Home / FIX.4.4 / Messages / ExecutionReport

ExecutionReport

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MsgType8
CategorySingleGeneralOrderHandling
SectionTrade
AddedFIX.2.7
Fields391
Components29
The execution report message is used to: 1. Confirm the receipt of an order 2. Confirm changes to an existing order (i.e. accept cancel and replace requests) 3. Relay order status information 4. Relay fill information on working orders 5. Relay fill information on tradeable or restricted tradeable quotes 6. Reject orders 7. Report post-trade fees calculations associated with a trade

Message Structure

391 fields, 29 components/groups — click any tag or field name for details
TagNameTypeReq DescriptionAdded
◈ StandardHeader [Component]YMsgType = 8FIX.2.7
8BeginStringStringYFIX.4.4 (Always unencrypted, must be first field in message)FIX.4.0
9BodyLengthLengthY(Always unencrypted, must be second field in message)FIX.4.0
35MsgTypeStringY(Always unencrypted, must be third field in message)
▶ 93 enum values
ValueNameDescription
0HeartbeatHeartbeat
1TestRequestTest Request
2ResendRequestResend Request
3RejectReject
4SequenceResetSequence Reset
5LogoutLogout
6IOIIndication of Interest
7AdvertisementAdvertisement
8ExecutionReportExecution Report
9OrderCancelRejectOrder Cancel Reject
ALogonLogon
BNewsNews
CEmailEmail
DNewOrderSingleOrder – Single
ENewOrderListOrder – List
FOrderCancelRequestOrder Cancel Request
GOrderCancelReplaceRequestOrder Cancel/Replace Request
HOrderStatusRequestOrder Status Request
JAllocationInstructionAllocation Instruction
KListCancelRequestList Cancel Request
LListExecuteList Execute
MListStatusRequestList Status Request
NListStatusList Status
PAllocationInstructionAckAllocation Instruction Ack
QDontKnowTradeDon’t Know Trade (DK)
RQuoteRequestQuote Request
SQuoteQuote
TSettlementInstructionsSettlement Instructions
VMarketDataRequestMarket Data Request
WMarketDataSnapshotFullRefreshMarket Data-Snapshot/Full Refresh
XMarketDataIncrementalRefreshMarket Data-Incremental Refresh
YMarketDataRequestRejectMarket Data Request Reject
ZQuoteCancelQuote Cancel
aQuoteStatusRequestQuote Status Request
bMassQuoteAcknowledgementMass Quote Acknowledgement
cSecurityDefinitionRequestSecurity Definition Request
dSecurityDefinitionSecurity Definition
eSecurityStatusRequestSecurity Status Request
fSecurityStatusSecurity Status
gTradingSessionStatusRequestTrading Session Status Request
hTradingSessionStatusTrading Session Status
iMassQuoteMass Quote
jBusinessMessageRejectBusiness Message Reject
kBidRequestBid Request
lBidResponseBid Response (lowercase L)
mListStrikePriceList Strike Price
nXMLNonFIXXML message (e.g. non-FIX MsgType)
oRegistrationInstructionsRegistration Instructions
pRegistrationInstructionsResponseRegistration Instructions Response
qOrderMassCancelRequestOrder Mass Cancel Request
rOrderMassCancelReportOrder Mass Cancel Report
sNewOrderCrossNew Order - Cross
tCrossOrderCancelReplaceRequestCross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)
uCrossOrderCancelRequestCross Order Cancel Request
vSecurityTypeRequestSecurity Type Request
wSecurityTypesSecurity Types
xSecurityListRequestSecurity List Request
ySecurityListSecurity List
zDerivativeSecurityListRequestDerivative Security List Request
AADerivativeSecurityListDerivative Security List
ABNewOrderMultilegNew Order - Multileg
ACMultilegOrderCancelReplaceMultileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request)
ADTradeCaptureReportRequestTrade Capture Report Request
AETradeCaptureReportTrade Capture Report
AFOrderMassStatusRequestOrder Mass Status Request
AGQuoteRequestRejectQuote Request Reject
AHRFQRequestRFQ Request
AIQuoteStatusReportQuote Status Report
AJQuoteResponseQuote Response
AKConfirmationConfirmation
ALPositionMaintenanceRequestPosition Maintenance Request
AMPositionMaintenanceReportPosition Maintenance Report
ANRequestForPositionsRequest For Positions
AORequestForPositionsAckRequest For Positions Ack
APPositionReportPosition Report
AQTradeCaptureReportRequestAckTrade Capture Report Request Ack
ARTradeCaptureReportAckTrade Capture Report Ack
ASAllocationReportAllocation Report (aka Allocation Claim)
ATAllocationReportAckAllocation Report Ack (aka Allocation Claim Ack)
AUConfirmationAckConfirmation Ack (aka Affirmation)
AVSettlementInstructionRequestSettlement Instruction Request
AWAssignmentReportAssignment Report
AXCollateralRequestCollateral Request
AYCollateralAssignmentCollateral Assignment
AZCollateralResponseCollateral Response
BACollateralReportCollateral Report
BBCollateralInquiryCollateral Inquiry
BCNetworkCounterpartySystemStatusRequestNetwork (Counterparty System) Status Request
BDNetworkCounterpartySystemStatusResponseNetwork (Counterparty System) Status Response
BEUserRequestUser Request
BFUserResponseUser Response
BGCollateralInquiryAckCollateral Inquiry Ack
BHConfirmationRequestConfirmation Request
FIX.4.0
49SenderCompIDStringY(Always unencrypted)FIX.4.0
56TargetCompIDStringY(Always unencrypted)FIX.4.0
115OnBehalfOfCompIDStringNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
128DeliverToCompIDStringNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
90SecureDataLenLengthNRequired to identify length of encrypted section of message. (Always unencrypted)FIX.4.0
91SecureDatadataNRequired when message body is encrypted. Always immediately follows SecureDataLen field.FIX.4.0
34MsgSeqNumSeqNumY(Can be embedded within encrypted data section.)FIX.4.0
50SenderSubIDStringN(Can be embedded within encrypted data section.)FIX.4.0
142SenderLocationIDStringNSender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)FIX.4.1
57TargetSubIDStringN"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)FIX.4.0
143TargetLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)FIX.4.1
116OnBehalfOfSubIDStringNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
144OnBehalfOfLocationIDStringNTrading 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
129DeliverToSubIDStringNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
145DeliverToLocationIDStringNTrading 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
43PossDupFlagBooleanNAlways 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
ValueNameDescription
YPossibleDuplicatePossible duplicate
NOriginalTransmissionOriginal transmission
FIX.4.0
97PossResendBooleanNRequired when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
▶ 2 enum values
ValueNameDescription
YPossibleResendPossible resend
NOriginalTransmissionOriginal transmission
FIX.4.0
52SendingTimeUTCTimestampY(Can be embedded within encrypted data section.)FIX.4.0
122OrigSendingTimeUTCTimestampNRequired 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
212XmlDataLenLengthNRequired when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)FIX.4.2
213XmlDatadataNCan 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 SupportFIX.4.2
347MessageEncodingStringNType of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.
▶ 4 enum values
ValueNameDescription
ISO-2022-JPISO2022JPJIS
EUC-JPEUCJPEUC
Shift_JISShiftJISfor using SJIS
UTF-8UTF8Unicode
FIX.4.2
369LastMsgSeqNumProcessedSeqNumNThe 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]NNumber 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
627NoHopsNumInGroupNNumber of HopCompID entries in repeating group.FIX.4.4
628HopCompIDStringNAssigned 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
629HopSendingTimeUTCTimestampNTime 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
630HopRefIDSeqNumNReference 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
37OrderIDStringYOrderID is required to be unique for each chain of orders.FIX.2.7
198SecondaryOrderIDStringNCan be used to provide order id used by exchange or executing system.FIX.4.1
526SecondaryClOrdIDStringNAssigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.FIX.4.3
527SecondaryExecIDStringNAssigned by the party which accepts the order. Can be used to provide the ExecID (7) used by an exchange or executing system.FIX.4.3
11ClOrdIDStringNRequired for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders).FIX.2.7
41OrigClOrdIDStringNConditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.FIX.4.1
583ClOrdLinkIDStringNPermits 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.4.3
693QuoteRespIDStringNRequired if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message.FIX.4.4
790OrdStatusReqIDStringNRequired if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester.FIX.4.4
584MassStatusReqIDStringNRequired if responding to a Order Mass Status Request. Echo back the value provided by the requester.FIX.4.4
911TotNumReportsintNCan be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned.FIX.4.4
912LastRptRequestedBooleanNCan be used when responding to an Order Mass Status Request to indicate that this is the last Execution Reports which will be returned as a result of the request.FIX.4.4
⟳ Parties [Repeating Group]NInsert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"FIX.4.3
453NoPartyIDsNumInGroupNRepeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRoleFIX.4.3
448PartyIDStringNUsed to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.FIX.4.3
447PartyIDSourcecharNUsed to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
▶ 18 enum values
ValueNameDescription
BBICBIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
CGeneralIdentifierGenerally accepted market participant identifier (e.g. NASD mnemonic)
DProprietaryProprietary/Custom code
EISOCountryCodeISO Country Code
FSettlementEntityLocationSettlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
GMICMIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
HCSDParticipantCSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1KoreanInvestorIDKorean Investor ID
2TaiwaneseForeignInvestorIDTaiwanese Qualified Foreign Investor ID QFII / FID
3TaiwaneseTradingAcctTaiwanese Trading Account
4MalaysianCentralDepositoryMalaysian Central Depository (MCD) number
5ChineseInvestorIDChinese B Share (Shezhen and Shanghai)
6UKNationalInsuranceOrPensionNumberUK National Insurance or Pension Number
7USSocialSecurityNumberUS Social Security Number
8USEmployerOrTaxIDNumberUS Employer Identification Number
9AustralianBusinessNumberAustralian Business Number
AAustralianTaxFileNumberAustralian Tax File Number
IISITCAcronymDirected broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
FIX.4.3
452PartyRoleintNIdentifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
▶ 37 enum values
ValueNameDescription
1ExecutingFirmExecuting Firm (formerly FIX 4.2 ExecBroker)
2BrokerOfCreditBroker of Credit (formerly FIX 4.2 BrokerOfCredit)
3ClientIDClient ID (formerly FIX 4.2 ClientID)
4ClearingFirmClearing Firm (formerly FIX 4.2 ClearingFirm)
5InvestorIDInvestor ID
6IntroducingFirmIntroducing Firm
7EnteringFirmEntering Firm
8LocateLocate/Lending Firm (for short-sales)
9FundManagerClientIDFund manager Client ID (for CIV)
10SettlementLocationSettlement Location (formerly FIX 4.2 SettlLocation)
11OrderOriginationTraderOrder Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12ExecutingTraderExecuting Trader (associated with Executing Firm - actually executes)
13OrderOriginationFirmOrder Origination Firm (e.g. buyside firm)
14GiveupClearingFirmGiveup Clearing Firm (firm to which trade is given up)
15CorrespondantClearingFirmCorrespondant Clearing Firm
16ExecutingSystemExecuting System
17ContraFirmContra Firm
18ContraClearingFirmContra Clearing Firm
19SponsoringFirmSponsoring Firm
20UnderlyingContraFirmUnderlying Contra Firm
21ClearingOrganizationClearing Organization
22ExchangeExchange
24CustomerAccountCustomer Account
25CorrespondentClearingOrganizationCorrespondent Clearing Organization
26CorrespondentBrokerCorrespondent Broker
27BuyerBuyer/Seller (Receiver/Deliverer)
28CustodianCustodian
29IntermediaryIntermediary
30AgentAgent
31SubCustodianSub custodian
32BeneficiaryBeneficiary
33InterestedPartyInterested party
34RegulatoryBodyRegulatory body
35LiquidityProviderLiquidity provider
36EnteringTraderEntering Trader
37ContraTraderContra Trader
38PositionAccountPosition Account
FIX.4.3
⟳ PtysSubGrp [Repeating Group]NRepeating group of Party sub-identifiers.FIX.4.4
802NoPartySubIDsNumInGroupNNumber of PartySubID (523)and PartySubIDType (803) entriesFIX.4.4
523PartySubIDStringNSub-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
803PartySubIDTypeintNType of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values
▶ 26 enum values
ValueNameDescription
1FirmFirm
2PersonPerson
3SystemSystem
4ApplicationApplication
5FullLegalNameOfFirmFull legal name of firm
6PostalAddressPostal address (inclusive of street address, location, and postal code)
7PhoneNumberPhone number
8EmailAddressEmail address
9ContactNameContact name
10SecuritiesAccountNumberSecurities account number (for settlement instructions)
11RegistrationNumberRegistration number (for settlement instructions and confirmations)
12RegisteredAddressForConfirmationRegistered address (for confirmation purposes)
13RegulatoryStatusRegulatory status (for confirmation purposes)
14RegistrationNameRegistration name (for settlement instructions)
15CashAccountNumberCash account number (for settlement instructions)
16BICBIC
17CSDParticipantMemberCodeCSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18RegisteredAddressRegistered address
19FundAccountNameFund/account name
20TelexNumberTelex number
21FaxNumberFax number
22SecuritiesAccountNameSecurities account name
23CashAccountNameCash account name
24DepartmentDepartment
25LocationDeskLocation / Desk
26PositionAccountTypePosition Account Type
FIX.4.4
end PtysSubGrp
end Parties
229TradeOriginationDateLocalMktDateNUsed 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.4.3
⟳ ContraGrp [Repeating Group]NNumber of ContraBrokers repeating group instances.FIX.4.4
382NoContraBrokersNumInGroupNThe number of ContraBroker (375) entries.FIX.4.4
375ContraBrokerStringNIdentifies contra broker. Standard NASD market-maker mnemonic is preferred.FIX.4.4
337ContraTraderStringNIdentifies the trader (e.g. "badge number") of the ContraBroker.FIX.4.4
437ContraTradeQtyQtyNQuantity traded with the ContraBroker (375).FIX.4.4
438ContraTradeTimeUTCTimestampNIdentifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT")FIX.4.4
655ContraLegRefIDStringNUnique indicator for a specific leg for the ContraBroker (375).FIX.4.4
end ContraGrp
66ListIDStringNRequired for executions against orders which were submitted as part of a list.FIX.2.7
548CrossIDStringNCrossID for the replacement orderFIX.4.3
551OrigCrossIDStringNMust match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.FIX.4.3
549CrossTypeintNType of cross being submitted to a market
▶ 4 enum values
ValueNameDescription
1CrossAONCross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None.
2CrossIOCCross 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.
3CrossOneSideCross 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.
4CrossSamePriceCross 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
17ExecIDStringYUnique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)).FIX.2.7
19ExecRefIDStringNRequired for Trade Cancel and Trade Correct ExecType messagesFIX.2.7
150ExecTypecharYDescribes the purpose of the execution report.
▶ 17 enum values
ValueNameDescription
0NewNew
3DoneForDayDone for day
4CanceledCanceled
5ReplacedReplace
6PendingCancelPending Cancel (e.g. result of Order Cancel Request)
7StoppedStopped
8RejectedRejected
9SuspendedSuspended
APendingNewPending New
BCalculatedCalculated
CExpiredExpired
DRestatedRestated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set)
EPendingReplacePending Replace (e.g. result of Order Cancel/Replace Request)
FTradeTrade (partial fill or fill)
GTradeCorrectTrade Correct (formerly an ExecTransType (20))
HTradeCancelTrade Cancel (formerly an ExecTransType)
IOrderStatusOrder Status (formerly an ExecTransType)
FIX.4.1
39OrdStatuscharYDescribes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
▶ 14 enum values
ValueNameDescription
0NewNew
1PartiallyFilledPartially filled
2FilledFilled
3DoneForDayDone for day
4CanceledCanceled
6PendingCancelPending Cancel (e.g. result of Order Cancel Request)
7StoppedStopped
8RejectedRejected
9SuspendedSuspended
APendingNewPending New
BCalculatedCalculated
CExpiredExpired
DAcceptedForBiddingAccepted for bidding
EPendingReplacePending Replace (e.g. result of Order Cancel/Replace Request)
FIX.2.7
636WorkingIndicatorBooleanNFor optional use with OrdStatus = 0 (New)
▶ 2 enum values
ValueNameDescription
YWorkingOrder is currently being worked
NNotWorkingOrder has been accepted but not yet in a working state
FIX.4.3
103OrdRejReasonintNFor optional use with ExecType = 8 (Rejected)
▶ 16 enum values
ValueNameDescription
0BrokerCreditBroker / Exchange option
1UnknownSymbolUnknown symbol
2ExchangeClosedExchange closed
3OrderExceedsLimitOrder exceeds limit
4TooLateToEnterToo late to enter
5UnknownOrderUnknown Order
6DuplicateOrderDuplicate Order (e.g. dupe ClOrdID (11))
7DuplicateOfAVerballyCommunicatedOrderDuplicate of a verbally communicated order
8StaleOrderStale Order
9TradeAlongRequiredTrade Along required
10InvalidInvestorIDInvalid Investor ID
11UnsupportedOrderCharacteristicUnsupported order characteristic12 = Surveillence Option
13IncorrectQuantityIncorrect quantity
14IncorrectAllocatedQuantityIncorrect allocated quantity
15UnknownAccountUnknown account(s)
99OtherOther
FIX.2.7
378ExecRestatementReasonintNRequired for ExecType = D (Restated).
▶ 12 enum values
ValueNameDescription
0GTCorporateActionGT Corporate action
1GTRenewalGT renewal / restatement (no corporate action)
2VerbalChangeVerbal change
3RepricingOfOrderRepricing of order
4BrokerOptionBroker option
5PartialDeclineOfOrderQtyPartial decline of OrderQty (e.g. exchange-initiated partial cancel)
6CancelOnTradingHaltCancel on Trading Halt
7CancelOnSystemFailureCancel on System Failure
8MarketMarket (Exchange) Option
9CanceledCanceled, Not Best
10WarehouseRecapWarehouse recap
99OtherOther
FIX.4.2
1AccountStringNRequired for executions against electronically submitted orders which were assigned an account by the institution or intermediaryFIX.2.7
660AcctIDSourceintNUsed 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
ValueNameDescription
1BICBIC
2SIDCodeSID code
3TFMTFM (GSPTA)
4OMGEOOMGEO (AlertID)
5DTCCCodeDTCC code
99OtherOther (custom or proprietary)
FIX.4.4
581AccountTypeintNSpecifies type of account
▶ 7 enum values
ValueNameDescription
1CarriedCustomerSideAccount is carried on customer Side of Books
2CarriedNonCustomerSideAccount is carried on non-Customer Side of books
3HouseTraderHouse Trader
4FloorTraderFloor Trader
6CarriedNonCustomerSideCrossMarginedAccount is carried on non-customer side of books and is cross margined
7HouseTraderCrossMarginedAccount is house trader and is cross margined
8JointBackOfficeAccountJoint Backoffice Account (JBO)
FIX.4.3
589DayBookingInstcharNIndicates whether or not automatic booking can occur.
▶ 3 enum values
ValueNameDescription
0AutoCan trigger booking without reference to the order initiator ("auto")
1SpeakWithOrderInitiatorBeforeBookingSpeak with order initiator before booking ("speak first")
2AccumulateAccumulate
FIX.4.3
590BookingUnitcharNIndicates what constitutes a bookable unit.
▶ 3 enum values
ValueNameDescription
0EachPartialExecutionIsABookableUnitEach partial execution is a bookable unit
1AggregatePartialExecutionsOnThisOrderAggregate partial executions on this order, and book one trade per order
2AggregateExecutionsForThisSymbolAggregate executions for this symbol, side, and settlement date
FIX.4.3
591PreallocMethodcharNIndicates the method of preallocation.
▶ 2 enum values
ValueNameDescription
0ProRataPro-rata
1DoNotProRataDo not pro-rata = discuss first
FIX.4.3
63SettlTypecharNIndicates 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
ValueNameDescription
0RegularRegular
1CashCash
2NextDayNext Day (T+1)
3TPlus2T+2
4TPlus3T+3
5TPlus4T+4
6FutureFuture
7WhenAndIfIssuedWhen And If Issued
8SellersOptionSellers Option
9TPlus5T+ 5
FIX.2.7
64SettlDateLocalMktDateNTakes precedence over SettlType value and conditionally required/omitted for specific SettlType values.FIX.2.7
544CashMargincharNIdentifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
▶ 3 enum values
ValueNameDescription
1CashCash
2MarginOpenMargin Open
3MarginCloseMargin Close
FIX.4.3
635ClearingFeeIndicatorStringNIndicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX):
▶ 14 enum values
ValueNameDescription
BCBOEMemberCBOE Member
CNonMemberAndCustomerNon-member and Customer
EEquityMemberAndClearingMemberEquity Member and Clearing Member
FFullAndAssociateMemberFull and Associate Member trading for own account and as floor Brokers
HFirms106HAnd106J106.H and 106.J Firms
IGIMGIM, IDEM and COM Membership Interest Holders
LLessee106FEmployeesLessee and 106.F Employees
MAllOtherOwnershipTypesAll other ownership types
1FirstYearDelegate1st year delegate trading for his own account
2SecondYearDelegate2nd year delegate trading for his own account
3ThirdYearDelegate3rd year delegate trading for his own account
4FourthYearDelegate4th year delegate trading for his own account
5FifthYearDelegate5th year delegate trading for his own account
9SixthYearDelegate6th year and beyond delegate trading for his own account
FIX.4.3
◈ Instrument [Component]YInsert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"FIX.4.3
55SymbolStringNCommon, "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
65SymbolSfxStringNUsed 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
48SecurityIDStringNTakes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.FIX.4.3
22SecurityIDSourceStringNRequired if SecurityID is specified.
▶ 19 enum values
ValueNameDescription
1CUSIPCUSIP
2SEDOLSEDOL
3QUIKQUIK
4ISINNumberISIN number
5RICCodeRIC code
6ISOCurrencyCodeISO Currency Code
7ISOCountryCodeISO Country Code
8ExchangeSymbolExchange Symbol
9ConsolidatedTapeAssociationConsolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
ABloombergSymbolBloomberg Symbol
BWertpapierWertpapier
CDutchDutch
DValorenValoren
ESicovamSicovam
FBelgianBelgian
GCommon"Common" (Clearstream and Euroclear)
HClearingHouseClearing House / Clearing Organization
IISDAFpMLSpecificationISDA/FpML Product Specification
JOptionPriceReportingAuthorityOptions Price Reporting Authority
FIX.4.3
⟳ SecAltIDGrp [Repeating Group]NNumber of alternate Security IdentifiersFIX.4.4
454NoSecurityAltIDNumInGroupNNumber of SecurityAltID (455) entries.FIX.4.4
455SecurityAltIDStringNAlternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.FIX.4.4
456SecurityAltIDSourceStringNIdentifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) fieldFIX.4.4
end SecAltIDGrp
460ProductintNIndicates the type of product the security is associated with (high-level category)
▶ 13 enum values
ValueNameDescription
1AGENCYAGENCY
2COMMODITYCOMMODITY
3CORPORATECORPORATE
4CURRENCYCURRENCY
5EQUITYEQUITY
6GOVERNMENTGOVERNMENT
7INDEXINDEX
8LOANLOAN
9MONEYMARKETMONEYMARKET
10MORTGAGEMORTGAGE
11MUNICIPALMUNICIPAL
12OTHEROTHER
13FINANCINGFINANCING
FIX.4.3
461CFICodeStringNIndicates 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
167SecurityTypeStringNIt 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
ValueNameDescription
FUTFutureFuture
OPTOptionOption
EUSUPRAEuroSupranationalCouponsEuro Supranational Coupons *
FACFederalAgencyCouponFederal Agency Coupon
FADNFederalAgencyDiscountNoteFederal Agency Discount Note
PEFPrivateExportFundingPrivate Export Funding *
SUPRAUSDSupranationalCouponsUSD Supranational Coupons *
CORPCorporateBondCorporate Bond
CPPCorporatePrivatePlacementCorporate Private Placement
CBConvertibleBondConvertible Bond
DUALDualCurrencyDual Currency
EUCORPEuroCorporateBondEuro Corporate Bond
XLINKDIndexedLinkedIndexed Linked
STRUCTStructuredNotesStructured Notes
YANKYankeeCorporateBondYankee Corporate Bond
FORForeignExchangeContractForeign Exchange Contract
CSCommonStockCommon Stock
PSPreferredStockPreferred Stock
BRADYBradyBondBrady Bond
EUSOVEuroSovereignsEuro Sovereigns *
TBONDUSTreasuryBondUS Treasury Bond
TINTInterestStripFromAnyBondOrNoteInterest strip from any bond or note
TIPSTreasuryInflationProtectedSecuritiesTreasury Inflation Protected Securities
TCALPrincipalStripOfACallableBondOrNotePrincipal strip of a callable bond or note
TPRNPrincipalStripFromANonCallableBondOrNotePrincipal strip from a non-callable bond or note
USTUSTreasuryNoteOldUS Treasury Note (deprecated value, use "TNOTE")
USTBUSTreasuryBillOldUS Treasury Bill (deprecated value, use "TBILL")
TNOTEUSTreasuryNoteUS Treasury Note
TBILLUSTreasuryBillUS Treasury Bill
REPORepurchaseRepurchase
FORWARDForwardForward
BUYSELLBuySellbackBuy Sellback
SECLOANSecuritiesLoanSecurities Loan
SECPLEDGESecuritiesPledgeSecurities Pledge
TERMTermLoanTerm Loan
RVLVRevolverLoanRevolver Loan
RVLVTRMRevolverRevolver/Term Loan
BRIDGEBridgeLoanBridge Loan
LOFCLetterOfCreditLetter of Credit
SWINGSwingLineFacilitySwing Line Facility
DINPDebtorInPossessionDebtor in Possession
DEFLTEDDefaultedDefaulted
WITHDRNWithdrawnWithdrawn
REPLACDReplacedReplaced
MATUREDMaturedMatured
AMENDEDAmendedAmended & Restated
RETIREDRetiredRetired
BABankersAcceptanceBankers Acceptance
BNBankNotesBank Notes
BOXBillOfExchangesBill of Exchanges
CDCertificateOfDepositCertificate of Deposit
CLCallLoansCall Loans
CPCommercialPaperCommercial Paper
DNDepositNotesDeposit Notes
EUCDEuroCertificateOfDepositEuro Certificate of Deposit
EUCPEuroCommercialPaperEuro Commercial Paper
LQNLiquidityNoteLiquidity Note
MTNMediumTermNotesMedium Term Notes
ONITEOvernightOvernight
PNPromissoryNotePromissory Note
PZFJPlazosFijosPlazos Fijos
STNShortTermLoanNoteShort Term Loan Note
TDTimeDepositTime Deposit
XCNExtendedCommNoteExtended Comm Note
YCDYankeeCertificateOfDepositYankee Certificate of Deposit
ABSAssetBackedSecuritiesAsset-backed Securities
CMBSCorpCorp. Mortgage-backed Securities
CMOCollateralizedMortgageObligationCollateralized Mortgage Obligation
IETIOETTEMortgageIOETTE Mortgage
MBSMortgageBackedSecuritiesMortgage-backed Securities
MIOMortgageInterestOnlyMortgage Interest Only
MPOMortgagePrincipalOnlyMortgage Principal Only
MPPMortgagePrivatePlacementMortgage Private Placement
MPTMiscellaneousPassThroughMiscellaneous Pass-through
PFANDPfandbriefePfandbriefe *
TBAToBeAnnouncedTo be Announced
ANOtherAnticipationNotesOther Anticipation Notes BAN, GAN, etc.
COFOCertificateOfObligationCertificate of Obligation
COFPCertificateOfParticipationCertificate of Participation
GOGeneralObligationBondsGeneral Obligation Bonds
MTMandatoryTenderMandatory Tender
RANRevenueAnticipationNoteRevenue Anticipation Note
REVRevenueBondsRevenue Bonds
SPCLASpecialAssessmentSpecial Assessment
SPCLOSpecialObligationSpecial Obligation
SPCLTSpecialTaxSpecial Tax
TANTaxAnticipationNoteTax Anticipation Note
TAXATaxAllocationTax Allocation
TECPTaxExemptCommercialPaperTax Exempt Commercial Paper
TRANTaxRevenueAnticipationNoteTax & Revenue Anticipation Note
VRDNVariableRateDemandNoteVariable Rate Demand Note
WARWarrantWarrant
MFMutualFundMutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEGMultilegInstrumentMulti-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONENoSecurityTypeNo Security Type
FIX.4.3
762SecuritySubTypeStringNSub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.FIX.4.4
200MaturityMonthYearMonthYearNSpecifies 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
541MaturityDateLocalMktDateNSpecifies 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
201PutOrCallintNFor Options.
▶ 2 enum values
ValueNameDescription
0PutPut
1CallCall
FIX.4.4
224CouponPaymentDateLocalMktDateNDate interest is to be paid. Used in identifying Corporate Bond issues.FIX.4.3
225IssueDateLocalMktDateNDate instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.FIX.4.3
239RepoCollateralSecurityTypeStringN(Deprecated, use UnderlyingSecurityType (310) )FIX.4.3
226RepurchaseTermintN(Deprecated, use TerminationType (788) )FIX.4.3
227RepurchaseRatePercentageN(Deprecated, use Price (44) )FIX.4.3
228FactorfloatNFor 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 ValueFIX.4.3
255CreditRatingStringNAn 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
543InstrRegistryStringNThe 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
470CountryOfIssueCountryNISO 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
471StateOrProvinceOfIssueStringNA two-character state or province abbreviation.FIX.4.3
472LocaleOfIssueStringNThe three-character IATA code for a locale (e.g. airport code for Municipal Bonds).FIX.4.3
240RedemptionDateLocalMktDateN(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)FIX.4.3
202StrikePricePriceNUsed for derivatives, such as options and covered warrantsFIX.4.3
947StrikeCurrencyCurrencyNUsed for derivativesFIX.4.4
206OptAttributecharNUsed 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
231ContractMultiplierfloatNFor 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
223CouponRatePercentageNFor Fixed Income.FIX.4.3
207SecurityExchangeExchangeNCan be used to identify the security.FIX.4.3
106IssuerStringNName of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"FIX.4.3
348EncodedIssuerLenLengthNMust be set if EncodedIssuer field is specified and must immediately precede it.FIX.4.3
349EncodedIssuerdataNEncoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.FIX.4.3
107SecurityDescStringNSecurity description.FIX.4.3
350EncodedSecurityDescLenLengthNMust be set if EncodedSecurityDesc field is specified and must immediately precede it.FIX.4.3
351EncodedSecurityDescdataNEncoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.FIX.4.3
691PoolStringNIdentifies MBS / ABS poolFIX.4.4
667ContractSettlMonthMonthYearNMust be present for MBS/TBAFIX.4.4
875CPProgramintNThe program under which a commercial paper is issued
▶ 3 enum values
ValueNameDescription
1Program3a33(a)(3)
2Program424(2)
99OtherOther
FIX.4.4
876CPRegTypeStringNThe registration type of a commercial paper issuanceFIX.4.4
⟳ EvntGrp [Repeating Group]NNumber of repeating EventType group entries.FIX.4.4
864NoEventsNumInGroupNNumber of repeating EventType entries.FIX.4.4
865EventTypeintNCode to represent the type of event
▶ 5 enum values
ValueNameDescription
1PutPut
2CallCall
3TenderTender
4SinkingFundCallSinking Fund Call
99OtherOther
FIX.4.4
866EventDateLocalMktDateNDate of eventFIX.4.4
867EventPxPriceNPredetermined price of issue at event, if applicableFIX.4.4
868EventTextStringNComments related to the event.FIX.4.4
end EvntGrp
873DatedDateLocalMktDateNIf different from IssueDateFIX.4.4
874InterestAccrualDateLocalMktDateNIf different from IssueDate and DatedDateFIX.4.4
◈ FinancingDetails [Component]NInsert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"FIX.4.4
913AgreementDescStringNThe full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this dealFIX.4.4
914AgreementIDStringNA common reference to the applicable standing agreement between the principalsFIX.4.4
915AgreementDateLocalMktDateNA reference to the date the underlying agreement was executed.FIX.4.4
918AgreementCurrencyCurrencyNCurrency of the underlying agreement.FIX.4.4
788TerminationTypeintNFor Repos the timing or method for terminating the agreement.
▶ 4 enum values
ValueNameDescription
1OvernightOvernight
2TermTerm
3FlexibleFlexible
4OpenOpen
FIX.4.4
916StartDateLocalMktDateNSettlement date of the beginning of the dealFIX.4.4
917EndDateLocalMktDateNRepayment / repurchase dateFIX.4.4
919DeliveryTypeintNDelivery or custody arrangement for the underlying securities
▶ 4 enum values
ValueNameDescription
0VersusPayment"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1Free"Free": Deliver (if Sell) or Receive (if Buy) Free
2TriPartyTri-Party
3HoldInCustodyHold In Custody
FIX.4.4
898MarginRatioPercentageNPercentage of cash value that underlying security collateral must meet.FIX.4.4
⟳ UndInstrmtGrp [Repeating Group]NNumber of underlyingsFIX.4.4
711NoUnderlyingsNumInGroupNNumber of underlying legs that make up the security.FIX.4.4
◈ UnderlyingInstrument [Component]NThe 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
311UnderlyingSymbolStringNUnderlying security’s Symbol. See Symbol (55) field for descriptionFIX.4.3
312UnderlyingSymbolSfxStringNUnderlying security’s SymbolSfx. See SymbolSfx (65) field for descriptionFIX.4.3
309UnderlyingSecurityIDStringNUnderlying security’s SecurityID. See SecurityID (48) field for descriptionFIX.4.3
305UnderlyingSecurityIDSourceStringNUnderlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) fieldFIX.4.3
⟳ UndSecAltIDGrp [Repeating Group]NFIX.4.4
457NoUnderlyingSecurityAltIDNumInGroupNNumber of UnderlyingSecurityAltID (458) entries.FIX.4.4
458UnderlyingSecurityAltIDStringNAlternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.FIX.4.4
459UnderlyingSecurityAltIDSourceStringNIdentifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) fieldFIX.4.4
end UndSecAltIDGrp
462UnderlyingProductintNUnderlying security’s Product. Valid values: see Product(460) fieldFIX.4.3
463UnderlyingCFICodeStringNUnderlying security’s CFICode. Valid values: see CFICode (46)fieldFIX.4.3
310UnderlyingSecurityTypeStringNUnderlying 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
763UnderlyingSecuritySubTypeStringNUnderlying security’s SecuritySubType. See SecuritySubType (762) field for descriptionFIX.4.4
313UnderlyingMaturityMonthYearMonthYearNUnderlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for descriptionFIX.4.3
542UnderlyingMaturityDateLocalMktDateNUnderlying security’s maturity date. See MaturityDate (54) field for descriptionFIX.4.3
315UnderlyingPutOrCallintNUnderlying security’s PutOrCall. See PutOrCall field for descriptionFIX.4.3
241UnderlyingCouponPaymentDateLocalMktDateNUnderlying 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
242UnderlyingIssueDateLocalMktDateNUnderlying 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
243UnderlyingRepoCollateralSecurityTypeStringN(Deprecated, not applicable/used for Repos)FIX.4.3
244UnderlyingRepurchaseTermintN(Deprecated, not applicable/used for Repos)FIX.4.3
245UnderlyingRepurchaseRatePercentageN(Deprecated, not applicable/used for Repos)FIX.4.3
246UnderlyingFactorfloatNUnderlying 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
256UnderlyingCreditRatingStringNUnderlying 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
595UnderlyingInstrRegistryStringNUnderlying security’s InstrRegistry. See InstrRegistry (543) field for descriptionFIX.4.3
592UnderlyingCountryOfIssueCountryNUnderlying security’s CountryOfIssue. See CountryOfIssue (470) field for descriptionFIX.4.3
593UnderlyingStateOrProvinceOfIssueStringNUnderlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for descriptionFIX.4.3
594UnderlyingLocaleOfIssueStringNUnderlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for descriptionFIX.4.3
247UnderlyingRedemptionDateLocalMktDateN(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)FIX.4.3
316UnderlyingStrikePricePriceNUnderlying security’s StrikePrice. See StrikePrice (202) field for descriptionFIX.4.3
941UnderlyingStrikeCurrencyCurrencyNCurrency in which the strike price of an underlying instrument is denominatedFIX.4.4
317UnderlyingOptAttributecharNUnderlying security’s OptAttribute. See OptAttribute (206) field for descriptionFIX.4.3
436UnderlyingContractMultiplierfloatNUnderlying security’s ContractMultiplier. See ContractMultiplier (23) field for descriptionFIX.4.3
435UnderlyingCouponRatePercentageNUnderlying security’s CouponRate. See CouponRate (223) field for descriptionFIX.4.3
308UnderlyingSecurityExchangeExchangeNUnderlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)FIX.4.3
306UnderlyingIssuerStringNUnderlying security’s Issuer. See Issuer (06) field for descriptionFIX.4.3
362EncodedUnderlyingIssuerLenLengthNByte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.FIX.4.3
363EncodedUnderlyingIssuerdataNEncoded (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
307UnderlyingSecurityDescStringNUnderlying security’s SecurityDesc. See SecurityDesc (07) field for descriptionFIX.4.3
364EncodedUnderlyingSecurityDescLenLengthNByte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.FIX.4.3
365EncodedUnderlyingSecurityDescdataNEncoded (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
877UnderlyingCPProgramStringNThe program under which the underlying commercial paper is issuedFIX.4.4
878UnderlyingCPRegTypeStringNThe registration type of the underlying commercial paper issuanceFIX.4.4
318UnderlyingCurrencyCurrencyNSpecific to the <UnderlyingInstrument> (not in <Instrument>)FIX.4.4
879UnderlyingQtyQtyNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)FIX.4.4
810UnderlyingPxPriceNSpecific 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
882UnderlyingDirtyPricePriceNSpecific 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 interestFIX.4.4
883UnderlyingEndPricePriceNSpecific 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
884UnderlyingStartValueAmtNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreementFIX.4.4
885UnderlyingCurrentValueAmtNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateralFIX.4.4
886UnderlyingEndValueAmtNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreementFIX.4.4
⟳ UnderlyingStipulations [Repeating Group]NSpecific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component BlockFIX.4.4
887NoUnderlyingStipsNumInGroupNNumber of underlying stipulation entriesFIX.4.4
888UnderlyingStipTypeStringNRequired if NoUnderlyingStips >0FIX.4.4
889UnderlyingStipValueStringNValue of stipulation. Same values as StipulationValue (234)FIX.4.4
end UnderlyingStipulations
end UndInstrmtGrp
54SidecharYSide of order
▶ 16 enum values
ValueNameDescription
1BuyBuy
2SellSell
3BuyMinusBuy minus
4SellPlusSell plus
5SellShortSell short
6SellShortExemptSell short exempt
7UndisclosedUndisclosed (valid for IOI and List Order messages only)
8CrossCross (orders where counterparty is an exchange, valid for all messages except IOIs)
9CrossShortCross short
ACrossShortExemptCross short exempt
BAsDefined"As Defined" (for use with multileg instruments)
COpposite"Opposite" (for use with multileg instruments)
DSubscribeSubscribe (e.g. CIV)
ERedeemRedeem (e.g. CIV)
FLendLend (FINANCING - identifies direction of collateral)
GBorrowBorrow (FINANCING - identifies direction of collateral)
FIX.2.7
⟳ Stipulations [Repeating Group]NInsert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"FIX.4.3
232NoStipulationsNumInGroupNNumber of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).FIX.4.3
233StipulationTypeStringNRequired if NoStipulations >0
▶ 50 enum values
ValueNameDescription
AMTAlternativeMinimumTaxAMT (y/n)
AUTOREINVAutoReinvestmentAuto Reinvestment at <rate> or better
BANKQUALBankQualifiedBank qualified (y/n)
BGNCONBargainConditionsBargain Conditions– see (234) for values
COUPONCouponRangeCoupon range
CURRENCYISOCurrencyCodeISO Currency code
CUSTOMDATECustomStartCustom start/end date
GEOGGeographicsGeographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUTValuationDiscountValuation discount
INSUREDInsuredInsured (y/n)
ISSUEIssueDateYear or Year/Month of Issue (ex. 234=2002/09)
ISSUERIssuerIssuer’s ticker
ISSUESIZEIssueSizeRangeissue size range
LOOKBACKLookbackDaysLookback days
LOTExplicitLotIdentifierExplicit lot identifier
LOTVARLotVarianceLot Variance (value in percent maximum over- or under-allocation allowed)
MATMaturityYearAndMonthMaturity Year and Month
MATURITYMaturityRangeMaturity range
MAXSUBSMaximumSubstitutionsMaximum substitutions (Repo)
MINQTYMinimumQuantityMinimum quantity
MININCRMinimumIncrementMinimum increment
MINDNOMMinimumDenominationMinimum denomination
PAYFREQPaymentFrequencyPayment frequency, calendar
PIECESNumberOfPiecesNumber of Pieces
PMAXPoolsMaximumPools Maximum
PPMPoolsPerMillionPools per Million
PPLPoolsPerLotPools per Lot
PPTPoolsPerTradePools per Trade
PRICEPriceRangePrice range
PRICEFREQPricingFrequencyPricing frequency
PRODProductionYearProduction Year
PROTECTCallProtectionCall protection
PURPOSEPurposePurpose
PXSOURCEBenchmarkPriceSourceBenchmark price source
RATINGRatingSourceAndRangeRating source and range
REDEMPTIONTypeOfRedemptionType of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTEDRestrictedRestricted (y/n)
SECTORMarketSectorMarket sector
SECTYPESecurityTypeIncludedOrExcludedSecurityType included or excluded
STRUCTStructureStructure
SUBSFREQSubstitutionsFrequencySubstitutions frequency (Repo)
SUBSLEFTSubstitutionsLeftSubstitutions left (Repo)
TEXTFreeformTextFreeform text
TRDVARTradeVarianceTrade Variance (value in percent maximum over- or under-allocation allowed)
WACWeightedAverageCouponWeighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WALWeightedAverageLifeCouponWeighted Average Life Coupon: value in percent (exact or range)
WALAWeightedAverageLoanAgeWeighted Average Loan Age: value in months (exact or range)
WAMWeightedAverageMaturityWeighted Average Maturity : value in months (exact or range)
WHOLEWholePoolWhole Pool (y/n)
YIELDYieldRangeYield range
FIX.4.3
234StipulationValueStringNFor Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
end Stipulations
854QtyTypeintNType of quantity specified in a quantity field
▶ 2 enum values
ValueNameDescription
0UnitsUnits (shares, par, currency)
1ContractsContracts (if used - should specify ContractMultiplier (tag 231))
FIX.4.4
◈ OrderQtyData [Component]NInsert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" **Note: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder.FIX.4.3
38OrderQtyQtyNOne 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
152CashOrderQtyQtyNOne 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
516OrderPercentPercentageNFor 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
468RoundingDirectioncharNFor CIV - Optional
▶ 3 enum values
ValueNameDescription
0RoundToNearestRound to nearest
1RoundDownRound down
2RoundUpRound up
FIX.4.3
469RoundingModulusfloatNFor CIV - OptionalFIX.4.3
40OrdTypecharNOrder type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
▶ 17 enum values
ValueNameDescription
1MarketMarket
2LimitLimit
3StopStop
4StopLimitStop limit
6WithOrWithoutWith or without
7LimitOrBetterLimit or better (Deprecated)
8LimitWithOrWithoutLimit with or without
9OnBasisOn basis
DPreviouslyQuotedPreviously quoted
EPreviouslyIndicatedPreviously indicated
GForexSwapForex - Swap
IFunariFunari (Limit Day Order with unexecuted portion handled as Market On Close. E.g. Japan)
JMarketIfTouchedMarket If Touched (MIT)
KMarketWithLeftOverAsLimitMarket with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
LPreviousFundValuationPointPrevious Fund Valuation Point (Historic pricing) (for CIV)
MNextFundValuationPointNext Fund Valuation Point –(Forward pricing) (for CIV)
PPeggedPegged
FIX.2.7
423PriceTypeintNCode to represent the price type
▶ 11 enum values
ValueNameDescription
1PercentagePercentage (e.g. percent of par) (often called "dollar price" for fixed income)
2PerUnitPer unit (i.e. per share or contract)
3FixedAmountFixed Amount (absolute value)
4DiscountDiscount – percentage points below par
5PremiumPremium – percentage points over par
6SpreadSpread
7TEDPriceTED price
8TEDYieldTED yield
9YieldYield
10FixedCabinetTradePriceFixed cabinet trade price (primarily for listed futures and options)
11VariableCabinetTradePriceVariable cabinet trade price (primarily for listed futures and options)
FIX.4.3
44PricePriceNRequired if specified on the orderFIX.2.7
99StopPxPriceNRequired if specified on the orderFIX.2.7
◈ PegInstructions [Component]NInsert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"FIX.4.4
211PegOffsetValuefloatNAmount (signed) added to the peg for a pegged order in the context of the PegOffsetTypeFIX.4.4
835PegMoveTypeintNDescribes whether peg is static/fixed or floats
▶ 2 enum values
ValueNameDescription
0FloatingFloating (default)
1FixedFixed
FIX.4.4
836PegOffsetTypeintNType of Peg Offset (e.g. price offset, tick offset etc)
▶ 4 enum values
ValueNameDescription
0PricePrice (default)
1BasisPointsBasis Points
2TicksTicks
3PriceTierPrice Tier / Level
FIX.4.4
837PegLimitTypeintNSpecifies nature of resulting pegged price (e.g. or better limit, strict limit etc)
▶ 3 enum values
ValueNameDescription
0OrBetterOr better (default) - price improvement allowed
1StrictStrict – limit is a strict limit
2OrWorseOr worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)
FIX.4.4
838PegRoundDirectionintNIf the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)
▶ 2 enum values
ValueNameDescription
1MoreAggressiveMore aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
2MorePassiveMore passive – on a buy order round down to nearest tick on a sell order round up to nearest tick
FIX.4.4
840PegScopeintNThe scope of the "related to" price of the peg (e.g. local, global etc)
▶ 4 enum values
ValueNameDescription
1LocalLocal (Exchange, ECN, ATS)
2NationalNational
3GlobalGlobal
4NationalExcludingLocalNational excluding local
FIX.4.4
◈ DiscretionInstructions [Component]NInsert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"FIX.4.4
388DiscretionInstcharNWhat the discretionary price is related to (e.g. primary price, display price etc)
▶ 7 enum values
ValueNameDescription
0RelatedToDisplayedPriceRelated to displayed price
1RelatedToMarketPriceRelated to market price
2RelatedToPrimaryPriceRelated to primary price
3RelatedToLocalPrimaryPriceRelated to local primary price
4RelatedToMidpointPriceRelated to midpoint price
5RelatedToLastTradePriceRelated to last trade price
6RelatedToVWAPRelated to VWAP
FIX.4.4
389DiscretionOffsetValuefloatNAmount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetTypeFIX.4.4
841DiscretionMoveTypeintNDescribes whether discretion price is static/fixed or floats
▶ 2 enum values
ValueNameDescription
0FloatingFloating (default)
1FixedFixed
FIX.4.4
842DiscretionOffsetTypeintNType of Discretion Offset (e.g. price offset, tick offset etc)
▶ 4 enum values
ValueNameDescription
0PricePrice (default)
1BasisPointsBasis Points
2TicksTicks
3PriceTierPrice Tier / Level
FIX.4.4
843DiscretionLimitTypeintNSpecifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)
▶ 3 enum values
ValueNameDescription
0OrBetterOr better (default) - price improvement allowed
1StrictStrict – limit is a strict limit
2OrWorseOr worse – for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)
FIX.4.4
844DiscretionRoundDirectionintNIf the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)
▶ 2 enum values
ValueNameDescription
1MoreAggressiveMore aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
2MorePassiveMore passive – on a buy order round down to nearest tick on a sell order round up to nearest tick
FIX.4.4
846DiscretionScopeintNThe scope of "related to" price of the discretion (e.g. local, global etc)
▶ 4 enum values
ValueNameDescription
1LocalLocal (Exchange, ECN, ATS)
2NationalNational
3GlobalGlobal
4NationalExcludingLocalNational excluding local
FIX.4.4
839PeggedPricePriceNThe current price the order is pegged atFIX.4.4
845DiscretionPricePriceNThe current discretionary price of the orderFIX.4.4
847TargetStrategyintNThe target strategy of the order
▶ 3 enum values
ValueNameDescription
1VWAPVWAP
2ParticipateParticipate (i.e. aim to be x percent of the market volume)
3MininizeMarketImpactMininize market impact
FIX.4.4
848TargetStrategyParametersStringNFor further specification of the TargetStrategyFIX.4.4
849ParticipationRatePercentageNMandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)FIX.4.4
850TargetStrategyPerformancefloatNFor communication of the performance of the order versus the target strategyFIX.4.4
15CurrencyCurrencyNIdentifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.FIX.2.7
376ComplianceIDStringNID used to represent this transaction for compliance purposes (e.g. OATS reporting).FIX.4.2
377SolicitedFlagBooleanNIndicates whether or not the order was solicited.
▶ 2 enum values
ValueNameDescription
YWasSolicitedWas solcitied
NWasNotSolicitedWas not solicited
FIX.4.2
59TimeInForcecharNAbsence of this field indicates Day order
▶ 8 enum values
ValueNameDescription
0DayDay (or session)
1GoodTillCancelGood Till Cancel (GTC)
2AtTheOpeningAt the Opening (OPG)
3ImmediateOrCancelImmediate or Cancel (IOC)
4FillOrKillFill or Kill (FOK)
5GoodTillCrossingGood Till Crossing (GTX)
6GoodTillDateGood Till Date
7AtTheCloseAt the Close
FIX.2.7
168EffectiveTimeUTCTimestampNTime specified on the order at which the order should be considered validFIX.4.2
432ExpireDateLocalMktDateNConditionally required if TimeInForce = GTD and ExpireTime is not specified.FIX.4.2
126ExpireTimeUTCTimestampNConditionally required if TimeInForce = GTD and ExpireDate is not specified.FIX.4.0
18ExecInstMultipleValueStringNCan contain multiple instructions, space delimited.
▶ 40 enum values
ValueNameDescription
1NotHeldNot held
2WorkWork
3GoAlongGo along
4OverTheDayOver the day
5HeldHeld
6ParticipateDoNotInitiateParticipate don't initiate
7StrictScaleStrict scale
8TryToScaleTry to scale
9StayOnBidSideStay on bidside
0StayOnOfferSideStay on offerside
ANoCrossNo cross (cross is forbidden)
BOKToCrossOK to cross
CCallFirstCall first
DPercentOfVolumePercent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
EDoNotIncreaseDo not increase - DNI
FDoNotReduceDo not reduce - DNR
GAllOrNoneAll or none - AON
HReinstateOnSystemFailureReinstate on System Failure (mutually exclusive with Q)
IInstitutionsOnlyInstitutions only
JReinstateOnTradingHaltReinstate on Trading Halt (mutually exclusive with K)
KCancelOnTradingHaltCancel on Trading Halt (mutually exclusive with L)
LLastPegLast peg (last sale)
MMidPricePegMid-price peg (midprice of inside quote)
NNonNegotiableNon-negotiable
OOpeningPegOpening peg
PMarketPegMarket peg
QCancelOnSystemFailureCancel on System Failure (mutually exclusive with H)
RPrimaryPegPrimary peg (primary market - buy at bid/sell at offer)
SSuspendSuspend
UCustomerDisplayInstructionCustomer Display Instruction (Rule11Ac1-1/4)
VNettingNetting (for Forex)
WPegToVWAPPeg to VWAP
XTradeAlongTrade Along
YTryToStopTry to Stop
ZCancelIfNotBestCancel if Not Best
aTrailingStopPegTrailing Stop Peg
bStrictLimitStrict Limit (No Price Improvement)
cIgnorePriceValidityChecksIgnore Price Validity Checks
dPegToLimitPricePeg to Limit Price
eWorkToTargetStrategyWork to Target Strategy
FIX.2.7
528OrderCapacitycharNDesignates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)
▶ 6 enum values
ValueNameDescription
AAgencyAgency
GProprietaryProprietary
IIndividualIndividual
PPrincipalPrincipal (Note for CMS purposes, Principal includes Proprietary)
RRisklessPrincipalRiskless Principal
WAgentForOtherMemberAgent for Other Member
FIX.4.3
529OrderRestrictionsMultipleValueStringNRestrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
▶ 10 enum values
ValueNameDescription
1ProgramTradeProgram Trade
2IndexArbitrageIndex Arbitrage
3NonIndexArbitrageNon-Index Arbitrage
4CompetingMarketMakerCompeting Market Maker
5ActingAsMarketMakerOrSpecialistInSecurityActing as Market Maker or Specialist in the security
6ActingAsMarketMakerOrSpecialistInUnderlyingActing as Market Maker or Specialist in the underlying security of a derivative security
7ForeignEntityForeign Entity (of foreign governmnet or regulatory jurisdiction)
8ExternalMarketParticipantExternal Market Participant
9ExternalInterConnectedMarketLinkageExternal Inter-connected Market Linkage
ARisklessArbitrageRiskless Arbitrage
FIX.4.3
582CustOrderCapacityintNCapacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
▶ 4 enum values
ValueNameDescription
1MemberTradingForTheirOwnAccountMember trading for their own account
2ClearingFirmTradingForItsProprietaryAccountClearing Firm trading for its proprietary account
3MemberTradingForAnotherMemberMember trading for another member
4AllOtherAll other
FIX.4.3
32LastQtyQtyNQuantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType = Trade or Trade Correct. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for.FIX.2.7
652UnderlyingLastQtyQtyNThe calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.FIX.4.3
31LastPxPriceNPrice of this (last) fill. Required if ExecType = Trade or Trade Correct. Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). If ExecType=Stopped, represents the price stopped/guaranteed/protected at.FIX.2.7
651UnderlyingLastPxPriceNThe calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.FIX.4.3
669LastParPxPriceNLast price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.FIX.4.4
194LastSpotRatePriceNApplicable for F/X ordersFIX.4.1
195LastForwardPointsPriceOffsetNApplicable for F/X ordersFIX.4.1
30LastMktExchangeNIf ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed.FIX.2.7
336TradingSessionIDStringNIdentifier 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.4.2
625TradingSessionSubIDStringNOptional 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.4.3
943TimeBracketStringNA code that represents a time interval in which a fill or trade occurred. Required for US futures markets.FIX.4.4
29LastCapacitycharNBroker capacity in order execution
▶ 4 enum values
ValueNameDescription
1AgentAgent
2CrossAsAgentCross as agent
3CrossAsPrincipalCross as principal
4PrincipalPrincipal
FIX.2.7
151LeavesQtyQtyYQuantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.FIX.4.1
14CumQtyQtyYCurrently executed quantity for chain of orders.FIX.2.7
6AvgPxPriceYCalculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (3). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.FIX.2.7
424DayOrderQtyQtyNFor GT orders on days following the day of the first trade.FIX.4.2
425DayCumQtyQtyNFor GT orders on days following the day of the first trade.FIX.4.2
426DayAvgPxPriceNFor GT orders on days following the day of the first trade.FIX.4.2
427GTBookingInstintNStates whether executions are booked out or accumulated on a partially filled GT order
▶ 3 enum values
ValueNameDescription
0BookOutAllTradesOnDayOfExecutionbook out all trades on day of execution
1AccumulateUntilFilledOrExpiredaccumulate executions until order is filled or expires
2AccumulateUntilVerballlyNotifiedOtherwiseaccumulate until verbally notified otherwise
FIX.4.2
75TradeDateLocalMktDateNUsed when reporting other than current day trades.FIX.2.7
60TransactTimeUTCTimestampNTime the transaction represented by this ExecutionReport occurredFIX.2.7
113ReportToExchBooleanNIdentifies party of trade responsible for exchange reporting.
▶ 2 enum values
ValueNameDescription
YReceiverReportsIndicates that party receiving message must report trade
NSenderReportsIndicates that party sending message will report trade
FIX.3.0
◈ CommissionData [Component]NInsert here the set of "CommissionData" fields defined in "Common Components of Application Messages" Note: On a fill/partial fill messages, it represents value for that fill/partial fill. On ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.FIX.4.3
12CommissionAmtNCommission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05.FIX.4.3
13CommTypecharNCommission type
▶ 6 enum values
ValueNameDescription
1PerUnitper unit (implying shares, par, currency, etc)
2Percentpercentage
3Absoluteabsolute (total monetary amount)
4PercentageWaivedCashDiscount(for CIV buy orders) percentage waived – cash discount
5PercentageWaivedEnhancedUnits(for CIV buy orders) percentage waived – enhanced units
6PointsPerBondOrContractpoints per bond or contract [Supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]
FIX.4.3
479CommCurrencyCurrencyNFor CIV - OptionalFIX.4.3
497FundRenewWaivcharNFor CIV - Optional
▶ 2 enum values
ValueNameDescription
YYesYes
NNoNo
FIX.4.3
◈ SpreadOrBenchmarkCurveData [Component]NInsert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"FIX.4.3
218SpreadPriceOffsetNFor Fixed IncomeFIX.4.3
220BenchmarkCurveCurrencyCurrencyNIdentifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
221BenchmarkCurveNameStringNName of benchmark curve.FIX.4.3
222BenchmarkCurvePointStringNPoint on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
662BenchmarkPricePriceNSpecifies the price of the benchmark.FIX.4.4
663BenchmarkPriceTypeintNMust be present if BenchmarkPrice is used.FIX.4.4
699BenchmarkSecurityIDStringNThe identifier of the benchmark security, e.g. Treasury against Corporate bond.FIX.4.4
761BenchmarkSecurityIDSourceStringNSource of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.FIX.4.4
◈ YieldData [Component]NInsert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"FIX.4.3
235YieldTypeStringNType of yield
▶ 34 enum values
ValueNameDescription
AFTERTAXAfterTaxYieldAfter Tax Yield (Municipals)
ANNUALAnnualYieldAnnual Yield
ATISSUEYieldAtIssueYield At Issue (Municipals)
AVGMATURITYYieldToAverageMaturityYield To Average Maturity
BOOKBookYieldBook Yield
CALLYieldToNextCallYield to Next Call
CHANGEYieldChangeSinceCloseYield Change Since Close
CLOSEClosingYieldClosing Yield
COMPOUNDCompoundYieldCompound Yield
CURRENTCurrentYieldCurrent Yield
GROSSTrueGrossYieldTrue Gross Yield
GOVTEQUIVGvntEquivalentYieldGovernment Equivalent Yield
INFLATIONYieldWithInflationAssumptionYield with Inflation Assumption
INVERSEFLOATERInverseFloaterBondYieldInverse Floater Bond Yield
LASTCLOSEMostRecentClosingYieldMost Recent Closing Yield
LASTMONTHClosingYieldMostRecentMonthClosing Yield Most Recent Month
LASTQUARTERClosingYieldMostRecentQuarterClosing Yield Most Recent Quarter
LASTYEARClosingYieldMostRecentYearClosing Yield Most Recent Year
LONGAVGLIFEYieldToLongestAverageLifeYield to Longest Average Life
MARKMarkToMarketYieldMark To Market Yield
MATURITYYieldToMaturityYield to Maturity
NEXTREFUNDYieldToNextRefundYield To Next Refund (Sinking Fund Bonds)
OPENAVGOpenAverageYieldOpen Average Yield
PUTYieldToNextPutYield to Next Put
PREVCLOSEPreviousCloseYieldPrevious Close Yield
PROCEEDSProceedsYieldProceeds Yield
SEMIANNUALSemiAnnualYieldSemi-annual Yield
SHORTAVGLIFEYieldToShortestAverageLifeYield to Shortest Average Life
SIMPLESimpleYieldSimple Yield
TAXEQUIVTaxEquivalentYieldTax Equivalent Yield
TENDERYieldToTenderDateYield to Tender Date
TRUETrueYieldTrue Yield
VALUE1/32YieldValueOf132Yield Value Of 1/32
WORSTYieldToWorstYield To Worst
FIX.4.3
236YieldPercentageNYield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
701YieldCalcDateLocalMktDateNInclude as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.FIX.4.4
696YieldRedemptionDateLocalMktDateNDate to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).FIX.4.4
697YieldRedemptionPricePriceNPrice to which the yield has been calculated.FIX.4.4
698YieldRedemptionPriceTypeintNThe price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.FIX.4.4
381GrossTradeAmtAmtNTotal amount traded (e.g. CumQty (4) * AvgPx (6)) expressed in units of currency.FIX.4.2
157NumDaysInterestintNNumber of Days of Interest for convertible bonds and fixed income. Note value may be negative.FIX.4.3
230ExDateLocalMktDateNThe date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)FIX.4.3
158AccruedInterestRatePercentageNThe amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.FIX.4.3
159AccruedInterestAmtAmtNAmount of Accrued Interest for convertible bonds and fixed incomeFIX.4.3
738InterestAtMaturityAmtNFor fixed income products which pay lump-sum interest at maturity.FIX.4.4
920EndAccruedInterestAmtAmtNFor repurchase agreements the accrued interest on termination.FIX.4.4
921StartCashAmtNFor repurchase agreements the start (dirty) cash considerationFIX.4.4
922EndCashAmtNFor repurchase agreements the end (dirty) cash considerationFIX.4.4
258TradedFlatSwitchBooleanNDriver and part of trade in the event that the Security Master file was wrong at the point of entry (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
▶ 2 enum values
ValueNameDescription
YTradedFlatTraded Flat
NNotTradedFlatNot Traded Flat
FIX.4.3
259BasisFeatureDateLocalMktDateNBasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (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
260BasisFeaturePricePriceNPrice for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
238ConcessionAmtNProvides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
237TotalTakedownAmtNThe price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
118NetMoneyAmtNNote: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.FIX.4.0
119SettlCurrAmtAmtNUsed to report results of forex accommodation tradeFIX.4.0
120SettlCurrencyCurrencyNUsed to report results of forex accommodation tradeFIX.4.0
155SettlCurrFxRatefloatNForeign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrencyFIX.4.1
156SettlCurrFxRateCalccharNSpecifies whether the SettlCurrFxRate should be multiplied or divided
▶ 2 enum values
ValueNameDescription
MMultiplyMultiply
DDivideDivide
FIX.4.1
21HandlInstcharNInstructions for order handling on Broker trading floor
▶ 3 enum values
ValueNameDescription
1AutomatedExecutionNoInterventionAutomated execution order, private, no Broker intervention
2AutomatedExecutionInterventionOKAutomated execution order, public, Broker intervention OK
3ManualOrderManual order, best execution
FIX.4.2
110MinQtyQtyNMinimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int)FIX.4.2
111MaxFloorQtyNMaximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time. (Prior to FIX 4.2 this field was of type int)FIX.4.2
77PositionEffectcharNFor use in derivatives omnibus accounting
▶ 4 enum values
ValueNameDescription
OOpenOpen
CCloseClose
RRolledRolled
FFIFOFIFO
FIX.4.2
210MaxShowQtyNMaximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int)FIX.4.2
775BookingTypeintNMethod for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
▶ 3 enum values
ValueNameDescription
0RegularBookingRegular booking
1CFDCFD (Contract For Difference)
2TotalReturnSwapTotal return swap
FIX.4.4
58TextStringNFree format text string (Note: this field does not have a specified maximum length)FIX.2.7
354EncodedTextLenLengthNMust be set if EncodedText field is specified and must immediately precede it.FIX.4.2
355EncodedTextdataNEncoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.FIX.4.2
193SettlDate2LocalMktDateNCan be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.FIX.4.2
192OrderQty2QtyNCan be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.FIX.4.2
641LastForwardPoints2PriceOffsetNCan be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap.FIX.4.3
442MultiLegReportingTypecharNDefault is a single security if not specified.
▶ 3 enum values
ValueNameDescription
1SingleSecuritySingle Security (default if not specified)
2IndividualLegOfAMultiLegSecurityIndividual leg of a multi-leg security
3MultiLegSecurityMulti-leg security
FIX.4.2
480CancellationRightscharNFor CIV - Optional
▶ 4 enum values
ValueNameDescription
YYesYes
NNoExecutionOnlyNo – execution only
MNoWaiverAgreementNo – waiver agreement
ONoInstitutionalNo – institutional.
FIX.4.3
481MoneyLaunderingStatuscharNA one character code identifying Money laundering status
▶ 5 enum values
ValueNameDescription
YPassedPassed
NNotCheckedNot checked
1ExemptBelowLimitExempt – Below The Limit
2ExemptMoneyTypeExempt – Client Money Type Exemption
3ExemptAuthorisedExempt – Authorised Credit or Financial Institution.
FIX.4.3
513RegistIDStringNReference to Registration Instructions message for this Order.FIX.4.3
494DesignationStringNSupplementary registration information for this OrderFIX.4.3
483TransBkdTimeUTCTimestampNFor CIV - OptionalFIX.4.3
515ExecValuationPointUTCTimestampNFor CIV - OptionalFIX.4.3
484ExecPriceTypecharNFor CIV - Optional
▶ 8 enum values
ValueNameDescription
BBidPriceBid price
CCreationPriceCreation price
DCreationPricePlusAdjustmentPercentCreation price plus adjustment %
ECreationPricePlusAdjustmentAmountCreation price plus adjustment amount
OOfferPriceOffer price
POfferPriceMinusAdjustmentPercentOffer price minus adjustment %
QOfferPriceMinusAdjustmentAmountOffer price minus adjustment amount
SSinglePriceSingle price
FIX.4.3
485ExecPriceAdjustmentfloatNFor CIV - OptionalFIX.4.3
638PriorityIndicatorintNIndicates if a Cancel/Replace has caused an order to lose book priority
▶ 2 enum values
ValueNameDescription
0PriorityUnchangedPriority Unchanged
1LostPriorityAsResultOfOrderChangeLost Priority as result of order change
FIX.4.3
639PriceImprovementPriceOffsetNAmount of price improvement.FIX.4.3
851LastLiquidityIndintNApplicable only on OrdStatus of Partial or Filled.
▶ 3 enum values
ValueNameDescription
1AddedLiquidityAdded Liquidity
2RemovedLiquidityRemoved Liquidity
3LiquidityRoutedOutLiquidity Routed Out
FIX.4.4
⟳ ContAmtGrp [Repeating Group]NNumber of contract details in this message (number of repeating groups to follow)FIX.4.4
518NoContAmtsNumInGroupNThe number of Contract Amount details on an Execution Report messageFIX.4.4
519ContAmtTypeintNType of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3.
▶ 15 enum values
ValueNameDescription
1CommissionAmountCommission Amount (actual)
2CommissionPercentCommission % (actual)
3InitialChargeAmountInitial Charge Amount
4InitialChargePercentInitial Charge %
5DiscountAmountDiscount Amount
6DiscountPercentDiscount %
7DilutionLevyAmountDilution Levy Amount
8DilutionLevyPercentDilution Levy %
9ExitChargeAmountExit Charge Amount
10ExitChargePercentExit Charge %
11FundBasedRenewalCommissionPercentFund-based Renewal Commission % (a.k.a. Trail commission)
12ProjectedFundValueProjected Fund Value (i.e. for investments intended to realise or exceed a specific future value)
13FundBasedRenewalCommissionOnOrderFund-based Renewal Commission Amount (based on Order value)
14FundBasedRenewalCommissionOnFundFund-based Renewal Commission Amount (based on Projected Fund value)
15NetSettlementAmountNet Settlement Amount
FIX.4.4
520ContAmtValuefloatNValue of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (59).FIX.4.4
521ContAmtCurrCurrencyNSpecifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".FIX.4.4
end ContAmtGrp
⟳ InstrmtLegExecGrp [Repeating Group]NNumber of legs Identifies a Multi-leg Execution if present and non-zero.FIX.4.4
555NoLegsNumInGroupNNumber of InstrumentLeg repeating group instances.FIX.4.4
◈ InstrumentLeg [Component]NThe 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
600LegSymbolStringNMultileg instrument's individual security’s Symbol. See Symbol (55) field for descriptionFIX.4.3
601LegSymbolSfxStringNMultileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for descriptionFIX.4.3
602LegSecurityIDStringNMultileg instrument's individual security’s SecurityID. See SecurityID (48) field for descriptionFIX.4.3
603LegSecurityIDSourceStringNMultileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for descriptionFIX.4.3
⟳ LegSecAltIDGrp [Repeating Group]NFIX.4.4
604NoLegSecurityAltIDNumInGroupNMultileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for descriptionFIX.4.4
605LegSecurityAltIDStringNMultileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for descriptionFIX.4.4
606LegSecurityAltIDSourceStringNMultileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for descriptionFIX.4.4
end LegSecAltIDGrp
607LegProductintNMultileg instrument's individual security’s Product. See Product (460) field for descriptionFIX.4.3
608LegCFICodeStringNMultileg instrument's individual security’s CFICode. See CFICode (46) field for descriptionFIX.4.3
609LegSecurityTypeStringNMultileg instrument's individual security’s SecurityType. See SecurityType (67) field for descriptionFIX.4.3
764LegSecuritySubTypeStringNSecuritySubType of the leg instrument. See SecuritySubType (762) field for descriptionFIX.4.4
610LegMaturityMonthYearMonthYearNMultileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for descriptionFIX.4.3
611LegMaturityDateLocalMktDateNMultileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for descriptionFIX.4.3
248LegCouponPaymentDateLocalMktDateNMultileg 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
249LegIssueDateLocalMktDateNMultileg 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
250LegRepoCollateralSecurityTypeStringN(Deprecated, not applicable/used for Repos)FIX.4.3
251LegRepurchaseTermintN(Deprecated, not applicable/used for Repos)FIX.4.3
252LegRepurchaseRatePercentageN(Deprecated, not applicable/used for Repos)FIX.4.3
253LegFactorfloatNMultileg 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
257LegCreditRatingStringNMultileg 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
599LegInstrRegistryStringNMultileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for descriptionFIX.4.3
596LegCountryOfIssueCountryNMultileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for descriptionFIX.4.3
597LegStateOrProvinceOfIssueStringNMultileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for descriptionFIX.4.3
598LegLocaleOfIssueStringNMultileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for descriptionFIX.4.3
254LegRedemptionDateLocalMktDateN(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)FIX.4.3
612LegStrikePricePriceNMultileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for descriptionFIX.4.3
942LegStrikeCurrencyCurrencyNCurrency in which the strike price of a instrument leg of a multileg instrument is denominatedFIX.4.4
613LegOptAttributecharNMultileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for descriptionFIX.4.3
614LegContractMultiplierfloatNMultileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for descriptionFIX.4.3
615LegCouponRatePercentageNMultileg instrument's individual security’s CouponRate. See CouponRate (223) field for descriptionFIX.4.3
616LegSecurityExchangeExchangeNMultileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for descriptionFIX.4.3
617LegIssuerStringNMultileg instrument's individual security’s Issuer. See Issuer (106) field for descriptionFIX.4.3
618EncodedLegIssuerLenLengthNMultileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for descriptionFIX.4.3
619EncodedLegIssuerdataNMultileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for descriptionFIX.4.3
620LegSecurityDescStringNMultileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for descriptionFIX.4.3
621EncodedLegSecurityDescLenLengthNMultileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for descriptionFIX.4.3
622EncodedLegSecurityDescdataNMultileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for descriptionFIX.4.3
623LegRatioQtyfloatNSpecific to the <InstrumentLeg> (not in <Instrument>)FIX.4.3
624LegSidecharNSpecific to the <InstrumentLeg> (not in <Instrument>)FIX.4.3
556LegCurrencyCurrencyNSpecific to the <InstrumentLeg> (not in <Instrument>)FIX.4.4
740LegPoolStringNIdentifies MBS / ABS poolFIX.4.4
739LegDatedDateLocalMktDateNThe 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 DateFIX.4.4
955LegContractSettlMonthMonthYearNSpecifies when the contract (i.e. MBS/TBA) will settle.FIX.4.4
956LegInterestAccrualDateLocalMktDateNThe 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 DateFIX.4.4
687LegQtyQtyNQuantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid valuesFIX.4.4
690LegSwapTypeintNFor Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
▶ 4 enum values
ValueNameDescription
1ParForParPar For Par
2ModifiedDurationModified Duration
4RiskRisk
5ProceedsProceeds
FIX.4.4
⟳ LegStipulations [Repeating Group]NThe LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.FIX.4.4
683NoLegStipulationsNumInGroupNNumber of leg stipulation entriesFIX.4.4
688LegStipulationTypeStringNRequired if NoLegStipulations >0FIX.4.4
689LegStipulationValueStringNFor Fixed Income, value of stipulation. See StipulationValue (234) for description and valid valuesFIX.4.4
end LegStipulations
564LegPositionEffectcharNPositionEffect for leg of a multileg See PositionEffect (77) field for descriptionFIX.4.4
565LegCoveredOrUncoveredintNCoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for descriptionFIX.4.4
⟳ NestedParties [Repeating Group]NThe NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.FIX.4.4
539NoNestedPartyIDsNumInGroupNRepeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRoleFIX.4.3
524NestedPartyIDStringNUsed to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.FIX.4.3
525NestedPartyIDSourcecharNUsed to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.FIX.4.3
538NestedPartyRoleintNIdentifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.FIX.4.3
⟳ NstdPtysSubGrp [Repeating Group]NRepeating group of NestedParty sub-identifiers.FIX.4.4
804NoNestedPartySubIDsNumInGroupNNumber of NestedPartySubID (545) and NestedPartySubIDType (805) entriesFIX.4.4
545NestedPartySubIDStringNPartySubID value within a nested repeating group. Same values as PartySubID (523)FIX.4.4
805NestedPartySubIDTypeintNType of NestedPartySubID (545) value. Same values as PartySubIDType (803)FIX.4.4
end NstdPtysSubGrp
end NestedParties
654LegRefIDStringNUnique indicator for a specific leg.FIX.4.4
566LegPricePriceNPrice for leg of a multileg See Price (44) field for descriptionFIX.4.4
587LegSettlTypecharNRefer to values for SettlType[63]FIX.4.4
588LegSettlDateLocalMktDateNRefer to description for SettlDate[64]FIX.4.4
637LegLastPxPriceNExecution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and valuesFIX.4.4
end InstrmtLegExecGrp
797CopyMsgIndicatorBooleanNIndicates whether or not this message is a drop copy of another message.FIX.4.4
⟳ MiscFeesGrp [Repeating Group]NRequired if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **FIX.4.4
136NoMiscFeesNumInGroupNNumber of repeating groups of miscellaneous feesFIX.4.4
137MiscFeeAmtAmtNMiscellaneous fee valueFIX.4.4
138MiscFeeCurrCurrencyNCurrency of miscellaneous feeFIX.4.4
139MiscFeeTypecharNIndicates type of miscellaneous fee
▶ 12 enum values
ValueNameDescription
1RegulatoryRegulatory (e.g. SEC)
2TaxTax
3LocalCommissionLocal Commission
4ExchangeFeesExchange Fees
5StampStamp
6LevyLevy
7OtherOther
8MarkupMarkup
9ConsumptionTaxConsumption Tax
10PerTransactionPer transaction
11ConversionConversion
12AgentAgent
FIX.4.4
891MiscFeeBasisintNDefines the unit for a miscellaneous fee.
▶ 3 enum values
ValueNameDescription
0AbsoluteAbsolute
1PerUnitPer unit
2PercentagePercentage
FIX.4.4
end MiscFeesGrp
◈ StandardTrailer [Component]YThe standard FIX message trailerFIX.2.7
93SignatureLengthLengthNRequired when trailer contains signature. Note: Not to be included within SecureData fieldFIX.4.0
89SignaturedataNNote: Not to be included within SecureData fieldFIX.4.0
10CheckSumStringY(Always unencrypted, always last field in message)FIX.4.0