| ◈ StandardHeader [Component] | | Y | MsgType = P | FIX.2.7 |
| 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 |
| 70 | AllocID | String | Y | Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) | FIX.2.7 |
| ⟳ Parties [Repeating Group] | | N | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | FIX.4.3 |
| 453 | NoPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | FIX.4.3 |
| 448 | PartyID | String | N | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 447 | PartyIDSource | 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 |
| 452 | PartyRole | 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 |
| 802 | NoPartySubIDs | NumInGroup | N | Number of PartySubID (523)and PartySubIDType (803) entries | FIX.4.4 |
| 523 | PartySubID | 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 |
| 803 | PartySubIDType | 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 |
| 793 | SecondaryAllocID | String | N | Optional second identifier for the allocation instruction being acknowledged (need not be unique) | 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.2.7 |
| 60 | TransactTime | UTCTimestamp | Y | Date/Time Allocation Instruction Ack generated | FIX.2.7 |
| 87 | AllocStatus | int | Y | Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed).
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | Accepted | accepted (successfully processed) | | 1 | BlockLevelReject | block level reject | | 2 | AccountLevelReject | account level reject | | 3 | Received | received (received, not yet processed) | | 4 | Incomplete | incomplete | | 5 | RejectedByIntermediary | rejected by intermediary |
| FIX.2.7 |
| 88 | AllocRejCode | int | N | Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message
▶ 14 enum values
| Value | Name | Description |
|---|
| 0 | UnknownAccount | unknown account(s) | | 1 | IncorrectQuantity | incorrect quantity | | 2 | IncorrectAveragegPrice | incorrect average price | | 3 | UnknownExecutingBrokerMnemonic | unknown executing broker mnemonic | | 4 | CommissionDifference | commission difference | | 5 | UnknownOrderID | unknown OrderID (37) | | 6 | UnknownListID | unknown ListID (66) | | 7 | OtherSeeText | other (further in Note 58=) | | 8 | IncorrectAllocatedQuantity | incorrect allocated quantity | | 9 | CalculationDifference | calculation difference | | 10 | UnknownOrStaleExecID | unknown or stale ExecID (17) | | 11 | MismatchedData | mismatched data value (further in Note 58=) | | 12 | UnknownClOrdID | unknown ClOrdID (11) | | 13 | WarehouseRequestRejected | warehouse request rejected |
| FIX.2.7 |
| 626 | AllocType | int | N | Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated")
▶ 5 enum values
| Value | Name | Description |
|---|
| 1 | Calculated | Calculated (includes MiscFees and NetMoney) | | 2 | Preliminary | Preliminary (without MiscFees and NetMoney) | | 5 | ReadyToBook | Ready-To-Book | | 7 | WarehouseInstruction | Warehouse instruction | | 8 | RequestToIntermediary | Request to Intermediary |
| FIX.4.4 |
| 808 | AllocIntermedReqType | int | N | Required if AllocType = 8 (Request to Intermediary)
Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | PendingAccept | Pending Accept | | 2 | PendingRelease | Pending Release | | 3 | PendingReversal | Pending Reversal | | 4 | Accept | Accept | | 5 | BlockLevelReject | Block Level Reject | | 6 | AccountLevelReject | Account Level Reject |
| FIX.4.4 |
| 573 | MatchStatus | char | N | Denotes whether the financial details provided on the Allocation Instruction were successfully matched.
▶ 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 |
| 460 | Product | 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 |
| 167 | SecurityType | 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 |
| 58 | Text | String | N | Can include explanation for AllocRejCode = 7 (other) | FIX.2.7 |
| 354 | EncodedTextLen | Length | N | Must be set if EncodedText field is specified and must immediately precede it. | FIX.4.2 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | FIX.4.2 |
| ⟳ AllocAckGrp [Repeating Group] | | N | This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value.
Indicates number of allocation groups to follow. | FIX.4.4 |
| 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 |
| 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 |
| 467 | IndividualAllocID | String | N | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | FIX.4.4 |
| 776 | IndividualAllocRejCode | int | N | Identified reason for rejecting an individual AllocAccount (79) detail.
Same values as AllocRejCode (88) | 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 |
| end AllocAckGrp |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.2.7 |
| 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 |