Fields – FIX.5.0 – FIX Reference

Fields Reference

1090 fields in FIX.5.0 — click any field for details and usage examples

Tag	Name	Type	Abbr	Description	Msgs	Added
1	Account	String	Acct	Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.	38	FIX.2.7
2	AdvId	String	AdvId	Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int)	1	FIX.2.7
3	AdvRefID	String	AdvRefID	Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int)	1	FIX.2.7
4	AdvSide	char	AdvSide	Broker's side of advertised trade B=Buy, S=Sell, T=Trade, …+1	1	FIX.2.7
5	AdvTransType	String	AdvTransTyp	Identifies advertisement message transaction type N=New, C=Cancel, R=Replace	1	FIX.2.7
6	AvgPx	Price	AvgPx	Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.	9	FIX.2.7
7	BeginSeqNo	SeqNum	BeginSeqNo	Message sequence number of first message in range to be resent	1	FIX.2.7
8	BeginString	String	BeginString	Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) Valid values: FIXT.1.1	101	FIX.2.7
9	BodyLength	Length	BodyLength	Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)	101	FIX.2.7
10	CheckSum	String	CheckSum	Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)	101	FIX.2.7
11	ClOrdID	String	ClOrdID	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.	37	FIX.2.7
12	Commission	Amt	Comm	Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.	18	FIX.2.7
13	CommType	char	CommTyp	Commission type 1=PerUnit, 2=Percent, 3=Absolute, …+3	18	FIX.2.7
14	CumQty	Qty	CumQty	Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int)	3	FIX.2.7
15	Currency	Currency	Ccy	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.	50	FIX.2.7
16	EndSeqNo	SeqNum	EndSeqNo	Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).	1	FIX.2.7
17	ExecID	String	ExecID	Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int)	15	FIX.2.7
18	ExecInst	MultipleCharValue	ExecInst	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. * SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" * (see Volume : "Glossary" for value definitions) 0=StayOnOfferSide, 1=NotHeld, 2=Work, …+44	12	FIX.2.7
19	ExecRefID	String	ExecRefID	Reference identifier used with Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int)	2	FIX.2.7
21	HandlInst	char	HandlInst	Instructions for order handling on Broker trading floor 1=AutomatedExecutionNoIntervention, 2=AutomatedExecutionInterventionOK, 3=ManualOrder	8	FIX.2.7
22	SecurityIDSource	String	Src	Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified. 100+ are reserved for private security identifications 1=CUSIP, 2=SEDOL, 3=QUIK, …+18	66	FIX.2.7
23	IOIID	String	IOIID	Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int)	8	FIX.2.7
25	IOIQltyInd	char	QltyInd	Relative quality of indication H=High, L=Low, M=Medium	1	FIX.2.7
26	IOIRefID	String	RefID	Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int)	1	FIX.2.7
27	IOIQty	String	Qty	Quantity (e.g. number of shares) in numeric form or relative size. S=Small, M=Medium, L=Large, …+1	1	FIX.2.7
28	IOITransType	char	TransTyp	Identifies IOI message transaction type N=New, C=Cancel, R=Replace	1	FIX.2.7
29	LastCapacity	char	LastCpcty	Broker capacity in order execution 1=Agent, 2=CrossAsAgent, 3=CrossAsPrincipal, …+1	4	FIX.2.7
30	LastMkt	Exchange	LastMkt	Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C"	8	FIX.2.7
31	LastPx	Price	LastPx	Price of this (last) fill.	9	FIX.2.7
32	LastQty	Qty	LastQty	Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int)	8	FIX.2.7
33	NoLinesOfText	NumInGroup	NoLinesOfText	Identifies number of lines of text body	2	FIX.2.7
34	MsgSeqNum	SeqNum	SeqNum	Integer message sequence number.	101	FIX.2.7
35	MsgType	String	MsgTyp	Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. * Note the use of lower case letters * 0=Heartbeat, 1=TestRequest, 2=ResendRequest, …+98	101	FIX.2.7
36	NewSeqNo	SeqNum	NewSeqNo	New sequence number	1	FIX.2.7
37	OrderID	String	OrdID	Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.	28	FIX.2.7
38	OrderQty	Qty	Qty	Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int)	24	FIX.2.7
39	OrdStatus	char	OrdStat	Identifies current status of order. * SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" * (see Volume : "Glossary" for value definitions) 0=New, 1=PartiallyFilled, 2=Filled, …+12	5	FIX.2.7
40	OrdType	char	OrdTyp	Order type. * SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" * (see Volume : "Glossary" for value definitions) 1=Market, 2=Limit, 3=Stop, …+21	19	FIX.2.7
41	OrigClOrdID	String	OrigClOrdID	ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.	7	FIX.2.7
42	OrigTime	UTCTimestamp	OrigTm	Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))	2	FIX.2.7
43	PossDupFlag	Boolean	PosDup	Indicates possible retransmission of message with this sequence number N=OriginalTransmission, Y=PossibleDuplicate	101	FIX.2.7
44	Price	Price	Px	Price per unit of quantity (e.g. per share)	21	FIX.2.7
45	RefSeqNum	SeqNum	RefSeqNum	Reference message sequence number	2	FIX.2.7
48	SecurityID	String	ID	Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.	66	FIX.2.7
49	SenderCompID	String	SID	Assigned value used to identify firm sending message.	101	FIX.2.7
50	SenderSubID	String	SSub	Assigned value used to identify specific message originator (desk, trader, etc.)	101	FIX.2.7
52	SendingTime	UTCTimestamp	Snt	Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")	101	FIX.2.7
53	Quantity	Qty	Qty	Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int)	11	FIX.2.7
54	Side	char	Side	Side of order (see Volume : "Glossary" for value definitions) 1=Buy, 2=Sell, 3=BuyMinus, …+13	39	FIX.2.7
55	Symbol	String	Sym	Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) 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.	66	FIX.2.7
56	TargetCompID	String	TID	Assigned value used to identify receiving firm.	101	FIX.2.7
57	TargetSubID	String	TSub	Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user.	101	FIX.2.7
58	Text	String	Txt	Free format text string (Note: this field does not have a specified maximum length)	77	FIX.2.7
59	TimeInForce	char	TmInForce	Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) 0=Day, 1=GoodTillCancel, 2=AtTheOpening, …+5	10	FIX.2.7
60	TransactTime	UTCTimestamp	TxnTm	Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")	47	FIX.2.7
61	Urgency	char	Urgency	Urgency flag 0=Normal, 1=Flash, 2=Background	1	FIX.2.7
62	ValidUntilTime	UTCTimestamp	ValidUntilTm	Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")	7	FIX.2.7
63	SettlType	String	SettlTyp	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. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. 0=Regular, 1=Cash, 2=NextDay, …+9	24	FIX.2.7
64	SettlDate	LocalMktDate	SettlDt	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)	32	FIX.2.7
65	SymbolSfx	String	Sfx	Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. CD=EUCPWithLumpSumInterest, WI=WhenIssued	66	FIX.2.7
66	ListID	String	ListID	Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.	19	FIX.2.7
67	ListSeqNo	int	ListSeqNo	Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . )	1	FIX.2.7
68	TotNoOrders	int	TotNoOrds	Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds")	2	FIX.2.7
69	ListExecInst	String	ListExecInst	Free format text message containing list handling and execution instructions.	1	FIX.2.7
70	AllocID	String	AllocID	Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int)	16	FIX.2.7
71	AllocTransType	char	TransTyp	Identifies allocation transaction type * SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" * 0=New, 1=Replace, 2=Cancel, …+4	4	FIX.2.7
72	RefAllocID	String	RefAllocID	Reference identifier to be used with AllocTransType (71) = Replace or Cancel. (Prior to FIX 4.1 this field was of type int)	3	FIX.2.7
73	NoOrders	NumInGroup	NoOrds	Indicates number of orders to be combined for average pricing and allocation.	7	FIX.2.7
74	AvgPxPrecision	int	AvgPxPrcsn	Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.	4	FIX.2.7
75	TradeDate	LocalMktDate	TrdDt	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).	25	FIX.2.7
77	PositionEffect	char	PosEfct	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. C=Close, F=FIFO, O=Open, …+1	13	FIX.2.7
78	NoAllocs	NumInGroup	NoAllocs	Number of repeating AllocAccount (79)/AllocPrice (366) entries.	14	FIX.2.7
79	AllocAccount	String	Acct	Sub-account mnemonic	17	FIX.2.7
80	AllocQty	Qty	Qty	Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)	15	FIX.2.7
81	ProcessCode	char	ProcCode	Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. 0=Regular, 1=SoftDollar, 2=StepIn, …+4	12	FIX.2.7
82	NoRpts	int	NoRpts	Total number of reports within series.	1	FIX.2.7
83	RptSeq	int	RptSeq	Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side.	5	FIX.2.7
84	CxlQty	Qty	CxlQty	Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int)	1	FIX.2.7
85	NoDlvyInst	NumInGroup	NoDlvyInst	Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.	8	FIX.2.7
87	AllocStatus	int	Stat	Identifies status of allocation. 0=Accepted, 1=BlockLevelReject, 2=AccountLevelReject, …+5	3	FIX.2.7
88	AllocRejCode	int	RejCode	Identifies reason for rejection. 0=UnknownAccount, 1=IncorrectQuantity, 2=IncorrectAveragegPrice, …+11	3	FIX.2.7
89	Signature	data	Signature	Electronic signature	101	FIX.2.7
90	SecureDataLen	Length	SecureDataLen	Length of encrypted message	101	FIX.2.7
91	SecureData	data	SecureData	Actual encrypted data stream	101	FIX.2.7
93	SignatureLength	Length	SignatureLength	Number of bytes in signature field.	101	FIX.2.7
94	EmailType	char	EmailTyp	Email message type. 0=New, 1=Reply, 2=AdminReply	1	FIX.2.7
95	RawDataLength	Length	RawDataLength	Number of bytes in raw data field.	4	FIX.2.7
96	RawData	data	RawData	Unformatted raw data, can include bitmaps, word processor documents, etc.	4	FIX.2.7
97	PossResend	Boolean	PosRsnd	Indicates that message may contain information that has been sent under another sequence number. N=OriginalTransmission, Y=PossibleResend	101	FIX.2.7
98	EncryptMethod	int	EncryptMethod	Method of encryption. 0=None, 1=PKCS, 2=DES, …+4	1	FIX.2.7
99	StopPx	Price	StopPx	Price per unit of quantity (e.g. per share)	8	FIX.2.7
100	ExDestination	Exchange	ExDest	Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C"	10	FIX.2.7
102	CxlRejReason	int	CxlRejRsn	Code to identify reason for cancel rejection. 0=TooLateToCancel, 1=UnknownOrder, 2=BrokerCredit, …+6	1	FIX.2.7
103	OrdRejReason	int	RejRsn	Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. 0=BrokerCredit, 1=UnknownSymbol, 2=ExchangeClosed, …+15	2	FIX.2.7
104	IOIQualifier	char	Qual	Code to qualify IOI use. (see Volume : "Glossary" for value definitions) A=AllOrNone, B=MarketOnClose, C=AtTheClose, …+15	1	FIX.3.0
106	Issuer	String	Issr	Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"	66	FIX.3.0
107	SecurityDesc	String	Desc	Security description.	66	FIX.3.0
108	HeartBtInt	int	HeartBtInt	Heartbeat interval (seconds)	1	FIX.3.0
110	MinQty	Qty	MinQty	Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int)	10	FIX.3.0
111	MaxFloor	Qty	MaxFloor	The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.	8	FIX.3.0
112	TestReqID	String	TestReqID	Identifier included in Test Request message to be returned in resulting Heartbeat	2	FIX.3.0
113	ReportToExch	Boolean	RptToExch	Identifies party of trade responsible for exchange reporting. N=SenderReports, Y=ReceiverReports	1	FIX.3.0
114	LocateReqd	Boolean	LocReqd	Indicates whether the broker is to locate the stock in conjunction with a short sell order. N=No, Y=Yes	7	FIX.4.0
115	OnBehalfOfCompID	String	OBID	Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field.	101	FIX.4.0
116	OnBehalfOfSubID	String	OBSub	Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party	101	FIX.4.0
117	QuoteID	String	QID	Unique identifier for quote	13	FIX.4.0
118	NetMoney	Amt	NetMny	Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.	7	FIX.4.0
119	SettlCurrAmt	Amt	SettlCurrAmt	Total amount due expressed in settlement currency (includes the effect of the forex transaction)	7	FIX.4.0
120	SettlCurrency	Currency	SettlCcy	Currency code of settlement denomination.	21	FIX.4.0
121	ForexReq	Boolean	ForexReq	Indicates request for forex accommodation trade to be executed along with security transaction. N=DoNotExecuteForexAfterSecurityTrade, Y=ExecuteForexAfterSecurityTrade	8	FIX.4.0
122	OrigSendingTime	UTCTimestamp	OrigSnt	Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request.	101	FIX.4.0
123	GapFillFlag	Boolean	GapFillFlag	Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. N=SequenceReset, Y=GapFillMessage	1	FIX.4.0
124	NoExecs	NumInGroup	NoExecs	No of execution repeating group entries to follow.	9	FIX.4.0
126	ExpireTime	UTCTimestamp	ExpireTm	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.	17	FIX.4.0
127	DKReason	char	DkRsn	Reason for execution rejection. A=UnknownSymbol, B=WrongSide, C=QuantityExceedsOrder, …+4	2	FIX.4.0
128	DeliverToCompID	String	D2ID	Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field.	101	FIX.4.0
129	DeliverToSubID	String	D2Sub	Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party	101	FIX.4.0
130	IOINaturalFlag	Boolean	NatFlag	Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. N=NotNatural, Y=Natural	1	FIX.4.0
131	QuoteReqID	String	ReqID	Unique identifier for quote request	7	FIX.4.0
132	BidPx	Price	BidPx	Bid price/rate	5	FIX.4.0
133	OfferPx	Price	OfrPx	Offer price/rate	5	FIX.4.0
134	BidSize	Qty	BidSz	Quantity of bid (Prior to FIX 4.2 this field was of type int)	5	FIX.4.0
135	OfferSize	Qty	OfrSz	Quantity of offer (Prior to FIX 4.2 this field was of type int)	5	FIX.4.0
136	NoMiscFees	NumInGroup	NoMiscFees	Number of repeating groups of miscellaneous fees	11	FIX.4.0
137	MiscFeeAmt	Amt	Amt	Miscellaneous fee value	11	FIX.4.0
138	MiscFeeCurr	Currency	Curr	Currency of miscellaneous fee	11	FIX.4.0
139	MiscFeeType	String	Typ	Indicates type of miscellaneous fee. 1=Regulatory, 2=Tax, 3=LocalCommission, …+11	11	FIX.4.0
140	PrevClosePx	Price	PrevClsPx	Previous closing price of security.	10	FIX.4.0
141	ResetSeqNumFlag	Boolean	ResetSeqNumFlag	Indicates that the both sides of the FIX session should reset sequence numbers. N=No, Y=Yes	1	FIX.4.1
142	SenderLocationID	String	SLoc	Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader)	101	FIX.4.1
143	TargetLocationID	String	TLoc	Assigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader)	101	FIX.4.1
144	OnBehalfOfLocationID	String	OBLoc	Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party	101	FIX.4.1
145	DeliverToLocationID	String	D2Loc	Assigned value used to identify specific message recipient’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party	101	FIX.4.1
146	NoRelatedSym	NumInGroup	NoReltdSym	Specifies the number of repeating symbols specified.	9	FIX.4.1
147	Subject	String	Subject	The subject of an Email message	1	FIX.4.1
148	Headline	String	Headline	The headline of a News message	1	FIX.4.1
149	URLLink	String	URL	A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B FIX Fields Based Upon Other Standards"	3	FIX.4.1
150	ExecType	char	ExecTyp	Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) * SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" * 0=New, 3=DoneForDay, 4=Canceled, …+17	4	FIX.4.1
151	LeavesQty	Qty	LeavesQty	Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) – CumQty (14). (Prior to FIX 4.2 this field was of type int)	2	FIX.4.1
152	CashOrderQty	Qty	Cash	Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages.	19	FIX.4.1
153	AllocAvgPx	Price	AvgPx	AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type.	3	FIX.4.1
154	AllocNetMoney	Amt	NetMny	NetMoney (8) for a specific AllocAccount (79)	3	FIX.4.1
155	SettlCurrFxRate	float	SettlCurrFxRt	Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20)	7	FIX.4.1
156	SettlCurrFxRateCalc	char	SettlCurrFxRtCalc	Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided. M=Multiply, D=Divide	10	FIX.4.1
157	NumDaysInterest	int	NumDaysInt	Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.	7	FIX.4.1
158	AccruedInterestRate	Percentage	AcrdIntRt	The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.	7	FIX.4.1
159	AccruedInterestAmt	Amt	AcrdIntAmt	Amount of Accrued Interest for convertible bonds and fixed income	12	FIX.4.1
160	SettlInstMode	char	SettlInstMode	Indicates mode used for Settlement Instructions message. * SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" * 0=Default, 1=StandingInstructionsProvided, 2=SpecificAllocationAccountOverriding, …+3	2	FIX.4.1
161	AllocText	String	Txt	Free format text related to a specific AllocAccount (79).	5	FIX.4.1
162	SettlInstID	String	SettlInstID	Unique identifier for Settlement Instruction.	1	FIX.4.1
163	SettlInstTransType	char	SettlInstTransTyp	Settlement Instructions message transaction type N=New, C=Cancel, R=Replace, …+1	1	FIX.4.1
164	EmailThreadID	String	EmailThreadID	Unique identifier for an email thread (new and chain of replies)	1	FIX.4.1
165	SettlInstSource	char	InstSrc	Indicates source of Settlement Instructions 1=BrokerCredit, 2=Institution, 3=Investor	8	FIX.4.1
167	SecurityType	String	SecTyp	Indicates type of security. See also the Product (460) and CFICode (461) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): * Identify the Issuer in the "Issuer" field(106) * REPLACED values - See "Replaced Features and Supported Approach" * NOTE: Additional values may be used by mutual agreement of the counterparties) FUT=Future, OPT=Option, UST=USTreasuryNoteOld, …+96	72	FIX.4.1
168	EffectiveTime	UTCTimestamp	EfctvTm	Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")	10	FIX.4.1
169	StandInstDbType	int	StandInstDbTyp	Identifies the Standing Instruction database used 0=Other, 1=DTCSID, 2=ThomsonALERT, …+2	9	FIX.4.1
170	StandInstDbName	String	StandInstDbName	Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian’s name).	9	FIX.4.1
171	StandInstDbID	String	StandInstDbID	Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.	9	FIX.4.1
172	SettlDeliveryType	int	DlvryTyp	Identifies type of settlement 0=Versus, 1=Free, 2=TriParty, …+1	8	FIX.4.1
188	BidSpotRate	Price	BidSpotRt	Bid F/X spot rate.	5	FIX.4.1
189	BidForwardPoints	PriceOffset	BidFwdPnts	Bid F/X forward points added to spot rate. May be a negative value.	5	FIX.4.1
190	OfferSpotRate	Price	OfrSpotRt	Offer F/X spot rate.	5	FIX.4.1
191	OfferForwardPoints	PriceOffset	OfrFwdPnts	Offer F/X forward points added to spot rate. May be a negative value.	5	FIX.4.1
192	OrderQty2	Qty	Qty2	OrderQty (38) of the future part of a F/X swap order.	11	FIX.4.1
193	SettlDate2	LocalMktDate	SettlDt2	SettDate (64) of the future part of a F/X swap order.	11	FIX.4.1
194	LastSpotRate	Price	LastSpotRt	F/X spot rate.	3	FIX.4.1
195	LastForwardPoints	PriceOffset	LastFwdPnts	F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199	3	FIX.4.1
196	AllocLinkID	String	LinkID	Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique.	3	FIX.4.1
197	AllocLinkType	int	LinkTyp	Identifies the type of Allocation linkage when AllocLinkID (96) is used. 0=FXNetting, 1=FXSwap	3	FIX.4.1
198	SecondaryOrderID	String	OrdID2	Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.	20	FIX.4.1
199	NoIOIQualifiers	NumInGroup	NoIOIQuals	Number of repeating groups of IOIQualifiers (04).	1	FIX.4.1
200	MaturityMonthYear	MonthYear	MMY	Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (i.e. 99903) YYYYMMDD (20030323) YYYYMMwN (200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date).	66	FIX.4.1
201	PutOrCall	int	PutCall	Indicates whether an Option is for a put or call 0=Put, 1=Call	66	FIX.4.1
202	StrikePrice	Price	StrkPx	Strike Price for an Option.	66	FIX.4.1
203	CoveredOrUncovered	int	Covered	Used for derivative products, such as options 0=Covered, 1=Uncovered	7	FIX.4.1
206	OptAttribute	char	OptAt	Can be used for SecurityType (167) =OPT to identify a particular security. Valid values vary by SecurityExchange: * REPLACED values - See "Replaced Features and Supported Approach" * For Exchange: MONEP (Paris) L = Long (a.k.a. "American") S = Short (a.k.a. "European") For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich) 0-9 = single digit "version" number assigned by exchange following capital adjustments (0=current, 1=prior, 2=prior to , etc).	66	FIX.4.1
207	SecurityExchange	Exchange	Exch	Market used to help identify a security. Valid values: See "Appendix 6-C"	69	FIX.4.1
208	NotifyBrokerOfCredit	Boolean	NotifyBrkrOfCredit	Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). N=DetailsShouldNotBeCommunicated, Y=DetailsShouldBeCommunicated	3	FIX.4.1
209	AllocHandlInst	int	HandlInst	Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. 1=Match, 2=Forward, 3=ForwardAndMatch	3	FIX.4.1
210	MaxShow	Qty	MaxShow	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)	8	FIX.4.1
211	PegOffsetValue	float	OfstVal	Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset)	8	FIX.4.1
212	XmlDataLen	Length	XmlDataLen	Length of the XmlData data block.	101	FIX.4.2
213	XmlData	data	XmlData	Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters.	101	FIX.4.2
214	SettlInstRefID	String	SettlInstRefID	Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types.	1	FIX.4.2
215	NoRoutingIDs	NumInGroup	NoRtgIDs	Number of repeating groups of RoutingID (217) and RoutingType (216) values. See Volume 3: "Pre-Trade Message Targeting/Routing"	5	FIX.4.2
216	RoutingType	int	RtgTyp	Indicates the type of RoutingID (217) specified. 1=TargetFirm, 2=TargetList, 3=BlockFirm, …+1	5	FIX.4.2
217	RoutingID	String	RtgID	Assigned value used to identify a specific routing destination.	5	FIX.4.2
218	Spread	PriceOffset	Spread	For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap.	24	FIX.4.2
220	BenchmarkCurveCurrency	Currency	Ccy	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)	24	FIX.4.2
221	BenchmarkCurveName	String	Name	Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) EONIA=EONIA, EUREPO=EUREPO, Euribor=Euribor, …+9	24	FIX.4.2
222	BenchmarkCurvePoint	String	Point	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)	24	FIX.4.2
223	CouponRate	Percentage	CpnRt	The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.	66	FIX.4.2
224	CouponPaymentDate	LocalMktDate	CpnPmt	Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	66	FIX.4.2
225	IssueDate	LocalMktDate	Issued	The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	66	FIX.4.2
226	RepurchaseTerm	int	RepoTrm	Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	66	FIX.4.2
227	RepurchaseRate	Percentage	RepoRt	Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	66	FIX.4.2
228	Factor	float	Fctr	For Fixed Income: Amorization 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 . 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 (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	66	FIX.4.2
229	TradeOriginationDate	LocalMktDate	OrignDt	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)	16	FIX.4.2
230	ExDate	LocalMktDate	ExDt	The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	4	FIX.4.2
231	ContractMultiplier	float	Mult	Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all calsses should be expressed in the basic unit of the instrument, e.g. shares for equities, norminal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions.	66	FIX.4.2
232	NoStipulations	NumInGroup	NoStips	Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).	24	FIX.4.2
233	StipulationType	String	Typ	For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) AMT=AlternativeMinimumTax, AUTOREINV=AutoReinvestment, BANKQUAL=BankQualified, …+57	24	FIX.4.2
234	StipulationValue	String	Val	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 Bargain conditions recognized by the London Stock Exchange – to be used when StipulationType is "BGNCON". CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for StipulationType = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	24	FIX.4.2
235	YieldType	String	Typ	Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) AFTERTAX=AfterTaxYield, ANNUAL=AnnualYield, ATISSUE=YieldAtIssue, …+31	19	FIX.4.2
236	Yield	Percentage	Yld	Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	19	FIX.4.2
237	TotalTakedown	Amt	TotTakedown	The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	7	FIX.4.2
238	Concession	Amt	Concession	Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	7	FIX.4.2
239	RepoCollateralSecurityType	String	RepoCollSecTyp	Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	66	FIX.4.3
240	RedemptionDate	LocalMktDate	Redeem	Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	66	FIX.4.2
241	UnderlyingCouponPaymentDate	LocalMktDate	CpnPmt	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)	65	FIX.4.2
242	UnderlyingIssueDate	LocalMktDate	Issued	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)	65	FIX.4.2
243	UnderlyingRepoCollateralSecurityType	String	RepoCollSecTyp	Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)	65	FIX.4.3
244	UnderlyingRepurchaseTerm	int	RepoTrm	Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	65	FIX.4.2
245	UnderlyingRepurchaseRate	Percentage	RepoRt	Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	65	FIX.4.2
246	UnderlyingFactor	float	Fctr	Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	65	FIX.4.2
247	UnderlyingRedemptionDate	LocalMktDate	Redeem	Underlying security's RedemptionDate. See RedemptionDate (240) 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)	65	FIX.4.2
248	LegCouponPaymentDate	LocalMktDate	CpnPmt	Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	54	FIX.4.2
249	LegIssueDate	LocalMktDate	Issued	Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	54	FIX.4.2
250	LegRepoCollateralSecurityType	String	RepoCollSecTyp	Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	54	FIX.4.3
251	LegRepurchaseTerm	int	RepoTrm	Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	54	FIX.4.2
252	LegRepurchaseRate	Percentage	RepoRt	Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	54	FIX.4.2
253	LegFactor	float	Fctr	Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	54	FIX.4.2
254	LegRedemptionDate	LocalMktDate	Redeem	Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) 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)	54	FIX.4.2
255	CreditRating	String	CrdRtg	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)	66	FIX.4.2
256	UnderlyingCreditRating	String	CrdRtg	Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	65	FIX.4.2
257	LegCreditRating	String	CrdRtg	Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	54	FIX.4.2
258	TradedFlatSwitch	Boolean	TrddFlatSwitch	Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) N=NotTradedFlat, Y=TradedFlat	1	FIX.4.2
259	BasisFeatureDate	LocalMktDate	BasisFeatureDt	BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	1	FIX.4.2
260	BasisFeaturePrice	Price	BasisFeaturePx	Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	1	FIX.4.2
262	MDReqID	String	ReqID	Unique identifier for Market Data Request	4	FIX.4.2
263	SubscriptionRequestType	char	SubReqTyp	Subscription Request Type 0=Snapshot, 1=SnapshotAndUpdates, 2=DisablePreviousSnapshot	18	FIX.4.2
264	MarketDepth	int	MktDepth	Depth of market for Book Snapshot	1	FIX.4.2
265	MDUpdateType	int	UpdtTyp	Specifies the type of Market Data update. 0=FullRefresh, 1=IncrementalRefresh	1	FIX.4.2
266	AggregatedBook	Boolean	AggBook	Specifies whether or not book entries should be aggregated. (Not specified) = broker option Y=BookEntriesToBeAggregated, N=BookEntriesShouldNotBeAggregated	1	FIX.4.2
267	NoMDEntryTypes	NumInGroup	NoMDEntryTyps	Number of MDEntryType (269) fields requested.	1	FIX.4.2
268	NoMDEntries	NumInGroup	NoMDEntries	Number of entries in Market Data message.	2	FIX.4.2
269	MDEntryType	char	Typ	Type Market Data entry. 0=Bid, 1=Offer, 2=Trade, …+23	3	FIX.4.2
270	MDEntryPx	Price	Px	Price of the Market Data Entry.	2	FIX.4.2
271	MDEntrySize	Qty	Sz	Quantity or volume represented by the Market Data Entry.	3	FIX.4.2
272	MDEntryDate	UTCDateOnly	Dt	Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate)	2	FIX.4.2
273	MDEntryTime	UTCTimeOnly	Tm	Time of Market Data Entry.	2	FIX.4.2
274	TickDirection	char	TickDirctn	Direction of the "tick". 0=PlusTick, 1=ZeroPlusTick, 2=MinusTick, …+1	2	FIX.4.2
275	MDMkt	Exchange	Mkt	Market posting quote / trade. Valid values: See "Appendix 6-C"	2	FIX.4.2
276	QuoteCondition	MultipleStringValue	QCond	Space-delimited list of conditions describing a quote. A=Open, B=Closed, C=ExchangeBest, …+52	2	FIX.4.2
277	TradeCondition	MultipleStringValue	TrdCond	Space-delimited list of conditions describing a trade A=Cash, B=AveragePriceTrade, C=CashTrade, …+69	2	FIX.4.2
278	MDEntryID	String	ID	Unique Market Data Entry identifier.	2	FIX.4.2
279	MDUpdateAction	char	UpdtAct	Type of Market Data update action. 0=New, 1=Change, 2=Delete, …+2	1	FIX.4.2
280	MDEntryRefID	String	RefID	Refers to a previous MDEntryID (278).	1	FIX.4.2
281	MDReqRejReason	char	ReqRejResn	Reason for the rejection of a Market Data request. 0=UnknownSymbol, 1=DuplicateMDReqID, 2=InsufficientBandwidth, …+11	1	FIX.4.2
282	MDEntryOriginator	String	Orig	Originator of a Market Data Entry	2	FIX.4.2
283	LocationID	String	LctnID	Identification of a Market Maker’s location	4	FIX.4.2
284	DeskID	String	DeskID	Identification of a Market Maker’s desk	4	FIX.4.2
285	DeleteReason	char	DelRsn	Reason for deletion. 0=Cancellation, 1=Error	1	FIX.4.2
286	OpenCloseSettlFlag	MultipleCharValue	OpenClsSettlFlag	Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) 0=DailyOpen, 1=SessionOpen, 2=DeliverySettlementEntry, …+3	3	FIX.4.2
287	SellerDays	int	SellerDays	Specifies the number of days that may elapse before delivery of the security	2	FIX.4.2
288	MDEntryBuyer	String	Buyer	Buying party in a trade	2	FIX.4.2
289	MDEntrySeller	String	Seller	Selling party in a trade	2	FIX.4.2
290	MDEntryPositionNo	int	PosNo	Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with .	2	FIX.4.2
291	FinancialStatus	MultipleCharValue	FinclStat	Identifies a firm's or a security's financial status 1=Bankrupt, 2=PendingDelisting, 3=Restricted	5	FIX.4.2
292	CorporateAction	MultipleCharValue	CorpActn	Identifies the type of Corporate Action. A=ExDividend, B=ExDistribution, C=ExRights, …+19	5	FIX.4.2
293	DefBidSize	Qty	DefBidSz	Default Bid Size.	1	FIX.4.2
294	DefOfferSize	Qty	DefOfrSz	Default Offer Size.	1	FIX.4.2
295	NoQuoteEntries	NumInGroup	NoQuotEntries	The number of quote entries for a QuoteSet.	3	FIX.4.2
296	NoQuoteSets	NumInGroup	NoQuotSets	The number of sets of quotes in the message.	2	FIX.4.2
297	QuoteStatus	int	Stat	Identifies the status of the quote acknowledgement. 0=Accepted, 1=CancelForSymbol, 2=CanceledForSecurityType, …+13	2	FIX.4.2
298	QuoteCancelType	int	CxlTyp	Identifies the type of quote cancel. 1=CancelForOneOrMoreSecurities, 2=CancelForSecurityType, 3=CancelForUnderlyingSecurity, …+2	1	FIX.4.2
299	QuoteEntryID	String	EntryID	Uniquely identifies the quote as part of a QuoteSet.	4	FIX.4.2
300	QuoteRejectReason	int	RejRsn	Reason Quote was rejected: 1=UnknownSymbol, 2=Exchange, 3=QuoteRequestExceedsLimit, …+7	1	FIX.4.2
301	QuoteResponseLevel	int	RspLvl	Level of Response requested from receiver of quote messages. 0=NoAcknowledgement, 1=AcknowledgeOnlyNegativeOrErroneousQuotes, 2=AcknowledgeEachQuoteMessage	4	FIX.4.2
302	QuoteSetID	String	SetID	Unique id for the Quote Set.	2	FIX.4.2
303	QuoteRequestType	int	ReqTyp	Indicates the type of Quote Request being generated 1=Manual, 2=Automatic	3	FIX.4.2
304	TotNoQuoteEntries	int	TotNoQuotEntries	Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same quote set. (Prior to FIX 4.4 this field was named TotQuoteEntries)	2	FIX.4.2
305	UnderlyingSecurityIDSource	String	Src	Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field	65	FIX.4.2
306	UnderlyingIssuer	String	Issr	Underlying security’s Issuer. See Issuer (06) field for description	65	FIX.4.2
307	UnderlyingSecurityDesc	String	Desc	Underlying security’s SecurityDesc. See SecurityDesc (07) field for description	65	FIX.4.2
308	UnderlyingSecurityExchange	Exchange	Exch	Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)	65	FIX.4.2
309	UnderlyingSecurityID	String	ID	Underlying security’s SecurityID. See SecurityID (48) field for description	65	FIX.4.2
310	UnderlyingSecurityType	String	Typ	Underlying security’s SecurityType. Valid values: see SecurityType (167) 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: 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.:	65	FIX.4.2
311	UnderlyingSymbol	String	Sym	Underlying security’s Symbol. See Symbol (55) field for description	65	FIX.4.2
312	UnderlyingSymbolSfx	String	Sfx	Underlying security’s SymbolSfx. See SymbolSfx (65) field for description	65	FIX.4.2
313	UnderlyingMaturityMonthYear	MonthYear	MMY	Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description	65	FIX.4.2
315	UnderlyingPutOrCall	int	UndPutOrCall	Underlying security's PutOrCall. See PutOrCall field for description	65	FIX.4.2
316	UnderlyingStrikePrice	Price	StrkPx	Underlying security’s StrikePrice. See StrikePrice (202) field for description	65	FIX.4.2
317	UnderlyingOptAttribute	char	OptA	Underlying security’s OptAttribute. See OptAttribute (206) field for description	65	FIX.4.2
318	UnderlyingCurrency	Currency	Ccy	Underlying security’s Currency. See Currency (5) field for description and valid values	65	FIX.4.2
320	SecurityReqID	String	ReqID	Unique ID of a Security Definition Request.	10	FIX.4.2
321	SecurityRequestType	int	ReqTyp	Type of Security Definition Request. 0=RequestSecurityIdentityAndSpecifications, 1=RequestSecurityIdentityForSpecifications, 2=RequestListSecurityTypes, …+1	1	FIX.4.2
322	SecurityResponseID	String	RspID	Unique ID of a Security Definition message.	6	FIX.4.2
323	SecurityResponseType	int	RspTyp	Type of Security Definition message response. 1=AcceptAsIs, 2=AcceptWithRevisions, 3=ListOfSecurityTypesReturnedPerRequest, …+3	3	FIX.4.2
324	SecurityStatusReqID	String	StatReqID	Unique ID of a Security Status Request message.	2	FIX.4.2
325	UnsolicitedIndicator	Boolean	Unsol	Indicates whether or not message is being sent as a result of a subscription request or not. N=MessageIsBeingSentAsAResultOfAPriorRequest, Y=MessageIsBeingSentUnsolicited	6	FIX.4.2
326	SecurityTradingStatus	int	TrdgStat	Identifies the trading status applicable to the transaction. 1=OpeningDelay, 2=TradingHalt, 3=Resume, …+19	1	FIX.4.2
327	HaltReason	char	HaltRsn	Denotes the reason for the Opening Delay or Trading Halt. D=NewsDissemination, E=OrderInflux, I=OrderImbalance, …+3	1	FIX.4.2
328	InViewOfCommon	Boolean	InViewOfCmn	Indicates whether or not the halt was due to Common Stock trading being halted. N=HaltWasNotRelatedToAHaltOfTheCommonStock, Y=HaltWasDueToCommonStockBeingHalted	1	FIX.4.2
329	DueToRelated	Boolean	DueToReltd	Indicates whether or not the halt was due to the Related Security being halted. N=NotRelatedToSecurityHalt, Y=RelatedToSecurityHalt	1	FIX.4.2
330	BuyVolume	Qty	BuyVol	Quantity bought.	1	FIX.4.2
331	SellVolume	Qty	SellVol	Quantity sold.	1	FIX.4.2
332	HighPx	Price	HighPx	Represents an indication of the high end of the price range for a security prior to the open or reopen	3	FIX.4.2
333	LowPx	Price	LowPx	Represents an indication of the low end of the price range for a security prior to the open or reopen	3	FIX.4.2
334	Adjustment	int	Adjmt	Identifies the type of adjustment. 1=Cancel, 2=Error, 3=Correction	1	FIX.4.2
335	TradSesReqID	String	ReqID	Unique ID of a Trading Session Status message.	4	FIX.4.2
336	TradingSessionID	String	SesID	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).	57	FIX.4.2
337	ContraTrader	String	CntraTrdr	Identifies the trader (e.g. "badge number") of the ContraBroker.	1	FIX.4.2
338	TradSesMethod	int	Method	Method of trading 1=Electronic, 2=OpenOutcry, 3=TwoParty	4	FIX.4.2
339	TradSesMode	int	Mode	Trading Session Mode 1=Testing, 2=Simulated, 3=Production	4	FIX.4.2
340	TradSesStatus	int	Stat	State of the trading session. 0=Unknown, 1=Halted, 2=Open, …+4	2	FIX.4.2
341	TradSesStartTime	UTCTimestamp	StartTm	Starting time of the trading session	2	FIX.4.2
342	TradSesOpenTime	UTCTimestamp	OpenTm	Time of the opening of the trading session	2	FIX.4.2
343	TradSesPreCloseTime	UTCTimestamp	PreClsTm	Time of the pre-closed of the trading session	2	FIX.4.2
344	TradSesCloseTime	UTCTimestamp	ClsTm	Closing time of the trading session	2	FIX.4.2
345	TradSesEndTime	UTCTimestamp	EndTm	End time of the trading session	2	FIX.4.2
346	NumberOfOrders	int	NumOfOrds	Number of orders in the market.	2	FIX.4.2
347	MessageEncoding	String	MsgEncd	Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields.	101	FIX.4.2
348	EncodedIssuerLen	Length	EncIssrLen	Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.	66	FIX.4.2
349	EncodedIssuer	data	EncIssr	Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field.	66	FIX.4.2
350	EncodedSecurityDescLen	Length	EncSecDescLen	Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field.	66	FIX.4.2
351	EncodedSecurityDesc	data	EncSecDesc	Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.	66	FIX.4.2
352	EncodedListExecInstLen	Length	EncListExecInstLen	Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.	1	FIX.4.2
353	EncodedListExecInst	data	EncListExecInst	Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field.	1	FIX.4.2
354	EncodedTextLen	Length	EncTxtLen	Byte length of encoded (non-ASCII characters) EncodedText (355) field.	77	FIX.4.2
355	EncodedText	data	EncTxt	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.	77	FIX.4.2
356	EncodedSubjectLen	Length	EncSubjectLen	Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.	1	FIX.4.2
357	EncodedSubject	data	EncSubject	Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field.	1	FIX.4.2
358	EncodedHeadlineLen	Length	EncHeadlineLen	Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.	1	FIX.4.2
359	EncodedHeadline	data	EncHeadline	Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field.	1	FIX.4.2
360	EncodedAllocTextLen	Length	EncAllocTextLen	Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field.	5	FIX.4.2
361	EncodedAllocText	data	EncAllocText	Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field.	5	FIX.4.2
362	EncodedUnderlyingIssuerLen	Length	EncUndIssrLen	Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.	65	FIX.4.2
363	EncodedUnderlyingIssuer	data	EncUndIssr	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.	65	FIX.4.2
364	EncodedUnderlyingSecurityDescLen	Length	EncUndSecDescLen	Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.	65	FIX.4.2
365	EncodedUnderlyingSecurityDesc	data	EncUndSecDesc	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.	65	FIX.4.2
366	AllocPrice	Price	Px	Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).	5	FIX.4.2
367	QuoteSetValidUntilTime	UTCTimestamp	ValidTil	Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT")	1	FIX.4.2
368	QuoteEntryRejectReason	int	EntryRejRsn	Reason Quote Entry was rejected:	1	FIX.4.2
369	LastMsgSeqNumProcessed	SeqNum	LastMsgSeqNumProced	The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.	101	FIX.4.2
371	RefTagID	int	RefTagID	The tag number of the FIX field being referenced.	1	FIX.4.2
372	RefMsgType	String	RefMsgTyp	The MsgType (35) of the FIX message being referenced.	3	FIX.4.2
373	SessionRejectReason	int	SessRejRsn	Code to identify reason for a session-level Reject message. 0=InvalidTagNumber, 1=RequiredTagMissing, 2=TagNotDefinedForThisMessageType, …+16	1	FIX.4.2
374	BidRequestTransType	char	BidReqTransTyp	Identifies the Bid Request message type. C=Cancel, N=New	1	FIX.4.2
375	ContraBroker	String	CntraBrkr	Identifies contra broker. Standard NASD market-maker mnemonic is preferred.	1	FIX.4.2
376	ComplianceID	String	ComplianceID	ID used to represent this transaction for compliance purposes (e.g. OATS reporting).	12	FIX.4.2
377	SolicitedFlag	Boolean	SolFlag	Indicates whether or not the order was solicited. N=WasNotSolicited, Y=WasSolicited	10	FIX.4.2
378	ExecRestatementReason	int	ExecRstmtRsn	Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel. 0=GTCorporateAction, 1=GTRenewal, 2=VerbalChange, …+10	3	FIX.4.2
379	BusinessRejectRefID	String	BizRejRefID	The value of the business-level "ID" field on the message being referenced.	1	FIX.4.2
380	BusinessRejectReason	int	BizRejRsn	Code to identify reason for a Business Message Reject message. 0=Other, 1=UnknownID, 2=UnknownSecurity, …+6	1	FIX.4.2
381	GrossTradeAmt	Amt	GrossTrdAmt	Total amount traded (e.g. CumQty (14) * AvgPx (6)) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when LastQty and other quantity fields are express in terms of contract size.	7	FIX.4.2
382	NoContraBrokers	NumInGroup	NoCntraBrkrs	The number of ContraBroker (375) entries.	1	FIX.4.2
383	MaxMessageSize	Length	MaxMsgSz	Maximum number of bytes supported for a single message.	1	FIX.4.2
384	NoMsgTypes	NumInGroup	NoMsgTyps	Number of MsgTypes (35) in repeating group.	1	FIX.4.2
385	MsgDirection	char	MsgDirctn	Specifies the direction of the messsage. R=Receive, S=Send	1	FIX.4.2
386	NoTradingSessions	NumInGroup	NoTrdgSesss	Number of TradingSessionIDs (336) in repeating group.	12	FIX.4.2
387	TotalVolumeTraded	Qty	TotVolTrdd	Total volume (quantity) traded.	2	FIX.4.2
388	DiscretionInst	char	DsctnInst	Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. 0=RelatedToDisplayedPrice, 1=RelatedToMarketPrice, 2=RelatedToPrimaryPrice, …+5	8	FIX.4.2
389	DiscretionOffsetValue	float	OfstValu	Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) (Prior to FIX 4.4 this field was of type PriceOffset)	8	FIX.4.2
390	BidID	String	BidID	Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.	4	FIX.4.2
391	ClientBidID	String	ClBidID	Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day.	4	FIX.4.2
392	ListName	String	ListName	Descriptive name for list order.	1	FIX.4.2
393	TotNoRelatedSym	int	TotNoReltdSym	Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities)	4	FIX.4.2
394	BidType	int	BidTyp	Code to identify the type of Bid Request. 1=NonDisclosed, 2=Disclosed, 3=NoBiddingProcess	2	FIX.4.2
395	NumTickets	int	NumTkts	Total number of tickets.	1	FIX.4.2
396	SideValue1	Amt	SideValu1	Amounts in currency	1	FIX.4.2
397	SideValue2	Amt	SideValu2	Amounts in currency	1	FIX.4.2
398	NoBidDescriptors	NumInGroup	NoBidDescptrs	Number of BidDescriptor (400) entries.	1	FIX.4.2
399	BidDescriptorType	int	BidDescptrTyp	Code to identify the type of BidDescriptor (400). 1=Sector, 2=Country, 3=Index	1	FIX.4.2
400	BidDescriptor	String	BidDescptr	BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType = 2 "FR" etc - ISO Country Codes If BidDescriptorType = 3 FT00, FT250, STOX - Free text	1	FIX.4.2
401	SideValueInd	int	SideValuInd	Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. 1=SideValue1, 2=SideValue2	2	FIX.4.2
402	LiquidityPctLow	Percentage	LqdtyPctLow	Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage.	1	FIX.4.2
403	LiquidityPctHigh	Percentage	LqdtyPctHigh	Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage.	1	FIX.4.2
404	LiquidityValue	Amt	LqdtyValu	Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency	1	FIX.4.2
405	EFPTrackingError	Percentage	EFPTrkngErr	Eg Used in EFP trades 2% (EFP – Exchange for Physical ). Represented as a percentage.	1	FIX.4.2
406	FairValue	Amt	FairValu	Used in EFP trades	2	FIX.4.2
407	OutsideIndexPct	Percentage	OutsideNdxPct	Used in EFP trades. Represented as a percentage.	1	FIX.4.2
408	ValueOfFutures	Amt	ValuOfFuts	Used in EFP trades	1	FIX.4.2
409	LiquidityIndType	int	LqdtyIndTyp	Code to identify the type of liquidity indicator. 1=FiveDayMovingAverage, 2=TwentyDayMovingAverage, 3=NormalMarketSize, …+1	1	FIX.4.2
410	WtAverageLiquidity	Percentage	WtAvgLqdty	Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.	1	FIX.4.2
411	ExchangeForPhysical	Boolean	EFP	Indicates whether or not to exchange for phsyical. N=False, Y=True	1	FIX.4.2
412	OutMainCntryUIndex	Amt	OutMainCntryUNdx	Value of stocks in Currency	1	FIX.4.2
413	CrossPercent	Percentage	CrssPct	Percentage of program that crosses in Currency. Represented as a percentage.	1	FIX.4.2
414	ProgRptReqs	int	ProgRptReqs	Code to identify the desired frequency of progress reports. 1=BuySideRequests, 2=SellSideSends, 3=RealTimeExecutionReports	2	FIX.4.2
415	ProgPeriodInterval	int	ProgPeriodIntvl	Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status.	2	FIX.4.2
416	IncTaxInd	int	IncTaxInd	Code to represent whether value is net (inclusive of tax) or gross. 1=Net, 2=Gross	1	FIX.4.2
417	NumBidders	int	NumBidders	Indicates the total number of bidders on the list	1	FIX.4.2
418	BidTradeType	char	BidTrdTyp	Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") A=Agency, G=VWAPGuarantee, J=GuaranteedClose, …+1	1	FIX.4.2
419	BasisPxType	char	BasisPxTyp	Code to represent the basis price type. 2=ClosingPriceAtMorningSession, 3=ClosingPrice, 4=CurrentPrice, …+10	1	FIX.4.2
420	NoBidComponents	NumInGroup	NoBidComponents	Indicates the number of list entries.	2	FIX.4.2
421	Country	Country	Ctry	ISO Country Code in field	1	FIX.4.2
422	TotNoStrikes	int	TotNoStrks	Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation.	1	FIX.4.2
423	PriceType	int	PxTyp	Code to represent the price type. (For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate". See Volume : "Glossary" for further value definitions) 1=Percentage, 2=PerUnit, 3=FixedAmount, …+15	28	FIX.4.2
424	DayOrderQty	Qty	DayOrdQty	For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty – (CumQty (14) – DayCumQty (425))	1	FIX.4.2
425	DayCumQty	Qty	DayCumQty	Quantity on a GT order that has traded today.	1	FIX.4.2
426	DayAvgPx	Price	DayAvgPx	The average price for quantity on a GT order that has traded today.	1	FIX.4.2
427	GTBookingInst	int	GTBkngInst	Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. 0=BookOutAllTradesOnDayOfExecution, 1=AccumulateUntilFilledOrExpired, 2=AccumulateUntilVerballyNotifiedOtherwise	8	FIX.4.2
428	NoStrikes	NumInGroup	NoStrks	Number of list strike price entries.	1	FIX.4.2
429	ListStatusType	int	ListStatTyp	Code to represent the status type. 1=Ack, 2=Response, 3=Timed, …+3	1	FIX.4.2
430	NetGrossInd	int	NetGrossInd	Code to represent whether value is net (inclusive of tax) or gross. 1=Net, 2=Gross	2	FIX.4.2
431	ListOrderStatus	int	ListOrdStat	Code to represent the status of a list order. 1=InBiddingProcess, 2=ReceivedForExecution, 3=Executing, …+4	1	FIX.4.2
432	ExpireDate	LocalMktDate	ExpireDt	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	11	FIX.4.2
433	ListExecInstType	char	ListExecInstTyp	Identifies the type of ListExecInst (69). 1=Immediate, 2=WaitForInstruction, 3=SellDriven, …+2	1	FIX.4.2
434	CxlRejResponseTo	char	CxlRejRspTo	Identifies the type of request that a Cancel Reject is in response to. 1=OrderCancelRequest, 2=OrderCancel	1	FIX.4.2
435	UnderlyingCouponRate	Percentage	CpnRt	Underlying security’s CouponRate. See CouponRate (223) field for description	65	FIX.4.2
436	UnderlyingContractMultiplier	float	Mult	Underlying security’s ContractMultiplier. See ContractMultiplier (231) field for description	65	FIX.4.2
437	ContraTradeQty	Qty	CntraTrdQty	Quantity traded with the ContraBroker (375).	1	FIX.4.2
438	ContraTradeTime	UTCTimestamp	CntraTrdTm	Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT")	1	FIX.4.2
441	LiquidityNumSecurities	int	LqdtyNumSecurities	Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency.	1	FIX.4.2
442	MultiLegReportingType	char	MLegRptTyp	Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.). 1=SingleSecurity, 2=IndividualLegOfAMultiLegSecurity, 3=MultiLegSecurity	8	FIX.4.2
443	StrikeTime	UTCTimestamp	StrkTm	The time at which current market prices are used to determine the value of a basket.	1	FIX.4.2
444	ListStatusText	String	ListStatText	Free format text string related to List Status.	1	FIX.4.2
445	EncodedListStatusTextLen	Length	EncListStatTextLen	Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.	1	FIX.4.2
446	EncodedListStatusText	data	EncListStatText	Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.	1	FIX.4.2
447	PartyIDSource	char	Src	Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G – Use of <Parties> Component Block" 6=UKNationalInsuranceOrPensionNumber, 7=USSocialSecurityNumber, 8=USEmployerOrTaxIDNumber, …+15	54	FIX.4.3
448	PartyID	String	ID	Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G – Use of <Parties> Component Block"	54	FIX.4.3
451	NetChgPrevDay	PriceOffset	NetChgPrevDay	Net change from previous day’s closing price vs. last traded price.	2	FIX.4.3
452	PartyRole	int	R	Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G – Use of <Parties> Component Block" (see Volume : "Glossary" for value definitions) 1=ExecutingFirm, 2=BrokerOfCredit, 3=ClientID, …+74	54	FIX.4.3
453	NoPartyIDs	NumInGroup	NoPtyIDs	Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries	54	FIX.4.3
454	NoSecurityAltID	NumInGroup	NoSecAltID	Number of SecurityAltID (455) entries.	66	FIX.4.3
455	SecurityAltID	String	AltID	Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.	66	FIX.4.3
456	SecurityAltIDSource	String	AltIDSrc	Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field	66	FIX.4.3
457	NoUnderlyingSecurityAltID	NumInGroup	NoUndSecAltID	Number of UnderlyingSecurityAltID (458) entries.	65	FIX.4.3
458	UnderlyingSecurityAltID	String	AltID	Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.	65	FIX.4.3
459	UnderlyingSecurityAltIDSource	String	AltIDSrc	Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field	65	FIX.4.3
460	Product	int	Prod	Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. 1=AGENCY, 2=COMMODITY, 3=CORPORATE, …+10	72	FIX.4.3
461	CFICode	String	CFI	Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)"	69	FIX.4.3
462	UnderlyingProduct	int	Prod	Underlying security’s Product. Valid values: see Product(460) field	65	FIX.4.3
463	UnderlyingCFICode	String	CFI	Underlying security’s CFICode. Valid values: see CFICode (461) field	65	FIX.4.3
464	TestMessageIndicator	Boolean	TestMsgInd	Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents". N=Fales, Y=True	1	FIX.4.3
466	BookingRefID	String	BkngRefID	Common reference passed to a post-trade booking process (e.g. industry matching utility).	3	FIX.4.3
467	IndividualAllocID	String	IndAllocID	Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).	16	FIX.4.3
468	RoundingDirection	char	RndDir	Specifies which direction to round For CIV – indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. 0=RoundToNearest, 1=RoundDown, 2=RoundUp	19	FIX.4.3
469	RoundingModulus	float	RndMod	For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share.	19	FIX.4.3
470	CountryOfIssue	Country	IssuCtry	ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.	66	FIX.4.3
471	StateOrProvinceOfIssue	String	StPrv	A two-character state or province abbreviation.	66	FIX.4.3
472	LocaleOfIssue	String	Lcl	Identifies the locale. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org.	66	FIX.4.3
473	NoRegistDtls	NumInGroup	NoRegistDtls	The number of registration details on a Registration Instructions message	1	FIX.4.3
474	MailingDtls	String	MailingDtls	Set of Correspondence address details, possibly including phone, fax, etc.	1	FIX.4.3
475	InvestorCountryOfResidence	Country	InvestorCtryOfResidence	The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.	1	FIX.4.3
476	PaymentRef	String	PmtRef	"Settlement Payment Reference" – A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.	1	FIX.4.3
477	DistribPaymentMethod	int	DistribPmtMethod	A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties 1=CREST, 2=NSCC, 3=Euroclear, …+9	1	FIX.4.3
478	CashDistribCurr	Currency	CshDistribCurr	Specifies currency to be use for Cash Distributions– see "Appendix 6-A; Valid Currency Codes".	1	FIX.4.3
479	CommCurrency	Currency	Ccy	Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".	15	FIX.4.3
480	CancellationRights	char	CxllationRights	For CIV – A one character code identifying whether Cancellation rights/Cooling off period applies. Y=Yes, N=NoExecutionOnly, M=NoWaiverAgreement, …+1	8	FIX.4.3
481	MoneyLaunderingStatus	char	MnyLaunderingStat	A one character code identifying Money laundering status. Y=Passed, N=NotChecked, 1=ExemptBelowLimit, …+2	8	FIX.4.3
482	MailingInst	String	MailingInst	Free format text to specify mailing instruction requirements, e.g. "no third party mailings".	1	FIX.4.3
483	TransBkdTime	UTCTimestamp	TransBkdTm	For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission.	5	FIX.4.3
484	ExecPriceType	char	ExecPxTyp	For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. B=BidPrice, C=CreationPrice, D=CreationPricePlusAdjustmentPercent, …+5	1	FIX.4.3
485	ExecPriceAdjustment	float	ExecPxAdjment	For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)	1	FIX.4.3
486	DateOfBirth	LocalMktDate	DtOfBirth	The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.	1	FIX.4.3
487	TradeReportTransType	int	TransTyp	Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) 0=New, 1=Cancel, 2=Replace, …+3	2	FIX.4.3
488	CardHolderName	String	CardHolderName	The name of the payment card holder as specified on the card being used for payment.	1	FIX.4.3
489	CardNumber	String	CardNum	The number of the payment card as specified on the card being used for payment.	1	FIX.4.3
490	CardExpDate	LocalMktDate	CardExpDt	The expiry date of the payment card as specified on the card being used for payment.	1	FIX.4.3
491	CardIssNum	String	CardIssNum	The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.	1	FIX.4.3
492	PaymentMethod	int	PmtMethod	A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties 1=CREST, 2=NSCC, 3=Euroclear, …+12	1	FIX.4.3
493	RegistAcctType	String	AcctTyp	For CIV – a fund manager-defined code identifying which of the fund manager’s account types is required.	1	FIX.4.3
494	Designation	String	Designation	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.	8	FIX.4.3
495	TaxAdvantageType	int	TaxAdvantageTyp	For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 – 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties 0=None, 1=MaxiISA, 2=TESSA, …+28	1	FIX.4.3
496	RegistRejReasonText	String	RejRsnTxt	Text indicating reason(s) why a Registration Instruction has been rejected.	1	FIX.4.3
497	FundRenewWaiv	char	FundRenewWaiv	A one character code identifying whether the Fund based renewal commission is to be waived. N=No, Y=Yes	15	FIX.4.3
498	CashDistribAgentName	String	CshDistribAgentName	Name of local agent bank if for cash distributions	1	FIX.4.3
499	CashDistribAgentCode	String	CshDistribAgentCode	BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions	1	FIX.4.3
500	CashDistribAgentAcctNumber	String	CshDistribAgentAcctNum	Account number at agent bank for distributions.	1	FIX.4.3
501	CashDistribPayRef	String	CshDistribPayRef	Free format Payment reference to assist with reconciliation of distributions.	1	FIX.4.3
502	CashDistribAgentAcctName	String	CshDistribAgentAcctName	Name of account at agent bank for distributions.	1	FIX.4.3
503	CardStartDate	LocalMktDate	CardStartDt	The start date of the card as specified on the card being used for payment.	1	FIX.4.3
504	PaymentDate	LocalMktDate	PmtDt	The date written on a cheque or date payment should be submitted to the relevant clearing system.	1	FIX.4.3
505	PaymentRemitterID	String	PmtRemtrID	Identifies sender of a payment, e.g. the payment remitter or a customer reference number.	1	FIX.4.3
506	RegistStatus	char	RegStat	Registration status as returned by the broker or (for CIV) the fund manager: A=Accepted, R=Rejected, H=Held, …+1	2	FIX.4.3
507	RegistRejReasonCode	int	RejRsnCd	Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: 1=InvalidAccountType, 2=InvalidTaxExemptType, 3=InvalidOwnershipType, …+16	1	FIX.4.3
508	RegistRefID	String	RefID	Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types.	2	FIX.4.3
509	RegistDtls	String	Dtls	Set of Registration name and address details, possibly including phone, fax etc.	1	FIX.4.3
510	NoDistribInsts	NumInGroup	NoDistribInsts	The number of Distribution Instructions on a Registration Instructions message	1	FIX.4.3
511	RegistEmail	String	Email	Email address relating to Registration name and address details	1	FIX.4.3
512	DistribPercentage	Percentage	DistribPctage	The amount of each distribution to go to this beneficiary, expressed as a percentage	1	FIX.4.3
513	RegistID	String	RegistID	Unique identifier of the registration details as assigned by institution or intermediary.	10	FIX.4.3
514	RegistTransType	char	TransTyp	Identifies Registration Instructions transaction type 0=New, 2=Cancel, 1=Replace	2	FIX.4.3
515	ExecValuationPoint	UTCTimestamp	ExecValuationPoint	For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.	1	FIX.4.3
516	OrderPercent	Percentage	Pct	For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor’s total holding to be sold. For a CIV switch/exchange it specifies percentage of investor’s cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages.	19	FIX.4.3
517	OwnershipType	char	OwnershipTyp	The relationship between Registration parties. J=JointInvestors, T=TenantsInCommon, 2=JointTrustees	1	FIX.4.3
518	NoContAmts	NumInGroup	NoContAmts	The number of Contract Amount details on an Execution Report message	3	FIX.4.3
519	ContAmtType	int	ContAmtTyp	Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. 1=CommissionAmount, 2=CommissionPercent, 3=InitialChargeAmount, …+12	3	FIX.4.3
520	ContAmtValue	float	ContAmtValu	Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519).	3	FIX.4.3
521	ContAmtCurr	Currency	ContAmtCurr	Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".	3	FIX.4.3
522	OwnerType	int	OwnerTyp	Identifies the type of owner. 1=IndividualInvestor, 2=PublicCompany, 3=PrivateCompany, …+10	1	FIX.4.3
523	PartySubID	String	ID	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.	54	FIX.4.3
524	NestedPartyID	String	ID	PartyID value within a nested repeating group. Same values as PartyID (448)	26	FIX.4.3
525	NestedPartyIDSource	char	Src	PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447)	26	FIX.4.3
526	SecondaryClOrdID	String	ClOrdID2	Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.	29	FIX.4.3
527	SecondaryExecID	String	ExecID2	Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.	6	FIX.4.3
528	OrderCapacity	char	Cpcty	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) A=Agency, G=Proprietary, I=Individual, …+3	16	FIX.4.3
529	OrderRestrictions	MultipleCharValue	Rstctions	Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. 1=ProgramTrade, 2=IndexArbitrage, 3=NonIndexArbitrage, …+7	11	FIX.4.3
530	MassCancelRequestType	char	MassCxlReqTyp	Specifies scope of Order Mass Cancel Request. 1=CancelOrdersForASecurity, 2=CancelOrdersForAnUnderlyingSecurity, 3=CancelOrdersForAProduct, …+4	2	FIX.4.3
531	MassCancelResponse	char	MassCxlRsp	Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request 0=CancelRequestRejected, 1=CancelOrdersForASecurity, 2=CancelOrdersForAnUnderlyingSecurity, …+5	1	FIX.4.3
532	MassCancelRejectReason	int	MassCxlRejRsn	Reason Order Mass Cancel Request was rejected 0=MassCancelNotSupported, 1=InvalidOrUnknownSecurity, 2=InvalidOrUnkownUnderlyingSecurity, …+5	1	FIX.4.3
533	TotalAffectedOrders	int	TotAffctdOrds	Total number of orders affected by mass cancel request.	1	FIX.4.3
534	NoAffectedOrders	NumInGroup	NoAffctdOrds	Number of affected orders in the repeating group of order ids.	1	FIX.4.3
535	AffectedOrderID	String	AffctdOrdID	OrderID (37) of an order affected by a mass cancel request.	1	FIX.4.3
536	AffectedSecondaryOrderID	String	AffctdScndOrdID	SecondaryOrderID (198) of an order affected by a mass cancel request.	1	FIX.4.3
537	QuoteType	int	Typ	Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage. 0=Indicative, 1=Tradeable, 2=RestrictedTradeable, …+1	9	FIX.4.3
538	NestedPartyRole	int	R	PartyRole value within a nested repeating group. Same values as PartyRole (452)	26	FIX.4.3
539	NoNestedPartyIDs	NumInGroup	NoNstPtyIDs	Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries	26	FIX.4.3
540	TotalAccruedInterestAmt	Amt	TotAcrdIntAmt	Total Amount of Accrued Interest for convertible bonds and fixed income	3	FIX.4.3
541	MaturityDate	LocalMktDate	MatDt	Date of maturity.	66	FIX.4.3
542	UnderlyingMaturityDate	LocalMktDate	Mat	Underlying security’s maturity date. See MaturityDate (541) field for description	65	FIX.4.3
543	InstrRegistry	String	Rgstry	Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate).	66	FIX.4.3
544	CashMargin	char	CshMgn	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. 1=Cash, 2=MarginOpen, 3=MarginClose	8	FIX.4.3
545	NestedPartySubID	String	ID	PartySubID value within a nested repeating group. Same values as PartySubID (523)	26	FIX.4.3
546	Scope	MultipleCharValue	Scope	Specifies the market scope of the a market data. 1=LocalMarket, 2=National, 3=Global	3	FIX.4.3
547	MDImplicitDelete	Boolean	ImplctDel	Defines how a server handles distribution of a truncated book. Defaults to broker option. N=No, Y=Yes	1	FIX.4.3
548	CrossID	String	CrssID	Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.	4	FIX.4.3
549	CrossType	int	CrssTyp	Type of cross being submitted to a market 1=CrossAON, 2=CrossIOC, 3=CrossOneSide, …+1	4	FIX.4.3
550	CrossPrioritization	int	CrssPriortstn	Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). 0=None, 1=BuySideIsPrioritized, 2=SellSideIsPrioritized	3	FIX.4.3
551	OrigCrossID	String	OrigCrssID	CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests.	3	FIX.4.3
552	NoSides	NumInGroup	NoSides	Number of Side repeating group instances. 1=OneSide, 2=BothSides	5	FIX.4.3
553	Username	String	Username	Userid or username.	3	FIX.4.3
554	Password	String	Password	Password or passphrase.	2	FIX.4.3
555	NoLegs	NumInGroup	NoLegs	Number of InstrumentLeg repeating group instances.	54	FIX.4.3
556	LegCurrency	Currency	Ccy	Currency associated with a particular Leg's quantity	54	FIX.4.3
557	TotNoSecurityTypes	int	TotNoSecTyps	Indicates total number of security types in the event that multiple Security Type messages are used to return results (Prior to FIX 4.4 this field was named TotalNumSecurityTypes)	1	FIX.4.3
558	NoSecurityTypes	NumInGroup	NoSecTyps	Number of Security Type repeating group instances.	1	FIX.4.3
559	SecurityListRequestType	int	ListReqTyp	Identifies the type/criteria of Security List Request 0=Symbol, 1=SecurityTypeAnd, 2=Product, …+2	2	FIX.4.3
560	SecurityRequestResult	int	ReqRslt	The results returned to a Security Request message 0=ValidRequest, 1=InvalidOrUnsupportedRequest, 2=NoInstrumentsFound, …+3	3	FIX.4.3
561	RoundLot	Qty	RndLot	The trading lot size of a security	4	FIX.4.3
562	MinTradeVol	Qty	MinTrdVol	The minimum trading volume for a security	4	FIX.4.3
563	MultiLegRptTypeReq	int	MLEGRptTypReq	Indicates the method of execution reporting requested by issuer of the order. 0=ReportByMulitlegSecurityOnly, 1=ReportByMultilegSecurityAndInstrumentLegs, 2=ReportByInstrumentLegsOnly	2	FIX.4.3
564	LegPositionEffect	char	PosEfct	PositionEffect for leg of a multileg See PositionEffect (77) field for description	5	FIX.4.3
565	LegCoveredOrUncovered	int	Cover	CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description	5	FIX.4.3
566	LegPrice	Price	Px	Price for leg of a multileg See Price (44) field for description	54	FIX.4.3
567	TradSesStatusRejReason	int	StatRejRsn	Indicates the reason a Trading Session Status Request was rejected. 1=UnknownOrInvalidTradingSessionID, 99=Other	2	FIX.4.3
568	TradeRequestID	String	ReqID	Trade Capture Report Request ID	3	FIX.4.3
569	TradeRequestType	int	ReqTyp	Type of Trade Capture Report. 0=AllTrades, 1=MatchedTradesMatchingCriteria, 2=UnmatchedTradesThatMatchCriteria, …+2	2	FIX.4.3
570	PreviouslyReported	Boolean	PrevlyRpted	Indicates if the trade capture report was previously reported to the counterparty N=NotReportedToCounterparty, Y=PerviouslyReportedToCounterparty	5	FIX.4.3
571	TradeReportID	String	RptID	Unique identifier of trade capture report	9	FIX.4.3
572	TradeReportRefID	String	RptRefID	Reference identifier used with CANCEL and REPLACE transaction types.	2	FIX.4.3
573	MatchStatus	char	MtchStat	The status of this trade with respect to matching or comparison. 0=Compared, 1=Uncompared, 2=AdvisoryOrAlert	12	FIX.4.3
574	MatchType	String	MtchTyp	The point in the matching process at which this trade was matched. 60=OnePartyPrivatelyNegotiatedTradeReport, 61=TwoPartyPrivatelyNegotiatedTradeReport, 62=ContinuousAutoMatch, …+28	6	FIX.4.3
575	OddLot	Boolean	OddLot	This trade is to be treated as an odd lot If this field is not specified, the default will be "N" N=TreatAsRoundLot, Y=TreatAsOddLot	2	FIX.4.3
576	NoClearingInstructions	NumInGroup	NoClrngInstrctns	Number of clearing instructions	5	FIX.4.3
577	ClearingInstruction	int	ClrngInstrctn	Eligibility of this trade for clearing and central counterparty processing values above 4000 are reserved for agreement between parties 0=ProcessNormally, 1=ExcludeFromAllNetting, 2=BilateralNettingOnly, …+11	5	FIX.4.3
578	TradeInputSource	String	InptSrc	Type of input device or system from which the trade was entered.	6	FIX.4.3
579	TradeInputDevice	String	InptDev	Specific device number, terminal number or station where trade was entered	4	FIX.4.3
580	NoDates	NumInGroup	NoDts	Number of Date fields provided in date range	1	FIX.4.3
581	AccountType	int	AcctTyp	Type of account associated with an order 1=CarriedCustomerSide, 2=CarriedNonCustomerSide, 3=HouseTrader, …+4	33	FIX.4.3
582	CustOrderCapacity	int	CustCpcty	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). 1=MemberTradingForTheirOwnAccount, 2=ClearingFirmTradingForItsProprietaryAccount, 3=MemberTradingForAnotherMember, …+1	16	FIX.4.3
583	ClOrdLinkID	String	ClOrdLinkID	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.	12	FIX.4.3
584	MassStatusReqID	String	MassStatReqID	Value assigned by issuer of Mass Status Request to uniquely identify the request	2	FIX.4.3
585	MassStatusReqType	int	MassStatReqTyp	Mass Status Request Type 1=StatusForOrdersForASecurity, 2=StatusForOrdersForAnUnderlyingSecurity, 3=StatusForOrdersForAProduct, …+5	1	FIX.4.3
586	OrigOrdModTime	UTCTimestamp	OrigOrdModTm	The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. This is provided to support markets similar to Eurex and A/C/E.	5	FIX.4.3
587	LegSettlType	char	SettlTyp	Refer to values for SettlType[63]	12	FIX.4.3
588	LegSettlDate	LocalMktDate	SettlDt	Refer to description for SettlDate[64]	10	FIX.4.3
589	DayBookingInst	char	DayBkngInst	Indicates whether or not automatic booking can occur. 0=Auto, 1=SpeakWithOrderInitiatorBeforeBooking, 2=Accumulate	8	FIX.4.3
590	BookingUnit	char	BkngUnit	Indicates what constitutes a bookable unit. 0=EachPartialExecutionIsABookableUnit, 1=AggregatePartialExecutionsOnThisOrder, 2=AggregateExecutionsForThisSymbol	8	FIX.4.3
591	PreallocMethod	char	PreallocMeth	Indicates the method of preallocation. 0=ProRata, 1=DoNotProRata	10	FIX.4.3
592	UnderlyingCountryOfIssue	Country	Ctry	Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description	65	FIX.4.3
593	UnderlyingStateOrProvinceOfIssue	String	StOrProvnc	Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description	65	FIX.4.3
594	UnderlyingLocaleOfIssue	String	Lcl	Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description	65	FIX.4.3
595	UnderlyingInstrRegistry	String	Rgstry	Underlying security’s InstrRegistry. See InstrRegistry (543) field for description	65	FIX.4.3
596	LegCountryOfIssue	Country	Ctry	Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description	54	FIX.4.3
597	LegStateOrProvinceOfIssue	String	StOrProvnc	Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description	54	FIX.4.3
598	LegLocaleOfIssue	String	Lcl	Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description	54	FIX.4.3
599	LegInstrRegistry	String	Rgstry	Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description	54	FIX.4.3
600	LegSymbol	String	Sym	Multileg instrument's individual security’s Symbol. See Symbol (55) field for description	54	FIX.4.3
601	LegSymbolSfx	String	Sfx	Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description	54	FIX.4.3
602	LegSecurityID	String	ID	Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description	54	FIX.4.3
603	LegSecurityIDSource	String	Src	Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description	54	FIX.4.3
604	NoLegSecurityAltID	NumInGroup	NoLegSecAltID	Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description	54	FIX.4.3
605	LegSecurityAltID	String	SecAltID	Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description	54	FIX.4.3
606	LegSecurityAltIDSource	String	SecAltIDSrc	Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description	54	FIX.4.3
607	LegProduct	int	Prod	Multileg instrument's individual security’s Product. See Product (460) field for description	54	FIX.4.3
608	LegCFICode	String	CFI	Multileg instrument's individual security’s CFICode. See CFICode (461) field for description	54	FIX.4.3
609	LegSecurityType	String	SecTyp	Multileg instrument's individual security’s SecurityType. See SecurityType (167) field for description	54	FIX.4.3
610	LegMaturityMonthYear	MonthYear	MMY	Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description	54	FIX.4.3
611	LegMaturityDate	LocalMktDate	Mat	Multileg instrument's individual security’s MaturityDate. See MaturityDate (54) field for description	54	FIX.4.3
612	LegStrikePrice	Price	Strk	Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description	54	FIX.4.3
613	LegOptAttribute	char	OptA	Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description	54	FIX.4.3
614	LegContractMultiplier	float	Cmult	Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description	54	FIX.4.3
615	LegCouponRate	Percentage	CpnRt	Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description	54	FIX.4.3
616	LegSecurityExchange	Exchange	Exch	Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description	54	FIX.4.3
617	LegIssuer	String	Issr	Multileg instrument's individual security’s Issuer. See Issuer (106) field for description	54	FIX.4.3
618	EncodedLegIssuerLen	Length	EncLegIssrLen	Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description	54	FIX.4.3
619	EncodedLegIssuer	data	EncLegIssr	Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description	54	FIX.4.3
620	LegSecurityDesc	String	Desc	Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description	54	FIX.4.3
621	EncodedLegSecurityDescLen	Length	EncLegSecDescLen	Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description	54	FIX.4.3
622	EncodedLegSecurityDesc	data	EncLegSecDesc	Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description	54	FIX.4.3
623	LegRatioQty	float	RatioQty	The ratio of quantity for this individual leg relative to the entire multileg security.	54	FIX.4.3
624	LegSide	char	Side	The side of this individual leg (multileg security). See Side (54) field for description and values	54	FIX.4.3
625	TradingSessionSubID	String	SesSub	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.	57	FIX.4.3
626	AllocType	int	AllocType	Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) * SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" * 1=Calculated, 2=Preliminary, 3=SellsideCalculatedUsingPreliminary, …+11	3	FIX.4.3
627	NoHops	NumInGroup	NoHops	Number of HopCompID entries in repeating group.	101	FIX.4.3
628	HopCompID	String	ID	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 (115) is being used.	101	FIX.4.3
629	HopSendingTime	UTCTimestamp	Snt	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 (115) is being used.	101	FIX.4.3
630	HopRefID	SeqNum	Ref	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 (115) is being used.	101	FIX.4.3
631	MidPx	Price	MidPx	Mid price/rate	5	FIX.4.3
632	BidYield	Percentage	BidYld	Bid yield	5	FIX.4.3
633	MidYield	Percentage	MidYld	Mid yield	5	FIX.4.3
634	OfferYield	Percentage	OfrYld	Offer yield	5	FIX.4.3
635	ClearingFeeIndicator	String	ClrFeeInd	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): 1=FirstYearDelegate, 2=SecondYearDelegate, 3=ThirdYearDelegate, …+11	12	FIX.4.3
636	WorkingIndicator	Boolean	WorkingInd	Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. N=NotWorking, Y=Working	3	FIX.4.3
637	LegLastPx	Price	LastPx	Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values	3	FIX.4.3
638	PriorityIndicator	int	PriInd	Indicates if a Cancel/Replace has caused an order to lose book priority. 0=PriorityUnchanged, 1=LostPriorityAsResultOfOrderChange	1	FIX.4.3
639	PriceImprovement	PriceOffset	PxImprvmnt	Amount of price improvement.	1	FIX.4.3
640	Price2	Price	Px2	Price of the future part of a F/X swap order. See Price (44) for description.	5	FIX.4.3
641	LastForwardPoints2	PriceOffset	LastFwdPnts2	F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value.	1	FIX.4.3
642	BidForwardPoints2	PriceOffset	BidFwdPnts2	Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.	5	FIX.4.3
643	OfferForwardPoints2	PriceOffset	OfrFwdPnts2	Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.	5	FIX.4.3
644	RFQReqID	String	RFQReqID	RFQ Request ID – used to identify an RFQ Request.	3	FIX.4.3
645	MktBidPx	Price	MktBidPx	Used to indicate the best bid in a market	3	FIX.4.3
646	MktOfferPx	Price	MktOfrPx	Used to indicate the best offer in a market	3	FIX.4.3
647	MinBidSize	Qty	MinBidSz	Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size	3	FIX.4.3
648	MinOfferSize	Qty	MinOfrSz	Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size.	3	FIX.4.3
649	QuoteStatusReqID	String	StatReqID	Unique identifier for Quote Status Request.	2	FIX.4.3
650	LegalConfirm	Boolean	LegalCnfm	Indicates that this message is to serve as the final and legal confirmation. N=DoesNotConsituteALegalConfirm, Y=LegalConfirm	4	FIX.4.3
651	UnderlyingLastPx	Price	UndLastPx	The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.	1	FIX.4.3
652	UnderlyingLastQty	Qty	UndLastQty	The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.	1	FIX.4.3
654	LegRefID	String	RefID	Unique indicator for a specific leg.	9	FIX.4.3
655	ContraLegRefID	String	CntraLegRefID	Unique indicator for a specific leg for the ContraBroker (375).	1	FIX.4.3
656	SettlCurrBidFxRate	float	SettlCurrBidFxRt	Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)	3	FIX.4.3
657	SettlCurrOfferFxRate	float	SettlCurrOfrFxRt	Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)	3	FIX.4.3
658	QuoteRequestRejectReason	int	ReqRejRsn	Reason Quote was rejected: 1=UnknownSymbol, 2=Exchange, 3=QuoteRequestExceedsLimit, …+9	1	FIX.4.3
659	SideComplianceID	String	SideComplianceID	ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).	2	FIX.4.3
660	AcctIDSource	int	AcctIDSrc	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. 1=BIC, 2=SIDCode, 3=TFM, …+3	31	FIX.4.4
661	AllocAcctIDSource	int	ActIDSrc	Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.	17	FIX.4.4
662	BenchmarkPrice	Price	Px	Specifies the price of the benchmark.	24	FIX.4.4
663	BenchmarkPriceType	int	PxTyp	Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values.	24	FIX.4.4
664	ConfirmID	String	CnfmID	Message reference for Confirmation	2	FIX.4.4
665	ConfirmStatus	int	CnfmStat	Identifies the status of the Confirmation. 1=Received, 2=MismatchedAccount, 3=MissingSettlementInstructions, …+2	1	FIX.4.4
666	ConfirmTransType	int	CnfmTransTyp	Identifies the Confirmation transaction type. 0=New, 1=Replace, 2=Cancel	1	FIX.4.4
667	ContractSettlMonth	MonthYear	CSetMo	Specifies when the contract (i.e. MBS/TBA) will settle.	66	FIX.4.4
668	DeliveryForm	int	DlvryForm	Identifies the form of delivery. 1=BookEntry, 2=Bearer	13	FIX.4.4
669	LastParPx	Price	LastParPx	Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside).	7	FIX.4.4
670	NoLegAllocs	NumInGroup	NoLegAllocs	Number of Allocations for the leg	2	FIX.4.4
671	LegAllocAccount	String	AllocAcct	Allocation Account for the leg See AllocAccount (79) for description and valid values.	2	FIX.4.4
672	LegIndividualAllocID	String	IndAllocID	Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values.	2	FIX.4.4
673	LegAllocQty	Qty	AllocQty	Leg allocation quantity. See AllocQty (80) for description and valid values.	2	FIX.4.4
674	LegAllocAcctIDSource	String	AllocAcctIDSrc	The source of the LegAllocAccount (671) See AllocAcctIDSource (661) for description and valid values.	2	FIX.4.4
675	LegSettlCurrency	Currency	SettlCcy	Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values	5	FIX.4.4
676	LegBenchmarkCurveCurrency	Currency	Ccy	LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.	6	FIX.4.4
677	LegBenchmarkCurveName	String	Name	Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.	6	FIX.4.4
678	LegBenchmarkCurvePoint	String	Point	Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.	6	FIX.4.4
679	LegBenchmarkPrice	Price	Px	Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.	6	FIX.4.4
680	LegBenchmarkPriceType	int	PxTyp	The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.	6	FIX.4.4
681	LegBidPx	Price	BidPx	Bid price of this leg. See BidPx (32) for description and valid values.	2	FIX.4.4
682	LegIOIQty	String	IOIQty	Leg-specific IOI quantity. See IOIQty (27) for description and valid values	1	FIX.4.4
683	NoLegStipulations	NumInGroup	NoLegStips	Number of leg stipulation entries	13	FIX.4.4
684	LegOfferPx	Price	OfrPx	Offer price of this leg. See OfferPx (133) for description and valid values	2	FIX.4.4
685	LegOrderQty	Qty	OrdQty	Quantity ordered of this leg. See OrderQty (38) for description and valid values	8	FIX.4.4
686	LegPriceType	int	PxTyp	The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description and valid values	2	FIX.4.4
687	LegQty	Qty	Qty	Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values	10	FIX.4.4
688	LegStipulationType	String	StipTyp	For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values	13	FIX.4.4
689	LegStipulationValue	String	StipVal	For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values	13	FIX.4.4
690	LegSwapType	int	SwapTyp	For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. 1=ParForPar, 2=ModifiedDuration, 4=Risk, …+1	12	FIX.4.4
691	Pool	String	Pool	For Fixed Income, identifies MBS / ABS pool.	66	FIX.4.4
692	QuotePriceType	int	QuotPxTyp	Code to represent price type requested in Quote. If the Quote Request is for a Swap values 1-8 apply to all legs. 1=Percent, 2=PerShare, 3=FixedAmount, …+7	2	FIX.4.4
693	QuoteRespID	String	RspID	Message reference for Quote Response	4	FIX.4.4
694	QuoteRespType	int	RspTyp	Identifies the type of Quote Response. 1=Hit, 2=Counter, 3=Expired, …+3	1	FIX.4.4
695	QuoteQualifier	char	Qual	Code to qualify Quote use See IOIQualifier (104) for description and valid values.	5	FIX.4.4
696	YieldRedemptionDate	LocalMktDate	RedDt	Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).	19	FIX.4.4
697	YieldRedemptionPrice	Price	RedPx	Price to which the yield has been calculated.	19	FIX.4.4
698	YieldRedemptionPriceType	int	RedPxTyp	The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.	19	FIX.4.4
699	BenchmarkSecurityID	String	SecID	The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values.	24	FIX.4.4
700	ReversalIndicator	Boolean	ReversalInd	Indicates a trade that reverses a previous trade.	3	FIX.4.4
701	YieldCalcDate	LocalMktDate	CalcDt	Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.	19	FIX.4.4
702	NoPositions	NumInGroup	NoPoss	Number of position entries.	5	FIX.4.4
703	PosType	String	Typ	Used to identify the type of quantity that is being returned. ALC=AllocationTradeQty, AS=OptionAssignment, ASF=AsOfTradeQty, …+20	5	FIX.4.4
704	LongQty	Qty	Long	Long Quantity	5	FIX.4.4
705	ShortQty	Qty	Short	Short Quantity	5	FIX.4.4
706	PosQtyStatus	int	Stat	Status of this position. 0=Submitted, 1=Accepted, 2=Rejected	5	FIX.4.4
707	PosAmtType	String	Typ	Type of Position amount CASH=CashAmount, CRES=CashResidualAmount, FMTM=FinalMarkToMarketAmount, …+6	9	FIX.4.4
708	PosAmt	Amt	Amt	Position amount	9	FIX.4.4
709	PosTransType	int	TxnTyp	Identifies the type of position transaction 1=Exercise, 2=DoNotExercise, 3=PositionAdjustment, …+3	2	FIX.4.4
710	PosReqID	String	ReqID	Unique identifier for the position maintenance request as assigned by the submitter	5	FIX.4.4
711	NoUnderlyings	NumInGroup	NoUnds	Number of underlying legs that make up the security.	56	FIX.4.4
712	PosMaintAction	int	Actn	Maintenance Action to be performed. 1=New, 2=Replace, 3=Cancel, …+1	2	FIX.4.4
713	OrigPosReqRefID	String	OrigPosReqRefID	Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.	2	FIX.4.4
714	PosMaintRptRefID	String	RptRefID	Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled.	3	FIX.4.4
715	ClearingBusinessDate	LocalMktDate	BizDt	The "Clearing Business Date" referred to by this maintenance request.	26	FIX.4.4
716	SettlSessID	String	SetSesID	Identifies a specific settlement session ITD=Intraday, RTH=RegularTradingHours, ETH=ElectronicTradingHours, …+1	14	FIX.4.4
717	SettlSessSubID	String	SetSubID	SubID value associated with SettlSessID (716)	13	FIX.4.4
718	AdjustmentType	int	AdjTyp	Type of adjustment to be applied, used for PCS and PAJ 0=ProcessRequestAsMarginDisposition, 1=DeltaPlus, 2=DeltaMinus, …+1	2	FIX.4.4
719	ContraryInstructionIndicator	Boolean	CntraryInstrctnInd	Used to indicate when a contrary instruction for exercise or abandonment is being submitted	2	FIX.4.4
720	PriorSpreadIndicator	Boolean	PriorSpreadInd	Indicates if requesting a rollover of prior day’s spread submissions.	2	FIX.4.4
721	PosMaintRptID	String	RptID	Unique identifier for this position report	4	FIX.4.4
722	PosMaintStatus	int	Stat	Status of Position Maintenance Request 0=Accepted, 1=AcceptedWithWarnings, 2=Rejected, …+2	1	FIX.4.4
723	PosMaintResult	int	Rslt	Result of Position Maintenance Request. 4000+ Reserved and available for bi-laterally agreed upon user-defined values 0=SuccessfulCompletion, 1=Rejected, 99=Other	1	FIX.4.4
724	PosReqType	int	ReqTyp	Used to specify the type of position request being made. 0=Positions, 1=Trades, 2=Exercises, …+3	4	FIX.4.4
725	ResponseTransportType	int	RspTransportTyp	Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726). 0=Inband, 1=OutOfBand	7	FIX.4.4
726	ResponseDestination	String	RspDest	URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. See "Appendix 6-B FIX Fields Based Upon Other Standards"	7	FIX.4.4
727	TotalNumPosReports	int	TotRpts	Total number of Position Reports being returned.	2	FIX.4.4
728	PosReqResult	int	Rslt	Result of Request for Position 4000+ Reserved and available for bi-laterally agreed upon user-defined values 0=ValidRequest, 1=InvalidOrUnsupportedRequest, 2=NoPositionsFoundThatMatchCriteria, …+3	2	FIX.4.4
729	PosReqStatus	int	Stat	Status of Request for Positions 0=Completed, 1=CompletedWithWarnings, 2=Rejected	1	FIX.4.4
730	SettlPrice	Price	SetPx	Settlement price	3	FIX.4.4
731	SettlPriceType	int	SetPxTyp	Type of settlement price 1=Final, 2=Theoretical	2	FIX.4.4
732	UnderlyingSettlPrice	Price	UndSetPx	Underlying security’s SettlPrice. See SettlPrice (730) field for description	2	FIX.4.4
733	UnderlyingSettlPriceType	int	UndSetPxTyp	Underlying security’s SettlPriceType. See SettlPriceType (731) field for description	1	FIX.4.4
734	PriorSettlPrice	Price	PriSetPx	Previous settlement price	3	FIX.4.4
735	NoQuoteQualifiers	NumInGroup	NoQuotQuals	Number of repeating groups of QuoteQualifiers (695).	5	FIX.4.4
736	AllocSettlCurrency	Currency	AllocSettlCcy	Currency code of settlement denomination for a specific AllocAccount (79).	12	FIX.4.4
737	AllocSettlCurrAmt	Amt	AllocSettlCurrAmt	Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79).	3	FIX.4.4
738	InterestAtMaturity	Amt	IntAtMat	Amount of interest (i.e. lump-sum) at maturity.	7	FIX.4.4
739	LegDatedDate	LocalMktDate	Dated	The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date	54	FIX.4.4
740	LegPool	String	Pool	For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (691) for description and valid values.	54	FIX.4.4
741	AllocInterestAtMaturity	Amt	IntAtMat	Amount of interest (i.e. lump-sum) at maturity at the account-level.	3	FIX.4.4
742	AllocAccruedInterestAmt	Amt	AcrdIntAmt	Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.	3	FIX.4.4
743	DeliveryDate	LocalMktDate	DlvDt	Date of delivery.	1	FIX.4.4
744	AssignmentMethod	char	AsgnMeth	Method by which short positions are assigned to an exercise notice during exercise and assignment processing P=ProRata, R=Random	1	FIX.4.4
745	AssignmentUnit	Qty	Unit	Quantity Increment used in performing assignment.	1	FIX.4.4
746	OpenInterest	Amt	OpenInt	Open interest that was eligible for assignment.	1	FIX.4.4
747	ExerciseMethod	char	ExrMethod	Exercise Method used to in performing assignment. A=Automatic, M=Manual	1	FIX.4.4
748	TotNumTradeReports	int	TotNumTrdRpts	Total number of trade reports returned.	2	FIX.4.4
749	TradeRequestResult	int	ReqRslt	Result of Trade Request 4000+ Reserved and available for bi-laterally agreed upon user-defined values 0=Successful, 1=InvalidOrUnknownInstrument, 2=InvalidTypeOfTradeRequested, …+6	1	FIX.4.4
750	TradeRequestStatus	int	ReqStat	Status of Trade Request. 0=Accepted, 1=Completed, 2=Rejected	1	FIX.4.4
751	TradeReportRejectReason	int	RptRejRsn	Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values 0=Successful, 1=InvalidPartyOnformation, 2=UnknownInstrument, …+3	1	FIX.4.4
752	SideMultiLegReportingType	int	MLegRptTyp	Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. 1=SingleSecurity, 2=IndividualLegOfAMultilegSecurity, 3=MultilegSecurity	2	FIX.4.4
753	NoPosAmt	NumInGroup	NoPosAmt	Number of position amount entries.	9	FIX.4.4
754	AutoAcceptIndicator	Boolean	AutoAcceptInd	Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.	3	FIX.4.4
755	AllocReportID	String	RptID	Unique identifier for Allocation Report message.	2	FIX.4.4
756	NoNested2PartyIDs	NumInGroup	NoNst2PtyIDs	Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries	9	FIX.4.4
757	Nested2PartyID	String	ID	PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448)	9	FIX.4.4
758	Nested2PartyIDSource	char	Src	PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447)	9	FIX.4.4
759	Nested2PartyRole	int	R	PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452)	9	FIX.4.4
760	Nested2PartySubID	String	ID	PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)	9	FIX.4.4
761	BenchmarkSecurityIDSource	String	SecIDSrc	Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. Same values as the SecurityIDSource (22) field	24	FIX.4.4
762	SecuritySubType	String	SubTyp	Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="REPO"), or the CFICode if SecurityType is not specified. If specified, SecuirtyType or CFICode is required. Example Values: General = General Collateral (for SecurityType=REPO) For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc. NOTE: Additional values may be used by mutual agreement of the counterparties	69	FIX.4.4
763	UnderlyingSecuritySubType	String	SubTyp	Underlying security’s SecuritySubType. See SecuritySubType (762) field for description	65	FIX.4.4
764	LegSecuritySubType	String	SecSubTyp	SecuritySubType of the leg instrument. See SecuritySubType (762) field for description	54	FIX.4.4
765	AllowableOneSidednessPct	Percentage	AOSPct	The maximum percentage that execution of one side of a program trade can exceed execution of the other.	1	FIX.4.4
766	AllowableOneSidednessValue	Amt	AOSValu	The maximum amount that execution of one side of a program trade can exceed execution of the other.	1	FIX.4.4
767	AllowableOneSidednessCurr	Currency	AOSCurr	The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used.	1	FIX.4.4
768	NoTrdRegTimestamps	NumInGroup	NoTrdRegTmstamps	Number of TrdRegTimestamp (769) entries	11	FIX.4.4
769	TrdRegTimestamp	UTCTimestamp	TS	Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house).	11	FIX.4.4
770	TrdRegTimestampType	int	Typ	Traded / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) 1=ExecutionTime, 2=TimeIn, 3=TimeOut, …+3	11	FIX.4.4
771	TrdRegTimestampOrigin	String	Src		11	FIX.4.4
772	ConfirmRefID	String	CnfmRefID	Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel	1	FIX.4.4
773	ConfirmType	int	CnfmTyp	Identifies the type of Confirmation message being sent. 1=Status, 2=Confirmation, 3=ConfirmationRequestRejected	2	FIX.4.4
774	ConfirmRejReason	int	CnfmRejRsn	Identifies the reason for rejecting a Confirmation. 1=MismatchedAccount, 2=MissingSettlementInstructions, 99=Other	1	FIX.4.4
775	BookingType	int	BkngTyp	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). 0=RegularBooking, 1=CFD, 2=TotalReturnSwap	11	FIX.4.4
776	IndividualAllocRejCode	int	IndAllocRejCode	Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88)	2	FIX.4.4
777	SettlInstMsgID	String	SettlInstMsgID	Unique identifier for Settlement Instruction message.	1	FIX.4.4
778	NoSettlInst	NumInGroup	NoSettlInst	Number of settlement instructions within repeating group.	1	FIX.4.4
779	LastUpdateTime	UTCTimestamp	LastUpdateTm	Timestamp of last update to data item (or creation if no updates made since creation).	5	FIX.4.4
780	AllocSettlInstType	int	SettlInstTyp	Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. 0=UseDefaultInstructions, 1=DeriveFromParametersProvided, 2=FullDetailsProvided, …+2	3	FIX.4.4
781	NoSettlPartyIDs	NumInGroup	NoSettlPtyIDs	Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries	8	FIX.4.4
782	SettlPartyID	String	ID	PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448)	8	FIX.4.4
783	SettlPartyIDSource	char	Src	PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447)	8	FIX.4.4
784	SettlPartyRole	int	R	PartyRole value within a settlement parties component. Same values as PartyRole (452)	8	FIX.4.4
785	SettlPartySubID	String	ID	PartySubID value within a settlement parties component. Same values as PartySubID (523)	8	FIX.4.4
786	SettlPartySubIDType	int	Typ	Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)	8	FIX.4.4
787	DlvyInstType	char	InstTyp	Used to indicate whether a delivery instruction is used for securities or cash settlement. C=Cash, S=Securities	8	FIX.4.4
788	TerminationType	int	TrmTyp	Type of financing termination. 1=Overnight, 2=Term, 3=Flexible, …+1	28	FIX.4.4
789	NextExpectedMsgSeqNum	SeqNum	NextExpectedMsgSeqNum	Next expected MsgSeqNum value to be received.	1	FIX.4.4
790	OrdStatusReqID	String	StatReqID	Can be used to uniquely identify a specific Order Status Request message.	2	FIX.4.4
791	SettlInstReqID	String	SettlInstReqID	Unique ID of settlement instruction request message	2	FIX.4.4
792	SettlInstReqRejCode	int	SettlInstReqRejCode	Identifies reason for rejection (of a settlement instruction request message). 0=UnableToProcessRequest, 1=UnknownAccount, 2=NoMatchingSettlementInstructionsFound, …+1	1	FIX.4.4
793	SecondaryAllocID	String	AllocID2	Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).	7	FIX.4.4
794	AllocReportType	int	RptTyp	Describes the specific type or purpose of an Allocation Report message 2=PreliminaryRequestToIntermediary, 3=SellsideCalculatedUsingPreliminary, 4=SellsideCalculatedWithoutPreliminary, …+7	2	FIX.4.4
795	AllocReportRefID	String	RptRefID	Reference identifier to be used with AllocTransType (7) = Replace or Cancel	1	FIX.4.4
796	AllocCancReplaceReason	int	CxlRplcRsn	Reason for cancelling or replacing an Allocation Instruction or Allocation Report message 1=OriginalDetailsIncomplete, 2=ChangeInUnderlyingOrderDetails, 99=Other	3	FIX.4.4
797	CopyMsgIndicator	Boolean	CopyMsgInd	Indicates whether or not this message is a drop copy of another message.	4	FIX.4.4
798	AllocAccountType	int	AcctTyp	Type of account associated with a confirmation or other trade-level message 1=CarriedCustomerSide, 2=CarriedNonCustomerSide, 3=HouseTrader, …+4	2	FIX.4.4
799	OrderAvgPx	Price	AvgPx	Average price for a specific order	5	FIX.4.4
800	OrderBookingQty	Qty	BkngQty	Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message	5	FIX.4.4
801	NoSettlPartySubIDs	NumInGroup	NoSettlPtySubIDs	Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries	8	FIX.4.4
802	NoPartySubIDs	NumInGroup	NoPtySubIDs	Number of PartySubID (523)and PartySubIDType (803) entries	54	FIX.4.4
803	PartySubIDType	int	Typ	Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values 1=Firm, 2=Person, 3=System, …+29	54	FIX.4.4
804	NoNestedPartySubIDs	NumInGroup	NoNstPtySubIDs	Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries	26	FIX.4.4
805	NestedPartySubIDType	int	Typ	Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)	26	FIX.4.4
806	NoNested2PartySubIDs	NumInGroup	NoNst2PtySubIDs	Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.	9	FIX.4.4
807	Nested2PartySubIDType	int	Typ	Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)	9	FIX.4.4
808	AllocIntermedReqType	int	IntermedReqTyp	Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" 1=PendingAccept, 2=PendingRelease, 3=PendingReversal, …+3	5	FIX.4.4
810	UnderlyingPx	Price	Px	Underlying price associate with a derivative instrument.	65	FIX.4.4
811	PriceDelta	float	PxDelta	Delta calculated from theoretical price	2	FIX.4.4
812	ApplQueueMax	int	ApplQuMax	Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.	1	FIX.4.4
813	ApplQueueDepth	int	ApplQuDepth	Current number of application messages that were queued at the time that the message was created by the counterparty.	2	FIX.4.4
814	ApplQueueResolution	int	ApplQuResolution	Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. 0=NoActionTaken, 1=QueueFlushed, 2=OverlayLast, …+1	2	FIX.4.4
815	ApplQueueAction	int	ApplQuActn	Action to take to resolve an application message queue (backlog). 0=NoActionTaken, 1=QueueFlushed, 2=OverlayLast, …+1	1	FIX.4.4
816	NoAltMDSource	NumInGroup	NoAltMDSrc	Number of alternative market data sources	1	FIX.4.4
817	AltMDSourceID	String	AltMDSrcID	Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained).	1	FIX.4.4
818	SecondaryTradeReportID	String	TrdRptID2	Secondary trade report identifier - can be used to associate an additional identifier with a trade.	9	FIX.4.4
819	AvgPxIndicator	int	AvgPxInd	Average Pricing Indicator 0=NoAveragePricing, 1=Trade, 2=LastTrade	6	FIX.4.4
820	TradeLinkID	String	LinkID	Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.	3	FIX.4.4
821	OrderInputDevice	String	OrdInptDev	Specific device number, terminal number or station where order was entered	2	FIX.4.4
822	UnderlyingTradingSessionID	String	UndSesID	Trading Session in which the underlying instrument trades	2	FIX.4.4
823	UnderlyingTradingSessionSubID	String	UndSesSub	Trading Session sub identifier in which the underlying instrument trades	2	FIX.4.4
824	TradeLegRefID	String	TrdLegRefID	Reference to the leg of a multileg instrument to which this trade refers	2	FIX.4.4
825	ExchangeRule	String	ExchRule	Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade.	2	FIX.4.4
826	TradeAllocIndicator	int	AllocInd	Identifies how the trade is to be allocated 0=AllocationNotRequired, 1=AllocationRequired, 2=UseAllocationProvidedWithTheTrade, …+3	2	FIX.4.4
827	ExpirationCycle	int	ExpirationCycle	Part of trading cycle when an instrument expires. Field is applicable for derivatives. 0=ExpireOnTradingSessionClose, 1=ExpireOnTradingSessionOpen	6	FIX.4.4
828	TrdType	int	TrdTyp	Type of Trade: 0=RegularTrade, 1=BlockTrade, 2=EFP, …+44	6	FIX.4.4
829	TrdSubType	int	TrdSubTyp	Further qualification to the trade type 0=CMTA, 1=InternalTransferOrAdjustment, 2=ExternalTransferOrTransferOfAccount, …+28	6	FIX.4.4
830	TransferReason	String	TrnsfrRsn	Reason trade is being transferred	3	FIX.4.4
832	TotNumAssignmentReports	int	TotNumAsgnRpts	Total Number of Assignment Reports being returned to a firm	1	FIX.4.4
833	AsgnRptID	String	RptID	Unique identifier for the Assignment Report	1	FIX.4.4
834	ThresholdAmount	PriceOffset	ThresholdAmt	Amount that a position has to be in the money before it is exercised.	3	FIX.4.4
835	PegMoveType	int	MoveTyp	Describes whether peg is static or floats 0=Floating, 1=Fixed	8	FIX.4.4
836	PegOffsetType	int	OfstTyp	Type of Peg Offset value 0=Price, 1=BasisPoints, 2=Ticks, …+1	8	FIX.4.4
837	PegLimitType	int	LmtTyp	Type of Peg Limit 0=OrBetter, 1=Strict, 2=OrWorse	8	FIX.4.4
838	PegRoundDirection	int	RndDir	If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive 1=MoreAggressive, 2=MorePassive	8	FIX.4.4
839	PeggedPrice	Price	PeggedPx	The price the order is currently pegged at	1	FIX.4.4
840	PegScope	int	Scope	The scope of the peg 1=Local, 2=National, 3=Global, …+1	8	FIX.4.4
841	DiscretionMoveType	int	MoveTyp	Describes whether discretionay price is static or floats 0=Floating, 1=Fixed	8	FIX.4.4
842	DiscretionOffsetType	int	OfstTyp	Type of Discretion Offset value 0=Price, 1=BasisPoints, 2=Ticks, …+1	8	FIX.4.4
843	DiscretionLimitType	int	LimitTyp	Type of Discretion Limit 0=OrBetter, 1=Strict, 2=OrWorse	8	FIX.4.4
844	DiscretionRoundDirection	int	RndDir	If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive 1=MoreAggressive, 2=MorePassive	8	FIX.4.4
845	DiscretionPrice	Price	DsctnPx	The current discretionary price of the order	1	FIX.4.4
846	DiscretionScope	int	Scope	The scope of the discretion 1=Local, 2=National, 3=Global, …+1	8	FIX.4.4
847	TargetStrategy	int	TgtStrategy	The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values 1=VWAP, 2=Participate, 3=MininizeMarketImpact	8	FIX.4.4
848	TargetStrategyParameters	String	TgtStrategyParameters	Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties	8	FIX.4.4
849	ParticipationRate	Percentage	ParticipationRt	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)	8	FIX.4.4
850	TargetStrategyPerformance	float	TgtStrategyPerformance	For communication of the performance of the order versus the target strategy	1	FIX.4.4
851	LastLiquidityInd	int	LastLqdtyInd	Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. 1=AddedLiquidity, 2=RemovedLiquidity, 3=LiquidityRoutedOut	1	FIX.4.4
852	PublishTrdIndicator	Boolean	PubTrdInd	Indicates if a trade should be reported via a market reporting service. N=DoNotReportTrade, Y=ReportTrade	2	FIX.4.4
853	ShortSaleReason	int	ShrtSaleRsn	Reason for short sale. 0=DealerSoldShort, 1=DealerSoldShortExempt, 2=SellingCustomerSoldShort, …+3	2	FIX.4.4
854	QtyType	int	QtyTyp	Type of quantity specified in a quantity field: 0=Units, 1=Contracts, 2=UnitsOfMeasurePerTimeUnit	24	FIX.4.4
855	SecondaryTrdType	int	TrdTyp2	Additional TrdType (see tag 828) assigned to a trade by trade match system.	3	FIX.4.4
856	TradeReportType	int	RptTyp	Type of Trade Report 0=Submit, 1=Alleged, 2=Accept, …+13	2	FIX.4.4
857	AllocNoOrdersType	int	NoOrdsTyp	Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the NoOrders group or not. 0=NotSpecified, 1=ExplicitListProvided	3	FIX.4.4
858	SharedCommission	Amt	SharedComm	Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.	1	FIX.4.4
859	ConfirmReqID	String	CnfmReqID	Unique identifier for a Confirmation Request message	2	FIX.4.4
860	AvgParPx	Price	AvgParPx	Used to express average price as percent of par (used where AvgPx field is expressed in some other way)	4	FIX.4.4
861	ReportedPx	Price	RptedPx	Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade)	1	FIX.4.4
862	NoCapacities	NumInGroup	NoCapacities	Number of repeating OrderCapacity entries.	1	FIX.4.4
863	OrderCapacityQty	Qty	CpctyQty	Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal)	1	FIX.4.4
864	NoEvents	NumInGroup	NoEvents	Number of repeating EventType entries.	66	FIX.4.4
865	EventType	int	EventTyp	Code to represent the type of event 1=Put, 2=Call, 3=Tender, …+4	66	FIX.4.4
866	EventDate	LocalMktDate	Dt	Date of event	66	FIX.4.4
867	EventPx	Price	Px	Predetermined price of issue at event, if applicable	66	FIX.4.4
868	EventText	String	Txt	Comments related to the event.	66	FIX.4.4
869	PctAtRisk	Percentage	PctAtRisk	Percent at risk due to lowest possible call.	13	FIX.4.4
870	NoInstrAttrib	NumInGroup	NoInstrAttrib	Number of repeating InstrAttribType entries.	13	FIX.4.4
871	InstrAttribType	int	Typ	Code to represent the type of instrument attribute 1=Flat, 2=ZeroCoupon, 3=InterestBearing, …+20	13	FIX.4.4
872	InstrAttribValue	String	Val	Attribute value appropriate to the InstrAttribType (87) field.	13	FIX.4.4
873	DatedDate	LocalMktDate	Dated	The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date	66	FIX.4.4
874	InterestAccrualDate	LocalMktDate	IntAcrl	The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date	66	FIX.4.4
875	CPProgram	int	CPPgm	The program under which a commercial paper is issued 1=Program3a3, 2=Program42, 99=Other	66	FIX.4.4
876	CPRegType	String	CPRegT	The registration type of a commercial paper issuance	66	FIX.4.4
877	UnderlyingCPProgram	String	CPPgm	The program under which the underlying commercial paper is issued	65	FIX.4.4
878	UnderlyingCPRegType	String	CPRegTyp	The registration type of the underlying commercial paper issuance	65	FIX.4.4
879	UnderlyingQty	Qty	Qty	Unit amount of the underlying security (par, shares, currency, etc.)	65	FIX.4.4
880	TrdMatchID	String	MtchID	Identifier assigned to a trade by a matching system.	3	FIX.4.4
881	SecondaryTradeReportRefID	String	TrdRptRefID2	Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal).	2	FIX.4.4
882	UnderlyingDirtyPrice	Price	DirtPx	Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest	65	FIX.4.4
883	UnderlyingEndPrice	Price	EndPx	Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.	65	FIX.4.4
884	UnderlyingStartValue	Amt	StartVal	Currency value attributed to this collateral at the start of the agreement	65	FIX.4.4
885	UnderlyingCurrentValue	Amt	CurVal	Currency value currently attributed to this collateral	65	FIX.4.4
886	UnderlyingEndValue	Amt	EndVal	Currency value attributed to this collateral at the end of the agreement	65	FIX.4.4
887	NoUnderlyingStips	NumInGroup	NoUndStips	Number of underlying stipulation entries	65	FIX.4.4
888	UnderlyingStipType	String	Typ	Type of stipulation. Same values as StipulationType (233)	65	FIX.4.4
889	UnderlyingStipValue	String	Val	Value of stipulation. Same values as StipulationValue (234)	65	FIX.4.4
890	MaturityNetMoney	Amt	MatNetMny	Net Money at maturity if Zero Coupon and maturity value is different from par value	1	FIX.4.4
891	MiscFeeBasis	int	Basis	Defines the unit for a miscellaneous fee. 0=Absolute, 1=PerUnit, 2=Percentage	11	FIX.4.4
892	TotNoAllocs	int	TotNoAllocs	Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation.	3	FIX.4.4
893	LastFragment	Boolean	LastFragment	Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List N=NotLastMessage, Y=LastMessage	12	FIX.4.4
894	CollReqID	String	ReqID	Collateral Request Identifier	3	FIX.4.4
895	CollAsgnReason	int	AsgnRsn	Reason for Collateral Assignment 0=Initial, 1=Scheduled, 2=TimeWarning, …+5	3	FIX.4.4
896	CollInquiryQualifier	int	Qual	Collateral inquiry qualifiers: 0=TradeDate, 1=GCInstrument, 2=CollateralInstrument, …+5	2	FIX.4.4
897	NoTrades	NumInGroup	NoTrds	Number of trades in repeating group.	6	FIX.4.4
898	MarginRatio	Percentage	MgnRatio	The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.	28	FIX.4.4
899	MarginExcess	Amt	MgnExcess	Excess margin amount (deficit if value is negative)	5	FIX.4.4
900	TotalNetValue	Amt	TotNetValu	TotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)	5	FIX.4.4
901	CashOutstanding	Amt	CshOutstanding	Starting consideration less repayments	5	FIX.4.4
902	CollAsgnID	String	ID	Collateral Assignment Identifier	2	FIX.4.4
903	CollAsgnTransType	int	TransTyp	Collateral Assignment Transaction Type 0=New, 1=Replace, 2=Cancel, …+2	2	FIX.4.4
904	CollRespID	String	RespID	Collateral Response Identifier	1	FIX.4.4
905	CollAsgnRespType	int	RespTyp	Collateral Assignment Response Type 0=Received, 1=Accepted, 2=Declined, …+1	1	FIX.4.4
906	CollAsgnRejectReason	int	RejRsn	Collateral Assignment Reject Reason 0=UnknownDeal, 1=UnknownOrInvalidInstrument, 2=UnauthorizedTransaction, …+4	1	FIX.4.4
907	CollAsgnRefID	String	RefID	Collateral Assignment Identifier to which a transaction refers	1	FIX.4.4
908	CollRptID	String	RptID	Collateral Report Identifier	1	FIX.4.4
909	CollInquiryID	String	ID	Collateral Inquiry Identifier	3	FIX.4.4
910	CollStatus	int	Stat	Collateral Status 0=Unassigned, 1=PartiallyAssigned, 2=AssignmentProposed, …+2	1	FIX.4.4
911	TotNumReports	int	TotNumRpts	Total number or reports returned in response to a request	3	FIX.4.4
912	LastRptRequested	Boolean	LastRptReqed	Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request. N=NotLastMessage, Y=LastMessage	4	FIX.4.4
913	AgreementDesc	String	AgmtDesc	The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction.	28	FIX.4.4
914	AgreementID	String	AgmtID	A common reference to the applicable standing agreement between the counterparties to a financing transaction.	28	FIX.4.4
915	AgreementDate	LocalMktDate	AgmtDt	A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed.	28	FIX.4.4
916	StartDate	LocalMktDate	StartDt	Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral	28	FIX.4.4
917	EndDate	LocalMktDate	EndDt	End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral	28	FIX.4.4
918	AgreementCurrency	Currency	AgmtCcy	Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.	28	FIX.4.4
919	DeliveryType	int	DlvryTyp	Identifies type of settlement 0=VersusPayment, 1=Free, 2=TriParty, …+1	28	FIX.4.4
920	EndAccruedInterestAmt	Amt	EndAcrdIntAmt	Accrued Interest Amount applicable to a financing transaction on the End Date.	12	FIX.4.4
921	StartCash	Amt	StartCsh	Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.	12	FIX.4.4
922	EndCash	Amt	EndCsh	Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.	12	FIX.4.4
923	UserRequestID	String	UserReqID	Unique identifier for a User Request.	2	FIX.4.4
924	UserRequestType	int	UserReqTyp	Indicates the action required by a User Request Message 1=LogOnUser, 2=LogOffUser, 3=ChangePasswordForUser, …+1	1	FIX.4.4
925	NewPassword	String	NewPassword	New Password or passphrase	1	FIX.4.4
926	UserStatus	int	UserStat	Indicates the status of a user 1=LoggedIn, 2=NotLoggedIn, 3=UserNotRecognised, …+3	1	FIX.4.4
927	UserStatusText	String	UserStatText	A text description associated with a user status.	1	FIX.4.4
928	StatusValue	int	StatValu	Indicates the status of a network connection 1=Connected, 2=NotConnectedUnexpected, 3=NotConnectedExpected, …+1	1	FIX.4.4
929	StatusText	String	StatText	A text description associated with a network status.	1	FIX.4.4
930	RefCompID	String	RefCompID	Assigned value used to identify a firm.	2	FIX.4.4
931	RefSubID	String	RefSubID	Assigned value used to identify specific elements within a firm.	2	FIX.4.4
932	NetworkResponseID	String	NtwkRspID	Unique identifier for a network response.	1	FIX.4.4
933	NetworkRequestID	String	NtwkReqID	Unique identifier for a network resquest.	2	FIX.4.4
934	LastNetworkResponseID	String	LastNtwkRspID	Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates.	1	FIX.4.4
935	NetworkRequestType	int	NtwkReqTyp	Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id’s then UserRequestType =0 (8+2), Snapshot for certain ID’s = 9 (8+1) 1=Snapshot, 2=Subscribe, 4=StopSubscribing, …+1	1	FIX.4.4
936	NoCompIDs	NumInGroup	NoCompIDs	Number of CompID entries in a repeating group.	2	FIX.4.4
937	NetworkStatusResponseType	int	NtwkStatRspTyp	Indicates the type of Network Response Message. 1=Full, 2=IncrementalUpdate	1	FIX.4.4
938	NoCollInquiryQualifier	NumInGroup	NoCollInqQual	Number of CollInquiryQualifier entries in a repeating group.	2	FIX.4.4
939	TrdRptStatus	int	TrdRptStat	Trade Report Status 0=Accepted, 1=Rejected, 3=AcceptedWithErrors	2	FIX.4.4
940	AffirmStatus	int	AffirmStat	Identifies the status of the ConfirmationAck. 1=Received, 2=ConfirmRejected, 3=Affirmed	1	FIX.4.4
941	UnderlyingStrikeCurrency	Currency	StrkCcy	Currency in which the strike price of an underlying instrument is denominated	65	FIX.4.4
942	LegStrikeCurrency	Currency	StrkCcy	Currency in which the strike price of a instrument leg of a multileg instrument is denominated	54	FIX.4.4
943	TimeBracket	String	TmBkt	A code that represents a time interval in which a fill or trade occurred. Required for US futures markets.	4	FIX.4.4
944	CollAction	int	Actn	Action proposed for an Underlying Instrument instance. 0=Retain, 1=Add, 2=Remove	3	FIX.4.4
945	CollInquiryStatus	int	Stat	Status of Collateral Inquiry 0=Accepted, 1=AcceptedWithWarnings, 2=Completed, …+2	1	FIX.4.4
946	CollInquiryResult	int	Rslt	Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values 0=Successful, 1=InvalidOrUnknownInstrument, 2=InvalidOrUnknownCollateralType, …+8	1	FIX.4.4
947	StrikeCurrency	Currency	StrkCcy	Currency in which the StrikePrice is denominated.	66	FIX.4.4
948	NoNested3PartyIDs	NumInGroup	NoNst3PtyIDs	Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries	2	FIX.4.4
949	Nested3PartyID	String	ID	PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448)	2	FIX.4.4
950	Nested3PartyIDSource	char	Src	PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447)	2	FIX.4.4
951	Nested3PartyRole	int	R	PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452)	2	FIX.4.4
952	NoNested3PartySubIDs	NumInGroup	NoNst3PtySubIDs	Number of Nested3PartySubIDs (953) entries	2	FIX.4.4
953	Nested3PartySubID	String	ID	PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523)	2	FIX.4.4
954	Nested3PartySubIDType	int	Typ	PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803)	2	FIX.4.4
955	LegContractSettlMonth	MonthYear	CSetMo	Specifies when the contract (i.e. MBS/TBA) will settle.	54	FIX.4.4
956	LegInterestAccrualDate	LocalMktDate	IntAcrl	The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date	54	FIX.4.4
957	NoStrategyParameters	NumInGroup	NoStrtPrm	Indicates number of strategy parameters	8	FIX.4.4
958	StrategyParameterName	String	StrtPrmNme	Name of parameter	8	FIX.4.4
959	StrategyParameterType	int	StrtPrmTyp	Datatype of the parameter 1=Int, 2=Length, 3=NumInGroup, …+21	8	FIX.4.4
960	StrategyParameterValue	String	StrtPrmVal	Value of the parameter	8	FIX.4.4
961	HostCrossID	String	HstCxID	Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order.	3	FIX.4.4
962	SideTimeInForce	UTCTimestamp	SideTmFrc	Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided.	2	FIX.4.4
963	MDReportID	int	RptID	Unique identifier for the Market Data Report.	1	FIX.4.4
964	SecurityReportID	int	RptID	Security Report ID. Unique identifier for the Security Report.	4	FIX.4.4
965	SecurityStatus	String	Status	Used for derivatives. Denotes the current state of the Instrument. 1=Active, 2=Inactive	66	FIX.4.4
966	SettleOnOpenFlag	String	SettlOnOpenFlag	Indicator to determine if instrument is settle on open	66	FIX.4.4
967	StrikeMultiplier	float	StrkMult	Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.	66	FIX.4.4
968	StrikeValue	float	StrkValu	Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.	66	FIX.4.4
969	MinPriceIncrement	float	MinPxIncr	Minimum price increase for a given exchange-traded Instrument	66	FIX.4.4
970	PositionLimit	int	PosLmt	Position Limit for a given exchange-traded product.	66	FIX.4.4
971	NTPositionLimit	int	NTPosLmt	Position Limit in the near-term contract for a given exchange-traded product.	66	FIX.4.4
972	UnderlyingAllocationPercent	Percentage	AllocPct	Percent of the Strike Price that this underlying represents.	65	FIX.4.4
973	UnderlyingCashAmount	Amt	CashAmt	Cash amount associated with the underlying component.	65	FIX.4.4
974	UnderlyingCashType	String	CashTyp	Specific to the <UnderlyingInstrument> Used for derivatives that deliver into cash underlying. FIXED=FIXED, DIFF=DIFF	65	FIX.4.4
975	UnderlyingSettlementType	int	SettlTyp	Indicates order settlement period for the underlying instrument. 2=TPlus1, 4=TPlus3, 5=TPlus4	65	FIX.4.4
976	QuantityDate	LocalMktDate	QtyDt	Date associated to the quantity that is being reported for the position.	5	FIX.4.4
977	ContIntRptID	String	RptID	Unique identifier for the Contrary Intention report	1	FIX.4.4
978	LateIndicator	Boolean	LateInd	Indicates if the contrary intention was received after the exchange imposed cutoff time	1	FIX.4.4
979	InputSource	String	InptSrc	Source of the contrary intention	1	FIX.4.4
980	SecurityUpdateAction	char	UpdActn	A=Add, D=Delete, M=Modify	2	FIX.4.4
981	NoExpiration	NumInGroup	NoExpiration	Number of Expiration Qty entries	1	FIX.4.4
982	ExpType	int	ExpType	Expiration Qty types. 1=AutoExercise, 2=NonAutoExercise, 3=FinalWillBeExercised, …+2	1	FIX.4.4
983	ExpQty	Qty	ExpQty	Expiration Quantity associated with the Expiration Type	1	FIX.4.4
984	NoUnderlyingAmounts	NumInGroup	NoUnderlyingAmounts	Total number of occurrences of Amount to pay in order to receive the underlying instrument	1	FIX.4.4
985	UnderlyingPayAmount	Amt	PayAmt	Amount to pay in order to receive the underlying instrument	1	FIX.4.4
986	UnderlyingCollectAmount	Amt	ColAmt	Amount to collect in order to deliver the underlying instrument	1	FIX.4.4
987	UnderlyingSettlementDate	LocalMktDate	StlDt	Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments.	2	FIX.4.4
988	UnderlyingSettlementStatus	String	SetStat	Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument.	1	FIX.4.4
989	SecondaryIndividualAllocID	String	IndAllocID2	Will allow the intermediary to specify an allocation ID generated by their system.	7	FIX.4.4
990	LegReportID	String	RptID	Additional attribute to store the Trade ID of the Leg.	2	FIX.4.4
991	RndPx	Price	RndPx	Specifies average price rounded to quoted precision.	5	FIX.4.4
992	IndividualAllocType	int	Typ	Identifies whether the allocation is to be sub-allocated or allocated to a third party 1=SubAllocate, 2=ThirdPartyAllocation	5	FIX.4.4
993	AllocCustomerCapacity	String	CustCpcty	Capacity of customer in the allocation block.	7	FIX.4.4
994	TierCode	String	TierCD	The Tier the trade was matched by the clearing system.	2	FIX.4.4
996	UnitofMeasure	String	UOM	Physical unit of measure for Derivative products. NOTE: Additional values may be used by mutual agreement of the counterparties (http://www.unc.edu/~rowlett/units/index.html is a good source for units) Bbl=Barrels, Bcf=BillionCubicFeet, Bu=Bushels, …+9	66	FIX.4.4
997	TimeUnit	String	TmUnit	Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties H=Hour, Min=Minute, S=Second, …+4	66	FIX.4.4
998	UnderlyingUnitofMeasure	String	UOM	Same as UnitofMeasure.	65	FIX.4.4
999	LegUnitofMeasure	String	UOM	Same as UnitofMeasure.	54	FIX.4.4
1000	UnderlyingTimeUnit	String	TmUnit	Same as TimeUnit.	65	FIX.4.4
1001	LegTimeUnit	String	TmUnit	Same as TimeUnit.	54	FIX.4.4
1002	AllocMethod	int	Meth	Specifies the method under which a trade quantity was allocated. 1=Automatic, 2=Guarantor, 3=Manual	5	FIX.4.4
1003	TradeID	String	TrdID	The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.	7	FIX.4.4
1005	SideTradeReportID	String	RptID	Used on a multi-sided trade to designate the ReportID	2	FIX.4.4
1006	SideFillStationCd	String	FillStationCd	Used on a multi-sided trade to convey order routing information	2	FIX.4.4
1007	SideReasonCd	String	RsnCD	Used on a multi-sided trade to convey reason for execution	2	FIX.4.4
1008	SideTrdSubTyp	int	TrdSubTyp	Used on a multi-sided trade to specify the type of trade for a given side	2	FIX.4.4
1009	SideQty	int	SideQty	Used to indicate the quantity on one of a multi-sided Trade Capture Report	2	FIX.4.4
1011	MessageEventSource	String	MsgEvtSrc	Used to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (originated at Firm Back Office) "Clear" (originated in Clearing System) "Reg" (static data generated via Register request)	8	FIX.4.4
1012	SideTrdRegTimestamp	UTCTimestamp	TS	Will be used in a multi-sided message. Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house	2	FIX.4.4
1013	SideTrdRegTimestampType	int	Typ	Same as TrdRegTimeStampType	2	FIX.4.4
1014	SideTrdRegTimestampSrc	String	Src	Same as TrdRegTimestampOrigin Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value	2	FIX.4.4
1015	AsOfIndicator	char	AsOfInd	Used to indicate that a floor-trade was originally submitted "as of" a specific trade date which is earlier than its clearing date. 0=False, 1=True	2	FIX.4.4
1016	NoSideTrdRegTS	NumInGroup	NoSideTrdRegTS	Indicates number of SideTimestamps contained in group	2	FIX.4.4
1017	LegOptionRatio	float	LegOptionRatio	Expresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio value between -1 and 0	54	FIX.4.4
1018	NoInstrumentParties	NumInGroup	NoInstrmntPty	Identifies the number of parties identified with an instrument	66	FIX.4.4
1019	InstrumentPartyID	String	ID	PartyID value within an instrument party repeating group. Same values as PartyID (448)	66	FIX.4.4
1020	TradeVolume	Qty	TrdVol	Used to report volume with a trade	2	FIX.4.4
1021	MDBookType	int	MDBkTyp	Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection 1=TopOfBook, 2=PriceDepth, 3=OrderDepth	2	FIX.4.4
1022	MDFeedType	String	MDFeedTyp	Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative	2	FIX.4.4
1023	MDPriceLevel	int	MDPxLvl	Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level	2	FIX.4.4
1024	MDOriginType	int	MDOrigTyp	Used to describe the origin of an entry in the book 0=Book, 1=OffBook, 2=Cross	2	FIX.4.4
1025	FirstPx	Price	FirstPx	Indicates the first trade price of the day/session	1	FIX.4.4
1026	MDEntrySpotRate	float	MDEntrySpotRt	The spot rate for an FX entry	2	FIX.4.4
1027	MDEntryForwardPoints	PriceOffset	MDEntryFwdPnts	Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199	2	FIX.4.4
1028	ManualOrderIndicator	Boolean	ManOrdInd	Indicates if the order was initially received manually (as opposed to electronically)	3	FIX.4.4
1029	CustDirectedOrder	Boolean	CustDrctdOrd	Indicates if the customer directed this order to a specific execution venue (Y) or not (N). A default of N – customer didn’t direct this order – should beused in the case where the information is both missing and essential.	3	FIX.4.4
1030	ReceivedDeptID	String	RcvdDptID	Identifies the Broker / Dealer Department that first took the order.	3	FIX.4.4
1031	CustOrderHandlingInst	MultipleStringValue	CustOrdHdlInst	Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only. For DeskTypeSource (1034) = 1 (NASD OATS), valid values are (as of OATS Phase 3 as provided by NASD. See also http://www.nasd.com/oats/PhaseIII for a complete list. ADD=AddOnOrder, AON=AllOrNone, CNH=CashNotHeld, …+21	3	FIX.4.4
1032	OrderHandlingInstSource	int	OrdHndlInstSrc	Identifies the class or source of the "OrderHandlingInst" values. Scope of this will apply to both CustOrderHandlingInst and DeskOrderHandlingInst fields. Required if CustOrderHandlingInst and/or DeskOrderHandlingInst is specified. 1=NASDOATS	3	FIX.4.4
1033	DeskType	String	DskTyp	Type of trading desk A=Agency, AR=Arbitrage, D=Derivatives, …+8	11	FIX.4.4
1034	DeskTypeSource	int	DskTypSrc	1=NASDOATS	11	FIX.4.4
1035	DeskOrderHandlingInst	MultipleStringValue	DskOrdHndlInst	ADD=AddOnOrder, AON=AllOrNone, CNH=CashNotHeld, …+21	11	FIX.4.4
1036	ExecAckStatus	char	ExecAckStat	The status of this execution acknowledgement message. 0=Received, 1=Accepted, 2=Don	1	FIX.4.4
1037	UnderlyingDeliveryAmount	Amt	UndlyDlvAmt	Indicates the underlying position amount to be delivered	1	FIX.4.4
1038	UnderlyingCapValue	Amt	CapValu	Maximum notional value for a capped financial instrument	65	FIX.4.4
1039	UnderlyingSettlMethod	String	SetMeth		65	FIX.4.4
1040	SecondaryTradeID	String	TrdID2	Used to carry an internal trade entity ID which may or may not be reported to the firm	4	FIX.4.4
1041	FirmTradeID	String	FirmTrdID	The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary	7	FIX.4.4
1042	SecondaryFirmTradeID	String	FirmTrdID2	Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary	4	FIX.4.4
1043	CollApplType	int	ApplTyp	conveys how the collateral should be/has been applied 0=SpecificDeposit, 1=General	2	FIX.4.4
1044	UnderlyingAdjustedQuantity	Qty	AdjQty	Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated.	65	FIX.4.4
1045	UnderlyingFXRate	float	FXRate	Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).	65	FIX.4.4
1046	UnderlyingFXRateCalc	char	FXRateCalc	Specifies whether the UnderlyingFxRate (1045) should be multiplied or divided. D=Divide, M=Multiply	65	FIX.4.4
1047	AllocPositionEffect	char	AllocPosEfct	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. O=Open, C=Close, R=Rolled, …+1	5	FIX.4.4
1048	DealingCapacity	PriceOffset	DealingCpcty	Identifies role of dealer; Agent, Principal, RisklessPrincipal	2	FIX.4.4
1049	InstrmtAssignmentMethod	char	AsgnMeth	Method under which assignment was conducted R=Random, P=ProRata	66	FIX.4.4
1050	InstrumentPartyIDSource	char	Src	PartyIDSource value within an instrument partyrepeating group. Same values as PartyIDSource (447)	66	FIX.4.4
1051	InstrumentPartyRole	int	R	PartyRole value within an instrument partyepeating group. Same values as PartyRole (452)	66	FIX.4.4
1052	NoInstrumentPartySubIDs	NumInGroup	NoInstrmntPtySubIDs	Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries	66	FIX.4.4
1053	InstrumentPartySubID	String	ID	PartySubID value within an instrument party repeating group. Same values as PartySubID (523)	66	FIX.4.4
1054	InstrumentPartySubIDType	int	Typ	Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)	66	FIX.4.4
1055	PositionCurrency	String	Ccy	The Currency in which the position Amount is denominated	9	FIX.4.4
1056	CalculatedCcyLastQty	Qty	CalcCcyLastQty	Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx.	3	FIX.4.4
1057	AggressorIndicator	Boolean	AgrsrInd	Used to identify whether the order initiator is an aggressor or not in the trade. Y=OrderInitiatorIsAggressor, N=OrderInitiatorIsPassive	3	FIX.4.4
1058	NoUndlyInstrumentParties	NumInGroup	NoInstrmntPty	Identifies the number of parties identified with an underlying instrument	65	FIX.4.4
1059	UndlyInstrumentPartyID	String	ID	PartyID value within an underlying instrument party repeating group. Same values as PartyID (448)	65	FIX.4.4
1060	UndlyInstrumentPartyIDSource	char	Src	PartyIDSource value within an underlying instrument partyrepeating group. Same values as PartyIDSource (447)	65	FIX.4.4
1061	UndlyInstrumentPartyRole	int	R	PartyRole value within an underlying instrument partyepeating group. Same values as PartyRole (452)	65	FIX.4.4
1062	NoUndlyInstrumentPartySubIDs	NumInGroup	NoInstrmntPtySubIDs	Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries	65	FIX.4.4
1063	UndlyInstrumentPartySubID	String	ID	PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)	65	FIX.4.4
1064	UndlyInstrumentPartySubIDType	int	Typ	Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)	65	FIX.4.4
1065	BidSwapPoints	PriceOffset	BidSwapPnts	The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199	1	FIX.4.4
1066	OfferSwapPoints	PriceOffset	OfrSwapPnts	The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199	1	FIX.4.4
1067	LegBidForwardPoints	PriceOffset	LegBidFwdPnts	The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199	2	FIX.4.4
1068	LegOfferForwardPoints	PriceOffset	LegOfrFwdPnts	The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199	2	FIX.4.4
1069	SwapPoints	PriceOffset	SwapPnts	For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199	2	FIX.4.4
1070	MDQuoteType	int	MDQteTyp	Identifies market data quote type. 0=Indicative, 1=Tradeable, 2=RestrictedTradeable, …+2	3	FIX.4.4
1071	LastSwapPoints	PriceOffset	LastSwapPnts	For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199	3	FIX.4.4
1072	SideGrossTradeAmt	Amt	SideGrossTradeAmt	The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition.	2	FIX.4.4
1073	LegLastForwardPoints	PriceOffset	LegLastFwdPnts	The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199	3	FIX.4.4
1074	LegCalculatedCcyLastQty	Qty	LegCalcCcyLastQty	Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.	3	FIX.4.4
1075	LegGrossTradeAmt	Amt	LegGrossTrdAmt	The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size.	3	FIX.4.4
1079	MaturityTime	TZTimeOnly	MatTm	Time of security's maturity expressed in local time with offset to UTC specified	66	FIX.4.4
1080	RefOrderID	String	RefOrdID	The ID reference to the order being hit or taken	3	FIX.4.4
1081	RefOrderIDSource	char	RefOrdIDSrc	Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order. 0=SecondaryOrderID, 1=OrderID, 2=MDEntryID, …+1	3	FIX.4.4
1082	SecondaryDisplayQty	Qty	SecDspQty	Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.	8	FIX.4.4
1083	DisplayWhen	char	DspWhn	Instructs when to refresh DisplayQty (1138). 1=Immediate, 2=Exhaust	8	FIX.4.4
1084	DisplayMethod	char	DspMthd	Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" 1=Initial, 2=New, 3=Random	8	FIX.4.4
1085	DisplayLowQty	Qty	DsplLwQty	Defines the lower quantity limit to a randomized refresh of DisplayQty.	8	FIX.4.4
1086	DisplayHighQty	Qty	DisplayHighQty	Defines the upper quantity limit to a randomized refresh of DisplayQty.	8	FIX.4.4
1087	DisplayMinIncr	Qty	DspMinIncr	Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size).	8	FIX.4.4
1088	RefreshQty	Qty	RfrshQty	Defines the quantity used to refresh DisplayQty.	8	FIX.4.4
1089	MatchIncrement	Qty	MtchInc	Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement.	8	FIX.4.4
1090	MaxPriceLevels	int	MxPxLvls	Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit.	8	FIX.4.4
1091	PreTradeAnonymity	Boolean	PrTrdAnon	Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible.	8	FIX.4.4
1092	PriceProtectionScope	char	PxPrtScp	Defines the type of price protection the customer requires on their order. 0=None, 1=Local, 2=National, …+1	8	FIX.4.4
1093	LotType	char	LtTyp	Defines the lot type assigned to the order. 1=OddLot, 2=RoundLot, 3=BlockLot	3	FIX.4.4
1094	PegPriceType	int	PegPxTyp	Defines the type of peg. 1=LastPeg, 2=MidPricePeg, 3=OpeningPeg, …+6	8	FIX.4.4
1095	PeggedRefPrice	Price	PggdRefPx	The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding.	1	FIX.4.4
1096	PegSecurityIDSource	String	PegSecurityIDSource	Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22)	8	FIX.4.4
1097	PegSecurityID	String	PegSecID	Defines the identity of the security off whose prices the order will peg.	8	FIX.4.4
1098	PegSymbol	String	PgSymbl	Defines the common, 'human understood' representation of the security off whose prices the order will Peg.	8	FIX.4.4
1099	PegSecurityDesc	String	PegSecDesc	Security description of the security off whose prices the order will Peg.	8	FIX.4.4
1100	TriggerType	char	TrgrTyp	Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. 1=PartialExecution, 2=SpecifiedTradingSession, 3=NextAuction, …+1	8	FIX.5.0
1101	TriggerAction	char	TrgrActn	Defines the type of action to take when the trigger hits. 1=Activate, 2=Modify, 3=Cancel	8	FIX.5.0
1102	TriggerPrice	Price	TrgrPx	The price at which the trigger should hit.	8	FIX.5.0
1103	TriggerSymbol	String	TrgrSym	Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic.	8	FIX.5.0
1104	TriggerSecurityID	String	TrgrSecID	Defines the identity of the security whose prices will be tracked by the trigger logic.	8	FIX.5.0
1105	TriggerSecurityIDSource	String	TrgrSecIDSrc	Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22).	8	FIX.5.0
1106	TriggerSecurityDesc	String	TrgrSecDesc	Defines the security description of the security whose prices will be tracked by the trigger logic.	8	FIX.5.0
1107	TriggerPriceType	char	TrgrPxTyp	The type of price that the trigger is compared to. 1=BestOffer, 2=LastTrade, 3=BestBid, …+3	8	FIX.5.0
1108	TriggerPriceTypeScope	char	TrgrPxTypScp	Defines the type of price protection the customer requires on their order. 0=None, 1=Local, 2=National, …+1	8	FIX.5.0
1109	TriggerPriceDirection	char	TrgrPxDir	The side from which the trigger price is reached. U=Up, D=Down	8	FIX.5.0
1110	TriggerNewPrice	Price	TrgrNewPx	The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1.	8	FIX.5.0
1111	TriggerOrderType	char	TrgrOrdTyp	The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. 1=Market, 2=Limit	8	FIX.5.0
1112	TriggerNewQty	Qty	TrgrNewQty	The Quantity the order should have after the trigger has hit.	8	FIX.5.0
1113	TriggerTradingSessionID	String	TrgrTrdSessID	Defines the trading session at which the order will be activated.	8	FIX.5.0
1114	TriggerTradingSessionSubID	String	TrgrTrdSessSubID	Defines the subordinate trading session at which the order will be activated.	8	FIX.5.0
1115	OrderCategory	char	OrdCat	Defines the type of interest behind a trade (fill or partial fill). 1=Order, 2=Quote, 3=PrivatelyNegotiatedTrade, …+5	2	FIX.4.4
1116	NoRootPartyIDs	NumInGroup	NoRootPartyIDs	Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries	6	FIX.4.4
1117	RootPartyID	String	RtPrtyID	PartyID value within a root parties component. Same values as PartyID (448)	6	FIX.4.4
1118	RootPartyIDSource	char	RtPtyIDSrc	PartyIDSource value within a root parties component. Same values as PartyIDSource (447)	6	FIX.4.4
1119	RootPartyRole	int	RtPtyRl	PartyRole value within a root parties component. Same values as PartyRole (452)	6	FIX.4.4
1120	NoRootPartySubIDs	NumInGroup	NoRootPartySubIDs	Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries	6	FIX.4.4
1121	RootPartySubID	String	RtPtySubID	PartySubID value within a root parties component. Same values as PartySubID (523)	6	FIX.4.4
1122	RootPartySubIDType	int	RtPtySubIDTyp	Type of RootPartySubID (1121) value. Same values as PartySubIDType (803)	6	FIX.4.4
1123	TradeHandlingInstr	char	TrdHandlInst	Specified how the Trade Capture Report should be handled by the Respondent. 0=TradeConfirmation, 1=TwoPartyReport, 2=OnePartyReportForMatching, …+2	3	FIX.4.4
1124	OrigTradeHandlingInstr	char	OrigTrdHandlInst	Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123)	2	FIX.4.4
1125	OrigTradeDate	LocalMktDate	OrigTrdDt	Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer	2	FIX.4.4
1126	OrigTradeID	String	OrigTrdID	Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer	2	FIX.4.4
1127	OrigSecondaryTradeID	String	OrignTrdID2	Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer	2	FIX.4.4
1128	ApplVerID	String	ApplVerID	Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release 0=FIX27, 1=FIX30, 2=FIX40, …+5	101	FIX.4.4
1129	CstmApplVerID	String	CstmApplVerID	Specifies a custom extension to a message being applied at the message level. Enumerated field	101	FIX.4.4
1130	RefApplVerID	String	RefApplVerID	Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID	1	FIX.4.4
1131	RefCstmApplVerID	String	RefCstmApplVerID	Specifies a custom extension to a message being applied at the session level.	1	FIX.4.4
1132	TZTransactTime	TZTimestamp	TZTransactTime	Transact time in the local date-time stamp with a TZ offset to UTC identified	1	FIX.4.4
1133	ExDestinationIDSource	char	ExDestIDSrc	The ID source of ExDestination B=BIC, C=GeneralIdentifier, D=Proprietary, …+2	10	FIX.4.4
1134	ReportedPxDiff	Boolean	ReportedPxDiff	Shows that the reported price that is different from the market price	1	FIX.4.4
1135	RptSys	String	RptSys	Indicates the system or medium on which the report has been published	1	FIX.4.4
1136	AllocClearingFeeIndicator	String	ClrFeeInd	ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values.	2	FIX.4.4
1137	DefaultApplVerID	String	DefApplVerID	Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID	1	FIX.4.4
1138	DisplayQty	Qty	DisplayQty	The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.	8	FIX.4.4
1139	ExchangeSpecialInstructions	String	ExchSpeclInstr	Free format test string related to exchange.	1	FIX.4.4

Fields — FIX.5.0