Component]

N

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

FIX.4.4

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) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.4.3

String

N

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

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 19 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification
J	OptionPriceReportingAuthority	Options Price Reporting Authority

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

int

N

Indicates the type of product the security is associated with (high-level category)

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

String

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

String

N

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income 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.)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

LocalMktDate

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

int

N

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

LocalMktDate

N

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

FIX.4.3

LocalMktDate

N

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

FIX.4.3

String

N

(Deprecated, use UnderlyingSecurityType (310) )

FIX.4.3

int

N

(Deprecated, use TerminationType (788) )

FIX.4.3

Percentage

N

(Deprecated, use Price (44) )

FIX.4.3

float

N

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

String

N

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

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

Country

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

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

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

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

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

String

N

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Security description.

FIX.4.3

Length

N

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

FIX.4.3

data

N

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

FIX.4.3

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

int

N

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

String

N

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

N

Number of repeating EventType group entries.

FIX.4.4

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 5 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

LocalMktDate

N

If different from IssueDate and DatedDate

FIX.4.4

◈ InstrumentExtension [Component]

N

The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.

FIX.4.4

668

DeliveryForm

int

N

Identifies the form of delivery.

▶ 2 enum values

Value	Name	Description
1	BookEntry	BookEntry
2	Bearer	Bearer

FIX.4.4

869

PctAtRisk

Percentage

N

Percent at risk due to lowest possible call.

FIX.4.4

⟳ AttrbGrp [Repeating Group]

N

Number of repeating InstrAttrib group entries.

FIX.4.4

NumInGroup

N

Number of repeating InstrAttribType entries.

FIX.4.4

int

N

Code to represent the type of instrument attribute

▶ 23 enum values

Value	Name	Description
1	Flat	Flat (securities pay interest on a current basis but are traded without interest)
2	ZeroCoupon	Zero coupon
3	InterestBearing	Interest bearing (for Euro commercial paper when not issued at discount)
4	NoPeriodicPayments	No periodic payments
5	VariableRate	Variable rate
6	LessFeeForPut	Less fee for put
7	SteppedCoupon	Stepped coupon
8	CouponPeriod	Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
9	When	When [and if] issued
10	OriginalIssueDiscount	Original issue discount
11	Callable	Callable, puttable
12	EscrowedToMaturity	Escrowed to Maturity
13	EscrowedToRedemptionDate	Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field
14	PreRefunded	Prerefunded
15	InDefault	In default
16	Unrated	Unrated
17	Taxable	Taxable
18	Indexed	Indexed
19	SubjectToAlternativeMinimumTax	Subject to Alternative Minimum Tax
20	OriginalIssueDiscountPrice	Original issue discount price. Supply price in the InstrAttribValue (872) field
21	CallableBelowMaturityValue	Callable below maturity value
22	CallableWithoutNotice	Callable without notice by mail to holder unless registered
99	Text	Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field

FIX.4.4

String

N

Attribute value appropriate to the InstrAttribType (87) field.

FIX.4.4

end AttrbGrp

◈ FinancingDetails [Component]

N

Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.

FIX.4.4

String

N

The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

FIX.4.4

String

N

A common reference to the applicable standing agreement between the principals

FIX.4.4

LocalMktDate

N

A reference to the date the underlying agreement was executed.

FIX.4.4

Currency

N

Currency of the underlying agreement.

FIX.4.4

int

N

For Repos the timing or method for terminating the agreement.

▶ 4 enum values

Value	Name	Description
1	Overnight	Overnight
2	Term	Term
3	Flexible	Flexible
4	Open	Open

FIX.4.4

LocalMktDate

N

Settlement date of the beginning of the deal

FIX.4.4

LocalMktDate

N

Repayment / repurchase date

FIX.4.4

int

N

Delivery or custody arrangement for the underlying securities

▶ 4 enum values

Value	Name	Description
0	VersusPayment	"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1	Free	"Free": Deliver (if Sell) or Receive (if Buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

Percentage

N

Percentage of cash value that underlying security collateral must meet.

FIX.4.4

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlying legs that make up the security.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

FIX.4.4

String

N

Underlying security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security’s Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security’s CFICode. Valid values: see CFICode (46)field

FIX.4.3

String

N

Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-

FIX.4.3

String

N

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security’s maturity date. See MaturityDate (54) field for description

FIX.4.3

int

N

Underlying security’s PutOrCall. See PutOrCall field for description

FIX.4.3

LocalMktDate

N

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Underlying security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Underlying security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security’s Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

end UndInstrmtGrp

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

⟳ Stipulations [Repeating Group]

N

The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.

FIX.4.4

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 50 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	AMT (y/n)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (y/n)
BGNCON	BargainConditions	Bargain Conditions– see (234) for values
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation discount
INSURED	Insured	Insured (y/n)
ISSUE	IssueDate	Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer’s ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year and Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINQTY	MinimumQuantity	Minimum quantity
MININCR	MinimumIncrement	Minimum increment
MINDNOM	MinimumDenomination	Minimum denomination
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPM	PoolsPerMillion	Pools per Million
PPL	PoolsPerLot	Pools per Lot
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (y/n)
SECTOR	MarketSector	Market sector
SECTYPE	SecurityTypeIncludedOrExcluded	SecurityType included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon: value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age: value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity : value in months (exact or range)
WHOLE	WholePool	Whole Pool (y/n)
YIELD	YieldRange	Yield range

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

end Stipulations

⟳ InstrmtLegSecListGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

◈ LegBenchmarkCurveData [Component]

N

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

end InstrmtLegSecListGrp

◈ SpreadOrBenchmarkCurveData [Component]

N

The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.

FIX.4.4

PriceOffset

N

For Fixed Income

FIX.4.3

Currency

N

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Name of benchmark curve.

FIX.4.3

String

N

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Price

N

Specifies the price of the benchmark.

FIX.4.4

int

N

Must be present if BenchmarkPrice is used.

FIX.4.4

String

N

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

FIX.4.4

String

N

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

FIX.4.4

◈ YieldData [Component]

N

The YieldData component block conveys yield information for a given Fixed Income security.

FIX.4.4

String

N

Type of yield

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Average Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GROSS	TrueGrossYield	True Gross Yield
GOVTEQUIV	GvntEquivalentYield	Government Equivalent Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark To Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield To Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PUT	YieldToNextPut	Yield to Next Put
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1/32	YieldValueOf132	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

Percentage

N

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

LocalMktDate

N

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

LocalMktDate

N

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

Price

N

Price to which the yield has been calculated.

FIX.4.4

int

N

The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.

FIX.4.4

561

RoundLot

Qty

N

The trading lot size of a security

FIX.4.4

562

MinTradeVol

Qty

N

The minimum trading volume for a security

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

827

ExpirationCycle

int

N

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

▶ 2 enum values

Value	Name	Description
0	ExpireOnTradingSessionClose	Expire on trading session close (default)
1	ExpireOnTradingSessionOpen	Expire on trading session open

FIX.4.4

String

N

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

FIX.4.4

Length

N

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

FIX.4.4

▶

SecTypesGrp

ImplicitBlockRepeating SecurityAndTradingSessionDefinitionOrStatus

Tag

Name

Type

Req

Description

Added

558

NoSecurityTypes

NumInGroup

N

Number of Security Type repeating group instances.

FIX.4.4

String

N

Indicates type of security. See also the Product (460) and CFICode (46) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): * Identify the Issuer in the "Issuer" field(06) *** REPLACED values - See "Replaced Features and Supported Approach" *** NOTE: Additional values may be used by mutual agreement of the counterparties)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.4

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="REPO"). Example Values: General = General Collateral (for SecurityType=REPO) For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc. NOTE: Additional values may be used by mutual agreement of the counterparties

FIX.4.4

int

N

Indicates the type of product the security is associated with. See also the CFICode (46) and SecurityType (67) fields.

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.4

String

N

Indicates the type of security using ISO 0962 standard, Classification of Financial Instruments (CFI code) values. ISO 0962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (67) fields. It is recommended that CFICode be used instead of SecurityType (67) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 0962 Classification of Financial Instruments (CFI code)"

FIX.4.4

▶

SettlInstGrp

ImplicitBlockRepeating SettlementInstruction

Tag

Name

Type

Req

Description

Added

778

NoSettlInst

NumInGroup

N

Number of settlement instructions within repeating group.

FIX.4.4

162

SettlInstID

String

N

Unique identifier for Settlement Instruction.

FIX.4.4

163

SettlInstTransType

char

N

Settlement Instructions message transaction type

▶ 4 enum values

Value	Name	Description
N	New	New
C	Cancel	Cancel
R	Replace	Replace
T	Restate	Restate (used where the Settlement Instruction is being used to communicate standing instructions which have not been changed or added to)

FIX.4.4

214

SettlInstRefID

String

N

Reference identifier for the SettlInstID (62) with Cancel and Replace SettlInstTransType (63) transaction types.

FIX.4.4

⟳ Parties [Repeating Group]

N

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
B	BIC	BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary/Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
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
5	ChineseInvestorID	Chinese B Share (Shezhen and Shanghai)
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer Identification Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 37 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
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)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering Trader
37	ContraTrader	Contra Trader
38	PositionAccount	Position Account

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 26 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address (inclusive of street address, location, and postal code)
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18	RegisteredAddress	Registered address
19	FundAccountName	Fund/account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location / Desk
26	PositionAccountType	Position Account Type

FIX.4.4

end PtysSubGrp

end Parties

char

N

Side of order

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exempt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

int

N

Indicates the type of product the security is associated with. See also the CFICode (46) and SecurityType (67) fields.

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.4

String

N

Indicates type of security. See also the Product (460) and CFICode (46) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): * Identify the Issuer in the "Issuer" field(06) *** REPLACED values - See "Replaced Features and Supported Approach" *** NOTE: Additional values may be used by mutual agreement of the counterparties)

▶ 95 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
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 (deprecated value, use "TNOTE")
USTB	USTreasuryBillOld	US Treasury Bill (deprecated value, use "TBILL")
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
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
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
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
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes BAN, GAN, etc.
COFO	CertificateOfObligation	Certificate of Obligation
COFP	CertificateOfParticipation	Certificate of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
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
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax & Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
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 (461) can be used to identify if options-based, futures-based, etc.)
NONE	NoSecurityType	No Security Type

FIX.4.4

String

N

Indicates the type of security using ISO 0962 standard, Classification of Financial Instruments (CFI code) values. ISO 0962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (67) fields. It is recommended that CFICode be used instead of SecurityType (67) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 0962 Classification of Financial Instruments (CFI code)"

FIX.4.4

168

EffectiveTime

UTCTimestamp

N

Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

UTCTimestamp

N

Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected.

FIX.4.4

779

LastUpdateTime

UTCTimestamp

N

Timestamp of last update to data item (or creation if no updates made since creation).

FIX.4.4

◈ SettlInstructionsData [Component]

N

The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties

FIX.4.4

172

SettlDeliveryType

int

N

Required if AllocSettlInstType = 1 or 2

▶ 4 enum values

Value	Name	Description
0	Versus	"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1	Free	"Free": Deliver (if Sell) or Receive (if Buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

169

StandInstDbType

int

N

Required if AllocSettlInstType = 3 (should not be populated otherwise)

▶ 5 enum values

Value	Name	Description
0	Other	Other
1	DTCSID	DTC SID
2	ThomsonALERT	Thomson ALERT
3	AGlobalCustodian	A Global Custodian (StandInstDbName (170) must be provided)
4	AccountNet	AccountNet

FIX.4.4

170

StandInstDbName

String

N

Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

171

StandInstDbID

String

N

Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

⟳ DlvyInstGrp [Repeating Group]

N

Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)

FIX.4.4

NumInGroup

N

Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.

FIX.4.4

char

N

Indicates source of Settlement Instructions

▶ 3 enum values

Value	Name	Description
1	BrokerCredit	Broker’s Instructions
2	Institution	Institution’s Instructions
3	Investor	Investor (e.g. CIV use)

FIX.4.4

char

N

Used to indicate whether a delivery instruction is used for securities or cash settlement

▶ 2 enum values

Value	Name	Description
S	Securities	securities
C	Cash	cash

FIX.4.4

⟳ SettlParties [Repeating Group]

N

The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

FIX.4.4

String

N

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

int

N

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

FIX.4.4

⟳ SettlPtysSubGrp [Repeating Group]

N

Repeating group of SettlParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4

String

N

PartySubID value within a settlement parties component. Same values as PartySubID (523)

FIX.4.4

int

N

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

FIX.4.4

end SettlPtysSubGrp

end SettlParties

end DlvyInstGrp

492

PaymentMethod

int

N

A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties

▶ 15 enum values

Value	Name	Description
1	CREST	CREST
2	NSCC	NSCC
3	Euroclear	Euroclear
4	Clearstream	Clearstream
5	Cheque	Cheque
6	TelegraphicTransfer	Telegraphic Transfer
7	FedWire	FedWire
8	DebitCard	Debit Card
9	DirectDebit	Direct Debit (BECS)
10	DirectCredit	Direct Credit (BECS)
11	CreditCard	Credit Card
12	ACHDebit	ACH Debit
13	ACHCredit	ACH Credit
14	BPAY	BPAY
15	HighValueClearingSystem	High Value Clearing System (HVACS)

FIX.4.4

476

PaymentRef

String

N

"Settlement Payment Reference" – A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.

FIX.4.4

488

CardHolderName

String

N

The name of the payment card holder as specified on the card being used for payment.

FIX.4.4

489

CardNumber

String

N

The number of the payment card as specified on the card being used for payment.

FIX.4.4

503

CardStartDate

LocalMktDate

N

The start date of the card as specified on the card being used for payment.

FIX.4.4

490

CardExpDate

LocalMktDate

N

The expiry date of the payment card as specified on the card being used for payment.

FIX.4.4

491

CardIssNum

String

N

The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.

FIX.4.4

504

PaymentDate

LocalMktDate

N

The date written on a cheque or date payment should be submitted to the relevant clearing system.

FIX.4.4

505

PaymentRemitterID

String

N

Identifies sender of a payment, e.g. the payment remitter or a customer reference number.

FIX.4.4

▶

SettlInstructionsData

Block Common

The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties

Tag

Name

Type

Req

Description

Added

172

SettlDeliveryType

int

N

Required if AllocSettlInstType = 1 or 2

▶ 4 enum values

Value	Name	Description
0	Versus	"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1	Free	"Free": Deliver (if Sell) or Receive (if Buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

169

StandInstDbType

int

N

Required if AllocSettlInstType = 3 (should not be populated otherwise)

▶ 5 enum values

Value	Name	Description
0	Other	Other
1	DTCSID	DTC SID
2	ThomsonALERT	Thomson ALERT
3	AGlobalCustodian	A Global Custodian (StandInstDbName (170) must be provided)
4	AccountNet	AccountNet

FIX.4.4

170

StandInstDbName

String

N

Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

171

StandInstDbID

String

N

Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

⟳ DlvyInstGrp [Repeating Group]

N

Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)

FIX.4.4

NumInGroup

N

Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.

FIX.4.4

char

N

Indicates source of Settlement Instructions

▶ 3 enum values

Value	Name	Description
1	BrokerCredit	Broker’s Instructions
2	Institution	Institution’s Instructions
3	Investor	Investor (e.g. CIV use)

FIX.4.4

char

N

Used to indicate whether a delivery instruction is used for securities or cash settlement

▶ 2 enum values

Value	Name	Description
S	Securities	securities
C	Cash	cash

FIX.4.4

⟳ SettlParties [Repeating Group]

N

The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

FIX.4.4

String

N

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

int

N

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

FIX.4.4

⟳ SettlPtysSubGrp [Repeating Group]

N

Repeating group of SettlParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4

String

N

PartySubID value within a settlement parties component. Same values as PartySubID (523)

FIX.4.4

int

N

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

FIX.4.4

end SettlPtysSubGrp

end SettlParties

end DlvyInstGrp

▶

SettlParties

BlockRepeating Common

The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.

Tag	Name	Type	Req	Description	Added
781	NoSettlPartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole	FIX.4.4
782	SettlPartyID	String	N	Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.	FIX.4.4
783	SettlPartyIDSource	char	N	Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.	FIX.4.4
784	SettlPartyRole	int	N	Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.	FIX.4.4
⟳ SettlPtysSubGrp [Repeating Group]			N	Repeating group of SettlParty sub-identifiers.	FIX.4.4
801	NoSettlPartySubIDs	NumInGroup	N	Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries	FIX.4.4
785	SettlPartySubID	String	N	PartySubID value within a settlement parties component. Same values as PartySubID (523)	FIX.4.4
786	SettlPartySubIDType	int	N	Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)	FIX.4.4
end SettlPtysSubGrp

▶

SettlPtysSubGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
801	NoSettlPartySubIDs	NumInGroup	N	Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries	FIX.4.4
785	SettlPartySubID	String	N	PartySubID value within a settlement parties component. Same values as PartySubID (523)	FIX.4.4
786	SettlPartySubIDType	int	N	Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)	FIX.4.4

▶

SideCrossOrdCxlGrp

ImplicitBlockRepeating CrossOrders

Tag

Name

Type

Req

Description

Added

552

NoSides

NumInGroup

Y

Number of Side repeating group instances.

▶ 2 enum values

Value	Name	Description
1	OneSide	one side
2	BothSides	both sides

FIX.4.4

char

Y

Side of order

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exempt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

41

OrigClOrdID

String

Y

ClOrdID () of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.

FIX.4.4

String

Y

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

FIX.4.4

String

N

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

FIX.4.4

583

ClOrdLinkID

String

N

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

FIX.4.4

586

OrigOrdModTime

UTCTimestamp

N

The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. This is provided to support markets similar to Eurex and A/C/E.

FIX.4.4

⟳ Parties [Repeating Group]

N

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
B	BIC	BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary/Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
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
5	ChineseInvestorID	Chinese B Share (Shezhen and Shanghai)
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer Identification Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 37 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
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)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering Trader
37	ContraTrader	Contra Trader
38	PositionAccount	Position Account

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 26 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address (inclusive of street address, location, and postal code)
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18	RegisteredAddress	Registered address
19	FundAccountName	Fund/account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location / Desk
26	PositionAccountType	Position Account Type

FIX.4.4

end PtysSubGrp

end Parties

LocalMktDate

N

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

75

TradeDate

LocalMktDate

N

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

FIX.4.4

◈ OrderQtyData [Component]

Y

The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).

FIX.4.4

Qty

N

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

Qty

N

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

Percentage

N

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

char

N

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

float

N

For CIV - Optional

FIX.4.3

376

ComplianceID

String

N

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

FIX.4.4

String

N

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

FIX.4.4

Length

N

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

FIX.4.4

▶

SideCrossOrdModGrp

ImplicitBlockRepeating CrossOrders

Tag

Name

Type

Req

Description

Added

552

NoSides

NumInGroup

Y

Number of Side repeating group instances.

▶ 2 enum values

Value	Name	Description
1	OneSide	one side
2	BothSides	both sides

FIX.4.4

char

Y

Side of order

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exempt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

String

Y

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

FIX.4.4

String

N

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

FIX.4.4

583

ClOrdLinkID

String

N

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

FIX.4.4

⟳ Parties [Repeating Group]

N

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
B	BIC	BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary/Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
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
5	ChineseInvestorID	Chinese B Share (Shezhen and Shanghai)
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer Identification Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 37 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
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)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering Trader
37	ContraTrader	Contra Trader
38	PositionAccount	Position Account

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 26 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address (inclusive of street address, location, and postal code)
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18	RegisteredAddress	Registered address
19	FundAccountName	Fund/account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location / Desk
26	PositionAccountType	Position Account Type

FIX.4.4

end PtysSubGrp

end Parties

LocalMktDate

N

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

75

TradeDate

LocalMktDate

N

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

FIX.4.4

String

N

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.4.4

int

N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (AlertID)
5	DTCCCode	DTCC code
99	Other	Other (custom or proprietary)

FIX.4.4

int

N

Type of account associated with an order

▶ 7 enum values

Value	Name	Description
1	CarriedCustomerSide	Account is carried on customer Side of Books
2	CarriedNonCustomerSide	Account is carried on non-Customer Side of books
3	HouseTrader	House Trader
4	FloorTrader	Floor Trader
6	CarriedNonCustomerSideCrossMargined	Account is carried on non-customer side of books and is cross margined
7	HouseTraderCrossMargined	Account is house trader and is cross margined
8	JointBackOfficeAccount	Joint Backoffice Account (JBO)

FIX.4.4

589

DayBookingInst

char

N

Indicates whether or not automatic booking can occur.

▶ 3 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")
2	Accumulate	Accumulate

FIX.4.4

590

BookingUnit

char

N

Indicates what constitutes a bookable unit.

▶ 3 enum values

Value	Name	Description
0	EachPartialExecutionIsABookableUnit	Each partial execution is a bookable unit
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

FIX.4.4

591

PreallocMethod

char

N

Indicates the method of preallocation.

▶ 2 enum values

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

FIX.4.4

70

AllocID

String

N

Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int)

FIX.4.4

⟳ PreAllocGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of repeating AllocAccount (79)/AllocPrice (366) entries.

FIX.4.4

String

N

Sub-account mnemonic

FIX.4.4

int

N

Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.

FIX.4.4

Currency

N

Currency code of settlement denomination for a specific AllocAccount (79).

FIX.4.4

String

N

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

FIX.4.4

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

Qty

N

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

FIX.4.4

end PreAllocGrp

int

N

Type of quantity specified in a quantity field

▶ 2 enum values

Value	Name	Description
0	Units	Units (shares, par, currency)
1	Contracts	Contracts (if used - should specify ContractMultiplier (tag 231))

FIX.4.4

◈ OrderQtyData [Component]

Y

The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).

FIX.4.4

Qty

N

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

Qty

N

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

Percentage

N

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

char

N

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

float

N

For CIV - Optional

FIX.4.3

◈ CommissionData [Component]

N

The CommissionDate component block is used to carry commission information such as the type of commission and the rate.

FIX.4.4

Amt

N

Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05.

FIX.4.3

char

N

Commission type

▶ 6 enum values

Value	Name	Description
1	PerUnit	per unit (implying shares, par, currency, etc)
2	Percent	percentage
3	Absolute	absolute (total monetary amount)
4	PercentageWaivedCashDiscount	(for CIV buy orders) percentage waived – cash discount
5	PercentageWaivedEnhancedUnits	(for CIV buy orders) percentage waived – enhanced units
6	PointsPerBondOrContract	points per bond or contract [Supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]

FIX.4.3

Currency

N

For CIV - Optional

FIX.4.3

char

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
Y	Yes	Yes
N	No	No

FIX.4.3

char

N

Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)

▶ 6 enum values

Value	Name	Description
A	Agency	Agency
G	Proprietary	Proprietary
I	Individual	Individual
P	Principal	Principal (Note for CMS purposes, Principal includes Proprietary)
R	RisklessPrincipal	Riskless Principal
W	AgentForOtherMember	Agent for Other Member

FIX.4.4

MultipleValueString

N

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

▶ 10 enum values

Value	Name	Description
1	ProgramTrade	Program Trade
2	IndexArbitrage	Index Arbitrage
3	NonIndexArbitrage	Non-Index Arbitrage
4	CompetingMarketMaker	Competing Market Maker
5	ActingAsMarketMakerOrSpecialistInSecurity	Acting as Market Maker or Specialist in the security
6	ActingAsMarketMakerOrSpecialistInUnderlying	Acting as Market Maker or Specialist in the underlying security of a derivative security
7	ForeignEntity	Foreign Entity (of foreign governmnet or regulatory jurisdiction)
8	ExternalMarketParticipant	External Market Participant
9	ExternalInterConnectedMarketLinkage	External Inter-connected Market Linkage
A	RisklessArbitrage	Riskless Arbitrage

FIX.4.4

582

CustOrderCapacity

int

N

Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

▶ 4 enum values

Value	Name	Description
1	MemberTradingForTheirOwnAccount	Member trading for their own account
2	ClearingFirmTradingForItsProprietaryAccount	Clearing Firm trading for its proprietary account
3	MemberTradingForAnotherMember	Member trading for another member
4	AllOther	All other

FIX.4.4

121

ForexReq

Boolean

N

Indicates request for forex accommodation trade to be executed along with security transaction.

▶ 2 enum values

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

FIX.4.4

Currency

N

Currency code of settlement denomination.

FIX.4.4

775

BookingType

int

N

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).

▶ 3 enum values

Value	Name	Description
0	RegularBooking	Regular booking
1	CFD	CFD (Contract For Difference)
2	TotalReturnSwap	Total return swap

FIX.4.4

String

N

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

FIX.4.4

Length

N

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

FIX.4.4

77

PositionEffect

char

N

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

▶ 4 enum values

Value	Name	Description
O	Open	Open
C	Close	Close
R	Rolled	Rolled
F	FIFO	FIFO

FIX.4.4

203

CoveredOrUncovered

int

N

Used for derivative products, such as options

▶ 2 enum values

Value	Name	Description
0	Covered	Covered
1	Uncovered	Uncovered

FIX.4.4

544

CashMargin

char

N

Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.

▶ 3 enum values

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

FIX.4.4

635

ClearingFeeIndicator

String

N

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX):

▶ 14 enum values

Value	Name	Description
B	CBOEMember	CBOE Member
C	NonMemberAndCustomer	Non-member and Customer
E	EquityMemberAndClearingMember	Equity Member and Clearing Member
F	FullAndAssociateMember	Full and Associate Member trading for own account and as floor Brokers
H	Firms106HAnd106J	106.H and 106.J Firms
I	GIM	GIM, IDEM and COM Membership Interest Holders
L	Lessee106FEmployees	Lessee and 106.F Employees
M	AllOtherOwnershipTypes	All other ownership types
1	FirstYearDelegate	1st year delegate trading for his own account
2	SecondYearDelegate	2nd year delegate trading for his own account
3	ThirdYearDelegate	3rd year delegate trading for his own account
4	FourthYearDelegate	4th year delegate trading for his own account
5	FifthYearDelegate	5th year delegate trading for his own account
9	SixthYearDelegate	6th year and beyond delegate trading for his own account

FIX.4.4

377

SolicitedFlag

Boolean

N

Indicates whether or not the order was solicited.

▶ 2 enum values

Value	Name	Description
Y	WasSolicited	Was solcitied
N	WasNotSolicited	Was not solicited

FIX.4.4

659

SideComplianceID

String

N

ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).

FIX.4.4

▶

SpreadOrBenchmarkCurveData

Block Common

The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.

Tag	Name	Type	Req	Description	Added
218	Spread	PriceOffset	N	For Fixed Income	FIX.4.3
220	BenchmarkCurveCurrency	Currency	N	Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
221	BenchmarkCurveName	String	N	Name of benchmark curve.	FIX.4.3
222	BenchmarkCurvePoint	String	N	Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
662	BenchmarkPrice	Price	N	Specifies the price of the benchmark.	FIX.4.4
663	BenchmarkPriceType	int	N	Must be present if BenchmarkPrice is used.	FIX.4.4
699	BenchmarkSecurityID	String	N	The identifier of the benchmark security, e.g. Treasury against Corporate bond.	FIX.4.4
761	BenchmarkSecurityIDSource	String	N	Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.	FIX.4.4

▶

StandardHeader

Block Session

The standard FIX message header

Tag

Name

Type

Req

Description

Added

8

BeginString

String

Y

FIX.4.4 (Always unencrypted, must be first field in message)

FIX.4.0

9

BodyLength

Length

Y

(Always unencrypted, must be second field in message)

FIX.4.0

35

MsgType

String

Y

(Always unencrypted, must be third field in message)

▶ 93 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	Logon	Logon
B	News	News
C	Email	Email
D	NewOrderSingle	Order – Single
E	NewOrderList	Order – List
F	OrderCancelRequest	Order Cancel Request
G	OrderCancelReplaceRequest	Order Cancel/Replace Request
H	OrderStatusRequest	Order Status Request
J	AllocationInstruction	Allocation Instruction
K	ListCancelRequest	List Cancel Request
L	ListExecute	List Execute
M	ListStatusRequest	List Status Request
N	ListStatus	List Status
P	AllocationInstructionAck	Allocation Instruction Ack
Q	DontKnowTrade	Don’t Know Trade (DK)
R	QuoteRequest	Quote Request
S	Quote	Quote
T	SettlementInstructions	Settlement Instructions
V	MarketDataRequest	Market Data Request
W	MarketDataSnapshotFullRefresh	Market Data-Snapshot/Full Refresh
X	MarketDataIncrementalRefresh	Market Data-Incremental Refresh
Y	MarketDataRequestReject	Market Data Request Reject
Z	QuoteCancel	Quote Cancel
a	QuoteStatusRequest	Quote Status Request
b	MassQuoteAcknowledgement	Mass Quote Acknowledgement
c	SecurityDefinitionRequest	Security Definition Request
d	SecurityDefinition	Security Definition
e	SecurityStatusRequest	Security Status Request
f	SecurityStatus	Security Status
g	TradingSessionStatusRequest	Trading Session Status Request
h	TradingSessionStatus	Trading Session Status
i	MassQuote	Mass Quote
j	BusinessMessageReject	Business Message Reject
k	BidRequest	Bid Request
l	BidResponse	Bid Response (lowercase L)
m	ListStrikePrice	List Strike Price
n	XMLNonFIX	XML message (e.g. non-FIX MsgType)
o	RegistrationInstructions	Registration Instructions
p	RegistrationInstructionsResponse	Registration Instructions Response
q	OrderMassCancelRequest	Order Mass Cancel Request
r	OrderMassCancelReport	Order Mass Cancel Report
s	NewOrderCross	New Order - Cross
t	CrossOrderCancelReplaceRequest	Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)
u	CrossOrderCancelRequest	Cross Order Cancel Request
v	SecurityTypeRequest	Security Type Request
w	SecurityTypes	Security Types
x	SecurityListRequest	Security List Request
y	SecurityList	Security List
z	DerivativeSecurityListRequest	Derivative Security List Request
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
AJ	QuoteResponse	Quote Response
AK	Confirmation	Confirmation
AL	PositionMaintenanceRequest	Position Maintenance Request
AM	PositionMaintenanceReport	Position Maintenance Report
AN	RequestForPositions	Request For Positions
AO	RequestForPositionsAck	Request For Positions Ack
AP	PositionReport	Position Report
AQ	TradeCaptureReportRequestAck	Trade Capture Report Request Ack
AR	TradeCaptureReportAck	Trade Capture Report Ack
AS	AllocationReport	Allocation Report (aka Allocation Claim)
AT	AllocationReportAck	Allocation Report Ack (aka Allocation Claim Ack)
AU	ConfirmationAck	Confirmation Ack (aka Affirmation)
AV	SettlementInstructionRequest	Settlement Instruction Request
AW	AssignmentReport	Assignment Report
AX	CollateralRequest	Collateral Request
AY	CollateralAssignment	Collateral Assignment
AZ	CollateralResponse	Collateral Response
BA	CollateralReport	Collateral Report
BB	CollateralInquiry	Collateral Inquiry
BC	NetworkCounterpartySystemStatusRequest	Network (Counterparty System) Status Request
BD	NetworkCounterpartySystemStatusResponse	Network (Counterparty System) Status Response
BE	UserRequest	User Request
BF	UserResponse	User Response
BG	CollateralInquiryAck	Collateral Inquiry Ack
BH	ConfirmationRequest	Confirmation Request

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

SeqNum

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
Y	PossibleDuplicate	Possible duplicate
N	OriginalTransmission	Original transmission

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
Y	PossibleResend	Possible resend
N	OriginalTransmission	Original transmission

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
ISO-2022-JP	ISO2022JP	JIS
EUC-JP	EUCJP	EUC
Shift_JIS	ShiftJIS	for using SJIS
UTF-8	UTF8	Unicode

FIX.4.2

369

LastMsgSeqNumProcessed

SeqNum

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

◈ Hop [Component]

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.4.4

627

NoHops

NumInGroup

N

Number of HopCompID entries in repeating group.

FIX.4.4

628

HopCompID

String

N

Assigned value used to identify the 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. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used.

FIX.4.4

629

HopSendingTime

UTCTimestamp

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. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used.

FIX.4.4

630

HopRefID

SeqNum

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. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used.

FIX.4.4

▶

StandardTrailer

Block Session

The standard FIX message trailer

Tag	Name	Type	Req	Description	Added
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

▶

Stipulations

BlockRepeating Common

The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 50 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	AMT (y/n)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (y/n)
BGNCON	BargainConditions	Bargain Conditions– see (234) for values
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation discount
INSURED	Insured	Insured (y/n)
ISSUE	IssueDate	Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer’s ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year and Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINQTY	MinimumQuantity	Minimum quantity
MININCR	MinimumIncrement	Minimum increment
MINDNOM	MinimumDenomination	Minimum denomination
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPM	PoolsPerMillion	Pools per Million
PPL	PoolsPerLot	Pools per Lot
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (y/n)
SECTOR	MarketSector	Market sector
SECTYPE	SecurityTypeIncludedOrExcluded	SecurityType included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon: value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age: value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity : value in months (exact or range)
WHOLE	WholePool	Whole Pool (y/n)
YIELD	YieldRange	Yield range

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

▶

TrdAllocGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
78	NoAllocs	NumInGroup	N	Number of repeating AllocAccount (79)/AllocPrice (366) entries.	FIX.4.4
79	AllocAccount	String	N	Sub-account mnemonic	FIX.4.4
661	AllocAcctIDSource	int	N	Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.	FIX.4.4
736	AllocSettlCurrency	Currency	N	Currency code of settlement denomination for a specific AllocAccount (79).	FIX.4.4
467	IndividualAllocID	String	N	Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).	FIX.4.4
⟳ NestedParties2 [Repeating Group]			N	The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.	FIX.4.4
756	NoNested2PartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole	FIX.4.4
757	Nested2PartyID	String	N	Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
758	Nested2PartyIDSource	char	N	Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
759	Nested2PartyRole	int	N	Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.	FIX.4.4
⟳ NstdPtys2SubGrp [Repeating Group]			N	Repeating group of Nested2Party sub-identifiers.	FIX.4.4
806	NoNested2PartySubIDs	NumInGroup	N	Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.	FIX.4.4
760	Nested2PartySubID	String	N	PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
807	Nested2PartySubIDType	int	N	Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtys2SubGrp
end NestedParties2
80	AllocQty	Qty	N	Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)	FIX.4.4

▶

TrdCapDtGrp

ImplicitBlockRepeating TradeCapture

Tag	Name	Type	Req	Description	Added
580	NoDates	NumInGroup	N	Number of Date fields provided in date range	FIX.4.4
75	TradeDate	LocalMktDate	N	Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).	FIX.4.4
60	TransactTime	UTCTimestamp	N	Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")	FIX.4.4

▶

TrdCapRptSideGrp

ImplicitBlockRepeating TradeCapture

Tag

Name

Type

Req

Description

Added

552

NoSides

NumInGroup

Y

Number of Side repeating group instances.

▶ 2 enum values

Value	Name	Description
1	OneSide	one side
2	BothSides	both sides

FIX.4.4

char

Y

Side of order

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exempt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

37

OrderID

String

Y

Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.

FIX.4.4

198

SecondaryOrderID

String

N

Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.

FIX.4.4

String

N

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

FIX.4.4

String

N

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

FIX.4.4

66

ListID

String

N

Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.

FIX.4.4

⟳ Parties [Repeating Group]

N

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
B	BIC	BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary/Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
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
5	ChineseInvestorID	Chinese B Share (Shezhen and Shanghai)
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer Identification Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 37 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
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)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering Trader
37	ContraTrader	Contra Trader
38	PositionAccount	Position Account

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 26 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address (inclusive of street address, location, and postal code)
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18	RegisteredAddress	Registered address
19	FundAccountName	Fund/account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location / Desk
26	PositionAccountType	Position Account Type

FIX.4.4

end PtysSubGrp

end Parties

String

N

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.4.4

int

N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (AlertID)
5	DTCCCode	DTCC code
99	Other	Other (custom or proprietary)

FIX.4.4

int

N

Type of account associated with an order

▶ 7 enum values

Value	Name	Description
1	CarriedCustomerSide	Account is carried on customer Side of Books
2	CarriedNonCustomerSide	Account is carried on non-Customer Side of books
3	HouseTrader	House Trader
4	FloorTrader	Floor Trader
6	CarriedNonCustomerSideCrossMargined	Account is carried on non-customer side of books and is cross margined
7	HouseTraderCrossMargined	Account is house trader and is cross margined
8	JointBackOfficeAccount	Joint Backoffice Account (JBO)

FIX.4.4

81

ProcessCode

char

N

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.

▶ 7 enum values

Value	Name	Description
0	Regular	regular
1	SoftDollar	soft dollar
2	StepIn	step-in
3	StepOut	step-out
4	SoftDollarStepIn	soft-dollar step-in
5	SoftDollarStepOut	soft-dollar step-out
6	PlanSponsor	plan sponsor

FIX.4.4

575

OddLot

Boolean

N

This trade is to be treated as an odd lot

▶ 2 enum values

Value	Name	Description
Y	TreatAsOddLot	treat as odd lot
N	TreatAsRoundLot	treat as round lot

FIX.4.4

⟳ ClrInstGrp [Repeating Group]

N

FIX.4.4

576

NoClearingInstructions

NumInGroup

N

Number of clearing instructions

FIX.4.4

577

ClearingInstruction

int

N

Eligibility of this trade for clearing and central counterparty processing

▶ 14 enum values

Value	Name	Description
0	ProcessNormally	process normally
1	ExcludeFromAllNetting	exclude from all netting
2	BilateralNettingOnly	bilateral netting only
3	ExClearing	ex clearing
4	SpecialTrade	special trade
5	MultilateralNetting	multilateral netting
6	ClearAgainstCentralCounterparty	clear against central counterparty
7	ExcludeFromCentralCounterparty	exclude from central counterparty
8	ManualMode	Manual mode (pre-posting and/or pre-giveup)
9	AutomaticPostingMode	Automatic posting mode (trade posting to the position account number specified)
10	AutomaticGiveUpMode	Automatic give-up mode (trade give-up to the give-up destination number specified)
11	QualifiedServiceRepresentativeQSR	Qualified Service Representative (QSR) -
12	CustomerTrade	Customer Trade
13	SelfClearing	Self clearing

FIX.4.4

end ClrInstGrp

578

TradeInputSource

String

N

Type of input device or system from which the trade was entered.

FIX.4.4

579

TradeInputDevice

String

N

Specific device number, terminal number or station where trade was entered

FIX.4.4

821

OrderInputDevice

String

N

Specific device number, terminal number or station where order was entered

FIX.4.4

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

376

ComplianceID

String

N

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

FIX.4.4

377

SolicitedFlag

Boolean

N

Indicates whether or not the order was solicited.

▶ 2 enum values

Value	Name	Description
Y	WasSolicited	Was solcitied
N	WasNotSolicited	Was not solicited

FIX.4.4

char

N

Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)

▶ 6 enum values

Value	Name	Description
A	Agency	Agency
G	Proprietary	Proprietary
I	Individual	Individual
P	Principal	Principal (Note for CMS purposes, Principal includes Proprietary)
R	RisklessPrincipal	Riskless Principal
W	AgentForOtherMember	Agent for Other Member

FIX.4.4

MultipleValueString

N

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

▶ 10 enum values

Value	Name	Description
1	ProgramTrade	Program Trade
2	IndexArbitrage	Index Arbitrage
3	NonIndexArbitrage	Non-Index Arbitrage
4	CompetingMarketMaker	Competing Market Maker
5	ActingAsMarketMakerOrSpecialistInSecurity	Acting as Market Maker or Specialist in the security
6	ActingAsMarketMakerOrSpecialistInUnderlying	Acting as Market Maker or Specialist in the underlying security of a derivative security
7	ForeignEntity	Foreign Entity (of foreign governmnet or regulatory jurisdiction)
8	ExternalMarketParticipant	External Market Participant
9	ExternalInterConnectedMarketLinkage	External Inter-connected Market Linkage
A	RisklessArbitrage	Riskless Arbitrage

FIX.4.4

582

CustOrderCapacity

int

N

Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

▶ 4 enum values

Value	Name	Description
1	MemberTradingForTheirOwnAccount	Member trading for their own account
2	ClearingFirmTradingForItsProprietaryAccount	Clearing Firm trading for its proprietary account
3	MemberTradingForAnotherMember	Member trading for another member
4	AllOther	All other

FIX.4.4

char

N

Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

▶ 17 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop
4	StopLimit	Stop limit
6	WithOrWithout	With or without
7	LimitOrBetter	Limit or better (Deprecated)
8	LimitWithOrWithout	Limit with or without
9	OnBasis	On basis
D	PreviouslyQuoted	Previously quoted
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

FIX.4.4

MultipleValueString

N

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

▶ 40 enum values

Value	Name	Description
1	NotHeld	Not held
2	Work	Work
3	GoAlong	Go along
4	OverTheDay	Over the day
5	Held	Held
6	ParticipateDoNotInitiate	Participate don't initiate
7	StrictScale	Strict scale
8	TryToScale	Try to scale
9	StayOnBidSide	Stay on bidside
0	StayOnOfferSide	Stay on offerside
A	NoCross	No cross (cross is forbidden)
B	OKToCross	OK to cross
C	CallFirst	Call first
D	PercentOfVolume	Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
E	DoNotIncrease	Do not increase - DNI
F	DoNotReduce	Do not reduce - DNR
G	AllOrNone	All or none - AON
H	ReinstateOnSystemFailure	Reinstate on System Failure (mutually exclusive with Q)
I	InstitutionsOnly	Institutions only
J	ReinstateOnTradingHalt	Reinstate on Trading Halt (mutually exclusive with K)
K	CancelOnTradingHalt	Cancel on Trading Halt (mutually exclusive with L)
L	LastPeg	Last peg (last sale)
M	MidPricePeg	Mid-price peg (midprice of inside quote)
N	NonNegotiable	Non-negotiable
O	OpeningPeg	Opening peg
P	MarketPeg	Market peg
Q	CancelOnSystemFailure	Cancel on System Failure (mutually exclusive with H)
R	PrimaryPeg	Primary peg (primary market - buy at bid/sell at offer)
S	Suspend	Suspend
U	CustomerDisplayInstruction	Customer Display Instruction (Rule11Ac1-1/4)
V	Netting	Netting (for Forex)
W	PegToVWAP	Peg to VWAP
X	TradeAlong	Trade Along
Y	TryToStop	Try to Stop
Z	CancelIfNotBest	Cancel if Not Best
a	TrailingStopPeg	Trailing Stop Peg
b	StrictLimit	Strict Limit (No Price Improvement)
c	IgnorePriceValidityChecks	Ignore Price Validity Checks
d	PegToLimitPrice	Peg to Limit Price
e	WorkToTargetStrategy	Work to Target Strategy

FIX.4.4

483

TransBkdTime

UTCTimestamp

N

For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.

FIX.4.4

String

N

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.4

String

N

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.4

943

TimeBracket

String

N

A code that represents a time interval in which a fill or trade occurred. Required for US futures markets.

FIX.4.4

◈ CommissionData [Component]

N

The CommissionDate component block is used to carry commission information such as the type of commission and the rate.

FIX.4.4

Amt

N

Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05.

FIX.4.3

char

N

Commission type

▶ 6 enum values

Value	Name	Description
1	PerUnit	per unit (implying shares, par, currency, etc)
2	Percent	percentage
3	Absolute	absolute (total monetary amount)
4	PercentageWaivedCashDiscount	(for CIV buy orders) percentage waived – cash discount
5	PercentageWaivedEnhancedUnits	(for CIV buy orders) percentage waived – enhanced units
6	PointsPerBondOrContract	points per bond or contract [Supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]

FIX.4.3

Currency

N

For CIV - Optional

FIX.4.3

char

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
Y	Yes	Yes
N	No	No

FIX.4.3

381

GrossTradeAmt

Amt

N

Total amount traded (e.g. CumQty (4) * AvgPx (6)) expressed in units of currency.

FIX.4.4

157

NumDaysInterest

int

N

Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.

FIX.4.4

230

ExDate

LocalMktDate

N

The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

158

AccruedInterestRate

Percentage

N

The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.

FIX.4.4

159

AccruedInterestAmt

Amt

N

Amount of Accrued Interest for convertible bonds and fixed income

FIX.4.4

738

InterestAtMaturity

Amt

N

Amount of interest (i.e. lump-sum) at maturity.

FIX.4.4

920

EndAccruedInterestAmt

Amt

N

Accrued Interest Amount applicable to a financing transaction on the End Date.

FIX.4.4

921

StartCash

Amt

N

Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.

FIX.4.4

922

EndCash

Amt

N

Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.

FIX.4.4

238

Concession

Amt

N

Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.4

237

TotalTakedown

Amt

N

The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.4

118

NetMoney

Amt

N

Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.

FIX.4.4

119

SettlCurrAmt

Amt

N

Total amount due expressed in settlement currency (includes the effect of the forex transaction)

FIX.4.4

Currency

N

Currency code of settlement denomination.

FIX.4.4

155

SettlCurrFxRate

float

N

Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20)

FIX.4.4

156

SettlCurrFxRateCalc

char

N

Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided

▶ 2 enum values

Value	Name	Description
M	Multiply	Multiply
D	Divide	Divide

FIX.4.4

77

PositionEffect

char

N

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

▶ 4 enum values

Value	Name	Description
O	Open	Open
C	Close	Close
R	Rolled	Rolled
F	FIFO	FIFO

FIX.4.4

String

N

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

FIX.4.4

Length

N

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

FIX.4.4

SideMultiLegReportingType

data

N

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

FIX.4.4

752

int

N

Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security

▶ 3 enum values

Value	Name	Description
1	SingleSecurity	Single Security (default if not specified)
2	IndividualLegOfAMultilegSecurity	Individual leg of a multi-leg security
3	MultilegSecurity	Multi-leg security

FIX.4.4

⟳ ContAmtGrp [Repeating Group]

N

FIX.4.4

518

NoContAmts

NumInGroup

N

The number of Contract Amount details on an Execution Report message

FIX.4.4

519

ContAmtType

int

N

Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3.

▶ 15 enum values

Value	Name	Description
1	CommissionAmount	Commission Amount (actual)
2	CommissionPercent	Commission % (actual)
3	InitialChargeAmount	Initial Charge Amount
4	InitialChargePercent	Initial Charge %
5	DiscountAmount	Discount Amount
6	DiscountPercent	Discount %
7	DilutionLevyAmount	Dilution Levy Amount
8	DilutionLevyPercent	Dilution Levy %
9	ExitChargeAmount	Exit Charge Amount
10	ExitChargePercent	Exit Charge %
11	FundBasedRenewalCommissionPercent	Fund-based Renewal Commission % (a.k.a. Trail commission)
12	ProjectedFundValue	Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value)
13	FundBasedRenewalCommissionOnOrder	Fund-based Renewal Commission Amount (based on Order value)
14	FundBasedRenewalCommissionOnFund	Fund-based Renewal Commission Amount (based on Projected Fund value)
15	NetSettlementAmount	Net Settlement Amount

FIX.4.4

520

ContAmtValue

float

N

Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (59).

FIX.4.4

521

ContAmtCurr

Currency

N

Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".

FIX.4.4

end ContAmtGrp

⟳ Stipulations [Repeating Group]

N

The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.

FIX.4.4

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 50 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	AMT (y/n)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (y/n)
BGNCON	BargainConditions	Bargain Conditions– see (234) for values
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation discount
INSURED	Insured	Insured (y/n)
ISSUE	IssueDate	Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer’s ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year and Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINQTY	MinimumQuantity	Minimum quantity
MININCR	MinimumIncrement	Minimum increment
MINDNOM	MinimumDenomination	Minimum denomination
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPM	PoolsPerMillion	Pools per Million
PPL	PoolsPerLot	Pools per Lot
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (y/n)
SECTOR	MarketSector	Market sector
SECTYPE	SecurityTypeIncludedOrExcluded	SecurityType included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon: value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age: value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity : value in months (exact or range)
WHOLE	WholePool	Whole Pool (y/n)
YIELD	YieldRange	Yield range

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

end Stipulations

⟳ MiscFeesGrp [Repeating Group]

N

FIX.4.4

136

NoMiscFees

NumInGroup

N

Number of repeating groups of miscellaneous fees

FIX.4.4

137

MiscFeeAmt

Amt

N

Miscellaneous fee value

FIX.4.4

138

MiscFeeCurr

Currency

N

Currency of miscellaneous fee

FIX.4.4

139

MiscFeeType

char

N

Indicates type of miscellaneous fee

▶ 12 enum values

Value	Name	Description
1	Regulatory	Regulatory (e.g. SEC)
2	Tax	Tax
3	LocalCommission	Local Commission
4	ExchangeFees	Exchange Fees
5	Stamp	Stamp
6	Levy	Levy
7	Other	Other
8	Markup	Markup
9	ConsumptionTax	Consumption Tax
10	PerTransaction	Per transaction
11	Conversion	Conversion
12	Agent	Agent

FIX.4.4

891

MiscFeeBasis

int

N

Defines the unit for a miscellaneous fee.

▶ 3 enum values

Value	Name	Description
0	Absolute	Absolute
1	PerUnit	Per unit
2	Percentage	Percentage

FIX.4.4

end MiscFeesGrp

825

ExchangeRule

String

N

Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade.

FIX.4.4

826

TradeAllocIndicator

int

N

Identifies how the trade is to be allocated

▶ 3 enum values

Value	Name	Description
0	AllocationNotRequired	Allocation not required
1	AllocationRequired	Allocation required (give up trade) allocation information not provided (incomplete)
2	UseAllocationProvidedWithTheTrade	Use allocation provided with the trade

FIX.4.4

591

PreallocMethod

char

N

Indicates the method of preallocation.

▶ 2 enum values

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

FIX.4.4

70

AllocID

String

N

Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int)

FIX.4.4

⟳ TrdAllocGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of repeating AllocAccount (79)/AllocPrice (366) entries.

FIX.4.4

String

N

Sub-account mnemonic

FIX.4.4

int

N

Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.

FIX.4.4

Currency

N

Currency code of settlement denomination for a specific AllocAccount (79).

FIX.4.4

String

N

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

FIX.4.4

⟳ NestedParties2 [Repeating Group]

N

The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

756

NoNested2PartyIDs

NumInGroup

N

Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole

FIX.4.4

757

Nested2PartyID

String

N

Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

758

Nested2PartyIDSource

char

N

Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

759

Nested2PartyRole

int

N

Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.

FIX.4.4

⟳ NstdPtys2SubGrp [Repeating Group]

N

Repeating group of Nested2Party sub-identifiers.

FIX.4.4

806

NoNested2PartySubIDs

NumInGroup

N

Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.

FIX.4.4

760

Nested2PartySubID

String

N

PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)

FIX.4.4

807

Nested2PartySubIDType

int

N

Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtys2SubGrp

end NestedParties2

Qty

N

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

FIX.4.4

end TrdAllocGrp

▶

TrdCollGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
897	NoTrades	NumInGroup	N	Number of trades in repeating group.	FIX.4.4
571	TradeReportID	String	N	Unique identifier of trade capture report	FIX.4.4
818	SecondaryTradeReportID	String	N	Secondary trade report identifier - can be used to associate an additional identifier with a trade.	FIX.4.4

▶

TrdInstrmtLegGrp

ImplicitBlockRepeating TradeCapture

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of InstrumentLeg repeating group instances.

FIX.4.4

◈ InstrumentLeg [Component]

N

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIX.4.4

String

N

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security’s Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s CFICode. See CFICode (46) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityType. See SecurityType (67) field for description

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

int

N

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

564

LegPositionEffect

char

N

PositionEffect for leg of a multileg See PositionEffect (77) field for description

FIX.4.4

565

LegCoveredOrUncovered

int

N

CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description

FIX.4.4

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

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

FIX.4.3

String

N

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

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

654

LegRefID

String

N

Unique indicator for a specific leg.

FIX.4.4

566

LegPrice

Price

N

Price for leg of a multileg See Price (44) field for description

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Refer to description for SettlDate[64]

FIX.4.4

637

LegLastPx

Price

N

Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values

FIX.4.4

▶

TrdRegTimestamps

BlockRepeating Common

The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.

Tag

Name

Type

Req

Description

Added

768

NoTrdRegTimestamps

NumInGroup

N

Number of TrdRegTimestamp (769) entries

FIX.4.4

769

TrdRegTimestamp

UTCTimestamp

N

Required if NoTrdRegTimestamps > 1

FIX.4.4

770

TrdRegTimestampType

int

N

Required if NoTrdRegTimestamps > 1

▶ 5 enum values

Value	Name	Description
1	ExecutionTime	Execution Time
2	TimeIn	Time In
3	TimeOut	Time Out
4	BrokerReceipt	Broker Receipt
5	BrokerExecution	Broker Execution

FIX.4.4

771

TrdRegTimestampOrigin

String

N

Optional

FIX.4.4

▶

TrdgSesGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
386	NoTradingSessions	NumInGroup	N	Number of TradingSessionIDs (336) in repeating group.	FIX.4.4
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", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).	FIX.4.4
625	TradingSessionSubID	String	N	Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.	FIX.4.4

▶

UndInstrmtCollGrp

ImplicitBlockRepeating CollateralManagement

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of underlying legs that make up the security.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

FIX.4.4

String

N

Underlying security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security’s Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security’s CFICode. Valid values: see CFICode (46)field

FIX.4.3

String

N

Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-

FIX.4.3

String

N

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security’s maturity date. See MaturityDate (54) field for description

FIX.4.3

int

N

Underlying security’s PutOrCall. See PutOrCall field for description

FIX.4.3

LocalMktDate

N

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Underlying security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Underlying security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security’s Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

944

CollAction

int

N

Action proposed for an Underlying Instrument instance

▶ 3 enum values

Value	Name	Description
0	Retain	Retain
1	Add	Add
2	Remove	Remove

FIX.4.4

▶

UndInstrmtGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
711	NoUnderlyings	NumInGroup	N	Number of underlying legs that make up the security.	FIX.4.4
◈ UnderlyingInstrument [Component]			N	The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.	FIX.4.4
311	UnderlyingSymbol	String	N	Underlying security’s Symbol. See Symbol (55) field for description	FIX.4.3
312	UnderlyingSymbolSfx	String	N	Underlying security’s SymbolSfx. See SymbolSfx (65) field for description	FIX.4.3
309	UnderlyingSecurityID	String	N	Underlying security’s SecurityID. See SecurityID (48) field for description	FIX.4.3
305	UnderlyingSecurityIDSource	String	N	Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field	FIX.4.3
⟳ UndSecAltIDGrp [Repeating Group]			N		FIX.4.4
457	NoUnderlyingSecurityAltID	NumInGroup	N	Number of UnderlyingSecurityAltID (458) entries.	FIX.4.4
458	UnderlyingSecurityAltID	String	N	Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.	FIX.4.4
459	UnderlyingSecurityAltIDSource	String	N	Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field	FIX.4.4
end UndSecAltIDGrp
462	UnderlyingProduct	int	N	Underlying security’s Product. Valid values: see Product(460) field	FIX.4.3
463	UnderlyingCFICode	String	N	Underlying security’s CFICode. Valid values: see CFICode (46)field	FIX.4.3
310	UnderlyingSecurityType	String	N	Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-	FIX.4.3
763	UnderlyingSecuritySubType	String	N	Underlying security’s SecuritySubType. See SecuritySubType (762) field for description	FIX.4.4
313	UnderlyingMaturityMonthYear	MonthYear	N	Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description	FIX.4.3
542	UnderlyingMaturityDate	LocalMktDate	N	Underlying security’s maturity date. See MaturityDate (54) field for description	FIX.4.3
315	UnderlyingPutOrCall	int	N	Underlying security’s PutOrCall. See PutOrCall field for description	FIX.4.3
241	UnderlyingCouponPaymentDate	LocalMktDate	N	Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
242	UnderlyingIssueDate	LocalMktDate	N	Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
243	UnderlyingRepoCollateralSecurityType	String	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
244	UnderlyingRepurchaseTerm	int	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
245	UnderlyingRepurchaseRate	Percentage	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
246	UnderlyingFactor	float	N	Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
256	UnderlyingCreditRating	String	N	Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
595	UnderlyingInstrRegistry	String	N	Underlying security’s InstrRegistry. See InstrRegistry (543) field for description	FIX.4.3
592	UnderlyingCountryOfIssue	Country	N	Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description	FIX.4.3
593	UnderlyingStateOrProvinceOfIssue	String	N	Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description	FIX.4.3
594	UnderlyingLocaleOfIssue	String	N	Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description	FIX.4.3
247	UnderlyingRedemptionDate	LocalMktDate	N	(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)	FIX.4.3
316	UnderlyingStrikePrice	Price	N	Underlying security’s StrikePrice. See StrikePrice (202) field for description	FIX.4.3
941	UnderlyingStrikeCurrency	Currency	N	Currency in which the strike price of an underlying instrument is denominated	FIX.4.4
317	UnderlyingOptAttribute	char	N	Underlying security’s OptAttribute. See OptAttribute (206) field for description	FIX.4.3
436	UnderlyingContractMultiplier	float	N	Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description	FIX.4.3
435	UnderlyingCouponRate	Percentage	N	Underlying security’s CouponRate. See CouponRate (223) field for description	FIX.4.3
308	UnderlyingSecurityExchange	Exchange	N	Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)	FIX.4.3
306	UnderlyingIssuer	String	N	Underlying security’s Issuer. See Issuer (06) field for description	FIX.4.3
362	EncodedUnderlyingIssuerLen	Length	N	Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.	FIX.4.3
363	EncodedUnderlyingIssuer	data	N	Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.	FIX.4.3
307	UnderlyingSecurityDesc	String	N	Underlying security’s SecurityDesc. See SecurityDesc (07) field for description	FIX.4.3
364	EncodedUnderlyingSecurityDescLen	Length	N	Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.	FIX.4.3
365	EncodedUnderlyingSecurityDesc	data	N	Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.	FIX.4.3
877	UnderlyingCPProgram	String	N	The program under which the underlying commercial paper is issued	FIX.4.4
878	UnderlyingCPRegType	String	N	The registration type of the underlying commercial paper issuance	FIX.4.4
318	UnderlyingCurrency	Currency	N	Specific to the <UnderlyingInstrument> (not in <Instrument>)	FIX.4.4
879	UnderlyingQty	Qty	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)	FIX.4.4
810	UnderlyingPx	Price	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.	FIX.4.4
882	UnderlyingDirtyPrice	Price	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest	FIX.4.4
883	UnderlyingEndPrice	Price	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.	FIX.4.4
884	UnderlyingStartValue	Amt	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement	FIX.4.4
885	UnderlyingCurrentValue	Amt	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral	FIX.4.4
886	UnderlyingEndValue	Amt	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement	FIX.4.4
⟳ UnderlyingStipulations [Repeating Group]			N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block	FIX.4.4
887	NoUnderlyingStips	NumInGroup	N	Number of underlying stipulation entries	FIX.4.4
888	UnderlyingStipType	String	N	Required if NoUnderlyingStips >0	FIX.4.4
889	UnderlyingStipValue	String	N	Value of stipulation. Same values as StipulationValue (234)	FIX.4.4
end UnderlyingStipulations

▶

UndInstrmtStrkPxGrp

ImplicitBlockRepeating ProgramTrading

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of underlying legs that make up the security.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

FIX.4.4

String

N

Underlying security’s Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security’s SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security’s Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security’s CFICode. Valid values: see CFICode (46)field

FIX.4.3

String

N

Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-

FIX.4.3

String

N

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security’s maturity date. See MaturityDate (54) field for description

FIX.4.3

int

N

Underlying security’s PutOrCall. See PutOrCall field for description

FIX.4.3

LocalMktDate

N

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

int

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

Percentage

N

(Deprecated, not applicable/used for Repos)

FIX.4.3

float

N

Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

FIX.4.3

Price

N

Underlying security’s StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security’s OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

Percentage

N

Underlying security’s CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security’s Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security’s SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Price

N

Previous closing price of security.

FIX.4.4

String

N

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

FIX.4.4

String

N

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

FIX.4.4

char

N

Side of order

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exempt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

Y

Price per unit of quantity (e.g. per share)

FIX.4.4

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

String

N

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

FIX.4.4

Length

N

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

FIX.4.4

▶

UndSecAltIDGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
457	NoUnderlyingSecurityAltID	NumInGroup	N	Number of UnderlyingSecurityAltID (458) entries.	FIX.4.4
458	UnderlyingSecurityAltID	String	N	Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.	FIX.4.4
459	UnderlyingSecurityAltIDSource	String	N	Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field	FIX.4.4

▶

UnderlyingInstrument

Block Common

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

Tag	Name	Type	Req	Description	Added
311	UnderlyingSymbol	String	N	Underlying security’s Symbol. See Symbol (55) field for description	FIX.4.3
312	UnderlyingSymbolSfx	String	N	Underlying security’s SymbolSfx. See SymbolSfx (65) field for description	FIX.4.3
309	UnderlyingSecurityID	String	N	Underlying security’s SecurityID. See SecurityID (48) field for description	FIX.4.3
305	UnderlyingSecurityIDSource	String	N	Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field	FIX.4.3
⟳ UndSecAltIDGrp [Repeating Group]			N		FIX.4.4
457	NoUnderlyingSecurityAltID	NumInGroup	N	Number of UnderlyingSecurityAltID (458) entries.	FIX.4.4
458	UnderlyingSecurityAltID	String	N	Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.	FIX.4.4
459	UnderlyingSecurityAltIDSource	String	N	Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field	FIX.4.4
end UndSecAltIDGrp
462	UnderlyingProduct	int	N	Underlying security’s Product. Valid values: see Product(460) field	FIX.4.3
463	UnderlyingCFICode	String	N	Underlying security’s CFICode. Valid values: see CFICode (46)field	FIX.4.3
310	UnderlyingSecurityType	String	N	Underlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-	FIX.4.3
763	UnderlyingSecuritySubType	String	N	Underlying security’s SecuritySubType. See SecuritySubType (762) field for description	FIX.4.4
313	UnderlyingMaturityMonthYear	MonthYear	N	Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description	FIX.4.3
542	UnderlyingMaturityDate	LocalMktDate	N	Underlying security’s maturity date. See MaturityDate (54) field for description	FIX.4.3
315	UnderlyingPutOrCall	int	N	Underlying security’s PutOrCall. See PutOrCall field for description	FIX.4.3
241	UnderlyingCouponPaymentDate	LocalMktDate	N	Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
242	UnderlyingIssueDate	LocalMktDate	N	Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
243	UnderlyingRepoCollateralSecurityType	String	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
244	UnderlyingRepurchaseTerm	int	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
245	UnderlyingRepurchaseRate	Percentage	N	(Deprecated, not applicable/used for Repos)	FIX.4.3
246	UnderlyingFactor	float	N	Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
256	UnderlyingCreditRating	String	N	Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
595	UnderlyingInstrRegistry	String	N	Underlying security’s InstrRegistry. See InstrRegistry (543) field for description	FIX.4.3
592	UnderlyingCountryOfIssue	Country	N	Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description	FIX.4.3
593	UnderlyingStateOrProvinceOfIssue	String	N	Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description	FIX.4.3
594	UnderlyingLocaleOfIssue	String	N	Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description	FIX.4.3
247	UnderlyingRedemptionDate	LocalMktDate	N	(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)	FIX.4.3
316	UnderlyingStrikePrice	Price	N	Underlying security’s StrikePrice. See StrikePrice (202) field for description	FIX.4.3
941	UnderlyingStrikeCurrency	Currency	N	Currency in which the strike price of an underlying instrument is denominated	FIX.4.4
317	UnderlyingOptAttribute	char	N	Underlying security’s OptAttribute. See OptAttribute (206) field for description	FIX.4.3
436	UnderlyingContractMultiplier	float	N	Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description	FIX.4.3
435	UnderlyingCouponRate	Percentage	N	Underlying security’s CouponRate. See CouponRate (223) field for description	FIX.4.3
308	UnderlyingSecurityExchange	Exchange	N	Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)	FIX.4.3
306	UnderlyingIssuer	String	N	Underlying security’s Issuer. See Issuer (06) field for description	FIX.4.3
362	EncodedUnderlyingIssuerLen	Length	N	Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.	FIX.4.3
363	EncodedUnderlyingIssuer	data	N	Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.	FIX.4.3
307	UnderlyingSecurityDesc	String	N	Underlying security’s SecurityDesc. See SecurityDesc (07) field for description	FIX.4.3
364	EncodedUnderlyingSecurityDescLen	Length	N	Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.	FIX.4.3
365	EncodedUnderlyingSecurityDesc	data	N	Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.	FIX.4.3
877	UnderlyingCPProgram	String	N	The program under which the underlying commercial paper is issued	FIX.4.4
878	UnderlyingCPRegType	String	N	The registration type of the underlying commercial paper issuance	FIX.4.4
318	UnderlyingCurrency	Currency	N	Specific to the <UnderlyingInstrument> (not in <Instrument>)	FIX.4.4
879	UnderlyingQty	Qty	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)	FIX.4.4
810	UnderlyingPx	Price	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.	FIX.4.4
882	UnderlyingDirtyPrice	Price	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest	FIX.4.4
883	UnderlyingEndPrice	Price	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.	FIX.4.4
884	UnderlyingStartValue	Amt	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement	FIX.4.4
885	UnderlyingCurrentValue	Amt	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral	FIX.4.4
886	UnderlyingEndValue	Amt	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement	FIX.4.4
⟳ UnderlyingStipulations [Repeating Group]			N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block	FIX.4.4
887	NoUnderlyingStips	NumInGroup	N	Number of underlying stipulation entries	FIX.4.4
888	UnderlyingStipType	String	N	Required if NoUnderlyingStips >0	FIX.4.4
889	UnderlyingStipValue	String	N	Value of stipulation. Same values as StipulationValue (234)	FIX.4.4
end UnderlyingStipulations

▶

UnderlyingStipulations

BlockRepeating Common

The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security.

Tag	Name	Type	Req	Description	Added
887	NoUnderlyingStips	NumInGroup	N	Number of underlying stipulation entries	FIX.4.4
888	UnderlyingStipType	String	N	Required if NoUnderlyingStips >0	FIX.4.4
889	UnderlyingStipValue	String	N	Value of stipulation. Same values as StipulationValue (234)	FIX.4.4

▶

YieldData

Block Common

The YieldData component block conveys yield information for a given Fixed Income security.

Tag

Name

Type

Req

Description

Added

String

N

Type of yield

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Average Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GROSS	TrueGrossYield	True Gross Yield
GOVTEQUIV	GvntEquivalentYield	Government Equivalent Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark To Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield To Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PUT	YieldToNextPut	Yield to Next Put
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1/32	YieldValueOf132	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

Percentage

N

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

LocalMktDate

N

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

LocalMktDate

N

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

Price

N

Price to which the yield has been calculated.

FIX.4.4