| ◈ StandardHeader [Component] | | Y | MsgType = E | FIX.2.7 |
| 8 | BeginString | String | Y | FIX.4.4 (Always unencrypted, must be first field in message) | FIX.4.0 |
| 9 | BodyLength | Length | Y | (Always unencrypted, must be second field in message) | FIX.4.0 |
| 35 | MsgType | String | Y | (Always unencrypted, must be third field in message)
▶ 93 enum values
| Value | Name | Description |
|---|
| 0 | Heartbeat | Heartbeat | | 1 | TestRequest | Test Request | | 2 | ResendRequest | Resend Request | | 3 | Reject | Reject | | 4 | SequenceReset | Sequence Reset | | 5 | Logout | Logout | | 6 | IOI | Indication of Interest | | 7 | Advertisement | Advertisement | | 8 | ExecutionReport | Execution Report | | 9 | OrderCancelReject | Order Cancel Reject | | A | Logon | Logon | | B | News | News | | C | Email | Email | | D | NewOrderSingle | Order – Single | | E | NewOrderList | Order – List | | F | OrderCancelRequest | Order Cancel Request | | G | OrderCancelReplaceRequest | Order Cancel/Replace Request | | H | OrderStatusRequest | Order Status Request | | J | AllocationInstruction | Allocation Instruction | | K | ListCancelRequest | List Cancel Request | | L | ListExecute | List Execute | | M | ListStatusRequest | List Status Request | | N | ListStatus | List Status | | P | AllocationInstructionAck | Allocation Instruction Ack | | Q | DontKnowTrade | Don’t Know Trade (DK) | | R | QuoteRequest | Quote Request | | S | Quote | Quote | | T | SettlementInstructions | Settlement Instructions | | V | MarketDataRequest | Market Data Request | | W | MarketDataSnapshotFullRefresh | Market Data-Snapshot/Full Refresh | | X | MarketDataIncrementalRefresh | Market Data-Incremental Refresh | | Y | MarketDataRequestReject | Market Data Request Reject | | Z | QuoteCancel | Quote Cancel | | a | QuoteStatusRequest | Quote Status Request | | b | MassQuoteAcknowledgement | Mass Quote Acknowledgement | | c | SecurityDefinitionRequest | Security Definition Request | | d | SecurityDefinition | Security Definition | | e | SecurityStatusRequest | Security Status Request | | f | SecurityStatus | Security Status | | g | TradingSessionStatusRequest | Trading Session Status Request | | h | TradingSessionStatus | Trading Session Status | | i | MassQuote | Mass Quote | | j | BusinessMessageReject | Business Message Reject | | k | BidRequest | Bid Request | | l | BidResponse | Bid Response (lowercase L) | | m | ListStrikePrice | List Strike Price | | n | XMLNonFIX | XML message (e.g. non-FIX MsgType) | | o | RegistrationInstructions | Registration Instructions | | p | RegistrationInstructionsResponse | Registration Instructions Response | | q | OrderMassCancelRequest | Order Mass Cancel Request | | r | OrderMassCancelReport | Order Mass Cancel Report | | s | NewOrderCross | New Order - Cross | | t | CrossOrderCancelReplaceRequest | Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) | | u | CrossOrderCancelRequest | Cross Order Cancel Request | | v | SecurityTypeRequest | Security Type Request | | w | SecurityTypes | Security Types | | x | SecurityListRequest | Security List Request | | y | SecurityList | Security List | | z | DerivativeSecurityListRequest | Derivative Security List Request | | AA | DerivativeSecurityList | Derivative Security List | | AB | NewOrderMultileg | New Order - Multileg | | AC | MultilegOrderCancelReplace | Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request) | | AD | TradeCaptureReportRequest | Trade Capture Report Request | | AE | TradeCaptureReport | Trade Capture Report | | AF | OrderMassStatusRequest | Order Mass Status Request | | AG | QuoteRequestReject | Quote Request Reject | | AH | RFQRequest | RFQ Request | | AI | QuoteStatusReport | Quote Status Report | | AJ | QuoteResponse | Quote Response | | AK | Confirmation | Confirmation | | AL | PositionMaintenanceRequest | Position Maintenance Request | | AM | PositionMaintenanceReport | Position Maintenance Report | | AN | RequestForPositions | Request For Positions | | AO | RequestForPositionsAck | Request For Positions Ack | | AP | PositionReport | Position Report | | AQ | TradeCaptureReportRequestAck | Trade Capture Report Request Ack | | AR | TradeCaptureReportAck | Trade Capture Report Ack | | AS | AllocationReport | Allocation Report (aka Allocation Claim) | | AT | AllocationReportAck | Allocation Report Ack (aka Allocation Claim Ack) | | AU | ConfirmationAck | Confirmation Ack (aka Affirmation) | | AV | SettlementInstructionRequest | Settlement Instruction Request | | AW | AssignmentReport | Assignment Report | | AX | CollateralRequest | Collateral Request | | AY | CollateralAssignment | Collateral Assignment | | AZ | CollateralResponse | Collateral Response | | BA | CollateralReport | Collateral Report | | BB | CollateralInquiry | Collateral Inquiry | | BC | NetworkCounterpartySystemStatusRequest | Network (Counterparty System) Status Request | | BD | NetworkCounterpartySystemStatusResponse | Network (Counterparty System) Status Response | | BE | UserRequest | User Request | | BF | UserResponse | User Response | | BG | CollateralInquiryAck | Collateral Inquiry Ack | | BH | ConfirmationRequest | Confirmation Request |
| FIX.4.0 |
| 49 | SenderCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 56 | TargetCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 115 | OnBehalfOfCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 128 | DeliverToCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 90 | SecureDataLen | Length | N | Required to identify length of encrypted section of message. (Always unencrypted) | FIX.4.0 |
| 91 | SecureData | data | N | Required when message body is encrypted. Always immediately follows SecureDataLen field. | FIX.4.0 |
| 34 | MsgSeqNum | SeqNum | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 50 | SenderSubID | String | N | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 142 | SenderLocationID | String | N | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 57 | TargetSubID | String | N | "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 143 | TargetLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 116 | OnBehalfOfSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 144 | OnBehalfOfLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 129 | DeliverToSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 145 | DeliverToLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 43 | PossDupFlag | Boolean | N | Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | PossibleDuplicate | Possible duplicate | | N | OriginalTransmission | Original transmission |
| FIX.4.0 |
| 97 | PossResend | Boolean | N | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | PossibleResend | Possible resend | | N | OriginalTransmission | Original transmission |
| FIX.4.0 |
| 52 | SendingTime | UTCTimestamp | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 122 | OrigSendingTime | UTCTimestamp | N | Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) | FIX.4.0 |
| 212 | XmlDataLen | Length | N | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | FIX.4.2 |
| 213 | XmlData | data | N | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)
See Volume 1: FIXML Support | FIX.4.2 |
| 347 | MessageEncoding | String | N | Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.
▶ 4 enum values
| Value | Name | Description |
|---|
| ISO-2022-JP | ISO2022JP | JIS | | EUC-JP | EUCJP | EUC | | Shift_JIS | ShiftJIS | for using SJIS | | UTF-8 | UTF8 | Unicode |
| FIX.4.2 |
| 369 | LastMsgSeqNumProcessed | SeqNum | N | The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. | FIX.4.2 |
| ◈ Hop [Component] | | N | Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. | FIX.4.4 |
| 627 | NoHops | NumInGroup | N | Number of HopCompID entries in repeating group. | FIX.4.4 |
| 628 | HopCompID | String | N | Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used. | FIX.4.4 |
| 629 | HopSendingTime | UTCTimestamp | N | Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used. | FIX.4.4 |
| 630 | HopRefID | SeqNum | N | Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used. | FIX.4.4 |
| 66 | ListID | String | Y | Must be unique, by customer, for the day | FIX.2.7 |
| 390 | BidID | String | N | Should refer to an earlier program if bidding took place. | FIX.4.2 |
| 391 | ClientBidID | String | N | Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. | FIX.4.2 |
| 414 | ProgRptReqs | int | N | Code to identify the desired frequency of progress reports
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | BuySideRequests | BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion | | 2 | SellSideSends | SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod | | 3 | RealTimeExecutionReports | Real-time execution reports (to be discouraged) |
| FIX.4.2 |
| 394 | BidType | int | Y | e.g. Non Disclosed Model, Disclosed Model, No Bidding Process
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | NonDisclosed | "Non Disclosed" Style (e.g. US/European) | | 2 | Disclosed | "Disclosed" Style (e.g. Japanese) | | 3 | NoBiddingProcess | No Bidding Process |
| FIX.4.2 |
| 415 | ProgPeriodInterval | int | N | Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status. | FIX.4.2 |
| 480 | CancellationRights | char | N | For CIV - Optional
▶ 4 enum values
| Value | Name | Description |
|---|
| Y | Yes | Yes | | N | NoExecutionOnly | No – execution only | | M | NoWaiverAgreement | No – waiver agreement | | O | NoInstitutional | No – institutional. |
| FIX.4.3 |
| 481 | MoneyLaunderingStatus | char | N | A one character code identifying Money laundering status
▶ 5 enum values
| Value | Name | Description |
|---|
| Y | Passed | Passed | | N | NotChecked | Not checked | | 1 | ExemptBelowLimit | Exempt – Below The Limit | | 2 | ExemptMoneyType | Exempt – Client Money Type Exemption | | 3 | ExemptAuthorised | Exempt – Authorised Credit or Financial Institution. |
| FIX.4.3 |
| 513 | RegistID | String | N | Reference to Registration Instructions message applicable to all Orders in this List. | FIX.4.3 |
| 433 | ListExecInstType | char | N | Controls when execution should begin For CIV Orders indicates order of execution..
▶ 5 enum values
| Value | Name | Description |
|---|
| 1 | Immediate | Immediate | | 2 | WaitForInstruction | Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list) | | 3 | SellDriven | Exchange/switch CIV order – Sell driven | | 4 | BuyDrivenCashTopUp | Exchange/switch CIV order – Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order) | | 5 | BuyDrivenCashWithdraw | Exchange/switch CIV order – Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order) |
| FIX.4.2 |
| 69 | ListExecInst | String | N | Free-form text. | FIX.2.7 |
| 352 | EncodedListExecInstLen | Length | N | Must be set if EncodedListExecInst field is specified and must immediately precede it. | FIX.4.2 |
| 353 | EncodedListExecInst | data | N | Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. | FIX.4.2 |
| 765 | AllowableOneSidednessPct | Percentage | N | The maximum percentage that execution of one side of a program trade can exceed execution of the other. | FIX.4.4 |
| 766 | AllowableOneSidednessValue | Amt | N | The maximum amount that execution of one side of a program trade can exceed execution of the other. | FIX.4.4 |
| 767 | AllowableOneSidednessCurr | Currency | N | The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used. | FIX.4.4 |
| 68 | TotNoOrders | int | Y | Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. | FIX.2.7 |
| 893 | LastFragment | Boolean | N | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | LastMessage | Last message | | N | NotLastMessage | Not last message |
| FIX.4.4 |
| ⟳ ListOrdGrp [Repeating Group] | | Y | Number of orders in this message (number of repeating groups to follow) | FIX.4.4 |
| 73 | NoOrders | NumInGroup | Y | Indicates number of orders to be combined for average pricing and allocation. | FIX.4.4 |
| 11 | ClOrdID | String | Y | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. | FIX.4.4 |
| 526 | SecondaryClOrdID | String | N | Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. | FIX.4.4 |
| 67 | ListSeqNo | int | Y | Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) | FIX.4.4 |
| 583 | ClOrdLinkID | String | N | Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. | FIX.4.4 |
| 160 | SettlInstMode | char | N | Indicates mode used for Settlement Instructions message.
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | StandingInstructionsProvided | Standing Instructions Provided | | 4 | SpecificOrderForASingleAccount | Specific Order for a single account (for CIV) | | 5 | RequestReject | Request reject |
| FIX.4.4 |
| ⟳ Parties [Repeating Group] | | N | The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource. | FIX.4.4 |
| 453 | NoPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | FIX.4.3 |
| 448 | PartyID | String | N | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 447 | PartyIDSource | char | N | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
▶ 18 enum values
| Value | Name | Description |
|---|
| B | BIC | BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B") | | C | GeneralIdentifier | Generally accepted market participant identifier (e.g. NASD mnemonic) | | D | Proprietary | Proprietary/Custom code | | E | ISOCountryCode | ISO Country Code | | F | SettlementEntityLocation | Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values) | | G | MIC | MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C") | | H | CSDParticipant | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number) | | 1 | KoreanInvestorID | Korean Investor ID | | 2 | TaiwaneseForeignInvestorID | Taiwanese Qualified Foreign Investor ID QFII / FID | | 3 | TaiwaneseTradingAcct | Taiwanese Trading Account | | 4 | MalaysianCentralDepository | Malaysian Central Depository (MCD) number | | 5 | ChineseInvestorID | Chinese B Share (Shezhen and Shanghai) | | 6 | UKNationalInsuranceOrPensionNumber | UK National Insurance or Pension Number | | 7 | USSocialSecurityNumber | US Social Security Number | | 8 | USEmployerOrTaxIDNumber | US Employer Identification Number | | 9 | AustralianBusinessNumber | Australian Business Number | | A | AustralianTaxFileNumber | Australian Tax File Number | | I | ISITCAcronym | Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document |
| FIX.4.3 |
| 452 | PartyRole | int | N | Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
▶ 37 enum values
| Value | Name | Description |
|---|
| 1 | ExecutingFirm | Executing Firm (formerly FIX 4.2 ExecBroker) | | 2 | BrokerOfCredit | Broker of Credit (formerly FIX 4.2 BrokerOfCredit) | | 3 | ClientID | Client ID (formerly FIX 4.2 ClientID) | | 4 | ClearingFirm | Clearing Firm (formerly FIX 4.2 ClearingFirm) | | 5 | InvestorID | Investor ID | | 6 | IntroducingFirm | Introducing Firm | | 7 | EnteringFirm | Entering Firm | | 8 | Locate | Locate/Lending Firm (for short-sales) | | 9 | FundManagerClientID | Fund manager Client ID (for CIV) | | 10 | SettlementLocation | Settlement Location (formerly FIX 4.2 SettlLocation) | | 11 | OrderOriginationTrader | Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order) | | 12 | ExecutingTrader | Executing Trader (associated with Executing Firm - actually executes) | | 13 | OrderOriginationFirm | Order Origination Firm (e.g. buyside firm) | | 14 | GiveupClearingFirm | Giveup Clearing Firm (firm to which trade is given up) | | 15 | CorrespondantClearingFirm | Correspondant Clearing Firm | | 16 | ExecutingSystem | Executing System | | 17 | ContraFirm | Contra Firm | | 18 | ContraClearingFirm | Contra Clearing Firm | | 19 | SponsoringFirm | Sponsoring Firm | | 20 | UnderlyingContraFirm | Underlying Contra Firm | | 21 | ClearingOrganization | Clearing Organization | | 22 | Exchange | Exchange | | 24 | CustomerAccount | Customer Account | | 25 | CorrespondentClearingOrganization | Correspondent Clearing Organization | | 26 | CorrespondentBroker | Correspondent Broker | | 27 | Buyer | Buyer/Seller (Receiver/Deliverer) | | 28 | Custodian | Custodian | | 29 | Intermediary | Intermediary | | 30 | Agent | Agent | | 31 | SubCustodian | Sub custodian | | 32 | Beneficiary | Beneficiary | | 33 | InterestedParty | Interested party | | 34 | RegulatoryBody | Regulatory body | | 35 | LiquidityProvider | Liquidity provider | | 36 | EnteringTrader | Entering Trader | | 37 | ContraTrader | Contra Trader | | 38 | PositionAccount | Position Account |
| FIX.4.3 |
| ⟳ PtysSubGrp [Repeating Group] | | N | Repeating group of Party sub-identifiers. | FIX.4.4 |
| 802 | NoPartySubIDs | NumInGroup | N | Number of PartySubID (523)and PartySubIDType (803) entries | FIX.4.4 |
| 523 | PartySubID | String | N | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | FIX.4.4 |
| 803 | PartySubIDType | int | N | Type of PartySubID (523) value
4000+ = Reserved and available for bi-laterally agreed upon user defined values
▶ 26 enum values
| Value | Name | Description |
|---|
| 1 | Firm | Firm | | 2 | Person | Person | | 3 | System | System | | 4 | Application | Application | | 5 | FullLegalNameOfFirm | Full legal name of firm | | 6 | PostalAddress | Postal address (inclusive of street address, location, and postal code) | | 7 | PhoneNumber | Phone number | | 8 | EmailAddress | Email address | | 9 | ContactName | Contact name | | 10 | SecuritiesAccountNumber | Securities account number (for settlement instructions) | | 11 | RegistrationNumber | Registration number (for settlement instructions and confirmations) | | 12 | RegisteredAddressForConfirmation | Registered address (for confirmation purposes) | | 13 | RegulatoryStatus | Regulatory status (for confirmation purposes) | | 14 | RegistrationName | Registration name (for settlement instructions) | | 15 | CashAccountNumber | Cash account number (for settlement instructions) | | 16 | BIC | BIC | | 17 | CSDParticipantMemberCode | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number) | | 18 | RegisteredAddress | Registered address | | 19 | FundAccountName | Fund/account name | | 20 | TelexNumber | Telex number | | 21 | FaxNumber | Fax number | | 22 | SecuritiesAccountName | Securities account name | | 23 | CashAccountName | Cash account name | | 24 | Department | Department | | 25 | LocationDesk | Location / Desk | | 26 | PositionAccountType | Position Account Type |
| FIX.4.4 |
| end PtysSubGrp |
| end Parties |
| 229 | TradeOriginationDate | LocalMktDate | N | Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) | FIX.4.4 |
| 75 | TradeDate | LocalMktDate | N | Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). | FIX.4.4 |
| 1 | Account | String | N | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. | FIX.4.4 |
| 660 | AcctIDSource | int | N | Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | BIC | BIC | | 2 | SIDCode | SID code | | 3 | TFM | TFM (GSPTA) | | 4 | OMGEO | OMGEO (AlertID) | | 5 | DTCCCode | DTCC code | | 99 | Other | Other (custom or proprietary) |
| FIX.4.4 |
| 581 | AccountType | int | N | Type of account associated with an order
▶ 7 enum values
| Value | Name | Description |
|---|
| 1 | CarriedCustomerSide | Account is carried on customer Side of Books | | 2 | CarriedNonCustomerSide | Account is carried on non-Customer Side of books | | 3 | HouseTrader | House Trader | | 4 | FloorTrader | Floor Trader | | 6 | CarriedNonCustomerSideCrossMargined | Account is carried on non-customer side of books and is cross margined | | 7 | HouseTraderCrossMargined | Account is house trader and is cross margined | | 8 | JointBackOfficeAccount | Joint Backoffice Account (JBO) |
| FIX.4.4 |
| 589 | DayBookingInst | char | N | Indicates whether or not automatic booking can occur.
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | Auto | Can trigger booking without reference to the order initiator ("auto") | | 1 | SpeakWithOrderInitiatorBeforeBooking | Speak with order initiator before booking ("speak first") | | 2 | Accumulate | Accumulate |
| FIX.4.4 |
| 590 | BookingUnit | char | N | Indicates what constitutes a bookable unit.
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | EachPartialExecutionIsABookableUnit | Each partial execution is a bookable unit | | 1 | AggregatePartialExecutionsOnThisOrder | Aggregate partial executions on this order, and book one trade per order | | 2 | AggregateExecutionsForThisSymbol | Aggregate executions for this symbol, side, and settlement date |
| FIX.4.4 |
| 70 | AllocID | String | N | Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) | FIX.4.4 |
| 591 | PreallocMethod | char | N | Indicates the method of preallocation.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | ProRata | Pro-rata | | 1 | DoNotProRata | Do not pro-rata = discuss first |
| FIX.4.4 |
| ⟳ PreAllocGrp [Repeating Group] | | N | | FIX.4.4 |
| 78 | NoAllocs | NumInGroup | N | Number of repeating AllocAccount (79)/AllocPrice (366) entries. | FIX.4.4 |
| 79 | AllocAccount | String | N | Sub-account mnemonic | FIX.4.4 |
| 661 | AllocAcctIDSource | int | N | Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. | FIX.4.4 |
| 736 | AllocSettlCurrency | Currency | N | Currency code of settlement denomination for a specific AllocAccount (79). | FIX.4.4 |
| 467 | IndividualAllocID | String | N | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | FIX.4.4 |
| ⟳ NestedParties [Repeating Group] | | N | The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | FIX.4.4 |
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 |
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group.
Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value.
Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp |
| end NestedParties |
| 80 | AllocQty | Qty | N | Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| end PreAllocGrp |
| 63 | SettlType | char | N | Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
▶ 10 enum values
| Value | Name | Description |
|---|
| 0 | Regular | Regular | | 1 | Cash | Cash | | 2 | NextDay | Next Day (T+1) | | 3 | TPlus2 | T+2 | | 4 | TPlus3 | T+3 | | 5 | TPlus4 | T+4 | | 6 | Future | Future | | 7 | WhenAndIfIssued | When And If Issued | | 8 | SellersOption | Sellers Option | | 9 | TPlus5 | T+ 5 |
| FIX.4.4 |
| 64 | SettlDate | LocalMktDate | N | Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) | FIX.4.4 |
| 544 | CashMargin | char | N | Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Cash | Cash | | 2 | MarginOpen | Margin Open | | 3 | MarginClose | Margin Close |
| FIX.4.4 |
| 635 | ClearingFeeIndicator | String | N | Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
▶ 14 enum values
| Value | Name | Description |
|---|
| B | CBOEMember | CBOE Member | | C | NonMemberAndCustomer | Non-member and Customer | | E | EquityMemberAndClearingMember | Equity Member and Clearing Member | | F | FullAndAssociateMember | Full and Associate Member trading for own account and as floor Brokers | | H | Firms106HAnd106J | 106.H and 106.J Firms | | I | GIM | GIM, IDEM and COM Membership Interest Holders | | L | Lessee106FEmployees | Lessee and 106.F Employees | | M | AllOtherOwnershipTypes | All other ownership types | | 1 | FirstYearDelegate | 1st year delegate trading for his own account | | 2 | SecondYearDelegate | 2nd year delegate trading for his own account | | 3 | ThirdYearDelegate | 3rd year delegate trading for his own account | | 4 | FourthYearDelegate | 4th year delegate trading for his own account | | 5 | FifthYearDelegate | 5th year delegate trading for his own account | | 9 | SixthYearDelegate | 6th year and beyond delegate trading for his own account |
| FIX.4.4 |
| 21 | HandlInst | char | N | Instructions for order handling on Broker trading floor
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | AutomatedExecutionNoIntervention | Automated execution order, private, no Broker intervention | | 2 | AutomatedExecutionInterventionOK | Automated execution order, public, Broker intervention OK | | 3 | ManualOrder | Manual order, best execution |
| FIX.4.4 |
| 18 | ExecInst | MultipleValueString | N | Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.
▶ 40 enum values
| Value | Name | Description |
|---|
| 1 | NotHeld | Not held | | 2 | Work | Work | | 3 | GoAlong | Go along | | 4 | OverTheDay | Over the day | | 5 | Held | Held | | 6 | ParticipateDoNotInitiate | Participate don't initiate | | 7 | StrictScale | Strict scale | | 8 | TryToScale | Try to scale | | 9 | StayOnBidSide | Stay on bidside | | 0 | StayOnOfferSide | Stay on offerside | | A | NoCross | No cross (cross is forbidden) | | B | OKToCross | OK to cross | | C | CallFirst | Call first | | D | PercentOfVolume | Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)" | | E | DoNotIncrease | Do not increase - DNI | | F | DoNotReduce | Do not reduce - DNR | | G | AllOrNone | All or none - AON | | H | ReinstateOnSystemFailure | Reinstate on System Failure (mutually exclusive with Q) | | I | InstitutionsOnly | Institutions only | | J | ReinstateOnTradingHalt | Reinstate on Trading Halt (mutually exclusive with K) | | K | CancelOnTradingHalt | Cancel on Trading Halt (mutually exclusive with L) | | L | LastPeg | Last peg (last sale) | | M | MidPricePeg | Mid-price peg (midprice of inside quote) | | N | NonNegotiable | Non-negotiable | | O | OpeningPeg | Opening peg | | P | MarketPeg | Market peg | | Q | CancelOnSystemFailure | Cancel on System Failure (mutually exclusive with H) | | R | PrimaryPeg | Primary peg (primary market - buy at bid/sell at offer) | | S | Suspend | Suspend | | U | CustomerDisplayInstruction | Customer Display Instruction (Rule11Ac1-1/4) | | V | Netting | Netting (for Forex) | | W | PegToVWAP | Peg to VWAP | | X | TradeAlong | Trade Along | | Y | TryToStop | Try to Stop | | Z | CancelIfNotBest | Cancel if Not Best | | a | TrailingStopPeg | Trailing Stop Peg | | b | StrictLimit | Strict Limit (No Price Improvement) | | c | IgnorePriceValidityChecks | Ignore Price Validity Checks | | d | PegToLimitPrice | Peg to Limit Price | | e | WorkToTargetStrategy | Work to Target Strategy |
| FIX.4.4 |
| 110 | MinQty | Qty | N | Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 111 | MaxFloor | Qty | N | Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time.
(Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 100 | ExDestination | Exchange | N | Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" | FIX.4.4 |
| ⟳ TrdgSesGrp [Repeating Group] | | N | | FIX.4.4 |
| 386 | NoTradingSessions | NumInGroup | N | Number of TradingSessionIDs (336) in repeating group. | FIX.4.4 |
| 336 | TradingSessionID | String | N | Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.4 |
| end TrdgSesGrp |
| 81 | ProcessCode | char | N | Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
▶ 7 enum values
| Value | Name | Description |
|---|
| 0 | Regular | regular | | 1 | SoftDollar | soft dollar | | 2 | StepIn | step-in | | 3 | StepOut | step-out | | 4 | SoftDollarStepIn | soft-dollar step-in | | 5 | SoftDollarStepOut | soft-dollar step-out | | 6 | PlanSponsor | plan sponsor |
| FIX.4.4 |
| ◈ Instrument [Component] | | Y | The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX. | FIX.4.4 |
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. | FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified.
▶ 19 enum values
| Value | Name | Description |
|---|
| 1 | CUSIP | CUSIP | | 2 | SEDOL | SEDOL | | 3 | QUIK | QUIK | | 4 | ISINNumber | ISIN number | | 5 | RICCode | RIC code | | 6 | ISOCurrencyCode | ISO Currency Code | | 7 | ISOCountryCode | ISO Country Code | | 8 | ExchangeSymbol | Exchange Symbol | | 9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) | | A | BloombergSymbol | Bloomberg Symbol | | B | Wertpapier | Wertpapier | | C | Dutch | Dutch | | D | Valoren | Valoren | | E | Sicovam | Sicovam | | F | Belgian | Belgian | | G | Common | "Common" (Clearstream and Euroclear) | | H | ClearingHouse | Clearing House / Clearing Organization | | I | ISDAFpMLSpecification | ISDA/FpML Product Specification | | J | OptionPriceReportingAuthority | Options Price Reporting Authority |
| FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | | N | Number of alternate Security Identifiers | FIX.4.4 |
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp |
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category)
▶ 13 enum values
| Value | Name | Description |
|---|
| 1 | AGENCY | AGENCY | | 2 | COMMODITY | COMMODITY | | 3 | CORPORATE | CORPORATE | | 4 | CURRENCY | CURRENCY | | 5 | EQUITY | EQUITY | | 6 | GOVERNMENT | GOVERNMENT | | 7 | INDEX | INDEX | | 8 | LOAN | LOAN | | 9 | MONEYMARKET | MONEYMARKET | | 10 | MORTGAGE | MORTGAGE | | 11 | MUNICIPAL | MUNICIPAL | | 12 | OTHER | OTHER | | 13 | FINANCING | FINANCING |
| FIX.4.3 |
| 461 | CFICode | String | N | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. | FIX.4.3 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Required for Fixed Income. Refer to Volume 7 - Fixed Income
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
▶ 95 enum values
| Value | Name | Description |
|---|
| FUT | Future | Future | | OPT | Option | Option | | EUSUPRA | EuroSupranationalCoupons | Euro Supranational Coupons * | | FAC | FederalAgencyCoupon | Federal Agency Coupon | | FADN | FederalAgencyDiscountNote | Federal Agency Discount Note | | PEF | PrivateExportFunding | Private Export Funding * | | SUPRA | USDSupranationalCoupons | USD Supranational Coupons * | | CORP | CorporateBond | Corporate Bond | | CPP | CorporatePrivatePlacement | Corporate Private Placement | | CB | ConvertibleBond | Convertible Bond | | DUAL | DualCurrency | Dual Currency | | EUCORP | EuroCorporateBond | Euro Corporate Bond | | XLINKD | IndexedLinked | Indexed Linked | | STRUCT | StructuredNotes | Structured Notes | | YANK | YankeeCorporateBond | Yankee Corporate Bond | | FOR | ForeignExchangeContract | Foreign Exchange Contract | | CS | CommonStock | Common Stock | | PS | PreferredStock | Preferred Stock | | BRADY | BradyBond | Brady Bond | | EUSOV | EuroSovereigns | Euro Sovereigns * | | TBOND | USTreasuryBond | US Treasury Bond | | TINT | InterestStripFromAnyBondOrNote | Interest strip from any bond or note | | TIPS | TreasuryInflationProtectedSecurities | Treasury Inflation Protected Securities | | TCAL | PrincipalStripOfACallableBondOrNote | Principal strip of a callable bond or note | | TPRN | PrincipalStripFromANonCallableBondOrNote | Principal strip from a non-callable bond or note | | UST | USTreasuryNoteOld | US Treasury Note (deprecated value, use "TNOTE") | | USTB | USTreasuryBillOld | US Treasury Bill (deprecated value, use "TBILL") | | TNOTE | USTreasuryNote | US Treasury Note | | TBILL | USTreasuryBill | US Treasury Bill | | REPO | Repurchase | Repurchase | | FORWARD | Forward | Forward | | BUYSELL | BuySellback | Buy Sellback | | SECLOAN | SecuritiesLoan | Securities Loan | | SECPLEDGE | SecuritiesPledge | Securities Pledge | | TERM | TermLoan | Term Loan | | RVLV | RevolverLoan | Revolver Loan | | RVLVTRM | Revolver | Revolver/Term Loan | | BRIDGE | BridgeLoan | Bridge Loan | | LOFC | LetterOfCredit | Letter of Credit | | SWING | SwingLineFacility | Swing Line Facility | | DINP | DebtorInPossession | Debtor in Possession | | DEFLTED | Defaulted | Defaulted | | WITHDRN | Withdrawn | Withdrawn | | REPLACD | Replaced | Replaced | | MATURED | Matured | Matured | | AMENDED | Amended | Amended & Restated | | RETIRED | Retired | Retired | | BA | BankersAcceptance | Bankers Acceptance | | BN | BankNotes | Bank Notes | | BOX | BillOfExchanges | Bill of Exchanges | | CD | CertificateOfDeposit | Certificate of Deposit | | CL | CallLoans | Call Loans | | CP | CommercialPaper | Commercial Paper | | DN | DepositNotes | Deposit Notes | | EUCD | EuroCertificateOfDeposit | Euro Certificate of Deposit | | EUCP | EuroCommercialPaper | Euro Commercial Paper | | LQN | LiquidityNote | Liquidity Note | | MTN | MediumTermNotes | Medium Term Notes | | ONITE | Overnight | Overnight | | PN | PromissoryNote | Promissory Note | | PZFJ | PlazosFijos | Plazos Fijos | | STN | ShortTermLoanNote | Short Term Loan Note | | TD | TimeDeposit | Time Deposit | | XCN | ExtendedCommNote | Extended Comm Note | | YCD | YankeeCertificateOfDeposit | Yankee Certificate of Deposit | | ABS | AssetBackedSecurities | Asset-backed Securities | | CMBS | Corp | Corp. Mortgage-backed Securities | | CMO | CollateralizedMortgageObligation | Collateralized Mortgage Obligation | | IET | IOETTEMortgage | IOETTE Mortgage | | MBS | MortgageBackedSecurities | Mortgage-backed Securities | | MIO | MortgageInterestOnly | Mortgage Interest Only | | MPO | MortgagePrincipalOnly | Mortgage Principal Only | | MPP | MortgagePrivatePlacement | Mortgage Private Placement | | MPT | MiscellaneousPassThrough | Miscellaneous Pass-through | | PFAND | Pfandbriefe | Pfandbriefe * | | TBA | ToBeAnnounced | To be Announced | | AN | OtherAnticipationNotes | Other Anticipation Notes BAN, GAN, etc. | | COFO | CertificateOfObligation | Certificate of Obligation | | COFP | CertificateOfParticipation | Certificate of Participation | | GO | GeneralObligationBonds | General Obligation Bonds | | MT | MandatoryTender | Mandatory Tender | | RAN | RevenueAnticipationNote | Revenue Anticipation Note | | REV | RevenueBonds | Revenue Bonds | | SPCLA | SpecialAssessment | Special Assessment | | SPCLO | SpecialObligation | Special Obligation | | SPCLT | SpecialTax | Special Tax | | TAN | TaxAnticipationNote | Tax Anticipation Note | | TAXA | TaxAllocation | Tax Allocation | | TECP | TaxExemptCommercialPaper | Tax Exempt Commercial Paper | | TRAN | TaxRevenueAnticipationNote | Tax & Revenue Anticipation Note | | VRDN | VariableRateDemandNote | Variable Rate Demand Note | | WAR | Warrant | Warrant | | MF | MutualFund | Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle") | | MLEG | MultilegInstrument | Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.) | | NONE | NoSecurityType | No Security Type |
| FIX.4.3 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. | FIX.4.3 |
| 541 | MaturityDate | LocalMktDate | N | Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. | FIX.4.3 |
| 201 | PutOrCall | int | N | For Options.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Put | Put | | 1 | Call | Call |
| FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | (Deprecated, use UnderlyingSecurityType (310) ) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | (Deprecated, use TerminationType (788) ) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | (Deprecated, use Price (44) ) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index.
Qty * Factor * Price = Gross Trade Amount
For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.
(Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. | FIX.4.3 |
| 470 | CountryOfIssue | Country | N | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | FIX.4.3 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 206 | OptAttribute | char | N | Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. | FIX.4.3 |
| 231 | ContractMultiplier | float | N | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | FIX.4.3 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Program3a3 | 3(a)(3) | | 2 | Program42 | 4(2) | | 99 | Other | Other |
| FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | | N | Number of repeating EventType group entries. | FIX.4.4 |
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event
▶ 5 enum values
| Value | Name | Description |
|---|
| 1 | Put | Put | | 2 | Call | Call | | 3 | Tender | Tender | | 4 | SinkingFundCall | Sinking Fund Call | | 99 | Other | Other |
| FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp |
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ⟳ UndInstrmtGrp [Repeating Group] | | N | | FIX.4.4 |
| 711 | NoUnderlyings | NumInGroup | N | Number of underlying legs that make up the security. | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | | N | The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. | FIX.4.4 |
| 311 | UnderlyingSymbol | String | N | Underlying security’s Symbol.
See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security’s SymbolSfx.
See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security’s SecurityID.
See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security’s SecurityIDSource.
Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | | N | | FIX.4.4 |
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp |
| 462 | UnderlyingProduct | int | N | Underlying security’s Product.
Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security’s CFICode.
Valid values: see CFICode (46)field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security’s SecurityType.
Valid values: see SecurityType (67) field
(see below for details concerning this fields use in conjunction with SecurityType=REPO)
The following applies when used in conjunction with SecurityType=REPO
Represents the general or specific type of security that underlies a financing agreement
Valid values for SecurityType=REPO:
TREASURY = Federal government or treasury
PROVINCE = State, province, region, etc.
AGENCY = Federal agency
MORTGAGE = Mortgage passthrough
CP = Commercial paper
CORP = Corporate
EQUITY = Equity
SUPRA = Supra-national agency
CASH
If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.:
SecurityType=REPO
UnderlyingSecurityType=MORTGAGE
UnderlyingIssuer=GNMA
or
SecurityType=REPO
UnderlyingSecurityType=AGENCY
UnderlyingIssuer=CA Housing Trust
UnderlyingCountryOfIssue=CA
or
SecurityType=REPO
UnderlyingSecurityType=CORP
UnderlyingNoStipulations=
UnderlyingStipulationType=RATING
UnderlyingStipulationValue=>bbb- | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security’s SecuritySubType.
See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.
See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security’s maturity date.
See MaturityDate (54) field for description | FIX.4.3 |
| 315 | UnderlyingPutOrCall | int | N | Underlying security’s PutOrCall.
See PutOrCall field for description | FIX.4.3 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security’s CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security’s IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | (Deprecated, not applicable/used for Repos) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security’s Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security’s CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security’s InstrRegistry.
See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security’s CountryOfIssue.
See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security’s StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security’s LocaleOfIssue.
See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security’s StrikePrice.
See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security’s OptAttribute.
See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security’s ContractMultiplier.
See ContractMultiplier (23) field for description | FIX.4.3 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security’s CouponRate.
See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security’s SecurityExchange. Can be used to identify the underlying security.
Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security’s Issuer.
See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Underlying security’s SecurityDesc.
See SecurityDesc (07) field for description | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the start of the agreement | FIX.4.4 |
| 885 | UnderlyingCurrentValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 |
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation.
Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations |
| end UndInstrmtGrp |
| 140 | PrevClosePx | Price | N | Previous closing price of security. | FIX.4.4 |
| 54 | Side | char | Y | Side of order
▶ 16 enum values
| Value | Name | Description |
|---|
| 1 | Buy | Buy | | 2 | Sell | Sell | | 3 | BuyMinus | Buy minus | | 4 | SellPlus | Sell plus | | 5 | SellShort | Sell short | | 6 | SellShortExempt | Sell short exempt | | 7 | Undisclosed | Undisclosed (valid for IOI and List Order messages only) | | 8 | Cross | Cross (orders where counterparty is an exchange, valid for all messages except IOIs) | | 9 | CrossShort | Cross short | | A | CrossShortExempt | Cross short exempt | | B | AsDefined | "As Defined" (for use with multileg instruments) | | C | Opposite | "Opposite" (for use with multileg instruments) | | D | Subscribe | Subscribe (e.g. CIV) | | E | Redeem | Redeem (e.g. CIV) | | F | Lend | Lend (FINANCING - identifies direction of collateral) | | G | Borrow | Borrow (FINANCING - identifies direction of collateral) |
| FIX.4.4 |
| 401 | SideValueInd | int | N | Code to identify which "SideValue" the value refers to. SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | SideValue1 | SideValue1 | | 2 | SideValue2 | SideValue 2 |
| FIX.4.4 |
| 114 | LocateReqd | Boolean | N | Indicates whether the broker is to locate the stock in conjunction with a short sell order.
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | Yes | Indicates the broker is responsible for locating the stock | | N | No | Indicates the broker is not required to locate |
| FIX.4.4 |
| 60 | TransactTime | UTCTimestamp | N | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| ⟳ Stipulations [Repeating Group] | | N | The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information. | FIX.4.4 |
| 232 | NoStipulations | NumInGroup | N | Number of stipulation entries
(Note tag # was reserved in FIX 4.1, added in FIX 4.3). | FIX.4.3 |
| 233 | StipulationType | String | N | Required if NoStipulations >0
▶ 50 enum values
| Value | Name | Description |
|---|
| AMT | AlternativeMinimumTax | AMT (y/n) | | AUTOREINV | AutoReinvestment | Auto Reinvestment at <rate> or better | | BANKQUAL | BankQualified | Bank qualified (y/n) | | BGNCON | BargainConditions | Bargain Conditions– see (234) for values | | COUPON | CouponRange | Coupon range | | CURRENCY | ISOCurrencyCode | ISO Currency code | | CUSTOMDATE | CustomStart | Custom start/end date | | GEOG | Geographics | Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets]) | | HAIRCUT | ValuationDiscount | Valuation discount | | INSURED | Insured | Insured (y/n) | | ISSUE | IssueDate | Year or Year/Month of Issue (ex. 234=2002/09) | | ISSUER | Issuer | Issuer’s ticker | | ISSUESIZE | IssueSizeRange | issue size range | | LOOKBACK | LookbackDays | Lookback days | | LOT | ExplicitLotIdentifier | Explicit lot identifier | | LOTVAR | LotVariance | Lot Variance (value in percent maximum over- or under-allocation allowed) | | MAT | MaturityYearAndMonth | Maturity Year and Month | | MATURITY | MaturityRange | Maturity range | | MAXSUBS | MaximumSubstitutions | Maximum substitutions (Repo) | | MINQTY | MinimumQuantity | Minimum quantity | | MININCR | MinimumIncrement | Minimum increment | | MINDNOM | MinimumDenomination | Minimum denomination | | PAYFREQ | PaymentFrequency | Payment frequency, calendar | | PIECES | NumberOfPieces | Number of Pieces | | PMAX | PoolsMaximum | Pools Maximum | | PPM | PoolsPerMillion | Pools per Million | | PPL | PoolsPerLot | Pools per Lot | | PPT | PoolsPerTrade | Pools per Trade | | PRICE | PriceRange | Price range | | PRICEFREQ | PricingFrequency | Pricing frequency | | PROD | ProductionYear | Production Year | | PROTECT | CallProtection | Call protection | | PURPOSE | Purpose | Purpose | | PXSOURCE | BenchmarkPriceSource | Benchmark price source | | RATING | RatingSourceAndRange | Rating source and range | | REDEMPTION | TypeOfRedemption | Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible | | RESTRICTED | Restricted | Restricted (y/n) | | SECTOR | MarketSector | Market sector | | SECTYPE | SecurityTypeIncludedOrExcluded | SecurityType included or excluded | | STRUCT | Structure | Structure | | SUBSFREQ | SubstitutionsFrequency | Substitutions frequency (Repo) | | SUBSLEFT | SubstitutionsLeft | Substitutions left (Repo) | | TEXT | FreeformText | Freeform text | | TRDVAR | TradeVariance | Trade Variance (value in percent maximum over- or under-allocation allowed) | | WAC | WeightedAverageCoupon | Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee]) | | WAL | WeightedAverageLifeCoupon | Weighted Average Life Coupon: value in percent (exact or range) | | WALA | WeightedAverageLoanAge | Weighted Average Loan Age: value in months (exact or range) | | WAM | WeightedAverageMaturity | Weighted Average Maturity : value in months (exact or range) | | WHOLE | WholePool | Whole Pool (y/n) | | YIELD | YieldRange | Yield range |
| FIX.4.3 |
| 234 | StipulationValue | String | N | For Fixed Income. Value of stipulation.
The expression can be an absolute single value or a combination of values and logical operators:
< value
> value
<= value
>= value
value
value – value2
value OR value2
value AND value2
YES
NO
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| end Stipulations |
| 854 | QtyType | int | N | Type of quantity specified in a quantity field
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Units | Units (shares, par, currency) | | 1 | Contracts | Contracts (if used - should specify ContractMultiplier (tag 231)) |
| FIX.4.4 |
| ◈ OrderQtyData [Component] | | Y | The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). | FIX.4.4 |
| 38 | OrderQty | Qty | N | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. | FIX.4.3 |
| 152 | CashOrderQty | Qty | N | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. | FIX.4.3 |
| 516 | OrderPercent | Percentage | N | For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. | FIX.4.3 |
| 468 | RoundingDirection | char | N | For CIV - Optional
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | RoundToNearest | Round to nearest | | 1 | RoundDown | Round down | | 2 | RoundUp | Round up |
| FIX.4.3 |
| 469 | RoundingModulus | float | N | For CIV - Optional | FIX.4.3 |
| 40 | OrdType | char | N | Order type
*** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" ***
(see Volume : "Glossary" for value definitions)
▶ 17 enum values
| Value | Name | Description |
|---|
| 1 | Market | Market | | 2 | Limit | Limit | | 3 | Stop | Stop | | 4 | StopLimit | Stop limit | | 6 | WithOrWithout | With or without | | 7 | LimitOrBetter | Limit or better (Deprecated) | | 8 | LimitWithOrWithout | Limit with or without | | 9 | OnBasis | On basis | | D | PreviouslyQuoted | Previously quoted | | E | PreviouslyIndicated | Previously indicated | | G | ForexSwap | Forex - Swap | | I | Funari | Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.g. Japan) | | J | MarketIfTouched | Market If Touched (MIT) | | K | MarketWithLeftOverAsLimit | Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) | | L | PreviousFundValuationPoint | Previous Fund Valuation Point (Historic pricing) (for CIV) | | M | NextFundValuationPoint | Next Fund Valuation Point –(Forward pricing) (for CIV) | | P | Pegged | Pegged |
| FIX.4.4 |
| 423 | PriceType | int | N | Code to represent the price type
▶ 11 enum values
| Value | Name | Description |
|---|
| 1 | Percentage | Percentage (e.g. percent of par) (often called "dollar price" for fixed income) | | 2 | PerUnit | Per unit (i.e. per share or contract) | | 3 | FixedAmount | Fixed Amount (absolute value) | | 4 | Discount | Discount – percentage points below par | | 5 | Premium | Premium – percentage points over par | | 6 | Spread | Spread | | 7 | TEDPrice | TED price | | 8 | TEDYield | TED yield | | 9 | Yield | Yield | | 10 | FixedCabinetTradePrice | Fixed cabinet trade price (primarily for listed futures and options) | | 11 | VariableCabinetTradePrice | Variable cabinet trade price (primarily for listed futures and options) |
| FIX.4.4 |
| 44 | Price | Price | N | Price per unit of quantity (e.g. per share) | FIX.4.4 |
| 99 | StopPx | Price | N | Price per unit of quantity (e.g. per share) | FIX.4.4 |
| ◈ SpreadOrBenchmarkCurveData [Component] | | N | The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. | FIX.4.4 |
| 218 | Spread | PriceOffset | N | For Fixed Income | FIX.4.3 |
| 220 | BenchmarkCurveCurrency | Currency | N | Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 221 | BenchmarkCurveName | String | N | Name of benchmark curve. | FIX.4.3 |
| 222 | BenchmarkCurvePoint | String | N | Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED".
Sample values:
M = combination of a number between 1-12 and a "M" for month
Y = combination of number between 1-100 and a "Y" for year}
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon
See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 662 | BenchmarkPrice | Price | N | Specifies the price of the benchmark. | FIX.4.4 |
| 663 | BenchmarkPriceType | int | N | Must be present if BenchmarkPrice is used. | FIX.4.4 |
| 699 | BenchmarkSecurityID | String | N | The identifier of the benchmark security, e.g. Treasury against Corporate bond. | FIX.4.4 |
| 761 | BenchmarkSecurityIDSource | String | N | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. | FIX.4.4 |
| ◈ YieldData [Component] | | N | The YieldData component block conveys yield information for a given Fixed Income security. | FIX.4.4 |
| 235 | YieldType | String | N | Type of yield
▶ 34 enum values
| Value | Name | Description |
|---|
| AFTERTAX | AfterTaxYield | After Tax Yield (Municipals) | | ANNUAL | AnnualYield | Annual Yield | | ATISSUE | YieldAtIssue | Yield At Issue (Municipals) | | AVGMATURITY | YieldToAverageMaturity | Yield To Average Maturity | | BOOK | BookYield | Book Yield | | CALL | YieldToNextCall | Yield to Next Call | | CHANGE | YieldChangeSinceClose | Yield Change Since Close | | CLOSE | ClosingYield | Closing Yield | | COMPOUND | CompoundYield | Compound Yield | | CURRENT | CurrentYield | Current Yield | | GROSS | TrueGrossYield | True Gross Yield | | GOVTEQUIV | GvntEquivalentYield | Government Equivalent Yield | | INFLATION | YieldWithInflationAssumption | Yield with Inflation Assumption | | INVERSEFLOATER | InverseFloaterBondYield | Inverse Floater Bond Yield | | LASTCLOSE | MostRecentClosingYield | Most Recent Closing Yield | | LASTMONTH | ClosingYieldMostRecentMonth | Closing Yield Most Recent Month | | LASTQUARTER | ClosingYieldMostRecentQuarter | Closing Yield Most Recent Quarter | | LASTYEAR | ClosingYieldMostRecentYear | Closing Yield Most Recent Year | | LONGAVGLIFE | YieldToLongestAverageLife | Yield to Longest Average Life | | MARK | MarkToMarketYield | Mark To Market Yield | | MATURITY | YieldToMaturity | Yield to Maturity | | NEXTREFUND | YieldToNextRefund | Yield To Next Refund (Sinking Fund Bonds) | | OPENAVG | OpenAverageYield | Open Average Yield | | PUT | YieldToNextPut | Yield to Next Put | | PREVCLOSE | PreviousCloseYield | Previous Close Yield | | PROCEEDS | ProceedsYield | Proceeds Yield | | SEMIANNUAL | SemiAnnualYield | Semi-annual Yield | | SHORTAVGLIFE | YieldToShortestAverageLife | Yield to Shortest Average Life | | SIMPLE | SimpleYield | Simple Yield | | TAXEQUIV | TaxEquivalentYield | Tax Equivalent Yield | | TENDER | YieldToTenderDate | Yield to Tender Date | | TRUE | TrueYield | True Yield | | VALUE1/32 | YieldValueOf132 | Yield Value Of 1/32 | | WORST | YieldToWorst | Yield To Worst |
| FIX.4.3 |
| 236 | Yield | Percentage | N | Yield percentage.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 701 | YieldCalcDate | LocalMktDate | N | Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. | FIX.4.4 |
| 696 | YieldRedemptionDate | LocalMktDate | N | Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). | FIX.4.4 |
| 697 | YieldRedemptionPrice | Price | N | Price to which the yield has been calculated. | FIX.4.4 |
| 698 | YieldRedemptionPriceType | int | N | The price type of the YieldRedemptionPrice (697)
See PriceType (423) for description and valid values. | FIX.4.4 |
| 15 | Currency | Currency | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | FIX.4.4 |
| 376 | ComplianceID | String | N | ID used to represent this transaction for compliance purposes (e.g. OATS reporting). | FIX.4.4 |
| 377 | SolicitedFlag | Boolean | N | Indicates whether or not the order was solicited.
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | WasSolicited | Was solcitied | | N | WasNotSolicited | Was not solicited |
| FIX.4.4 |
| 23 | IOIID | String | N | Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int) | FIX.4.4 |
| 117 | QuoteID | String | N | Unique identifier for quote | FIX.4.4 |
| 59 | TimeInForce | char | N | Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.
▶ 8 enum values
| Value | Name | Description |
|---|
| 0 | Day | Day (or session) | | 1 | GoodTillCancel | Good Till Cancel (GTC) | | 2 | AtTheOpening | At the Opening (OPG) | | 3 | ImmediateOrCancel | Immediate or Cancel (IOC) | | 4 | FillOrKill | Fill or Kill (FOK) | | 5 | GoodTillCrossing | Good Till Crossing (GTX) | | 6 | GoodTillDate | Good Till Date | | 7 | AtTheClose | At the Close |
| FIX.4.4 |
| 168 | EffectiveTime | UTCTimestamp | N | Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.4 |
| 432 | ExpireDate | LocalMktDate | N | Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices | FIX.4.4 |
| 126 | ExpireTime | UTCTimestamp | N | Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
The meaning of expiration is specific to the context where the field is used.
For orders, this is the expiration time of a Good Til Date TimeInForce.
For Quotes - this is the expiration of the quote.
Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.
For collateral requests, this is the time by which collateral must be assigned.
For collateral assignments, this is the time by which a response to the assignment is expected. | FIX.4.4 |
| 427 | GTBookingInst | int | N | Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | BookOutAllTradesOnDayOfExecution | book out all trades on day of execution | | 1 | AccumulateUntilFilledOrExpired | accumulate executions until order is filled or expires | | 2 | AccumulateUntilVerballlyNotifiedOtherwise | accumulate until verbally notified otherwise |
| FIX.4.4 |
| ◈ CommissionData [Component] | | N | The CommissionDate component block is used to carry commission information such as the type of commission and the rate. | FIX.4.4 |
| 12 | Commission | Amt | N | Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05. | FIX.4.3 |
| 13 | CommType | char | N | Commission type
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | PerUnit | per unit (implying shares, par, currency, etc) | | 2 | Percent | percentage | | 3 | Absolute | absolute (total monetary amount) | | 4 | PercentageWaivedCashDiscount | (for CIV buy orders) percentage waived – cash discount | | 5 | PercentageWaivedEnhancedUnits | (for CIV buy orders) percentage waived – enhanced units | | 6 | PointsPerBondOrContract | points per bond or contract [Supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.] |
| FIX.4.3 |
| 479 | CommCurrency | Currency | N | For CIV - Optional | FIX.4.3 |
| 497 | FundRenewWaiv | char | N | For CIV - Optional
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | Yes | Yes | | N | No | No |
| FIX.4.3 |
| 528 | OrderCapacity | char | N | Designates the capacity of the firm placing the order
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
▶ 6 enum values
| Value | Name | Description |
|---|
| A | Agency | Agency | | G | Proprietary | Proprietary | | I | Individual | Individual | | P | Principal | Principal (Note for CMS purposes, Principal includes Proprietary) | | R | RisklessPrincipal | Riskless Principal | | W | AgentForOtherMember | Agent for Other Member |
| FIX.4.4 |
| 529 | OrderRestrictions | MultipleValueString | N | Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
▶ 10 enum values
| Value | Name | Description |
|---|
| 1 | ProgramTrade | Program Trade | | 2 | IndexArbitrage | Index Arbitrage | | 3 | NonIndexArbitrage | Non-Index Arbitrage | | 4 | CompetingMarketMaker | Competing Market Maker | | 5 | ActingAsMarketMakerOrSpecialistInSecurity | Acting as Market Maker or Specialist in the security | | 6 | ActingAsMarketMakerOrSpecialistInUnderlying | Acting as Market Maker or Specialist in the underlying security of a derivative security | | 7 | ForeignEntity | Foreign Entity (of foreign governmnet or regulatory jurisdiction) | | 8 | ExternalMarketParticipant | External Market Participant | | 9 | ExternalInterConnectedMarketLinkage | External Inter-connected Market Linkage | | A | RisklessArbitrage | Riskless Arbitrage |
| FIX.4.4 |
| 582 | CustOrderCapacity | int | N | Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | MemberTradingForTheirOwnAccount | Member trading for their own account | | 2 | ClearingFirmTradingForItsProprietaryAccount | Clearing Firm trading for its proprietary account | | 3 | MemberTradingForAnotherMember | Member trading for another member | | 4 | AllOther | All other |
| FIX.4.4 |
| 121 | ForexReq | Boolean | N | Indicates request for forex accommodation trade to be executed along with security transaction.
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | ExecuteForexAfterSecurityTrade | Execute Forex after security trade | | N | DoNotExecuteForexAfterSecurityTrade | Do not execute Forex after security trade |
| FIX.4.4 |
| 120 | SettlCurrency | Currency | N | Currency code of settlement denomination. | FIX.4.4 |
| 775 | BookingType | int | N | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | RegularBooking | Regular booking | | 1 | CFD | CFD (Contract For Difference) | | 2 | TotalReturnSwap | Total return swap |
| FIX.4.4 |
| 58 | Text | String | N | Free format text string
(Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | FIX.4.4 |
| 193 | SettlDate2 | LocalMktDate | N | SettDate (64) of the future part of a F/X swap order. | FIX.4.4 |
| 192 | OrderQty2 | Qty | N | OrderQty (38) of the future part of a F/X swap order. | FIX.4.4 |
| 640 | Price2 | Price | N | Price of the future part of a F/X swap order.
See Price (44) for description. | FIX.4.4 |
| 77 | PositionEffect | char | N | Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
▶ 4 enum values
| Value | Name | Description |
|---|
| O | Open | Open | | C | Close | Close | | R | Rolled | Rolled | | F | FIFO | FIFO |
| FIX.4.4 |
| 203 | CoveredOrUncovered | int | N | Used for derivative products, such as options
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Covered | Covered | | 1 | Uncovered | Uncovered |
| FIX.4.4 |
| 210 | MaxShow | Qty | N | Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| ◈ PegInstructions [Component] | | N | The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security. | FIX.4.4 |
| 211 | PegOffsetValue | float | N | Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType | FIX.4.4 |
| 835 | PegMoveType | int | N | Describes whether peg is static/fixed or floats
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Floating | Floating (default) | | 1 | Fixed | Fixed |
| FIX.4.4 |
| 836 | PegOffsetType | int | N | Type of Peg Offset (e.g. price offset, tick offset etc)
▶ 4 enum values
| Value | Name | Description |
|---|
| 0 | Price | Price (default) | | 1 | BasisPoints | Basis Points | | 2 | Ticks | Ticks | | 3 | PriceTier | Price Tier / Level |
| FIX.4.4 |
| 837 | PegLimitType | int | N | Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | OrBetter | Or better (default) - price improvement allowed | | 1 | Strict | Strict – limit is a strict limit | | 2 | OrWorse | Or worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) |
| FIX.4.4 |
| 838 | PegRoundDirection | int | N | If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | MoreAggressive | More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick | | 2 | MorePassive | More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick |
| FIX.4.4 |
| 840 | PegScope | int | N | The scope of the "related to" price of the peg (e.g. local, global etc)
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | Local | Local (Exchange, ECN, ATS) | | 2 | National | National | | 3 | Global | Global | | 4 | NationalExcludingLocal | National excluding local |
| FIX.4.4 |
| ◈ DiscretionInstructions [Component] | | N | The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price. | FIX.4.4 |
| 388 | DiscretionInst | char | N | What the discretionary price is related to (e.g. primary price, display price etc)
▶ 7 enum values
| Value | Name | Description |
|---|
| 0 | RelatedToDisplayedPrice | Related to displayed price | | 1 | RelatedToMarketPrice | Related to market price | | 2 | RelatedToPrimaryPrice | Related to primary price | | 3 | RelatedToLocalPrimaryPrice | Related to local primary price | | 4 | RelatedToMidpointPrice | Related to midpoint price | | 5 | RelatedToLastTradePrice | Related to last trade price | | 6 | RelatedToVWAP | Related to VWAP |
| FIX.4.4 |
| 389 | DiscretionOffsetValue | float | N | Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType | FIX.4.4 |
| 841 | DiscretionMoveType | int | N | Describes whether discretion price is static/fixed or floats
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Floating | Floating (default) | | 1 | Fixed | Fixed |
| FIX.4.4 |
| 842 | DiscretionOffsetType | int | N | Type of Discretion Offset (e.g. price offset, tick offset etc)
▶ 4 enum values
| Value | Name | Description |
|---|
| 0 | Price | Price (default) | | 1 | BasisPoints | Basis Points | | 2 | Ticks | Ticks | | 3 | PriceTier | Price Tier / Level |
| FIX.4.4 |
| 843 | DiscretionLimitType | int | N | Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | OrBetter | Or better (default) - price improvement allowed | | 1 | Strict | Strict – limit is a strict limit | | 2 | OrWorse | Or worse – for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) |
| FIX.4.4 |
| 844 | DiscretionRoundDirection | int | N | If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | MoreAggressive | More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick | | 2 | MorePassive | More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick |
| FIX.4.4 |
| 846 | DiscretionScope | int | N | The scope of "related to" price of the discretion (e.g. local, global etc)
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | Local | Local (Exchange, ECN, ATS) | | 2 | National | National | | 3 | Global | Global | | 4 | NationalExcludingLocal | National excluding local |
| FIX.4.4 |
| 847 | TargetStrategy | int | N | The target strategy of the order
1000+ = Reserved and available for bi-laterally agreed upon user defined values
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | VWAP | VWAP | | 2 | Participate | Participate (i.e. aim to be x percent of the market volume) | | 3 | MininizeMarketImpact | Mininize market impact |
| FIX.4.4 |
| 848 | TargetStrategyParameters | String | N | Field to allow further specification of the TargetStrategy – usage to be agreed between counterparties | FIX.4.4 |
| 849 | ParticipationRate | Percentage | N | For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) | FIX.4.4 |
| 494 | Designation | String | N | Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker’s nominee or street name. | FIX.4.4 |
| end ListOrdGrp |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.2.7 |
| 93 | SignatureLength | Length | N | Required when trailer contains signature. Note: Not to be included within SecureData field | FIX.4.0 |
| 89 | Signature | data | N | Note: Not to be included within SecureData field | FIX.4.0 |
| 10 | CheckSum | String | Y | (Always unencrypted, always last field in message) | FIX.4.0 |