| ◈ StandardHeader [Component] | | Y | MsgType = k (lowercase) | FIX.4.2 |
| 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 |
| 390 | BidID | String | N | Required to relate the bid response | FIX.4.2 |
| 391 | ClientBidID | String | Y | Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. | FIX.4.2 |
| 374 | BidRequestTransType | char | Y | Identifies the Bid Request message transaction type
▶ 2 enum values
| Value | Name | Description |
|---|
| N | New | New | | C | Cancel | Cancel |
| FIX.4.2 |
| 392 | ListName | String | N | Descriptive name for list order. | FIX.4.2 |
| 393 | TotNoRelatedSym | int | Y | Total number of securities.
(Prior to FIX 4.4 this field was named TotalNumSecurities) | FIX.4.2 |
| 394 | BidType | int | Y | e.g. "Non Disclosed", "Disclosed", No Bidding Process
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | NonDisclosed | "Non Disclosed" Style (e.g. US/European) | | 2 | Disclosed | "Disclosed" Style (e.g. Japanese) | | 3 | NoBiddingProcess | No Bidding Process |
| FIX.4.2 |
| 395 | NumTickets | int | N | Total number of tickets/allocations assuming fully executed | FIX.4.2 |
| 15 | Currency | Currency | N | Used to represent the currency of monetary amounts. | FIX.4.2 |
| 396 | SideValue1 | Amt | N | Expressed in Currency | FIX.4.2 |
| 397 | SideValue2 | Amt | N | Expressed in Currency | FIX.4.2 |
| ⟳ BidDescReqGrp [Repeating Group] | | N | Used if BidType="Non Disclosed" | FIX.4.4 |
| 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 |
| end BidDescReqGrp |
| ⟳ BidCompReqGrp [Repeating Group] | | N | Used if BidType="Disclosed" | FIX.4.4 |
| 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 |
| 54 | Side | 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 |
| 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 |
| 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 |
| 63 | SettlType | 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 |
| 64 | SettlDate | 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 |
| 1 | Account | 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 |
| 660 | AcctIDSource | 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 |
| end BidCompReqGrp |
| 409 | LiquidityIndType | int | N | Code to identify the type of liquidity indicator
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | FiveDayMovingAverage | 5day moving average | | 2 | TwentyDayMovingAverage | 20 day moving average | | 3 | NormalMarketSize | Normal Market Size | | 4 | Other | Other |
| FIX.4.2 |
| 410 | WtAverageLiquidity | Percentage | N | Overall weighted average liquidity expressed as a % of average daily volume | FIX.4.2 |
| 411 | ExchangeForPhysical | Boolean | N | Indicates whether or not to exchange for phsyical.
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | True | True | | N | False | False |
| FIX.4.2 |
| 412 | OutMainCntryUIndex | Amt | N | % value of stocks outside main country in Currency | FIX.4.2 |
| 413 | CrossPercent | Percentage | N | % of program that crosses in Currency | FIX.4.2 |
| 414 | ProgRptReqs | int | N | Code to identify the desired frequency of progress reports
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | BuySideRequests | BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion | | 2 | SellSideSends | SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod | | 3 | RealTimeExecutionReports | Real-time execution reports (to be discouraged) |
| FIX.4.2 |
| 415 | ProgPeriodInterval | int | N | Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status. | FIX.4.2 |
| 416 | IncTaxInd | int | N | Net/Gross
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | Net | Net | | 2 | Gross | Gross |
| FIX.4.2 |
| 121 | ForexReq | Boolean | N | Is foreign exchange required
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | ExecuteForexAfterSecurityTrade | Execute Forex after security trade | | N | DoNotExecuteForexAfterSecurityTrade | Do not execute Forex after security trade |
| FIX.4.2 |
| 417 | NumBidders | int | N | Indicates the total number of bidders on the list | FIX.4.2 |
| 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.4.2 |
| 418 | BidTradeType | char | Y | Code to represent the type of trade
▶ 4 enum values
| Value | Name | Description |
|---|
| R | RiskTrade | Risk Trade | | G | VWAPGuarantee | VWAP Guarantee | | A | Agency | Agency | | J | GuaranteedClose | Guaranteed Close |
| FIX.4.2 |
| 419 | BasisPxType | char | Y | Code to represent the basis price type
▶ 13 enum values
| Value | Name | Description |
|---|
| 2 | ClosingPriceAtMorningSession | Closing Price at morning session | | 3 | ClosingPrice | Closing Price | | 4 | CurrentPrice | Current price | | 5 | SQ | SQ | | 6 | VWAPThroughADay | VWAP through a day | | 7 | VWAPThroughAMorningSession | VWAP through a morning session | | 8 | VWAPThroughAnAfternoonSession | VWAP through an afternoon session | | 9 | VWAPThroughADayExcept | VWAP through a day except "YORI" (an opening auction) | | A | VWAPThroughAMorningSessionExcept | VWAP through a morning session except "YORI" (an opening auction) | | B | VWAPThroughAnAfternoonSessionExcept | VWAP through an afternoon session except "YORI" (an opening auction) | | C | Strike | Strike | | D | Open | Open | | Z | Others | Others |
| FIX.4.2 |
| 443 | StrikeTime | UTCTimestamp | N | Used when BasisPxType = "C" | FIX.4.2 |
| 58 | Text | String | N | Free format text string
(Note: this field does not have a specified maximum length) | FIX.4.2 |
| 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 |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.4.2 |
| 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 |