| ◈ StandardHeader [Component] | | Y | MsgType = h (lowercase) | FIX.4.2 |
| 8 | BeginString | String | Y | FIXT.1.1 (Always unencrypted, must be first field in message) | FIX.4.0 |
| 9 | BodyLength | Length | Y | (Always unencrypted, must be second field in message) | FIX.4.0 |
| 35 | MsgType | String | Y | (Always unencrypted, must be third field in message)
▶ 101 enum values
| Value | Name | Description |
|---|
| 0 | Heartbeat | Heartbeat | | 1 | TestRequest | Test Request | | 2 | ResendRequest | Resend Request | | 3 | Reject | Reject | | 4 | SequenceReset | Sequence Reset | | 5 | Logout | Logout | | 6 | IOI | Indication of Interest | | 7 | Advertisement | Advertisement | | 8 | ExecutionReport | Execution Report | | 9 | OrderCancelReject | Order Cancel Reject | | A | Logon | Logon | | B | News | News | | C | Email | Email | | D | NewOrderSingle | New Order - Single | | E | NewOrderList | New Order - List | | F | OrderCancelRequest | Order Cancel Request | | G | OrderCancelReplaceRequest | Order Cancel/Replace Request (a.k.a. Order Modification Request) | | H | OrderStatusRequest | Order Status Request | | J | AllocationInstruction | Allocation Instruction | | K | ListCancelRequest | List Cancel Request | | L | ListExecute | List Execute | | M | ListStatusRequest | List Status Request | | N | ListStatus | List Status | | P | AllocationInstructionAck | Allocation Instruction Ack | | Q | DontKnowTrade | Don't Know Trade (DK) | | R | QuoteRequest | Quote Request | | S | Quote | Quote | | T | SettlementInstructions | Settlement Instructions | | V | MarketDataRequest | Market Data Request | | W | MarketDataSnapshotFullRefresh | Market Data - Snapshot/Full Refresh | | X | MarketDataIncrementalRefresh | Market Data - Incremental Refresh | | Y | MarketDataRequestReject | Market Data Request Reject | | Z | QuoteCancel | Quote Cancel | | a | QuoteStatusRequest | Quote Status Request | | b | MassQuoteAcknowledgement | Mass Quote Acknowledgement | | c | SecurityDefinitionRequest | Security Definition Request | | d | SecurityDefinition | Security Definition | | e | SecurityStatusRequest | Security Status Request | | f | SecurityStatus | Security Status | | g | TradingSessionStatusRequest | Trading Session Status Request | | h | TradingSessionStatus | Trading Session Status | | i | MassQuote | Mass Quote | | j | BusinessMessageReject | Business Message Reject | | k | BidRequest | Bid Request | | l | BidResponse | Bid Response (lowercase L) | | m | ListStrikePrice | List Strike Price | | n | XMLNonFIX | XML message (e.g. non FIX Msg Type) | | o | RegistrationInstructions | Registration Instructions | | p | RegistrationInstructionsResponse | Registration Instructions Response | | q | OrderMassCancelRequest | Order Mass Cancel Request | | r | OrderMassCancelReport | Order Mass Cancel Report | | s | NewOrderCross | New Order - Cross | | t | CrossOrderCancelReplaceRequest | Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) | | u | CrossOrderCancelRequest | Cross Order Cancel Request | | v | SecurityTypeRequest | Security Type Request | | w | SecurityTypes | Security Types | | x | SecurityListRequest | Security List Request | | y | SecurityList | Security List | | z | DerivativeSecurityListRequest | Derivative Security List Request | | AA | DerivativeSecurityList | Derivative Security List | | AB | NewOrderMultileg | New Order - Multileg | | AC | MultilegOrderCancelReplace | Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request) | | AD | TradeCaptureReportRequest | Trade Capture Report Request | | AE | TradeCaptureReport | Trade Capture Report | | AF | OrderMassStatusRequest | Order Mass Status Request | | AG | QuoteRequestReject | Quote Request Reject | | AH | RFQRequest | RFQ Request | | AI | QuoteStatusReport | Quote Status Report | | AJ | QuoteResponse | Quote Response | | AK | Confirmation | Confirmation | | AL | PositionMaintenanceRequest | Position Maintenance Request | | AM | PositionMaintenanceReport | Position Maintenance Report | | AN | RequestForPositions | Request For Positions | | AO | RequestForPositionsAck | Request For Positions Ack | | AP | PositionReport | Position Report | | AQ | TradeCaptureReportRequestAck | Trade Capture Report Request Ack | | AR | TradeCaptureReportAck | Trade Capture Report Ack | | AS | AllocationReport | Allocation Report (a.k.a. Allocation Claim) | | AT | AllocationReportAck | Allocation Report Ack (a.k.a. Allocation Claim Ack) | | AU | ConfirmationAck | Confirmation Ack (a.k.a. Affirmation) | | AV | SettlementInstructionRequest | Settlement Instruction Request | | AW | AssignmentReport | Assignment Report | | AX | CollateralRequest | Collateral Request | | AY | CollateralAssignment | Collateral Assignment | | AZ | CollateralResponse | Collateral Response | | BA | CollateralReport | Collateral Report | | BB | CollateralInquiry | Collateral Inquiry | | BC | NetworkCounterpartySystemStatusRequest | Network Counterparty System Status Request | | BD | NetworkCounterpartySystemStatusResponse | Network Counterparty System Status Response | | BE | UserRequest | User Request | | BF | UserResponse | User Response | | BG | CollateralInquiryAck | Collateral Inquiry Ack | | BH | ConfirmationRequest | Confirmation Request | | BI | TradingSessionListRequest | Trading Session List Request | | BJ | TradingSessionList | Trading Session List | | BK | SecurityListUpdateReport | Security List Update Report | | BL | AdjustedPositionReport | Adjusted Position Report | | BM | AllocationInstructionAlert | Allocation Instruction Alert | | BN | ExecutionAcknowledgement | Execution Acknowledgement | | BO | ContraryIntentionReport | Contrary Intention Report | | BP | SecurityDefinitionUpdateReport | Security Definition Update Report |
| FIX.4.0 |
| 1128 | ApplVerID | String | N | Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
▶ 8 enum values
| Value | Name | Description |
|---|
| 0 | FIX27 | FIX27 | | 1 | FIX30 | FIX30 | | 2 | FIX40 | FIX40 | | 3 | FIX41 | FIX41 | | 4 | FIX42 | FIX42 | | 5 | FIX43 | FIX43 | | 6 | FIX44 | FIX44 | | 7 | FIX50 | FIX50 |
| FIX.4.4 |
| 1129 | CstmApplVerID | String | N | Used to support bilaterally agreed custom functionality | FIX.4.4 |
| 49 | SenderCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 56 | TargetCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 115 | OnBehalfOfCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 128 | DeliverToCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 90 | SecureDataLen | Length | N | Required to identify length of encrypted section of message. (Always unencrypted) | FIX.4.0 |
| 91 | SecureData | data | N | Required when message body is encrypted. Always immediately follows SecureDataLen field. | FIX.4.0 |
| 34 | MsgSeqNum | SeqNum | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 50 | SenderSubID | String | N | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 142 | SenderLocationID | String | N | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 57 | TargetSubID | String | N | "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 143 | TargetLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 116 | OnBehalfOfSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 144 | OnBehalfOfLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 129 | DeliverToSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 145 | DeliverToLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 43 | PossDupFlag | Boolean | N | Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
| Value | Name | Description |
|---|
| N | OriginalTransmission | Original transmission | | Y | PossibleDuplicate | Possible duplicate |
| FIX.4.0 |
| 97 | PossResend | Boolean | N | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
▶ 2 enum values
| Value | Name | Description |
|---|
| N | OriginalTransmission | Original Transmission | | Y | PossibleResend | Possible Resend |
| FIX.4.0 |
| 52 | SendingTime | UTCTimestamp | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 122 | OrigSendingTime | UTCTimestamp | N | Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) | FIX.4.0 |
| 212 | XmlDataLen | Length | N | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | FIX.4.2 |
| 213 | XmlData | data | N | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)
See Volume 1: FIXML Support | FIX.4.2 |
| 347 | MessageEncoding | String | N | Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used. | FIX.4.2 |
| 369 | LastMsgSeqNumProcessed | SeqNum | N | The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. | FIX.4.2 |
| ◈ HopGrp [Component] | | N | Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. | FIX.4.4 |
| 627 | NoHops | NumInGroup | N | Number of HopCompID entries in repeating group. | FIX.4.4 |
| 628 | HopCompID | String | N | Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. | FIX.4.4 |
| 629 | HopSendingTime | UTCTimestamp | N | Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. | FIX.4.4 |
| 630 | HopRefID | SeqNum | N | Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. | FIX.4.4 |
| 335 | TradSesReqID | String | N | Provided for a response to a specific Trading Session Status Request message (snapshot). | FIX.4.2 |
| 336 | TradingSessionID | String | Y | Identifier for Trading Session | FIX.4.2 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. | FIX.4.3 |
| 338 | TradSesMethod | int | N | Method of trading:
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Electronic | Electronic | | 2 | OpenOutcry | Open Outcry | | 3 | TwoParty | Two Party |
| FIX.4.2 |
| 339 | TradSesMode | int | N | Trading Session Mode
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Testing | Testing | | 2 | Simulated | Simulated | | 3 | Production | Production |
| FIX.4.2 |
| 325 | UnsolicitedIndicator | Boolean | N | Set to 'Y' if message is sent unsolicited as a result of a previous subscription request.
▶ 2 enum values
| Value | Name | Description |
|---|
| N | MessageIsBeingSentAsAResultOfAPriorRequest | Message is being sent as a result of a prior request | | Y | MessageIsBeingSentUnsolicited | Message is being secnt unsolicited |
| FIX.4.2 |
| 340 | TradSesStatus | int | Y | State of the trading session
▶ 7 enum values
| Value | Name | Description |
|---|
| 0 | Unknown | Unknown | | 1 | Halted | Halted | | 2 | Open | Open | | 3 | Closed | Closed | | 4 | PreOpen | Pre-Open | | 5 | PreClose | Pre-Close | | 6 | RequestRejected | Request Rejected |
| FIX.4.2 |
| 567 | TradSesStatusRejReason | int | N | Use with TradSesStatus = "Request Rejected"
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | UnknownOrInvalidTradingSessionID | Unknown or invalid TradingSessionID | | 99 | Other | Other |
| FIX.4.3 |
| 341 | TradSesStartTime | UTCTimestamp | N | Starting time of the trading session | FIX.4.2 |
| 342 | TradSesOpenTime | UTCTimestamp | N | Time of the opening of the trading session | FIX.4.2 |
| 343 | TradSesPreCloseTime | UTCTimestamp | N | Time of the pre-close of the trading session | FIX.4.2 |
| 344 | TradSesCloseTime | UTCTimestamp | N | Closing time of the trading session | FIX.4.2 |
| 345 | TradSesEndTime | UTCTimestamp | N | End time of the trading session | FIX.4.2 |
| 387 | TotalVolumeTraded | Qty | N | Total volume (quantity) traded. | FIX.4.2 |
| 58 | Text | String | N | Free format text string
(Note: this field does not have a specified maximum length) | FIX.4.2 |
| 354 | EncodedTextLen | Length | N | Must be set if EncodedText field is specified and must immediately precede it. | FIX.4.2 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | FIX.4.2 |
| ◈ Instrument [Component] | | N | The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX. | FIX.4.4 |
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.
▶ 2 enum values
| Value | Name | Description |
|---|
| CD | EUCPWithLumpSumInterest | EUCP with lump-sum interest rather than discount price | | WI | WhenIssued | "When Issued" for a security to be reissued under an old CUSIP or ISIN |
| FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified.
▶ 21 enum values
| Value | Name | Description |
|---|
| 1 | CUSIP | CUSIP | | 2 | SEDOL | SEDOL | | 3 | QUIK | QUIK | | 4 | ISINNumber | ISIN number | | 5 | RICCode | RIC code | | 6 | ISOCurrencyCode | ISO Currency Code | | 7 | ISOCountryCode | ISO Country Code | | 8 | ExchangeSymbol | Exchange Symbol | | 9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) | | A | BloombergSymbol | Bloomberg Symbol | | B | Wertpapier | Wertpapier | | C | Dutch | Dutch | | D | Valoren | Valoren | | E | Sicovam | Sicovam | | F | Belgian | Belgian | | G | Common | "Common" (Clearstream and Euroclear) | | H | ClearingHouse | Clearing House / Clearing Organization | | I | ISDAFpMLSpecification | ISDA/FpML Product Specification (XML in EncodedSecurityDesc) | | J | OptionPriceReportingAuthority | Option Price Reporting Authority | | K | ISDAFpMLURL | ISDA/FpML Product URL (URL in SecurityID) | | L | LetterOfCredit | Letter of Credit |
| FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | | N | Number of alternate Security Identifiers | FIX.4.4 |
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp |
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category)
▶ 13 enum values
| Value | Name | Description |
|---|
| 1 | AGENCY | AGENCY | | 2 | COMMODITY | COMMODITY | | 3 | CORPORATE | CORPORATE | | 4 | CURRENCY | CURRENCY | | 5 | EQUITY | EQUITY | | 6 | GOVERNMENT | GOVERNMENT | | 7 | INDEX | INDEX | | 8 | LOAN | LOAN | | 9 | MONEYMARKET | MONEYMARKET | | 10 | MORTGAGE | MORTGAGE | | 11 | MUNICIPAL | MUNICIPAL | | 12 | OTHER | OTHER | | 13 | FINANCING | FINANCING |
| FIX.4.3 |
| 461 | CFICode | String | N | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. | FIX.4.3 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Required for Fixed Income. Refer to Volume 7 - Fixed Income
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
▶ 99 enum values
| Value | Name | Description |
|---|
| FUT | Future | Future | | OPT | Option | Option | | UST | USTreasuryNoteOld | US Treasury Note (Deprecated Value Use TNOTE) | | USTB | USTreasuryBillOld | US Treasury Bill (Deprecated Value Use TBILL) | | EUSUPRA | EuroSupranationalCoupons | Euro Supranational Coupons * | | FAC | FederalAgencyCoupon | Federal Agency Coupon | | FADN | FederalAgencyDiscountNote | Federal Agency Discount Note | | PEF | PrivateExportFunding | Private Export Funding * | | SUPRA | USDSupranationalCoupons | USD Supranational Coupons * | | CORP | CorporateBond | Corporate Bond | | CPP | CorporatePrivatePlacement | Corporate Private Placement | | CB | ConvertibleBond | Convertible Bond | | DUAL | DualCurrency | Dual Currency | | EUCORP | EuroCorporateBond | Euro Corporate Bond | | XLINKD | IndexedLinked | Indexed Linked | | STRUCT | StructuredNotes | Structured Notes | | YANK | YankeeCorporateBond | Yankee Corporate Bond | | FOR | ForeignExchangeContract | Foreign Exchange Contract | | CS | CommonStock | Common Stock | | PS | PreferredStock | Preferred Stock | | REPO | Repurchase | Repurchase | | FORWARD | Forward | Forward | | BUYSELL | BuySellback | Buy Sellback | | SECLOAN | SecuritiesLoan | Securities Loan | | SECPLEDGE | SecuritiesPledge | Securities Pledge | | BRADY | BradyBond | Brady Bond | | EUSOV | EuroSovereigns | Euro Sovereigns * | | TBOND | USTreasuryBond | US Treasury Bond | | TINT | InterestStripFromAnyBondOrNote | Interest Strip From Any Bond Or Note | | TIPS | TreasuryInflationProtectedSecurities | Treasury Inflation Protected Securities | | TCAL | PrincipalStripOfACallableBondOrNote | Principal Strip Of A Callable Bond Or Note | | TPRN | PrincipalStripFromANonCallableBondOrNote | Principal Strip From A Non-Callable Bond Or Note | | TNOTE | USTreasuryNote | US Treasury Note | | TBILL | USTreasuryBill | US Treasury Bill | | TERM | TermLoan | Term Loan | | RVLV | RevolverLoan | Revolver Loan | | RVLVTRM | Revolver | Revolver/Term Loan | | BRIDGE | BridgeLoan | Bridge Loan | | LOFC | LetterOfCredit | Letter Of Credit | | SWING | SwingLineFacility | Swing Line Facility | | DINP | DebtorInPossession | Debtor In Possession | | DEFLTED | Defaulted | Defaulted | | WITHDRN | Withdrawn | Withdrawn | | REPLACD | Replaced | Replaced | | MATURED | Matured | Matured | | AMENDED | Amended | Amended & Restated | | RETIRED | Retired | Retired | | BA | BankersAcceptance | Bankers Acceptance | | BN | BankNotes | Bank Notes | | BOX | BillOfExchanges | Bill Of Exchanges | | CD | CertificateOfDeposit | Certificate Of Deposit | | CL | CallLoans | Call Loans | | CP | CommercialPaper | Commercial Paper | | DN | DepositNotes | Deposit Notes | | EUCD | EuroCertificateOfDeposit | Euro Certificate Of Deposit | | EUCP | EuroCommercialPaper | Euro Commercial Paper | | LQN | LiquidityNote | Liquidity Note | | MTN | MediumTermNotes | Medium Term Notes | | ONITE | Overnight | Overnight | | PN | PromissoryNote | Promissory Note | | PZFJ | PlazosFijos | Plazos Fijos | | STN | ShortTermLoanNote | Short Term Loan Note | | TD | TimeDeposit | Time Deposit | | XCN | ExtendedCommNote | Extended Comm Note | | YCD | YankeeCertificateOfDeposit | Yankee Certificate Of Deposit | | ABS | AssetBackedSecurities | Asset-backed Securities | | CMBS | Corp | Corp. Mortgage-backed Securities | | CMO | CollateralizedMortgageObligation | Collateralized Mortgage Obligation | | IET | IOETTEMortgage | IOETTE Mortgage | | MBS | MortgageBackedSecurities | Mortgage-backed Securities | | MIO | MortgageInterestOnly | Mortgage Interest Only | | MPO | MortgagePrincipalOnly | Mortgage Principal Only | | MPP | MortgagePrivatePlacement | Mortgage Private Placement | | MPT | MiscellaneousPassThrough | Miscellaneous Pass-through | | PFAND | Pfandbriefe | Pfandbriefe * | | TBA | ToBeAnnounced | To Be Announced | | AN | OtherAnticipationNotes | Other Anticipation Notes (BAN, GAN, etc.) | | COFO | CertificateOfObligation | Certificate Of Obligation | | COFP | CertificateOfParticipation | Certificate Of Participation | | GO | GeneralObligationBonds | General Obligation Bonds | | MT | MandatoryTender | Mandatory Tender | | RAN | RevenueAnticipationNote | Revenue Anticipation Note | | REV | RevenueBonds | Revenue Bonds | | SPCLA | SpecialAssessment | Special Assessment | | SPCLO | SpecialObligation | Special Obligation | | SPCLT | SpecialTax | Special Tax | | TAN | TaxAnticipationNote | Tax Anticipation Note | | TAXA | TaxAllocation | Tax Allocation | | TECP | TaxExemptCommercialPaper | Tax Exempt Commercial Paper | | TRAN | TaxRevenueAnticipationNote | Tax Revenue Anticipation Note | | VRDN | VariableRateDemandNote | Variable Rate Demand Note | | WAR | Warrant | Warrant | | MF | MutualFund | Mutual Fund | | MLEG | MultilegInstrument | Multileg Instrument | | NONE | NoSecurityType | No Security Type | | OOF | OptionsOnFutures | Options on Futures | | OOP | OptionsOnPhysical | Options on Physical | | WLD | WildcardEntry | Wildcard Entry (was "?" in 4.4, used on Security Definition Request message) | | CASH | Cash | Cash |
| FIX.4.3 |
| 762 | SecuritySubType | String | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. | FIX.4.3 |
| 541 | MaturityDate | LocalMktDate | N | Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. | FIX.4.3 |
| 1079 | MaturityTime | TZTimeOnly | N | Time of security's maturity expressed in local time with offset to UTC specified | FIX.4.4 |
| 201 | PutOrCall | int | N | For Options.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Put | Put | | 1 | Call | Call |
| FIX.4.4 |
| 966 | SettleOnOpenFlag | String | N | Indicator to determine if Instrument is Settle on Open. | FIX.4.4 |
| 1049 | InstrmtAssignmentMethod | char | N | Method under which assignment was conducted
▶ 2 enum values
| Value | Name | Description |
|---|
| R | Random | Random | | P | ProRata | ProRata |
| FIX.4.4 |
| 965 | SecurityStatus | String | N | Gives the current state of the instrument
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | Active | Active | | 2 | Inactive | Inactive |
| FIX.4.4 |
| 224 | CouponPaymentDate | LocalMktDate | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | 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) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | 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) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index.
Qty * Factor * Price = Gross Trade Amount
For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.
(Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. | FIX.4.3 |
| 470 | CountryOfIssue | Country | N | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | FIX.4.3 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | 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) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 967 | StrikeMultiplier | float | N | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | FIX.4.4 |
| 968 | StrikeValue | float | N | Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. | FIX.4.4 |
| 206 | OptAttribute | char | N | Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. | FIX.4.3 |
| 231 | ContractMultiplier | float | N | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | FIX.4.3 |
| 969 | MinPriceIncrement | float | N | Minimum price increment for the instrument. Could also be used to represent tick value. | FIX.4.4 |
| 996 | UnitofMeasure | String | N | Used to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.)
▶ 12 enum values
| Value | Name | Description |
|---|
| Bbl | Barrels | Barrels | | Bcf | BillionCubicFeet | Billion cubic feet | | Bu | Bushels | Bushels | | lbs | Pounds | pounds | | Gal | Gallons | Gallons | | MMbbl | MillionBarrels | Million Barrels | | MMBtu | OneMillionBTU | One Million BTU | | MWh | MegawattHours | Megawatt hours | | oz_tr | TroyOunces | Troy Ounces | | t | MetricTons | Metric Tons (aka Tonne) | | tn | Tons | Tons (US) | | USD | USDollars | US Dollars |
| FIX.4.4 |
| 997 | TimeUnit | String | N | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
▶ 7 enum values
| Value | Name | Description |
|---|
| H | Hour | Hour | | Min | Minute | Minute | | S | Second | Second | | D | Day | Day | | Wk | Week | Week | | Mo | Month | Month | | Yr | Year | Year |
| FIX.4.4 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 970 | PositionLimit | int | N | Position Limit for the instrument. | FIX.4.4 |
| 971 | NTPositionLimit | int | N | Near-term Position Limit for the instrument. | FIX.4.4 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Security description. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Program3a3 | 3(a)(3) | | 2 | Program42 | 4(2) | | 99 | Other | Other |
| FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | | N | Number of repeating EventType group entries. | FIX.4.4 |
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event
▶ 7 enum values
| Value | Name | Description |
|---|
| 1 | Put | Put | | 2 | Call | Call | | 3 | Tender | Tender | | 4 | SinkingFundCall | Sinking Fund Call | | 5 | Activation | Activation | | 6 | Inactiviation | Inactiviation | | 99 | Other | Other |
| FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp |
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ⟳ InstrumentParties [Repeating Group] | | N | Used to identify the parties listing a specific instrument | FIX.4.4 |
| 1018 | NoInstrumentParties | NumInGroup | N | Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole | FIX.4.4 |
| 1019 | InstrumentPartyID | String | N | Used to identify party id related to instrument | FIX.4.4 |
| 1050 | InstrumentPartyIDSource | char | N | Used to identify source of instrument party id | FIX.4.4 |
| 1051 | InstrumentPartyRole | int | N | Used to identify the role of instrument party id | FIX.4.4 |
| ⟳ InstrumentPtysSubGrp [Repeating Group] | | N | Repeating group of InstrumentParty sub-identifiers. | FIX.4.4 |
| 1052 | NoInstrumentPartySubIDs | NumInGroup | N | Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries | FIX.4.4 |
| 1053 | InstrumentPartySubID | String | N | PartySubID value within an instrument party repeating group.
Same values as PartySubID (523) | FIX.4.4 |
| 1054 | InstrumentPartySubIDType | int | N | Type of InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803) | FIX.4.4 |
| end InstrumentPtysSubGrp |
| end InstrumentParties |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.4.2 |
| 93 | SignatureLength | Length | N | Required when trailer contains signature. Note: Not to be included within SecureData field | FIX.4.0 |
| 89 | Signature | data | N | Note: Not to be included within SecureData field | FIX.4.0 |
| 10 | CheckSum | String | Y | (Always unencrypted, always last field in message) | FIX.4.0 |