| ◈ StandardHeader [Component] | | Y | MsgType = u (lowercase U) | FIX.4.3 |
| 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 |
| 37 | OrderID | String | N | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). | FIX.4.3 |
| 548 | CrossID | String | Y | CrossID for the replacement order | FIX.4.3 |
| 551 | OrigCrossID | String | Y | Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. | FIX.4.3 |
| 549 | CrossType | int | Y | Type of cross being submitted to a market
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | CrossAON | Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None. | | 2 | CrossIOC | Cross Trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an Immediate or Cancel on the other side. Note: The CrossPrioritzation (550) field may be used to indicate which side should fully execute in this scenario. | | 3 | CrossOneSide | Cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted with the CrossPrioritization field), but the unfilled portion remains active. | | 4 | CrossSamePrice | Cross trade is executed with existing orders with the same price. In the case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities. |
| FIX.4.3 |
| 550 | CrossPrioritization | int | Y | Indicates if one side or the other of a cross order should be prioritized.
The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | None | None | | 1 | BuySideIsPrioritized | Buy side is prioritized | | 2 | SellSideIsPrioritized | Sell side is prioritized |
| FIX.4.3 |
| ⟳ SideCrossOrdCxlGrp [Repeating Group] | | Y | Must be 1 or 2 | FIX.4.4 |
| 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 |
| 54 | Side | 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 |
| 11 | ClOrdID | 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 |
| 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 |
| 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 |
| 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 |
| 229 | TradeOriginationDate | 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 |
| 38 | OrderQty | 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 |
| 152 | CashOrderQty | 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 |
| 516 | OrderPercent | 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 |
| 468 | RoundingDirection | 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 |
| 469 | RoundingModulus | 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 |
| 58 | Text | String | N | 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 |
| end SideCrossOrdCxlGrp |
| ◈ Instrument [Component] | | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | FIX.4.3 |
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | 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 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | 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 |
| 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 |
| end SecAltIDGrp |
| 460 | Product | 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 |
| 461 | CFICode | 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 |
| 167 | SecurityType | 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 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. | FIX.4.3 |
| 541 | MaturityDate | 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 |
| 201 | PutOrCall | int | N | For Options.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Put | Put | | 1 | Call | Call |
| FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | 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 |
| 255 | CreditRating | 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 |
| 543 | InstrRegistry | 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 |
| 470 | CountryOfIssue | 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 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. | FIX.4.3 |
| 231 | ContractMultiplier | float | N | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | FIX.4.3 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | 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 |
| 876 | CPRegType | 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 |
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | 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 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp |
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ⟳ UndInstrmtGrp [Repeating Group] | | N | Number of underlyings | FIX.4.4 |
| 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 |
| end UndInstrmtGrp |
| ⟳ InstrmtLegGrp [Repeating Group] | | N | Number of Leg | FIX.4.4 |
| 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 |
| end InstrmtLegGrp |
| 60 | TransactTime | UTCTimestamp | Y | Time this order request was initiated/released by the trader, trading system, or intermediary. | FIX.4.3 |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.4.3 |
| 93 | SignatureLength | Length | N | Required when trailer contains signature. Note: Not to be included within SecureData field | FIX.4.0 |
| 89 | Signature | data | N | Note: Not to be included within SecureData field | FIX.4.0 |
| 10 | CheckSum | String | Y | (Always unencrypted, always last field in message) | FIX.4.0 |