FIX Reference

NumInGroup

N

This repeating group is optionally used for messages with AllocStatus = 2 (account level reject), AllocStatus = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow.

FIX.4.4

String

N

Required if NoAllocs > 0. Must be first field in repeating group.

FIX.4.4

int

N

Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.

FIX.4.4

366

AllocPrice

Price

N

Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx.

FIX.4.4

1047

AllocPositionEffect

char

N

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

▶ 4 enum values

Value	Name	Description
O	Open	Open
C	Close	Close
R	Rolled	Rolled
F	FIFO	FIFO

FIX.4.4

String

N

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

FIX.4.4

776

IndividualAllocRejCode

int

N

Required if NoAllocs > 0.

FIX.4.4

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

String

N

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

161

AllocText

String

N

Free format text field related to this AllocAccount (can be used here to hold text relating to the rejection of this AllocAccount)

FIX.4.4

360

EncodedAllocTextLen

Length

N

Must be set if EncodedAllocText field is specified and must immediately precede it.

FIX.4.4

361

EncodedAllocText

data

N

Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field.

FIX.4.4

String

N

Will allow the intermediary to specify an allocation ID generated by the system

FIX.4.4

String

N

Will allow for granular reporting of separate allocation detail within a single trade report or allocation message.

FIX.4.4

992

IndividualAllocType

int

N

Identifies whether the allocation is to be sub-allocated or allocated to a third party.

▶ 2 enum values

Value	Name	Description
1	SubAllocate	Sub Allocate
2	ThirdPartyAllocation	Third Party Allocation

FIX.4.4

Qty

N

Quantity to be allocated to specific sub-account

FIX.4.4

▶

AllocGrp

ImplicitBlockRepeating Allocation

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction

FIX.4.4

String

N

May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction".

FIX.4.4

int

N

Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.

FIX.4.4

573

MatchStatus

char

N

The status of this trade with respect to matching or comparison.

▶ 3 enum values

Value	Name	Description
0	Compared	Compared, matched or affirmed
1	Uncompared	Uncompared, unmatched, or unaffired
2	AdvisoryOrAlert	Advisory or alert

FIX.4.4

366

AllocPrice

Price

N

Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx.

FIX.4.4

Qty

N

Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction".

FIX.4.4

String

N

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

FIX.4.4

char

N

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.

▶ 7 enum values

Value	Name	Description
0	Regular	Regular
1	SoftDollar	Soft Dollar
2	StepIn	Step-In
3	StepOut	Step-Out
4	SoftDollarStepIn	Soft-dollar Step-In
5	SoftDollarStepOut	Soft-dollar Step-Out
6	PlanSponsor	Plan Sponsor

FIX.4.4

String

N

Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system.

FIX.4.4

int

N

Specifies the method under which a trade quantity was allocated.

▶ 3 enum values

Value	Name	Description
1	Automatic	Automatic
2	Guarantor	Guarantor
3	Manual	Manual

FIX.4.4

String

N

Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.

FIX.4.4

1047

AllocPositionEffect

char

N

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

▶ 4 enum values

Value	Name	Description
O	Open	Open
C	Close	Close
R	Rolled	Rolled
F	FIFO	FIFO

FIX.4.4

992

IndividualAllocType

int

N

Identifies whether the allocation is to be sub-allocated or allocated to a third party

▶ 2 enum values

Value	Name	Description
1	SubAllocate	Sub Allocate
2	ThirdPartyAllocation	Third Party Allocation

FIX.4.4

⟳ NestedParties [Repeating Group]

N

Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc. Note: this field can be used for settlement location (PSET) information.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

String

N

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

208

NotifyBrokerOfCredit

Boolean

N

Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).

▶ 2 enum values

Value	Name	Description
N	DetailsShouldNotBeCommunicated	Details should not be communicated
Y	DetailsShouldBeCommunicated	Details should be communicated

FIX.4.4

209

AllocHandlInst

int

N

Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.

▶ 3 enum values

Value	Name	Description
1	Match	Match
2	Forward	Forward
3	ForwardAndMatch	Forward and Match

FIX.4.4

161

AllocText

String

N

Free format text field related to this AllocAccount

FIX.4.4

360

EncodedAllocTextLen

Length

N

Must be set if EncodedAllocText field is specified and must immediately precede it.

FIX.4.4

361

EncodedAllocText

data

N

Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field.

FIX.4.4

◈ CommissionData [Component]

N

Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"

FIX.4.4

Amt

N

Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.

FIX.4.3

char

N

Commission type

▶ 6 enum values

Value	Name	Description
1	PerUnit	Per Unit (implying shares, par, currency, etc.)
2	Percent	Percent
3	Absolute	Absolute (total monetary amount)
4	PercentageWaivedCashDiscount	Percentage waived - cash discount (for CIV buy orders)
5	PercentageWaivedEnhancedUnits	Percentage waived -= enhanced units (for CIV buy orders)
6	PointsPerBondOrContract	Points per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds)

FIX.4.3

Currency

N

For CIV - Optional

FIX.4.3

char

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
N	No	No
Y	Yes	Yes

FIX.4.3

153

AllocAvgPx

Price

N

AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation. For Fixed Income always express value as "percent of par".

FIX.4.4

154

AllocNetMoney

Amt

N

NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell ((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy

FIX.4.4

Amt

N

Replaced by AllocSettlCurrAmt

FIX.4.4

737

AllocSettlCurrAmt

Amt

N

AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency

FIX.4.4

Currency

N

Replaced by AllocSettlCurrency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified.

FIX.4.4

Currency

N

AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified.

FIX.4.4

float

N

Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency

FIX.4.4

156

SettlCurrFxRateCalc

char

N

Specifies whether the SettlCurrFxRate should be multiplied or divided

▶ 2 enum values

Value	Name	Description
M	Multiply	Multiply
D	Divide	Divide

FIX.4.4

742

AllocAccruedInterestAmt

Amt

N

Applicable for Convertible Bonds and fixed income

FIX.4.4

741

AllocInterestAtMaturity

Amt

N

Applicable for securities that pay interest in lump-sum at maturity

FIX.4.4

⟳ MiscFeesGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **

FIX.4.4

Amt

N

Required if NoMiscFees > 0

FIX.4.4

Currency

N

Currency of miscellaneous fee

FIX.4.4

String

N

Required if NoMiscFees > 0

▶ 14 enum values

Value	Name	Description
1	Regulatory	Regulatory (e.g. SEC)
2	Tax	Tax
3	LocalCommission	Local Commission
4	ExchangeFees	Exchange Fees
5	Stamp	Stamp
6	Levy	Levy
7	Other	Other
8	Markup	Markup
9	ConsumptionTax	Consumption Tax
10	PerTransaction	Per transaction
11	Conversion	Conversion
12	Agent	Agent
13	TransferFee	Transfer Fee
14	SecurityLending	Security Lending

FIX.4.4

int

N

Defines the unit for a miscellaneous fee.

▶ 3 enum values

Value	Name	Description
0	Absolute	Absolute
1	PerUnit	Per Unit
2	Percentage	Percentage

FIX.4.4

end MiscFeesGrp

⟳ ClrInstGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

** Nested Repeating Group follows **

FIX.4.4

int

N

Required if NoClearingInstructions > 0

▶ 14 enum values

Value	Name	Description
0	ProcessNormally	Process normally
1	ExcludeFromAllNetting	Exclude from all netting
2	BilateralNettingOnly	Bilateral netting only
3	ExClearing	Ex clearing
4	SpecialTrade	Special trade
5	MultilateralNetting	Multilateral netting
6	ClearAgainstCentralCounterparty	Clear against central counterparty
7	ExcludeFromCentralCounterparty	Exclude from central counterparty
8	ManualMode	Manual mode (pre-posting and/or pre-giveup)
9	AutomaticPostingMode	Automatic posting mode (trade posting to the position account number specified)
10	AutomaticGiveUpMode	Automatic give-up mode (trade give-up to the give-up destination number specified)
11	QualifiedServiceRepresentativeQSR	Qualified Service Representative QSR
12	CustomerTrade	Customer trade
13	SelfClearing	Self clearing

FIX.4.4

end ClrInstGrp

635

ClearingFeeIndicator

String

N

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX):

▶ 14 enum values

Value	Name	Description
1	FirstYearDelegate	1st year delegate trading for own account
2	SecondYearDelegate	2nd year delegate trading for own account
3	ThirdYearDelegate	3rd year delegate trading for own account
4	FourthYearDelegate	4th year delegate trading for own account
5	FifthYearDelegate	5th year delegate trading for own account
9	SixthYearDelegate	6th year delegate trading for own account
B	CBOEMember	CBOE Member
C	NonMemberAndCustomer	Non-member and Customer
E	EquityMemberAndClearingMember	Equity Member and Clearing Member
F	FullAndAssociateMember	Full and Associate Member trading for own account and as floor brokers
H	Firms106HAnd106J	106.H and 106.J firms
I	GIM	GIM, IDEM and COM Membership Interest Holders
L	Lessee106FEmployees	Lessee 106.F Employees
M	AllOtherOwnershipTypes	All other ownership types

FIX.4.4

780

AllocSettlInstType

int

N

Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. Absence of this field implies use of default instructions.

▶ 5 enum values

Value	Name	Description
0	UseDefaultInstructions	Use default instructions
1	DeriveFromParametersProvided	Derive from parameters provided
2	FullDetailsProvided	Full details provided
3	SSIDBIDsProvided	SSI DB IDs provided
4	PhoneForInstructions	Phone for instructions

FIX.4.4

◈ SettlInstructionsData [Component]

N

Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3.

FIX.4.4

172

SettlDeliveryType

int

N

Required if AllocSettlInstType = 1 or 2

▶ 4 enum values

Value	Name	Description
0	Versus	"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1	Free	"Free": Deliver (if Sell) or Receive (if Buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

169

StandInstDbType

int

N

Required if AllocSettlInstType = 3 (should not be populated otherwise)

▶ 5 enum values

Value	Name	Description
0	Other	Other
1	DTCSID	DTC SID
2	ThomsonALERT	Thomson ALERT
3	AGlobalCustodian	A Global Custodian (StandInstDBName (70) must be provided)
4	AccountNet	AccountNet

FIX.4.4

170

StandInstDbName

String

N

Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

171

StandInstDbID

String

N

Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

⟳ DlvyInstGrp [Repeating Group]

N

Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)

FIX.4.4

NumInGroup

N

Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.

FIX.4.4

char

N

Indicates source of Settlement Instructions

▶ 3 enum values

Value	Name	Description
1	BrokerCredit	Broker's Instructions
2	Institution	Institution's Instructions
3	Investor	Investor (e.g. CIV use)

FIX.4.4

char

N

Used to indicate whether a delivery instruction is used for securities or cash settlement.

▶ 2 enum values

Value	Name	Description
C	Cash	Cash
S	Securities	Securities

FIX.4.4

⟳ SettlParties [Repeating Group]

N

The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

FIX.4.4

String

N

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

int

N

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

FIX.4.4

⟳ SettlPtysSubGrp [Repeating Group]

N

Repeating group of SettlParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4

String

N

PartySubID value within a settlement parties component. Same values as PartySubID (523)

FIX.4.4

int

N

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

FIX.4.4

end SettlPtysSubGrp

end SettlParties

end DlvyInstGrp

▶

ApplIDReportGrp

ImplicitBlockRepeating Application

Tag	Name	Type	Req	Description	Added
1351	NoApplIDs	NumInGroup	N	Number of applications	FIX.5.0
1355	RefApplID	String	N	Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component	FIX.5.0
1399	ApplNewSeqNum	SeqNum	N	Used to specify a new application sequence number.	FIX.5.0
1357	RefApplLastSeqNum	SeqNum	N	Application sequence number of last message in transmission.	FIX.5.0

▶

ApplIDRequestAckGrp

ImplicitBlockRepeating Application

Tag

Name

Type

Req

Description

Added

1351

NoApplIDs

NumInGroup

N

Number of applications

FIX.5.0

1355

RefApplID

String

N

Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component

FIX.5.0

1182

ApplBegSeqNum

SeqNum

N

Beginning range of application sequence numbers

FIX.5.0

1183

ApplEndSeqNum

SeqNum

N

Ending range of application sequence numbers

FIX.5.0

1357

RefApplLastSeqNum

SeqNum

N

Application sequence number of last message in transmission.

FIX.5.0

1354

ApplResponseError

int

N

Used to return an error code or text associated with a response to an Application Request.

▶ 3 enum values

Value	Name	Description
0	ApplicationDoesNotExist	Application does not exist
1	MessagesRequestedAreNotAvailable	Messages requested are not available
2	UserNotAuthorizedForApplication	User not authorized for application

FIX.5.0

▶

ApplIDRequestGrp

ImplicitBlockRepeating Application

Tag	Name	Type	Req	Description	Added
1351	NoApplIDs	NumInGroup	N	Specifies number of application id occurrences	FIX.5.0
1355	RefApplID	String	N	Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component	FIX.5.0
1182	ApplBegSeqNum	SeqNum	N	Message sequence number of first message in range to be resent	FIX.5.0
1183	ApplEndSeqNum	SeqNum	N	Message sequence number of last message in range to be resent. If request is for a single message ApplBeginSeqNo = ApplEndSeqNo. If request is for all messages subsequent to a particular message, ApplEndSeqNo = "0" (representing infinity).	FIX.5.0

▶

ApplicationSequenceControl

Block Common

The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block.

Tag	Name	Type	Req	Description	Added
1180	ApplID	String	N	Identifies the application with which a message is associated. Used only if application sequencing is in effect.	FIX.5.0
1181	ApplSeqNum	SeqNum	N	Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified.	FIX.5.0
1350	ApplLastSeqNum	SeqNum	N	The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified	FIX.5.0
1352	ApplResendFlag	Boolean	N	Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request.	FIX.5.0

▶

AttrbGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of repeating InstrAttribType entries.

FIX.4.4

int

N

Code to represent the type of instrument attribute

▶ 30 enum values

Value	Name	Description
1	Flat	Flat (securities pay interest on a current basis but are traded without interest)
2	ZeroCoupon	Zero coupon
3	InterestBearing	Interest bearing (for Euro commercial paper when not issued at discount)
4	NoPeriodicPayments	No periodic payments
5	VariableRate	Variable rate
6	LessFeeForPut	Less fee for put
7	SteppedCoupon	Stepped coupon
8	CouponPeriod	Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9	When	When [and if] issued
10	OriginalIssueDiscount	Original issue discount
11	Callable	Callable, puttable
12	EscrowedToMaturity	Escrowed to Maturity
13	EscrowedToRedemptionDate	Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14	PreRefunded	Pre-refunded
15	InDefault	In default
16	Unrated	Unrated
17	Taxable	Taxable
18	Indexed	Indexed
19	SubjectToAlternativeMinimumTax	Subject To Alternative Minimum Tax
20	OriginalIssueDiscountPrice	Original issue discount price. Supply price in the InstrAttribValue (872) field
21	CallableBelowMaturityValue	Callable below maturity value
22	CallableWithoutNotice	Callable without notice by mail to holder unless registered
23	PriceTickRulesForSecurity	Price tick rules for security.
24	TradeTypeEligibilityDetailsForSecurity	Trade type eligibility details for security.
25	InstrumentDenominator	Instrument Denominator
26	InstrumentNumerator	Instrument Numerator
27	InstrumentPricePrecision	Instrument Price Precision
28	InstrumentStrikePrice	Instrument Strike Price
29	TradeableIndicator	Tradeable Indicator
99	Text	Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.

FIX.4.4

String

N

Attribute value appropriate to the InstrAttribType (87) field.

FIX.4.4

▶

BaseTradingRules

ImplicitBlock Common

Tag

Name

Type

Req

Description

Added

⟳ TickRules [Repeating Group]

N

This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security

FIX.5.0

NumInGroup

N

Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security.

FIX.5.0

Price

N

Starting price range for specified tick increment

FIX.5.0

Price

N

Ending price range for the specified tick increment

FIX.5.0

Price

N

Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded

FIX.5.0

int

N

Specifies the type of tick rule which is being described

▶ 5 enum values

Value	Name	Description
0	Regular	Regular
1	Variable	Variable
2	Fixed	Fixed
3	TradedAsASpreadLeg	Traded as a spread leg
4	SettledAsASpreadLeg	Settled as a spread leg

FIX.5.0

end TickRules

⟳ LotTypeRules [Repeating Group]

N

Specifies the lot types that are valid for trading.

FIX.5.0

NumInGroup

N

Number of Lot Types

FIX.5.0

char

N

Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1)

▶ 3 enum values

Value	Name	Description
1	OddLot	Odd Lot
2	RoundLot	Round Lot
3	BlockLot	Block Lot

FIX.5.0

Qty

N

Minimum lot size allowed based on lot type specified in LotType(1093)

FIX.5.0

end LotTypeRules

◈ PriceLimits [Component]

N

Specifies the price limits that are valid for trading.

FIX.5.0

int

N

Describes the how the price limits are expressed

▶ 3 enum values

Value	Name	Description
0	Price	Price
1	Ticks	Ticks
2	Percentage	Percentage

FIX.5.0

Price

N

Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected

FIX.5.0

Price

N

Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected

FIX.5.0

Price

N

Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.

FIX.5.0

int

N

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

▶ 3 enum values

Value	Name	Description
0	ExpireOnTradingSessionClose	Expire on trading session close (default)
1	ExpireOnTradingSessionOpen	Expire on trading session open
2	SpecifiedExpiration	Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)

FIX.5.0

Qty

N

The minimum order quantity that can be submitted for an order.

FIX.5.0

Qty

N

The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade

FIX.5.0

float

N

The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms.

FIX.5.0

int

N

Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.

▶ 4 enum values

Value	Name	Description
0	NotImplied	Not implied
1	ImpliedIn	Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument
2	ImpliedOut	Implied-out - The existence of the underlying legs are implied by the multi-leg instrument
3	BothImpliedInAndImpliedOut	Both Implied-in and Implied-out

FIX.5.0

Currency

N

Used when the trading currency can differ from the price currency

FIX.5.0

Qty

N

Trading lot size of security

FIX.5.0

int

N

Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities.

▶ 3 enum values

Value	Name	Description
0	PredefinedMultilegSecurity	Predefined Multileg Security
1	UserDefinedMultilegSecurity	User-defined Multleg Security
2	UserDefined	User-defined, Non-Securitized, Multileg

FIX.5.0

int

N

Used for multileg security only. Defines the method used when applying the multileg price to the legs.

▶ 6 enum values

Value	Name	Description
0	NetPrice	Net Price
1	ReversedNetPrice	Reversed Net Price
2	YieldDifference	Yield Difference
3	Individual	Individual
4	ContractWeightedAveragePrice	Contract Weighted Average Price
5	MultipliedPrice	Multiplied Price

FIX.5.0

int

N

Defines the default Price Type used for trading.

▶ 18 enum values

Value	Name	Description
1	Percentage	Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread (basis points spread)
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)
13	ProductTicksInHalfs	Product ticks in halfs
14	ProductTicksInFourths	Product ticks in fourths
15	ProductTicksInEights	Product ticks in eights
16	ProductTicksInSixteenths	Product ticks in sixteenths
17	ProductTicksInThirtySeconds	Product ticks in thirty-seconds
18	ProductTicksInSixtyForths	Product ticks in sixty-forths
19	ProductTicksInOneTwentyEights	Product ticks in one-twenty-eights

FIX.5.0

▶

BidCompReqGrp

ImplicitBlockRepeating ProgramTrading

Tag

Name

Type

Req

Description

Added

420

NoBidComponents

NumInGroup

N

Used if BidType="Disclosed"

FIX.4.4

String

N

Required if NoBidComponents > 0. Must be first field in repeating group.

FIX.4.4

char

N

When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference.

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exxmpt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

String

N

Indicates off-exchange type activities for Detail.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

int

N

Indicates Net or Gross for selling Detail.

▶ 2 enum values

Value	Name	Description
1	Net	Net
2	Gross	Gross

FIX.4.4

String

N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. 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.

▶ 12 enum values

Value	Name	Description
0	Regular	Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1	Cash	Cash (TOD / T+0)
2	NextDay	Next Day (TOM / T+1)
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When And If Issued
8	SellersOption	Sellers Option
9	TPlus5	T+5
B	BrokenDate	Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C	FXSpotNextSettlement	FX Spot Next settlement (Spot+1, aka next day)

FIX.4.4

LocalMktDate

N

Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.

FIX.4.4

String

N

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.4.4

int

N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID Code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (Alert ID)
5	DTCCCode	DTCC Code
99	Other	Other (custom or proprietary)

FIX.4.4

▶

BidCompRspGrp

ImplicitBlockRepeating ProgramTrading

Tag

Name

Type

Req

Description

Added

420

NoBidComponents

NumInGroup

Y

Number of bid repeating groups

FIX.4.4

◈ CommissionData [Component]

Y

Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" First element of price. Required if NoBidComponents > 0.

FIX.4.4

Amt

N

Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.

FIX.4.3

char

N

Commission type

▶ 6 enum values

Value	Name	Description
1	PerUnit	Per Unit (implying shares, par, currency, etc.)
2	Percent	Percent
3	Absolute	Absolute (total monetary amount)
4	PercentageWaivedCashDiscount	Percentage waived - cash discount (for CIV buy orders)
5	PercentageWaivedEnhancedUnits	Percentage waived -= enhanced units (for CIV buy orders)
6	PointsPerBondOrContract	Points per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds)

FIX.4.3

Currency

N

For CIV - Optional

FIX.4.3

char

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
N	No	No
Y	Yes	Yes

FIX.4.3

String

N

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.

FIX.4.4

421

Country

N

ISO Country Code

FIX.4.4

char

N

When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference.

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exxmpt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

N

Second element of price

FIX.4.4

int

N

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)

▶ 18 enum values

Value	Name	Description
1	Percentage	Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread (basis points spread)
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)
13	ProductTicksInHalfs	Product ticks in halfs
14	ProductTicksInFourths	Product ticks in fourths
15	ProductTicksInEights	Product ticks in eights
16	ProductTicksInSixteenths	Product ticks in sixteenths
17	ProductTicksInThirtySeconds	Product ticks in thirty-seconds
18	ProductTicksInSixtyForths	Product ticks in sixty-forths
19	ProductTicksInOneTwentyEights	Product ticks in one-twenty-eights

FIX.4.4

406

FairValue

Amt

N

The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc).

FIX.4.4

int

N

Net/Gross

▶ 2 enum values

Value	Name	Description
1	Net	Net
2	Gross	Gross

FIX.4.4

String

N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. 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.

▶ 12 enum values

Value	Name	Description
0	Regular	Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1	Cash	Cash (TOD / T+0)
2	NextDay	Next Day (TOM / T+1)
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When And If Issued
8	SellersOption	Sellers Option
9	TPlus5	T+5
B	BrokenDate	Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C	FXSpotNextSettlement	FX Spot Next settlement (Spot+1, aka next day)

FIX.4.4

LocalMktDate

N

Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.

FIX.4.4

String

N

Identifier for Trading Session A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

String

N

Free format text string (Note: this field does not have a specified maximum length)

FIX.4.4

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.4

▶

BidDescReqGrp

ImplicitBlockRepeating ProgramTrading

Tag

Name

Type

Req

Description

Added

398

NoBidDescriptors

NumInGroup

N

Used if BidType="Non Disclosed"

FIX.4.4

399

BidDescriptorType

int

N

Required if NoBidDescriptors > 0. Must be first field in repeating group.

▶ 3 enum values

Value	Name	Description
1	Sector	Sector
2	Country	Country
3	Index	Index

FIX.4.4

400

BidDescriptor

String

N

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

FIX.4.4

401

SideValueInd

int

N

Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.

▶ 2 enum values

Value	Name	Description
1	SideValue1	Side Value 1
2	SideValue2	Side Value 2

FIX.4.4

404

LiquidityValue

Amt

N

Value between LiquidityPctLow and LiquidityPctHigh in Currency

FIX.4.4

441

LiquidityNumSecurities

int

N

Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency

FIX.4.4

402

LiquidityPctLow

Percentage

N

Liquidity indicator or lower limit if LiquidityNumSecurities > 1

FIX.4.4

403

LiquidityPctHigh

Percentage

N

Upper liquidity indicator if LiquidityNumSecurities > 1

FIX.4.4

405

EFPTrackingError

Percentage

N

Eg Used in EFP (Exchange For Physical) trades 12%

FIX.4.4

406

FairValue

Amt

N

Used in EFP trades

FIX.4.4

407

OutsideIndexPct

Percentage

N

Used in EFP trades

FIX.4.4

408

ValueOfFutures

Amt

N

Used in EFP trades

FIX.4.4

▶

ClrInstGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

** Nested Repeating Group follows **

FIX.4.4

int

N

Required if NoClearingInstructions > 0

▶ 14 enum values

Value	Name	Description
0	ProcessNormally	Process normally
1	ExcludeFromAllNetting	Exclude from all netting
2	BilateralNettingOnly	Bilateral netting only
3	ExClearing	Ex clearing
4	SpecialTrade	Special trade
5	MultilateralNetting	Multilateral netting
6	ClearAgainstCentralCounterparty	Clear against central counterparty
7	ExcludeFromCentralCounterparty	Exclude from central counterparty
8	ManualMode	Manual mode (pre-posting and/or pre-giveup)
9	AutomaticPostingMode	Automatic posting mode (trade posting to the position account number specified)
10	AutomaticGiveUpMode	Automatic give-up mode (trade give-up to the give-up destination number specified)
11	QualifiedServiceRepresentativeQSR	Qualified Service Representative QSR
12	CustomerTrade	Customer trade
13	SelfClearing	Self clearing

FIX.4.4

▶

CollInqQualGrp

ImplicitBlockRepeating CollateralManagement

Tag

Name

Type

Req

Description

Added

938

NoCollInquiryQualifier

NumInGroup

N

Number of qualifiers to inquiry

FIX.4.4

896

CollInquiryQualifier

int

N

Required if NoCollInquiryQualifier > 0 Type of collateral inquiry

▶ 8 enum values

Value	Name	Description
0	TradeDate	Trade Date
1	GCInstrument	GC Instrument
2	CollateralInstrument	Collateral Instrument
3	SubstitutionEligible	Substitution Eligible
4	NotAssigned	Not Assigned
5	PartiallyAssigned	Partially Assigned
6	FullyAssigned	Fully Assigned
7	OutstandingTrades	Outstanding Trades (Today < end date)

FIX.4.4

▶

CommissionData

Block Common

The CommissionDate component block is used to carry commission information such as the type of commission and the rate.

Tag

Name

Type

Req

Description

Added

Amt

N

Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.

FIX.4.3

char

N

Commission type

▶ 6 enum values

Value	Name	Description
1	PerUnit	Per Unit (implying shares, par, currency, etc.)
2	Percent	Percent
3	Absolute	Absolute (total monetary amount)
4	PercentageWaivedCashDiscount	Percentage waived - cash discount (for CIV buy orders)
5	PercentageWaivedEnhancedUnits	Percentage waived -= enhanced units (for CIV buy orders)
6	PointsPerBondOrContract	Points per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds)

FIX.4.3

Currency

N

For CIV - Optional

FIX.4.3

char

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
N	No	No
Y	Yes	Yes

FIX.4.3

▶

CompIDReqGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
936	NoCompIDs	NumInGroup	N	Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc.	FIX.4.4
930	RefCompID	String	N	Used to restrict updates/request to specific CompID	FIX.4.4
931	RefSubID	String	N	Used to restrict updates/request to specific SubID	FIX.4.4
283	LocationID	String	N	Used to restrict updates/request to specific LocationID	FIX.4.4
284	DeskID	String	N	Used to restrict updates/request to specific DeskID	FIX.4.4

▶

CompIDStatGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

936

NoCompIDs

NumInGroup

Y

Specifies the number of repeating CompId's

FIX.4.4

930

RefCompID

String

Y

CompID that status is being report for. Required if NoCompIDs > 0,

FIX.4.4

931

RefSubID

String

N

SubID that status is being report for.

FIX.4.4

283

LocationID

String

N

LocationID that status is being report for.

FIX.4.4

284

DeskID

String

N

DeskID that status is being report for.

FIX.4.4

928

StatusValue

int

Y

Indicates the status of a network connection

▶ 4 enum values

Value	Name	Description
1	Connected	Connected
2	NotConnectedUnexpected	Not Connected - down expected up
3	NotConnectedExpected	Not Connected - down expected down
4	InProcess	In Process

FIX.4.4

929

StatusText

String

N

Additional Information, i.e. "National Holiday"

FIX.4.4

▶

ContAmtGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

518

NoContAmts

NumInGroup

N

Number of contract details in this message (number of repeating groups to follow)

FIX.4.4

519

ContAmtType

int

N

Must be first field in the repeating group.

▶ 15 enum values

Value	Name	Description
1	CommissionAmount	Commission amount (actual)
2	CommissionPercent	Commission percent (actual)
3	InitialChargeAmount	Initial Charge Amount
4	InitialChargePercent	Initial Charge Percent
5	DiscountAmount	Discount Amount
6	DiscountPercent	Discount Percent
7	DilutionLevyAmount	Dilution Levy Amount
8	DilutionLevyPercent	Dilution Levy Percent
9	ExitChargeAmount	Exit Charge Amount
10	ExitChargePercent	Exit Charge Percent
11	FundBasedRenewalCommissionPercent	Fund-Based Renewal Commission Percent (a.k.a. Trail commission)
12	ProjectedFundValue	Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value)
13	FundBasedRenewalCommissionOnOrder	Fund-Based Renewal Commission Amount (based on Order value)
14	FundBasedRenewalCommissionOnFund	Fund-Based Renewal Commission Amount (based on Projected Fund value)
15	NetSettlementAmount	Net Settlement Amount

FIX.4.4

520

ContAmtValue

float

N

Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519).

FIX.4.4

521

ContAmtCurr

Currency

N

Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".

FIX.4.4

▶

ContraGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
382	NoContraBrokers	NumInGroup	N	Number of ContraBrokers repeating group instances.	FIX.4.4
375	ContraBroker	String	N	First field in repeating group. Required if NoContraBrokers > 0.	FIX.4.4
337	ContraTrader	String	N	Identifies the trader (e.g. "badge number") of the ContraBroker.	FIX.4.4
437	ContraTradeQty	Qty	N	Quantity traded with the ContraBroker (375).	FIX.4.4
438	ContraTradeTime	UTCTimestamp	N	Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT")	FIX.4.4
655	ContraLegRefID	String	N	Unique indicator for a specific leg for the ContraBroker (375).	FIX.4.4

▶

CpctyConfGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

862

NoCapacities

NumInGroup

Y

Indicates number of repeating entries. ** Nested Repeating Group follows **

FIX.4.4

char

Y

Specifies the capacity of the firm executing the order(s)

▶ 6 enum values

Value	Name	Description
A	Agency	Agency
G	Proprietary	Proprietary
I	Individual	Individual
P	Principal	Principal (Note for CMS purposes, "Principal" includes "Proprietary")
R	RisklessPrincipal	Riskless Principal
W	AgentForOtherMember	Agent for Other Member

FIX.4.4

DerivativeSecurityIDSource

MultipleCharValue

N

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

▶ 14 enum values

Value	Name	Description
1	ProgramTrade	Program Trade
2	IndexArbitrage	Index Arbitrage
3	NonIndexArbitrage	Non-Index Arbitrage
4	CompetingMarketMaker	Competing Market Maker
5	ActingAsMarketMakerOrSpecialistInSecurity	Acting as Market Maker or Specialist in the security
6	ActingAsMarketMakerOrSpecialistInUnderlying	Acting as Market Maker of Specialist in the underlying security of a derivative seucirty
7	ForeignEntity	Foreign Entity (of foreign government or regulatory jurisdiction)
8	ExternalMarketParticipant	External Market Participant
9	ExternalInterConnectedMarketLinkage	Extneral Inter-connected Market Linkage
A	RisklessArbitrage	Riskless Arbitrage
B	IssuerHolding	Issuer Holding
C	IssuePriceStabilization	Issue Price Stabilization
D	NonAlgorithmic	Non-algorithmic
E	Algorithmic	Algorithmic

FIX.4.4

863

OrderCapacityQty

Qty

Y

The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). Sum of OrderCapacityQty values must equal this message's AllocQty.

FIX.4.4

▶

DerivativeEventsGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
1286	NoDerivativeEvents	NumInGroup	N	—	FIX.5.0
1287	DerivativeEventType	int	N	Indicates type of event describing security	FIX.5.0
1288	DerivativeEventDate	LocalMktDate	N	—	FIX.5.0
1289	DerivativeEventTime	UTCTimestamp	N	Specific time of event. To be used in combination with EventDate [1288]	FIX.5.0
1290	DerivativeEventPx	Price	N	—	FIX.5.0
1291	DerivativeEventText	String	N	—	FIX.5.0

▶

DerivativeInstrument

ImplicitBlock Common

Tag	Name	Type	Req	Description	Added
1214	DerivativeSymbol	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.5.0
1215	DerivativeSymbolSfx	String	N	Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.	FIX.5.0
1216	DerivativeSecurityID	String	N	Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.	FIX.5.0
1217	DerivativeSecurityIDSource	String	N	Required if SecurityID is specified.	FIX.5.0
⟳ DerivativeSecurityAltIDGrp [Repeating Group]			N		FIX.5.0
1218	NoDerivativeSecurityAltID	NumInGroup	N	Refer to definition for NoSecurityAltID(454)	FIX.5.0
1219	DerivativeSecurityAltID	String	N	Refer to definition for SecurityAltID(455)	FIX.5.0
1220	DerivativeSecurityAltIDSource	String	N	Refer to definition for SecurityAltIDSource(456)	FIX.5.0
end DerivativeSecurityAltIDGrp
1246	DerivativeProduct	int	N	Indicates the type of product the security is associated with (high-level category)	FIX.5.0
1228	DerivativeProductComplex	String	N	Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc	FIX.5.0
1243	DerivFlexProductEligibilityIndicator	Boolean	N	Used to indicate if a product or group of product supports the creation of flexible securities	FIX.5.0
1247	DerivativeSecurityGroup	String	N	An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.	FIX.5.0
1248	DerivativeCFICode	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.5.0
1249	DerivativeSecurityType	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.)	FIX.5.0
1250	DerivativeSecuritySubType	String	N	Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required.	FIX.5.0
1251	DerivativeMaturityMonthYear	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 and P futures). Note MaturityDate (a full date) can also be specified.	FIX.5.0
1252	DerivativeMaturityDate	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 and 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.5.0
1253	DerivativeMaturityTime	TZTimeOnly	N	—	FIX.5.0
1254	DerivativeSettleOnOpenFlag	String	N	Indicator to determine if Instrument is Settle on Open.	FIX.5.0
1255	DerivativeInstrmtAssignmentMethod	char	N	—	FIX.5.0
1256	DerivativeSecurityStatus	String	N	Gives the current state of the instrument	FIX.5.0
1276	DerivativeIssueDate	LocalMktDate	N	Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.	FIX.5.0
1257	DerivativeInstrRegistry	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.5.0
1258	DerivativeCountryOfIssue	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.5.0
1259	DerivativeStateOrProvinceOfIssue	String	N	A two-character state or province abbreviation.	FIX.5.0
1260	DerivativeLocaleOfIssue	String	N	The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).	FIX.5.0
1261	DerivativeStrikePrice	Price	N	Used for derivatives, such as options and covered warrants	FIX.5.0
1262	DerivativeStrikeCurrency	Currency	N	Used for derivatives	FIX.5.0
1263	DerivativeStrikeMultiplier	float	N	Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.	FIX.5.0
1264	DerivativeStrikeValue	float	N	Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.	FIX.5.0
1265	DerivativeOptAttribute	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.5.0
1266	DerivativeContractMultiplier	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.5.0
1267	DerivativeMinPriceIncrement	float	N	Minimum price increment for the instrument. Could also be used to represent tick value.	FIX.5.0
1268	DerivativeMinPriceIncrementAmount	Amt	N	Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]	FIX.5.0
1269	DerivativeUnitOfMeasure	String	N	—	FIX.5.0
1270	DerivativeUnitOfMeasureQty	Qty	N	—	FIX.5.0
1315	DerivativePriceUnitOfMeasure	String	N	Refer to definition for PriceUnitOfMeasure(1191)	FIX.5.0
1316	DerivativePriceUnitOfMeasureQty	Qty	N	Refer to definition of PriceUnitOfMeasureQty(1192)	FIX.5.0
1317	DerivativeSettlMethod	char	N	Settlement method for a contract. Can be used as an alternative to CFI Code value	FIX.5.0
1318	DerivativePriceQuoteMethod	String	N	Method for price quotation	FIX.5.0
1319	DerivativeFuturesValuationMethod	String	N	For futures, indicates type of valuation method applied	FIX.5.0
1320	DerivativeListMethod	int	N	Indicates whether strikes are pre-listed only or can also be defined via user request	FIX.5.0
1321	DerivativeCapPrice	Price	N	Used to express the ceiling price of a capped call	FIX.5.0
1322	DerivativeFloorPrice	Price	N	Used to express the floor price of a capped put	FIX.5.0
1323	DerivativePutOrCall	int	N	Indicates whether an Option is for a put or call	FIX.5.0
1299	DerivativeExerciseStyle	char	N	Type of exercise of a derivatives security	FIX.5.0
1225	DerivativeOptPayAmount	Amt	N	Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount	FIX.5.0
1271	DerivativeTimeUnit	String	N	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)	FIX.5.0
1272	DerivativeSecurityExchange	Exchange	N	Can be used to identify the security.	FIX.5.0
1273	DerivativePositionLimit	int	N	Position Limit for the instrument.	FIX.5.0
1274	DerivativeNTPositionLimit	int	N	Near-term Position Limit for the instrument.	FIX.5.0
1275	DerivativeIssuer	String	N	—	FIX.5.0
1277	DerivativeEncodedIssuerLen	Length	N	Must be set if EncodedIssuer field is specified and must immediately precede it.	FIX.5.0
1278	DerivativeEncodedIssuer	data	N	Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.	FIX.5.0
1279	DerivativeSecurityDesc	String	N	—	FIX.5.0
1280	DerivativeEncodedSecurityDescLen	Length	N	Must be set if EncodedSecurityDesc field is specified and must immediately precede it.	FIX.5.0
1281	DerivativeEncodedSecurityDesc	data	N	Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.	FIX.5.0
◈ DerivativeSecurityXML [Component]			N	Embedded XML document describing security.	FIX.5.0
1282	DerivativeSecurityXMLLen	Length	N	Must be set if SecurityXML field is specified andd must immediately precede it.	FIX.5.0
1283	DerivativeSecurityXML	data	N	XML Data Stream describing the Security.	FIX.5.0
1284	DerivativeSecurityXMLSchema	String	N	XML Schema used to validate the XML used to describe the Security.	FIX.5.0
1285	DerivativeContractSettlMonth	MonthYear	N	Must be present for MBS or TBA	FIX.5.0
⟳ DerivativeEventsGrp [Repeating Group]			N		FIX.5.0
1286	NoDerivativeEvents	NumInGroup	N	—	FIX.5.0
1287	DerivativeEventType	int	N	Indicates type of event describing security	FIX.5.0
1288	DerivativeEventDate	LocalMktDate	N	—	FIX.5.0
1289	DerivativeEventTime	UTCTimestamp	N	Specific time of event. To be used in combination with EventDate [1288]	FIX.5.0
1290	DerivativeEventPx	Price	N	—	FIX.5.0
1291	DerivativeEventText	String	N	—	FIX.5.0
end DerivativeEventsGrp
⟳ DerivativeInstrumentParties [Repeating Group]			N		FIX.5.0
1292	NoDerivativeInstrumentParties	NumInGroup	N	Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole	FIX.5.0
1293	DerivativeInstrumentPartyID	String	N	Used to identify party id related to instrument series	FIX.5.0
1294	DerivativeInstrumentPartyIDSource	String	N	Used to identify source of instrument series party id	FIX.5.0
1295	DerivativeInstrumentPartyRole	int	N	Used to identify the role of instrument series party id	FIX.5.0
⟳ DerivativeInstrumentPartySubIDsGrp [Repeating Group]			N		FIX.5.0
1296	NoDerivativeInstrumentPartySubIDs	NumInGroup	N	Refer to definition for NoPartySubIDs(802)	FIX.5.0
1297	DerivativeInstrumentPartySubID	String	N	Refer to definition for PartySubID(523)	FIX.5.0
1298	DerivativeInstrumentPartySubIDType	int	N	Refer to definition for PartySubIDType(803)	FIX.5.0
end DerivativeInstrumentPartySubIDsGrp
end DerivativeInstrumentParties

▶

DerivativeInstrumentAttribute

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
1311	NoDerivativeInstrAttrib	NumInGroup	N	—	FIX.5.0
1313	DerivativeInstrAttribType	int	N	Refer to definition of InstrAttribType(871)	FIX.5.0
1314	DerivativeInstrAttribValue	String	N	Refer to definition of InstrAttribValue(872)	FIX.5.0

▶

DerivativeInstrumentParties

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
1292	NoDerivativeInstrumentParties	NumInGroup	N	Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole	FIX.5.0
1293	DerivativeInstrumentPartyID	String	N	Used to identify party id related to instrument series	FIX.5.0
1294	DerivativeInstrumentPartyIDSource	String	N	Used to identify source of instrument series party id	FIX.5.0
1295	DerivativeInstrumentPartyRole	int	N	Used to identify the role of instrument series party id	FIX.5.0
⟳ DerivativeInstrumentPartySubIDsGrp [Repeating Group]			N		FIX.5.0
1296	NoDerivativeInstrumentPartySubIDs	NumInGroup	N	Refer to definition for NoPartySubIDs(802)	FIX.5.0
1297	DerivativeInstrumentPartySubID	String	N	Refer to definition for PartySubID(523)	FIX.5.0
1298	DerivativeInstrumentPartySubIDType	int	N	Refer to definition for PartySubIDType(803)	FIX.5.0
end DerivativeInstrumentPartySubIDsGrp

▶

DerivativeInstrumentPartySubIDsGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
1296	NoDerivativeInstrumentPartySubIDs	NumInGroup	N	Refer to definition for NoPartySubIDs(802)	FIX.5.0
1297	DerivativeInstrumentPartySubID	String	N	Refer to definition for PartySubID(523)	FIX.5.0
1298	DerivativeInstrumentPartySubIDType	int	N	Refer to definition for PartySubIDType(803)	FIX.5.0

▶

DerivativeSecurityAltIDGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
1218	NoDerivativeSecurityAltID	NumInGroup	N	Refer to definition for NoSecurityAltID(454)	FIX.5.0
1219	DerivativeSecurityAltID	String	N	Refer to definition for SecurityAltID(455)	FIX.5.0
1220	DerivativeSecurityAltIDSource	String	N	Refer to definition for SecurityAltIDSource(456)	FIX.5.0

▶

DerivativeSecurityDefinition

ImplicitBlock Common

Tag

Name

Type

Req

Description

Added

◈ DerivativeInstrument [Component]

N

Optional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series.

FIX.5.0

1214

DerivativeSymbol

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.5.0

1215

DerivativeSymbolSfx

String

N

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

FIX.5.0

1216

DerivativeSecurityID

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.5.0

1217

String

N

Required if SecurityID is specified.

FIX.5.0

⟳ DerivativeSecurityAltIDGrp [Repeating Group]

N

FIX.5.0

1218

NoDerivativeSecurityAltID

NumInGroup

N

Refer to definition for NoSecurityAltID(454)

FIX.5.0

1219

DerivativeSecurityAltID

String

N

Refer to definition for SecurityAltID(455)

FIX.5.0

1220

DerivativeSecurityAltIDSource

String

N

Refer to definition for SecurityAltIDSource(456)

FIX.5.0

end DerivativeSecurityAltIDGrp

1246

DerivativeProduct

int

N

Indicates the type of product the security is associated with (high-level category)

FIX.5.0

1228

DerivativeProductComplex

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

1243

DerivFlexProductEligibilityIndicator

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

1247

DerivativeSecurityGroup

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

1248

DerivativeCFICode

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.5.0

1249

DerivativeSecurityType

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.)

FIX.5.0

1250

DerivativeSecuritySubType

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required.

FIX.5.0

1251

DerivativeMaturityMonthYear

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 and P futures). Note MaturityDate (a full date) can also be specified.

FIX.5.0

1252

DerivativeMaturityDate

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 and 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.5.0

1253

DerivativeMaturityTime

TZTimeOnly

N

—

FIX.5.0

1254

DerivativeSettleOnOpenFlag

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.5.0

1255

DerivativeInstrmtAssignmentMethod

char

N

—

FIX.5.0

1256

DerivativeSecurityStatus

String

N

Gives the current state of the instrument

FIX.5.0

1276

DerivativeIssueDate

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.5.0

1257

DerivativeInstrRegistry

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.5.0

1258

DerivativeCountryOfIssue

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.5.0

1259

DerivativeStateOrProvinceOfIssue

String

N

A two-character state or province abbreviation.

FIX.5.0

1260

DerivativeLocaleOfIssue

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.5.0

1261

DerivativeStrikePrice

Price

N

Used for derivatives, such as options and covered warrants

FIX.5.0

1262

DerivativeStrikeCurrency

Currency

N

Used for derivatives

FIX.5.0

1263

DerivativeStrikeMultiplier

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.5.0

1264

DerivativeStrikeValue

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.5.0

1265

DerivativeOptAttribute

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.5.0

1266

DerivativeContractMultiplier

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.5.0

1267

DerivativeMinPriceIncrement

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.5.0

1268

DerivativeMinPriceIncrementAmount

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

1269

DerivativeUnitOfMeasure

String

N

—

FIX.5.0

1270

DerivativeUnitOfMeasureQty

Qty

N

—

FIX.5.0

1315

DerivativePriceUnitOfMeasure

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

1316

DerivativePriceUnitOfMeasureQty

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

1317

DerivativeSettlMethod

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

FIX.5.0

1318

DerivativePriceQuoteMethod

String

N

Method for price quotation

FIX.5.0

1319

DerivativeFuturesValuationMethod

String

N

For futures, indicates type of valuation method applied

FIX.5.0

1320

DerivativeListMethod

int

N

Indicates whether strikes are pre-listed only or can also be defined via user request

FIX.5.0

1321

DerivativeCapPrice

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

1322

DerivativeFloorPrice

Price

N

Used to express the floor price of a capped put

FIX.5.0

1323

DerivativePutOrCall

int

N

Indicates whether an Option is for a put or call

FIX.5.0

1299

DerivativeExerciseStyle

char

N

Type of exercise of a derivatives security

FIX.5.0

1225

DerivativeOptPayAmount

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

1271

DerivativeTimeUnit

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.5.0

1272

DerivativeSecurityExchange

Exchange

N

Can be used to identify the security.

FIX.5.0

1273

DerivativePositionLimit

int

N

Position Limit for the instrument.

FIX.5.0

1274

DerivativeNTPositionLimit

int

N

Near-term Position Limit for the instrument.

FIX.5.0

1275

DerivativeIssuer

String

N

—

FIX.5.0

1277

DerivativeEncodedIssuerLen

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.5.0

1278

DerivativeEncodedIssuer

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.5.0

1279

DerivativeSecurityDesc

String

N

—

FIX.5.0

1280

DerivativeEncodedSecurityDescLen

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.5.0

1281

DerivativeEncodedSecurityDesc

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.5.0

◈ DerivativeSecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

1282

DerivativeSecurityXMLLen

Length

N

Must be set if SecurityXML field is specified andd must immediately precede it.

FIX.5.0

1283

DerivativeSecurityXML

data

N

XML Data Stream describing the Security.

FIX.5.0

1284

DerivativeSecurityXMLSchema

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

1285

DerivativeContractSettlMonth

MonthYear

N

Must be present for MBS or TBA

FIX.5.0

⟳ DerivativeEventsGrp [Repeating Group]

N

FIX.5.0

1286

NoDerivativeEvents

NumInGroup

N

—

FIX.5.0

1287

DerivativeEventType

int

N

Indicates type of event describing security

FIX.5.0

1288

DerivativeEventDate

LocalMktDate

N

—

FIX.5.0

1289

DerivativeEventTime

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [1288]

FIX.5.0

1290

DerivativeEventPx

Price

N

—

FIX.5.0

1291

DerivativeEventText

String

N

—

FIX.5.0

end DerivativeEventsGrp

⟳ DerivativeInstrumentParties [Repeating Group]

N

FIX.5.0

1292

NoDerivativeInstrumentParties

NumInGroup

N

Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole

FIX.5.0

1293

DerivativeInstrumentPartyID

String

N

Used to identify party id related to instrument series

FIX.5.0

1294

DerivativeInstrumentPartyIDSource

String

N

Used to identify source of instrument series party id

FIX.5.0

1295

DerivativeInstrumentPartyRole

int

N

Used to identify the role of instrument series party id

FIX.5.0

⟳ DerivativeInstrumentPartySubIDsGrp [Repeating Group]

N

FIX.5.0

1296

NoDerivativeInstrumentPartySubIDs

NumInGroup

N

Refer to definition for NoPartySubIDs(802)

FIX.5.0

1297

DerivativeInstrumentPartySubID

String

N

Refer to definition for PartySubID(523)

FIX.5.0

1298

DerivativeInstrumentPartySubIDType

int

N

Refer to definition for PartySubIDType(803)

FIX.5.0

end DerivativeInstrumentPartySubIDsGrp

end DerivativeInstrumentParties

⟳ DerivativeInstrumentAttribute [Repeating Group]

N

Additional attribution for the instrument series

FIX.5.0

1311

NoDerivativeInstrAttrib

NumInGroup

N

—

FIX.5.0

1313

DerivativeInstrAttribType

int

N

Refer to definition of InstrAttribType(871)

FIX.5.0

1314

DerivativeInstrAttribValue

String

N

Refer to definition of InstrAttribValue(872)

FIX.5.0

end DerivativeInstrumentAttribute

⟳ MarketSegmentGrp [Repeating Group]

N

Security trading and listing attributes for the series level

FIX.5.0

1310

NoMarketSegments

NumInGroup

N

Number of Market Segments on which a security may trade.

FIX.5.0

1301

MarketID

Exchange

N

Identifies the market which lists and trades the instrument.

FIX.5.0

1300

MarketSegmentID

String

N

Identifies the segment of the market to which the specify trading rules and listing rules apply.

FIX.5.0

◈ SecurityTradingRules [Component]

N

Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security.

FIX.5.0

◈ BaseTradingRules [Component]

N

This block contains the base trading rules

FIX.5.0

⟳ TickRules [Repeating Group]

N

This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security

FIX.5.0

NumInGroup

N

Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security.

FIX.5.0

Price

N

Starting price range for specified tick increment

FIX.5.0

Price

N

Ending price range for the specified tick increment

FIX.5.0

Price

N

Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded

FIX.5.0

int

N

Specifies the type of tick rule which is being described

▶ 5 enum values

Value	Name	Description
0	Regular	Regular
1	Variable	Variable
2	Fixed	Fixed
3	TradedAsASpreadLeg	Traded as a spread leg
4	SettledAsASpreadLeg	Settled as a spread leg

FIX.5.0

end TickRules

⟳ LotTypeRules [Repeating Group]

N

Specifies the lot types that are valid for trading.

FIX.5.0

NumInGroup

N

Number of Lot Types

FIX.5.0

char

N

Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1)

▶ 3 enum values

Value	Name	Description
1	OddLot	Odd Lot
2	RoundLot	Round Lot
3	BlockLot	Block Lot

FIX.5.0

Qty

N

Minimum lot size allowed based on lot type specified in LotType(1093)

FIX.5.0

end LotTypeRules

◈ PriceLimits [Component]

N

Specifies the price limits that are valid for trading.

FIX.5.0

int

N

Describes the how the price limits are expressed

▶ 3 enum values

Value	Name	Description
0	Price	Price
1	Ticks	Ticks
2	Percentage	Percentage

FIX.5.0

Price

N

Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected

FIX.5.0

Price

N

Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected

FIX.5.0

Price

N

Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.

FIX.5.0

int

N

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

▶ 3 enum values

Value	Name	Description
0	ExpireOnTradingSessionClose	Expire on trading session close (default)
1	ExpireOnTradingSessionOpen	Expire on trading session open
2	SpecifiedExpiration	Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)

FIX.5.0

Qty

N

The minimum order quantity that can be submitted for an order.

FIX.5.0

Qty

N

The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade

FIX.5.0

float

N

The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms.

FIX.5.0

int

N

Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.

▶ 4 enum values

Value	Name	Description
0	NotImplied	Not implied
1	ImpliedIn	Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument
2	ImpliedOut	Implied-out - The existence of the underlying legs are implied by the multi-leg instrument
3	BothImpliedInAndImpliedOut	Both Implied-in and Implied-out

FIX.5.0

Currency

N

Used when the trading currency can differ from the price currency

FIX.5.0

Qty

N

Trading lot size of security

FIX.5.0

int

N

Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities.

▶ 3 enum values

Value	Name	Description
0	PredefinedMultilegSecurity	Predefined Multileg Security
1	UserDefinedMultilegSecurity	User-defined Multleg Security
2	UserDefined	User-defined, Non-Securitized, Multileg

FIX.5.0

int

N

Used for multileg security only. Defines the method used when applying the multileg price to the legs.

▶ 6 enum values

Value	Name	Description
0	NetPrice	Net Price
1	ReversedNetPrice	Reversed Net Price
2	YieldDifference	Yield Difference
3	Individual	Individual
4	ContractWeightedAveragePrice	Contract Weighted Average Price
5	MultipliedPrice	Multiplied Price

FIX.5.0

int

N

Defines the default Price Type used for trading.

▶ 18 enum values

Value	Name	Description
1	Percentage	Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread (basis points spread)
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)
13	ProductTicksInHalfs	Product ticks in halfs
14	ProductTicksInFourths	Product ticks in fourths
15	ProductTicksInEights	Product ticks in eights
16	ProductTicksInSixteenths	Product ticks in sixteenths
17	ProductTicksInThirtySeconds	Product ticks in thirty-seconds
18	ProductTicksInSixtyForths	Product ticks in sixty-forths
19	ProductTicksInOneTwentyEights	Product ticks in one-twenty-eights

FIX.5.0

⟳ TradingSessionRulesGrp [Repeating Group]

N

This block contains the trading rules specific to a trading session

FIX.5.0

NumInGroup

N

Allows trading rules to be expressed by trading session

FIX.5.0

String

N

Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.5.0

String

N

Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.5.0

◈ TradingSessionRules [Component]

N

Contains trading rules specified at the trading session level

FIX.5.0

⟳ OrdTypeRules [Repeating Group]

N

Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

FIX.5.0

NumInGroup

N

Number of order types

FIX.5.0

char

N

Indicates order types that are valid for the specified market segment.

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.5.0

end OrdTypeRules

⟳ TimeInForceRules [Repeating Group]

N

specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of time in force techniques

FIX.5.0

char

N

Indicates time in force techniques that are valid for the specified market segment

▶ 10 enum values

Value	Name	Description
0	Day	Day (or session)
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate Or Cancel (IOC)
4	FillOrKill	Fill Or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date (GTD)
7	AtTheClose	At the Close
8	GoodThroughCrossing	Good Through Crossing
9	AtCrossing	At Crossing

FIX.5.0

end TimeInForceRules

⟳ ExecInstRules [Repeating Group]

N

specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of execution instructions

FIX.5.0

char

N

Indicates execution instructions that are valid for the specified market segment

FIX.5.0

end ExecInstRules

⟳ MatchRules [Repeating Group]

N

specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of match rules

FIX.5.0

String

N

The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar

FIX.5.0

String

N

The point in the matching process at which this trade was matched.

▶ 26 enum values

Value	Name	Description
1	OnePartyTradeReport	One-Party Trade Report (privately negotiated trade)
2	TwoPartyTradeReport	Two-Party Trade Report (privately negotiated trade)
3	ConfirmedTradeReport	Confirmed Trade Report (reporting from recognized markets)
4	AutoMatch	Auto-match
5	CrossAuction	Cross Auction
6	CounterOrderSelection	Counter-Order Selection
7	CallAuction	Call Auction
8	Issuing	Issuing/Buy Back Auction
M3	ACTAcceptedTrade	ACT Accepted Trade
M4	ACTDefaultTrade	ACT Default Trade
M5	ACTDefaultAfterM2	ACT Default After M2
M6	ACTM6Match	ACT M6 Match
A1	ExactMatchPlus4BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2	ExactMatchPlus4Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3	ExactMatchPlus2BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4	ExactMatchPlus2Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5	ExactMatchPlusExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ	StampedAdvisoriesOrSpecialistAccepts	Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1	A1ExactMatchSummarizedQuantity	Summarized match using A1 exact match criteria except quantity is summaried
S2	A2ExactMatchSummarizedQuantity	Summarized match using A2 exact match criteria except quantity is summarized
S3	A3ExactMatchSummarizedQuantity	Summarized match using A3 exact match criteria except quantity is summarized
S4	A4ExactMatchSummarizedQuantity	Summarized match using A4 exact match criteria except quantity is summarized
S5	A5ExactMatchSummarizedQuantity	Summarized match using A5 exact match criteria except quantity is summarized
M1	ExactMatchMinusBadgesTimes	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2	SummarizedMatchMinusBadgesTimes	Summarized match minus badges and times: ACT M2 Match
MT	OCSLockedIn	OCS Locked In: Non-ACT

FIX.5.0

end MatchRules

⟳ MarketDataFeedTypes [Repeating Group]

N

specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

The number of feed types and corresponding book depths associated with a security

FIX.5.0

String

N

Describes a class of service for a given data feed

FIX.5.0

int

N

The depth of book associated with a particular feed type

FIX.5.0

int

N

Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection

▶ 3 enum values

Value	Name	Description
1	TopOfBook	Top of Book
2	PriceDepth	Price Depth
3	OrderDepth	Order Depth

FIX.5.0

end MarketDataFeedTypes

end TradingSessionRulesGrp

⟳ NestedInstrumentAttribute [Repeating Group]

N

FIX.5.0

NumInGroup

N

—

FIX.5.0

int

N

Code to represent the type of instrument attribute

FIX.5.0

String

N

Attribute value appropriate to the NestedInstrAttribType field

FIX.5.0

end NestedInstrumentAttribute

⟳ StrikeRules [Repeating Group]

N

This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument.

FIX.5.0

NumInGroup

N

Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

FIX.5.0

String

N

Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

FIX.5.0

Price

N

Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

Price

N

Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

float

N

Value by which strike price should be incremented within the specified price

FIX.5.0

int

N

Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle

FIX.5.0

⟳ MaturityRules [Repeating Group]

N

Describes the maturity rules for a given set of strikes as defined by StrikeRules

FIX.5.0

NumInGroup

N

Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

FIX.5.0

String

N

Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

FIX.5.0

int

N

Format used to generate the MMY for each option contract:

▶ 3 enum values

Value	Name	Description
0	YearMonthOnly	YearMonth Only (default)
1	YearMonthDay	YearMonthDay
2	YearMonthWeek	YearMonthWeek

FIX.5.0

int

N

enumeration specifying the increment unit:

▶ 4 enum values

Value	Name	Description
0	Months	Months
1	Days	Days
2	Weeks	Weeks
3	Years	Years

FIX.5.0

MonthYear

N

Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

MonthYear

N

Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

int

N

Value by which maturity month year should be incremented within the specified price range.

FIX.5.0

end MaturityRules

end StrikeRules

end MarketSegmentGrp

▶

DerivativeSecurityXML

XMLDataBlock Common

Tag	Name	Type	Req	Description	Added
1282	DerivativeSecurityXMLLen	Length	N	Must be set if SecurityXML field is specified andd must immediately precede it.	FIX.5.0
1283	DerivativeSecurityXML	data	N	XML Data Stream describing the Security.	FIX.5.0
1284	DerivativeSecurityXMLSchema	String	N	XML Schema used to validate the XML used to describe the Security.	FIX.5.0

▶

DiscretionInstructions

Block Common

The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price.

Tag

Name

Type

Req

Description

Added

388

DiscretionInst

char

N

What the discretionary price is related to (e.g. primary price, display price etc)

▶ 8 enum values

Value	Name	Description
0	RelatedToDisplayedPrice	Related to displayed price
1	RelatedToMarketPrice	Related to market price
2	RelatedToPrimaryPrice	Related to primary price
3	RelatedToLocalPrimaryPrice	Related to local primary price
4	RelatedToMidpointPrice	Related to midpoint price
5	RelatedToLastTradePrice	Related to last trade price
6	RelatedToVWAP	Related to VWAP
7	AveragePriceGuarantee	Average Price Guarantee

FIX.4.4

389

DiscretionOffsetValue

float

N

Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType

FIX.4.4

841

DiscretionMoveType

int

N

Describes whether discretion price is static/fixed or floats

▶ 2 enum values

Value	Name	Description
0	Floating	Floating (default)
1	Fixed	Fixed

FIX.4.4

842

DiscretionOffsetType

int

N

Type of Discretion Offset (e.g. price offset, tick offset etc)

▶ 4 enum values

Value	Name	Description
0	Price	Price (default)
1	BasisPoints	Basis Points
2	Ticks	Ticks
3	PriceTier	Price Tier / Level

FIX.4.4

843

DiscretionLimitType

int

N

Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)

▶ 3 enum values

Value	Name	Description
0	OrBetter	Or better (default) - price improvement allowed
1	Strict	Strict - limit is a strict limit
2	OrWorse	Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)

FIX.4.4

844

DiscretionRoundDirection

int

N

If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)

▶ 2 enum values

Value	Name	Description
1	MoreAggressive	More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick
2	MorePassive	More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick

FIX.4.4

846

DiscretionScope

int

N

The scope of "related to" price of the discretion (e.g. local, global etc)

▶ 4 enum values

Value	Name	Description
1	Local	Local (Exchange, ECN, ATS)
2	National	National
3	Global	Global
4	NationalExcludingLocal	National excluding local

FIX.4.4

▶

DisplayInstruction

Block Common

The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market.

Tag

Name

Type

Req

Description

Added

1138

DisplayQty

Qty

N

The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

FIX.4.4

1082

SecondaryDisplayQty

Qty

N

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.

FIX.4.4

1083

DisplayWhen

char

N

Instructs when to refresh DisplayQty (1138).

▶ 2 enum values

Value	Name	Description
1	Immediate	Immediate (after each fill)
2	Exhaust	Exhaust (when DisplayQty = 0)

FIX.4.4

1084

DisplayMethod

char

N

Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"

▶ 3 enum values

Value	Name	Description
1	Initial	Initial (use original DisplayQty)
2	New	New (use RefreshQty)
3	Random	Random (randomize value)

FIX.4.4

1085

DisplayLowQty

Qty

N

Required when DisplayMethod = 3

FIX.4.4

1086

DisplayHighQty

Qty

N

Required when DisplayMethod = 3

FIX.4.4

1087

DisplayMinIncr

Qty

N

Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3

FIX.4.4

1088

RefreshQty

Qty

N

Required when DisplayMethod = 2

FIX.4.4

▶

DlvyInstGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.

FIX.4.4

char

N

Indicates source of Settlement Instructions

▶ 3 enum values

Value	Name	Description
1	BrokerCredit	Broker's Instructions
2	Institution	Institution's Instructions
3	Investor	Investor (e.g. CIV use)

FIX.4.4

char

N

Used to indicate whether a delivery instruction is used for securities or cash settlement.

▶ 2 enum values

Value	Name	Description
C	Cash	Cash
S	Securities	Securities

FIX.4.4

⟳ SettlParties [Repeating Group]

N

The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

FIX.4.4

String

N

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

int

N

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

FIX.4.4

⟳ SettlPtysSubGrp [Repeating Group]

N

Repeating group of SettlParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4

String

N

PartySubID value within a settlement parties component. Same values as PartySubID (523)

FIX.4.4

int

N

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

FIX.4.4

end SettlPtysSubGrp

end SettlParties

▶

EvntGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

▶

ExecAllocGrp

ImplicitBlockRepeating Allocation

Tag

Name

Type

Req

Description

Added

124

NoExecs

NumInGroup

N

Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs.

FIX.4.4

32

LastQty

Qty

N

Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0

FIX.4.4

17

ExecID

String

N

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)

FIX.4.4

527

SecondaryExecID

String

N

Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.

FIX.4.4

31

LastPx

Price

N

Price of individual execution. Required if NoExecs > 0

FIX.4.4

669

LastParPx

Price

N

Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type

FIX.4.4

29

LastCapacity

char

N

Used to identify whether the trade was executed on an agency or principal basis.

▶ 4 enum values

Value	Name	Description
1	Agent	Agent
2	CrossAsAgent	Cross as agent
3	CrossAsPrincipal	Cross as principal
4	Principal	Principal

FIX.4.4

1003

TradeID

String

N

The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.

FIX.4.4

1041

FirmTradeID

String

N

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

FIX.4.4

▶

ExecCollGrp

ImplicitBlockRepeating CollateralManagement

Tag	Name	Type	Req	Description	Added
124	NoExecs	NumInGroup	N	Executions for which collateral is required	FIX.4.4
17	ExecID	String	N	Required if NoExecs > 0	FIX.4.4

▶

ExecInstRules

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
1232	NoExecInstRules	NumInGroup	N	Number of execution instructions	FIX.5.0
1308	ExecInstValue	char	N	Indicates execution instructions that are valid for the specified market segment	FIX.5.0

▶

ExpirationQty

BlockRepeating Common

The ExpirationQty component block identified the expiration quantities and type of expiration.

Tag

Name

Type

Req

Description

Added

981

NoExpiration

NumInGroup

N

Number of Expiration Qty entries

FIX.4.4

982

ExpirationQtyType

int

N

Required if NoExpiration > 1

▶ 5 enum values

Value	Name	Description
1	AutoExercise	Auto Exercise
2	NonAutoExercise	Non Auto Exercise
3	FinalWillBeExercised	Final Will Be Exercised
4	ContraryIntention	Contrary Intention
5	Difference	Difference

FIX.4.4

983

ExpQty

Qty

N

Expiration Quantity associated with the Expiration Type

FIX.4.4

▶

FillsGrp

ImplicitBlockRepeating SingleGeneralOrderHandling

Tag	Name	Type	Req	Description	Added
1362	NoFills	NumInGroup	N	Specifies the number of partial fills included in this Execution Report	FIX.5.0
1363	FillExecID	String	N	Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills > 0	FIX.5.0
1364	FillPx	Price	N	Price of this partial fill. Conditionally required if NoFills > 0. Refer to LastPx(31).	FIX.5.0
1365	FillQty	Qty	N	Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills > 0.	FIX.5.0
⟳ NestedParties4 [Repeating Group]			N	Contraparty information	FIX.5.0
1414	NoNested4PartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of Nested4PartyID, Nested4PartyIDSource, and Nested2PartyRole	FIX.5.0
1415	Nested4PartyID	String	N	Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0.	FIX.5.0
1416	Nested4PartyIDSource	char	N	Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0.	FIX.5.0
1417	Nested4PartyRole	int	N	Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0.	FIX.5.0
⟳ NstdPtys4SubGrp [Repeating Group]			N		FIX.5.0
1413	NoNested4PartySubIDs	NumInGroup	N	Refer to definition of NoPartySubIDs(802)	FIX.5.0
1412	Nested4PartySubID	String	N	Refer to definition of PartySubID(523)	FIX.5.0
1411	Nested4PartySubIDType	int	N	Refer to definition of PartySubIDType(803)	FIX.5.0
end NstdPtys4SubGrp
end NestedParties4

▶

FinancingDetails

Block Common

Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.

Tag

Name

Type

Req

Description

Added

String

N

The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

FIX.4.4

String

N

A common reference to the applicable standing agreement between the principals

FIX.4.4

LocalMktDate

N

A reference to the date the underlying agreement was executed.

FIX.4.4

Currency

N

Currency of the underlying agreement.

FIX.4.4

int

N

For Repos the timing or method for terminating the agreement.

▶ 4 enum values

Value	Name	Description
1	Overnight	Overnight
2	Term	Term
3	Flexible	Flexible
4	Open	Open

FIX.4.4

LocalMktDate

N

Settlement date of the beginning of the deal

FIX.4.4

LocalMktDate

N

Repayment / repurchase date

FIX.4.4

int

N

Delivery or custody arrangement for the underlying securities

▶ 4 enum values

Value	Name	Description
0	VersusPayment	"Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment
1	Free	"Free": Deliver (if sell) or Receive (if buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

Percentage

N

Percentage of cash value that underlying security collateral must meet.

FIX.4.4

▶

HopGrp

ImplicitBlock Session

Tag	Name	Type	Req	Description	Added
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

▶

IOIQualGrp

ImplicitBlockRepeating Indication

Tag

Name

Type

Req

Description

Added

199

NoIOIQualifiers

NumInGroup

N

Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers.

FIX.4.4

104

IOIQualifier

char

N

Required if NoIOIQualifiers > 0

▶ 18 enum values

Value	Name	Description
A	AllOrNone	All or None (AON)
B	MarketOnClose	Market On Close (MOC) (held to close)
C	AtTheClose	At the close (around/not held to close)
D	VWAP	VWAP (Volume Weighted Average Price)
I	InTouchWith	In touch with
L	Limit	Limit
M	MoreBehind	More Behind
O	AtTheOpen	At the Open
P	TakingAPosition	Taking a Position
Q	AtTheMarket	At the Market (previously called Current Quote)
R	ReadyToTrade	Ready to Trade
S	PortfolioShown	Portfolio Shown
T	ThroughTheDay	Through the Day
V	Versus	Versus
W	Indication	Indidcation - Working Away
X	CrossingOpportunity	Crossing Opportunity
Y	AtTheMidpoint	At the Midpoint
Z	PreOpen	Pre-open

FIX.4.4

▶

InstrmtGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Specifies the number of repeating symbols (instruments) specified

FIX.4.4

◈ Instrument [Component]

N

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

▶

InstrmtLegExecGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of legs Identifies a Multi-leg Execution if present and non-zero.

FIX.4.4

◈ InstrumentLeg [Component]

N

Must be provided if Number of legs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

Qty

N

When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated).

FIX.4.4

int

N

Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

1366

LegAllocID

String

N

The AllocID(70) of an individual leg of a multileg order.

FIX.5.0

⟳ LegPreAllocGrp [Repeating Group]

N

FIX.5.0

670

NoLegAllocs

NumInGroup

N

Number of Allocations for the leg

FIX.4.4

671

LegAllocAccount

String

N

Allocation Account for the leg See AllocAccount (79) for description and valid values.

FIX.4.4

672

LegIndividualAllocID

String

N

Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values.

FIX.4.4

⟳ NestedParties2 [Repeating Group]

N

The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole

FIX.4.4

String

N

Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

int

N

Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.

FIX.4.4

⟳ NstdPtys2SubGrp [Repeating Group]

N

Repeating group of Nested2Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.

FIX.4.4

String

N

PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtys2SubGrp

end NestedParties2

673

LegAllocQty

Qty

N

Leg allocation quantity. See AllocQty (80) for description and valid values.

FIX.4.4

674

LegAllocAcctIDSource

String

N

The source of the LegAllocAccount (671) See AllocAcctIDSource (661) for description and valid values.

FIX.4.4

1367

LegAllocSettlCurrency

Currency

N

Identifies settlement currency for the leg level allocation.

FIX.5.0

end LegPreAllocGrp

564

LegPositionEffect

char

N

Provide if the PositionEffect for the leg is different from that specified for the overall multileg security

FIX.4.4

565

LegCoveredOrUncovered

int

N

Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.

FIX.4.4

⟳ NestedParties3 [Repeating Group]

N

The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.5.0

948

NoNested3PartyIDs

NumInGroup

N

Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole

FIX.4.4

949

Nested3PartyID

String

N

Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0.

FIX.4.4

950

Nested3PartyIDSource

char

N

Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0.

FIX.4.4

951

Nested3PartyRole

int

N

Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.

FIX.4.4

⟳ NstdPtys3SubGrp [Repeating Group]

N

Repeating group of Nested3Party sub-identifiers.

FIX.4.4

952

NoNested3PartySubIDs

NumInGroup

N

Number of Nested3PartySubIDs (953) entries

FIX.4.4

953

Nested3PartySubID

String

N

PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523)

FIX.4.4

954

Nested3PartySubIDType

int

N

PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtys3SubGrp

end NestedParties3

String

N

Used to identify a specific leg.

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Takes precedence over LegSettlType value and conditionally required/omitted for specific LegSettlType values.

FIX.4.4

637

LegLastPx

Price

N

Used to report the execution price assigned to the leg of the multileg instrument

FIX.4.4

675

LegSettlCurrency

Currency

N

Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values

FIX.4.4

1073

LegLastForwardPoints

PriceOffset

N

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

FIX.4.4

1074

LegCalculatedCcyLastQty

Qty

N

Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.

FIX.4.4

1075

LegGrossTradeAmt

Amt

N

For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (231) is required in this case.

FIX.4.4

1379

LegVolatility

float

N

Specifies the volatility of an instrument leg.

FIX.5.0

1381

LegDividendYield

Percentage

N

Refer to definition for DividendYield(1380).

FIX.5.0

1383

LegCurrencyRatio

float

N

Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7

FIX.5.0

1384

LegExecInst

MultipleCharValue

N

Refer to ExecInst(18) Same values as ExecInst(18)

FIX.5.0

1418

LegLastQty

Qty

N

Fill quantity for the leg instrument

FIX.5.0

▶

InstrmtLegGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
555	NoLegs	NumInGroup	N	Number of legs	FIX.4.4
◈ InstrumentLeg [Component]			N	Must be provided if Number of legs > 0	FIX.4.4
600	LegSymbol	String	N	Multileg instrument's individual security's Symbol. See Symbol (55) field for description	FIX.4.3
601	LegSymbolSfx	String	N	Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description	FIX.4.3
602	LegSecurityID	String	N	Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description	FIX.4.3
603	LegSecurityIDSource	String	N	Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description	FIX.4.3
⟳ LegSecAltIDGrp [Repeating Group]			N		FIX.4.4
604	NoLegSecurityAltID	NumInGroup	N	Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description	FIX.4.4
605	LegSecurityAltID	String	N	Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description	FIX.4.4
606	LegSecurityAltIDSource	String	N	Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description	FIX.4.4
end LegSecAltIDGrp
607	LegProduct	int	N	Multileg instrument's individual security's Product. See Product (460) field for description	FIX.4.3
608	LegCFICode	String	N	Multileg instrument's individual security's CFICode. See CFICode (461) field for description	FIX.4.3
609	LegSecurityType	String	N	Refer to definition of SecurityType(167)	FIX.4.3
764	LegSecuritySubType	String	N	SecuritySubType of the leg instrument. See SecuritySubType (762) field for description	FIX.4.4
610	LegMaturityMonthYear	MonthYear	N	Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description	FIX.4.3
611	LegMaturityDate	LocalMktDate	N	Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description	FIX.4.3
1212	LegMaturityTime	TZTimeOnly	N	Time of security's maturity expressed in local time with offset to UTC specified	FIX.5.0
248	LegCouponPaymentDate	LocalMktDate	N	Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
249	LegIssueDate	LocalMktDate	N	Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
250	LegRepoCollateralSecurityType	String	N	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)	FIX.4.3
251	LegRepurchaseTerm	int	N	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)	FIX.4.3
252	LegRepurchaseRate	Percentage	N	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)	FIX.4.3
253	LegFactor	float	N	Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
257	LegCreditRating	String	N	Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
599	LegInstrRegistry	String	N	Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description	FIX.4.3
596	LegCountryOfIssue	Country	N	Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description	FIX.4.3
597	LegStateOrProvinceOfIssue	String	N	Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description	FIX.4.3
598	LegLocaleOfIssue	String	N	Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description	FIX.4.3
254	LegRedemptionDate	LocalMktDate	N	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)	FIX.4.3
612	LegStrikePrice	Price	N	Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description	FIX.4.3
942	LegStrikeCurrency	Currency	N	Currency in which the strike price of a instrument leg of a multileg instrument is denominated	FIX.4.4
613	LegOptAttribute	char	N	Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description	FIX.4.3
614	LegContractMultiplier	float	N	Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description	FIX.4.3
999	LegUnitOfMeasure	String	N	Refer to defintion of UnitOfMeasure(996)	FIX.4.4
1224	LegUnitOfMeasureQty	Qty	N	Refer to definition of UnitOfMeasureQty(1147)	FIX.5.0
1421	LegPriceUnitOfMeasure	String	N	Refer to definition for PriceUnitOfMeasure(1191)	FIX.5.0
1422	LegPriceUnitOfMeasureQty	Qty	N	Refer to definition of PriceUnitOfMeasureQty(1192)	FIX.5.0
1001	LegTimeUnit	String	N	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)	FIX.4.4
1420	LegExerciseStyle	int	N	Type of exercise of a derivatives security	FIX.5.0
615	LegCouponRate	Percentage	N	Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description	FIX.4.3
616	LegSecurityExchange	Exchange	N	Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description	FIX.4.3
617	LegIssuer	String	N	Multileg instrument's individual security's Issuer. See Issuer (106) field for description	FIX.4.3
618	EncodedLegIssuerLen	Length	N	Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description	FIX.4.3
619	EncodedLegIssuer	data	N	Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description	FIX.4.3
620	LegSecurityDesc	String	N	Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description	FIX.4.3
621	EncodedLegSecurityDescLen	Length	N	Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description	FIX.4.3
622	EncodedLegSecurityDesc	data	N	Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description	FIX.4.3
623	LegRatioQty	float	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
624	LegSide	char	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
556	LegCurrency	Currency	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.4
740	LegPool	String	N	Identifies MBS / ABS pool	FIX.4.4
739	LegDatedDate	LocalMktDate	N	The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date	FIX.4.4
955	LegContractSettlMonth	MonthYear	N	Specifies when the contract (i.e. MBS/TBA) will settle.	FIX.4.4
956	LegInterestAccrualDate	LocalMktDate	N	The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date	FIX.4.4
1358	LegPutOrCall	int	N	Used to express option right	FIX.5.0
1017	LegOptionRatio	float	N	LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.	FIX.4.4
566	LegPrice	Price	N	Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.	FIX.4.4

▶

InstrmtLegIOIGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
555	NoLegs	NumInGroup	N	Required for multileg IOIs	FIX.4.4
◈ InstrumentLeg [Component]			N	Required for multileg IOIs For Swaps one leg is Buy and other leg is Sell	FIX.4.4
600	LegSymbol	String	N	Multileg instrument's individual security's Symbol. See Symbol (55) field for description	FIX.4.3
601	LegSymbolSfx	String	N	Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description	FIX.4.3
602	LegSecurityID	String	N	Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description	FIX.4.3
603	LegSecurityIDSource	String	N	Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description	FIX.4.3
⟳ LegSecAltIDGrp [Repeating Group]			N		FIX.4.4
604	NoLegSecurityAltID	NumInGroup	N	Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description	FIX.4.4
605	LegSecurityAltID	String	N	Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description	FIX.4.4
606	LegSecurityAltIDSource	String	N	Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description	FIX.4.4
end LegSecAltIDGrp
607	LegProduct	int	N	Multileg instrument's individual security's Product. See Product (460) field for description	FIX.4.3
608	LegCFICode	String	N	Multileg instrument's individual security's CFICode. See CFICode (461) field for description	FIX.4.3
609	LegSecurityType	String	N	Refer to definition of SecurityType(167)	FIX.4.3
764	LegSecuritySubType	String	N	SecuritySubType of the leg instrument. See SecuritySubType (762) field for description	FIX.4.4
610	LegMaturityMonthYear	MonthYear	N	Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description	FIX.4.3
611	LegMaturityDate	LocalMktDate	N	Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description	FIX.4.3
1212	LegMaturityTime	TZTimeOnly	N	Time of security's maturity expressed in local time with offset to UTC specified	FIX.5.0
248	LegCouponPaymentDate	LocalMktDate	N	Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
249	LegIssueDate	LocalMktDate	N	Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
250	LegRepoCollateralSecurityType	String	N	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)	FIX.4.3
251	LegRepurchaseTerm	int	N	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)	FIX.4.3
252	LegRepurchaseRate	Percentage	N	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)	FIX.4.3
253	LegFactor	float	N	Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
257	LegCreditRating	String	N	Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
599	LegInstrRegistry	String	N	Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description	FIX.4.3
596	LegCountryOfIssue	Country	N	Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description	FIX.4.3
597	LegStateOrProvinceOfIssue	String	N	Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description	FIX.4.3
598	LegLocaleOfIssue	String	N	Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description	FIX.4.3
254	LegRedemptionDate	LocalMktDate	N	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)	FIX.4.3
612	LegStrikePrice	Price	N	Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description	FIX.4.3
942	LegStrikeCurrency	Currency	N	Currency in which the strike price of a instrument leg of a multileg instrument is denominated	FIX.4.4
613	LegOptAttribute	char	N	Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description	FIX.4.3
614	LegContractMultiplier	float	N	Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description	FIX.4.3
999	LegUnitOfMeasure	String	N	Refer to defintion of UnitOfMeasure(996)	FIX.4.4
1224	LegUnitOfMeasureQty	Qty	N	Refer to definition of UnitOfMeasureQty(1147)	FIX.5.0
1421	LegPriceUnitOfMeasure	String	N	Refer to definition for PriceUnitOfMeasure(1191)	FIX.5.0
1422	LegPriceUnitOfMeasureQty	Qty	N	Refer to definition of PriceUnitOfMeasureQty(1192)	FIX.5.0
1001	LegTimeUnit	String	N	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)	FIX.4.4
1420	LegExerciseStyle	int	N	Type of exercise of a derivatives security	FIX.5.0
615	LegCouponRate	Percentage	N	Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description	FIX.4.3
616	LegSecurityExchange	Exchange	N	Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description	FIX.4.3
617	LegIssuer	String	N	Multileg instrument's individual security's Issuer. See Issuer (106) field for description	FIX.4.3
618	EncodedLegIssuerLen	Length	N	Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description	FIX.4.3
619	EncodedLegIssuer	data	N	Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description	FIX.4.3
620	LegSecurityDesc	String	N	Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description	FIX.4.3
621	EncodedLegSecurityDescLen	Length	N	Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description	FIX.4.3
622	EncodedLegSecurityDesc	data	N	Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description	FIX.4.3
623	LegRatioQty	float	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
624	LegSide	char	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
556	LegCurrency	Currency	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.4
740	LegPool	String	N	Identifies MBS / ABS pool	FIX.4.4
739	LegDatedDate	LocalMktDate	N	The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date	FIX.4.4
955	LegContractSettlMonth	MonthYear	N	Specifies when the contract (i.e. MBS/TBA) will settle.	FIX.4.4
956	LegInterestAccrualDate	LocalMktDate	N	The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date	FIX.4.4
1358	LegPutOrCall	int	N	Used to express option right	FIX.5.0
1017	LegOptionRatio	float	N	LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.	FIX.4.4
566	LegPrice	Price	N	Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.	FIX.4.4
682	LegIOIQty	String	N	Required for multileg IOIs and for each leg.	FIX.4.4
⟳ LegStipulations [Repeating Group]			N	The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.	FIX.4.4
683	NoLegStipulations	NumInGroup	N	Number of leg stipulation entries	FIX.4.4
688	LegStipulationType	String	N	Required if NoLegStipulations >0	FIX.4.4
689	LegStipulationValue	String	N	For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values	FIX.4.4
end LegStipulations

▶

InstrmtLegSecListGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of legs that make up the Security

FIX.4.4

◈ InstrumentLeg [Component]

N

Insert here the set of "Instrument Legs" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

int

N

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.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

Insert here the set of "LegStipulations" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

◈ LegBenchmarkCurveData [Component]

N

Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

▶

InstrmtMDReqGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Number of symbols (instruments) requested.

FIX.4.4

◈ Instrument [Component]

Y

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlyings

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Must be provided if Number of underlyings > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

end UndInstrmtGrp

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of legs

FIX.4.4

◈ InstrumentLeg [Component]

N

Must be provided if Number of legs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

end InstrmtLegGrp

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

int

N

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.

▶ 4 enum values

Value	Name	Description
0	Indicative	Indicative
1	Tradeable	Tradeable
2	RestrictedTradeable	Restricted Tradeable
3	Counter	Counter (tradeable)

FIX.4.4

String

N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. 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.

▶ 12 enum values

Value	Name	Description
0	Regular	Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1	Cash	Cash (TOD / T+0)
2	NextDay	Next Day (TOM / T+1)
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When And If Issued
8	SellersOption	Sellers Option
9	TPlus5	T+5
B	BrokenDate	Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C	FXSpotNextSettlement	FX Spot Next settlement (Spot+1, aka next day)

FIX.4.4

LocalMktDate

N

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)

FIX.4.4

271

MDEntrySize

Qty

N

Quantity or volume represented by the Market Data Entry. In the context of the Market Data Request this allows the Initiator to indicate the quantity of the market data request. Specific to FX this field indicates the ceiling amount the customer is seeking prices for.

FIX.4.4

▶

InstrmtStrkPxGrp

ImplicitBlockRepeating ProgramTrading

Tag

Name

Type

Req

Description

Added

428

NoStrikes

NumInGroup

Y

Number of strike price entries

FIX.4.4

◈ Instrument [Component]

Y

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Required if NoStrikes > 0. Must be first field in repeating group.

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

⟳ UndInstrmtGrp [Repeating Group]

N

Underlying Instruments

FIX.5.0

NumInGroup

N

Number of underlyings

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Must be provided if Number of underlyings > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

end UndInstrmtGrp

Price

N

Useful for verifying security identification

FIX.5.0

String

N

Can use client order identifier or the symbol and side to uniquely identify the stock in the list.

FIX.5.0

String

N

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

FIX.5.0

char

N

Side of order (see Volume : "Glossary" for value definitions)

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exxmpt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.5.0

N

Price per unit of quantity (e.g. per share)

FIX.5.0

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.5.0

String

N

Free format text string (Note: this field does not have a specified maximum length)

FIX.5.0

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.5.0

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.5.0

▶

Instrument

Block Common

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.

Tag

Name

Type

Req

Description

Added

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

▶

InstrumentExtension

Block Common

The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.

Tag

Name

Type

Req

Description

Added

int

N

Identifies the form of delivery.

▶ 2 enum values

Value	Name	Description
1	BookEntry	Book Entry (default)
2	Bearer	Bearer

FIX.4.4

Percentage

N

Percent at risk due to lowest possible call.

FIX.4.4

⟳ AttrbGrp [Repeating Group]

N

Number of repeating InstrAttrib group entries.

FIX.4.4

NumInGroup

N

Number of repeating InstrAttribType entries.

FIX.4.4

int

N

Code to represent the type of instrument attribute

▶ 30 enum values

Value	Name	Description
1	Flat	Flat (securities pay interest on a current basis but are traded without interest)
2	ZeroCoupon	Zero coupon
3	InterestBearing	Interest bearing (for Euro commercial paper when not issued at discount)
4	NoPeriodicPayments	No periodic payments
5	VariableRate	Variable rate
6	LessFeeForPut	Less fee for put
7	SteppedCoupon	Stepped coupon
8	CouponPeriod	Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9	When	When [and if] issued
10	OriginalIssueDiscount	Original issue discount
11	Callable	Callable, puttable
12	EscrowedToMaturity	Escrowed to Maturity
13	EscrowedToRedemptionDate	Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14	PreRefunded	Pre-refunded
15	InDefault	In default
16	Unrated	Unrated
17	Taxable	Taxable
18	Indexed	Indexed
19	SubjectToAlternativeMinimumTax	Subject To Alternative Minimum Tax
20	OriginalIssueDiscountPrice	Original issue discount price. Supply price in the InstrAttribValue (872) field
21	CallableBelowMaturityValue	Callable below maturity value
22	CallableWithoutNotice	Callable without notice by mail to holder unless registered
23	PriceTickRulesForSecurity	Price tick rules for security.
24	TradeTypeEligibilityDetailsForSecurity	Trade type eligibility details for security.
25	InstrumentDenominator	Instrument Denominator
26	InstrumentNumerator	Instrument Numerator
27	InstrumentPricePrecision	Instrument Price Precision
28	InstrumentStrikePrice	Instrument Strike Price
29	TradeableIndicator	Tradeable Indicator
99	Text	Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.

FIX.4.4

String

N

Attribute value appropriate to the InstrAttribType (87) field.

FIX.4.4

end AttrbGrp

▶

InstrumentLeg

Block Common

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

Tag	Name	Type	Req	Description	Added
600	LegSymbol	String	N	Multileg instrument's individual security's Symbol. See Symbol (55) field for description	FIX.4.3
601	LegSymbolSfx	String	N	Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description	FIX.4.3
602	LegSecurityID	String	N	Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description	FIX.4.3
603	LegSecurityIDSource	String	N	Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description	FIX.4.3
⟳ LegSecAltIDGrp [Repeating Group]			N		FIX.4.4
604	NoLegSecurityAltID	NumInGroup	N	Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description	FIX.4.4
605	LegSecurityAltID	String	N	Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description	FIX.4.4
606	LegSecurityAltIDSource	String	N	Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description	FIX.4.4
end LegSecAltIDGrp
607	LegProduct	int	N	Multileg instrument's individual security's Product. See Product (460) field for description	FIX.4.3
608	LegCFICode	String	N	Multileg instrument's individual security's CFICode. See CFICode (461) field for description	FIX.4.3
609	LegSecurityType	String	N	Refer to definition of SecurityType(167)	FIX.4.3
764	LegSecuritySubType	String	N	SecuritySubType of the leg instrument. See SecuritySubType (762) field for description	FIX.4.4
610	LegMaturityMonthYear	MonthYear	N	Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description	FIX.4.3
611	LegMaturityDate	LocalMktDate	N	Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description	FIX.4.3
1212	LegMaturityTime	TZTimeOnly	N	Time of security's maturity expressed in local time with offset to UTC specified	FIX.5.0
248	LegCouponPaymentDate	LocalMktDate	N	Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
249	LegIssueDate	LocalMktDate	N	Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)	FIX.4.3
250	LegRepoCollateralSecurityType	String	N	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)	FIX.4.3
251	LegRepurchaseTerm	int	N	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)	FIX.4.3
252	LegRepurchaseRate	Percentage	N	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)	FIX.4.3
253	LegFactor	float	N	Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
257	LegCreditRating	String	N	Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)	FIX.4.3
599	LegInstrRegistry	String	N	Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description	FIX.4.3
596	LegCountryOfIssue	Country	N	Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description	FIX.4.3
597	LegStateOrProvinceOfIssue	String	N	Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description	FIX.4.3
598	LegLocaleOfIssue	String	N	Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description	FIX.4.3
254	LegRedemptionDate	LocalMktDate	N	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)	FIX.4.3
612	LegStrikePrice	Price	N	Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description	FIX.4.3
942	LegStrikeCurrency	Currency	N	Currency in which the strike price of a instrument leg of a multileg instrument is denominated	FIX.4.4
613	LegOptAttribute	char	N	Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description	FIX.4.3
614	LegContractMultiplier	float	N	Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description	FIX.4.3
999	LegUnitOfMeasure	String	N	Refer to defintion of UnitOfMeasure(996)	FIX.4.4
1224	LegUnitOfMeasureQty	Qty	N	Refer to definition of UnitOfMeasureQty(1147)	FIX.5.0
1421	LegPriceUnitOfMeasure	String	N	Refer to definition for PriceUnitOfMeasure(1191)	FIX.5.0
1422	LegPriceUnitOfMeasureQty	Qty	N	Refer to definition of PriceUnitOfMeasureQty(1192)	FIX.5.0
1001	LegTimeUnit	String	N	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)	FIX.4.4
1420	LegExerciseStyle	int	N	Type of exercise of a derivatives security	FIX.5.0
615	LegCouponRate	Percentage	N	Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description	FIX.4.3
616	LegSecurityExchange	Exchange	N	Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description	FIX.4.3
617	LegIssuer	String	N	Multileg instrument's individual security's Issuer. See Issuer (106) field for description	FIX.4.3
618	EncodedLegIssuerLen	Length	N	Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description	FIX.4.3
619	EncodedLegIssuer	data	N	Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description	FIX.4.3
620	LegSecurityDesc	String	N	Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description	FIX.4.3
621	EncodedLegSecurityDescLen	Length	N	Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description	FIX.4.3
622	EncodedLegSecurityDesc	data	N	Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description	FIX.4.3
623	LegRatioQty	float	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
624	LegSide	char	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
556	LegCurrency	Currency	N	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.4
740	LegPool	String	N	Identifies MBS / ABS pool	FIX.4.4
739	LegDatedDate	LocalMktDate	N	The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date	FIX.4.4
955	LegContractSettlMonth	MonthYear	N	Specifies when the contract (i.e. MBS/TBA) will settle.	FIX.4.4
956	LegInterestAccrualDate	LocalMktDate	N	The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date	FIX.4.4
1358	LegPutOrCall	int	N	Used to express option right	FIX.5.0
1017	LegOptionRatio	float	N	LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.	FIX.4.4
566	LegPrice	Price	N	Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.	FIX.4.4

▶

InstrumentParties

BlockRepeating Common

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

Tag	Name	Type	Req	Description	Added
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

▶

InstrumentPtysSubGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
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

▶

LegBenchmarkCurveData

Block Common

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

Tag	Name	Type	Req	Description	Added
676	LegBenchmarkCurveCurrency	Currency	N	LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.	FIX.4.4
677	LegBenchmarkCurveName	String	N	Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.	FIX.4.4
678	LegBenchmarkCurvePoint	String	N	Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.	FIX.4.4
679	LegBenchmarkPrice	Price	N	Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.	FIX.4.4
680	LegBenchmarkPriceType	int	N	The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.	FIX.4.4

▶

LegOrdGrp

ImplicitBlockRepeating MultilegOrders

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Number of legs

FIX.4.4

◈ InstrumentLeg [Component]

N

Must be provided if Number of legs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

int

N

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.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

1366

LegAllocID

String

N

The AllocID(70) of an individual leg of a multileg order.

FIX.5.0

⟳ LegPreAllocGrp [Repeating Group]

N

FIX.4.4

670

NoLegAllocs

NumInGroup

N

Number of Allocations for the leg

FIX.4.4

671

LegAllocAccount

String

N

Allocation Account for the leg See AllocAccount (79) for description and valid values.

FIX.4.4

672

LegIndividualAllocID

String

N

Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values.

FIX.4.4

⟳ NestedParties2 [Repeating Group]

N

The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole

FIX.4.4

String

N

Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

int

N

Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.

FIX.4.4

⟳ NstdPtys2SubGrp [Repeating Group]

N

Repeating group of Nested2Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.

FIX.4.4

String

N

PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtys2SubGrp

end NestedParties2

673

LegAllocQty

Qty

N

Leg allocation quantity. See AllocQty (80) for description and valid values.

FIX.4.4

674

LegAllocAcctIDSource

String

N

The source of the LegAllocAccount (671) See AllocAcctIDSource (661) for description and valid values.

FIX.4.4

1367

LegAllocSettlCurrency

Currency

N

Identifies settlement currency for the leg level allocation.

FIX.5.0

end LegPreAllocGrp

564

LegPositionEffect

char

N

Provide if the PositionEffect for the leg is different from that specified for the overall multileg security

FIX.4.4

565

LegCoveredOrUncovered

int

N

Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.

FIX.4.4

⟳ NestedParties [Repeating Group]

N

Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

String

N

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

String

N

Used to identify a specific leg.

FIX.4.4

char

N

Refer to values for SettlType (63)

FIX.4.4

LocalMktDate

N

Refer to values for SettlDate (64)

FIX.4.4

675

LegSettlCurrency

Currency

N

Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values

FIX.5.0

Qty

N

Quantity ordered of this leg. See OrderQty (38) for description and valid values

FIX.4.4

1379

LegVolatility

float

N

Specifies the volatility of an instrument leg.

FIX.5.0

1381

LegDividendYield

Percentage

N

Refer to definition for DividendYield(1380).

FIX.5.0

1383

LegCurrencyRatio

float

N

Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7

FIX.5.0

1384

LegExecInst

MultipleCharValue

N

Refer to ExecInst(18) Same values as ExecInst(18)

FIX.5.0

▶

LegPreAllocGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
670	NoLegAllocs	NumInGroup	N	Number of Allocations for the leg	FIX.4.4
671	LegAllocAccount	String	N	Allocation Account for the leg See AllocAccount (79) for description and valid values.	FIX.4.4
672	LegIndividualAllocID	String	N	Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values.	FIX.4.4
⟳ NestedParties2 [Repeating Group]			N	The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.	FIX.4.4
756	NoNested2PartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole	FIX.4.4
757	Nested2PartyID	String	N	Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
758	Nested2PartyIDSource	char	N	Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
759	Nested2PartyRole	int	N	Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.	FIX.4.4
⟳ NstdPtys2SubGrp [Repeating Group]			N	Repeating group of Nested2Party sub-identifiers.	FIX.4.4
806	NoNested2PartySubIDs	NumInGroup	N	Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.	FIX.4.4
760	Nested2PartySubID	String	N	PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
807	Nested2PartySubIDType	int	N	Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtys2SubGrp
end NestedParties2
673	LegAllocQty	Qty	N	Leg allocation quantity. See AllocQty (80) for description and valid values.	FIX.4.4
674	LegAllocAcctIDSource	String	N	The source of the LegAllocAccount (671) See AllocAcctIDSource (661) for description and valid values.	FIX.4.4
1367	LegAllocSettlCurrency	Currency	N	Identifies settlement currency for the leg level allocation.	FIX.5.0

▶

LegQuotGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Required for multileg quotes

FIX.4.4

◈ InstrumentLeg [Component]

N

Required for multileg quotes For Swaps one leg is Buy and other leg is Sell

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

Qty

N

When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated).

FIX.4.4

int

N

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.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Refer to description for SettlDate[64]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

String

N

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

686

LegPriceType

int

N

Code to represent type of price presented in LegBidPx and LegOfferPx. Required if LegBidPx or PegOfferPx is present.

FIX.4.4

681

LegBidPx

Price

N

Bid price of this leg. See BidPx (32) for description and valid values.

FIX.4.4

684

LegOfferPx

Price

N

Offer price of this leg. See OfferPx (133) for description and valid values

FIX.4.4

◈ LegBenchmarkCurveData [Component]

N

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

String

N

Initiator can optionally provide a unique identifier for the specific leg. Required for FX Swaps

FIX.4.4

1067

LegBidForwardPoints

PriceOffset

N

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

FIX.4.4

1068

LegOfferForwardPoints

PriceOffset

N

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

FIX.4.4

▶

LegQuotStatGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Required for multileg quote status reports

FIX.4.4

◈ InstrumentLeg [Component]

N

Required for multileg quote status reports For Swaps one leg is Buy and other leg is Sell

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

Qty

N

When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated).

FIX.4.4

int

N

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.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Refer to description for SettlDate[64]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

String

N

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

▶

LegSecAltIDGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
604	NoLegSecurityAltID	NumInGroup	N	Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description	FIX.4.4
605	LegSecurityAltID	String	N	Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description	FIX.4.4
606	LegSecurityAltIDSource	String	N	Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description	FIX.4.4

▶

LegStipulations

BlockRepeating Common

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

Tag	Name	Type	Req	Description	Added
683	NoLegStipulations	NumInGroup	N	Number of leg stipulation entries	FIX.4.4
688	LegStipulationType	String	N	Required if NoLegStipulations >0	FIX.4.4
689	LegStipulationValue	String	N	For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values	FIX.4.4

▶

LinesOfTextGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
33	NoLinesOfText	NumInGroup	Y	Specifies the number of repeating lines of text specified	FIX.4.4
58	Text	String	Y	Repeating field, number of instances defined in LinesOfText	FIX.4.4
354	EncodedTextLen	Length	N	Must be set if EncodedText field is specified and must immediately precede it.	FIX.4.4
355	EncodedText	data	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.	FIX.4.4

▶

ListOrdGrp

ImplicitBlockRepeating ProgramTrading

Tag

Name

Type

Req

Description

Added

73

NoOrders

NumInGroup

Y

Number of orders in this message (number of repeating groups to follow)

FIX.4.4

String

Y

Must be the first field in the repeating group.

FIX.4.4

String

N

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

FIX.4.4

67

ListSeqNo

int

Y

Order number within the list

FIX.4.4

583

ClOrdLinkID

String

N

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

FIX.4.4

160

SettlInstMode

char

N

Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

▶ 6 enum values

Value	Name	Description
0	Default	Default (Replaced)
1	StandingInstructionsProvided	Standing Instructions Provided
2	SpecificAllocationAccountOverriding	Specific Allocation Account Overriding (Replaced)
3	SpecificAllocationAccountStanding	Specific Allocation Account Standing (Replaced)
4	SpecificOrderForASingleAccount	Specific Order for a single account (for CIV)
5	RequestReject	Request reject

FIX.4.4

⟳ Parties [Repeating Group]

N

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

String

N

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 80 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foriegn Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity
79	PrimeBroker	Prime Broker providing General Trade Services
80	StepOutFirm	Step-Out Firm (Prime Broker)
81	BrokerClearingID	BrokerClearingID

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

end PtysSubGrp

end Parties

LocalMktDate

N

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

75

TradeDate

LocalMktDate

N

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

FIX.4.4

String

N

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.4.4

int

N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID Code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (Alert ID)
5	DTCCCode	DTCC Code
99	Other	Other (custom or proprietary)

FIX.4.4

int

N

Type of account associated with an order

▶ 7 enum values

Value	Name	Description
1	CarriedCustomerSide	Account is carried on customer side of the books
2	CarriedNonCustomerSide	Account is carried on non-customer side of books
3	HouseTrader	House Trader
4	FloorTrader	Floor Trader
6	CarriedNonCustomerSideCrossMargined	Account is carried on non-customer side of books and is cross margined
7	HouseTraderCrossMargined	Account is house trader and is cross margined
8	JointBackOfficeAccount	Joint back office account (JBO)

FIX.4.4

589

DayBookingInst

char

N

Indicates whether or not automatic booking can occur.

▶ 3 enum values

Value	Name	Description
0	Auto	Can trigger booking without reference to the order initiator ("auto")
1	SpeakWithOrderInitiatorBeforeBooking	Speak with order initiator before booking ("speak first")
2	Accumulate	Accumulate

FIX.4.4

590

BookingUnit

char

N

Indicates what constitutes a bookable unit.

▶ 3 enum values

Value	Name	Description
0	EachPartialExecutionIsABookableUnit	Each partial execution is a bookable unit
1	AggregatePartialExecutionsOnThisOrder	Aggregate partial executions on this order, and book one trade per order
2	AggregateExecutionsForThisSymbol	Aggregate executions for this symbol, side, and settlement date

FIX.4.4

String

N

Use to assign an ID to the block of individual preallocations

FIX.4.4

char

N

Indicates the method of preallocation.

▶ 2 enum values

Value	Name	Description
0	ProRata	Pro-rata
1	DoNotProRata	Do not pro-rata - discuss first

FIX.4.4

⟳ PreAllocGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of repeating groups for pre-trade allocation

FIX.4.4

String

N

Required if NoAllocs > 0. Must be first field in repeating group.

FIX.4.4

int

N

Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.

FIX.4.4

Currency

N

Currency code of settlement denomination for a specific AllocAccount (79).

FIX.4.4

String

N

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

FIX.4.4

⟳ NestedParties [Repeating Group]

N

Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Clearing Firm

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

String

N

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

Qty

N

Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)

FIX.4.4

end PreAllocGrp

String

N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. 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.

▶ 12 enum values

Value	Name	Description
0	Regular	Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1	Cash	Cash (TOD / T+0)
2	NextDay	Next Day (TOM / T+1)
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When And If Issued
8	SellersOption	Sellers Option
9	TPlus5	T+5
B	BrokenDate	Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C	FXSpotNextSettlement	FX Spot Next settlement (Spot+1, aka next day)

FIX.4.4

LocalMktDate

N

Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.

FIX.4.4

544

CashMargin

char

N

Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.

▶ 3 enum values

Value	Name	Description
1	Cash	Cash
2	MarginOpen	Margin Open
3	MarginClose	Margin Close

FIX.4.4

635

ClearingFeeIndicator

String

N

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX):

▶ 14 enum values

Value	Name	Description
1	FirstYearDelegate	1st year delegate trading for own account
2	SecondYearDelegate	2nd year delegate trading for own account
3	ThirdYearDelegate	3rd year delegate trading for own account
4	FourthYearDelegate	4th year delegate trading for own account
5	FifthYearDelegate	5th year delegate trading for own account
9	SixthYearDelegate	6th year delegate trading for own account
B	CBOEMember	CBOE Member
C	NonMemberAndCustomer	Non-member and Customer
E	EquityMemberAndClearingMember	Equity Member and Clearing Member
F	FullAndAssociateMember	Full and Associate Member trading for own account and as floor brokers
H	Firms106HAnd106J	106.H and 106.J firms
I	GIM	GIM, IDEM and COM Membership Interest Holders
L	Lessee106FEmployees	Lessee 106.F Employees
M	AllOtherOwnershipTypes	All other ownership types

FIX.4.4

21

HandlInst

char

N

Instructions for order handling on Broker trading floor

▶ 3 enum values

Value	Name	Description
1	AutomatedExecutionNoIntervention	Automated execution order, private, no Broker intervention
2	AutomatedExecutionInterventionOK	Automated execution order, public, Broker intervention OK
3	ManualOrder	Manual order, best execution

FIX.4.4

MultipleCharValue

N

Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.

▶ 56 enum values

Value	Name	Description
0	StayOnOfferSide	Stay on offer side
1	NotHeld	Not held
2	Work	Work
3	GoAlong	Go along
4	OverTheDay	Over the day
5	Held	Held
6	ParticipateDoNotInitiate	Participate don't initiate
7	StrictScale	Strict scale
8	TryToScale	Try to scale
9	StayOnBidSide	Stay on bid side
A	NoCross	No cross (cross is forbidden)
B	OKToCross	OK to cross
C	CallFirst	Call first
D	PercentOfVolume	Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E	DoNotIncrease	Do not increase - DNI
F	DoNotReduce	Do not reduce - DNR
G	AllOrNone	All or none - AON
H	ReinstateOnSystemFailure	Reinstate on system failure (mutually exclusive with Q and l)
I	InstitutionsOnly	Institutions only
J	ReinstateOnTradingHalt	Reinstate on Trading Halt (mutually exclusive with K and m)
K	CancelOnTradingHalt	Cancel on Trading Halt (mutually exclusive with J and m)
L	LastPeg	Last peg (last sale)
M	MidPricePeg	Mid-price peg (midprice of inside quote)
N	NonNegotiable	Non-negotiable
O	OpeningPeg	Opening peg
P	MarketPeg	Market peg
Q	CancelOnSystemFailure	Cancel on system failure (mutually exclusive with H and l)
R	PrimaryPeg	Primary peg (primary market - buy at bid/sell at offer)
S	Suspend	Suspend
T	FixedPegToLocalBestBidOrOfferAtTimeOfOrder	Fixed Peg to Local best bid or offer at time of order
U	CustomerDisplayInstruction	Customer Display Instruction (Rule 11Ac1-1/4)
V	Netting	Netting (for Forex)
W	PegToVWAP	Peg to VWAP
X	TradeAlong	Trade Along
Y	TryToStop	Try To Stop
Z	CancelIfNotBest	Cancel if not best
a	TrailingStopPeg	Trailing Stop Peg
b	StrictLimit	Strict Limit (No price improvement)
c	IgnorePriceValidityChecks	Ignore Price Validity Checks
d	PegToLimitPrice	Peg to Limit Price
e	WorkToTargetStrategy	Work to Target Strategy
f	IntermarketSweep	Intermarket Sweep
g	ExternalRoutingAllowed	External Routing Allowed
h	ExternalRoutingNotAllowed	External Routing Not Allowed
i	ImbalanceOnly	Imbalance Only
j	SingleExecutionRequestedForBlockTrade	Single execution requested for block trade
k	BestExecution	Best Execution
l	SuspendOnSystemFailure	Suspend on system failure (mutually exclusive with H and Q)
m	SuspendOnTradingHalt	Suspend on Trading Halt (mutually exclusive with J and K)
n	ReinstateOnConnectionLoss	Reinstate on connection loss (mutually exclusive with o and p)
o	CancelOnConnectionLoss	Cancel on connection loss (mutually exclusive with n and p)
p	SuspendOnConnectionLoss	Suspend on connection loss (mutually exclusive with n and o)
q	ReleaseFromSuspension	Release from suspension (mutually exclusive with S)
r	ExecuteAsDeltaNeutral	Execute as delta neutral using volatility provided
s	ExecuteAsDurationNeutral	Execute as duration neutral
t	ExecuteAsFXNeutral	Execute as FX neutral

FIX.4.4

Qty

N

Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int)

FIX.4.4

1089

MatchIncrement

Qty

N

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.

FIX.4.4

1090

MaxPriceLevels

int

N

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.

FIX.4.4

◈ DisplayInstruction [Component]

N

Insert here the set of "DisplayInstruction" fields defined in "common components of application messages"

FIX.4.4

1138

DisplayQty

Qty

N

The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

FIX.4.4

1082

SecondaryDisplayQty

Qty

N

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.

FIX.4.4

1083

DisplayWhen

char

N

Instructs when to refresh DisplayQty (1138).

▶ 2 enum values

Value	Name	Description
1	Immediate	Immediate (after each fill)
2	Exhaust	Exhaust (when DisplayQty = 0)

FIX.4.4

1084

DisplayMethod

char

N

Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"

▶ 3 enum values

Value	Name	Description
1	Initial	Initial (use original DisplayQty)
2	New	New (use RefreshQty)
3	Random	Random (randomize value)

FIX.4.4

1085

DisplayLowQty

Qty

N

Required when DisplayMethod = 3

FIX.4.4

1086

DisplayHighQty

Qty

N

Required when DisplayMethod = 3

FIX.4.4

1087

DisplayMinIncr

Qty

N

Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3

FIX.4.4

1088

RefreshQty

Qty

N

Required when DisplayMethod = 2

FIX.4.4

111

MaxFloor

Qty

N

The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

FIX.4.4

100

ExDestination

Exchange

N

Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C"

FIX.4.4

1133

ExDestinationIDSource

char

N

The ID source of ExDestination

▶ 5 enum values

Value	Name	Description
B	BIC	BIC (Bank Identification Code) (ISO 9362)
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
G	MIC	MIC (ISO 10383 - Market Identifier Code)

FIX.4.4

⟳ TrdgSesGrp [Repeating Group]

N

FIX.4.4

386

NoTradingSessions

NumInGroup

N

Specifies the number of repeating TradingSessionIDs

FIX.4.4

String

N

Required if NoTradingSessions is > 0.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

end TrdgSesGrp

char

N

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.

▶ 7 enum values

Value	Name	Description
0	Regular	Regular
1	SoftDollar	Soft Dollar
2	StepIn	Step-In
3	StepOut	Step-Out
4	SoftDollarStepIn	Soft-dollar Step-In
5	SoftDollarStepOut	Soft-dollar Step-Out
6	PlanSponsor	Plan Sponsor

FIX.4.4

◈ Instrument [Component]

Y

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlyings

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Must be provided if Number of underlyings > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

end UndInstrmtGrp

Price

N

Useful for verifying security identification

FIX.4.4

char

Y

Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator.

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exxmpt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

401

SideValueInd

int

N

Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.

▶ 2 enum values

Value	Name	Description
1	SideValue1	Side Value 1
2	SideValue2	Side Value 2

FIX.4.4

114

LocateReqd

Boolean

N

Required for short sell orders

▶ 2 enum values

Value	Name	Description
N	No	Indicates the broker is not required to locate
Y	Yes	Indicates the broker is responsible for locating the stock

FIX.4.4

UTCTimestamp

N

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

⟳ Stipulations [Repeating Group]

N

Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"

FIX.4.4

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 80 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	Alternative Minimum Tax (Y/N)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (Y/N)
BGNCON	BargainConditions	Bargain conditions (see StipulationValue (234) for values)
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency Code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation Discount
INSURED	Insured	Insured (Y/N)
ISSUE	IssueDate	Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer's ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback Days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year And Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINDNOM	MinimumDenomination	Minimum denomination
MININCR	MinimumIncrement	Minimum increment
MINQTY	MinimumQuantity	Minimum quantity
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number Of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPL	PoolsPerLot	Pools per Lot
PPM	PoolsPerMillion	Pools per Million
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price Range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (Y/N)
SECTOR	MarketSector	Market Sector
SECTYPE	SecurityTypeIncludedOrExcluded	Security Type included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform Text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon - value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age - value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity - value in months (exact or range)
WHOLE	WholePool	Whole Pool (Y/N)
YIELD	YieldRange	Yield Range
AVFICO	AverageFICOScore	Average FICO Score
AVSIZE	AverageLoanSize	Average Loan Size
MAXBAL	MaximumLoanBalance	Maximum Loan Balance
POOL	PoolIdentifier	Pool Identifier
ROLLTYPE	TypeOfRollTrade	Type of Roll trade
REFTRADE	ReferenceToRollingOrClosingTrade	reference to rolling or closing trade
REFPRIN	PrincipalOfRollingOrClosingTrade	principal of rolling or closing trade
REFINT	InterestOfRollingOrClosingTrade	interest of rolling or closing trade
AVAILQTY	AvailableOfferQuantityToBeShownToTheStreet	Available offer quantity to be shown to the street
BROKERCREDIT	BrokerCredit	Broker's sales credit
INTERNALPX	OfferPriceToBeShownToInternalBrokers	Offer price to be shown to internal brokers
INTERNALQTY	OfferQuantityToBeShownToInternalBrokers	Offer quantity to be shown to internal brokers
LEAVEQTY	TheMinimumResidualOfferQuantity	The minimum residual offer quantity
MAXORDQTY	MaximumOrderSize	Maximum order size
ORDRINCR	OrderQuantityIncrement	Order quantity increment
PRIMARY	PrimaryOrSecondaryMarketIndicator	Primary or Secondary market indicator
SALESCREDITOVR	BrokerSalesCreditOverride	Broker sales credit override
TRADERCREDIT	TraderCredit	Trader's credit
DISCOUNT	DiscountRate	Discount Rate (when price is denominated in percent of par)
YTM	YieldToMaturity	Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS	AbsolutePrepaymentSpeed	Absolute Prepayment Speed
CPP	ConstantPrepaymentPenalty	Constant Prepayment Penalty
CPR	ConstantPrepaymentRate	Constant Prepayment Rate
CPY	ConstantPrepaymentYield	Constant Prepayment Yield
HEP	FinalCPROfHomeEquityPrepaymentCurve	final CPR of Home Equity Prepayment Curve
MHP	PercentOfManufacturedHousingPrepaymentCurve	Percent of Manufactured Housing Prepayment Curve
MPR	MonthlyPrepaymentRate	Monthly Prepayment Rate
PPC	PercentOfProspectusPrepaymentCurve	Percent of Prospectus Prepayment Curve
PSA	PercentOfBMAPrepaymentCurve	Percent of BMA Prepayment Curve
SMM	SingleMonthlyMortality	Single Monthly Mortality

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO 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)

FIX.4.3

end Stipulations

int

N

Type of quantity specified in a quantity field:

▶ 3 enum values

Value	Name	Description
0	Units	Units (shares, par, currency)
1	Contracts	Contracts (if used - must specify ContractMultiplier (tag 231))
2	UnitsOfMeasurePerTimeUnit	Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))

FIX.4.4

◈ OrderQtyData [Component]

Y

Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"

FIX.4.4

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.

FIX.4.3

Percentage

N

For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

char

N

For CIV - Optional

▶ 3 enum values

Value	Name	Description
0	RoundToNearest	Round to nearest
1	RoundDown	Round down
2	RoundUp	Round up

FIX.4.3

float

N

For CIV - Optional

FIX.4.3

char

N

Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.4.4

int

N

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)

▶ 18 enum values

Value	Name	Description
1	Percentage	Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread (basis points spread)
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)
13	ProductTicksInHalfs	Product ticks in halfs
14	ProductTicksInFourths	Product ticks in fourths
15	ProductTicksInEights	Product ticks in eights
16	ProductTicksInSixteenths	Product ticks in sixteenths
17	ProductTicksInThirtySeconds	Product ticks in thirty-seconds
18	ProductTicksInSixtyForths	Product ticks in sixty-forths
19	ProductTicksInOneTwentyEights	Product ticks in one-twenty-eights

FIX.4.4

TriggerTradingSessionSubID

N

Price per unit of quantity (e.g. per share)

FIX.4.4

1092

PriceProtectionScope

char

N

Defines the type of price protection the customer requires on their order.

▶ 4 enum values

Value	Name	Description
0	None	None
1	Local	Local (Exchange, ECN, ATS)
2	National	National (Across all national markets)
3	Global	Global (Across all markets)

FIX.4.4

99

StopPx

Price

N

Price per unit of quantity (e.g. per share)

FIX.4.4

◈ TriggeringInstruction [Component]

N

Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages"

FIX.5.0

1100

TriggerType

char

N

Required if any other Triggering tags are specified.

▶ 4 enum values

Value	Name	Description
1	PartialExecution	Partial Execution
2	SpecifiedTradingSession	Specified Trading Session
3	NextAuction	Next Auction
4	PriceMovement	Price Movement

FIX.5.0

1101

TriggerAction

char

N

Defines the type of action to take when the trigger hits.

▶ 3 enum values

Value	Name	Description
1	Activate	Activate
2	Modify	Modify
3	Cancel	Cancel

FIX.4.4

1102

TriggerPrice

Price

N

Only relevant and required for TriggerAction = 1

FIX.5.0

1103

TriggerSymbol

String

N

Only relevant and required for TriggerAction = 1

FIX.5.0

1104

TriggerSecurityID

String

N

Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1

FIX.5.0

1105

TriggerSecurityIDSource

String

N

Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1

FIX.5.0

1106

TriggerSecurityDesc

String

N

Defines the security description of the security whose prices will be tracked by the trigger logic.

FIX.4.4

1107

TriggerPriceType

char

N

Only relevant for TriggerAction = 1

▶ 6 enum values

Value	Name	Description
1	BestOffer	Best Offer
2	LastTrade	Last Trade
3	BestBid	Best Bid
4	BestBidOrLastTrade	Best Bid or Last Trade
5	BestOfferOrLastTrade	Best Offer or Last Trade
6	BestMid	Best Mid

FIX.5.0

1108

TriggerPriceTypeScope

char

N

Only relevant for TriggerAction = 1

▶ 4 enum values

Value	Name	Description
0	None	None
1	Local	Local (Exchange, ECN, ATS)
2	National	National (Across all national markets)
3	Global	Global (Across all markets)

FIX.5.0

1109

TriggerPriceDirection

char

N

Only relevant for TriggerAction = 1

▶ 2 enum values

Value	Name	Description
U	Up	Trigger if the price of the specified type goes UP to or through the specified Trigger Price.
D	Down	Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price.

FIX.5.0

1110

TriggerNewPrice

Price

N

Should be specified if the order changes Price.

FIX.4.4

1111

TriggerOrderType

char

N

Should be specified if the order changes type.

▶ 2 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit

FIX.4.4

1112

TriggerNewQty

Qty

N

Required if the order should change quantity

FIX.4.4

1113

TriggerTradingSessionID

String

N

Only relevant and required for TriggerType = 2.

FIX.5.0

1114

String

N

Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only.

FIX.5.0

◈ SpreadOrBenchmarkCurveData [Component]

N

Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"

FIX.4.4

PriceOffset

N

For Fixed Income

FIX.4.3

Currency

N

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 12 enum values

Value	Name	Description
EONIA	EONIA	EONIA
EUREPO	EUREPO	EUREPO
Euribor	Euribor	Euribor
FutureSWAP	FutureSWAP	FutureSWAP
LIBID	LIBID	LIBID
LIBOR	LIBOR	LIBOR (London Inter-Bank Offer)
MuniAAA	MuniAAA	MuniAAA
OTHER	OTHER	OTHER
Pfandbriefe	Pfandbriefe	Pfandbriefe
SONIA	SONIA	SONIA
SWAP	SWAP	SWAP
Treasury	Treasury	Treasury

FIX.4.3

String

N

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Price

N

Specifies the price of the benchmark.

FIX.4.4

int

N

Must be present if BenchmarkPrice is used.

FIX.4.4

String

N

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

FIX.4.4

String

N

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

FIX.4.4

◈ YieldData [Component]

N

Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

FIX.4.4

String

N

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Avg Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GOVTEQUIV	GvntEquivalentYield	Gvnt Equivalent Yield
GROSS	TrueGrossYield	True Gross Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark to Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield to Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
PUT	YieldToNextPut	Yield to Next Put
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1_32	YieldValueOf32nds	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

Percentage

N

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

LocalMktDate

N

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

LocalMktDate

N

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

Price

N

Price to which the yield has been calculated.

FIX.4.4

int

N

The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.

FIX.4.4

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

String

N

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

FIX.4.4

Boolean

N

Indicates whether or not the order was solicited.

▶ 2 enum values

Value	Name	Description
N	WasNotSolicited	Was not solicited
Y	WasSolicited	Was solicited

FIX.4.4

23

IOIID

String

N

Required for Previously Indicated Orders (OrdType=E)

FIX.4.4

117

QuoteID

String

N

Required for Previously Quoted Orders (OrdType=D)

FIX.4.4

1080

RefOrderID

String

N

Required for counter-order selection / Hit / Take Orders (OrdType = Q)

FIX.4.4

1081

RefOrderIDSource

char

N

Conditionally required if RefOrderID is specified.

▶ 4 enum values

Value	Name	Description
0	SecondaryOrderID	SecondaryOrderID(198)
1	OrderID	OrderID(37)
2	MDEntryID	MDEntryID(278)
3	QuoteEntryID	QuoteEntryID(299)

FIX.4.4

char

N

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)

▶ 10 enum values

Value	Name	Description
0	Day	Day (or session)
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate Or Cancel (IOC)
4	FillOrKill	Fill Or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date (GTD)
7	AtTheClose	At the Close
8	GoodThroughCrossing	Good Through Crossing
9	AtCrossing	At Crossing

FIX.4.4

168

EffectiveTime

UTCTimestamp

N

Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

432

ExpireDate

LocalMktDate

N

Conditionally required if TimeInForce = GTD and ExpireTime is not specified.

FIX.4.4

UTCTimestamp

N

Conditionally required if TimeInForce = GTD and ExpireDate is not specified.

FIX.4.4

427

GTBookingInst

int

N

States whether executions are booked out or accumulated on a partially filled GT order

▶ 3 enum values

Value	Name	Description
0	BookOutAllTradesOnDayOfExecution	Book out all trades on day of execution
1	AccumulateUntilFilledOrExpired	Accumulate executions until order is filled or expires
2	AccumulateUntilVerballyNotifiedOtherwise	Accumulate until verbally notified otherwise

FIX.4.4

◈ CommissionData [Component]

N

Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"

FIX.4.4

Amt

N

Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.

FIX.4.3

char

N

Commission type

▶ 6 enum values

Value	Name	Description
1	PerUnit	Per Unit (implying shares, par, currency, etc.)
2	Percent	Percent
3	Absolute	Absolute (total monetary amount)
4	PercentageWaivedCashDiscount	Percentage waived - cash discount (for CIV buy orders)
5	PercentageWaivedEnhancedUnits	Percentage waived -= enhanced units (for CIV buy orders)
6	PointsPerBondOrContract	Points per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds)

FIX.4.3

Currency

N

For CIV - Optional

FIX.4.3

char

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
N	No	No
Y	Yes	Yes

FIX.4.3

char

N

Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)

▶ 6 enum values

Value	Name	Description
A	Agency	Agency
G	Proprietary	Proprietary
I	Individual	Individual
P	Principal	Principal (Note for CMS purposes, "Principal" includes "Proprietary")
R	RisklessPrincipal	Riskless Principal
W	AgentForOtherMember	Agent for Other Member

FIX.4.4

MultipleCharValue

N

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

▶ 14 enum values

Value	Name	Description
1	ProgramTrade	Program Trade
2	IndexArbitrage	Index Arbitrage
3	NonIndexArbitrage	Non-Index Arbitrage
4	CompetingMarketMaker	Competing Market Maker
5	ActingAsMarketMakerOrSpecialistInSecurity	Acting as Market Maker or Specialist in the security
6	ActingAsMarketMakerOrSpecialistInUnderlying	Acting as Market Maker of Specialist in the underlying security of a derivative seucirty
7	ForeignEntity	Foreign Entity (of foreign government or regulatory jurisdiction)
8	ExternalMarketParticipant	External Market Participant
9	ExternalInterConnectedMarketLinkage	Extneral Inter-connected Market Linkage
A	RisklessArbitrage	Riskless Arbitrage
B	IssuerHolding	Issuer Holding
C	IssuePriceStabilization	Issue Price Stabilization
D	NonAlgorithmic	Non-algorithmic
E	Algorithmic	Algorithmic

FIX.4.4

1091

PreTradeAnonymity

Boolean

N

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.

FIX.4.4

int

N

Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

▶ 4 enum values

Value	Name	Description
1	MemberTradingForTheirOwnAccount	Member trading for their own account
2	ClearingFirmTradingForItsProprietaryAccount	Clearing Firm trading for its proprietary account
3	MemberTradingForAnotherMember	Member trading for another member
4	AllOther	All other

FIX.4.4

121

ForexReq

Boolean

N

Indicates request for forex accommodation trade to be executed along with security transaction.

▶ 2 enum values

Value	Name	Description
N	DoNotExecuteForexAfterSecurityTrade	Do Not Execute Forex After Security Trade
Y	ExecuteForexAfterSecurityTrade	Execute Forex After Security Trade

FIX.4.4

Currency

N

Currency code of settlement denomination.

FIX.4.4

775

BookingType

int

N

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.

▶ 3 enum values

Value	Name	Description
0	RegularBooking	Regular booking
1	CFD	CFD (Contract for difference)
2	TotalReturnSwap	Total Return Swap

FIX.4.4

String

N

Free format text string (Note: this field does not have a specified maximum length)

FIX.4.4

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.4

LocalMktDate

N

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

FIX.4.4

Qty

N

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

FIX.4.4

640

Price2

Price

N

Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).

FIX.4.4

char

N

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

▶ 6 enum values

Value	Name	Description
C	Close	Close
F	FIFO	FIFO
O	Open	Open
R	Rolled	Rolled
N	CloseButNotifyOnOpen	Close but notify on open
D	Default	Default

FIX.4.4

203

CoveredOrUncovered

int

N

Used for derivative products, such as options

▶ 2 enum values

Value	Name	Description
0	Covered	Covered
1	Uncovered	Uncovered

FIX.4.4

210

MaxShow

Qty

N

Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int)

FIX.4.4

◈ PegInstructions [Component]

N

Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"

FIX.4.4

211

PegOffsetValue

float

N

Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType

FIX.4.4

1094

PegPriceType

int

N

Defines the type of peg.

▶ 8 enum values

Value	Name	Description
1	LastPeg	Last peg (last sale)
2	MidPricePeg	Mid-price peg (midprice of inside quote)
3	OpeningPeg	Opening peg
4	MarketPeg	Market peg
5	PrimaryPeg	Primary peg (primary market - buy at bid or sell at offer)
7	PegToVWAP	Peg to VWAP
8	TrailingStopPeg	Trailing Stop Peg
9	PegToLimitPrice	Peg to Limit Price

FIX.4.4

835

PegMoveType

int

N

Describes whether peg is static/fixed or floats

▶ 2 enum values

Value	Name	Description
0	Floating	Floating (default)
1	Fixed	Fixed

FIX.4.4

836

PegOffsetType

int

N

Type of Peg Offset (e.g. price offset, tick offset etc)

▶ 4 enum values

Value	Name	Description
0	Price	Price (default)
1	BasisPoints	Basis Points
2	Ticks	Ticks
3	PriceTier	Price Tier / Level

FIX.4.4

837

PegLimitType

int

N

Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)

▶ 3 enum values

Value	Name	Description
0	OrBetter	Or better (default) - price improvement allowed
1	Strict	Strict - limit is a strict limit
2	OrWorse	Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)

FIX.4.4

838

PegRoundDirection

int

N

If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)

▶ 2 enum values

Value	Name	Description
1	MoreAggressive	More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick
2	MorePassive	More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick

FIX.4.4

840

PegScope

int

N

The scope of the "related to" price of the peg (e.g. local, global etc)

▶ 4 enum values

Value	Name	Description
1	Local	Local (Exchange, ECN, ATS)
2	National	National
3	Global	Global
4	NationalExcludingLocal	National excluding local

FIX.4.4

1096

PegSecurityIDSource

String

N

Required if PegSecurityID is specified.

FIX.4.4

1097

PegSecurityID

String

N

Requires PegSecurityIDSource if specified.

FIX.4.4

1098

PegSymbol

String

N

Defines the common, 'human understood' representation of the security off whose prices the order will Peg.

FIX.4.4

1099

PegSecurityDesc

String

N

Security description of the security off whose prices the order will Peg.

FIX.4.4

◈ DiscretionInstructions [Component]

N

Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"

FIX.4.4

388

DiscretionInst

char

N

What the discretionary price is related to (e.g. primary price, display price etc)

▶ 8 enum values

Value	Name	Description
0	RelatedToDisplayedPrice	Related to displayed price
1	RelatedToMarketPrice	Related to market price
2	RelatedToPrimaryPrice	Related to primary price
3	RelatedToLocalPrimaryPrice	Related to local primary price
4	RelatedToMidpointPrice	Related to midpoint price
5	RelatedToLastTradePrice	Related to last trade price
6	RelatedToVWAP	Related to VWAP
7	AveragePriceGuarantee	Average Price Guarantee

FIX.4.4

389

DiscretionOffsetValue

float

N

Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType

FIX.4.4

841

DiscretionMoveType

int

N

Describes whether discretion price is static/fixed or floats

▶ 2 enum values

Value	Name	Description
0	Floating	Floating (default)
1	Fixed	Fixed

FIX.4.4

842

DiscretionOffsetType

int

N

Type of Discretion Offset (e.g. price offset, tick offset etc)

▶ 4 enum values

Value	Name	Description
0	Price	Price (default)
1	BasisPoints	Basis Points
2	Ticks	Ticks
3	PriceTier	Price Tier / Level

FIX.4.4

843

DiscretionLimitType

int

N

Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)

▶ 3 enum values

Value	Name	Description
0	OrBetter	Or better (default) - price improvement allowed
1	Strict	Strict - limit is a strict limit
2	OrWorse	Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)

FIX.4.4

844

DiscretionRoundDirection

int

N

If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)

▶ 2 enum values

Value	Name	Description
1	MoreAggressive	More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick
2	MorePassive	More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick

FIX.4.4

846

DiscretionScope

int

N

The scope of "related to" price of the discretion (e.g. local, global etc)

▶ 4 enum values

Value	Name	Description
1	Local	Local (Exchange, ECN, ATS)
2	National	National
3	Global	Global
4	NationalExcludingLocal	National excluding local

FIX.4.4

847

TargetStrategy

int

N

The target strategy of the order

▶ 3 enum values

Value	Name	Description
1	VWAP	VWAP
2	Participate	Participate (i.e. aim to be x percent of the market volume)
3	MininizeMarketImpact	Mininize market impact

FIX.4.4

⟳ StrategyParametersGrp [Repeating Group]

N

Strategy parameter block

FIX.4.4

957

NoStrategyParameters

NumInGroup

N

Indicates number of strategy parameters

FIX.4.4

958

StrategyParameterName

String

N

Name of parameter

FIX.4.4

959

StrategyParameterType

int

N

Datatype of the parameter.

▶ 24 enum values

Value	Name	Description
1	Int	Int
2	Length	Length
3	NumInGroup	NumInGroup
4	SeqNum	SeqNum
5	TagNum	TagNum
6	Float	Float
7	Qty	Qty
8	Price	Price
9	PriceOffset	PriceOffset
10	Amt	Amt
11	Percentage	Percentage
12	Char	Char
13	Boolean	Boolean
14	String	String
15	MultipleCharValue	MultipleCharValue
16	Currency	Currency
17	Exchange	Exchange
18	MonthYear	MonthYear
19	UTCTimestamp	UTCTimeStamp
20	UTCTimeOnly	UTCTimeOnly
21	LocalMktDate	LocalMktTime
22	UTCDateOnly	UTCDate
23	Data	Data
24	MultipleStringValue	MultipleStringValue

FIX.4.4

960

StrategyParameterValue

String

N

Value of the parameter

FIX.4.4

end StrategyParametersGrp

848

TargetStrategyParameters

String

N

For further specification of the TargetStrategy

FIX.4.4

849

ParticipationRate

Percentage

N

Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)

FIX.4.4

494

Designation

String

N

Supplementary registration information for this Order within the List

FIX.4.4

▶

LotTypeRules

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of Lot Types

FIX.5.0

char

N

Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1)

▶ 3 enum values

Value	Name	Description
1	OddLot	Odd Lot
2	RoundLot	Round Lot
3	BlockLot	Block Lot

FIX.5.0

Qty

N

Minimum lot size allowed based on lot type specified in LotType(1093)

FIX.5.0

▶

MDFullGrp

ImplicitBlockRepeating MarketData

Tag

Name

Type

Req

Description

Added

268

NoMDEntries

NumInGroup

Y

Number of entries following.

FIX.4.4

269

MDEntryType

char

Y

Must be the first field in this repeating group.

▶ 31 enum values

Value	Name	Description
0	Bid	Bid
1	Offer	Offer
2	Trade	Trade
3	IndexValue	Index Value
4	OpeningPrice	Opening Price
5	ClosingPrice	Closing Price
6	SettlementPrice	Settlement Price
7	TradingSessionHighPrice	Trading Session High Price
8	TradingSessionLowPrice	Trading Session Low Price
9	TradingSessionVWAPPrice	Trading Session VWAP Price
A	Imbalance	Imbalance
B	TradeVolume	Trade Volume
C	OpenInterest	Open Interest
D	CompositeUnderlyingPrice	Composite Underlying Price
E	SimulatedSellPrice	Simulated Sell Price
F	SimulatedBuyPrice	Simulated Buy Price
G	MarginRate	Margin Rate
H	MidPrice	Mid Price
J	EmptyBook	Empty Book
K	SettleHighPrice	Settle High Price
L	SettleLowPrice	Settle Low Price
M	PriorSettlePrice	Prior Settle Price
N	SessionHighBid	Session High Bid
O	SessionLowOffer	Session Low Offer
P	EarlyPrices	Early Prices
Q	AuctionClearingPrice	Auction Clearing Price
S	SwapValueFactor	Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
R	DailyValueAdjustmentForLongPositions	Daily value adjustment for long positions
T	CumulativeValueAdjustmentForLongPositions	Cumulative Value Adjustment for long positions
U	DailyValueAdjustmentForShortPositions	Daily Value Adjustment for Short Positions
V	CumulativeValueAdjustmentForShortPositions	Cumulative Value Adjustment for Short Positions

FIX.4.4

278

MDEntryID

String

N

Conditionally required when maintaining an order-depth book, that is, when AggregatedBook (266) is "N". allows subsequent Incremental changes to be applied using MDEntryID.

FIX.4.4

270

MDEntryPx

Price

N

Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required when MDEntryType = "auction clearing price"

FIX.4.4

int

N

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)

▶ 18 enum values

Value	Name	Description
1	Percentage	Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread (basis points spread)
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)
13	ProductTicksInHalfs	Product ticks in halfs
14	ProductTicksInFourths	Product ticks in fourths
15	ProductTicksInEights	Product ticks in eights
16	ProductTicksInSixteenths	Product ticks in sixteenths
17	ProductTicksInThirtySeconds	Product ticks in thirty-seconds
18	ProductTicksInSixtyForths	Product ticks in sixty-forths
19	ProductTicksInOneTwentyEights	Product ticks in one-twenty-eights

FIX.5.0

◈ YieldData [Component]

N

Insert here the set of YieldData (yield-related) fields defined in "Common Components of Application Messages

FIX.5.0

String

N

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Avg Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GOVTEQUIV	GvntEquivalentYield	Gvnt Equivalent Yield
GROSS	TrueGrossYield	True Gross Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark to Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield to Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
PUT	YieldToNextPut	Yield to Next Put
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1_32	YieldValueOf32nds	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

Percentage

N

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

LocalMktDate

N

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

LocalMktDate

N

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

Price

N

Price to which the yield has been calculated.

FIX.4.4

int

N

The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.

FIX.4.4

◈ SpreadOrBenchmarkCurveData [Component]

N

Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages

FIX.5.0

PriceOffset

N

For Fixed Income

FIX.4.3

Currency

N

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 12 enum values

Value	Name	Description
EONIA	EONIA	EONIA
EUREPO	EUREPO	EUREPO
Euribor	Euribor	Euribor
FutureSWAP	FutureSWAP	FutureSWAP
LIBID	LIBID	LIBID
LIBOR	LIBOR	LIBOR (London Inter-Bank Offer)
MuniAAA	MuniAAA	MuniAAA
OTHER	OTHER	OTHER
Pfandbriefe	Pfandbriefe	Pfandbriefe
SONIA	SONIA	SONIA
SWAP	SWAP	SWAP
Treasury	Treasury	Treasury

FIX.4.3

String

N

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Price

N

Specifies the price of the benchmark.

FIX.4.4

int

N

Must be present if BenchmarkPrice is used.

FIX.4.4

String

N

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

FIX.4.4

String

N

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

FIX.4.4

char

N

Used to support market mechanism type; limit order, market order, committed principal order

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.4.4

N

Can be used to specify the currency of the quoted price.

FIX.4.4

271

MDEntrySize

Qty

N

Conditionally required if MDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume (B), or Open Interest(C) conditionally required when MDEntryType = "auction clearing price"

FIX.4.4

⟳ SecSizesGrp [Repeating Group]

N

FIX.5.0

1177

NoOfSecSizes

NumInGroup

N

Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1).

FIX.5.0

1178

MDSecSizeType

int

N

Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group

▶ 1 enum values

Value	Name	Description
1	Customer	Customer

FIX.5.0

1179

MDSecSize

Qty

N

A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178).

FIX.5.0

end SecSizesGrp

char

N

Can be used to specify the lot type of the quoted size in order depth books.

▶ 3 enum values

Value	Name	Description
1	OddLot	Odd Lot
2	RoundLot	Round Lot
3	BlockLot	Block Lot

FIX.5.0

272

MDEntryDate

UTCDateOnly

N

Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

273

MDEntryTime

UTCTimeOnly

N

Time of Market Data Entry.

FIX.4.4

274

TickDirection

char

N

Direction of the "tick".

▶ 4 enum values

Value	Name	Description
0	PlusTick	Plus Tick
1	ZeroPlusTick	Zero-Plus Tick
2	MinusTick	Minus Tick
3	ZeroMinusTick	Zero-Minus Tick

FIX.4.4

275

MDMkt

Exchange

N

Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C

FIX.4.4

String

N

Identifier for Trading Session A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

326

SecurityTradingStatus

int

N

Identifies the trading status applicable to the transaction.

▶ 24 enum values

Value	Name	Description
1	OpeningDelay	Opening delay
2	TradingHalt	Trading halt
3	Resume	Resume
4	NoOpen	No Open / No Resume
5	PriceIndication	Price indication
6	TradingRangeIndication	Trading Range Indication
7	MarketImbalanceBuy	Market Imbalance Buy
8	MarketImbalanceSell	Market Imbalance Sell
9	MarketOnCloseImbalanceBuy	Market on Close Imbalance Buy
10	MarketOnCloseImbalanceSell	Market on Close Imbalance Sell
12	NoMarketImbalance	No Market Imbalance
13	NoMarketOnCloseImbalance	No Market on Close Imbalance
14	ITSPreOpening	ITS Pre-opening
15	NewPriceIndication	New Price Indication
16	TradeDisseminationTime	Trade Dissemination Time
17	ReadyToTrade	Ready to trade (start of session)
18	NotAvailableForTrading	Not available for trading (end of session)
19	NotTradedOnThisMarket	Not traded on this market
20	UnknownOrInvalid	Unknown or Invalid
21	PreOpen	Pre-open
22	OpeningRotation	Opening Rotation
23	FastMarket	Fast Market
24	PreCross	Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross
25	Cross	Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion

FIX.5.0

327

HaltReason

char

N

Denotes the reason for the Opening Delay or Trading Halt.

▶ 6 enum values

Value	Name	Description
D	NewsDissemination	News Dissemination
E	OrderInflux	Order Influx
I	OrderImbalance	Order Imbalance
M	AdditionalInformation	Additional Information
P	NewPending	New Pending
X	EquipmentChangeover	Equipment Changeover

FIX.5.0

276

QuoteCondition

MultipleStringValue

N

Space-delimited list of conditions describing a quote.

▶ 58 enum values

Value	Name	Description
A	Open	Open/Active
B	Closed	Closed/Inactive
C	ExchangeBest	Exchange Best
D	ConsolidatedBest	Consolidated Best
E	Locked	Locked
F	Crossed	Crossed
G	Depth	Depth
H	FastTrading	Fast Trading
I	NonFirm	Non-Firm
L	Manual	Manual/Slow Quote
J	OutrightPrice	Outright Price
K	ImpliedPrice	Implied Price
M	DepthOnOffer	Depth on Offer
N	DepthOnBid	Depth on Bid
O	Closing	Closing
P	NewsDissemination	News Dissemination
Q	TradingRange	Trading Range
R	OrderInflux	Order Influx
S	DueToRelated	Due to Related
T	NewsPending	News Pending
U	AdditionalInfo	Additional Info
V	AdditionalInfoDueToRelated	Additional Info due to related
W	Resume	Resume
X	ViewOfCommon	View of Common
Y	VolumeAlert	Volume Alert
Z	OrderImbalance	Order Imbalance
a	EquipmentChangeover	Equipment Changeover
b	NoOpen	No Open / No Resume
c	RegularETH	Regular ETH
d	AutomaticExecution	Automatic Execution
e	AutomaticExecutionETH	Automatic Execution ETH
f	FastMarketETH	Fast Market ETH
g	InactiveETH	Inactive ETH
h	Rotation	Rotation
i	RotationETH	Rotation ETH
j	Halt	Halt
k	HaltETH	Halt ETH
l	DueToNewsDissemination	Due to News Dissemination
m	DueToNewsPending	Due to News Pending
n	TradingResume	Trading Resume
o	OutOfSequence	Out of Sequence
p	BidSpecialist	Bid Specialist
q	OfferSpecialist	Offer Specialist
r	BidOfferSpecialist	Bid Offer Specialist
s	EndOfDaySAM	End of Day SAM
t	ForbiddenSAM	Forbidden SAM
u	FrozenSAM	Frozen SAM
v	PreOpeningSAM	PreOpening SAM
w	OpeningSAM	Opening SAM
x	OpenSAM	Open SAM
y	SurveillanceSAM	Surveillance SAM
z	SuspendedSAM	Suspended SAM
0	ReservedSAM	Reserved SAM
1	NoActiveSAM	No Active SAM
2	Restricted	Restricted
3	RestOfBookVWAP	Rest of Book VWAP
4	BetterPricesInConditionalOrders	Better Prices in Conditional Orders
5	MedianPrice	Median Price

FIX.4.4

277

TradeCondition

MultipleStringValue

N

Space-delimited list of conditions describing a trade

▶ 77 enum values

Value	Name	Description
A	Cash	Cash (only) Market
B	AveragePriceTrade	Average Price Trade
C	CashTrade	Cash Trade (same day clearing)
D	NextDay	Next Day (only)Market
E	Opening	Opening/Reopening Trade Detail
F	IntradayTradeDetail	Intraday Trade Detail
G	Rule127Trade	Rule 127 Trade (NYSE)
H	Rule155Trade	Rule 155 Trade (AMEX)
I	SoldLast	Sold Last (late reporting)
J	NextDayTrade	Next Day Trade (next day clearing)
K	Opened	Opened (late report of opened trade)
L	Seller	Seller
M	Sold	Sold (out of sequence)
N	StoppedStock	Stopped Stock (guarantee of price but does not execute the order)
P	ImbalanceMoreBuyers	Imbalance More Buyers (cannot be used in combination with Q)
Q	ImbalanceMoreSellers	Imbalance More Sellers (cannot be used in combination with P)
R	OpeningPrice	Opening Price
S	BargainCondition	Bargain Condition (LSE)
T	ConvertedPriceIndicator	Converted Price Indicator
U	ExchangeLast	Exchange Last
V	FinalPriceOfSession	Final Price of Session
W	ExPit	Ex-pit
X	Crossed	Crossed
Y	TradesResultingFromManual	Trades resulting from manual/slow quote
Z	TradesResultingFromIntermarketSweep	Trades resulting from intermarket sweep
a	VolumeOnly	Volume Only
b	DirectPlus	Direct Plus
c	Acquisition	Acquisition
d	Bunched	Bunched
e	Distribution	Distribution
f	BunchedSale	Bunched Sale
g	SplitTrade	Split Trade
h	CancelStopped	Cancel Stopped
i	CancelETH	Cancel ETH
j	CancelStoppedETH	Cancel Stopped ETH
k	OutOfSequenceETH	Out of Sequence ETH
l	CancelLastETH	Cancel Last ETH
m	SoldLastSaleETH	Sold Last Sale ETH
n	CancelLast	Cancel Last
o	SoldLastSale	Sold Last Sale
p	CancelOpen	Cancel Open
q	CancelOpenETH	Cancel Open ETH
r	OpenedSaleETH	Opened Sale ETH
s	CancelOnly	Cancel Only
t	CancelOnlyETH	Cancel Only ETH
u	LateOpenETH	Late Open ETH
v	AutoExecutionETH	Auto Execution ETH
w	Reopen	Reopen
x	ReopenETH	Reopen ETH
y	Adjusted	Adjusted
z	AdjustedETH	Adjusted ETH
AA	Spread	Spread
AB	SpreadETH	Spread ETH
AC	Straddle	Straddle
AD	StraddleETH	Straddle ETH
AE	Stopped	Stopped
AF	StoppedETH	Stopped ETH
AG	RegularETH	Regular ETH
AH	Combo	Combo
AI	ComboETH	Combo ETH
AJ	OfficialClosingPrice	Official Closing Price
AK	PriorReferencePrice	Prior Reference Price
0	Cancel	Cancel
AL	StoppedSoldLast	Stopped Sold Last
AM	StoppedOutOfSequence	Stopped Out of Sequence
AN	OfficalClosingPrice	Offical Closing Price (duplicate enumeration - use 'AJ' instead)
AO	CrossedOld	Crossed (duplicate enumeration - use 'X' instead)
AP	FastMarket	Fast Market
AQ	AutomaticExecution	Automatic Execution
AR	FormT	Form T
AS	BasketIndex	Basket Index
AT	BurstBasket	Burst Basket
AV	OutsideSpread	Outside Spread
1	ImpliedTrade	Implied Trade
2	MarketplaceEnteredTrade	Marketplace entered trade
3	MultAssetClassMultilegTrade	Mult Asset Class Multileg Trade
4	MultilegToMultilegTrade	Multileg-to-Multileg Trade

FIX.4.4

282

MDEntryOriginator

String

N

Originator of a Market Data Entry

FIX.4.4

283

LocationID

String

N

Identification of a Market Maker's location

FIX.4.4

284

DeskID

String

N

Identification of a Market Maker's desk

FIX.4.4

286

OpenCloseSettlFlag

MultipleCharValue

N

Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).

▶ 6 enum values

Value	Name	Description
0	DailyOpen	Daily Open / Close / Settlement entry
1	SessionOpen	Session Open / Close / Settlement entry
2	DeliverySettlementEntry	Delivery Settlement entry
3	ExpectedEntry	Expected entry
4	EntryFromPreviousBusinessDay	Entry from previous business day
5	TheoreticalPriceValue	Theoretical Price value

FIX.4.4

char

N

For optional use when this Bid or Offer represents an order

▶ 10 enum values

Value	Name	Description
0	Day	Day (or session)
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate Or Cancel (IOC)
4	FillOrKill	Fill Or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date (GTD)
7	AtTheClose	At the Close
8	GoodThroughCrossing	Good Through Crossing
9	AtCrossing	At Crossing

FIX.4.4

432

ExpireDate

LocalMktDate

N

For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

FIX.4.4

UTCTimestamp

N

For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

FIX.4.4

Qty

N

For optional use when this Bid or Offer represents an order

FIX.4.4

MultipleCharValue

N

Can contain multiple instructions, space delimited.

▶ 56 enum values

Value	Name	Description
0	StayOnOfferSide	Stay on offer side
1	NotHeld	Not held
2	Work	Work
3	GoAlong	Go along
4	OverTheDay	Over the day
5	Held	Held
6	ParticipateDoNotInitiate	Participate don't initiate
7	StrictScale	Strict scale
8	TryToScale	Try to scale
9	StayOnBidSide	Stay on bid side
A	NoCross	No cross (cross is forbidden)
B	OKToCross	OK to cross
C	CallFirst	Call first
D	PercentOfVolume	Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E	DoNotIncrease	Do not increase - DNI
F	DoNotReduce	Do not reduce - DNR
G	AllOrNone	All or none - AON
H	ReinstateOnSystemFailure	Reinstate on system failure (mutually exclusive with Q and l)
I	InstitutionsOnly	Institutions only
J	ReinstateOnTradingHalt	Reinstate on Trading Halt (mutually exclusive with K and m)
K	CancelOnTradingHalt	Cancel on Trading Halt (mutually exclusive with J and m)
L	LastPeg	Last peg (last sale)
M	MidPricePeg	Mid-price peg (midprice of inside quote)
N	NonNegotiable	Non-negotiable
O	OpeningPeg	Opening peg
P	MarketPeg	Market peg
Q	CancelOnSystemFailure	Cancel on system failure (mutually exclusive with H and l)
R	PrimaryPeg	Primary peg (primary market - buy at bid/sell at offer)
S	Suspend	Suspend
T	FixedPegToLocalBestBidOrOfferAtTimeOfOrder	Fixed Peg to Local best bid or offer at time of order
U	CustomerDisplayInstruction	Customer Display Instruction (Rule 11Ac1-1/4)
V	Netting	Netting (for Forex)
W	PegToVWAP	Peg to VWAP
X	TradeAlong	Trade Along
Y	TryToStop	Try To Stop
Z	CancelIfNotBest	Cancel if not best
a	TrailingStopPeg	Trailing Stop Peg
b	StrictLimit	Strict Limit (No price improvement)
c	IgnorePriceValidityChecks	Ignore Price Validity Checks
d	PegToLimitPrice	Peg to Limit Price
e	WorkToTargetStrategy	Work to Target Strategy
f	IntermarketSweep	Intermarket Sweep
g	ExternalRoutingAllowed	External Routing Allowed
h	ExternalRoutingNotAllowed	External Routing Not Allowed
i	ImbalanceOnly	Imbalance Only
j	SingleExecutionRequestedForBlockTrade	Single execution requested for block trade
k	BestExecution	Best Execution
l	SuspendOnSystemFailure	Suspend on system failure (mutually exclusive with H and Q)
m	SuspendOnTradingHalt	Suspend on Trading Halt (mutually exclusive with J and K)
n	ReinstateOnConnectionLoss	Reinstate on connection loss (mutually exclusive with o and p)
o	CancelOnConnectionLoss	Cancel on connection loss (mutually exclusive with n and p)
p	SuspendOnConnectionLoss	Suspend on connection loss (mutually exclusive with n and o)
q	ReleaseFromSuspension	Release from suspension (mutually exclusive with S)
r	ExecuteAsDeltaNeutral	Execute as delta neutral using volatility provided
s	ExecuteAsDurationNeutral	Execute as duration neutral
t	ExecuteAsFXNeutral	Execute as FX neutral

FIX.4.4

287

SellerDays

int

N

Specifies the number of days that may elapse before delivery of the security

FIX.4.4

String

N

For optional use when this Bid, Offer, or Trade represents an order

FIX.4.4

String

N

For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id.

FIX.4.4

String

N

For optional use when this Bid, Offer, or Trade represents a quote

FIX.4.4

288

MDEntryBuyer

String

N

For optional use in reporting Trades

FIX.4.4

289

MDEntrySeller

String

N

For optional use in reporting Trades

FIX.4.4

346

NumberOfOrders

int

N

In an Aggregated Book, used to show how many individual orders make up an MDEntry

FIX.4.4

290

MDEntryPositionNo

int

N

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1

FIX.4.4

546

Scope

MultipleCharValue

N

Specifies the market scope of the a market data.

▶ 3 enum values

Value	Name	Description
1	LocalMarket	Local Market (Exchange, ECN, ATS)
2	National	National
3	Global	Global

FIX.4.4

811

PriceDelta

float

N

The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0.

FIX.4.4

String

N

Text to describe the Market Data Entry. Part of repeating group.

FIX.4.4

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.4

1023

MDPriceLevel

int

N

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1

FIX.4.4

char

N

Designates the capacity of the firm placing the order

▶ 6 enum values

Value	Name	Description
A	Agency	Agency
G	Proprietary	Proprietary
I	Individual	Individual
P	Principal	Principal (Note for CMS purposes, "Principal" includes "Proprietary")
R	RisklessPrincipal	Riskless Principal
W	AgentForOtherMember	Agent for Other Member

FIX.4.4

1024

MDOriginType

int

N

Used to describe the origin of an entry in the book

▶ 3 enum values

Value	Name	Description
0	Book	Book
1	OffBook	Off-Book
2	Cross	Cross

FIX.4.4

332

HighPx

Price

N

Used to report high price in association with trade, bid or ask rather than a separate entity

FIX.4.4

333

LowPx

Price

N

Used to report low price in association with trade, bid or ask rather than a separate entitty

FIX.4.4

1020

TradeVolume

Qty

N

Used to report trade volume in association with trade, bid or ask rather than a separate entity

FIX.4.4

String

N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. 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.

▶ 12 enum values

Value	Name	Description
0	Regular	Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1	Cash	Cash (TOD / T+0)
2	NextDay	Next Day (TOM / T+1)
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When And If Issued
8	SellersOption	Sellers Option
9	TPlus5	T+5
B	BrokenDate	Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C	FXSpotNextSettlement	FX Spot Next settlement (Spot+1, aka next day)

FIX.4.4

LocalMktDate

N

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)

FIX.4.4

1070

MDQuoteType

int

N

Identifies market data quote type.

▶ 5 enum values

Value	Name	Description
0	Indicative	Indicative
1	Tradeable	Tradeable
2	RestrictedTradeable	Restricted Tradeable
3	Counter	Counter
4	IndicativeAndTradeable	Indicative and Tradeable

FIX.4.4

int

N

Used to identify the sequence number within a feed type

FIX.4.4

1048

DealingCapacity

PriceOffset

N

Identifies role of dealer; Agent, Principal, RisklessPrincipal

FIX.4.4

1026

MDEntrySpotRate

float

N

The spot rate for an FX entry

FIX.4.4

1027

MDEntryForwardPoints

PriceOffset

N

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

FIX.4.4

⟳ Parties [Repeating Group]

N

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

String

N

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 80 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foriegn Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity
79	PrimeBroker	Prime Broker providing General Trade Services
80	StepOutFirm	Step-Out Firm (Prime Broker)
81	BrokerClearingID	BrokerClearingID

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

end PtysSubGrp

end Parties

▶

MDIncGrp

ImplicitBlockRepeating MarketData

Tag

Name

Type

Req

Description

Added

268

NoMDEntries

NumInGroup

Y

Number of entries following.

FIX.4.4

279

MDUpdateAction

char

Y

Must be first field in this repeating group.

▶ 6 enum values

Value	Name	Description
0	New	New
1	Change	Change
2	Delete	Delete
3	DeleteThru	Delete Thru
4	DeleteFrom	Delete From
5	Overlay	Overlay

FIX.4.4

285

DeleteReason

char

N

If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion.

▶ 2 enum values

Value	Name	Description
0	Cancellation	Cancellation / Trade Bust
1	Error	Error

FIX.4.4

1173

MDSubBookType

int

N

Can be used to define a subordinate book.

FIX.5.0

int

N

Can be used to define the current depth of the book.

FIX.5.0

269

MDEntryType

char

N

Conditionally required if MDUpdateAction = New(0). Cannot be changed.

▶ 31 enum values

Value	Name	Description
0	Bid	Bid
1	Offer	Offer
2	Trade	Trade
3	IndexValue	Index Value
4	OpeningPrice	Opening Price
5	ClosingPrice	Closing Price
6	SettlementPrice	Settlement Price
7	TradingSessionHighPrice	Trading Session High Price
8	TradingSessionLowPrice	Trading Session Low Price
9	TradingSessionVWAPPrice	Trading Session VWAP Price
A	Imbalance	Imbalance
B	TradeVolume	Trade Volume
C	OpenInterest	Open Interest
D	CompositeUnderlyingPrice	Composite Underlying Price
E	SimulatedSellPrice	Simulated Sell Price
F	SimulatedBuyPrice	Simulated Buy Price
G	MarginRate	Margin Rate
H	MidPrice	Mid Price
J	EmptyBook	Empty Book
K	SettleHighPrice	Settle High Price
L	SettleLowPrice	Settle Low Price
M	PriorSettlePrice	Prior Settle Price
N	SessionHighBid	Session High Bid
O	SessionLowOffer	Session Low Offer
P	EarlyPrices	Early Prices
Q	AuctionClearingPrice	Auction Clearing Price
S	SwapValueFactor	Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
R	DailyValueAdjustmentForLongPositions	Daily value adjustment for long positions
T	CumulativeValueAdjustmentForLongPositions	Cumulative Value Adjustment for long positions
U	DailyValueAdjustmentForShortPositions	Daily Value Adjustment for Short Positions
V	CumulativeValueAdjustmentForShortPositions	Cumulative Value Adjustment for Short Positions

FIX.4.4

278

MDEntryID

String

N

If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified..

FIX.4.4

280

MDEntryRefID

String

N

If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID.

FIX.4.4

◈ Instrument [Component]

N

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Either Symbol (the instrument component block) or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, StrikePrice, OptAttribute, and SecurityExchange. May not be changed.

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlyings

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Must be provided if Number of underlyings > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

end UndInstrmtGrp

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of legs

FIX.4.4

◈ InstrumentLeg [Component]

N

Must be provided if Number of legs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

end InstrmtLegGrp

291

FinancialStatus

MultipleCharValue

N

Identifies a firm's or a security's financial status

▶ 3 enum values

Value	Name	Description
1	Bankrupt	Bankrupt
2	PendingDelisting	Pending delisting
3	Restricted	Restricted

FIX.4.4

292

CorporateAction

MultipleCharValue

N

Identifies the type of Corporate Action.

▶ 23 enum values

Value	Name	Description
A	ExDividend	Ex-Dividend
B	ExDistribution	Ex-Distribution
C	ExRights	Ex-Rights
D	New	New
E	ExInterest	Ex-Interest
F	CashDividend	Cash Dividend
G	StockDividend	Stock Dividend
H	NonIntegerStockSplit	Non-Integer Stock Split
I	ReverseStockSplit	Reverse Stock Split
J	StandardIntegerStockSplit	Standard-Integer Stock Split
K	PositionConsolidation	Position Consolidation
L	LiquidationReorganization	Liquidation Reorganization
M	MergerReorganization	Merger Reorganization
N	RightsOffering	Rights Offering
O	ShareholderMeeting	Shareholder Meeting
P	Spinoff	Spinoff
Q	TenderOffer	Tender Offer
R	Warrant	Warrant
S	SpecialAction	Special Action
T	SymbolConversion	Symbol Conversion
U	CUSIP	CUSIP / Name Change
V	LeapRollover	Leap Rollover
W	SuccessionEvent	Succession Event

FIX.4.4

270

MDEntryPx

Price

N

Conditionally required when MDUpdateAction = New(0) and MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest (C). Conditionally required when MDEntryType = "auction clearing price"

FIX.4.4

int

N

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)

▶ 18 enum values

Value	Name	Description
1	Percentage	Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread (basis points spread)
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)
13	ProductTicksInHalfs	Product ticks in halfs
14	ProductTicksInFourths	Product ticks in fourths
15	ProductTicksInEights	Product ticks in eights
16	ProductTicksInSixteenths	Product ticks in sixteenths
17	ProductTicksInThirtySeconds	Product ticks in thirty-seconds
18	ProductTicksInSixtyForths	Product ticks in sixty-forths
19	ProductTicksInOneTwentyEights	Product ticks in one-twenty-eights

FIX.5.0

◈ YieldData [Component]

N

Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages

FIX.5.0

String

N

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Avg Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GOVTEQUIV	GvntEquivalentYield	Gvnt Equivalent Yield
GROSS	TrueGrossYield	True Gross Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark to Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield to Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
PUT	YieldToNextPut	Yield to Next Put
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1_32	YieldValueOf32nds	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

Percentage

N

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

LocalMktDate

N

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

LocalMktDate

N

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

Price

N

Price to which the yield has been calculated.

FIX.4.4

int

N

The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.

FIX.4.4

◈ SpreadOrBenchmarkCurveData [Component]

N

Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages

FIX.5.0

PriceOffset

N

For Fixed Income

FIX.4.3

Currency

N

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 12 enum values

Value	Name	Description
EONIA	EONIA	EONIA
EUREPO	EUREPO	EUREPO
Euribor	Euribor	Euribor
FutureSWAP	FutureSWAP	FutureSWAP
LIBID	LIBID	LIBID
LIBOR	LIBOR	LIBOR (London Inter-Bank Offer)
MuniAAA	MuniAAA	MuniAAA
OTHER	OTHER	OTHER
Pfandbriefe	Pfandbriefe	Pfandbriefe
SONIA	SONIA	SONIA
SWAP	SWAP	SWAP
Treasury	Treasury	Treasury

FIX.4.3

String

N

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Price

N

Specifies the price of the benchmark.

FIX.4.4

int

N

Must be present if BenchmarkPrice is used.

FIX.4.4

String

N

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

FIX.4.4

String

N

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

FIX.4.4

char

N

Used to support market mechanism type; limit order, market order, committed principal order

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.4.4

N

Can be used to specify the currency of the quoted price.

FIX.4.4

271

MDEntrySize

Qty

N

Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume(B), or Open Interest(C). Conditionally required when MDEntryType = "auction clearing price"

FIX.4.4

⟳ SecSizesGrp [Repeating Group]

N

FIX.5.0

1177

NoOfSecSizes

NumInGroup

N

Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1).

FIX.5.0

1178

MDSecSizeType

int

N

Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group

▶ 1 enum values

Value	Name	Description
1	Customer	Customer

FIX.5.0

1179

MDSecSize

Qty

N

A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178).

FIX.5.0

end SecSizesGrp

char

N

Can be used to specify the lot type of the quoted size in order depth books.

▶ 3 enum values

Value	Name	Description
1	OddLot	Odd Lot
2	RoundLot	Round Lot
3	BlockLot	Block Lot

FIX.5.0

272

MDEntryDate

UTCDateOnly

N

Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

273

MDEntryTime

UTCTimeOnly

N

Time of Market Data Entry.

FIX.4.4

274

TickDirection

char

N

Direction of the "tick".

▶ 4 enum values

Value	Name	Description
0	PlusTick	Plus Tick
1	ZeroPlusTick	Zero-Plus Tick
2	MinusTick	Minus Tick
3	ZeroMinusTick	Zero-Minus Tick

FIX.4.4

275

MDMkt

Exchange

N

Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C

FIX.4.4

String

N

Identifier for Trading Session A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

326

SecurityTradingStatus

int

N

Identifies the trading status applicable to the transaction.

▶ 24 enum values

Value	Name	Description
1	OpeningDelay	Opening delay
2	TradingHalt	Trading halt
3	Resume	Resume
4	NoOpen	No Open / No Resume
5	PriceIndication	Price indication
6	TradingRangeIndication	Trading Range Indication
7	MarketImbalanceBuy	Market Imbalance Buy
8	MarketImbalanceSell	Market Imbalance Sell
9	MarketOnCloseImbalanceBuy	Market on Close Imbalance Buy
10	MarketOnCloseImbalanceSell	Market on Close Imbalance Sell
12	NoMarketImbalance	No Market Imbalance
13	NoMarketOnCloseImbalance	No Market on Close Imbalance
14	ITSPreOpening	ITS Pre-opening
15	NewPriceIndication	New Price Indication
16	TradeDisseminationTime	Trade Dissemination Time
17	ReadyToTrade	Ready to trade (start of session)
18	NotAvailableForTrading	Not available for trading (end of session)
19	NotTradedOnThisMarket	Not traded on this market
20	UnknownOrInvalid	Unknown or Invalid
21	PreOpen	Pre-open
22	OpeningRotation	Opening Rotation
23	FastMarket	Fast Market
24	PreCross	Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross
25	Cross	Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion

FIX.5.0

327

HaltReason

char

N

Denotes the reason for the Opening Delay or Trading Halt.

▶ 6 enum values

Value	Name	Description
D	NewsDissemination	News Dissemination
E	OrderInflux	Order Influx
I	OrderImbalance	Order Imbalance
M	AdditionalInformation	Additional Information
P	NewPending	New Pending
X	EquipmentChangeover	Equipment Changeover

FIX.5.0

276

QuoteCondition

MultipleStringValue

N

Space-delimited list of conditions describing a quote.

▶ 58 enum values

Value	Name	Description
A	Open	Open/Active
B	Closed	Closed/Inactive
C	ExchangeBest	Exchange Best
D	ConsolidatedBest	Consolidated Best
E	Locked	Locked
F	Crossed	Crossed
G	Depth	Depth
H	FastTrading	Fast Trading
I	NonFirm	Non-Firm
L	Manual	Manual/Slow Quote
J	OutrightPrice	Outright Price
K	ImpliedPrice	Implied Price
M	DepthOnOffer	Depth on Offer
N	DepthOnBid	Depth on Bid
O	Closing	Closing
P	NewsDissemination	News Dissemination
Q	TradingRange	Trading Range
R	OrderInflux	Order Influx
S	DueToRelated	Due to Related
T	NewsPending	News Pending
U	AdditionalInfo	Additional Info
V	AdditionalInfoDueToRelated	Additional Info due to related
W	Resume	Resume
X	ViewOfCommon	View of Common
Y	VolumeAlert	Volume Alert
Z	OrderImbalance	Order Imbalance
a	EquipmentChangeover	Equipment Changeover
b	NoOpen	No Open / No Resume
c	RegularETH	Regular ETH
d	AutomaticExecution	Automatic Execution
e	AutomaticExecutionETH	Automatic Execution ETH
f	FastMarketETH	Fast Market ETH
g	InactiveETH	Inactive ETH
h	Rotation	Rotation
i	RotationETH	Rotation ETH
j	Halt	Halt
k	HaltETH	Halt ETH
l	DueToNewsDissemination	Due to News Dissemination
m	DueToNewsPending	Due to News Pending
n	TradingResume	Trading Resume
o	OutOfSequence	Out of Sequence
p	BidSpecialist	Bid Specialist
q	OfferSpecialist	Offer Specialist
r	BidOfferSpecialist	Bid Offer Specialist
s	EndOfDaySAM	End of Day SAM
t	ForbiddenSAM	Forbidden SAM
u	FrozenSAM	Frozen SAM
v	PreOpeningSAM	PreOpening SAM
w	OpeningSAM	Opening SAM
x	OpenSAM	Open SAM
y	SurveillanceSAM	Surveillance SAM
z	SuspendedSAM	Suspended SAM
0	ReservedSAM	Reserved SAM
1	NoActiveSAM	No Active SAM
2	Restricted	Restricted
3	RestOfBookVWAP	Rest of Book VWAP
4	BetterPricesInConditionalOrders	Better Prices in Conditional Orders
5	MedianPrice	Median Price

FIX.4.4

277

TradeCondition

MultipleStringValue

N

Space-delimited list of conditions describing a trade

▶ 77 enum values

Value	Name	Description
A	Cash	Cash (only) Market
B	AveragePriceTrade	Average Price Trade
C	CashTrade	Cash Trade (same day clearing)
D	NextDay	Next Day (only)Market
E	Opening	Opening/Reopening Trade Detail
F	IntradayTradeDetail	Intraday Trade Detail
G	Rule127Trade	Rule 127 Trade (NYSE)
H	Rule155Trade	Rule 155 Trade (AMEX)
I	SoldLast	Sold Last (late reporting)
J	NextDayTrade	Next Day Trade (next day clearing)
K	Opened	Opened (late report of opened trade)
L	Seller	Seller
M	Sold	Sold (out of sequence)
N	StoppedStock	Stopped Stock (guarantee of price but does not execute the order)
P	ImbalanceMoreBuyers	Imbalance More Buyers (cannot be used in combination with Q)
Q	ImbalanceMoreSellers	Imbalance More Sellers (cannot be used in combination with P)
R	OpeningPrice	Opening Price
S	BargainCondition	Bargain Condition (LSE)
T	ConvertedPriceIndicator	Converted Price Indicator
U	ExchangeLast	Exchange Last
V	FinalPriceOfSession	Final Price of Session
W	ExPit	Ex-pit
X	Crossed	Crossed
Y	TradesResultingFromManual	Trades resulting from manual/slow quote
Z	TradesResultingFromIntermarketSweep	Trades resulting from intermarket sweep
a	VolumeOnly	Volume Only
b	DirectPlus	Direct Plus
c	Acquisition	Acquisition
d	Bunched	Bunched
e	Distribution	Distribution
f	BunchedSale	Bunched Sale
g	SplitTrade	Split Trade
h	CancelStopped	Cancel Stopped
i	CancelETH	Cancel ETH
j	CancelStoppedETH	Cancel Stopped ETH
k	OutOfSequenceETH	Out of Sequence ETH
l	CancelLastETH	Cancel Last ETH
m	SoldLastSaleETH	Sold Last Sale ETH
n	CancelLast	Cancel Last
o	SoldLastSale	Sold Last Sale
p	CancelOpen	Cancel Open
q	CancelOpenETH	Cancel Open ETH
r	OpenedSaleETH	Opened Sale ETH
s	CancelOnly	Cancel Only
t	CancelOnlyETH	Cancel Only ETH
u	LateOpenETH	Late Open ETH
v	AutoExecutionETH	Auto Execution ETH
w	Reopen	Reopen
x	ReopenETH	Reopen ETH
y	Adjusted	Adjusted
z	AdjustedETH	Adjusted ETH
AA	Spread	Spread
AB	SpreadETH	Spread ETH
AC	Straddle	Straddle
AD	StraddleETH	Straddle ETH
AE	Stopped	Stopped
AF	StoppedETH	Stopped ETH
AG	RegularETH	Regular ETH
AH	Combo	Combo
AI	ComboETH	Combo ETH
AJ	OfficialClosingPrice	Official Closing Price
AK	PriorReferencePrice	Prior Reference Price
0	Cancel	Cancel
AL	StoppedSoldLast	Stopped Sold Last
AM	StoppedOutOfSequence	Stopped Out of Sequence
AN	OfficalClosingPrice	Offical Closing Price (duplicate enumeration - use 'AJ' instead)
AO	CrossedOld	Crossed (duplicate enumeration - use 'X' instead)
AP	FastMarket	Fast Market
AQ	AutomaticExecution	Automatic Execution
AR	FormT	Form T
AS	BasketIndex	Basket Index
AT	BurstBasket	Burst Basket
AV	OutsideSpread	Outside Spread
1	ImpliedTrade	Implied Trade
2	MarketplaceEnteredTrade	Marketplace entered trade
3	MultAssetClassMultilegTrade	Mult Asset Class Multileg Trade
4	MultilegToMultilegTrade	Multileg-to-Multileg Trade

FIX.4.4

828

TrdType

int

N

For optional use in reporting Trades

▶ 55 enum values

Value	Name	Description
0	RegularTrade	Regular Trade
1	BlockTrade	Block Trade
2	EFP	EFP (Exchange for physical)
3	Transfer	Transfer
4	LateTrade	Late Trade
5	TTrade	T Trade
6	WeightedAveragePriceTrade	Weighted Average Price Trade
7	BunchedTrade	Bunched Trade
8	LateBunchedTrade	Late Bunched Trade
9	PriorReferencePriceTrade	Prior Reference Price Trade
10	AfterHoursTrade	After Hours Trade
11	ExchangeForRisk	Exchange for Risk (EFR)
12	ExchangeForSwap	Exchange for Swap (EFS )
13	ExchangeOfFuturesFor	Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini)
14	ExchangeOfOptionsForOptions	Exchange of Options for Options (EOO)
15	TradingAtSettlement	Trading at Settlement
16	AllOrNone	All or None
17	FuturesLargeOrderExecution	Futures Large Order Execution
18	ExchangeOfFuturesForFutures	Exchange of Futures for Futures (external market) (EFF)
19	OptionInterimTrade	Option Interim Trade
20	OptionCabinetTrade	Option Cabinet Trade
22	PrivatelyNegotiatedTrades	Privately Negotiated Trades
23	SubstitutionOfFuturesForForwards	Substitution of Futures for Forwards
48	NonStandardSettlement	Non-standard settlement
49	DerivativeRelatedTransaction	Derivative Related Transaction
50	PortfolioTrade	Portfolio Trade
51	VolumeWeightedAverageTrade	Volume Weighted Average Trade
52	ExchangeGrantedTrade	Exchange Granted Trade
53	RepurchaseAgreement	Repurchase Agreement
54	OTC	OTC
55	ExchangeBasisFacility	Exchange Basis Facility (EBF)
24	ErrorTrade	Error trade
25	SpecialCumDividend	Special cum dividend (CD)
26	SpecialExDividend	Special ex dividend (XD)
27	SpecialCumCoupon	Special cum coupon (CC)
28	SpecialExCoupon	Special ex coupon (XC)
29	CashSettlement	Cash settlement (CS)
30	SpecialPrice	Special price (usually net- or all-in price) (SP)
31	GuaranteedDelivery	Guaranteed delivery (GD)
32	SpecialCumRights	Special cum rights (CR)
33	SpecialExRights	Special ex rights (XR)
34	SpecialCumCapitalRepayments	Special cum capital repayments (CP)
35	SpecialExCapitalRepayments	Special ex capital repayments (XP)
36	SpecialCumBonus	Special cum bonus (CB)
37	SpecialExBonus	Special ex bonus (XB)
38	LargeTrade	Block trade (same as large trade)
39	WorkedPrincipalTrade	Worked principal trade (UK-specific)
40	BlockTrades	Block Trades - after market
41	NameChange	Name change
42	PortfolioTransfer	Portfolio transfer
43	ProrogationBuy	Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price
44	ProrogationSell	Prorogation sell - see prorogation buy
45	OptionExercise	Option exercise
46	DeltaNeutralTransaction	Delta neutral transaction
47	FinancingTransaction	Financing transaction (includes repo and stock lending)

FIX.5.0

String

N

For optional use in reporting Trades

▶ 26 enum values

Value	Name	Description
1	OnePartyTradeReport	One-Party Trade Report (privately negotiated trade)
2	TwoPartyTradeReport	Two-Party Trade Report (privately negotiated trade)
3	ConfirmedTradeReport	Confirmed Trade Report (reporting from recognized markets)
4	AutoMatch	Auto-match
5	CrossAuction	Cross Auction
6	CounterOrderSelection	Counter-Order Selection
7	CallAuction	Call Auction
8	Issuing	Issuing/Buy Back Auction
M3	ACTAcceptedTrade	ACT Accepted Trade
M4	ACTDefaultTrade	ACT Default Trade
M5	ACTDefaultAfterM2	ACT Default After M2
M6	ACTM6Match	ACT M6 Match
A1	ExactMatchPlus4BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2	ExactMatchPlus4Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3	ExactMatchPlus2BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4	ExactMatchPlus2Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5	ExactMatchPlusExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ	StampedAdvisoriesOrSpecialistAccepts	Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1	A1ExactMatchSummarizedQuantity	Summarized match using A1 exact match criteria except quantity is summaried
S2	A2ExactMatchSummarizedQuantity	Summarized match using A2 exact match criteria except quantity is summarized
S3	A3ExactMatchSummarizedQuantity	Summarized match using A3 exact match criteria except quantity is summarized
S4	A4ExactMatchSummarizedQuantity	Summarized match using A4 exact match criteria except quantity is summarized
S5	A5ExactMatchSummarizedQuantity	Summarized match using A5 exact match criteria except quantity is summarized
M1	ExactMatchMinusBadgesTimes	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2	SummarizedMatchMinusBadgesTimes	Summarized match minus badges and times: ACT M2 Match
MT	OCSLockedIn	OCS Locked In: Non-ACT

FIX.5.0

282

MDEntryOriginator

String

N

Originator of a Market Data Entry

FIX.4.4

283

LocationID

String

N

Identification of a Market Maker's location

FIX.4.4

284

DeskID

String

N

Identification of a Market Maker's desk

FIX.4.4

286

OpenCloseSettlFlag

MultipleCharValue

N

Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).

▶ 6 enum values

Value	Name	Description
0	DailyOpen	Daily Open / Close / Settlement entry
1	SessionOpen	Session Open / Close / Settlement entry
2	DeliverySettlementEntry	Delivery Settlement entry
3	ExpectedEntry	Expected entry
4	EntryFromPreviousBusinessDay	Entry from previous business day
5	TheoreticalPriceValue	Theoretical Price value

FIX.4.4

char

N

For optional use when this Bid or Offer represents an order

▶ 10 enum values

Value	Name	Description
0	Day	Day (or session)
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate Or Cancel (IOC)
4	FillOrKill	Fill Or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date (GTD)
7	AtTheClose	At the Close
8	GoodThroughCrossing	Good Through Crossing
9	AtCrossing	At Crossing

FIX.4.4

432

ExpireDate

LocalMktDate

N

For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

FIX.4.4

UTCTimestamp

N

For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry.

FIX.4.4

Qty

N

For optional use when this Bid or Offer represents an order

FIX.4.4

MultipleCharValue

N

Can contain multiple instructions, space delimited.

▶ 56 enum values

Value	Name	Description
0	StayOnOfferSide	Stay on offer side
1	NotHeld	Not held
2	Work	Work
3	GoAlong	Go along
4	OverTheDay	Over the day
5	Held	Held
6	ParticipateDoNotInitiate	Participate don't initiate
7	StrictScale	Strict scale
8	TryToScale	Try to scale
9	StayOnBidSide	Stay on bid side
A	NoCross	No cross (cross is forbidden)
B	OKToCross	OK to cross
C	CallFirst	Call first
D	PercentOfVolume	Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E	DoNotIncrease	Do not increase - DNI
F	DoNotReduce	Do not reduce - DNR
G	AllOrNone	All or none - AON
H	ReinstateOnSystemFailure	Reinstate on system failure (mutually exclusive with Q and l)
I	InstitutionsOnly	Institutions only
J	ReinstateOnTradingHalt	Reinstate on Trading Halt (mutually exclusive with K and m)
K	CancelOnTradingHalt	Cancel on Trading Halt (mutually exclusive with J and m)
L	LastPeg	Last peg (last sale)
M	MidPricePeg	Mid-price peg (midprice of inside quote)
N	NonNegotiable	Non-negotiable
O	OpeningPeg	Opening peg
P	MarketPeg	Market peg
Q	CancelOnSystemFailure	Cancel on system failure (mutually exclusive with H and l)
R	PrimaryPeg	Primary peg (primary market - buy at bid/sell at offer)
S	Suspend	Suspend
T	FixedPegToLocalBestBidOrOfferAtTimeOfOrder	Fixed Peg to Local best bid or offer at time of order
U	CustomerDisplayInstruction	Customer Display Instruction (Rule 11Ac1-1/4)
V	Netting	Netting (for Forex)
W	PegToVWAP	Peg to VWAP
X	TradeAlong	Trade Along
Y	TryToStop	Try To Stop
Z	CancelIfNotBest	Cancel if not best
a	TrailingStopPeg	Trailing Stop Peg
b	StrictLimit	Strict Limit (No price improvement)
c	IgnorePriceValidityChecks	Ignore Price Validity Checks
d	PegToLimitPrice	Peg to Limit Price
e	WorkToTargetStrategy	Work to Target Strategy
f	IntermarketSweep	Intermarket Sweep
g	ExternalRoutingAllowed	External Routing Allowed
h	ExternalRoutingNotAllowed	External Routing Not Allowed
i	ImbalanceOnly	Imbalance Only
j	SingleExecutionRequestedForBlockTrade	Single execution requested for block trade
k	BestExecution	Best Execution
l	SuspendOnSystemFailure	Suspend on system failure (mutually exclusive with H and Q)
m	SuspendOnTradingHalt	Suspend on Trading Halt (mutually exclusive with J and K)
n	ReinstateOnConnectionLoss	Reinstate on connection loss (mutually exclusive with o and p)
o	CancelOnConnectionLoss	Cancel on connection loss (mutually exclusive with n and p)
p	SuspendOnConnectionLoss	Suspend on connection loss (mutually exclusive with n and o)
q	ReleaseFromSuspension	Release from suspension (mutually exclusive with S)
r	ExecuteAsDeltaNeutral	Execute as delta neutral using volatility provided
s	ExecuteAsDurationNeutral	Execute as duration neutral
t	ExecuteAsFXNeutral	Execute as FX neutral

FIX.4.4

287

SellerDays

int

N

Specifies the number of days that may elapse before delivery of the security

FIX.4.4

String

N

For optional use when this Bid, Offer, or Trade represents an order

FIX.4.4

String

N

For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id.

FIX.4.4

String

N

For optional use when this Bid, Offer, or Trade represents a quote

FIX.4.4

1003

TradeID

String

N

For optional use in reporting Trades

FIX.5.0

288

MDEntryBuyer

String

N

For optional use in reporting Trades

FIX.4.4

289

MDEntrySeller

String

N

For optional use in reporting Trades

FIX.4.4

346

NumberOfOrders

int

N

In an Aggregated Book, used to show how many individual orders make up an MDEntry

FIX.4.4

290

MDEntryPositionNo

int

N

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1

FIX.4.4

546

Scope

MultipleCharValue

N

Specifies the market scope of the a market data.

▶ 3 enum values

Value	Name	Description
1	LocalMarket	Local Market (Exchange, ECN, ATS)
2	National	National
3	Global	Global

FIX.4.4

811

PriceDelta

float

N

The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0.

FIX.4.4

451

NetChgPrevDay

PriceOffset

N

Net change from previous day's closing price vs. last traded price.

FIX.4.4

String

N

Text to describe the Market Data Entry. Part of repeating group.

FIX.4.4

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.4

1023

MDPriceLevel

int

N

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

FIX.4.4

char

N

Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)

▶ 6 enum values

Value	Name	Description
A	Agency	Agency
G	Proprietary	Proprietary
I	Individual	Individual
P	Principal	Principal (Note for CMS purposes, "Principal" includes "Proprietary")
R	RisklessPrincipal	Riskless Principal
W	AgentForOtherMember	Agent for Other Member

FIX.4.4

1024

MDOriginType

int

N

Used to describe the origin of an entry in the book

▶ 3 enum values

Value	Name	Description
0	Book	Book
1	OffBook	Off-Book
2	Cross	Cross

FIX.4.4

332

HighPx

Price

N

Represents an indication of the high end of the price range for a security prior to the open or reopen

FIX.4.4

333

LowPx

Price

N

Represents an indication of the low end of the price range for a security prior to the open or reopen

FIX.4.4

1020

TradeVolume

Qty

N

Used to report volume with a trade

FIX.4.4

String

N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. 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.

▶ 12 enum values

Value	Name	Description
0	Regular	Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1	Cash	Cash (TOD / T+0)
2	NextDay	Next Day (TOM / T+1)
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When And If Issued
8	SellersOption	Sellers Option
9	TPlus5	T+5
B	BrokenDate	Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C	FXSpotNextSettlement	FX Spot Next settlement (Spot+1, aka next day)

FIX.4.4

LocalMktDate

N

Indicates date on which instrument will settle

FIX.4.4

483

TransBkdTime

UTCTimestamp

N

For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades.

FIX.5.0

UTCTimestamp

N

For optional use in reporting Trades. Used to specify the time of matching.

FIX.5.0

1070

MDQuoteType

int

N

Identifies market data quote type.

▶ 5 enum values

Value	Name	Description
0	Indicative	Indicative
1	Tradeable	Tradeable
2	RestrictedTradeable	Restricted Tradeable
3	Counter	Counter
4	IndicativeAndTradeable	Indicative and Tradeable

FIX.4.4

int

N

Allows sequence number to be specified within a feed type

FIX.4.4

1048

DealingCapacity

PriceOffset

N

Identifies role of dealer; Agent, Principal, RisklessPrincipal

FIX.4.4

1026

MDEntrySpotRate

float

N

The spot rate for an FX entry

FIX.4.4

1027

MDEntryForwardPoints

PriceOffset

N

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

FIX.4.4

⟳ StatsIndGrp [Repeating Group]

N

FIX.5.0

1175

NoStatsIndicators

NumInGroup

N

Number of statistics indicators

FIX.5.0

1176

StatsType

int

N

Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0.

▶ 4 enum values

Value	Name	Description
1	ExchangeLast	Exchange Last
2	High	High / Low Price
3	AveragePrice	Average Price (VWAP, TWAP ... )
4	Turnover	Turnover (Price * Qty)

FIX.5.0

end StatsIndGrp

⟳ Parties [Repeating Group]

N

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

String

N

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 80 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foriegn Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity
79	PrimeBroker	Prime Broker providing General Trade Services
80	StepOutFirm	Step-Out Firm (Prime Broker)
81	BrokerClearingID	BrokerClearingID

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

end PtysSubGrp

end Parties

▶

MDReqGrp

ImplicitBlockRepeating MarketData

Tag

Name

Type

Req

Description

Added

267

NoMDEntryTypes

NumInGroup

Y

Number of MDEntryType fields requested.

FIX.4.4

269

MDEntryType

char

Y

Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving.

▶ 31 enum values

Value	Name	Description
0	Bid	Bid
1	Offer	Offer
2	Trade	Trade
3	IndexValue	Index Value
4	OpeningPrice	Opening Price
5	ClosingPrice	Closing Price
6	SettlementPrice	Settlement Price
7	TradingSessionHighPrice	Trading Session High Price
8	TradingSessionLowPrice	Trading Session Low Price
9	TradingSessionVWAPPrice	Trading Session VWAP Price
A	Imbalance	Imbalance
B	TradeVolume	Trade Volume
C	OpenInterest	Open Interest
D	CompositeUnderlyingPrice	Composite Underlying Price
E	SimulatedSellPrice	Simulated Sell Price
F	SimulatedBuyPrice	Simulated Buy Price
G	MarginRate	Margin Rate
H	MidPrice	Mid Price
J	EmptyBook	Empty Book
K	SettleHighPrice	Settle High Price
L	SettleLowPrice	Settle Low Price
M	PriorSettlePrice	Prior Settle Price
N	SessionHighBid	Session High Bid
O	SessionLowOffer	Session Low Offer
P	EarlyPrices	Early Prices
Q	AuctionClearingPrice	Auction Clearing Price
S	SwapValueFactor	Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
R	DailyValueAdjustmentForLongPositions	Daily value adjustment for long positions
T	CumulativeValueAdjustmentForLongPositions	Cumulative Value Adjustment for long positions
U	DailyValueAdjustmentForShortPositions	Daily Value Adjustment for Short Positions
V	CumulativeValueAdjustmentForShortPositions	Cumulative Value Adjustment for Short Positions

FIX.4.4

▶

MDRjctGrp

ImplicitBlockRepeating MarketData

Tag	Name	Type	Req	Description	Added
816	NoAltMDSource	NumInGroup	N	Number of alternative market data sources	FIX.4.4
817	AltMDSourceID	String	N	Alternative Market Data Source	FIX.4.4

▶

MarketDataFeedTypes

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

The number of feed types and corresponding book depths associated with a security

FIX.5.0

String

N

Describes a class of service for a given data feed

FIX.5.0

int

N

The depth of book associated with a particular feed type

FIX.5.0

int

N

Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection

▶ 3 enum values

Value	Name	Description
1	TopOfBook	Top of Book
2	PriceDepth	Price Depth
3	OrderDepth	Order Depth

FIX.5.0

▶

MarketSegmentGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

1310

NoMarketSegments

NumInGroup

N

Number of Market Segments on which a security may trade.

FIX.5.0

1301

MarketID

Exchange

N

Identifies the market which lists and trades the instrument.

FIX.5.0

1300

MarketSegmentID

String

N

Identifies the segment of the market to which the specify trading rules and listing rules apply.

FIX.5.0

◈ SecurityTradingRules [Component]

N

Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security.

FIX.5.0

◈ BaseTradingRules [Component]

N

This block contains the base trading rules

FIX.5.0

⟳ TickRules [Repeating Group]

N

This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security

FIX.5.0

NumInGroup

N

Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security.

FIX.5.0

Price

N

Starting price range for specified tick increment

FIX.5.0

Price

N

Ending price range for the specified tick increment

FIX.5.0

Price

N

Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded

FIX.5.0

int

N

Specifies the type of tick rule which is being described

▶ 5 enum values

Value	Name	Description
0	Regular	Regular
1	Variable	Variable
2	Fixed	Fixed
3	TradedAsASpreadLeg	Traded as a spread leg
4	SettledAsASpreadLeg	Settled as a spread leg

FIX.5.0

end TickRules

⟳ LotTypeRules [Repeating Group]

N

Specifies the lot types that are valid for trading.

FIX.5.0

NumInGroup

N

Number of Lot Types

FIX.5.0

char

N

Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1)

▶ 3 enum values

Value	Name	Description
1	OddLot	Odd Lot
2	RoundLot	Round Lot
3	BlockLot	Block Lot

FIX.5.0

Qty

N

Minimum lot size allowed based on lot type specified in LotType(1093)

FIX.5.0

end LotTypeRules

◈ PriceLimits [Component]

N

Specifies the price limits that are valid for trading.

FIX.5.0

int

N

Describes the how the price limits are expressed

▶ 3 enum values

Value	Name	Description
0	Price	Price
1	Ticks	Ticks
2	Percentage	Percentage

FIX.5.0

Price

N

Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected

FIX.5.0

Price

N

Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected

FIX.5.0

Price

N

Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.

FIX.5.0

int

N

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

▶ 3 enum values

Value	Name	Description
0	ExpireOnTradingSessionClose	Expire on trading session close (default)
1	ExpireOnTradingSessionOpen	Expire on trading session open
2	SpecifiedExpiration	Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)

FIX.5.0

Qty

N

The minimum order quantity that can be submitted for an order.

FIX.5.0

Qty

N

The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade

FIX.5.0

float

N

The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms.

FIX.5.0

int

N

Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.

▶ 4 enum values

Value	Name	Description
0	NotImplied	Not implied
1	ImpliedIn	Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument
2	ImpliedOut	Implied-out - The existence of the underlying legs are implied by the multi-leg instrument
3	BothImpliedInAndImpliedOut	Both Implied-in and Implied-out

FIX.5.0

Currency

N

Used when the trading currency can differ from the price currency

FIX.5.0

Qty

N

Trading lot size of security

FIX.5.0

int

N

Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities.

▶ 3 enum values

Value	Name	Description
0	PredefinedMultilegSecurity	Predefined Multileg Security
1	UserDefinedMultilegSecurity	User-defined Multleg Security
2	UserDefined	User-defined, Non-Securitized, Multileg

FIX.5.0

int

N

Used for multileg security only. Defines the method used when applying the multileg price to the legs.

▶ 6 enum values

Value	Name	Description
0	NetPrice	Net Price
1	ReversedNetPrice	Reversed Net Price
2	YieldDifference	Yield Difference
3	Individual	Individual
4	ContractWeightedAveragePrice	Contract Weighted Average Price
5	MultipliedPrice	Multiplied Price

FIX.5.0

int

N

Defines the default Price Type used for trading.

▶ 18 enum values

Value	Name	Description
1	Percentage	Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread (basis points spread)
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)
13	ProductTicksInHalfs	Product ticks in halfs
14	ProductTicksInFourths	Product ticks in fourths
15	ProductTicksInEights	Product ticks in eights
16	ProductTicksInSixteenths	Product ticks in sixteenths
17	ProductTicksInThirtySeconds	Product ticks in thirty-seconds
18	ProductTicksInSixtyForths	Product ticks in sixty-forths
19	ProductTicksInOneTwentyEights	Product ticks in one-twenty-eights

FIX.5.0

⟳ TradingSessionRulesGrp [Repeating Group]

N

This block contains the trading rules specific to a trading session

FIX.5.0

NumInGroup

N

Allows trading rules to be expressed by trading session

FIX.5.0

String

N

Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.5.0

String

N

Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.5.0

◈ TradingSessionRules [Component]

N

Contains trading rules specified at the trading session level

FIX.5.0

⟳ OrdTypeRules [Repeating Group]

N

Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

FIX.5.0

NumInGroup

N

Number of order types

FIX.5.0

char

N

Indicates order types that are valid for the specified market segment.

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.5.0

end OrdTypeRules

⟳ TimeInForceRules [Repeating Group]

N

specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of time in force techniques

FIX.5.0

char

N

Indicates time in force techniques that are valid for the specified market segment

▶ 10 enum values

Value	Name	Description
0	Day	Day (or session)
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate Or Cancel (IOC)
4	FillOrKill	Fill Or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date (GTD)
7	AtTheClose	At the Close
8	GoodThroughCrossing	Good Through Crossing
9	AtCrossing	At Crossing

FIX.5.0

end TimeInForceRules

⟳ ExecInstRules [Repeating Group]

N

specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of execution instructions

FIX.5.0

char

N

Indicates execution instructions that are valid for the specified market segment

FIX.5.0

end ExecInstRules

⟳ MatchRules [Repeating Group]

N

specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of match rules

FIX.5.0

String

N

The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar

FIX.5.0

String

N

The point in the matching process at which this trade was matched.

▶ 26 enum values

Value	Name	Description
1	OnePartyTradeReport	One-Party Trade Report (privately negotiated trade)
2	TwoPartyTradeReport	Two-Party Trade Report (privately negotiated trade)
3	ConfirmedTradeReport	Confirmed Trade Report (reporting from recognized markets)
4	AutoMatch	Auto-match
5	CrossAuction	Cross Auction
6	CounterOrderSelection	Counter-Order Selection
7	CallAuction	Call Auction
8	Issuing	Issuing/Buy Back Auction
M3	ACTAcceptedTrade	ACT Accepted Trade
M4	ACTDefaultTrade	ACT Default Trade
M5	ACTDefaultAfterM2	ACT Default After M2
M6	ACTM6Match	ACT M6 Match
A1	ExactMatchPlus4BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2	ExactMatchPlus4Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3	ExactMatchPlus2BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4	ExactMatchPlus2Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5	ExactMatchPlusExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ	StampedAdvisoriesOrSpecialistAccepts	Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1	A1ExactMatchSummarizedQuantity	Summarized match using A1 exact match criteria except quantity is summaried
S2	A2ExactMatchSummarizedQuantity	Summarized match using A2 exact match criteria except quantity is summarized
S3	A3ExactMatchSummarizedQuantity	Summarized match using A3 exact match criteria except quantity is summarized
S4	A4ExactMatchSummarizedQuantity	Summarized match using A4 exact match criteria except quantity is summarized
S5	A5ExactMatchSummarizedQuantity	Summarized match using A5 exact match criteria except quantity is summarized
M1	ExactMatchMinusBadgesTimes	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2	SummarizedMatchMinusBadgesTimes	Summarized match minus badges and times: ACT M2 Match
MT	OCSLockedIn	OCS Locked In: Non-ACT

FIX.5.0

end MatchRules

⟳ MarketDataFeedTypes [Repeating Group]

N

specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

The number of feed types and corresponding book depths associated with a security

FIX.5.0

String

N

Describes a class of service for a given data feed

FIX.5.0

int

N

The depth of book associated with a particular feed type

FIX.5.0

int

N

Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection

▶ 3 enum values

Value	Name	Description
1	TopOfBook	Top of Book
2	PriceDepth	Price Depth
3	OrderDepth	Order Depth

FIX.5.0

end MarketDataFeedTypes

end TradingSessionRulesGrp

⟳ NestedInstrumentAttribute [Repeating Group]

N

FIX.5.0

NumInGroup

N

—

FIX.5.0

int

N

Code to represent the type of instrument attribute

FIX.5.0

String

N

Attribute value appropriate to the NestedInstrAttribType field

FIX.5.0

end NestedInstrumentAttribute

⟳ StrikeRules [Repeating Group]

N

This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument.

FIX.5.0

NumInGroup

N

Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

FIX.5.0

String

N

Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

FIX.5.0

Price

N

Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

Price

N

Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

float

N

Value by which strike price should be incremented within the specified price

FIX.5.0

int

N

Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle

FIX.5.0

⟳ MaturityRules [Repeating Group]

N

Describes the maturity rules for a given set of strikes as defined by StrikeRules

FIX.5.0

NumInGroup

N

Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

FIX.5.0

String

N

Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

FIX.5.0

int

N

Format used to generate the MMY for each option contract:

▶ 3 enum values

Value	Name	Description
0	YearMonthOnly	YearMonth Only (default)
1	YearMonthDay	YearMonthDay
2	YearMonthWeek	YearMonthWeek

FIX.5.0

int

N

enumeration specifying the increment unit:

▶ 4 enum values

Value	Name	Description
0	Months	Months
1	Days	Days
2	Weeks	Weeks
3	Years	Years

FIX.5.0

MonthYear

N

Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

MonthYear

N

Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

int

N

Value by which maturity month year should be incremented within the specified price range.

FIX.5.0

end MaturityRules

end StrikeRules

▶

MatchRules

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of match rules

FIX.5.0

String

N

The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar

FIX.5.0

String

N

The point in the matching process at which this trade was matched.

▶ 26 enum values

Value	Name	Description
1	OnePartyTradeReport	One-Party Trade Report (privately negotiated trade)
2	TwoPartyTradeReport	Two-Party Trade Report (privately negotiated trade)
3	ConfirmedTradeReport	Confirmed Trade Report (reporting from recognized markets)
4	AutoMatch	Auto-match
5	CrossAuction	Cross Auction
6	CounterOrderSelection	Counter-Order Selection
7	CallAuction	Call Auction
8	Issuing	Issuing/Buy Back Auction
M3	ACTAcceptedTrade	ACT Accepted Trade
M4	ACTDefaultTrade	ACT Default Trade
M5	ACTDefaultAfterM2	ACT Default After M2
M6	ACTM6Match	ACT M6 Match
A1	ExactMatchPlus4BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2	ExactMatchPlus4Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3	ExactMatchPlus2BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4	ExactMatchPlus2Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5	ExactMatchPlusExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ	StampedAdvisoriesOrSpecialistAccepts	Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1	A1ExactMatchSummarizedQuantity	Summarized match using A1 exact match criteria except quantity is summaried
S2	A2ExactMatchSummarizedQuantity	Summarized match using A2 exact match criteria except quantity is summarized
S3	A3ExactMatchSummarizedQuantity	Summarized match using A3 exact match criteria except quantity is summarized
S4	A4ExactMatchSummarizedQuantity	Summarized match using A4 exact match criteria except quantity is summarized
S5	A5ExactMatchSummarizedQuantity	Summarized match using A5 exact match criteria except quantity is summarized
M1	ExactMatchMinusBadgesTimes	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2	SummarizedMatchMinusBadgesTimes	Summarized match minus badges and times: ACT M2 Match
MT	OCSLockedIn	OCS Locked In: Non-ACT

FIX.5.0

▶

MaturityRules

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

FIX.5.0

String

N

Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

FIX.5.0

int

N

Format used to generate the MMY for each option contract:

▶ 3 enum values

Value	Name	Description
0	YearMonthOnly	YearMonth Only (default)
1	YearMonthDay	YearMonthDay
2	YearMonthWeek	YearMonthWeek

FIX.5.0

int

N

enumeration specifying the increment unit:

▶ 4 enum values

Value	Name	Description
0	Months	Months
1	Days	Days
2	Weeks	Weeks
3	Years	Years

FIX.5.0

MonthYear

N

Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

MonthYear

N

Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

int

N

Value by which maturity month year should be incremented within the specified price range.

FIX.5.0

▶

MiscFeesGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **

FIX.4.4

Amt

N

Required if NoMiscFees > 0

FIX.4.4

Currency

N

Currency of miscellaneous fee

FIX.4.4

String

N

Required if NoMiscFees > 0

▶ 14 enum values

Value	Name	Description
1	Regulatory	Regulatory (e.g. SEC)
2	Tax	Tax
3	LocalCommission	Local Commission
4	ExchangeFees	Exchange Fees
5	Stamp	Stamp
6	Levy	Levy
7	Other	Other
8	Markup	Markup
9	ConsumptionTax	Consumption Tax
10	PerTransaction	Per transaction
11	Conversion	Conversion
12	Agent	Agent
13	TransferFee	Transfer Fee
14	SecurityLending	Security Lending

FIX.4.4

int

N

Defines the unit for a miscellaneous fee.

▶ 3 enum values

Value	Name	Description
0	Absolute	Absolute
1	PerUnit	Per Unit
2	Percentage	Percentage

FIX.4.4

▶

MsgTypeGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

384

NoMsgTypes

NumInGroup

N

Specifies the number of repeating RefMsgTypes specified

FIX.4.4

372

RefMsgType

String

N

Specifies a specific, supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message

FIX.4.4

385

MsgDirection

char

N

Indicates direction (send vs. receive) of a supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message

▶ 2 enum values

Value	Name	Description
R	Receive	Receive
S	Send	Send

FIX.4.4

1130

RefApplVerID

String

N

Specifies the service pack release being applied to an application message.

FIX.4.4

1406

RefApplExtID

int

N

Specified the extension pack being applied to a message.

FIX.5.0

1131

RefCstmApplVerID

String

N

Specifies a custom extension to a message being applied at the session level.

FIX.4.4

1410

DefaultVerIndicator

Boolean

N

Indicates that this Application Version (RefApplVerID(1130), RefApplExtID(1406),RefCstmApplVerID(1131)) is the default for the RefMsgType(372) field.

FIX.5.0

▶

NestedInstrumentAttribute

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
1312	NoNestedInstrAttrib	NumInGroup	N	—	FIX.5.0
1210	NestedInstrAttribType	int	N	Code to represent the type of instrument attribute	FIX.5.0
1211	NestedInstrAttribValue	String	N	Attribute value appropriate to the NestedInstrAttribType field	FIX.5.0

▶

NestedParties

BlockRepeating Common

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Tag	Name	Type	Req	Description	Added
539	NoNestedPartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole	FIX.4.3
524	NestedPartyID	String	N	Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.	FIX.4.3
525	NestedPartyIDSource	char	N	Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.	FIX.4.3
538	NestedPartyRole	int	N	Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.	FIX.4.3
⟳ NstdPtysSubGrp [Repeating Group]			N	Repeating group of NestedParty sub-identifiers.	FIX.4.4
804	NoNestedPartySubIDs	NumInGroup	N	Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries	FIX.4.4
545	NestedPartySubID	String	N	PartySubID value within a nested repeating group. Same values as PartySubID (523)	FIX.4.4
805	NestedPartySubIDType	int	N	Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtysSubGrp

▶

NestedParties2

BlockRepeating Common

The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Tag	Name	Type	Req	Description	Added
756	NoNested2PartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole	FIX.4.4
757	Nested2PartyID	String	N	Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
758	Nested2PartyIDSource	char	N	Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
759	Nested2PartyRole	int	N	Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.	FIX.4.4
⟳ NstdPtys2SubGrp [Repeating Group]			N	Repeating group of Nested2Party sub-identifiers.	FIX.4.4
806	NoNested2PartySubIDs	NumInGroup	N	Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.	FIX.4.4
760	Nested2PartySubID	String	N	PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
807	Nested2PartySubIDType	int	N	Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtys2SubGrp

▶

NestedParties3

BlockRepeating Common

The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Tag	Name	Type	Req	Description	Added
948	NoNested3PartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole	FIX.4.4
949	Nested3PartyID	String	N	Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0.	FIX.4.4
950	Nested3PartyIDSource	char	N	Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0.	FIX.4.4
951	Nested3PartyRole	int	N	Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.	FIX.4.4
⟳ NstdPtys3SubGrp [Repeating Group]			N	Repeating group of Nested3Party sub-identifiers.	FIX.4.4
952	NoNested3PartySubIDs	NumInGroup	N	Number of Nested3PartySubIDs (953) entries	FIX.4.4
953	Nested3PartySubID	String	N	PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
954	Nested3PartySubIDType	int	N	PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtys3SubGrp

▶

NestedParties4

BlockRepeating Common

The NestedParties4 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties4 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Tag	Name	Type	Req	Description	Added
1414	NoNested4PartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of Nested4PartyID, Nested4PartyIDSource, and Nested2PartyRole	FIX.5.0
1415	Nested4PartyID	String	N	Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0.	FIX.5.0
1416	Nested4PartyIDSource	char	N	Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0.	FIX.5.0
1417	Nested4PartyRole	int	N	Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0.	FIX.5.0
⟳ NstdPtys4SubGrp [Repeating Group]			N		FIX.5.0
1413	NoNested4PartySubIDs	NumInGroup	N	Refer to definition of NoPartySubIDs(802)	FIX.5.0
1412	Nested4PartySubID	String	N	Refer to definition of PartySubID(523)	FIX.5.0
1411	Nested4PartySubIDType	int	N	Refer to definition of PartySubIDType(803)	FIX.5.0
end NstdPtys4SubGrp

▶

NotAffectedOrdersGrp

ImplicitBlockRepeating OrderMassHandling

Tag	Name	Type	Req	Description	Added
1370	NoNotAffectedOrders	NumInGroup	N	Optional field used to indicate the number of order identifiers for orders not affected by the request. Must be followed with OrigClOrdID(41) as the next field.	FIX.5.0
1372	NotAffOrigClOrdID	String	N	Required if NoNotAffectedOrders(1370) > 0 and must be the first repeating field in the group. Indicates the client order id of an order not affected by the request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID) this field should contain string "MANUAL".	FIX.5.0
1371	NotAffectedOrderID	String	N	Contains the OrderID assigned by the counterparty of an unaffected order. Not required as part of the repeating group if NotAffOrigClOrdID(1372) has a value other than "MANUAL".	FIX.5.0

▶

NstdPtys2SubGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
806	NoNested2PartySubIDs	NumInGroup	N	Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.	FIX.4.4
760	Nested2PartySubID	String	N	PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
807	Nested2PartySubIDType	int	N	Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)	FIX.4.4

▶

NstdPtys3SubGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
952	NoNested3PartySubIDs	NumInGroup	N	Number of Nested3PartySubIDs (953) entries	FIX.4.4
953	Nested3PartySubID	String	N	PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
954	Nested3PartySubIDType	int	N	PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803)	FIX.4.4

▶

NstdPtys4SubGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
1413	NoNested4PartySubIDs	NumInGroup	N	Refer to definition of NoPartySubIDs(802)	FIX.5.0
1412	Nested4PartySubID	String	N	Refer to definition of PartySubID(523)	FIX.5.0
1411	Nested4PartySubIDType	int	N	Refer to definition of PartySubIDType(803)	FIX.5.0

▶

NstdPtysSubGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
804	NoNestedPartySubIDs	NumInGroup	N	Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries	FIX.4.4
545	NestedPartySubID	String	N	PartySubID value within a nested repeating group. Same values as PartySubID (523)	FIX.4.4
805	NestedPartySubIDType	int	N	Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)	FIX.4.4

▶

OrdAllocGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
73	NoOrders	NumInGroup	N	Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1	FIX.4.4
11	ClOrdID	String	N	Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order. Required when NoOrders(73) > 0 and must be the first repeating field in the group.	FIX.4.4
37	OrderID	String	N	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.	FIX.4.4
198	SecondaryOrderID	String	N	Can be used to provide order id used by exchange or executing system.	FIX.4.4
526	SecondaryClOrdID	String	N	Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.	FIX.4.4
66	ListID	String	N	Required for List Orders.	FIX.4.4
⟳ NestedParties2 [Repeating Group]			N	Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages" This is used to identify the executing broker for step in/give in trades	FIX.4.4
756	NoNested2PartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole	FIX.4.4
757	Nested2PartyID	String	N	Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
758	Nested2PartyIDSource	char	N	Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.	FIX.4.4
759	Nested2PartyRole	int	N	Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.	FIX.4.4
⟳ NstdPtys2SubGrp [Repeating Group]			N	Repeating group of Nested2Party sub-identifiers.	FIX.4.4
806	NoNested2PartySubIDs	NumInGroup	N	Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.	FIX.4.4
760	Nested2PartySubID	String	N	PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
807	Nested2PartySubIDType	int	N	Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtys2SubGrp
end NestedParties2
38	OrderQty	Qty	N	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)	FIX.4.4
799	OrderAvgPx	Price	N	Average price for this order	FIX.4.4
800	OrderBookingQty	Qty	N	Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field)	FIX.4.4

▶

OrdListStatGrp

ImplicitBlockRepeating ProgramTrading

Tag

Name

Type

Req

Description

Added

73

NoOrders

NumInGroup

Y

Number of orders statused in this message, i.e. number of repeating groups to follow.

FIX.4.4

String

N

Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID.

FIX.4.4

String

N

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.

FIX.5.0

String

N

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

FIX.4.4

14

CumQty

Qty

Y

Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int)

FIX.4.4

39

OrdStatus

char

Y

Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

▶ 15 enum values

Value	Name	Description
0	New	New
1	PartiallyFilled	Partially filled
2	Filled	Filled
3	DoneForDay	Done for day
4	Canceled	Canceled
5	Replaced	Replaced (No longer used)
6	PendingCancel	Pending Cancel (i.e. result of Order Cancel Request)
7	Stopped	Stopped
8	Rejected	Rejected
9	Suspended	Suspended
A	PendingNew	Pending New
B	Calculated	Calculated
C	Expired	Expired
D	AcceptedForBidding	Accepted for Bidding
E	PendingReplace	Pending Replace (i.e. result of Order Cancel/Replace Request)

FIX.4.4

636

WorkingIndicator

Boolean

N

For optional use with OrdStatus = 0 (New)

▶ 2 enum values

Value	Name	Description
N	NotWorking	Order has been accepted but not yet in a working state
Y	Working	Order is currently being worked

FIX.4.4

151

LeavesQty

Qty

Y

Quantity open for further execution. LeavesQty = OrderQty - CumQty.

FIX.4.4

84

CxlQty

Qty

Y

Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int)

FIX.4.4

6

AvgPx

Price

Y

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.

FIX.4.4

103

OrdRejReason

int

N

Used if the order is rejected

▶ 19 enum values

Value	Name	Description
0	BrokerCredit	Broker / Exchange option
1	UnknownSymbol	Unknown symbol
2	ExchangeClosed	Exchange closed
3	OrderExceedsLimit	Order exceeds limit
4	TooLateToEnter	Too late to enter
5	UnknownOrder	Unknown order
6	DuplicateOrder	Duplicate Order (e.g. dupe ClOrdID)
7	DuplicateOfAVerballyCommunicatedOrder	Duplicate of a verbally communicated order
8	StaleOrder	Stale order
9	TradeAlongRequired	Trade along required
10	InvalidInvestorID	Invalid Investor ID
11	UnsupportedOrderCharacteristic	Unsupported order characteristic
12	SurveillenceOption	Surveillence Option
13	IncorrectQuantity	Incorrect quantity
14	IncorrectAllocatedQuantity	Incorrect allocated quantity
15	UnknownAccount	Unknown account(s)
16	PriceExceedsCurrentPriceBand	Price exceeds current price band
18	InvalidPriceIncrement	Invalid price increment
99	Other	Other

FIX.4.4

String

N

Free format text string (Note: this field does not have a specified maximum length)

FIX.4.4

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.4

▶

OrdTypeRules

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of order types

FIX.5.0

char

N

Indicates order types that are valid for the specified market segment.

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.5.0

▶

OrderQtyData

Block Common

The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).

Tag

Name

Type

Req

Description

Added

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.

FIX.4.3

Percentage

N

For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

char

N

For CIV - Optional

▶ 3 enum values

Value	Name	Description
0	RoundToNearest	Round to nearest
1	RoundDown	Round down
2	RoundUp	Round up

FIX.4.3

float

N

For CIV - Optional

FIX.4.3

▶

Parties

BlockRepeating Common

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

String

N

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 80 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foriegn Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity
79	PrimeBroker	Prime Broker providing General Trade Services
80	StepOutFirm	Step-Out Firm (Prime Broker)
81	BrokerClearingID	BrokerClearingID

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

end PtysSubGrp

▶

PegInstructions

Block Common

The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.

Tag

Name

Type

Req

Description

Added

211

PegOffsetValue

float

N

Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType

FIX.4.4

1094

PegPriceType

int

N

Defines the type of peg.

▶ 8 enum values

Value	Name	Description
1	LastPeg	Last peg (last sale)
2	MidPricePeg	Mid-price peg (midprice of inside quote)
3	OpeningPeg	Opening peg
4	MarketPeg	Market peg
5	PrimaryPeg	Primary peg (primary market - buy at bid or sell at offer)
7	PegToVWAP	Peg to VWAP
8	TrailingStopPeg	Trailing Stop Peg
9	PegToLimitPrice	Peg to Limit Price

FIX.4.4

835

PegMoveType

int

N

Describes whether peg is static/fixed or floats

▶ 2 enum values

Value	Name	Description
0	Floating	Floating (default)
1	Fixed	Fixed

FIX.4.4

836

PegOffsetType

int

N

Type of Peg Offset (e.g. price offset, tick offset etc)

▶ 4 enum values

Value	Name	Description
0	Price	Price (default)
1	BasisPoints	Basis Points
2	Ticks	Ticks
3	PriceTier	Price Tier / Level

FIX.4.4

837

PegLimitType

int

N

Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)

▶ 3 enum values

Value	Name	Description
0	OrBetter	Or better (default) - price improvement allowed
1	Strict	Strict - limit is a strict limit
2	OrWorse	Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)

FIX.4.4

838

PegRoundDirection

int

N

If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)

▶ 2 enum values

Value	Name	Description
1	MoreAggressive	More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick
2	MorePassive	More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick

FIX.4.4

840

PegScope

int

N

The scope of the "related to" price of the peg (e.g. local, global etc)

▶ 4 enum values

Value	Name	Description
1	Local	Local (Exchange, ECN, ATS)
2	National	National
3	Global	Global
4	NationalExcludingLocal	National excluding local

FIX.4.4

1096

PegSecurityIDSource

String

N

Required if PegSecurityID is specified.

FIX.4.4

1097

PegSecurityID

String

N

Requires PegSecurityIDSource if specified.

FIX.4.4

1098

PegSymbol

String

N

Defines the common, 'human understood' representation of the security off whose prices the order will Peg.

FIX.4.4

1099

PegSecurityDesc

String

N

Security description of the security off whose prices the order will Peg.

FIX.4.4

▶

PosUndInstrmtGrp

ImplicitBlockRepeating PositionMaintenance

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of underlying legs that make up the security.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

UnderlyingSettlementStatus

int

N

Used to express option right

FIX.4.3

732

UnderlyingSettlPrice

Price

N

Underlying security's SettlPrice. See SettlPrice (730) field for description

FIX.4.4

733

UnderlyingSettlPriceType

int

N

Values = Final, Theoretical

FIX.4.4

1037

UnderlyingDeliveryAmount

Amt

N

Indicates the underlying position amount to be delivered

FIX.4.4

⟳ UnderlyingAmount [Repeating Group]

N

Insert here the set of "Underlying Amount" fields defined in "Common Components of Application Messages"

FIX.4.4

984

NoUnderlyingAmounts

NumInGroup

N

Total number of occurrences of Amount to pay in order to receive the underlying instrument

FIX.4.4

985

UnderlyingPayAmount

Amt

N

Amount to pay in order to receive the underlying instrument.

FIX.4.4

986

UnderlyingCollectAmount

Amt

N

Amount to collect in order to deliver the underlying instrument.

FIX.4.4

987

UnderlyingSettlementDate

LocalMktDate

N

Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments.

FIX.4.4

988

String

N

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.

FIX.4.4

end UnderlyingAmount

▶

PositionAmountData

BlockRepeating Common

The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position.

Tag

Name

Type

Req

Description

Added

753

NoPosAmt

NumInGroup

N

Number of Position Amount entries

FIX.4.4

707

PosAmtType

String

N

Type of Position amount

▶ 9 enum values

Value	Name	Description
CASH	CashAmount	Cash Amount (Corporate Event)
CRES	CashResidualAmount	Cash Residual Amount
FMTM	FinalMarkToMarketAmount	Final Mark-to-Market Amount
IMTM	IncrementalMarkToMarketAmount	Incremental Mark-to-Market Amount
PREM	PremiumAmount	Premium Amount
SMTM	StartOfDayMarkToMarketAmount	Start-of-Day Mark-to-Market Amount
TVAR	TradeVariationAmount	Trade Variation Amount
VADJ	ValueAdjustedAmount	Value Adjusted Amount
SETL	SettlementValue	Settlement Value

FIX.4.4

708

PosAmt

Amt

N

Position amount

FIX.4.4

1055

PositionCurrency

String

N

The Currency in which the position Amount is denominated

FIX.4.4

▶

PositionQty

BlockRepeating Common

The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities.

Tag

Name

Type

Req

Description

Added

702

NoPositions

NumInGroup

N

Number of position entries.

FIX.4.4

703

PosType

String

N

Required if NoPositions > 1

▶ 24 enum values

Value	Name	Description
ALC	AllocationTradeQty	Allocation Trade Qty
AS	OptionAssignment	Option Assignment
ASF	AsOfTradeQty	As-of Trade Qty
DLV	DeliveryQty	Delivery Qty
ETR	ElectronicTradeQty	Electronic Trade Qty
EX	OptionExerciseQty	Option Exercise Qty
FIN	EndOfDayQty	End-of-Day Qty
IAS	IntraSpreadQty	Intra-spread Qty
IES	InterSpreadQty	Inter-spread Qty
PA	AdjustmentQty	Adjustment Qty
PIT	PitTradeQty	Pit Trade Qty
SOD	StartOfDayQty	Start-of-Day Qty
SPL	IntegralSplit	Integral Split
TA	TransactionFromAssignment	Transaction from Assignment
TOT	TotalTransactionQty	Total Transaction Qty
TQ	TransactionQuantity	Transaction Quantity
TRF	TransferTradeQty	Transfer Trade Qty
TX	TransactionFromExercise	Transaction from Exercise
XM	CrossMarginQty	Cross Margin Qty
RCV	ReceiveQuantity	Receive Quantity
CAA	CorporateActionAdjustment	Corporate Action Adjustment
DN	DeliveryNoticeQty	Delivery Notice Qty
EP	ExchangeForPhysicalQty	Exchange for Physical Qty
PNTN	PrivatelyNegotiatedTradeQty	Privately negotiated Trade Qty (Non-regulated)

FIX.4.4

704

LongQty

Qty

N

Long Quantity

FIX.4.4

705

ShortQty

Qty

N

Short Quantity

FIX.4.4

706

PosQtyStatus

int

N

Status of this position.

▶ 3 enum values

Value	Name	Description
0	Submitted	Submitted
1	Accepted	Accepted
2	Rejected	Rejected

FIX.4.4

976

QuantityDate

LocalMktDate

N

Date associated with the quantity being reported

FIX.4.4

⟳ NestedParties [Repeating Group]

N

Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

String

N

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

▶

PreAllocGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
78	NoAllocs	NumInGroup	N	Number of repeating groups for pre-trade allocation	FIX.4.4
79	AllocAccount	String	N	Required if NoAllocs > 0. Must be first field in repeating group.	FIX.4.4
661	AllocAcctIDSource	int	N	Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.	FIX.4.4
736	AllocSettlCurrency	Currency	N	Currency code of settlement denomination for a specific AllocAccount (79).	FIX.4.4
467	IndividualAllocID	String	N	Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).	FIX.4.4
⟳ NestedParties [Repeating Group]			N	Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Clearing Firm	FIX.4.4
539	NoNestedPartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole	FIX.4.3
524	NestedPartyID	String	N	Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.	FIX.4.3
525	NestedPartyIDSource	char	N	Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.	FIX.4.3
538	NestedPartyRole	int	N	Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.	FIX.4.3
⟳ NstdPtysSubGrp [Repeating Group]			N	Repeating group of NestedParty sub-identifiers.	FIX.4.4
804	NoNestedPartySubIDs	NumInGroup	N	Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries	FIX.4.4
545	NestedPartySubID	String	N	PartySubID value within a nested repeating group. Same values as PartySubID (523)	FIX.4.4
805	NestedPartySubIDType	int	N	Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtysSubGrp
end NestedParties
80	AllocQty	Qty	N	Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)	FIX.4.4

▶

PreAllocMlegGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
78	NoAllocs	NumInGroup	N	Number of repeating groups for pre-trade allocation	FIX.4.4
79	AllocAccount	String	N	Required if NoAllocs > 0. Must be first field in repeating group.	FIX.4.4
661	AllocAcctIDSource	int	N	Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.	FIX.4.4
736	AllocSettlCurrency	Currency	N	Currency code of settlement denomination for a specific AllocAccount (79).	FIX.4.4
467	IndividualAllocID	String	N	Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).	FIX.4.4
⟳ NestedParties3 [Repeating Group]			N	Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"	FIX.4.4
948	NoNested3PartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole	FIX.4.4
949	Nested3PartyID	String	N	Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0.	FIX.4.4
950	Nested3PartyIDSource	char	N	Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0.	FIX.4.4
951	Nested3PartyRole	int	N	Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.	FIX.4.4
⟳ NstdPtys3SubGrp [Repeating Group]			N	Repeating group of Nested3Party sub-identifiers.	FIX.4.4
952	NoNested3PartySubIDs	NumInGroup	N	Number of Nested3PartySubIDs (953) entries	FIX.4.4
953	Nested3PartySubID	String	N	PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523)	FIX.4.4
954	Nested3PartySubIDType	int	N	PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803)	FIX.4.4
end NstdPtys3SubGrp
end NestedParties3
80	AllocQty	Qty	N	Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)	FIX.4.4

▶

PriceLimits

ImplicitBlock Common

Tag

Name

Type

Req

Description

Added

int

N

Describes the how the price limits are expressed

▶ 3 enum values

Value	Name	Description
0	Price	Price
1	Ticks	Ticks
2	Percentage	Percentage

FIX.5.0

Price

N

Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected

FIX.5.0

Price

N

Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected

FIX.5.0

Price

N

Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.

FIX.5.0

▶

PtysSubGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

▶

QuotCxlEntriesGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

N

The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes.

FIX.4.4

◈ Instrument [Component]

N

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

◈ FinancingDetails [Component]

N

Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

String

N

The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

FIX.4.4

String

N

A common reference to the applicable standing agreement between the principals

FIX.4.4

LocalMktDate

N

A reference to the date the underlying agreement was executed.

FIX.4.4

Currency

N

Currency of the underlying agreement.

FIX.4.4

int

N

For Repos the timing or method for terminating the agreement.

▶ 4 enum values

Value	Name	Description
1	Overnight	Overnight
2	Term	Term
3	Flexible	Flexible
4	Open	Open

FIX.4.4

LocalMktDate

N

Settlement date of the beginning of the deal

FIX.4.4

LocalMktDate

N

Repayment / repurchase date

FIX.4.4

int

N

Delivery or custody arrangement for the underlying securities

▶ 4 enum values

Value	Name	Description
0	VersusPayment	"Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment
1	Free	"Free": Deliver (if sell) or Receive (if buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

Percentage

N

Percentage of cash value that underlying security collateral must meet.

FIX.4.4

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlyings

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Must be provided if Number of underlyings > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

end UndInstrmtGrp

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of legs

FIX.4.4

◈ InstrumentLeg [Component]

N

Must be provided if Number of legs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

end InstrmtLegGrp

▶

QuotEntryAckGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

N

The number of quotes for this Symbol (QuoteSet) that follow in this message.

FIX.4.4

String

N

Uniquely identifies the quote across the complete set of all quotes for a given quote provider. First field in repeating group. Required if NoQuoteEntries > 0.

FIX.4.4

◈ Instrument [Component]

N

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of legs

FIX.4.4

◈ InstrumentLeg [Component]

N

Must be provided if Number of legs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

end InstrmtLegGrp

Price

N

If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.

FIX.4.4

Price

N

If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.

FIX.4.4

Qty

N

Quantity of bid (Prior to FIX 4.2 this field was of type int)

FIX.4.4

Qty

N

Quantity of offer (Prior to FIX 4.2 this field was of type int)

FIX.4.4

UTCTimestamp

N

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

Price

N

May be applicable for F/X quotes

FIX.4.4

Price

N

May be applicable for F/X quotes

FIX.4.4

PriceOffset

N

May be applicable for F/X quotes

FIX.4.4

PriceOffset

N

May be applicable for F/X quotes

FIX.4.4

Price

N

Mid price/rate

FIX.4.4

Percentage

N

Bid yield

FIX.4.4

Percentage

N

Mid yield

FIX.4.4

Percentage

N

Offer yield

FIX.4.4

UTCTimestamp

N

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

String

N

Identifier for Trading Session A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

LocalMktDate

N

Can be used with forex quotes to specify a specific "value date"

FIX.4.4

char

N

Can be used to specify the type of order the quote is for

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.4.4

LocalMktDate

N

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

FIX.4.4

Qty

N

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

FIX.4.4

PriceOffset

N

Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value

FIX.4.4

PriceOffset

N

Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value

FIX.4.4

N

Can be used to specify the currency of the quoted price.

FIX.4.4

1167

QuoteEntryStatus

int

N

Identifies the status of an individual quote. See also QuoteStatus(297) which used for single Quotes.

▶ 9 enum values

Value	Name	Description
0	Accepted	Accepted
5	Rejected	Rejected
6	RemovedFromMarket	Removed from Market
7	Expired	Expired
12	LockedMarketWarning	Locked Market Warning
13	CrossMarketWarning	Cross Market Warning
14	CanceledDueToLockMarket	Canceled due to Lock Market
15	CanceledDueToCrossMarket	Canceled due to Cross Market
16	Active	Active

FIX.5.0

368

QuoteEntryRejectReason

int

N

Reason Quote Entry was rejected.

FIX.4.4

▶

QuotEntryGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. ** Nested Repeating Group follows **

FIX.4.4

String

Y

Uniquely identifies the quote across the complete set of all quotes for a given quote provider.

FIX.4.4

◈ Instrument [Component]

N

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of legs

FIX.4.4

◈ InstrumentLeg [Component]

N

Must be provided if Number of legs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

end InstrmtLegGrp

Price

N

If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.

FIX.4.4

Price

N

If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.

FIX.4.4

Qty

N

Quantity of bid (Prior to FIX 4.2 this field was of type int)

FIX.4.4

Qty

N

Quantity of offer (Prior to FIX 4.2 this field was of type int)

FIX.4.4

UTCTimestamp

N

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

Price

N

May be applicable for F/X quotes

FIX.4.4

Price

N

May be applicable for F/X quotes

FIX.4.4

PriceOffset

N

May be applicable for F/X quotes

FIX.4.4

PriceOffset

N

May be applicable for F/X quotes

FIX.4.4

Price

N

Mid price/rate

FIX.4.4

Percentage

N

Bid yield

FIX.4.4

Percentage

N

Mid yield

FIX.4.4

Percentage

N

Offer yield

FIX.4.4

UTCTimestamp

N

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

String

N

Identifier for Trading Session A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

LocalMktDate

N

Can be used with forex quotes to specify a specific "value date"

FIX.4.4

char

N

Can be used to specify the type of order the quote is for

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.4.4

LocalMktDate

N

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

FIX.4.4

Qty

N

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

FIX.4.4

PriceOffset

N

Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value

FIX.4.4

PriceOffset

N

Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value

FIX.4.4

N

Can be used to specify the currency of the quoted price.

FIX.4.4

▶

QuotQualGrp

ImplicitBlockRepeating QuotationNegotiation

Tag	Name	Type	Req	Description	Added
735	NoQuoteQualifiers	NumInGroup	N	Number of repeating groups of QuoteQualifiers (695).	FIX.4.4
695	QuoteQualifier	char	N	Required if NoQuoteQualifiers > 1	FIX.4.4

▶

QuotReqGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Number of related symbols (instruments) in Request

FIX.4.4

◈ Instrument [Component]

Y

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

◈ FinancingDetails [Component]

N

Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

String

N

The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

FIX.4.4

String

N

A common reference to the applicable standing agreement between the principals

FIX.4.4

LocalMktDate

N

A reference to the date the underlying agreement was executed.

FIX.4.4

Currency

N

Currency of the underlying agreement.

FIX.4.4

int

N

For Repos the timing or method for terminating the agreement.

▶ 4 enum values

Value	Name	Description
1	Overnight	Overnight
2	Term	Term
3	Flexible	Flexible
4	Open	Open

FIX.4.4

LocalMktDate

N

Settlement date of the beginning of the deal

FIX.4.4

LocalMktDate

N

Repayment / repurchase date

FIX.4.4

int

N

Delivery or custody arrangement for the underlying securities

▶ 4 enum values

Value	Name	Description
0	VersusPayment	"Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment
1	Free	"Free": Deliver (if sell) or Receive (if buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

Percentage

N

Percentage of cash value that underlying security collateral must meet.

FIX.4.4

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlyings

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Must be provided if Number of underlyings > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

end UndInstrmtGrp

Price

N

Useful for verifying security identification

FIX.4.4

303

QuoteRequestType

int

N

Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.

▶ 2 enum values

Value	Name	Description
1	Manual	Manual
2	Automatic	Automatic

FIX.4.4

int

N

Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote.

▶ 4 enum values

Value	Name	Description
0	Indicative	Indicative
1	Tradeable	Tradeable
2	RestrictedTradeable	Restricted Tradeable
3	Counter	Counter (tradeable)

FIX.4.4

String

N

Identifier for Trading Session A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

LocalMktDate

N

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

char

N

If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward.

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exxmpt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

int

N

Type of quantity specified in a quantity field. For FX, if used, should be "0".

▶ 3 enum values

Value	Name	Description
0	Units	Units (shares, par, currency)
1	Contracts	Contracts (if used - must specify ContractMultiplier (tag 231))
2	UnitsOfMeasurePerTimeUnit	Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))

FIX.4.4

◈ OrderQtyData [Component]

N

Required for single instrument quoting. Required for Fixed Income if QuoteType is Tradeable.

FIX.4.4

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.

FIX.4.3

Percentage

N

For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

char

N

For CIV - Optional

▶ 3 enum values

Value	Name	Description
0	RoundToNearest	Round to nearest
1	RoundDown	Round down
2	RoundUp	Round up

FIX.4.3

float

N

For CIV - Optional

FIX.4.3

Qty

N

Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int)

FIX.5.0

String

N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. 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.

▶ 12 enum values

Value	Name	Description
0	Regular	Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1	Cash	Cash (TOD / T+0)
2	NextDay	Next Day (TOM / T+1)
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When And If Issued
8	SellersOption	Sellers Option
9	TPlus5	T+5
B	BrokenDate	Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C	FXSpotNextSettlement	FX Spot Next settlement (Spot+1, aka next day)

FIX.4.4

LocalMktDate

N

Can be used (e.g. with forex quotes) to specify the desired "value date"

FIX.4.4

LocalMktDate

N

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

FIX.4.4

Qty

N

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

FIX.4.4

N

Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested.

FIX.4.4

⟳ Stipulations [Repeating Group]

N

Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"

FIX.4.4

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 80 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	Alternative Minimum Tax (Y/N)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (Y/N)
BGNCON	BargainConditions	Bargain conditions (see StipulationValue (234) for values)
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency Code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation Discount
INSURED	Insured	Insured (Y/N)
ISSUE	IssueDate	Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer's ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback Days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year And Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINDNOM	MinimumDenomination	Minimum denomination
MININCR	MinimumIncrement	Minimum increment
MINQTY	MinimumQuantity	Minimum quantity
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number Of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPL	PoolsPerLot	Pools per Lot
PPM	PoolsPerMillion	Pools per Million
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price Range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (Y/N)
SECTOR	MarketSector	Market Sector
SECTYPE	SecurityTypeIncludedOrExcluded	Security Type included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform Text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon - value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age - value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity - value in months (exact or range)
WHOLE	WholePool	Whole Pool (Y/N)
YIELD	YieldRange	Yield Range
AVFICO	AverageFICOScore	Average FICO Score
AVSIZE	AverageLoanSize	Average Loan Size
MAXBAL	MaximumLoanBalance	Maximum Loan Balance
POOL	PoolIdentifier	Pool Identifier
ROLLTYPE	TypeOfRollTrade	Type of Roll trade
REFTRADE	ReferenceToRollingOrClosingTrade	reference to rolling or closing trade
REFPRIN	PrincipalOfRollingOrClosingTrade	principal of rolling or closing trade
REFINT	InterestOfRollingOrClosingTrade	interest of rolling or closing trade
AVAILQTY	AvailableOfferQuantityToBeShownToTheStreet	Available offer quantity to be shown to the street
BROKERCREDIT	BrokerCredit	Broker's sales credit
INTERNALPX	OfferPriceToBeShownToInternalBrokers	Offer price to be shown to internal brokers
INTERNALQTY	OfferQuantityToBeShownToInternalBrokers	Offer quantity to be shown to internal brokers
LEAVEQTY	TheMinimumResidualOfferQuantity	The minimum residual offer quantity
MAXORDQTY	MaximumOrderSize	Maximum order size
ORDRINCR	OrderQuantityIncrement	Order quantity increment
PRIMARY	PrimaryOrSecondaryMarketIndicator	Primary or Secondary market indicator
SALESCREDITOVR	BrokerSalesCreditOverride	Broker sales credit override
TRADERCREDIT	TraderCredit	Trader's credit
DISCOUNT	DiscountRate	Discount Rate (when price is denominated in percent of par)
YTM	YieldToMaturity	Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS	AbsolutePrepaymentSpeed	Absolute Prepayment Speed
CPP	ConstantPrepaymentPenalty	Constant Prepayment Penalty
CPR	ConstantPrepaymentRate	Constant Prepayment Rate
CPY	ConstantPrepaymentYield	Constant Prepayment Yield
HEP	FinalCPROfHomeEquityPrepaymentCurve	final CPR of Home Equity Prepayment Curve
MHP	PercentOfManufacturedHousingPrepaymentCurve	Percent of Manufactured Housing Prepayment Curve
MPR	MonthlyPrepaymentRate	Monthly Prepayment Rate
PPC	PercentOfProspectusPrepaymentCurve	Percent of Prospectus Prepayment Curve
PSA	PercentOfBMAPrepaymentCurve	Percent of BMA Prepayment Curve
SMM	SingleMonthlyMortality	Single Monthly Mortality

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO 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)

FIX.4.3

end Stipulations

String

N

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.4.4

int

N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID Code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (Alert ID)
5	DTCCCode	DTCC Code
99	Other	Other (custom or proprietary)

FIX.4.4

int

N

Type of account associated with an order

▶ 7 enum values

Value	Name	Description
1	CarriedCustomerSide	Account is carried on customer side of the books
2	CarriedNonCustomerSide	Account is carried on non-customer side of books
3	HouseTrader	House Trader
4	FloorTrader	Floor Trader
6	CarriedNonCustomerSideCrossMargined	Account is carried on non-customer side of books and is cross margined
7	HouseTraderCrossMargined	Account is house trader and is cross margined
8	JointBackOfficeAccount	Joint back office account (JBO)

FIX.4.4

⟳ QuotReqLegsGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Required for multileg quotes.

FIX.4.4

◈ InstrumentLeg [Component]

N

Required for multileg quotes For Swaps one leg is Buy and other leg is Sell

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

Qty

N

When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated).

FIX.4.4

int

N

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.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Refer to description for SettlDate[64]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

String

N

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

◈ LegBenchmarkCurveData [Component]

N

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

String

N

Initiator can optionally provide a unique identifier for the specific leg.

FIX.4.4

end QuotReqLegsGrp

⟳ QuotQualGrp [Repeating Group]

N

FIX.4.4

735

NoQuoteQualifiers

NumInGroup

N

Number of repeating groups of QuoteQualifiers (695).

FIX.4.4

695

QuoteQualifier

char

N

Required if NoQuoteQualifiers > 1

FIX.4.4

end QuotQualGrp

692

QuotePriceType

int

N

Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.

▶ 10 enum values

Value	Name	Description
1	Percent	Percent (percent of par)
2	PerShare	Per Share (e.g. cents per share)
3	FixedAmount	Fixed Amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread - basis points relative to benchmark
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	YieldSpread	Yield Spread (swaps)
10	Yield	Yield

FIX.4.4

char

N

Can be used to specify the type of order the quote request is for

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.4.4

UTCTimestamp

N

Used by the quote initiator to indicate the period of time the resulting Quote must be valid until

FIX.4.4

UTCTimestamp

N

The time when Quote Request will expire.

FIX.4.4

UTCTimestamp

N

Time transaction was entered

FIX.4.4

◈ SpreadOrBenchmarkCurveData [Component]

N

Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"

FIX.4.4

PriceOffset

N

For Fixed Income

FIX.4.3

Currency

N

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 12 enum values

Value	Name	Description
EONIA	EONIA	EONIA
EUREPO	EUREPO	EUREPO
Euribor	Euribor	Euribor
FutureSWAP	FutureSWAP	FutureSWAP
LIBID	LIBID	LIBID
LIBOR	LIBOR	LIBOR (London Inter-Bank Offer)
MuniAAA	MuniAAA	MuniAAA
OTHER	OTHER	OTHER
Pfandbriefe	Pfandbriefe	Pfandbriefe
SONIA	SONIA	SONIA
SWAP	SWAP	SWAP
Treasury	Treasury	Treasury

FIX.4.3

String

N

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Price

N

Specifies the price of the benchmark.

FIX.4.4

int

N

Must be present if BenchmarkPrice is used.

FIX.4.4

String

N

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

FIX.4.4

String

N

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

FIX.4.4

int

N

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)

▶ 18 enum values

Value	Name	Description
1	Percentage	Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread (basis points spread)
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)
13	ProductTicksInHalfs	Product ticks in halfs
14	ProductTicksInFourths	Product ticks in fourths
15	ProductTicksInEights	Product ticks in eights
16	ProductTicksInSixteenths	Product ticks in sixteenths
17	ProductTicksInThirtySeconds	Product ticks in thirty-seconds
18	ProductTicksInSixtyForths	Product ticks in sixty-forths
19	ProductTicksInOneTwentyEights	Product ticks in one-twenty-eights

FIX.4.4

N

Quoted or target price

FIX.4.4

640

Price2

Price

N

Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap.

FIX.4.4

◈ YieldData [Component]

N

Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

FIX.4.4

String

N

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Avg Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GOVTEQUIV	GvntEquivalentYield	Gvnt Equivalent Yield
GROSS	TrueGrossYield	True Gross Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark to Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield to Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
PUT	YieldToNextPut	Yield to Next Put
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1_32	YieldValueOf32nds	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

Percentage

N

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

LocalMktDate

N

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

LocalMktDate

N

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

Price

N

Price to which the yield has been calculated.

FIX.4.4

int

N

The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.

FIX.4.4

⟳ Parties [Repeating Group]

N

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

String

N

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 80 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foriegn Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity
79	PrimeBroker	Prime Broker providing General Trade Services
80	StepOutFirm	Step-Out Firm (Prime Broker)
81	BrokerClearingID	BrokerClearingID

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

end PtysSubGrp

end Parties

▶

QuotReqLegsGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Required for multileg quotes.

FIX.4.4

◈ InstrumentLeg [Component]

N

Required for multileg quotes For Swaps one leg is Buy and other leg is Sell

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

Qty

N

When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated).

FIX.4.4

int

N

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.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Refer to description for SettlDate[64]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

String

N

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

◈ LegBenchmarkCurveData [Component]

N

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

String

N

Initiator can optionally provide a unique identifier for the specific leg.

FIX.4.4

▶

QuotReqRjctGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Number of related symbols (instruments) in Request

FIX.4.4

◈ Instrument [Component]

Y

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

◈ FinancingDetails [Component]

N

Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

String

N

The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

FIX.4.4

String

N

A common reference to the applicable standing agreement between the principals

FIX.4.4

LocalMktDate

N

A reference to the date the underlying agreement was executed.

FIX.4.4

Currency

N

Currency of the underlying agreement.

FIX.4.4

int

N

For Repos the timing or method for terminating the agreement.

▶ 4 enum values

Value	Name	Description
1	Overnight	Overnight
2	Term	Term
3	Flexible	Flexible
4	Open	Open

FIX.4.4

LocalMktDate

N

Settlement date of the beginning of the deal

FIX.4.4

LocalMktDate

N

Repayment / repurchase date

FIX.4.4

int

N

Delivery or custody arrangement for the underlying securities

▶ 4 enum values

Value	Name	Description
0	VersusPayment	"Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment
1	Free	"Free": Deliver (if sell) or Receive (if buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

Percentage

N

Percentage of cash value that underlying security collateral must meet.

FIX.4.4

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlyings

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Must be provided if Number of underlyings > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

end UndInstrmtGrp

Price

N

Useful for verifying security identification

FIX.4.4

303

QuoteRequestType

int

N

Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.

▶ 2 enum values

Value	Name	Description
1	Manual	Manual
2	Automatic	Automatic

FIX.4.4

int

N

Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)

▶ 4 enum values

Value	Name	Description
0	Indicative	Indicative
1	Tradeable	Tradeable
2	RestrictedTradeable	Restricted Tradeable
3	Counter	Counter (tradeable)

FIX.4.4

String

N

Identifier for Trading Session A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

LocalMktDate

N

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

char

N

If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. Required if specified in Quote Request message.

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exxmpt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

int

N

Type of quantity specified in a quantity field:

▶ 3 enum values

Value	Name	Description
0	Units	Units (shares, par, currency)
1	Contracts	Contracts (if used - must specify ContractMultiplier (tag 231))
2	UnitsOfMeasurePerTimeUnit	Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))

FIX.4.4

◈ OrderQtyData [Component]

N

Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages" Required if component is specified in Quote Request message.

FIX.4.4

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.

FIX.4.3

Percentage

N

For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

char

N

For CIV - Optional

▶ 3 enum values

Value	Name	Description
0	RoundToNearest	Round to nearest
1	RoundDown	Round down
2	RoundUp	Round up

FIX.4.3

float

N

For CIV - Optional

FIX.4.3

String

N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. 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.

▶ 12 enum values

Value	Name	Description
0	Regular	Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1	Cash	Cash (TOD / T+0)
2	NextDay	Next Day (TOM / T+1)
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When And If Issued
8	SellersOption	Sellers Option
9	TPlus5	T+5
B	BrokenDate	Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C	FXSpotNextSettlement	FX Spot Next settlement (Spot+1, aka next day)

FIX.4.4

LocalMktDate

N

Can be used (e.g. with forex quotes) to specify the desired "value date"

FIX.4.4

LocalMktDate

N

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

FIX.4.4

Qty

N

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

FIX.4.4

N

Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested.

FIX.4.4

⟳ Stipulations [Repeating Group]

N

Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"

FIX.4.4

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 80 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	Alternative Minimum Tax (Y/N)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (Y/N)
BGNCON	BargainConditions	Bargain conditions (see StipulationValue (234) for values)
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency Code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation Discount
INSURED	Insured	Insured (Y/N)
ISSUE	IssueDate	Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer's ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback Days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year And Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINDNOM	MinimumDenomination	Minimum denomination
MININCR	MinimumIncrement	Minimum increment
MINQTY	MinimumQuantity	Minimum quantity
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number Of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPL	PoolsPerLot	Pools per Lot
PPM	PoolsPerMillion	Pools per Million
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price Range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (Y/N)
SECTOR	MarketSector	Market Sector
SECTYPE	SecurityTypeIncludedOrExcluded	Security Type included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform Text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon - value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age - value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity - value in months (exact or range)
WHOLE	WholePool	Whole Pool (Y/N)
YIELD	YieldRange	Yield Range
AVFICO	AverageFICOScore	Average FICO Score
AVSIZE	AverageLoanSize	Average Loan Size
MAXBAL	MaximumLoanBalance	Maximum Loan Balance
POOL	PoolIdentifier	Pool Identifier
ROLLTYPE	TypeOfRollTrade	Type of Roll trade
REFTRADE	ReferenceToRollingOrClosingTrade	reference to rolling or closing trade
REFPRIN	PrincipalOfRollingOrClosingTrade	principal of rolling or closing trade
REFINT	InterestOfRollingOrClosingTrade	interest of rolling or closing trade
AVAILQTY	AvailableOfferQuantityToBeShownToTheStreet	Available offer quantity to be shown to the street
BROKERCREDIT	BrokerCredit	Broker's sales credit
INTERNALPX	OfferPriceToBeShownToInternalBrokers	Offer price to be shown to internal brokers
INTERNALQTY	OfferQuantityToBeShownToInternalBrokers	Offer quantity to be shown to internal brokers
LEAVEQTY	TheMinimumResidualOfferQuantity	The minimum residual offer quantity
MAXORDQTY	MaximumOrderSize	Maximum order size
ORDRINCR	OrderQuantityIncrement	Order quantity increment
PRIMARY	PrimaryOrSecondaryMarketIndicator	Primary or Secondary market indicator
SALESCREDITOVR	BrokerSalesCreditOverride	Broker sales credit override
TRADERCREDIT	TraderCredit	Trader's credit
DISCOUNT	DiscountRate	Discount Rate (when price is denominated in percent of par)
YTM	YieldToMaturity	Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS	AbsolutePrepaymentSpeed	Absolute Prepayment Speed
CPP	ConstantPrepaymentPenalty	Constant Prepayment Penalty
CPR	ConstantPrepaymentRate	Constant Prepayment Rate
CPY	ConstantPrepaymentYield	Constant Prepayment Yield
HEP	FinalCPROfHomeEquityPrepaymentCurve	final CPR of Home Equity Prepayment Curve
MHP	PercentOfManufacturedHousingPrepaymentCurve	Percent of Manufactured Housing Prepayment Curve
MPR	MonthlyPrepaymentRate	Monthly Prepayment Rate
PPC	PercentOfProspectusPrepaymentCurve	Percent of Prospectus Prepayment Curve
PSA	PercentOfBMAPrepaymentCurve	Percent of BMA Prepayment Curve
SMM	SingleMonthlyMortality	Single Monthly Mortality

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO 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)

FIX.4.3

end Stipulations

String

N

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.4.4

int

N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID Code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (Alert ID)
5	DTCCCode	DTCC Code
99	Other	Other (custom or proprietary)

FIX.4.4

int

N

Type of account associated with an order

▶ 7 enum values

Value	Name	Description
1	CarriedCustomerSide	Account is carried on customer side of the books
2	CarriedNonCustomerSide	Account is carried on non-customer side of books
3	HouseTrader	House Trader
4	FloorTrader	Floor Trader
6	CarriedNonCustomerSideCrossMargined	Account is carried on non-customer side of books and is cross margined
7	HouseTraderCrossMargined	Account is house trader and is cross margined
8	JointBackOfficeAccount	Joint back office account (JBO)

FIX.4.4

⟳ QuotReqLegsGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Required for multileg quotes.

FIX.4.4

◈ InstrumentLeg [Component]

N

Required for multileg quotes For Swaps one leg is Buy and other leg is Sell

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

Qty

N

When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated).

FIX.4.4

int

N

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.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

LocalMktDate

N

Refer to description for SettlDate[64]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

⟳ NestedParties [Repeating Group]

N

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

String

N

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

◈ LegBenchmarkCurveData [Component]

N

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

String

N

Initiator can optionally provide a unique identifier for the specific leg.

FIX.4.4

end QuotReqLegsGrp

⟳ QuotQualGrp [Repeating Group]

N

FIX.4.4

735

NoQuoteQualifiers

NumInGroup

N

Number of repeating groups of QuoteQualifiers (695).

FIX.4.4

695

QuoteQualifier

char

N

Required if NoQuoteQualifiers > 1

FIX.4.4

end QuotQualGrp

692

QuotePriceType

int

N

Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.

▶ 10 enum values

Value	Name	Description
1	Percent	Percent (percent of par)
2	PerShare	Per Share (e.g. cents per share)
3	FixedAmount	Fixed Amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread - basis points relative to benchmark
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	YieldSpread	Yield Spread (swaps)
10	Yield	Yield

FIX.4.4

char

N

Can be used to specify the type of order the quote request is for

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.4.4

UTCTimestamp

N

The time when Quote Request will expire.

FIX.4.4

UTCTimestamp

N

Time transaction was entered

FIX.4.4

◈ SpreadOrBenchmarkCurveData [Component]

N

Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"

FIX.4.4

PriceOffset

N

For Fixed Income

FIX.4.3

Currency

N

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 12 enum values

Value	Name	Description
EONIA	EONIA	EONIA
EUREPO	EUREPO	EUREPO
Euribor	Euribor	Euribor
FutureSWAP	FutureSWAP	FutureSWAP
LIBID	LIBID	LIBID
LIBOR	LIBOR	LIBOR (London Inter-Bank Offer)
MuniAAA	MuniAAA	MuniAAA
OTHER	OTHER	OTHER
Pfandbriefe	Pfandbriefe	Pfandbriefe
SONIA	SONIA	SONIA
SWAP	SWAP	SWAP
Treasury	Treasury	Treasury

FIX.4.3

String

N

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Price

N

Specifies the price of the benchmark.

FIX.4.4

int

N

Must be present if BenchmarkPrice is used.

FIX.4.4

String

N

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

FIX.4.4

String

N

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

FIX.4.4

int

N

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)

▶ 18 enum values

Value	Name	Description
1	Percentage	Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread (basis points spread)
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)
13	ProductTicksInHalfs	Product ticks in halfs
14	ProductTicksInFourths	Product ticks in fourths
15	ProductTicksInEights	Product ticks in eights
16	ProductTicksInSixteenths	Product ticks in sixteenths
17	ProductTicksInThirtySeconds	Product ticks in thirty-seconds
18	ProductTicksInSixtyForths	Product ticks in sixty-forths
19	ProductTicksInOneTwentyEights	Product ticks in one-twenty-eights

FIX.4.4

N

Quoted or target price

FIX.4.4

640

Price2

Price

N

Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap.

FIX.4.4

◈ YieldData [Component]

N

Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

FIX.4.4

String

N

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Avg Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GOVTEQUIV	GvntEquivalentYield	Gvnt Equivalent Yield
GROSS	TrueGrossYield	True Gross Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark to Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield to Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
PUT	YieldToNextPut	Yield to Next Put
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1_32	YieldValueOf32nds	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

Percentage

N

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

LocalMktDate

N

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

LocalMktDate

N

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

Price

N

Price to which the yield has been calculated.

FIX.4.4

int

N

The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.

FIX.4.4

⟳ Parties [Repeating Group]

N

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

String

N

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 80 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foriegn Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity
79	PrimeBroker	Prime Broker providing General Trade Services
80	StepOutFirm	Step-Out Firm (Prime Broker)
81	BrokerClearingID	BrokerClearingID

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

end PtysSubGrp

end Parties

▶

QuotSetAckGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

296

NoQuoteSets

NumInGroup

N

The number of sets of quotes in the message

FIX.4.4

302

QuoteSetID

String

N

First field in repeating group. Required if NoQuoteSets > 0

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoQuoteSets > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

304

TotNoQuoteEntries

int

N

Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0

FIX.4.4

1168

TotNoCxldQuotes

int

N

Total number of quotes canceled for the quote set across all messages.

FIX.5.0

1169

TotNoAccQuotes

int

N

Total number of quotes accepted for the quote set across all messages.

FIX.5.0

1170

TotNoRejQuotes

int

N

Total number of quotes rejected for the quote set across all messages.

FIX.5.0

893

LastFragment

Boolean

N

Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.

▶ 2 enum values

Value	Name	Description
N	NotLastMessage	Not Last Message
Y	LastMessage	Last Message

FIX.4.4

⟳ QuotEntryAckGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

The number of quotes for this Symbol (QuoteSet) that follow in this message.

FIX.4.4

String

N

Uniquely identifies the quote across the complete set of all quotes for a given quote provider. First field in repeating group. Required if NoQuoteEntries > 0.

FIX.4.4

◈ Instrument [Component]

N

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of legs

FIX.4.4

◈ InstrumentLeg [Component]

N

Must be provided if Number of legs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

end InstrmtLegGrp

Price

N

If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.

FIX.4.4

Price

N

If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.

FIX.4.4

Qty

N

Quantity of bid (Prior to FIX 4.2 this field was of type int)

FIX.4.4

Qty

N

Quantity of offer (Prior to FIX 4.2 this field was of type int)

FIX.4.4

UTCTimestamp

N

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

Price

N

May be applicable for F/X quotes

FIX.4.4

Price

N

May be applicable for F/X quotes

FIX.4.4

PriceOffset

N

May be applicable for F/X quotes

FIX.4.4

PriceOffset

N

May be applicable for F/X quotes

FIX.4.4

Price

N

Mid price/rate

FIX.4.4

Percentage

N

Bid yield

FIX.4.4

Percentage

N

Mid yield

FIX.4.4

Percentage

N

Offer yield

FIX.4.4

UTCTimestamp

N

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

String

N

Identifier for Trading Session A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

LocalMktDate

N

Can be used with forex quotes to specify a specific "value date"

FIX.4.4

char

N

Can be used to specify the type of order the quote is for

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.4.4

LocalMktDate

N

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

FIX.4.4

Qty

N

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

FIX.4.4

PriceOffset

N

Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value

FIX.4.4

PriceOffset

N

Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value

FIX.4.4

N

Can be used to specify the currency of the quoted price.

FIX.4.4

1167

QuoteEntryStatus

int

N

Identifies the status of an individual quote. See also QuoteStatus(297) which used for single Quotes.

▶ 9 enum values

Value	Name	Description
0	Accepted	Accepted
5	Rejected	Rejected
6	RemovedFromMarket	Removed from Market
7	Expired	Expired
12	LockedMarketWarning	Locked Market Warning
13	CrossMarketWarning	Cross Market Warning
14	CanceledDueToLockMarket	Canceled due to Lock Market
15	CanceledDueToCrossMarket	Canceled due to Cross Market
16	Active	Active

FIX.5.0

368

QuoteEntryRejectReason

int

N

Reason Quote Entry was rejected.

FIX.4.4

end QuotEntryAckGrp

▶

QuotSetGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

296

NoQuoteSets

NumInGroup

Y

The number of sets of quotes in the message

FIX.4.4

302

QuoteSetID

String

Y

Sequential number for the Quote Set. For a given QuoteID - assumed to start at 1. Must be the first field in the repeating group.

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

367

QuoteSetValidUntilTime

UTCTimestamp

N

Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

304

TotNoQuoteEntries

int

Y

Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set.

FIX.4.4

893

LastFragment

Boolean

N

Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.

▶ 2 enum values

Value	Name	Description
N	NotLastMessage	Not Last Message
Y	LastMessage	Last Message

FIX.4.4

⟳ QuotEntryGrp [Repeating Group]

Y

FIX.4.4

NumInGroup

Y

The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. ** Nested Repeating Group follows **

FIX.4.4

String

Y

Uniquely identifies the quote across the complete set of all quotes for a given quote provider.

FIX.4.4

◈ Instrument [Component]

N

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of legs

FIX.4.4

◈ InstrumentLeg [Component]

N

Must be provided if Number of legs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

end InstrmtLegGrp

Price

N

If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.

FIX.4.4

Price

N

If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified.

FIX.4.4

Qty

N

Quantity of bid (Prior to FIX 4.2 this field was of type int)

FIX.4.4

Qty

N

Quantity of offer (Prior to FIX 4.2 this field was of type int)

FIX.4.4

UTCTimestamp

N

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

Price

N

May be applicable for F/X quotes

FIX.4.4

Price

N

May be applicable for F/X quotes

FIX.4.4

PriceOffset

N

May be applicable for F/X quotes

FIX.4.4

PriceOffset

N

May be applicable for F/X quotes

FIX.4.4

Price

N

Mid price/rate

FIX.4.4

Percentage

N

Bid yield

FIX.4.4

Percentage

N

Mid yield

FIX.4.4

Percentage

N

Offer yield

FIX.4.4

UTCTimestamp

N

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.4

String

N

Identifier for Trading Session A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

LocalMktDate

N

Can be used with forex quotes to specify a specific "value date"

FIX.4.4

char

N

Can be used to specify the type of order the quote is for

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.4.4

LocalMktDate

N

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

FIX.4.4

Qty

N

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

FIX.4.4

PriceOffset

N

Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value

FIX.4.4

PriceOffset

N

Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value

FIX.4.4

N

Can be used to specify the currency of the quoted price.

FIX.4.4

end QuotEntryGrp

▶

RFQReqGrp

ImplicitBlockRepeating QuotationNegotiation

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Number of related symbols (instruments) in Request

FIX.4.4

◈ Instrument [Component]

Y

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlyings

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Must be provided if Number of underlyings > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

end UndInstrmtGrp

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of legs

FIX.4.4

◈ InstrumentLeg [Component]

N

Must be provided if Number of legs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

end InstrmtLegGrp

Price

N

Useful for verifying security identification

FIX.4.4

303

QuoteRequestType

int

N

Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.

▶ 2 enum values

Value	Name	Description
1	Manual	Manual
2	Automatic	Automatic

FIX.4.4

int

N

Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)

▶ 4 enum values

Value	Name	Description
0	Indicative	Indicative
1	Tradeable	Tradeable
2	RestrictedTradeable	Restricted Tradeable
3	Counter	Counter (tradeable)

FIX.4.4

String

N

Identifier for Trading Session A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

▶

RelSymDerivSecGrp

ImplicitBlockRepeating ReferenceData

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Specifies the number of repeating symbols (instruments) specified

FIX.4.4

◈ 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

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

SecondaryTradingReferencePrice

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

◈ SecondaryPriceLimits [Component]

N

Secondary price limit rules

FIX.5.0

1305

SecondaryPriceLimitType

int

N

Describes the how the price limits are expressed

FIX.5.0

1221

SecondaryLowLimitPrice

Price

N

Refer to definition of LowLimitPrice(1148)

FIX.5.0

1230

SecondaryHighLimitPrice

Price

N

Refer to definition of HighLimitPrice(1149)

FIX.5.0

1240

Price

N

Refer to definition for TradingReferencePrice(1150)

FIX.5.0

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

292

CorporateAction

MultipleCharValue

N

Identifies the type of Corporate Action

▶ 23 enum values

Value	Name	Description
A	ExDividend	Ex-Dividend
B	ExDistribution	Ex-Distribution
C	ExRights	Ex-Rights
D	New	New
E	ExInterest	Ex-Interest
F	CashDividend	Cash Dividend
G	StockDividend	Stock Dividend
H	NonIntegerStockSplit	Non-Integer Stock Split
I	ReverseStockSplit	Reverse Stock Split
J	StandardIntegerStockSplit	Standard-Integer Stock Split
K	PositionConsolidation	Position Consolidation
L	LiquidationReorganization	Liquidation Reorganization
M	MergerReorganization	Merger Reorganization
N	RightsOffering	Rights Offering
O	ShareholderMeeting	Shareholder Meeting
P	Spinoff	Spinoff
Q	TenderOffer	Tender Offer
R	Warrant	Warrant
S	SpecialAction	Special Action
T	SymbolConversion	Symbol Conversion
U	CUSIP	CUSIP / Name Change
V	LeapRollover	Leap Rollover
W	SuccessionEvent	Succession Event

FIX.5.0

◈ InstrumentExtension [Component]

N

The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.

FIX.4.4

int

N

Identifies the form of delivery.

▶ 2 enum values

Value	Name	Description
1	BookEntry	Book Entry (default)
2	Bearer	Bearer

FIX.4.4

Percentage

N

Percent at risk due to lowest possible call.

FIX.4.4

⟳ AttrbGrp [Repeating Group]

N

Number of repeating InstrAttrib group entries.

FIX.4.4

NumInGroup

N

Number of repeating InstrAttribType entries.

FIX.4.4

int

N

Code to represent the type of instrument attribute

▶ 30 enum values

Value	Name	Description
1	Flat	Flat (securities pay interest on a current basis but are traded without interest)
2	ZeroCoupon	Zero coupon
3	InterestBearing	Interest bearing (for Euro commercial paper when not issued at discount)
4	NoPeriodicPayments	No periodic payments
5	VariableRate	Variable rate
6	LessFeeForPut	Less fee for put
7	SteppedCoupon	Stepped coupon
8	CouponPeriod	Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9	When	When [and if] issued
10	OriginalIssueDiscount	Original issue discount
11	Callable	Callable, puttable
12	EscrowedToMaturity	Escrowed to Maturity
13	EscrowedToRedemptionDate	Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14	PreRefunded	Pre-refunded
15	InDefault	In default
16	Unrated	Unrated
17	Taxable	Taxable
18	Indexed	Indexed
19	SubjectToAlternativeMinimumTax	Subject To Alternative Minimum Tax
20	OriginalIssueDiscountPrice	Original issue discount price. Supply price in the InstrAttribValue (872) field
21	CallableBelowMaturityValue	Callable below maturity value
22	CallableWithoutNotice	Callable without notice by mail to holder unless registered
23	PriceTickRulesForSecurity	Price tick rules for security.
24	TradeTypeEligibilityDetailsForSecurity	Trade type eligibility details for security.
25	InstrumentDenominator	Instrument Denominator
26	InstrumentNumerator	Instrument Numerator
27	InstrumentPricePrecision	Instrument Price Precision
28	InstrumentStrikePrice	Instrument Strike Price
29	TradeableIndicator	Tradeable Indicator
99	Text	Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.

FIX.4.4

String

N

Attribute value appropriate to the InstrAttribType (87) field.

FIX.4.4

end AttrbGrp

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of legs

FIX.4.4

◈ InstrumentLeg [Component]

N

Must be provided if Number of legs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

end InstrmtLegGrp

String

N

Comment, instructions, or other identifying information.

FIX.4.4

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.4

▶

RelSymDerivSecUpdGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Specifies the number of repeating symbols specified.

FIX.5.0

1324

ListUpdateAction

char

N

If provided, then Instrument occurrence has explicitly changed

FIX.5.0

292

CorporateAction

MultipleCharValue

N

Identifies the type of Corporate Action.

▶ 23 enum values

Value	Name	Description
A	ExDividend	Ex-Dividend
B	ExDistribution	Ex-Distribution
C	ExRights	Ex-Rights
D	New	New
E	ExInterest	Ex-Interest
F	CashDividend	Cash Dividend
G	StockDividend	Stock Dividend
H	NonIntegerStockSplit	Non-Integer Stock Split
I	ReverseStockSplit	Reverse Stock Split
J	StandardIntegerStockSplit	Standard-Integer Stock Split
K	PositionConsolidation	Position Consolidation
L	LiquidationReorganization	Liquidation Reorganization
M	MergerReorganization	Merger Reorganization
N	RightsOffering	Rights Offering
O	ShareholderMeeting	Shareholder Meeting
P	Spinoff	Spinoff
Q	TenderOffer	Tender Offer
R	Warrant	Warrant
S	SpecialAction	Special Action
T	SymbolConversion	Symbol Conversion
U	CUSIP	CUSIP / Name Change
V	LeapRollover	Leap Rollover
W	SuccessionEvent	Succession Event

FIX.5.0

◈ 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.5.0

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

◈ InstrumentExtension [Component]

N

The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.

FIX.5.0

int

N

Identifies the form of delivery.

▶ 2 enum values

Value	Name	Description
1	BookEntry	Book Entry (default)
2	Bearer	Bearer

FIX.4.4

Percentage

N

Percent at risk due to lowest possible call.

FIX.4.4

⟳ AttrbGrp [Repeating Group]

N

Number of repeating InstrAttrib group entries.

FIX.4.4

NumInGroup

N

Number of repeating InstrAttribType entries.

FIX.4.4

int

N

Code to represent the type of instrument attribute

▶ 30 enum values

Value	Name	Description
1	Flat	Flat (securities pay interest on a current basis but are traded without interest)
2	ZeroCoupon	Zero coupon
3	InterestBearing	Interest bearing (for Euro commercial paper when not issued at discount)
4	NoPeriodicPayments	No periodic payments
5	VariableRate	Variable rate
6	LessFeeForPut	Less fee for put
7	SteppedCoupon	Stepped coupon
8	CouponPeriod	Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9	When	When [and if] issued
10	OriginalIssueDiscount	Original issue discount
11	Callable	Callable, puttable
12	EscrowedToMaturity	Escrowed to Maturity
13	EscrowedToRedemptionDate	Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14	PreRefunded	Pre-refunded
15	InDefault	In default
16	Unrated	Unrated
17	Taxable	Taxable
18	Indexed	Indexed
19	SubjectToAlternativeMinimumTax	Subject To Alternative Minimum Tax
20	OriginalIssueDiscountPrice	Original issue discount price. Supply price in the InstrAttribValue (872) field
21	CallableBelowMaturityValue	Callable below maturity value
22	CallableWithoutNotice	Callable without notice by mail to holder unless registered
23	PriceTickRulesForSecurity	Price tick rules for security.
24	TradeTypeEligibilityDetailsForSecurity	Trade type eligibility details for security.
25	InstrumentDenominator	Instrument Denominator
26	InstrumentNumerator	Instrument Numerator
27	InstrumentPricePrecision	Instrument Price Precision
28	InstrumentStrikePrice	Instrument Strike Price
29	TradeableIndicator	Tradeable Indicator
99	Text	Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.

FIX.4.4

SecondaryTradingReferencePrice

String

N

Attribute value appropriate to the InstrAttribType (87) field.

FIX.4.4

end AttrbGrp

◈ SecondaryPriceLimits [Component]

N

Secondary price limit rules

FIX.5.0

1305

SecondaryPriceLimitType

int

N

Describes the how the price limits are expressed

FIX.5.0

1221

SecondaryLowLimitPrice

Price

N

Refer to definition of LowLimitPrice(1148)

FIX.5.0

1230

SecondaryHighLimitPrice

Price

N

Refer to definition of HighLimitPrice(1149)

FIX.5.0

1240

Price

N

Refer to definition for TradingReferencePrice(1150)

FIX.5.0

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.5.0

⟳ InstrmtLegGrp [Repeating Group]

N

FIX.5.0

NumInGroup

N

Number of legs

FIX.4.4

◈ InstrumentLeg [Component]

N

Must be provided if Number of legs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

end InstrmtLegGrp

String

N

Comment, instructions, or other identifying information.

FIX.5.0

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.5.0

CashDistribAgentAcctNumber

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.5.0

▶

RgstDistInstGrp

ImplicitBlockRepeating RegistrationInstruction

Tag

Name

Type

Req

Description

Added

510

NoDistribInsts

NumInGroup

N

Number of Distribution instructions in this message (number of repeating groups to follow)

FIX.4.4

477

DistribPaymentMethod

int

N

Must be first field in the repeating group if NoDistribInsts > 0.

▶ 12 enum values

Value	Name	Description
1	CREST	CREST
2	NSCC	NSCC
3	Euroclear	Euroclear
4	Clearstream	Clearstream
5	Cheque	Cheque
6	TelegraphicTransfer	Telegraphic Transfer
7	FedWire	Fed Wire
8	DirectCredit	Direct Credit (BECS, BACS)
9	ACHCredit	ACH Credit
10	BPAY	BPAY
11	HighValueClearingSystemHVACS	High Value Clearing System HVACS
12	ReinvestInFund	Reinvest In Fund

FIX.4.4

512

DistribPercentage

Percentage

N

The amount of each distribution to go to this beneficiary, expressed as a percentage

FIX.4.4

478

CashDistribCurr

Currency

N

Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes".

FIX.4.4

498

CashDistribAgentName

String

N

Name of local agent bank if for cash distributions

FIX.4.4

499

CashDistribAgentCode

String

N

BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions

FIX.4.4

500

String

N

Account number at agent bank for distributions.

FIX.4.4

501

CashDistribPayRef

String

N

Free format Payment reference to assist with reconciliation of distributions.

FIX.4.4

502

CashDistribAgentAcctName

String

N

Name of account at agent bank for distributions.

FIX.4.4

▶

RgstDtlsGrp

ImplicitBlockRepeating RegistrationInstruction

Tag

Name

Type

Req

Description

Added

473

NoRegistDtls

NumInGroup

N

Number of registration details in this message (number of repeating groups to follow)

FIX.4.4

509

RegistDtls

String

N

Must be first field in the repeating group

FIX.4.4

511

RegistEmail

String

N

Email address relating to Registration name and address details

FIX.4.4

474

MailingDtls

String

N

Set of Correspondence address details, possibly including phone, fax, etc.

FIX.4.4

482

MailingInst

String

N

Free format text to specify mailing instruction requirements, e.g. "no third party mailings".

FIX.4.4

⟳ NestedParties [Repeating Group]

N

Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=InvestorID

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

String

N

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

InvestorCountryOfResidence

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

522

OwnerType

int

N

Identifies the type of owner.

▶ 13 enum values

Value	Name	Description
1	IndividualInvestor	Individual Investor
2	PublicCompany	Public Company
3	PrivateCompany	Private Company
4	IndividualTrustee	Individual Trustee
5	CompanyTrustee	Company Trustee
6	PensionPlan	Pension Plan
7	CustodianUnderGiftsToMinorsAct	Custodian Under Gifts to Minors Act
8	Trusts	Trusts
9	Fiduciaries	Fiduciaries
10	NetworkingSubAccount	Networking Sub-account
11	NonProfitOrganization	Non-profit organization
12	CorporateBody	Corporate Body
13	Nominee	Nominee

FIX.4.4

486

DateOfBirth

LocalMktDate

N

The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.

FIX.4.4

475

Country

N

The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.

FIX.4.4

▶

RootParties

BlockRepeating Common

The RootParties component block is a version of the Parties component block used to provide root information regarding the owning and entering parties of a transaction.

Tag	Name	Type	Req	Description	Added
1116	NoRootPartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole	FIX.4.4
1117	RootPartyID	String	N	Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0.	FIX.4.4
1118	RootPartyIDSource	char	N	Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0.	FIX.4.4
1119	RootPartyRole	int	N	Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0.	FIX.4.4
⟳ RootSubParties [Repeating Group]			N	Repeating group of RootParty sub-identifiers.	FIX.4.4
1120	NoRootPartySubIDs	NumInGroup	N	Repeating group of RootParty sub-identifiers.	FIX.4.4
1121	RootPartySubID	String	N	Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if NoRootPartySubIDs > 0.	FIX.4.4
1122	RootPartySubIDType	int	N	Type of Sub-identifier. Required if NoRootPartySubIDs > 0.	FIX.4.4
end RootSubParties

▶

RootSubParties

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
1120	NoRootPartySubIDs	NumInGroup	N	Repeating group of RootParty sub-identifiers.	FIX.4.4
1121	RootPartySubID	String	N	Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if NoRootPartySubIDs > 0.	FIX.4.4
1122	RootPartySubIDType	int	N	Type of Sub-identifier. Required if NoRootPartySubIDs > 0.	FIX.4.4

▶

RoutingGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

215

NoRoutingIDs

NumInGroup

N

Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.

FIX.4.4

216

RoutingType

int

N

Indicates type of RoutingID. Required if NoRoutingIDs is > 0.

▶ 4 enum values

Value	Name	Description
1	TargetFirm	Target Firm
2	TargetList	Target List
3	BlockFirm	Block Firm
4	BlockList	Block List

FIX.4.4

217

RoutingID

String

N

Identifies routing destination. Required if NoRoutingIDs is > 0.

FIX.4.4

▶

SecAltIDGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
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

▶

SecListGrp

ImplicitBlockRepeating ReferenceData

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Specifies the number of repeating symbols (instruments) specified

FIX.4.4

◈ Instrument [Component]

N

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

◈ InstrumentExtension [Component]

N

Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"

FIX.4.4

int

N

Identifies the form of delivery.

▶ 2 enum values

Value	Name	Description
1	BookEntry	Book Entry (default)
2	Bearer	Bearer

FIX.4.4

Percentage

N

Percent at risk due to lowest possible call.

FIX.4.4

⟳ AttrbGrp [Repeating Group]

N

Number of repeating InstrAttrib group entries.

FIX.4.4

NumInGroup

N

Number of repeating InstrAttribType entries.

FIX.4.4

int

N

Code to represent the type of instrument attribute

▶ 30 enum values

Value	Name	Description
1	Flat	Flat (securities pay interest on a current basis but are traded without interest)
2	ZeroCoupon	Zero coupon
3	InterestBearing	Interest bearing (for Euro commercial paper when not issued at discount)
4	NoPeriodicPayments	No periodic payments
5	VariableRate	Variable rate
6	LessFeeForPut	Less fee for put
7	SteppedCoupon	Stepped coupon
8	CouponPeriod	Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9	When	When [and if] issued
10	OriginalIssueDiscount	Original issue discount
11	Callable	Callable, puttable
12	EscrowedToMaturity	Escrowed to Maturity
13	EscrowedToRedemptionDate	Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14	PreRefunded	Pre-refunded
15	InDefault	In default
16	Unrated	Unrated
17	Taxable	Taxable
18	Indexed	Indexed
19	SubjectToAlternativeMinimumTax	Subject To Alternative Minimum Tax
20	OriginalIssueDiscountPrice	Original issue discount price. Supply price in the InstrAttribValue (872) field
21	CallableBelowMaturityValue	Callable below maturity value
22	CallableWithoutNotice	Callable without notice by mail to holder unless registered
23	PriceTickRulesForSecurity	Price tick rules for security.
24	TradeTypeEligibilityDetailsForSecurity	Trade type eligibility details for security.
25	InstrumentDenominator	Instrument Denominator
26	InstrumentNumerator	Instrument Numerator
27	InstrumentPricePrecision	Instrument Price Precision
28	InstrumentStrikePrice	Instrument Strike Price
29	TradeableIndicator	Tradeable Indicator
99	Text	Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.

FIX.4.4

String

N

Attribute value appropriate to the InstrAttribType (87) field.

FIX.4.4

end AttrbGrp

◈ FinancingDetails [Component]

N

Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"

FIX.4.4

String

N

The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

FIX.4.4

String

N

A common reference to the applicable standing agreement between the principals

FIX.4.4

LocalMktDate

N

A reference to the date the underlying agreement was executed.

FIX.4.4

Currency

N

Currency of the underlying agreement.

FIX.4.4

int

N

For Repos the timing or method for terminating the agreement.

▶ 4 enum values

Value	Name	Description
1	Overnight	Overnight
2	Term	Term
3	Flexible	Flexible
4	Open	Open

FIX.4.4

LocalMktDate

N

Settlement date of the beginning of the deal

FIX.4.4

LocalMktDate

N

Repayment / repurchase date

FIX.4.4

int

N

Delivery or custody arrangement for the underlying securities

▶ 4 enum values

Value	Name	Description
0	VersusPayment	"Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment
1	Free	"Free": Deliver (if sell) or Receive (if buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

Percentage

N

Percentage of cash value that underlying security collateral must meet.

FIX.4.4

◈ SecurityTradingRules [Component]

N

Used to provide listing rules

FIX.5.0

◈ BaseTradingRules [Component]

N

This block contains the base trading rules

FIX.5.0

⟳ TickRules [Repeating Group]

N

This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security

FIX.5.0

NumInGroup

N

Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security.

FIX.5.0

Price

N

Starting price range for specified tick increment

FIX.5.0

Price

N

Ending price range for the specified tick increment

FIX.5.0

Price

N

Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded

FIX.5.0

int

N

Specifies the type of tick rule which is being described

▶ 5 enum values

Value	Name	Description
0	Regular	Regular
1	Variable	Variable
2	Fixed	Fixed
3	TradedAsASpreadLeg	Traded as a spread leg
4	SettledAsASpreadLeg	Settled as a spread leg

FIX.5.0

end TickRules

⟳ LotTypeRules [Repeating Group]

N

Specifies the lot types that are valid for trading.

FIX.5.0

NumInGroup

N

Number of Lot Types

FIX.5.0

char

N

Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1)

▶ 3 enum values

Value	Name	Description
1	OddLot	Odd Lot
2	RoundLot	Round Lot
3	BlockLot	Block Lot

FIX.5.0

Qty

N

Minimum lot size allowed based on lot type specified in LotType(1093)

FIX.5.0

end LotTypeRules

◈ PriceLimits [Component]

N

Specifies the price limits that are valid for trading.

FIX.5.0

int

N

Describes the how the price limits are expressed

▶ 3 enum values

Value	Name	Description
0	Price	Price
1	Ticks	Ticks
2	Percentage	Percentage

FIX.5.0

Price

N

Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected

FIX.5.0

Price

N

Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected

FIX.5.0

Price

N

Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.

FIX.5.0

int

N

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

▶ 3 enum values

Value	Name	Description
0	ExpireOnTradingSessionClose	Expire on trading session close (default)
1	ExpireOnTradingSessionOpen	Expire on trading session open
2	SpecifiedExpiration	Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)

FIX.5.0

Qty

N

The minimum order quantity that can be submitted for an order.

FIX.5.0

Qty

N

The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade

FIX.5.0

float

N

The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms.

FIX.5.0

int

N

Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.

▶ 4 enum values

Value	Name	Description
0	NotImplied	Not implied
1	ImpliedIn	Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument
2	ImpliedOut	Implied-out - The existence of the underlying legs are implied by the multi-leg instrument
3	BothImpliedInAndImpliedOut	Both Implied-in and Implied-out

FIX.5.0

Currency

N

Used when the trading currency can differ from the price currency

FIX.5.0

Qty

N

Trading lot size of security

FIX.5.0

int

N

Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities.

▶ 3 enum values

Value	Name	Description
0	PredefinedMultilegSecurity	Predefined Multileg Security
1	UserDefinedMultilegSecurity	User-defined Multleg Security
2	UserDefined	User-defined, Non-Securitized, Multileg

FIX.5.0

int

N

Used for multileg security only. Defines the method used when applying the multileg price to the legs.

▶ 6 enum values

Value	Name	Description
0	NetPrice	Net Price
1	ReversedNetPrice	Reversed Net Price
2	YieldDifference	Yield Difference
3	Individual	Individual
4	ContractWeightedAveragePrice	Contract Weighted Average Price
5	MultipliedPrice	Multiplied Price

FIX.5.0

int

N

Defines the default Price Type used for trading.

▶ 18 enum values

Value	Name	Description
1	Percentage	Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread (basis points spread)
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)
13	ProductTicksInHalfs	Product ticks in halfs
14	ProductTicksInFourths	Product ticks in fourths
15	ProductTicksInEights	Product ticks in eights
16	ProductTicksInSixteenths	Product ticks in sixteenths
17	ProductTicksInThirtySeconds	Product ticks in thirty-seconds
18	ProductTicksInSixtyForths	Product ticks in sixty-forths
19	ProductTicksInOneTwentyEights	Product ticks in one-twenty-eights

FIX.5.0

⟳ TradingSessionRulesGrp [Repeating Group]

N

This block contains the trading rules specific to a trading session

FIX.5.0

NumInGroup

N

Allows trading rules to be expressed by trading session

FIX.5.0

String

N

Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.5.0

String

N

Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.5.0

◈ TradingSessionRules [Component]

N

Contains trading rules specified at the trading session level

FIX.5.0

⟳ OrdTypeRules [Repeating Group]

N

Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

FIX.5.0

NumInGroup

N

Number of order types

FIX.5.0

char

N

Indicates order types that are valid for the specified market segment.

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.5.0

end OrdTypeRules

⟳ TimeInForceRules [Repeating Group]

N

specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of time in force techniques

FIX.5.0

char

N

Indicates time in force techniques that are valid for the specified market segment

▶ 10 enum values

Value	Name	Description
0	Day	Day (or session)
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate Or Cancel (IOC)
4	FillOrKill	Fill Or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date (GTD)
7	AtTheClose	At the Close
8	GoodThroughCrossing	Good Through Crossing
9	AtCrossing	At Crossing

FIX.5.0

end TimeInForceRules

⟳ ExecInstRules [Repeating Group]

N

specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of execution instructions

FIX.5.0

char

N

Indicates execution instructions that are valid for the specified market segment

FIX.5.0

end ExecInstRules

⟳ MatchRules [Repeating Group]

N

specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of match rules

FIX.5.0

String

N

The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar

FIX.5.0

String

N

The point in the matching process at which this trade was matched.

▶ 26 enum values

Value	Name	Description
1	OnePartyTradeReport	One-Party Trade Report (privately negotiated trade)
2	TwoPartyTradeReport	Two-Party Trade Report (privately negotiated trade)
3	ConfirmedTradeReport	Confirmed Trade Report (reporting from recognized markets)
4	AutoMatch	Auto-match
5	CrossAuction	Cross Auction
6	CounterOrderSelection	Counter-Order Selection
7	CallAuction	Call Auction
8	Issuing	Issuing/Buy Back Auction
M3	ACTAcceptedTrade	ACT Accepted Trade
M4	ACTDefaultTrade	ACT Default Trade
M5	ACTDefaultAfterM2	ACT Default After M2
M6	ACTM6Match	ACT M6 Match
A1	ExactMatchPlus4BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2	ExactMatchPlus4Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3	ExactMatchPlus2BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4	ExactMatchPlus2Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5	ExactMatchPlusExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ	StampedAdvisoriesOrSpecialistAccepts	Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1	A1ExactMatchSummarizedQuantity	Summarized match using A1 exact match criteria except quantity is summaried
S2	A2ExactMatchSummarizedQuantity	Summarized match using A2 exact match criteria except quantity is summarized
S3	A3ExactMatchSummarizedQuantity	Summarized match using A3 exact match criteria except quantity is summarized
S4	A4ExactMatchSummarizedQuantity	Summarized match using A4 exact match criteria except quantity is summarized
S5	A5ExactMatchSummarizedQuantity	Summarized match using A5 exact match criteria except quantity is summarized
M1	ExactMatchMinusBadgesTimes	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2	SummarizedMatchMinusBadgesTimes	Summarized match minus badges and times: ACT M2 Match
MT	OCSLockedIn	OCS Locked In: Non-ACT

FIX.5.0

end MatchRules

⟳ MarketDataFeedTypes [Repeating Group]

N

specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

The number of feed types and corresponding book depths associated with a security

FIX.5.0

String

N

Describes a class of service for a given data feed

FIX.5.0

int

N

The depth of book associated with a particular feed type

FIX.5.0

int

N

Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection

▶ 3 enum values

Value	Name	Description
1	TopOfBook	Top of Book
2	PriceDepth	Price Depth
3	OrderDepth	Order Depth

FIX.5.0

end MarketDataFeedTypes

end TradingSessionRulesGrp

⟳ NestedInstrumentAttribute [Repeating Group]

N

FIX.5.0

NumInGroup

N

—

FIX.5.0

int

N

Code to represent the type of instrument attribute

FIX.5.0

String

N

Attribute value appropriate to the NestedInstrAttribType field

FIX.5.0

end NestedInstrumentAttribute

⟳ StrikeRules [Repeating Group]

N

Used to provide listing rules

FIX.5.0

NumInGroup

N

Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

FIX.5.0

String

N

Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

FIX.5.0

Price

N

Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

Price

N

Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

float

N

Value by which strike price should be incremented within the specified price

FIX.5.0

int

N

Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle

FIX.5.0

⟳ MaturityRules [Repeating Group]

N

Describes the maturity rules for a given set of strikes as defined by StrikeRules

FIX.5.0

NumInGroup

N

Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

FIX.5.0

String

N

Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

FIX.5.0

int

N

Format used to generate the MMY for each option contract:

▶ 3 enum values

Value	Name	Description
0	YearMonthOnly	YearMonth Only (default)
1	YearMonthDay	YearMonthDay
2	YearMonthWeek	YearMonthWeek

FIX.5.0

int

N

enumeration specifying the increment unit:

▶ 4 enum values

Value	Name	Description
0	Months	Months
1	Days	Days
2	Weeks	Weeks
3	Years	Years

FIX.5.0

MonthYear

N

Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

MonthYear

N

Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

int

N

Value by which maturity month year should be incremented within the specified price range.

FIX.5.0

end MaturityRules

end StrikeRules

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of underlyings

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Must be provided if Number of underlyings > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

end UndInstrmtGrp

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

⟳ Stipulations [Repeating Group]

N

Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"

FIX.4.4

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 80 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	Alternative Minimum Tax (Y/N)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (Y/N)
BGNCON	BargainConditions	Bargain conditions (see StipulationValue (234) for values)
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency Code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation Discount
INSURED	Insured	Insured (Y/N)
ISSUE	IssueDate	Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer's ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback Days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year And Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINDNOM	MinimumDenomination	Minimum denomination
MININCR	MinimumIncrement	Minimum increment
MINQTY	MinimumQuantity	Minimum quantity
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number Of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPL	PoolsPerLot	Pools per Lot
PPM	PoolsPerMillion	Pools per Million
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price Range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (Y/N)
SECTOR	MarketSector	Market Sector
SECTYPE	SecurityTypeIncludedOrExcluded	Security Type included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform Text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon - value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age - value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity - value in months (exact or range)
WHOLE	WholePool	Whole Pool (Y/N)
YIELD	YieldRange	Yield Range
AVFICO	AverageFICOScore	Average FICO Score
AVSIZE	AverageLoanSize	Average Loan Size
MAXBAL	MaximumLoanBalance	Maximum Loan Balance
POOL	PoolIdentifier	Pool Identifier
ROLLTYPE	TypeOfRollTrade	Type of Roll trade
REFTRADE	ReferenceToRollingOrClosingTrade	reference to rolling or closing trade
REFPRIN	PrincipalOfRollingOrClosingTrade	principal of rolling or closing trade
REFINT	InterestOfRollingOrClosingTrade	interest of rolling or closing trade
AVAILQTY	AvailableOfferQuantityToBeShownToTheStreet	Available offer quantity to be shown to the street
BROKERCREDIT	BrokerCredit	Broker's sales credit
INTERNALPX	OfferPriceToBeShownToInternalBrokers	Offer price to be shown to internal brokers
INTERNALQTY	OfferQuantityToBeShownToInternalBrokers	Offer quantity to be shown to internal brokers
LEAVEQTY	TheMinimumResidualOfferQuantity	The minimum residual offer quantity
MAXORDQTY	MaximumOrderSize	Maximum order size
ORDRINCR	OrderQuantityIncrement	Order quantity increment
PRIMARY	PrimaryOrSecondaryMarketIndicator	Primary or Secondary market indicator
SALESCREDITOVR	BrokerSalesCreditOverride	Broker sales credit override
TRADERCREDIT	TraderCredit	Trader's credit
DISCOUNT	DiscountRate	Discount Rate (when price is denominated in percent of par)
YTM	YieldToMaturity	Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS	AbsolutePrepaymentSpeed	Absolute Prepayment Speed
CPP	ConstantPrepaymentPenalty	Constant Prepayment Penalty
CPR	ConstantPrepaymentRate	Constant Prepayment Rate
CPY	ConstantPrepaymentYield	Constant Prepayment Yield
HEP	FinalCPROfHomeEquityPrepaymentCurve	final CPR of Home Equity Prepayment Curve
MHP	PercentOfManufacturedHousingPrepaymentCurve	Percent of Manufactured Housing Prepayment Curve
MPR	MonthlyPrepaymentRate	Monthly Prepayment Rate
PPC	PercentOfProspectusPrepaymentCurve	Percent of Prospectus Prepayment Curve
PSA	PercentOfBMAPrepaymentCurve	Percent of BMA Prepayment Curve
SMM	SingleMonthlyMortality	Single Monthly Mortality

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO 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)

FIX.4.3

end Stipulations

⟳ InstrmtLegSecListGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of legs that make up the Security

FIX.4.4

◈ InstrumentLeg [Component]

N

Insert here the set of "Instrument Legs" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

int

N

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.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

Insert here the set of "LegStipulations" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

◈ LegBenchmarkCurveData [Component]

N

Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

end InstrmtLegSecListGrp

◈ SpreadOrBenchmarkCurveData [Component]

N

Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"

FIX.4.4

PriceOffset

N

For Fixed Income

FIX.4.3

Currency

N

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 12 enum values

Value	Name	Description
EONIA	EONIA	EONIA
EUREPO	EUREPO	EUREPO
Euribor	Euribor	Euribor
FutureSWAP	FutureSWAP	FutureSWAP
LIBID	LIBID	LIBID
LIBOR	LIBOR	LIBOR (London Inter-Bank Offer)
MuniAAA	MuniAAA	MuniAAA
OTHER	OTHER	OTHER
Pfandbriefe	Pfandbriefe	Pfandbriefe
SONIA	SONIA	SONIA
SWAP	SWAP	SWAP
Treasury	Treasury	Treasury

FIX.4.3

String

N

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Price

N

Specifies the price of the benchmark.

FIX.4.4

int

N

Must be present if BenchmarkPrice is used.

FIX.4.4

String

N

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

FIX.4.4

String

N

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

FIX.4.4

◈ YieldData [Component]

N

Insert here the set of "YieldData" fields defined in "Common Components of Application Messages"

FIX.4.4

String

N

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Avg Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GOVTEQUIV	GvntEquivalentYield	Gvnt Equivalent Yield
GROSS	TrueGrossYield	True Gross Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark to Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield to Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
PUT	YieldToNextPut	Yield to Next Put
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1_32	YieldValueOf32nds	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

Percentage

N

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

LocalMktDate

N

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

LocalMktDate

N

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

Price

N

Price to which the yield has been calculated.

FIX.4.4

int

N

The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.

FIX.4.4

String

N

Comment, instructions, or other identifying information.

FIX.4.4

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.4

▶

SecLstUpdRelSymGrp

ImplicitBlockRepeating ReferenceData

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Specifies the number of repeating symbols (instruments) specified

FIX.4.4

1324

ListUpdateAction

char

N

If provided, then Instrument occurrence has explicitly changed

FIX.5.0

◈ Instrument [Component]

N

Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" of the requested Security

FIX.4.4

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

◈ InstrumentExtension [Component]

N

Insert here the set of " InstrumentExtension " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES "

FIX.4.4

int

N

Identifies the form of delivery.

▶ 2 enum values

Value	Name	Description
1	BookEntry	Book Entry (default)
2	Bearer	Bearer

FIX.4.4

Percentage

N

Percent at risk due to lowest possible call.

FIX.4.4

⟳ AttrbGrp [Repeating Group]

N

Number of repeating InstrAttrib group entries.

FIX.4.4

NumInGroup

N

Number of repeating InstrAttribType entries.

FIX.4.4

int

N

Code to represent the type of instrument attribute

▶ 30 enum values

Value	Name	Description
1	Flat	Flat (securities pay interest on a current basis but are traded without interest)
2	ZeroCoupon	Zero coupon
3	InterestBearing	Interest bearing (for Euro commercial paper when not issued at discount)
4	NoPeriodicPayments	No periodic payments
5	VariableRate	Variable rate
6	LessFeeForPut	Less fee for put
7	SteppedCoupon	Stepped coupon
8	CouponPeriod	Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field.
9	When	When [and if] issued
10	OriginalIssueDiscount	Original issue discount
11	Callable	Callable, puttable
12	EscrowedToMaturity	Escrowed to Maturity
13	EscrowedToRedemptionDate	Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14	PreRefunded	Pre-refunded
15	InDefault	In default
16	Unrated	Unrated
17	Taxable	Taxable
18	Indexed	Indexed
19	SubjectToAlternativeMinimumTax	Subject To Alternative Minimum Tax
20	OriginalIssueDiscountPrice	Original issue discount price. Supply price in the InstrAttribValue (872) field
21	CallableBelowMaturityValue	Callable below maturity value
22	CallableWithoutNotice	Callable without notice by mail to holder unless registered
23	PriceTickRulesForSecurity	Price tick rules for security.
24	TradeTypeEligibilityDetailsForSecurity	Trade type eligibility details for security.
25	InstrumentDenominator	Instrument Denominator
26	InstrumentNumerator	Instrument Numerator
27	InstrumentPricePrecision	Instrument Price Precision
28	InstrumentStrikePrice	Instrument Strike Price
29	TradeableIndicator	Tradeable Indicator
99	Text	Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field.

FIX.4.4

String

N

Attribute value appropriate to the InstrAttribType (87) field.

FIX.4.4

end AttrbGrp

◈ FinancingDetails [Component]

N

Insert here the set of " FinancingDetails " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES "

FIX.4.4

String

N

The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

FIX.4.4

String

N

A common reference to the applicable standing agreement between the principals

FIX.4.4

LocalMktDate

N

A reference to the date the underlying agreement was executed.

FIX.4.4

Currency

N

Currency of the underlying agreement.

FIX.4.4

int

N

For Repos the timing or method for terminating the agreement.

▶ 4 enum values

Value	Name	Description
1	Overnight	Overnight
2	Term	Term
3	Flexible	Flexible
4	Open	Open

FIX.4.4

LocalMktDate

N

Settlement date of the beginning of the deal

FIX.4.4

LocalMktDate

N

Repayment / repurchase date

FIX.4.4

int

N

Delivery or custody arrangement for the underlying securities

▶ 4 enum values

Value	Name	Description
0	VersusPayment	"Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment
1	Free	"Free": Deliver (if sell) or Receive (if buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

Percentage

N

Percentage of cash value that underlying security collateral must meet.

FIX.4.4

◈ SecurityTradingRules [Component]

N

Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security.

FIX.5.0

◈ BaseTradingRules [Component]

N

This block contains the base trading rules

FIX.5.0

⟳ TickRules [Repeating Group]

N

This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security

FIX.5.0

NumInGroup

N

Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security.

FIX.5.0

Price

N

Starting price range for specified tick increment

FIX.5.0

Price

N

Ending price range for the specified tick increment

FIX.5.0

Price

N

Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded

FIX.5.0

int

N

Specifies the type of tick rule which is being described

▶ 5 enum values

Value	Name	Description
0	Regular	Regular
1	Variable	Variable
2	Fixed	Fixed
3	TradedAsASpreadLeg	Traded as a spread leg
4	SettledAsASpreadLeg	Settled as a spread leg

FIX.5.0

end TickRules

⟳ LotTypeRules [Repeating Group]

N

Specifies the lot types that are valid for trading.

FIX.5.0

NumInGroup

N

Number of Lot Types

FIX.5.0

char

N

Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1)

▶ 3 enum values

Value	Name	Description
1	OddLot	Odd Lot
2	RoundLot	Round Lot
3	BlockLot	Block Lot

FIX.5.0

Qty

N

Minimum lot size allowed based on lot type specified in LotType(1093)

FIX.5.0

end LotTypeRules

◈ PriceLimits [Component]

N

Specifies the price limits that are valid for trading.

FIX.5.0

int

N

Describes the how the price limits are expressed

▶ 3 enum values

Value	Name	Description
0	Price	Price
1	Ticks	Ticks
2	Percentage	Percentage

FIX.5.0

Price

N

Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected

FIX.5.0

Price

N

Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected

FIX.5.0

Price

N

Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.

FIX.5.0

int

N

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

▶ 3 enum values

Value	Name	Description
0	ExpireOnTradingSessionClose	Expire on trading session close (default)
1	ExpireOnTradingSessionOpen	Expire on trading session open
2	SpecifiedExpiration	Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)

FIX.5.0

Qty

N

The minimum order quantity that can be submitted for an order.

FIX.5.0

Qty

N

The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade

FIX.5.0

float

N

The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms.

FIX.5.0

int

N

Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.

▶ 4 enum values

Value	Name	Description
0	NotImplied	Not implied
1	ImpliedIn	Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument
2	ImpliedOut	Implied-out - The existence of the underlying legs are implied by the multi-leg instrument
3	BothImpliedInAndImpliedOut	Both Implied-in and Implied-out

FIX.5.0

Currency

N

Used when the trading currency can differ from the price currency

FIX.5.0

Qty

N

Trading lot size of security

FIX.5.0

int

N

Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities.

▶ 3 enum values

Value	Name	Description
0	PredefinedMultilegSecurity	Predefined Multileg Security
1	UserDefinedMultilegSecurity	User-defined Multleg Security
2	UserDefined	User-defined, Non-Securitized, Multileg

FIX.5.0

int

N

Used for multileg security only. Defines the method used when applying the multileg price to the legs.

▶ 6 enum values

Value	Name	Description
0	NetPrice	Net Price
1	ReversedNetPrice	Reversed Net Price
2	YieldDifference	Yield Difference
3	Individual	Individual
4	ContractWeightedAveragePrice	Contract Weighted Average Price
5	MultipliedPrice	Multiplied Price

FIX.5.0

int

N

Defines the default Price Type used for trading.

▶ 18 enum values

Value	Name	Description
1	Percentage	Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread (basis points spread)
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)
13	ProductTicksInHalfs	Product ticks in halfs
14	ProductTicksInFourths	Product ticks in fourths
15	ProductTicksInEights	Product ticks in eights
16	ProductTicksInSixteenths	Product ticks in sixteenths
17	ProductTicksInThirtySeconds	Product ticks in thirty-seconds
18	ProductTicksInSixtyForths	Product ticks in sixty-forths
19	ProductTicksInOneTwentyEights	Product ticks in one-twenty-eights

FIX.5.0

⟳ TradingSessionRulesGrp [Repeating Group]

N

This block contains the trading rules specific to a trading session

FIX.5.0

NumInGroup

N

Allows trading rules to be expressed by trading session

FIX.5.0

String

N

Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.5.0

String

N

Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.5.0

◈ TradingSessionRules [Component]

N

Contains trading rules specified at the trading session level

FIX.5.0

⟳ OrdTypeRules [Repeating Group]

N

Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

FIX.5.0

NumInGroup

N

Number of order types

FIX.5.0

char

N

Indicates order types that are valid for the specified market segment.

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.5.0

end OrdTypeRules

⟳ TimeInForceRules [Repeating Group]

N

specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of time in force techniques

FIX.5.0

char

N

Indicates time in force techniques that are valid for the specified market segment

▶ 10 enum values

Value	Name	Description
0	Day	Day (or session)
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate Or Cancel (IOC)
4	FillOrKill	Fill Or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date (GTD)
7	AtTheClose	At the Close
8	GoodThroughCrossing	Good Through Crossing
9	AtCrossing	At Crossing

FIX.5.0

end TimeInForceRules

⟳ ExecInstRules [Repeating Group]

N

specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of execution instructions

FIX.5.0

char

N

Indicates execution instructions that are valid for the specified market segment

FIX.5.0

end ExecInstRules

⟳ MatchRules [Repeating Group]

N

specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of match rules

FIX.5.0

String

N

The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar

FIX.5.0

String

N

The point in the matching process at which this trade was matched.

▶ 26 enum values

Value	Name	Description
1	OnePartyTradeReport	One-Party Trade Report (privately negotiated trade)
2	TwoPartyTradeReport	Two-Party Trade Report (privately negotiated trade)
3	ConfirmedTradeReport	Confirmed Trade Report (reporting from recognized markets)
4	AutoMatch	Auto-match
5	CrossAuction	Cross Auction
6	CounterOrderSelection	Counter-Order Selection
7	CallAuction	Call Auction
8	Issuing	Issuing/Buy Back Auction
M3	ACTAcceptedTrade	ACT Accepted Trade
M4	ACTDefaultTrade	ACT Default Trade
M5	ACTDefaultAfterM2	ACT Default After M2
M6	ACTM6Match	ACT M6 Match
A1	ExactMatchPlus4BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2	ExactMatchPlus4Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3	ExactMatchPlus2BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4	ExactMatchPlus2Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5	ExactMatchPlusExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ	StampedAdvisoriesOrSpecialistAccepts	Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1	A1ExactMatchSummarizedQuantity	Summarized match using A1 exact match criteria except quantity is summaried
S2	A2ExactMatchSummarizedQuantity	Summarized match using A2 exact match criteria except quantity is summarized
S3	A3ExactMatchSummarizedQuantity	Summarized match using A3 exact match criteria except quantity is summarized
S4	A4ExactMatchSummarizedQuantity	Summarized match using A4 exact match criteria except quantity is summarized
S5	A5ExactMatchSummarizedQuantity	Summarized match using A5 exact match criteria except quantity is summarized
M1	ExactMatchMinusBadgesTimes	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2	SummarizedMatchMinusBadgesTimes	Summarized match minus badges and times: ACT M2 Match
MT	OCSLockedIn	OCS Locked In: Non-ACT

FIX.5.0

end MatchRules

⟳ MarketDataFeedTypes [Repeating Group]

N

specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

The number of feed types and corresponding book depths associated with a security

FIX.5.0

String

N

Describes a class of service for a given data feed

FIX.5.0

int

N

The depth of book associated with a particular feed type

FIX.5.0

int

N

Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection

▶ 3 enum values

Value	Name	Description
1	TopOfBook	Top of Book
2	PriceDepth	Price Depth
3	OrderDepth	Order Depth

FIX.5.0

end MarketDataFeedTypes

end TradingSessionRulesGrp

⟳ NestedInstrumentAttribute [Repeating Group]

N

FIX.5.0

NumInGroup

N

—

FIX.5.0

int

N

Code to represent the type of instrument attribute

FIX.5.0

String

N

Attribute value appropriate to the NestedInstrAttribType field

FIX.5.0

end NestedInstrumentAttribute

⟳ StrikeRules [Repeating Group]

N

FIX.5.0

NumInGroup

N

Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

FIX.5.0

String

N

Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

FIX.5.0

Price

N

Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

Price

N

Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

float

N

Value by which strike price should be incremented within the specified price

FIX.5.0

int

N

Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle

FIX.5.0

⟳ MaturityRules [Repeating Group]

N

Describes the maturity rules for a given set of strikes as defined by StrikeRules

FIX.5.0

NumInGroup

N

Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

FIX.5.0

String

N

Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

FIX.5.0

int

N

Format used to generate the MMY for each option contract:

▶ 3 enum values

Value	Name	Description
0	YearMonthOnly	YearMonth Only (default)
1	YearMonthDay	YearMonthDay
2	YearMonthWeek	YearMonthWeek

FIX.5.0

int

N

enumeration specifying the increment unit:

▶ 4 enum values

Value	Name	Description
0	Months	Months
1	Days	Days
2	Weeks	Weeks
3	Years	Years

FIX.5.0

MonthYear

N

Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

MonthYear

N

Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

int

N

Value by which maturity month year should be incremented within the specified price range.

FIX.5.0

end MaturityRules

end StrikeRules

⟳ UndInstrmtGrp [Repeating Group]

N

FIX.5.0

NumInGroup

N

Number of underlyings

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Must be provided if Number of underlyings > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

end UndInstrmtGrp

N

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

FIX.4.4

⟳ Stipulations [Repeating Group]

N

The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.

FIX.4.4

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 80 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	Alternative Minimum Tax (Y/N)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (Y/N)
BGNCON	BargainConditions	Bargain conditions (see StipulationValue (234) for values)
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency Code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation Discount
INSURED	Insured	Insured (Y/N)
ISSUE	IssueDate	Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer's ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback Days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year And Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINDNOM	MinimumDenomination	Minimum denomination
MININCR	MinimumIncrement	Minimum increment
MINQTY	MinimumQuantity	Minimum quantity
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number Of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPL	PoolsPerLot	Pools per Lot
PPM	PoolsPerMillion	Pools per Million
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price Range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (Y/N)
SECTOR	MarketSector	Market Sector
SECTYPE	SecurityTypeIncludedOrExcluded	Security Type included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform Text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon - value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age - value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity - value in months (exact or range)
WHOLE	WholePool	Whole Pool (Y/N)
YIELD	YieldRange	Yield Range
AVFICO	AverageFICOScore	Average FICO Score
AVSIZE	AverageLoanSize	Average Loan Size
MAXBAL	MaximumLoanBalance	Maximum Loan Balance
POOL	PoolIdentifier	Pool Identifier
ROLLTYPE	TypeOfRollTrade	Type of Roll trade
REFTRADE	ReferenceToRollingOrClosingTrade	reference to rolling or closing trade
REFPRIN	PrincipalOfRollingOrClosingTrade	principal of rolling or closing trade
REFINT	InterestOfRollingOrClosingTrade	interest of rolling or closing trade
AVAILQTY	AvailableOfferQuantityToBeShownToTheStreet	Available offer quantity to be shown to the street
BROKERCREDIT	BrokerCredit	Broker's sales credit
INTERNALPX	OfferPriceToBeShownToInternalBrokers	Offer price to be shown to internal brokers
INTERNALQTY	OfferQuantityToBeShownToInternalBrokers	Offer quantity to be shown to internal brokers
LEAVEQTY	TheMinimumResidualOfferQuantity	The minimum residual offer quantity
MAXORDQTY	MaximumOrderSize	Maximum order size
ORDRINCR	OrderQuantityIncrement	Order quantity increment
PRIMARY	PrimaryOrSecondaryMarketIndicator	Primary or Secondary market indicator
SALESCREDITOVR	BrokerSalesCreditOverride	Broker sales credit override
TRADERCREDIT	TraderCredit	Trader's credit
DISCOUNT	DiscountRate	Discount Rate (when price is denominated in percent of par)
YTM	YieldToMaturity	Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS	AbsolutePrepaymentSpeed	Absolute Prepayment Speed
CPP	ConstantPrepaymentPenalty	Constant Prepayment Penalty
CPR	ConstantPrepaymentRate	Constant Prepayment Rate
CPY	ConstantPrepaymentYield	Constant Prepayment Yield
HEP	FinalCPROfHomeEquityPrepaymentCurve	final CPR of Home Equity Prepayment Curve
MHP	PercentOfManufacturedHousingPrepaymentCurve	Percent of Manufactured Housing Prepayment Curve
MPR	MonthlyPrepaymentRate	Monthly Prepayment Rate
PPC	PercentOfProspectusPrepaymentCurve	Percent of Prospectus Prepayment Curve
PSA	PercentOfBMAPrepaymentCurve	Percent of BMA Prepayment Curve
SMM	SingleMonthlyMortality	Single Monthly Mortality

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO 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)

FIX.4.3

end Stipulations

⟳ SecLstUpdRelSymsLegGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of legs that make up the Security

FIX.4.4

◈ InstrumentLeg [Component]

N

Insert here the set of "Instrument Legs" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

int

N

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.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

Insert here the set of "LegStipulations" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

◈ LegBenchmarkCurveData [Component]

N

Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

end SecLstUpdRelSymsLegGrp

◈ SpreadOrBenchmarkCurveData [Component]

N

Insert here the set of " SpreadOrBenchmarkCurveData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES "

FIX.4.4

PriceOffset

N

For Fixed Income

FIX.4.3

Currency

N

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 12 enum values

Value	Name	Description
EONIA	EONIA	EONIA
EUREPO	EUREPO	EUREPO
Euribor	Euribor	Euribor
FutureSWAP	FutureSWAP	FutureSWAP
LIBID	LIBID	LIBID
LIBOR	LIBOR	LIBOR (London Inter-Bank Offer)
MuniAAA	MuniAAA	MuniAAA
OTHER	OTHER	OTHER
Pfandbriefe	Pfandbriefe	Pfandbriefe
SONIA	SONIA	SONIA
SWAP	SWAP	SWAP
Treasury	Treasury	Treasury

FIX.4.3

String

N

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Price

N

Specifies the price of the benchmark.

FIX.4.4

int

N

Must be present if BenchmarkPrice is used.

FIX.4.4

String

N

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

FIX.4.4

String

N

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

FIX.4.4

◈ YieldData [Component]

N

Insert here the set of " YieldData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES "

FIX.4.4

String

N

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Avg Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GOVTEQUIV	GvntEquivalentYield	Gvnt Equivalent Yield
GROSS	TrueGrossYield	True Gross Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark to Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield to Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
PUT	YieldToNextPut	Yield to Next Put
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1_32	YieldValueOf32nds	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

Percentage

N

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

LocalMktDate

N

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

LocalMktDate

N

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

Price

N

Price to which the yield has been calculated.

FIX.4.4

int

N

The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.

FIX.4.4

String

N

Comment, instructions, or other identifying information.

FIX.4.4

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.4

▶

SecLstUpdRelSymsLegGrp

ImplicitBlockRepeating ReferenceData

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of legs that make up the Security

FIX.4.4

◈ InstrumentLeg [Component]

N

Insert here the set of "Instrument Legs" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

int

N

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.

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

⟳ LegStipulations [Repeating Group]

N

Insert here the set of "LegStipulations" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

◈ LegBenchmarkCurveData [Component]

N

Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0

FIX.4.4

Currency

N

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4

String

N

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

FIX.4.4

String

N

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4

Price

N

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

FIX.4.4

int

N

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

FIX.4.4

▶

SecSizesGrp

ImplicitBlockRepeating MarketData

Tag

Name

Type

Req

Description

Added

1177

NoOfSecSizes

NumInGroup

N

Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1).

FIX.5.0

1178

MDSecSizeType

int

N

Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group

▶ 1 enum values

Value	Name	Description
1	Customer	Customer

FIX.5.0

1179

MDSecSize

Qty

N

A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178).

FIX.5.0

▶

SecTypesGrp

ImplicitBlockRepeating ReferenceData

Tag

Name

Type

Req

Description

Added

558

NoSecurityTypes

NumInGroup

N

Number of Security Type repeating group instances.

FIX.4.4

String

N

Required if NoSecurityTypes > 0

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.4

String

N

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

FIX.4.4

int

N

Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.

▶ 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.4.4

String

N

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)"

FIX.4.4

▶

SecondaryPriceLimits

ImplicitBlock Common

Tag	Name	Type	Req	Description	Added
1305	SecondaryPriceLimitType	int	N	Describes the how the price limits are expressed	FIX.5.0
1221	SecondaryLowLimitPrice	Price	N	Refer to definition of LowLimitPrice(1148)	FIX.5.0
1230	SecondaryHighLimitPrice	Price	N	Refer to definition of HighLimitPrice(1149)	FIX.5.0
1240	SecondaryTradingReferencePrice	Price	N	Refer to definition for TradingReferencePrice(1150)	FIX.5.0

▶

SecurityTradingRules

Block Common

Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security.

Tag

Name

Type

Req

Description

Added

◈ BaseTradingRules [Component]

N

This block contains the base trading rules

FIX.5.0

⟳ TickRules [Repeating Group]

N

This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security

FIX.5.0

NumInGroup

N

Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security.

FIX.5.0

Price

N

Starting price range for specified tick increment

FIX.5.0

Price

N

Ending price range for the specified tick increment

FIX.5.0

Price

N

Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded

FIX.5.0

int

N

Specifies the type of tick rule which is being described

▶ 5 enum values

Value	Name	Description
0	Regular	Regular
1	Variable	Variable
2	Fixed	Fixed
3	TradedAsASpreadLeg	Traded as a spread leg
4	SettledAsASpreadLeg	Settled as a spread leg

FIX.5.0

end TickRules

⟳ LotTypeRules [Repeating Group]

N

Specifies the lot types that are valid for trading.

FIX.5.0

NumInGroup

N

Number of Lot Types

FIX.5.0

char

N

Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1)

▶ 3 enum values

Value	Name	Description
1	OddLot	Odd Lot
2	RoundLot	Round Lot
3	BlockLot	Block Lot

FIX.5.0

Qty

N

Minimum lot size allowed based on lot type specified in LotType(1093)

FIX.5.0

end LotTypeRules

◈ PriceLimits [Component]

N

Specifies the price limits that are valid for trading.

FIX.5.0

int

N

Describes the how the price limits are expressed

▶ 3 enum values

Value	Name	Description
0	Price	Price
1	Ticks	Ticks
2	Percentage	Percentage

FIX.5.0

Price

N

Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected

FIX.5.0

Price

N

Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected

FIX.5.0

Price

N

Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.

FIX.5.0

int

N

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

▶ 3 enum values

Value	Name	Description
0	ExpireOnTradingSessionClose	Expire on trading session close (default)
1	ExpireOnTradingSessionOpen	Expire on trading session open
2	SpecifiedExpiration	Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)

FIX.5.0

Qty

N

The minimum order quantity that can be submitted for an order.

FIX.5.0

Qty

N

The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade

FIX.5.0

float

N

The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms.

FIX.5.0

int

N

Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.

▶ 4 enum values

Value	Name	Description
0	NotImplied	Not implied
1	ImpliedIn	Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument
2	ImpliedOut	Implied-out - The existence of the underlying legs are implied by the multi-leg instrument
3	BothImpliedInAndImpliedOut	Both Implied-in and Implied-out

FIX.5.0

Currency

N

Used when the trading currency can differ from the price currency

FIX.5.0

Qty

N

Trading lot size of security

FIX.5.0

int

N

Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities.

▶ 3 enum values

Value	Name	Description
0	PredefinedMultilegSecurity	Predefined Multileg Security
1	UserDefinedMultilegSecurity	User-defined Multleg Security
2	UserDefined	User-defined, Non-Securitized, Multileg

FIX.5.0

int

N

Used for multileg security only. Defines the method used when applying the multileg price to the legs.

▶ 6 enum values

Value	Name	Description
0	NetPrice	Net Price
1	ReversedNetPrice	Reversed Net Price
2	YieldDifference	Yield Difference
3	Individual	Individual
4	ContractWeightedAveragePrice	Contract Weighted Average Price
5	MultipliedPrice	Multiplied Price

FIX.5.0

int

N

Defines the default Price Type used for trading.

▶ 18 enum values

Value	Name	Description
1	Percentage	Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2	PerUnit	Per unit (i.e. per share or contract)
3	FixedAmount	Fixed amount (absolute value)
4	Discount	Discount - percentage points below par
5	Premium	Premium - percentage points over par
6	Spread	Spread (basis points spread)
7	TEDPrice	TED Price
8	TEDYield	TED Yield
9	Yield	Yield
10	FixedCabinetTradePrice	Fixed cabinet trade price (primarily for listed futures and options)
11	VariableCabinetTradePrice	Variable cabinet trade price (primarily for listed futures and options)
13	ProductTicksInHalfs	Product ticks in halfs
14	ProductTicksInFourths	Product ticks in fourths
15	ProductTicksInEights	Product ticks in eights
16	ProductTicksInSixteenths	Product ticks in sixteenths
17	ProductTicksInThirtySeconds	Product ticks in thirty-seconds
18	ProductTicksInSixtyForths	Product ticks in sixty-forths
19	ProductTicksInOneTwentyEights	Product ticks in one-twenty-eights

FIX.5.0

⟳ TradingSessionRulesGrp [Repeating Group]

N

This block contains the trading rules specific to a trading session

FIX.5.0

NumInGroup

N

Allows trading rules to be expressed by trading session

FIX.5.0

String

N

Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.5.0

String

N

Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.5.0

◈ TradingSessionRules [Component]

N

Contains trading rules specified at the trading session level

FIX.5.0

⟳ OrdTypeRules [Repeating Group]

N

Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

FIX.5.0

NumInGroup

N

Number of order types

FIX.5.0

char

N

Indicates order types that are valid for the specified market segment.

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.5.0

end OrdTypeRules

⟳ TimeInForceRules [Repeating Group]

N

specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of time in force techniques

FIX.5.0

char

N

Indicates time in force techniques that are valid for the specified market segment

▶ 10 enum values

Value	Name	Description
0	Day	Day (or session)
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate Or Cancel (IOC)
4	FillOrKill	Fill Or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date (GTD)
7	AtTheClose	At the Close
8	GoodThroughCrossing	Good Through Crossing
9	AtCrossing	At Crossing

FIX.5.0

end TimeInForceRules

⟳ ExecInstRules [Repeating Group]

N

specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of execution instructions

FIX.5.0

char

N

Indicates execution instructions that are valid for the specified market segment

FIX.5.0

end ExecInstRules

⟳ MatchRules [Repeating Group]

N

specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of match rules

FIX.5.0

String

N

The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar

FIX.5.0

String

N

The point in the matching process at which this trade was matched.

▶ 26 enum values

Value	Name	Description
1	OnePartyTradeReport	One-Party Trade Report (privately negotiated trade)
2	TwoPartyTradeReport	Two-Party Trade Report (privately negotiated trade)
3	ConfirmedTradeReport	Confirmed Trade Report (reporting from recognized markets)
4	AutoMatch	Auto-match
5	CrossAuction	Cross Auction
6	CounterOrderSelection	Counter-Order Selection
7	CallAuction	Call Auction
8	Issuing	Issuing/Buy Back Auction
M3	ACTAcceptedTrade	ACT Accepted Trade
M4	ACTDefaultTrade	ACT Default Trade
M5	ACTDefaultAfterM2	ACT Default After M2
M6	ACTM6Match	ACT M6 Match
A1	ExactMatchPlus4BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2	ExactMatchPlus4Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3	ExactMatchPlus2BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4	ExactMatchPlus2Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5	ExactMatchPlusExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ	StampedAdvisoriesOrSpecialistAccepts	Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1	A1ExactMatchSummarizedQuantity	Summarized match using A1 exact match criteria except quantity is summaried
S2	A2ExactMatchSummarizedQuantity	Summarized match using A2 exact match criteria except quantity is summarized
S3	A3ExactMatchSummarizedQuantity	Summarized match using A3 exact match criteria except quantity is summarized
S4	A4ExactMatchSummarizedQuantity	Summarized match using A4 exact match criteria except quantity is summarized
S5	A5ExactMatchSummarizedQuantity	Summarized match using A5 exact match criteria except quantity is summarized
M1	ExactMatchMinusBadgesTimes	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2	SummarizedMatchMinusBadgesTimes	Summarized match minus badges and times: ACT M2 Match
MT	OCSLockedIn	OCS Locked In: Non-ACT

FIX.5.0

end MatchRules

⟳ MarketDataFeedTypes [Repeating Group]

N

specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

The number of feed types and corresponding book depths associated with a security

FIX.5.0

String

N

Describes a class of service for a given data feed

FIX.5.0

int

N

The depth of book associated with a particular feed type

FIX.5.0

int

N

Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection

▶ 3 enum values

Value	Name	Description
1	TopOfBook	Top of Book
2	PriceDepth	Price Depth
3	OrderDepth	Order Depth

FIX.5.0

end MarketDataFeedTypes

end TradingSessionRulesGrp

⟳ NestedInstrumentAttribute [Repeating Group]

N

FIX.5.0

NumInGroup

N

—

FIX.5.0

int

N

Code to represent the type of instrument attribute

FIX.5.0

String

N

Attribute value appropriate to the NestedInstrAttribType field

FIX.5.0

end NestedInstrumentAttribute

▶

SecurityXML

XMLDataBlock Common

The SecurityXML component is used for carrying security description or definition in an XML format. See "Specifying an FpML product specification from within the FIX Instrument Block" for more information on using this component block with FpML as a guideline.

Tag	Name	Type	Req	Description	Added
1184	SecurityXMLLen	Length	N	Must be set if SecurityXML field is specified and must immediately precede it.	FIX.5.0
1185	SecurityXML	XMLData	N	XML payload or content describing the Security information.	FIX.5.0
1186	SecurityXMLSchema	String	N	XML Schema used to validate the XML used to describe the Security.	FIX.5.0

▶

SettlDetails

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of settlement parties

FIX.5.0

char

N

Indicates the Source of the Settlement Instructions

▶ 3 enum values

Value	Name	Description
1	InstructionsOfBroker	Instructions of Broker
2	InstructionsForInstitution	Instructions for Institution
3	Investor	Investor

FIX.5.0

⟳ SettlParties [Repeating Group]

N

Carries settlement account information

FIX.5.0

NumInGroup

N

Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

FIX.4.4

String

N

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

int

N

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

FIX.4.4

⟳ SettlPtysSubGrp [Repeating Group]

N

Repeating group of SettlParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4

String

N

PartySubID value within a settlement parties component. Same values as PartySubID (523)

FIX.4.4

int

N

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

FIX.4.4

end SettlPtysSubGrp

end SettlParties

▶

SettlInstGrp

ImplicitBlockRepeating SettlementInstruction

Tag

Name

Type

Req

Description

Added

778

NoSettlInst

NumInGroup

N

Required except where SettlInstMode is 5=Reject SSI request

FIX.4.4

162

SettlInstID

String

N

Unique ID for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request

FIX.4.4

163

SettlInstTransType

char

N

New, Replace, Cancel or Restate Required except where SettlInstMode is 5=Reject SSI request

▶ 4 enum values

Value	Name	Description
N	New	New
C	Cancel	Cancel
R	Replace	Replace
T	Restate	Restate

FIX.4.4

214

SettlInstRefID

String

N

Required where SettlInstTransType is Cancel or Replace

FIX.4.4

⟳ Parties [Repeating Group]

N

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for settlement location. Also used for executing broker for CIV settlement instructions

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

String

N

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 80 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foriegn Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity
79	PrimeBroker	Prime Broker providing General Trade Services
80	StepOutFirm	Step-Out Firm (Prime Broker)
81	BrokerClearingID	BrokerClearingID

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

end PtysSubGrp

end Parties

char

N

Can be used for SettleInstMode 1 if SSIs are being provided for a particular side.

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exxmpt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

int

N

Can be used for SettleInstMode 1 if SSIs are being provided for a particular product.

▶ 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.4.4

String

N

Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode).

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.4

String

N

Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as identified by CFI code).

FIX.4.4

Currency

N

Can be used for SettleInstMode 1 if SSIs are being provided for a particular settlement currency

FIX.4.4

168

EffectiveTime

UTCTimestamp

N

Effective (start) date/time for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request

FIX.4.4

UTCTimestamp

N

Termination date/time for this settlement instruction.

FIX.4.4

779

LastUpdateTime

UTCTimestamp

N

Date/time this settlement instruction was last updated (or created if not updated since creation). Required except where SettlInstMode is 5=Reject SSI request

FIX.4.4

◈ SettlInstructionsData [Component]

N

Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"

FIX.4.4

172

SettlDeliveryType

int

N

Required if AllocSettlInstType = 1 or 2

▶ 4 enum values

Value	Name	Description
0	Versus	"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1	Free	"Free": Deliver (if Sell) or Receive (if Buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

169

StandInstDbType

int

N

Required if AllocSettlInstType = 3 (should not be populated otherwise)

▶ 5 enum values

Value	Name	Description
0	Other	Other
1	DTCSID	DTC SID
2	ThomsonALERT	Thomson ALERT
3	AGlobalCustodian	A Global Custodian (StandInstDBName (70) must be provided)
4	AccountNet	AccountNet

FIX.4.4

170

StandInstDbName

String

N

Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

171

StandInstDbID

String

N

Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

⟳ DlvyInstGrp [Repeating Group]

N

Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)

FIX.4.4

NumInGroup

N

Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.

FIX.4.4

char

N

Indicates source of Settlement Instructions

▶ 3 enum values

Value	Name	Description
1	BrokerCredit	Broker's Instructions
2	Institution	Institution's Instructions
3	Investor	Investor (e.g. CIV use)

FIX.4.4

char

N

Used to indicate whether a delivery instruction is used for securities or cash settlement.

▶ 2 enum values

Value	Name	Description
C	Cash	Cash
S	Securities	Securities

FIX.4.4

⟳ SettlParties [Repeating Group]

N

The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

FIX.4.4

String

N

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

int

N

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

FIX.4.4

⟳ SettlPtysSubGrp [Repeating Group]

N

Repeating group of SettlParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4

String

N

PartySubID value within a settlement parties component. Same values as PartySubID (523)

FIX.4.4

int

N

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

FIX.4.4

end SettlPtysSubGrp

end SettlParties

end DlvyInstGrp

492

PaymentMethod

int

N

For use with CIV settlement instructions

▶ 15 enum values

Value	Name	Description
1	CREST	CREST
2	NSCC	NSCC
3	Euroclear	Euroclear
4	Clearstream	Clearstream
5	Cheque	Cheque
6	TelegraphicTransfer	Telegraphic Transfer
7	FedWire	Fed Wire
8	DebitCard	Debit Card
9	DirectDebit	Direct Debit (BECS)
10	DirectCredit	Direct Credit (BECS)
11	CreditCard	Credit Card
12	ACHDebit	ACH Debit
13	ACHCredit	ACH Credit
14	BPAY	BPAY
15	HighValueClearingSystem	High Value Clearing System (HVACS)

FIX.4.4

476

PaymentRef

String

N

For use with CIV settlement instructions

FIX.4.4

488

CardHolderName

String

N

For use with CIV settlement instructions

FIX.4.4

489

CardNumber

String

N

For use with CIV settlement instructions

FIX.4.4

503

CardStartDate

LocalMktDate

N

For use with CIV settlement instructions

FIX.4.4

490

CardExpDate

LocalMktDate

N

For use with CIV settlement instructions

FIX.4.4

491

CardIssNum

String

N

For use with CIV settlement instructions

FIX.4.4

504

PaymentDate

LocalMktDate

N

For use with CIV settlement instructions

FIX.4.4

505

PaymentRemitterID

String

N

For use with CIV settlement instructions

FIX.4.4

▶

SettlInstructionsData

Block Common

The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties

Tag

Name

Type

Req

Description

Added

172

SettlDeliveryType

int

N

Required if AllocSettlInstType = 1 or 2

▶ 4 enum values

Value	Name	Description
0	Versus	"Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1	Free	"Free": Deliver (if Sell) or Receive (if Buy) Free
2	TriParty	Tri-Party
3	HoldInCustody	Hold In Custody

FIX.4.4

169

StandInstDbType

int

N

Required if AllocSettlInstType = 3 (should not be populated otherwise)

▶ 5 enum values

Value	Name	Description
0	Other	Other
1	DTCSID	DTC SID
2	ThomsonALERT	Thomson ALERT
3	AGlobalCustodian	A Global Custodian (StandInstDBName (70) must be provided)
4	AccountNet	AccountNet

FIX.4.4

170

StandInstDbName

String

N

Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

171

StandInstDbID

String

N

Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)

FIX.4.4

⟳ DlvyInstGrp [Repeating Group]

N

Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)

FIX.4.4

NumInGroup

N

Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.

FIX.4.4

char

N

Indicates source of Settlement Instructions

▶ 3 enum values

Value	Name	Description
1	BrokerCredit	Broker's Instructions
2	Institution	Institution's Instructions
3	Investor	Investor (e.g. CIV use)

FIX.4.4

char

N

Used to indicate whether a delivery instruction is used for securities or cash settlement.

▶ 2 enum values

Value	Name	Description
C	Cash	Cash
S	Securities	Securities

FIX.4.4

⟳ SettlParties [Repeating Group]

N

The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

FIX.4.4

String

N

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

int

N

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

FIX.4.4

⟳ SettlPtysSubGrp [Repeating Group]

N

Repeating group of SettlParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4

String

N

PartySubID value within a settlement parties component. Same values as PartySubID (523)

FIX.4.4

int

N

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

FIX.4.4

end SettlPtysSubGrp

end SettlParties

end DlvyInstGrp

▶

SettlObligationInstructions

ImplicitBlockRepeating SettlementInstruction

Tag

Name

Type

Req

Description

Added

1165

NoSettlOblig

NumInGroup

N

Number of Settlement Obligations

FIX.5.0

int

N

Code to represent whether value is net (inclusive of tax) or gross.

▶ 2 enum values

Value	Name	Description
1	Net	Net
2	Gross	Gross

FIX.5.0

1161

SettlObligID

String

N

Unique ID for this settlement instruction

FIX.5.0

1162

SettlObligTransType

char

N

New, Replace, Cancel, or Restate

▶ 4 enum values

Value	Name	Description
C	Cancel	Cancel
N	New	New
R	Replace	Replace
T	Restate	Restate

FIX.5.0

1163

SettlObligRefID

String

N

Required where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced.

FIX.5.0

1157

CcyAmt

Amt

N

Net flow of currency 1

FIX.5.0

Amt

N

Net flow of currency 2

FIX.5.0

N

Currency 1 in the stated currency pair, the dealt currency

FIX.5.0

Currency

N

Currency 2 in the stated currency pair, the contra currency

FIX.5.0

float

N

Derived rate of Ccy2 per Ccy1 based on netting

FIX.5.0

LocalMktDate

N

Value Date

FIX.5.0

◈ Instrument [Component]

N

Used to express the instrument in which settlement is taking place

FIX.5.0

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

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

String

N

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

FIX.4.3

String

N

Required if SecurityID is specified.

▶ 22 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
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

N

Number of alternate Security Identifiers

FIX.4.4

NumInGroup

N

Number of SecurityAltID (455) entries.

FIX.4.4

String

N

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.4

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

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

String

N

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

FIX.5.0

String

N

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

FIX.5.0

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

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.)

▶ 114 enum values

Value	Name	Description
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
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
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
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
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
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
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
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
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
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
TMCP	TaxableMunicipalCP	Taxable Municipal CP
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
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash

FIX.4.3

String

N

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

FIX.4.4

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

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

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.4.4

String

N

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

char

N

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
R	Random	Random
P	ProRata	ProRata

FIX.4.4

String

N

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

LocalMktDate

N

Date interest is to be paid. Used in identifying Corporate Bond issues.

FIX.4.3

LocalMktDate

N

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

FIX.4.3

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

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

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

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

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

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

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

String

N

A two-character state or province abbreviation.

FIX.4.3

String

N

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

FIX.4.3

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

Price

N

Used for derivatives, such as options and covered warrants

FIX.4.3

Currency

N

Used for derivatives

FIX.4.4

float

N

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

FIX.4.4

float

N

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

FIX.4.4

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

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

float

N

Minimum price increment for the instrument. Could also be used to represent tick value.

FIX.4.4

Amt

N

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

FIX.5.0

String

N

0

▶ 12 enum values

Value	Name	Description
Bcf	BillionCubicFeet	Billion cubic feet
MMbbl	MillionBarrels	Million Barrels
MMBtu	OneMillionBTU	One Million BTU
MWh	MegawattHours	Megawatt hours
Bbl	Barrels	Barrels
Bu	Bushels	Bushels
lbs	Pounds	pounds
Gal	Gallons	Gallons
oz_tr	TroyOunces	Troy Ounces
t	MetricTons	Metric Tons (aka Tonne)
tn	Tons	Tons (US)
USD	USDollars	US Dollars

FIX.4.4

Qty

N

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.

FIX.5.0

String

N

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract

FIX.5.0

Qty

N

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

FIX.5.0

char

N

Settlement method for a contract. Can be used as an alternative to CFI Code value

▶ 2 enum values

Value	Name	Description
C	CashSettlementRequired	Cash settlement required
P	PhysicalSettlementRequired	Physical settlement required

FIX.5.0

int

N

Type of exercise of a derivatives security

▶ 3 enum values

Value	Name	Description
0	European	European
1	American	American
2	Bermuda	Bermuda

FIX.5.0

Amt

N

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

FIX.5.0

String

N

Method for price quotation

▶ 3 enum values

Value	Name	Description
STD	Standard	Standard, money per unit of a physical
INX	Index	Index
INT	InterestRateIndex	Interest rate Index

FIX.5.0

String

N

For futures, indicates type of valuation method applied

▶ 3 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment

FIX.5.0

int

N

Indicates whether the instruments are pre-listed only or can also be defined via user request

▶ 2 enum values

Value	Name	Description
0	PreListedOnly	pre-listed only
1	UserRequested	user requested

FIX.5.0

Price

N

Used to express the ceiling price of a capped call

FIX.5.0

Price

N

Used to express the floor price of a capped put

FIX.5.0

int

N

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

Boolean

N

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

FIX.5.0

Boolean

N

Used to indicate if a product or group of product supports the creation of flexible securities

FIX.5.0

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

Percentage

N

For Fixed Income.

FIX.4.3

Exchange

N

Can be used to identify the security.

FIX.4.3

int

N

Position Limit for the instrument.

FIX.4.4

int

N

Near-term Position Limit for the instrument.

FIX.4.4

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

Length

N

Must be set if EncodedIssuer field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

FIX.4.3

String

N

Can be used to provide an optional textual description for a financial instrument.

FIX.4.3

Length

N

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

FIX.4.3

◈ SecurityXML [Component]

N

Embedded XML document describing security.

FIX.5.0

Length

N

Must be set if SecurityXML field is specified and must immediately precede it.

FIX.5.0

XMLData

N

XML payload or content describing the Security information.

FIX.5.0

String

N

XML Schema used to validate the XML used to describe the Security.

FIX.5.0

String

N

Identifies MBS / ABS pool

FIX.4.4

MonthYear

N

Must be present for MBS/TBA

FIX.4.4

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

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

NumInGroup

N

Number of repeating EventType entries.

FIX.4.4

int

N

Code to represent the type of event

▶ 20 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
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

LocalMktDate

N

Date of event

FIX.4.4

UTCTimestamp

N

Specific time of event. To be used in combination with EventDate [866]

FIX.5.0

Price

N

Predetermined price of issue at event, if applicable

FIX.4.4

String

N

Comments related to the event.

FIX.4.4

end EvntGrp

LocalMktDate

N

If different from IssueDate

FIX.4.4

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

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

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

NumInGroup

N

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

⟳ Parties [Repeating Group]

N

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

FIX.5.0

NumInGroup

N

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

String

N

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 80 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foriegn Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity
79	PrimeBroker	Prime Broker providing General Trade Services
80	StepOutFirm	Step-Out Firm (Prime Broker)
81	BrokerClearingID	BrokerClearingID

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

end PtysSubGrp

end Parties

168

EffectiveTime

UTCTimestamp

N

Effective (start) date/time for this settlement instruction

FIX.5.0

UTCTimestamp

N

Termination date/time for this settlement instruction.

FIX.5.0

779

LastUpdateTime

UTCTimestamp

N

Date/time this settlement instruction was last updated (or created if not updated since creation).

FIX.5.0

⟳ SettlDetails [Repeating Group]

N

Conveys settlement account details reported as part of obligation

FIX.5.0

NumInGroup

N

Number of settlement parties

FIX.5.0

char

N

Indicates the Source of the Settlement Instructions

▶ 3 enum values

Value	Name	Description
1	InstructionsOfBroker	Instructions of Broker
2	InstructionsForInstitution	Instructions for Institution
3	Investor	Investor

FIX.5.0

⟳ SettlParties [Repeating Group]

N

Carries settlement account information

FIX.5.0

NumInGroup

N

Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

FIX.4.4

String

N

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

int

N

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

FIX.4.4

⟳ SettlPtysSubGrp [Repeating Group]

N

Repeating group of SettlParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4

String

N

PartySubID value within a settlement parties component. Same values as PartySubID (523)

FIX.4.4

int

N

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

FIX.4.4

end SettlPtysSubGrp

end SettlParties

end SettlDetails

▶

SettlParties

BlockRepeating Common

The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.

Tag	Name	Type	Req	Description	Added
781	NoSettlPartyIDs	NumInGroup	N	Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole	FIX.4.4
782	SettlPartyID	String	N	Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.	FIX.4.4
783	SettlPartyIDSource	char	N	Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.	FIX.4.4
784	SettlPartyRole	int	N	Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.	FIX.4.4
⟳ SettlPtysSubGrp [Repeating Group]			N	Repeating group of SettlParty sub-identifiers.	FIX.4.4
801	NoSettlPartySubIDs	NumInGroup	N	Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries	FIX.4.4
785	SettlPartySubID	String	N	PartySubID value within a settlement parties component. Same values as PartySubID (523)	FIX.4.4
786	SettlPartySubIDType	int	N	Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)	FIX.4.4
end SettlPtysSubGrp

▶

SettlPtysSubGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
801	NoSettlPartySubIDs	NumInGroup	N	Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries	FIX.4.4
785	SettlPartySubID	String	N	PartySubID value within a settlement parties component. Same values as PartySubID (523)	FIX.4.4
786	SettlPartySubIDType	int	N	Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)	FIX.4.4

▶

SideCrossOrdCxlGrp

ImplicitBlockRepeating CrossOrders

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Must be 1 or 2

▶ 2 enum values

Value	Name	Description
1	OneSide	One Side
2	BothSides	Both Sides

FIX.4.4

char

Y

Side of order (see Volume : "Glossary" for value definitions)

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exxmpt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

41

OrigClOrdID

String

N

Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11).

FIX.4.4

String

Y

Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.

FIX.4.4

String

N

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

FIX.4.4

583

ClOrdLinkID

String

N

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

FIX.4.4

586

OrigOrdModTime

UTCTimestamp

N

The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended.

FIX.4.4

⟳ Parties [Repeating Group]

N

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

String

N

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 80 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foriegn Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity
79	PrimeBroker	Prime Broker providing General Trade Services
80	StepOutFirm	Step-Out Firm (Prime Broker)
81	BrokerClearingID	BrokerClearingID

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

end PtysSubGrp

end Parties

LocalMktDate

N

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

75

TradeDate

LocalMktDate

N

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

FIX.4.4

◈ OrderQtyData [Component]

Y

Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"

FIX.4.4

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.

FIX.4.3

Percentage

N

For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

char

N

For CIV - Optional

▶ 3 enum values

Value	Name	Description
0	RoundToNearest	Round to nearest
1	RoundDown	Round down
2	RoundUp	Round up

FIX.4.3

float

N

For CIV - Optional

FIX.4.3

String

N

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

FIX.4.4

String

N

Free format text string (Note: this field does not have a specified maximum length)

FIX.4.4

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.4

▶

SideCrossOrdModGrp

ImplicitBlockRepeating CrossOrders

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise

▶ 2 enum values

Value	Name	Description
1	OneSide	One Side
2	BothSides	Both Sides

FIX.4.4

char

Y

Side of order (see Volume : "Glossary" for value definitions)

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exxmpt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

41

OrigClOrdID

String

N

Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11)

FIX.5.0

String

Y

Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.

FIX.4.4

String

N

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

FIX.4.4

583

ClOrdLinkID

String

N

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

FIX.4.4

⟳ Parties [Repeating Group]

N

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

String

N

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 80 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foriegn Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity
79	PrimeBroker	Prime Broker providing General Trade Services
80	StepOutFirm	Step-Out Firm (Prime Broker)
81	BrokerClearingID	BrokerClearingID

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

end PtysSubGrp

end Parties

LocalMktDate

N

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

75

TradeDate

LocalMktDate

N

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

FIX.4.4

String

N

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.4.4

int

N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID Code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (Alert ID)
5	DTCCCode	DTCC Code
99	Other	Other (custom or proprietary)

FIX.4.4

int

N

Type of account associated with an order

▶ 7 enum values

Value	Name	Description
1	CarriedCustomerSide	Account is carried on customer side of the books
2	CarriedNonCustomerSide	Account is carried on non-customer side of books
3	HouseTrader	House Trader
4	FloorTrader	Floor Trader
6	CarriedNonCustomerSideCrossMargined	Account is carried on non-customer side of books and is cross margined
7	HouseTraderCrossMargined	Account is house trader and is cross margined
8	JointBackOfficeAccount	Joint back office account (JBO)

FIX.4.4

589

DayBookingInst

char

N

Indicates whether or not automatic booking can occur.

▶ 3 enum values

Value	Name	Description
0	Auto	Can trigger booking without reference to the order initiator ("auto")
1	SpeakWithOrderInitiatorBeforeBooking	Speak with order initiator before booking ("speak first")
2	Accumulate	Accumulate

FIX.4.4

590

BookingUnit

char

N

Indicates what constitutes a bookable unit.

▶ 3 enum values

Value	Name	Description
0	EachPartialExecutionIsABookableUnit	Each partial execution is a bookable unit
1	AggregatePartialExecutionsOnThisOrder	Aggregate partial executions on this order, and book one trade per order
2	AggregateExecutionsForThisSymbol	Aggregate executions for this symbol, side, and settlement date

FIX.4.4

char

N

Indicates the method of preallocation.

▶ 2 enum values

Value	Name	Description
0	ProRata	Pro-rata
1	DoNotProRata	Do not pro-rata - discuss first

FIX.4.4

String

N

Use to assign an identifier to the block of preallocations

FIX.4.4

⟳ PreAllocGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of repeating groups for pre-trade allocation

FIX.4.4

String

N

Required if NoAllocs > 0. Must be first field in repeating group.

FIX.4.4

int

N

Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.

FIX.4.4

Currency

N

Currency code of settlement denomination for a specific AllocAccount (79).

FIX.4.4

String

N

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

FIX.4.4

⟳ NestedParties [Repeating Group]

N

Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Clearing Firm

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

String

N

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

Qty

N

Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)

FIX.4.4

end PreAllocGrp

int

N

Type of quantity specified in a quantity field:

▶ 3 enum values

Value	Name	Description
0	Units	Units (shares, par, currency)
1	Contracts	Contracts (if used - must specify ContractMultiplier (tag 231))
2	UnitsOfMeasurePerTimeUnit	Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))

FIX.4.4

◈ OrderQtyData [Component]

Y

Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"

FIX.4.4

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

Qty

N

One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.

FIX.4.3

Percentage

N

For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

FIX.4.3

char

N

For CIV - Optional

▶ 3 enum values

Value	Name	Description
0	RoundToNearest	Round to nearest
1	RoundDown	Round down
2	RoundUp	Round up

FIX.4.3

float

N

For CIV - Optional

FIX.4.3

◈ CommissionData [Component]

N

Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"

FIX.4.4

Amt

N

Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.

FIX.4.3

char

N

Commission type

▶ 6 enum values

Value	Name	Description
1	PerUnit	Per Unit (implying shares, par, currency, etc.)
2	Percent	Percent
3	Absolute	Absolute (total monetary amount)
4	PercentageWaivedCashDiscount	Percentage waived - cash discount (for CIV buy orders)
5	PercentageWaivedEnhancedUnits	Percentage waived -= enhanced units (for CIV buy orders)
6	PointsPerBondOrContract	Points per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds)

FIX.4.3

Currency

N

For CIV - Optional

FIX.4.3

char

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
N	No	No
Y	Yes	Yes

FIX.4.3

char

N

Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)

▶ 6 enum values

Value	Name	Description
A	Agency	Agency
G	Proprietary	Proprietary
I	Individual	Individual
P	Principal	Principal (Note for CMS purposes, "Principal" includes "Proprietary")
R	RisklessPrincipal	Riskless Principal
W	AgentForOtherMember	Agent for Other Member

FIX.4.4

MultipleCharValue

N

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

▶ 14 enum values

Value	Name	Description
1	ProgramTrade	Program Trade
2	IndexArbitrage	Index Arbitrage
3	NonIndexArbitrage	Non-Index Arbitrage
4	CompetingMarketMaker	Competing Market Maker
5	ActingAsMarketMakerOrSpecialistInSecurity	Acting as Market Maker or Specialist in the security
6	ActingAsMarketMakerOrSpecialistInUnderlying	Acting as Market Maker of Specialist in the underlying security of a derivative seucirty
7	ForeignEntity	Foreign Entity (of foreign government or regulatory jurisdiction)
8	ExternalMarketParticipant	External Market Participant
9	ExternalInterConnectedMarketLinkage	Extneral Inter-connected Market Linkage
A	RisklessArbitrage	Riskless Arbitrage
B	IssuerHolding	Issuer Holding
C	IssuePriceStabilization	Issue Price Stabilization
D	NonAlgorithmic	Non-algorithmic
E	Algorithmic	Algorithmic

FIX.4.4

1091

PreTradeAnonymity

Boolean

N

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.

FIX.4.4

int

N

Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

▶ 4 enum values

Value	Name	Description
1	MemberTradingForTheirOwnAccount	Member trading for their own account
2	ClearingFirmTradingForItsProprietaryAccount	Clearing Firm trading for its proprietary account
3	MemberTradingForAnotherMember	Member trading for another member
4	AllOther	All other

FIX.4.4

121

ForexReq

Boolean

N

Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.

▶ 2 enum values

Value	Name	Description
N	DoNotExecuteForexAfterSecurityTrade	Do Not Execute Forex After Security Trade
Y	ExecuteForexAfterSecurityTrade	Execute Forex After Security Trade

FIX.4.4

Currency

N

Required if ForexReq = Y.

FIX.4.4

775

BookingType

int

N

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.

▶ 3 enum values

Value	Name	Description
0	RegularBooking	Regular booking
1	CFD	CFD (Contract for difference)
2	TotalReturnSwap	Total Return Swap

FIX.4.4

String

N

Free format text string (Note: this field does not have a specified maximum length)

FIX.4.4

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.4

char

N

For use in derivatives omnibus accounting

▶ 6 enum values

Value	Name	Description
C	Close	Close
F	FIFO	FIFO
O	Open	Open
R	Rolled	Rolled
N	CloseButNotifyOnOpen	Close but notify on open
D	Default	Default

FIX.4.4

203

CoveredOrUncovered

int

N

For use with derivatives, such as options

▶ 2 enum values

Value	Name	Description
0	Covered	Covered
1	Uncovered	Uncovered

FIX.4.4

544

CashMargin

char

N

Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.

▶ 3 enum values

Value	Name	Description
1	Cash	Cash
2	MarginOpen	Margin Open
3	MarginClose	Margin Close

FIX.4.4

635

ClearingFeeIndicator

String

N

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX):

▶ 14 enum values

Value	Name	Description
1	FirstYearDelegate	1st year delegate trading for own account
2	SecondYearDelegate	2nd year delegate trading for own account
3	ThirdYearDelegate	3rd year delegate trading for own account
4	FourthYearDelegate	4th year delegate trading for own account
5	FifthYearDelegate	5th year delegate trading for own account
9	SixthYearDelegate	6th year delegate trading for own account
B	CBOEMember	CBOE Member
C	NonMemberAndCustomer	Non-member and Customer
E	EquityMemberAndClearingMember	Equity Member and Clearing Member
F	FullAndAssociateMember	Full and Associate Member trading for own account and as floor brokers
H	Firms106HAnd106J	106.H and 106.J firms
I	GIM	GIM, IDEM and COM Membership Interest Holders
L	Lessee106FEmployees	Lessee 106.F Employees
M	AllOtherOwnershipTypes	All other ownership types

FIX.4.4

Boolean

N

Indicates whether or not the order was solicited.

▶ 2 enum values

Value	Name	Description
N	WasNotSolicited	Was not solicited
Y	WasSolicited	Was solicited

FIX.4.4

659

SideComplianceID

String

N

ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).

FIX.4.4

962

SideTimeInForce

UTCTimestamp

N

Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order.

FIX.4.4

▶

SideTrdRegTS

BlockRepeating Common

The SideTrdRegTS component block is used to convey regulatory timestamps associated with one side of a multi-sided trade event.

Tag	Name	Type	Req	Description	Added
1016	NoSideTrdRegTS	NumInGroup	N	Indicates number of SideTimestamps contained in group	FIX.4.4
1012	SideTrdRegTimestamp	UTCTimestamp	N	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	FIX.4.4
1013	SideTrdRegTimestampType	int	N	Same as TrdRegTimeStampType	FIX.4.4
1014	SideTrdRegTimestampSrc	String	N	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	FIX.4.4

▶

SpreadOrBenchmarkCurveData

Block Common

The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.

Tag

Name

Type

Req

Description

Added

PriceOffset

N

For Fixed Income

FIX.4.3

Currency

N

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 12 enum values

Value	Name	Description
EONIA	EONIA	EONIA
EUREPO	EUREPO	EUREPO
Euribor	Euribor	Euribor
FutureSWAP	FutureSWAP	FutureSWAP
LIBID	LIBID	LIBID
LIBOR	LIBOR	LIBOR (London Inter-Bank Offer)
MuniAAA	MuniAAA	MuniAAA
OTHER	OTHER	OTHER
Pfandbriefe	Pfandbriefe	Pfandbriefe
SONIA	SONIA	SONIA
SWAP	SWAP	SWAP
Treasury	Treasury	Treasury

FIX.4.3

String

N

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Price

N

Specifies the price of the benchmark.

FIX.4.4

int

N

Must be present if BenchmarkPrice is used.

FIX.4.4

String

N

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

FIX.4.4

String

N

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

FIX.4.4

▶

StandardHeader

Block Session

The standard FIX message header

Tag

Name

Type

Req

Description

Added

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)

▶ 113 enum values

Value	Name	Description
0	Heartbeat	Heartbeat
1	TestRequest	TestRequest
2	ResendRequest	ResendRequest
3	Reject	Reject
4	SequenceReset	SequenceReset
5	Logout	Logout
6	IOI	IOI
7	Advertisement	Advertisement
8	ExecutionReport	ExecutionReport
9	OrderCancelReject	OrderCancelReject
A	Logon	Logon
AA	DerivativeSecurityList	DerivativeSecurityList
AB	NewOrderMultileg	NewOrderMultileg
AC	MultilegOrderCancelReplace	MultilegOrderCancelReplace
AD	TradeCaptureReportRequest	TradeCaptureReportRequest
AE	TradeCaptureReport	TradeCaptureReport
AF	OrderMassStatusRequest	OrderMassStatusRequest
AG	QuoteRequestReject	QuoteRequestReject
AH	RFQRequest	RFQRequest
AI	QuoteStatusReport	QuoteStatusReport
AJ	QuoteResponse	QuoteResponse
AK	Confirmation	Confirmation
AL	PositionMaintenanceRequest	PositionMaintenanceRequest
AM	PositionMaintenanceReport	PositionMaintenanceReport
AN	RequestForPositions	RequestForPositions
AO	RequestForPositionsAck	RequestForPositionsAck
AP	PositionReport	PositionReport
AQ	TradeCaptureReportRequestAck	TradeCaptureReportRequestAck
AR	TradeCaptureReportAck	TradeCaptureReportAck
AS	AllocationReport	AllocationReport
AT	AllocationReportAck	AllocationReportAck
AU	ConfirmationAck	ConfirmationAck
AV	SettlementInstructionRequest	SettlementInstructionRequest
AW	AssignmentReport	AssignmentReport
AX	CollateralRequest	CollateralRequest
AY	CollateralAssignment	CollateralAssignment
AZ	CollateralResponse	CollateralResponse
B	News	News
BA	CollateralReport	CollateralReport
BB	CollateralInquiry	CollateralInquiry
BC	NetworkCounterpartySystemStatusRequest	NetworkCounterpartySystemStatusRequest
BD	NetworkCounterpartySystemStatusResponse	NetworkCounterpartySystemStatusResponse
BE	UserRequest	UserRequest
BF	UserResponse	UserResponse
BG	CollateralInquiryAck	CollateralInquiryAck
BH	ConfirmationRequest	ConfirmationRequest
BI	TradingSessionListRequest	TradingSessionListRequest
BJ	TradingSessionList	TradingSessionList
BK	SecurityListUpdateReport	SecurityListUpdateReport
BL	AdjustedPositionReport	AdjustedPositionReport
BM	AllocationInstructionAlert	AllocationInstructionAlert
BN	ExecutionAcknowledgement	ExecutionAcknowledgement
BO	ContraryIntentionReport	ContraryIntentionReport
BP	SecurityDefinitionUpdateReport	SecurityDefinitionUpdateReport
BQ	SettlementObligationReport	SettlementObligationReport
BR	DerivativeSecurityListUpdateReport	DerivativeSecurityListUpdateReport
BS	TradingSessionListUpdateReport	TradingSessionListUpdateReport
BT	MarketDefinitionRequest	MarketDefinitionRequest
BU	MarketDefinition	MarketDefinition
BV	MarketDefinitionUpdateReport	MarketDefinitionUpdateReport
BW	ApplicationMessageRequest	ApplicationMessageRequest
BX	ApplicationMessageRequestAck	ApplicationMessageRequestAck
BY	ApplicationMessageReport	ApplicationMessageReport
BZ	OrderMassActionReport	OrderMassActionReport
C	Email	Email
CA	OrderMassActionRequest	OrderMassActionRequest
CB	UserNotification	UserNotification
D	NewOrderSingle	NewOrderSingle
E	NewOrderList	NewOrderList
F	OrderCancelRequest	OrderCancelRequest
G	OrderCancelReplaceRequest	OrderCancelReplaceRequest
H	OrderStatusRequest	OrderStatusRequest
J	AllocationInstruction	AllocationInstruction
K	ListCancelRequest	ListCancelRequest
L	ListExecute	ListExecute
M	ListStatusRequest	ListStatusRequest
N	ListStatus	ListStatus
P	AllocationInstructionAck	AllocationInstructionAck
Q	DontKnowTrade	DontKnowTrade
R	QuoteRequest	QuoteRequest
S	Quote	Quote
T	SettlementInstructions	SettlementInstructions
V	MarketDataRequest	MarketDataRequest
W	MarketDataSnapshotFullRefresh	MarketDataSnapshotFullRefresh
X	MarketDataIncrementalRefresh	MarketDataIncrementalRefresh
Y	MarketDataRequestReject	MarketDataRequestReject
Z	QuoteCancel	QuoteCancel
a	QuoteStatusRequest	QuoteStatusRequest
b	MassQuoteAcknowledgement	MassQuoteAcknowledgement
c	SecurityDefinitionRequest	SecurityDefinitionRequest
d	SecurityDefinition	SecurityDefinition
e	SecurityStatusRequest	SecurityStatusRequest
f	SecurityStatus	SecurityStatus
g	TradingSessionStatusRequest	TradingSessionStatusRequest
h	TradingSessionStatus	TradingSessionStatus
i	MassQuote	MassQuote
j	BusinessMessageReject	BusinessMessageReject
k	BidRequest	BidRequest
l	BidResponse	BidResponse
m	ListStrikePrice	ListStrikePrice
n	XMLnonFIX	XMLnonFIX
o	RegistrationInstructions	RegistrationInstructions
p	RegistrationInstructionsResponse	RegistrationInstructionsResponse
q	OrderMassCancelRequest	OrderMassCancelRequest
r	OrderMassCancelReport	OrderMassCancelReport
s	NewOrderCross	NewOrderCross
t	CrossOrderCancelReplaceRequest	CrossOrderCancelReplaceRequest
u	CrossOrderCancelRequest	CrossOrderCancelRequest
v	SecurityTypeRequest	SecurityTypeRequest
w	SecurityTypes	SecurityTypes
x	SecurityListRequest	SecurityListRequest
y	SecurityList	SecurityList
z	DerivativeSecurityListRequest	DerivativeSecurityListRequest

FIX.4.0

1128

ApplVerID

String

N

Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.

▶ 9 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
8	FIX50SP1	FIX50SP1

FIX.4.4

1156

ApplExtID

int

N

The extension pack number associated with an application message.

FIX.5.0

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

▶

StandardTrailer

Block Session

The standard FIX message trailer

Tag	Name	Type	Req	Description	Added
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

▶

StatsIndGrp

ImplicitBlockRepeating MarketData

Tag

Name

Type

Req

Description

Added

1175

NoStatsIndicators

NumInGroup

N

Number of statistics indicators

FIX.5.0

1176

StatsType

int

N

Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0.

▶ 4 enum values

Value	Name	Description
1	ExchangeLast	Exchange Last
2	High	High / Low Price
3	AveragePrice	Average Price (VWAP, TWAP ... )
4	Turnover	Turnover (Price * Qty)

FIX.5.0

▶

Stipulations

BlockRepeating Common

The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 80 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	Alternative Minimum Tax (Y/N)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (Y/N)
BGNCON	BargainConditions	Bargain conditions (see StipulationValue (234) for values)
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency Code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation Discount
INSURED	Insured	Insured (Y/N)
ISSUE	IssueDate	Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer's ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback Days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year And Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINDNOM	MinimumDenomination	Minimum denomination
MININCR	MinimumIncrement	Minimum increment
MINQTY	MinimumQuantity	Minimum quantity
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number Of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPL	PoolsPerLot	Pools per Lot
PPM	PoolsPerMillion	Pools per Million
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price Range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (Y/N)
SECTOR	MarketSector	Market Sector
SECTYPE	SecurityTypeIncludedOrExcluded	Security Type included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform Text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon - value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age - value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity - value in months (exact or range)
WHOLE	WholePool	Whole Pool (Y/N)
YIELD	YieldRange	Yield Range
AVFICO	AverageFICOScore	Average FICO Score
AVSIZE	AverageLoanSize	Average Loan Size
MAXBAL	MaximumLoanBalance	Maximum Loan Balance
POOL	PoolIdentifier	Pool Identifier
ROLLTYPE	TypeOfRollTrade	Type of Roll trade
REFTRADE	ReferenceToRollingOrClosingTrade	reference to rolling or closing trade
REFPRIN	PrincipalOfRollingOrClosingTrade	principal of rolling or closing trade
REFINT	InterestOfRollingOrClosingTrade	interest of rolling or closing trade
AVAILQTY	AvailableOfferQuantityToBeShownToTheStreet	Available offer quantity to be shown to the street
BROKERCREDIT	BrokerCredit	Broker's sales credit
INTERNALPX	OfferPriceToBeShownToInternalBrokers	Offer price to be shown to internal brokers
INTERNALQTY	OfferQuantityToBeShownToInternalBrokers	Offer quantity to be shown to internal brokers
LEAVEQTY	TheMinimumResidualOfferQuantity	The minimum residual offer quantity
MAXORDQTY	MaximumOrderSize	Maximum order size
ORDRINCR	OrderQuantityIncrement	Order quantity increment
PRIMARY	PrimaryOrSecondaryMarketIndicator	Primary or Secondary market indicator
SALESCREDITOVR	BrokerSalesCreditOverride	Broker sales credit override
TRADERCREDIT	TraderCredit	Trader's credit
DISCOUNT	DiscountRate	Discount Rate (when price is denominated in percent of par)
YTM	YieldToMaturity	Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS	AbsolutePrepaymentSpeed	Absolute Prepayment Speed
CPP	ConstantPrepaymentPenalty	Constant Prepayment Penalty
CPR	ConstantPrepaymentRate	Constant Prepayment Rate
CPY	ConstantPrepaymentYield	Constant Prepayment Yield
HEP	FinalCPROfHomeEquityPrepaymentCurve	final CPR of Home Equity Prepayment Curve
MHP	PercentOfManufacturedHousingPrepaymentCurve	Percent of Manufactured Housing Prepayment Curve
MPR	MonthlyPrepaymentRate	Monthly Prepayment Rate
PPC	PercentOfProspectusPrepaymentCurve	Percent of Prospectus Prepayment Curve
PSA	PercentOfBMAPrepaymentCurve	Percent of BMA Prepayment Curve
SMM	SingleMonthlyMortality	Single Monthly Mortality

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO 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)

FIX.4.3

▶

StrategyParametersGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

957

NoStrategyParameters

NumInGroup

N

Indicates number of strategy parameters

FIX.4.4

958

StrategyParameterName

String

N

Name of parameter

FIX.4.4

959

StrategyParameterType

int

N

Datatype of the parameter.

▶ 24 enum values

Value	Name	Description
1	Int	Int
2	Length	Length
3	NumInGroup	NumInGroup
4	SeqNum	SeqNum
5	TagNum	TagNum
6	Float	Float
7	Qty	Qty
8	Price	Price
9	PriceOffset	PriceOffset
10	Amt	Amt
11	Percentage	Percentage
12	Char	Char
13	Boolean	Boolean
14	String	String
15	MultipleCharValue	MultipleCharValue
16	Currency	Currency
17	Exchange	Exchange
18	MonthYear	MonthYear
19	UTCTimestamp	UTCTimeStamp
20	UTCTimeOnly	UTCTimeOnly
21	LocalMktDate	LocalMktTime
22	UTCDateOnly	UTCDate
23	Data	Data
24	MultipleStringValue	MultipleStringValue

FIX.4.4

960

StrategyParameterValue

String

N

Value of the parameter

FIX.4.4

▶

StrikeRules

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

FIX.5.0

String

N

Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

FIX.5.0

Price

N

Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

Price

N

Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

float

N

Value by which strike price should be incremented within the specified price

FIX.5.0

int

N

Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle

FIX.5.0

⟳ MaturityRules [Repeating Group]

N

Describes the maturity rules for a given set of strikes as defined by StrikeRules

FIX.5.0

NumInGroup

N

Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

FIX.5.0

String

N

Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

FIX.5.0

int

N

Format used to generate the MMY for each option contract:

▶ 3 enum values

Value	Name	Description
0	YearMonthOnly	YearMonth Only (default)
1	YearMonthDay	YearMonthDay
2	YearMonthWeek	YearMonthWeek

FIX.5.0

int

N

enumeration specifying the increment unit:

▶ 4 enum values

Value	Name	Description
0	Months	Months
1	Days	Days
2	Weeks	Weeks
3	Years	Years

FIX.5.0

MonthYear

N

Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

MonthYear

N

Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying

FIX.5.0

int

N

Value by which maturity month year should be incremented within the specified price range.

FIX.5.0

end MaturityRules

▶

TickRules

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security.

FIX.5.0

Price

N

Starting price range for specified tick increment

FIX.5.0

Price

N

Ending price range for the specified tick increment

FIX.5.0

Price

N

Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded

FIX.5.0

int

N

Specifies the type of tick rule which is being described

▶ 5 enum values

Value	Name	Description
0	Regular	Regular
1	Variable	Variable
2	Fixed	Fixed
3	TradedAsASpreadLeg	Traded as a spread leg
4	SettledAsASpreadLeg	Settled as a spread leg

FIX.5.0

▶

TimeInForceRules

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of time in force techniques

FIX.5.0

char

N

Indicates time in force techniques that are valid for the specified market segment

▶ 10 enum values

Value	Name	Description
0	Day	Day (or session)
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate Or Cancel (IOC)
4	FillOrKill	Fill Or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date (GTD)
7	AtTheClose	At the Close
8	GoodThroughCrossing	Good Through Crossing
9	AtCrossing	At Crossing

FIX.5.0

▶

TradeCapLegUnderlyingsGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
1342	NoOfLegUnderlyings	NumInGroup	N	Number of legs for the underlying instrument	FIX.5.0
◈ UnderlyingLegInstrument [Component]			N		FIX.5.0
1330	UnderlyingLegSymbol	String	N	Refer to definition for Symbol(55)	FIX.5.0
1331	UnderlyingLegSymbolSfx	String	N	Refer to definition for SymbolSfx(65)	FIX.5.0
1332	UnderlyingLegSecurityID	String	N	Refer to definition for SecurityID(48)	FIX.5.0
1333	UnderlyingLegSecurityIDSource	String	N	Refer to definition for SecurityIDSource(22)	FIX.5.0
⟳ UnderlyingLegSecurityAltIDGrp [Repeating Group]			N		FIX.5.0
1334	NoUnderlyingLegSecurityAltID	NumInGroup	N	Refer to definition for NoSecurityAltID(454)	FIX.5.0
1335	UnderlyingLegSecurityAltID	String	N	Refer to definition for SecurityAltID(455)	FIX.5.0
1336	UnderlyingLegSecurityAltIDSource	String	N	Refer to definition for SecurityAltIDSource(456)	FIX.5.0
end UnderlyingLegSecurityAltIDGrp
1344	UnderlyingLegCFICode	String	N	Refer to definition for CFICode(461)	FIX.5.0
1337	UnderlyingLegSecurityType	String	N	Refer to definition for SecurityType(167)	FIX.5.0
1338	UnderlyingLegSecuritySubType	String	N	Refer to definition for SecuritySubType(762)	FIX.5.0
1339	UnderlyingLegMaturityMonthYear	MonthYear	N	Refer to definition for MaturityMonthYear(200)	FIX.5.0
1345	UnderlyingLegMaturityDate	LocalMktDate	N	Date of maturity.	FIX.5.0
1405	UnderlyingLegMaturityTime	TZTimeOnly	N	Time of security's maturity expressed in local time with offset to UTC specified	FIX.5.0
1340	UnderlyingLegStrikePrice	Price	N	Refer to definition for StrikePrice(202)	FIX.5.0
1391	UnderlyingLegOptAttribute	char	N	Refer to definition of OptAttribute(206)	FIX.5.0
1343	UnderlyingLegPutOrCall	int	N	Refer to definition for PutOrCall(201)	FIX.5.0
1341	UnderlyingLegSecurityExchange	String	N	Refer to definition for SecurityExchange(207)	FIX.5.0
1392	UnderlyingLegSecurityDesc	String	N	Refer to definition of SecurityDesc(107)	FIX.5.0

▶

TradingSessionRules

ImplicitBlock Common

Tag

Name

Type

Req

Description

Added

⟳ OrdTypeRules [Repeating Group]

N

Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

FIX.5.0

NumInGroup

N

Number of order types

FIX.5.0

char

N

Indicates order types that are valid for the specified market segment.

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.5.0

end OrdTypeRules

⟳ TimeInForceRules [Repeating Group]

N

specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of time in force techniques

FIX.5.0

char

N

Indicates time in force techniques that are valid for the specified market segment

▶ 10 enum values

Value	Name	Description
0	Day	Day (or session)
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate Or Cancel (IOC)
4	FillOrKill	Fill Or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date (GTD)
7	AtTheClose	At the Close
8	GoodThroughCrossing	Good Through Crossing
9	AtCrossing	At Crossing

FIX.5.0

end TimeInForceRules

⟳ ExecInstRules [Repeating Group]

N

specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of execution instructions

FIX.5.0

char

N

Indicates execution instructions that are valid for the specified market segment

FIX.5.0

end ExecInstRules

⟳ MatchRules [Repeating Group]

N

specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of match rules

FIX.5.0

String

N

The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar

FIX.5.0

String

N

The point in the matching process at which this trade was matched.

▶ 26 enum values

Value	Name	Description
1	OnePartyTradeReport	One-Party Trade Report (privately negotiated trade)
2	TwoPartyTradeReport	Two-Party Trade Report (privately negotiated trade)
3	ConfirmedTradeReport	Confirmed Trade Report (reporting from recognized markets)
4	AutoMatch	Auto-match
5	CrossAuction	Cross Auction
6	CounterOrderSelection	Counter-Order Selection
7	CallAuction	Call Auction
8	Issuing	Issuing/Buy Back Auction
M3	ACTAcceptedTrade	ACT Accepted Trade
M4	ACTDefaultTrade	ACT Default Trade
M5	ACTDefaultAfterM2	ACT Default After M2
M6	ACTM6Match	ACT M6 Match
A1	ExactMatchPlus4BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2	ExactMatchPlus4Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3	ExactMatchPlus2BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4	ExactMatchPlus2Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5	ExactMatchPlusExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ	StampedAdvisoriesOrSpecialistAccepts	Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1	A1ExactMatchSummarizedQuantity	Summarized match using A1 exact match criteria except quantity is summaried
S2	A2ExactMatchSummarizedQuantity	Summarized match using A2 exact match criteria except quantity is summarized
S3	A3ExactMatchSummarizedQuantity	Summarized match using A3 exact match criteria except quantity is summarized
S4	A4ExactMatchSummarizedQuantity	Summarized match using A4 exact match criteria except quantity is summarized
S5	A5ExactMatchSummarizedQuantity	Summarized match using A5 exact match criteria except quantity is summarized
M1	ExactMatchMinusBadgesTimes	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2	SummarizedMatchMinusBadgesTimes	Summarized match minus badges and times: ACT M2 Match
MT	OCSLockedIn	OCS Locked In: Non-ACT

FIX.5.0

end MatchRules

⟳ MarketDataFeedTypes [Repeating Group]

N

specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

The number of feed types and corresponding book depths associated with a security

FIX.5.0

String

N

Describes a class of service for a given data feed

FIX.5.0

int

N

The depth of book associated with a particular feed type

FIX.5.0

int

N

Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection

▶ 3 enum values

Value	Name	Description
1	TopOfBook	Top of Book
2	PriceDepth	Price Depth
3	OrderDepth	Order Depth

FIX.5.0

end MarketDataFeedTypes

▶

TradingSessionRulesGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Allows trading rules to be expressed by trading session

FIX.5.0

String

N

Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.5.0

String

N

Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.5.0

◈ TradingSessionRules [Component]

N

Contains trading rules specified at the trading session level

FIX.5.0

⟳ OrdTypeRules [Repeating Group]

N

Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

FIX.5.0

NumInGroup

N

Number of order types

FIX.5.0

char

N

Indicates order types that are valid for the specified market segment.

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.5.0

end OrdTypeRules

⟳ TimeInForceRules [Repeating Group]

N

specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of time in force techniques

FIX.5.0

char

N

Indicates time in force techniques that are valid for the specified market segment

▶ 10 enum values

Value	Name	Description
0	Day	Day (or session)
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate Or Cancel (IOC)
4	FillOrKill	Fill Or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date (GTD)
7	AtTheClose	At the Close
8	GoodThroughCrossing	Good Through Crossing
9	AtCrossing	At Crossing

FIX.5.0

end TimeInForceRules

⟳ ExecInstRules [Repeating Group]

N

specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of execution instructions

FIX.5.0

char

N

Indicates execution instructions that are valid for the specified market segment

FIX.5.0

end ExecInstRules

⟳ MatchRules [Repeating Group]

N

specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of match rules

FIX.5.0

String

N

The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar

FIX.5.0

String

N

The point in the matching process at which this trade was matched.

▶ 26 enum values

Value	Name	Description
1	OnePartyTradeReport	One-Party Trade Report (privately negotiated trade)
2	TwoPartyTradeReport	Two-Party Trade Report (privately negotiated trade)
3	ConfirmedTradeReport	Confirmed Trade Report (reporting from recognized markets)
4	AutoMatch	Auto-match
5	CrossAuction	Cross Auction
6	CounterOrderSelection	Counter-Order Selection
7	CallAuction	Call Auction
8	Issuing	Issuing/Buy Back Auction
M3	ACTAcceptedTrade	ACT Accepted Trade
M4	ACTDefaultTrade	ACT Default Trade
M5	ACTDefaultAfterM2	ACT Default After M2
M6	ACTM6Match	ACT M6 Match
A1	ExactMatchPlus4BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2	ExactMatchPlus4Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3	ExactMatchPlus2BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4	ExactMatchPlus2Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5	ExactMatchPlusExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ	StampedAdvisoriesOrSpecialistAccepts	Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1	A1ExactMatchSummarizedQuantity	Summarized match using A1 exact match criteria except quantity is summaried
S2	A2ExactMatchSummarizedQuantity	Summarized match using A2 exact match criteria except quantity is summarized
S3	A3ExactMatchSummarizedQuantity	Summarized match using A3 exact match criteria except quantity is summarized
S4	A4ExactMatchSummarizedQuantity	Summarized match using A4 exact match criteria except quantity is summarized
S5	A5ExactMatchSummarizedQuantity	Summarized match using A5 exact match criteria except quantity is summarized
M1	ExactMatchMinusBadgesTimes	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2	SummarizedMatchMinusBadgesTimes	Summarized match minus badges and times: ACT M2 Match
MT	OCSLockedIn	OCS Locked In: Non-ACT

FIX.5.0

end MatchRules

⟳ MarketDataFeedTypes [Repeating Group]

N

specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

The number of feed types and corresponding book depths associated with a security

FIX.5.0

String

N

Describes a class of service for a given data feed

FIX.5.0

int

N

The depth of book associated with a particular feed type

FIX.5.0

int

N

Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection

▶ 3 enum values

Value	Name	Description
1	TopOfBook	Top of Book
2	PriceDepth	Price Depth
3	OrderDepth	Order Depth

FIX.5.0

end MarketDataFeedTypes

▶

TrdAllocGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of repeating groups for trade allocation

FIX.4.4

String

N

Required if NoAllocs > 0. Must be first field in repeating group.

FIX.4.4

int

N

Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.

FIX.4.4

Currency

N

Currency code of settlement denomination for a specific AllocAccount (79).

FIX.4.4

String

N

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

FIX.4.4

⟳ NestedParties2 [Repeating Group]

N

Insert here the set of "NestedParties2" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole

FIX.4.4

String

N

Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

int

N

Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.

FIX.4.4

⟳ NstdPtys2SubGrp [Repeating Group]

N

Repeating group of Nested2Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.

FIX.4.4

String

N

PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtys2SubGrp

end NestedParties2

Qty

N

Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)

FIX.4.4

String

N

Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.

FIX.4.4

int

N

Specifies the method under which a trade quantity was allocated.

▶ 3 enum values

Value	Name	Description
1	Automatic	Automatic
2	Guarantor	Guarantor
3	Manual	Manual

FIX.4.4

AllocClearingFeeIndicator

String

N

Provides support for an intermediary assigned allocation ID

FIX.4.4

1136

String

N

ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values.

FIX.4.4

▶

TrdCapDtGrp

ImplicitBlockRepeating TradeCapture

Tag	Name	Type	Req	Description	Added
580	NoDates	NumInGroup	N	Number of date ranges provided (must be 1 or 2 if specified)	FIX.4.4
75	TradeDate	LocalMktDate	N	Used when reporting other than current day trades. Conditionally required if NoDates > 0	FIX.4.4
779	LastUpdateTime	UTCTimestamp	N	Timestamp of last update to data item (or creation if no updates made since creation).	FIX.4.4
60	TransactTime	UTCTimestamp	N	To request trades for a specific time.	FIX.4.4

▶

TrdCapRptAckSideGrp

ImplicitBlockRepeating TradeCapture

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Number of Side repeating group instances.

▶ 2 enum values

Value	Name	Description
1	OneSide	One Side
2	BothSides	Both Sides

FIX.4.4

char

Y

Side of order (see Volume : "Glossary" for value definitions)

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exxmpt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

String

N

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.

FIX.4.4

String

N

Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.

FIX.4.4

String

N

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

FIX.4.4

String

N

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

FIX.4.4

String

N

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.

FIX.4.4

⟳ Parties [Repeating Group]

N

Insert here here the set of "Parties" fields defined in "Common Components of Application Messages"

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

String

N

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 80 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foriegn Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity
79	PrimeBroker	Prime Broker providing General Trade Services
80	StepOutFirm	Step-Out Firm (Prime Broker)
81	BrokerClearingID	BrokerClearingID

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

end PtysSubGrp

end Parties

String

N

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.4.4

int

N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID Code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (Alert ID)
5	DTCCCode	DTCC Code
99	Other	Other (custom or proprietary)

FIX.4.4

int

N

Type of account associated with an order

▶ 7 enum values

Value	Name	Description
1	CarriedCustomerSide	Account is carried on customer side of the books
2	CarriedNonCustomerSide	Account is carried on non-customer side of books
3	HouseTrader	House Trader
4	FloorTrader	Floor Trader
6	CarriedNonCustomerSideCrossMargined	Account is carried on non-customer side of books and is cross margined
7	HouseTraderCrossMargined	Account is house trader and is cross margined
8	JointBackOfficeAccount	Joint back office account (JBO)

FIX.4.4

char

N

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.

▶ 7 enum values

Value	Name	Description
0	Regular	Regular
1	SoftDollar	Soft Dollar
2	StepIn	Step-In
3	StepOut	Step-Out
4	SoftDollarStepIn	Soft-dollar Step-In
5	SoftDollarStepOut	Soft-dollar Step-Out
6	PlanSponsor	Plan Sponsor

FIX.4.4

575

OddLot

Boolean

N

This trade is to be treated as an odd lot If this field is not specified, the default will be "N"

▶ 2 enum values

Value	Name	Description
N	TreatAsRoundLot	Treat as round lot (default)
Y	TreatAsOddLot	Treat as odd lot

FIX.4.4

char

N

Defines the lot type assigned to the order.

▶ 3 enum values

Value	Name	Description
1	OddLot	Odd Lot
2	RoundLot	Round Lot
3	BlockLot	Block Lot

FIX.4.4

⟳ ClrInstGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

** Nested Repeating Group follows **

FIX.4.4

int

N

Required if NoClearingInstructions > 0

▶ 14 enum values

Value	Name	Description
0	ProcessNormally	Process normally
1	ExcludeFromAllNetting	Exclude from all netting
2	BilateralNettingOnly	Bilateral netting only
3	ExClearing	Ex clearing
4	SpecialTrade	Special trade
5	MultilateralNetting	Multilateral netting
6	ClearAgainstCentralCounterparty	Clear against central counterparty
7	ExcludeFromCentralCounterparty	Exclude from central counterparty
8	ManualMode	Manual mode (pre-posting and/or pre-giveup)
9	AutomaticPostingMode	Automatic posting mode (trade posting to the position account number specified)
10	AutomaticGiveUpMode	Automatic give-up mode (trade give-up to the give-up destination number specified)
11	QualifiedServiceRepresentativeQSR	Qualified Service Representative QSR
12	CustomerTrade	Customer trade
13	SelfClearing	Self clearing

FIX.4.4

end ClrInstGrp

578

TradeInputSource

String

N

Type of input device or system from which the trade was entered.

FIX.4.4

579

TradeInputDevice

String

N

Specific device number, terminal number or station where trade was entered

FIX.4.4

821

OrderInputDevice

String

N

Specific device number, terminal number or station where order was entered

FIX.4.4

String

N

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

FIX.4.4

Boolean

N

Indicates whether or not the order was solicited.

▶ 2 enum values

Value	Name	Description
N	WasNotSolicited	Was not solicited
Y	WasSolicited	Was solicited

FIX.4.4

char

N

Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)

▶ 6 enum values

Value	Name	Description
A	Agency	Agency
G	Proprietary	Proprietary
I	Individual	Individual
P	Principal	Principal (Note for CMS purposes, "Principal" includes "Proprietary")
R	RisklessPrincipal	Riskless Principal
W	AgentForOtherMember	Agent for Other Member

FIX.4.4

MultipleCharValue

N

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

▶ 14 enum values

Value	Name	Description
1	ProgramTrade	Program Trade
2	IndexArbitrage	Index Arbitrage
3	NonIndexArbitrage	Non-Index Arbitrage
4	CompetingMarketMaker	Competing Market Maker
5	ActingAsMarketMakerOrSpecialistInSecurity	Acting as Market Maker or Specialist in the security
6	ActingAsMarketMakerOrSpecialistInUnderlying	Acting as Market Maker of Specialist in the underlying security of a derivative seucirty
7	ForeignEntity	Foreign Entity (of foreign government or regulatory jurisdiction)
8	ExternalMarketParticipant	External Market Participant
9	ExternalInterConnectedMarketLinkage	Extneral Inter-connected Market Linkage
A	RisklessArbitrage	Riskless Arbitrage
B	IssuerHolding	Issuer Holding
C	IssuePriceStabilization	Issue Price Stabilization
D	NonAlgorithmic	Non-algorithmic
E	Algorithmic	Algorithmic

FIX.4.4

int

N

Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

▶ 4 enum values

Value	Name	Description
1	MemberTradingForTheirOwnAccount	Member trading for their own account
2	ClearingFirmTradingForItsProprietaryAccount	Clearing Firm trading for its proprietary account
3	MemberTradingForAnotherMember	Member trading for another member
4	AllOther	All other

FIX.4.4

char

N

Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.4.4

MultipleCharValue

N

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

▶ 56 enum values

Value	Name	Description
0	StayOnOfferSide	Stay on offer side
1	NotHeld	Not held
2	Work	Work
3	GoAlong	Go along
4	OverTheDay	Over the day
5	Held	Held
6	ParticipateDoNotInitiate	Participate don't initiate
7	StrictScale	Strict scale
8	TryToScale	Try to scale
9	StayOnBidSide	Stay on bid side
A	NoCross	No cross (cross is forbidden)
B	OKToCross	OK to cross
C	CallFirst	Call first
D	PercentOfVolume	Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E	DoNotIncrease	Do not increase - DNI
F	DoNotReduce	Do not reduce - DNR
G	AllOrNone	All or none - AON
H	ReinstateOnSystemFailure	Reinstate on system failure (mutually exclusive with Q and l)
I	InstitutionsOnly	Institutions only
J	ReinstateOnTradingHalt	Reinstate on Trading Halt (mutually exclusive with K and m)
K	CancelOnTradingHalt	Cancel on Trading Halt (mutually exclusive with J and m)
L	LastPeg	Last peg (last sale)
M	MidPricePeg	Mid-price peg (midprice of inside quote)
N	NonNegotiable	Non-negotiable
O	OpeningPeg	Opening peg
P	MarketPeg	Market peg
Q	CancelOnSystemFailure	Cancel on system failure (mutually exclusive with H and l)
R	PrimaryPeg	Primary peg (primary market - buy at bid/sell at offer)
S	Suspend	Suspend
T	FixedPegToLocalBestBidOrOfferAtTimeOfOrder	Fixed Peg to Local best bid or offer at time of order
U	CustomerDisplayInstruction	Customer Display Instruction (Rule 11Ac1-1/4)
V	Netting	Netting (for Forex)
W	PegToVWAP	Peg to VWAP
X	TradeAlong	Trade Along
Y	TryToStop	Try To Stop
Z	CancelIfNotBest	Cancel if not best
a	TrailingStopPeg	Trailing Stop Peg
b	StrictLimit	Strict Limit (No price improvement)
c	IgnorePriceValidityChecks	Ignore Price Validity Checks
d	PegToLimitPrice	Peg to Limit Price
e	WorkToTargetStrategy	Work to Target Strategy
f	IntermarketSweep	Intermarket Sweep
g	ExternalRoutingAllowed	External Routing Allowed
h	ExternalRoutingNotAllowed	External Routing Not Allowed
i	ImbalanceOnly	Imbalance Only
j	SingleExecutionRequestedForBlockTrade	Single execution requested for block trade
k	BestExecution	Best Execution
l	SuspendOnSystemFailure	Suspend on system failure (mutually exclusive with H and Q)
m	SuspendOnTradingHalt	Suspend on Trading Halt (mutually exclusive with J and K)
n	ReinstateOnConnectionLoss	Reinstate on connection loss (mutually exclusive with o and p)
o	CancelOnConnectionLoss	Cancel on connection loss (mutually exclusive with n and p)
p	SuspendOnConnectionLoss	Suspend on connection loss (mutually exclusive with n and o)
q	ReleaseFromSuspension	Release from suspension (mutually exclusive with S)
r	ExecuteAsDeltaNeutral	Execute as delta neutral using volatility provided
s	ExecuteAsDurationNeutral	Execute as duration neutral
t	ExecuteAsFXNeutral	Execute as FX neutral

FIX.4.4

483

TransBkdTime

UTCTimestamp

N

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.

FIX.4.4

String

N

Identifier for Trading Session A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

943

TimeBracket

String

N

A code that represents a time interval in which a fill or trade occurred. Required for US futures markets.

FIX.4.4

int

N

Code to represent whether value is net (inclusive of tax) or gross.

▶ 2 enum values

Value	Name	Description
1	Net	Net
2	Gross	Gross

FIX.5.0

1154

SideCurrency

Currency

N

Used to Identify the Currency of the Trade Report Side.

FIX.5.0

1155

SideSettlCurrency

Currency

N

Used to Identify the Settlement Currency of the Trade Report Side.

FIX.5.0

◈ CommissionData [Component]

N

Insert here here the set of "Commission Data" fields defined in "Common Components of Application Messages"

FIX.4.4

Amt

N

Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.

FIX.4.3

char

N

Commission type

▶ 6 enum values

Value	Name	Description
1	PerUnit	Per Unit (implying shares, par, currency, etc.)
2	Percent	Percent
3	Absolute	Absolute (total monetary amount)
4	PercentageWaivedCashDiscount	Percentage waived - cash discount (for CIV buy orders)
5	PercentageWaivedEnhancedUnits	Percentage waived -= enhanced units (for CIV buy orders)
6	PointsPerBondOrContract	Points per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds)

FIX.4.3

Currency

N

For CIV - Optional

FIX.4.3

char

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
N	No	No
Y	Yes	Yes

FIX.4.3

157

NumDaysInterest

int

N

Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.

FIX.4.4

230

ExDate

LocalMktDate

N

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)

FIX.4.4

158

AccruedInterestRate

Percentage

N

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.

FIX.4.4

159

AccruedInterestAmt

Amt

N

Amount of Accrued Interest for convertible bonds and fixed income

FIX.4.4

738

InterestAtMaturity

Amt

N

Amount of interest (i.e. lump-sum) at maturity.

FIX.4.4

920

EndAccruedInterestAmt

Amt

N

Accrued Interest Amount applicable to a financing transaction on the End Date.

FIX.4.4

921

StartCash

Amt

N

Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.

FIX.4.4

922

EndCash

Amt

N

Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.

FIX.4.4

238

Concession

Amt

N

Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.4

237

TotalTakedown

Amt

N

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)

FIX.4.4

118

NetMoney

Amt

N

Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.

FIX.4.4

Amt

N

Total amount due expressed in settlement currency (includes the effect of the forex transaction)

FIX.4.4

float

N

Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20)

FIX.4.4

156

SettlCurrFxRateCalc

char

N

Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided.

▶ 2 enum values

Value	Name	Description
M	Multiply	Multiply
D	Divide	Divide

FIX.4.4

SideMultiLegReportingType

char

N

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

▶ 6 enum values

Value	Name	Description
C	Close	Close
F	FIFO	FIFO
O	Open	Open
R	Rolled	Rolled
N	CloseButNotifyOnOpen	Close but notify on open
D	Default	Default

FIX.4.4

752

int

N

Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.

▶ 3 enum values

Value	Name	Description
1	SingleSecurity	Single Security (default if not specified)
2	IndividualLegOfAMultilegSecurity	Individual leg of a multileg security
3	MultilegSecurity	Multileg Security

FIX.4.4

⟳ ContAmtGrp [Repeating Group]

N

FIX.4.4

518

NoContAmts

NumInGroup

N

Number of contract details in this message (number of repeating groups to follow)

FIX.4.4

519

ContAmtType

int

N

Must be first field in the repeating group.

▶ 15 enum values

Value	Name	Description
1	CommissionAmount	Commission amount (actual)
2	CommissionPercent	Commission percent (actual)
3	InitialChargeAmount	Initial Charge Amount
4	InitialChargePercent	Initial Charge Percent
5	DiscountAmount	Discount Amount
6	DiscountPercent	Discount Percent
7	DilutionLevyAmount	Dilution Levy Amount
8	DilutionLevyPercent	Dilution Levy Percent
9	ExitChargeAmount	Exit Charge Amount
10	ExitChargePercent	Exit Charge Percent
11	FundBasedRenewalCommissionPercent	Fund-Based Renewal Commission Percent (a.k.a. Trail commission)
12	ProjectedFundValue	Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value)
13	FundBasedRenewalCommissionOnOrder	Fund-Based Renewal Commission Amount (based on Order value)
14	FundBasedRenewalCommissionOnFund	Fund-Based Renewal Commission Amount (based on Projected Fund value)
15	NetSettlementAmount	Net Settlement Amount

FIX.4.4

520

ContAmtValue

float

N

Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519).

FIX.4.4

521

ContAmtCurr

Currency

N

Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".

FIX.4.4

end ContAmtGrp

⟳ Stipulations [Repeating Group]

N

Insert here here the set of "Stipulations" fields defined in "Common Components of Application Messages"

FIX.4.4

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 80 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	Alternative Minimum Tax (Y/N)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (Y/N)
BGNCON	BargainConditions	Bargain conditions (see StipulationValue (234) for values)
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency Code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation Discount
INSURED	Insured	Insured (Y/N)
ISSUE	IssueDate	Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer's ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback Days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year And Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINDNOM	MinimumDenomination	Minimum denomination
MININCR	MinimumIncrement	Minimum increment
MINQTY	MinimumQuantity	Minimum quantity
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number Of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPL	PoolsPerLot	Pools per Lot
PPM	PoolsPerMillion	Pools per Million
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price Range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (Y/N)
SECTOR	MarketSector	Market Sector
SECTYPE	SecurityTypeIncludedOrExcluded	Security Type included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform Text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon - value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age - value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity - value in months (exact or range)
WHOLE	WholePool	Whole Pool (Y/N)
YIELD	YieldRange	Yield Range
AVFICO	AverageFICOScore	Average FICO Score
AVSIZE	AverageLoanSize	Average Loan Size
MAXBAL	MaximumLoanBalance	Maximum Loan Balance
POOL	PoolIdentifier	Pool Identifier
ROLLTYPE	TypeOfRollTrade	Type of Roll trade
REFTRADE	ReferenceToRollingOrClosingTrade	reference to rolling or closing trade
REFPRIN	PrincipalOfRollingOrClosingTrade	principal of rolling or closing trade
REFINT	InterestOfRollingOrClosingTrade	interest of rolling or closing trade
AVAILQTY	AvailableOfferQuantityToBeShownToTheStreet	Available offer quantity to be shown to the street
BROKERCREDIT	BrokerCredit	Broker's sales credit
INTERNALPX	OfferPriceToBeShownToInternalBrokers	Offer price to be shown to internal brokers
INTERNALQTY	OfferQuantityToBeShownToInternalBrokers	Offer quantity to be shown to internal brokers
LEAVEQTY	TheMinimumResidualOfferQuantity	The minimum residual offer quantity
MAXORDQTY	MaximumOrderSize	Maximum order size
ORDRINCR	OrderQuantityIncrement	Order quantity increment
PRIMARY	PrimaryOrSecondaryMarketIndicator	Primary or Secondary market indicator
SALESCREDITOVR	BrokerSalesCreditOverride	Broker sales credit override
TRADERCREDIT	TraderCredit	Trader's credit
DISCOUNT	DiscountRate	Discount Rate (when price is denominated in percent of par)
YTM	YieldToMaturity	Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS	AbsolutePrepaymentSpeed	Absolute Prepayment Speed
CPP	ConstantPrepaymentPenalty	Constant Prepayment Penalty
CPR	ConstantPrepaymentRate	Constant Prepayment Rate
CPY	ConstantPrepaymentYield	Constant Prepayment Yield
HEP	FinalCPROfHomeEquityPrepaymentCurve	final CPR of Home Equity Prepayment Curve
MHP	PercentOfManufacturedHousingPrepaymentCurve	Percent of Manufactured Housing Prepayment Curve
MPR	MonthlyPrepaymentRate	Monthly Prepayment Rate
PPC	PercentOfProspectusPrepaymentCurve	Percent of Prospectus Prepayment Curve
PSA	PercentOfBMAPrepaymentCurve	Percent of BMA Prepayment Curve
SMM	SingleMonthlyMortality	Single Monthly Mortality

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO 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)

FIX.4.3

end Stipulations

⟳ MiscFeesGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **

FIX.4.4

Amt

N

Required if NoMiscFees > 0

FIX.4.4

Currency

N

Currency of miscellaneous fee

FIX.4.4

String

N

Required if NoMiscFees > 0

▶ 14 enum values

Value	Name	Description
1	Regulatory	Regulatory (e.g. SEC)
2	Tax	Tax
3	LocalCommission	Local Commission
4	ExchangeFees	Exchange Fees
5	Stamp	Stamp
6	Levy	Levy
7	Other	Other
8	Markup	Markup
9	ConsumptionTax	Consumption Tax
10	PerTransaction	Per transaction
11	Conversion	Conversion
12	Agent	Agent
13	TransferFee	Transfer Fee
14	SecurityLending	Security Lending

FIX.4.4

int

N

Defines the unit for a miscellaneous fee.

▶ 3 enum values

Value	Name	Description
0	Absolute	Absolute
1	PerUnit	Per Unit
2	Percentage	Percentage

FIX.4.4

end MiscFeesGrp

825

ExchangeRule

String

N

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.

FIX.4.4

⟳ SettlDetails [Repeating Group]

N

Conveys settlement account details reported as part of obligation

FIX.5.0

NumInGroup

N

Number of settlement parties

FIX.5.0

char

N

Indicates the Source of the Settlement Instructions

▶ 3 enum values

Value	Name	Description
1	InstructionsOfBroker	Instructions of Broker
2	InstructionsForInstitution	Instructions for Institution
3	Investor	Investor

FIX.5.0

⟳ SettlParties [Repeating Group]

N

Carries settlement account information

FIX.5.0

NumInGroup

N

Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

FIX.4.4

String

N

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

int

N

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

FIX.4.4

⟳ SettlPtysSubGrp [Repeating Group]

N

Repeating group of SettlParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4

String

N

PartySubID value within a settlement parties component. Same values as PartySubID (523)

FIX.4.4

int

N

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

FIX.4.4

end SettlPtysSubGrp

end SettlParties

end SettlDetails

826

TradeAllocIndicator

int

N

Identifies how the trade is to be allocated

▶ 6 enum values

Value	Name	Description
0	AllocationNotRequired	Allocation not required
1	AllocationRequired	Allocation required (give-up trade) allocation information not provided (incomplete)
2	UseAllocationProvidedWithTheTrade	Use allocation provided with the trade
3	AllocationGiveUpExecutor	Allocation give-up executor
4	AllocationFromExecutor	Allocation from executor
5	AllocationToClaimAccount	Allocation to claim account

FIX.4.4

char

N

Indicates the method of preallocation.

▶ 2 enum values

Value	Name	Description
0	ProRata	Pro-rata
1	DoNotProRata	Do not pro-rata - discuss first

FIX.4.4

String

N

Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int)

FIX.4.4

⟳ TrdAllocGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of repeating groups for trade allocation

FIX.4.4

String

N

Required if NoAllocs > 0. Must be first field in repeating group.

FIX.4.4

int

N

Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.

FIX.4.4

Currency

N

Currency code of settlement denomination for a specific AllocAccount (79).

FIX.4.4

String

N

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

FIX.4.4

⟳ NestedParties2 [Repeating Group]

N

Insert here the set of "NestedParties2" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole

FIX.4.4

String

N

Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

int

N

Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.

FIX.4.4

⟳ NstdPtys2SubGrp [Repeating Group]

N

Repeating group of Nested2Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.

FIX.4.4

String

N

PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtys2SubGrp

end NestedParties2

Qty

N

Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)

FIX.4.4

String

N

Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.

FIX.4.4

int

N

Specifies the method under which a trade quantity was allocated.

▶ 3 enum values

Value	Name	Description
1	Automatic	Automatic
2	Guarantor	Guarantor
3	Manual	Manual

FIX.4.4

AllocClearingFeeIndicator

String

N

Provides support for an intermediary assigned allocation ID

FIX.4.4

1136

String

N

ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values.

FIX.4.4

end TrdAllocGrp

1072

SideGrossTradeAmt

Amt

N

The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition.

FIX.4.4

1057

AggressorIndicator

Boolean

N

Used to identify whether the order initiator is an aggressor or not in the trade.

▶ 2 enum values

Value	Name	Description
Y	OrderInitiatorIsAggressor	Order initiator is aggressor
N	OrderInitiatorIsPassive	Order initiator is passive

FIX.4.4

1009

SideQty

int

N

Used to indicate the quantity on one of a multi-sided Trade Capture Report

FIX.4.4

1005

SideTradeReportID

String

N

Used on a multi-sided trade to designate the ReportID

FIX.4.4

1006

SideFillStationCd

String

N

Used on a multi-sided trade to convey order routing information

FIX.4.4

1007

SideReasonCd

String

N

Used on a multi-sided trade to convey reason for execution

FIX.4.4

int

N

Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side.

FIX.4.4

1008

SideTrdSubTyp

int

N

Used on a multi-sided trade to specify the type of trade for a given side

FIX.4.4

⟳ SideTrdRegTS [Repeating Group]

N

The SideTrdRegTS component block is used to convey regulatory timestamps associated with one side of a multi-sided trade event.

FIX.4.4

1016

NoSideTrdRegTS

NumInGroup

N

Indicates number of SideTimestamps contained in group

FIX.4.4

1012

SideTrdRegTimestamp

UTCTimestamp

N

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

FIX.4.4

1013

SideTrdRegTimestampType

int

N

Same as TrdRegTimeStampType

FIX.4.4

1014

SideTrdRegTimestampSrc

String

N

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

FIX.4.4

end SideTrdRegTS

▶

TrdCapRptSideGrp

ImplicitBlockRepeating TradeCapture

Tag

Name

Type

Req

Description

Added

NumInGroup

Y

Number of sides

▶ 2 enum values

Value	Name	Description
1	OneSide	One Side
2	BothSides	Both Sides

FIX.4.4

char

Y

Side of order (see Volume : "Glossary" for value definitions)

▶ 16 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short
A	CrossShortExempt	Cross short exxmpt
B	AsDefined	"As Defined" (for use with multileg instruments)
C	Opposite	"Opposite" (for use with multileg instruments)
D	Subscribe	Subscribe (e.g. CIV)
E	Redeem	Redeem (e.g. CIV)
F	Lend	Lend (FINANCING - identifies direction of collateral)
G	Borrow	Borrow (FINANCING - identifies direction of collateral)

FIX.4.4

String

N

OrderID should be conditionally required when Trade Capture Report is used for back office processing.

FIX.4.4

String

N

Can be used to provide order id used by exchange or executing system.

FIX.4.4

String

N

Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote - QuoteID(117) of a Mass Quote

FIX.4.4

19

ExecRefID

String

N

Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int)

FIX.4.4

String

N

Can be used to provide secondary client order identifiers associated with this trade. In the case of quotes can be mapped to: - QuoteID(117) of a single Quote - QuoteEntryID(299) of a Mass Quote

FIX.4.4

String

N

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.

FIX.4.4

1009

SideQty

int

N

Used to indicate the quantity on one side of a multi-sided Trade Capture Report

FIX.4.4

1005

SideTradeReportID

String

N

Used to indicate the report ID on one side of a multi-sided Trade Capture Report

FIX.4.4

1006

SideFillStationCd

String

N

Used for order routing to indicate the Fill Station Code on one side of a multi-sided Trade Capture Report

FIX.4.4

1007

SideReasonCd

String

N

Used to indicate the reason of a multi-sided Trade Capture Report

FIX.4.4

int

N

Used for order routing to indicate the fill sequence on one side of a multi-sided Trade Capture Report

FIX.4.4

1008

SideTrdSubTyp

int

N

Used to support multi-sided orders of different trade types

FIX.4.4

int

N

Code to represent whether value is net (inclusive of tax) or gross.

▶ 2 enum values

Value	Name	Description
1	Net	Net
2	Gross	Gross

FIX.5.0

1154

SideCurrency

Currency

N

Used to Identify the Currency of the Trade Report Side.

FIX.5.0

1155

SideSettlCurrency

Currency

N

Used to Identify the Settlement Currency of the Trade Report Side.

FIX.5.0

⟳ Parties [Repeating Group]

N

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Range of values on report:

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

String

N

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

int

N

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 80 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foriegn Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity
79	PrimeBroker	Prime Broker providing General Trade Services
80	StepOutFirm	Step-Out Firm (Prime Broker)
81	BrokerClearingID	BrokerClearingID

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

N

Repeating group of Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

String

N

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

int

N

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

end PtysSubGrp

end Parties

String

N

Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary

FIX.4.4

int

N

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

▶ 6 enum values

Value	Name	Description
1	BIC	BIC
2	SIDCode	SID Code
3	TFM	TFM (GSPTA)
4	OMGEO	OMGEO (Alert ID)
5	DTCCCode	DTCC Code
99	Other	Other (custom or proprietary)

FIX.4.4

int

N

Specifies type of account

▶ 7 enum values

Value	Name	Description
1	CarriedCustomerSide	Account is carried on customer side of the books
2	CarriedNonCustomerSide	Account is carried on non-customer side of books
3	HouseTrader	House Trader
4	FloorTrader	Floor Trader
6	CarriedNonCustomerSideCrossMargined	Account is carried on non-customer side of books and is cross margined
7	HouseTraderCrossMargined	Account is house trader and is cross margined
8	JointBackOfficeAccount	Joint back office account (JBO)

FIX.4.4

char

N

Used to specify Step-out trades

▶ 7 enum values

Value	Name	Description
0	Regular	Regular
1	SoftDollar	Soft Dollar
2	StepIn	Step-In
3	StepOut	Step-Out
4	SoftDollarStepIn	Soft-dollar Step-In
5	SoftDollarStepOut	Soft-dollar Step-Out
6	PlanSponsor	Plan Sponsor

FIX.4.4

char

N

Defines the lot type assigned to the order.

▶ 3 enum values

Value	Name	Description
1	OddLot	Odd Lot
2	RoundLot	Round Lot
3	BlockLot	Block Lot

FIX.4.4

575

OddLot

Boolean

N

This trade is to be treated as an odd lot If this field is not specified, the default will be "N"

▶ 2 enum values

Value	Name	Description
N	TreatAsRoundLot	Treat as round lot (default)
Y	TreatAsOddLot	Treat as odd lot

FIX.4.4

⟳ ClrInstGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

** Nested Repeating Group follows **

FIX.4.4

int

N

Required if NoClearingInstructions > 0

▶ 14 enum values

Value	Name	Description
0	ProcessNormally	Process normally
1	ExcludeFromAllNetting	Exclude from all netting
2	BilateralNettingOnly	Bilateral netting only
3	ExClearing	Ex clearing
4	SpecialTrade	Special trade
5	MultilateralNetting	Multilateral netting
6	ClearAgainstCentralCounterparty	Clear against central counterparty
7	ExcludeFromCentralCounterparty	Exclude from central counterparty
8	ManualMode	Manual mode (pre-posting and/or pre-giveup)
9	AutomaticPostingMode	Automatic posting mode (trade posting to the position account number specified)
10	AutomaticGiveUpMode	Automatic give-up mode (trade give-up to the give-up destination number specified)
11	QualifiedServiceRepresentativeQSR	Qualified Service Representative QSR
12	CustomerTrade	Customer trade
13	SelfClearing	Self clearing

FIX.4.4

end ClrInstGrp

578

TradeInputSource

String

N

Type of input device or system from which the trade was entered.

FIX.4.4

579

TradeInputDevice

String

N

Specific device number, terminal number or station where trade was entered

FIX.4.4

821

OrderInputDevice

String

N

Specific device number, terminal number or station where order was entered

FIX.4.4

String

N

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

FIX.4.4

Boolean

N

Indicates whether or not the order was solicited.

▶ 2 enum values

Value	Name	Description
N	WasNotSolicited	Was not solicited
Y	WasSolicited	Was solicited

FIX.4.4

char

N

The capacity of the participant for this trade ( principal or agent for example).

▶ 6 enum values

Value	Name	Description
A	Agency	Agency
G	Proprietary	Proprietary
I	Individual	Individual
P	Principal	Principal (Note for CMS purposes, "Principal" includes "Proprietary")
R	RisklessPrincipal	Riskless Principal
W	AgentForOtherMember	Agent for Other Member

FIX.4.4

MultipleCharValue

N

Restrictions associated with the participant and their capacity for this trade.

▶ 14 enum values

Value	Name	Description
1	ProgramTrade	Program Trade
2	IndexArbitrage	Index Arbitrage
3	NonIndexArbitrage	Non-Index Arbitrage
4	CompetingMarketMaker	Competing Market Maker
5	ActingAsMarketMakerOrSpecialistInSecurity	Acting as Market Maker or Specialist in the security
6	ActingAsMarketMakerOrSpecialistInUnderlying	Acting as Market Maker of Specialist in the underlying security of a derivative seucirty
7	ForeignEntity	Foreign Entity (of foreign government or regulatory jurisdiction)
8	ExternalMarketParticipant	External Market Participant
9	ExternalInterConnectedMarketLinkage	Extneral Inter-connected Market Linkage
A	RisklessArbitrage	Riskless Arbitrage
B	IssuerHolding	Issuer Holding
C	IssuePriceStabilization	Issue Price Stabilization
D	NonAlgorithmic	Non-algorithmic
E	Algorithmic	Algorithmic

FIX.4.4

int

N

The customer capacity for this trade

▶ 4 enum values

Value	Name	Description
1	MemberTradingForTheirOwnAccount	Member trading for their own account
2	ClearingFirmTradingForItsProprietaryAccount	Clearing Firm trading for its proprietary account
3	MemberTradingForAnotherMember	Member trading for another member
4	AllOther	All other

FIX.4.4

char

N

Order type from the order associated with the trade

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.4.4

MultipleCharValue

N

Execution Instruction from the order associated with the trade

▶ 56 enum values

Value	Name	Description
0	StayOnOfferSide	Stay on offer side
1	NotHeld	Not held
2	Work	Work
3	GoAlong	Go along
4	OverTheDay	Over the day
5	Held	Held
6	ParticipateDoNotInitiate	Participate don't initiate
7	StrictScale	Strict scale
8	TryToScale	Try to scale
9	StayOnBidSide	Stay on bid side
A	NoCross	No cross (cross is forbidden)
B	OKToCross	OK to cross
C	CallFirst	Call first
D	PercentOfVolume	Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E	DoNotIncrease	Do not increase - DNI
F	DoNotReduce	Do not reduce - DNR
G	AllOrNone	All or none - AON
H	ReinstateOnSystemFailure	Reinstate on system failure (mutually exclusive with Q and l)
I	InstitutionsOnly	Institutions only
J	ReinstateOnTradingHalt	Reinstate on Trading Halt (mutually exclusive with K and m)
K	CancelOnTradingHalt	Cancel on Trading Halt (mutually exclusive with J and m)
L	LastPeg	Last peg (last sale)
M	MidPricePeg	Mid-price peg (midprice of inside quote)
N	NonNegotiable	Non-negotiable
O	OpeningPeg	Opening peg
P	MarketPeg	Market peg
Q	CancelOnSystemFailure	Cancel on system failure (mutually exclusive with H and l)
R	PrimaryPeg	Primary peg (primary market - buy at bid/sell at offer)
S	Suspend	Suspend
T	FixedPegToLocalBestBidOrOfferAtTimeOfOrder	Fixed Peg to Local best bid or offer at time of order
U	CustomerDisplayInstruction	Customer Display Instruction (Rule 11Ac1-1/4)
V	Netting	Netting (for Forex)
W	PegToVWAP	Peg to VWAP
X	TradeAlong	Trade Along
Y	TryToStop	Try To Stop
Z	CancelIfNotBest	Cancel if not best
a	TrailingStopPeg	Trailing Stop Peg
b	StrictLimit	Strict Limit (No price improvement)
c	IgnorePriceValidityChecks	Ignore Price Validity Checks
d	PegToLimitPrice	Peg to Limit Price
e	WorkToTargetStrategy	Work to Target Strategy
f	IntermarketSweep	Intermarket Sweep
g	ExternalRoutingAllowed	External Routing Allowed
h	ExternalRoutingNotAllowed	External Routing Not Allowed
i	ImbalanceOnly	Imbalance Only
j	SingleExecutionRequestedForBlockTrade	Single execution requested for block trade
k	BestExecution	Best Execution
l	SuspendOnSystemFailure	Suspend on system failure (mutually exclusive with H and Q)
m	SuspendOnTradingHalt	Suspend on Trading Halt (mutually exclusive with J and K)
n	ReinstateOnConnectionLoss	Reinstate on connection loss (mutually exclusive with o and p)
o	CancelOnConnectionLoss	Cancel on connection loss (mutually exclusive with n and p)
p	SuspendOnConnectionLoss	Suspend on connection loss (mutually exclusive with n and o)
q	ReleaseFromSuspension	Release from suspension (mutually exclusive with S)
r	ExecuteAsDeltaNeutral	Execute as delta neutral using volatility provided
s	ExecuteAsDurationNeutral	Execute as duration neutral
t	ExecuteAsFXNeutral	Execute as FX neutral

FIX.4.4

483

TransBkdTime

UTCTimestamp

N

A date and time stamp to indicate when this order was booked. For Equities, this is the time at which an order was received by an Exchange or Marketplace. For CIV, this is the time that a Fund Manager booked an order for execution at the next valuation point.

FIX.4.4

String

N

Identifier for Trading Session A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

943

TimeBracket

String

N

A code that represents a time interval in which a fill or trade occurred. Required for US futures markets.

FIX.4.4

◈ CommissionData [Component]

N

Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.

FIX.4.4

Amt

N

Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.

FIX.4.3

char

N

Commission type

▶ 6 enum values

Value	Name	Description
1	PerUnit	Per Unit (implying shares, par, currency, etc.)
2	Percent	Percent
3	Absolute	Absolute (total monetary amount)
4	PercentageWaivedCashDiscount	Percentage waived - cash discount (for CIV buy orders)
5	PercentageWaivedEnhancedUnits	Percentage waived -= enhanced units (for CIV buy orders)
6	PointsPerBondOrContract	Points per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds)

FIX.4.3

Currency

N

For CIV - Optional

FIX.4.3

char

N

For CIV - Optional

▶ 2 enum values

Value	Name	Description
N	No	No
Y	Yes	Yes

FIX.4.3

157

NumDaysInterest

int

N

Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.

FIX.4.4

230

ExDate

LocalMktDate

N

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)

FIX.4.4

158

AccruedInterestRate

Percentage

N

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.

FIX.4.4

159

AccruedInterestAmt

Amt

N

Amount of Accrued Interest for convertible bonds and fixed income

FIX.4.4

738

InterestAtMaturity

Amt

N

Amount of interest (i.e. lump-sum) at maturity.

FIX.4.4

920

EndAccruedInterestAmt

Amt

N

For repurchase agreements the accrued interest on termination.

FIX.4.4

921

StartCash

Amt

N

For repurchase agreements the start (dirty) cash consideration

FIX.4.4

922

EndCash

Amt

N

For repurchase agreements the end (dirty) cash consideration

FIX.4.4

238

Concession

Amt

N

Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.4

237

TotalTakedown

Amt

N

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)

FIX.4.4

118

NetMoney

Amt

N

Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.

FIX.4.4

Amt

N

Used to report results of forex accommodation trade

FIX.4.4

float

N

Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency

FIX.4.4

156

SettlCurrFxRateCalc

char

N

Specifies whether the SettlCurrFxRate should be multiplied or divided

▶ 2 enum values

Value	Name	Description
M	Multiply	Multiply
D	Divide	Divide

FIX.4.4

char

N

For use in derivatives omnibus accounting

▶ 6 enum values

Value	Name	Description
C	Close	Close
F	FIFO	FIFO
O	Open	Open
R	Rolled	Rolled
N	CloseButNotifyOnOpen	Close but notify on open
D	Default	Default

FIX.4.4

String

N

May be used by the executing market to record any execution Details that are particular to that market

FIX.4.4

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.4

SideMultiLegReportingType

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.4

752

int

N

Default is a single security if not specified. Provided to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument.

▶ 3 enum values

Value	Name	Description
1	SingleSecurity	Single Security (default if not specified)
2	IndividualLegOfAMultilegSecurity	Individual leg of a multileg security
3	MultilegSecurity	Multileg Security

FIX.4.4

⟳ ContAmtGrp [Repeating Group]

N

FIX.4.4

518

NoContAmts

NumInGroup

N

Number of contract details in this message (number of repeating groups to follow)

FIX.4.4

519

ContAmtType

int

N

Must be first field in the repeating group.

▶ 15 enum values

Value	Name	Description
1	CommissionAmount	Commission amount (actual)
2	CommissionPercent	Commission percent (actual)
3	InitialChargeAmount	Initial Charge Amount
4	InitialChargePercent	Initial Charge Percent
5	DiscountAmount	Discount Amount
6	DiscountPercent	Discount Percent
7	DilutionLevyAmount	Dilution Levy Amount
8	DilutionLevyPercent	Dilution Levy Percent
9	ExitChargeAmount	Exit Charge Amount
10	ExitChargePercent	Exit Charge Percent
11	FundBasedRenewalCommissionPercent	Fund-Based Renewal Commission Percent (a.k.a. Trail commission)
12	ProjectedFundValue	Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value)
13	FundBasedRenewalCommissionOnOrder	Fund-Based Renewal Commission Amount (based on Order value)
14	FundBasedRenewalCommissionOnFund	Fund-Based Renewal Commission Amount (based on Projected Fund value)
15	NetSettlementAmount	Net Settlement Amount

FIX.4.4

520

ContAmtValue

float

N

Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519).

FIX.4.4

521

ContAmtCurr

Currency

N

Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".

FIX.4.4

end ContAmtGrp

⟳ Stipulations [Repeating Group]

N

The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.

FIX.4.4

NumInGroup

N

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

String

N

Required if NoStipulations >0

▶ 80 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	Alternative Minimum Tax (Y/N)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (Y/N)
BGNCON	BargainConditions	Bargain conditions (see StipulationValue (234) for values)
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency Code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation Discount
INSURED	Insured	Insured (Y/N)
ISSUE	IssueDate	Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer's ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback Days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year And Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINDNOM	MinimumDenomination	Minimum denomination
MININCR	MinimumIncrement	Minimum increment
MINQTY	MinimumQuantity	Minimum quantity
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number Of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPL	PoolsPerLot	Pools per Lot
PPM	PoolsPerMillion	Pools per Million
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price Range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (Y/N)
SECTOR	MarketSector	Market Sector
SECTYPE	SecurityTypeIncludedOrExcluded	Security Type included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform Text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon - value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age - value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity - value in months (exact or range)
WHOLE	WholePool	Whole Pool (Y/N)
YIELD	YieldRange	Yield Range
AVFICO	AverageFICOScore	Average FICO Score
AVSIZE	AverageLoanSize	Average Loan Size
MAXBAL	MaximumLoanBalance	Maximum Loan Balance
POOL	PoolIdentifier	Pool Identifier
ROLLTYPE	TypeOfRollTrade	Type of Roll trade
REFTRADE	ReferenceToRollingOrClosingTrade	reference to rolling or closing trade
REFPRIN	PrincipalOfRollingOrClosingTrade	principal of rolling or closing trade
REFINT	InterestOfRollingOrClosingTrade	interest of rolling or closing trade
AVAILQTY	AvailableOfferQuantityToBeShownToTheStreet	Available offer quantity to be shown to the street
BROKERCREDIT	BrokerCredit	Broker's sales credit
INTERNALPX	OfferPriceToBeShownToInternalBrokers	Offer price to be shown to internal brokers
INTERNALQTY	OfferQuantityToBeShownToInternalBrokers	Offer quantity to be shown to internal brokers
LEAVEQTY	TheMinimumResidualOfferQuantity	The minimum residual offer quantity
MAXORDQTY	MaximumOrderSize	Maximum order size
ORDRINCR	OrderQuantityIncrement	Order quantity increment
PRIMARY	PrimaryOrSecondaryMarketIndicator	Primary or Secondary market indicator
SALESCREDITOVR	BrokerSalesCreditOverride	Broker sales credit override
TRADERCREDIT	TraderCredit	Trader's credit
DISCOUNT	DiscountRate	Discount Rate (when price is denominated in percent of par)
YTM	YieldToMaturity	Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS	AbsolutePrepaymentSpeed	Absolute Prepayment Speed
CPP	ConstantPrepaymentPenalty	Constant Prepayment Penalty
CPR	ConstantPrepaymentRate	Constant Prepayment Rate
CPY	ConstantPrepaymentYield	Constant Prepayment Yield
HEP	FinalCPROfHomeEquityPrepaymentCurve	final CPR of Home Equity Prepayment Curve
MHP	PercentOfManufacturedHousingPrepaymentCurve	Percent of Manufactured Housing Prepayment Curve
MPR	MonthlyPrepaymentRate	Monthly Prepayment Rate
PPC	PercentOfProspectusPrepaymentCurve	Percent of Prospectus Prepayment Curve
PSA	PercentOfBMAPrepaymentCurve	Percent of BMA Prepayment Curve
SMM	SingleMonthlyMortality	Single Monthly Mortality

FIX.4.3

String

N

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO 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)

FIX.4.3

end Stipulations

⟳ MiscFeesGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **

FIX.4.4

Amt

N

Required if NoMiscFees > 0

FIX.4.4

Currency

N

Currency of miscellaneous fee

FIX.4.4

String

N

Required if NoMiscFees > 0

▶ 14 enum values

Value	Name	Description
1	Regulatory	Regulatory (e.g. SEC)
2	Tax	Tax
3	LocalCommission	Local Commission
4	ExchangeFees	Exchange Fees
5	Stamp	Stamp
6	Levy	Levy
7	Other	Other
8	Markup	Markup
9	ConsumptionTax	Consumption Tax
10	PerTransaction	Per transaction
11	Conversion	Conversion
12	Agent	Agent
13	TransferFee	Transfer Fee
14	SecurityLending	Security Lending

FIX.4.4

int

N

Defines the unit for a miscellaneous fee.

▶ 3 enum values

Value	Name	Description
0	Absolute	Absolute
1	PerUnit	Per Unit
2	Percentage	Percentage

FIX.4.4

end MiscFeesGrp

825

ExchangeRule

String

N

Used to report any exchange rules that apply to this trade.

FIX.4.4

826

TradeAllocIndicator

int

N

Identifies if the trade is to be allocated

▶ 6 enum values

Value	Name	Description
0	AllocationNotRequired	Allocation not required
1	AllocationRequired	Allocation required (give-up trade) allocation information not provided (incomplete)
2	UseAllocationProvidedWithTheTrade	Use allocation provided with the trade
3	AllocationGiveUpExecutor	Allocation give-up executor
4	AllocationFromExecutor	Allocation from executor
5	AllocationToClaimAccount	Allocation to claim account

FIX.4.4

char

N

Indicates the method of preallocation.

▶ 2 enum values

Value	Name	Description
0	ProRata	Pro-rata
1	DoNotProRata	Do not pro-rata - discuss first

FIX.4.4

String

N

Used to assign an ID to the block of preallocations

FIX.4.4

⟳ TrdAllocGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of repeating groups for trade allocation

FIX.4.4

String

N

Required if NoAllocs > 0. Must be first field in repeating group.

FIX.4.4

int

N

Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.

FIX.4.4

Currency

N

Currency code of settlement denomination for a specific AllocAccount (79).

FIX.4.4

String

N

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

FIX.4.4

⟳ NestedParties2 [Repeating Group]

N

Insert here the set of "NestedParties2" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole

FIX.4.4

String

N

Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.

FIX.4.4

int

N

Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.

FIX.4.4

⟳ NstdPtys2SubGrp [Repeating Group]

N

Repeating group of Nested2Party sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.

FIX.4.4

String

N

PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtys2SubGrp

end NestedParties2

Qty

N

Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)

FIX.4.4

String

N

Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.

FIX.4.4

int

N

Specifies the method under which a trade quantity was allocated.

▶ 3 enum values

Value	Name	Description
1	Automatic	Automatic
2	Guarantor	Guarantor
3	Manual	Manual

FIX.4.4

AllocClearingFeeIndicator

String

N

Provides support for an intermediary assigned allocation ID

FIX.4.4

1136

String

N

ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values.

FIX.4.4

end TrdAllocGrp

⟳ SideTrdRegTS [Repeating Group]

N

Used to indicate the regulatory time stamp on one side of a multi-sided Trade Capture Report.

FIX.4.4

1016

NoSideTrdRegTS

NumInGroup

N

Indicates number of SideTimestamps contained in group

FIX.4.4

1012

SideTrdRegTimestamp

UTCTimestamp

N

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

FIX.4.4

1013

SideTrdRegTimestampType

int

N

Same as TrdRegTimeStampType

FIX.4.4

1014

SideTrdRegTimestampSrc

String

N

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

FIX.4.4

end SideTrdRegTS

⟳ SettlDetails [Repeating Group]

N

Conveys settlement account details reported as part of obligation

FIX.5.0

NumInGroup

N

Number of settlement parties

FIX.5.0

char

N

Indicates the Source of the Settlement Instructions

▶ 3 enum values

Value	Name	Description
1	InstructionsOfBroker	Instructions of Broker
2	InstructionsForInstitution	Instructions for Institution
3	Investor	Investor

FIX.5.0

⟳ SettlParties [Repeating Group]

N

Carries settlement account information

FIX.5.0

NumInGroup

N

Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole

FIX.4.4

String

N

Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

char

N

Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.

FIX.4.4

int

N

Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.

FIX.4.4

⟳ SettlPtysSubGrp [Repeating Group]

N

Repeating group of SettlParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4

String

N

PartySubID value within a settlement parties component. Same values as PartySubID (523)

FIX.4.4

ExchangeSpecialInstructions

int

N

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

FIX.4.4

end SettlPtysSubGrp

end SettlParties

end SettlDetails

1072

SideGrossTradeAmt

Amt

N

The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition.

FIX.4.4

1057

AggressorIndicator

Boolean

N

Used to identify whether the order initiator is an aggressor or not in the trade.

▶ 2 enum values

Value	Name	Description
Y	OrderInitiatorIsAggressor	Order initiator is aggressor
N	OrderInitiatorIsPassive	Order initiator is passive

FIX.4.4

1139

String

N

Free format test string related to exchange.

FIX.4.4

▶

TrdCollGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
897	NoTrades	NumInGroup	N	Trades for which collateral is required	FIX.4.4
571	TradeReportID	String	N	Required if NoTrades > 0	FIX.4.4
818	SecondaryTradeReportID	String	N	Secondary trade report identifier - can be used to associate an additional identifier with a trade.	FIX.4.4

▶

TrdInstrmtLegGrp

ImplicitBlockRepeating TradeCapture

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of legs Identifies a Multi-leg Execution if present and non-zero.

FIX.4.4

◈ InstrumentLeg [Component]

N

Must be provided if Number of legs > 0

FIX.4.4

String

N

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

FIX.4.4

String

N

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

FIX.4.4

end LegSecAltIDGrp

int

N

Multileg instrument's individual security's Product. See Product (460) field for description

FIX.4.3

String

N

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

FIX.4.3

String

N

Refer to definition of SecurityType(167)

FIX.4.3

String

N

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

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)

FIX.4.3

int

N

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)

FIX.4.3

Percentage

N

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)

FIX.4.3

float

N

Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

FIX.4.4

char

N

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

FIX.4.3

String

N

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

FIX.4.3

String

N

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

FIX.4.3

data

N

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

FIX.4.3

float

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

char

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.3

Currency

N

Specific to the <InstrumentLeg> (not in <Instrument>)

FIX.4.4

String

N

Identifies MBS / ABS pool

FIX.4.4

LocalMktDate

N

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4

MonthYear

N

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4

LocalMktDate

N

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

FIX.4.4

int

N

Used to express option right

FIX.5.0

float

N

LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.

FIX.4.4

Price

N

Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

FIX.4.4

Qty

N

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

FIX.4.4

int

N

Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg

▶ 4 enum values

Value	Name	Description
1	ParForPar	Par For Par
2	ModifiedDuration	Modified Duration
4	Risk	Risk
5	Proceeds	Proceeds

FIX.4.4

990

LegReportID

String

N

Additional attribute to store the Trade ID of the Leg.

FIX.4.4

1152

LegNumber

int

N

Allow sequencing of Legs for a Strategy to be captured

FIX.5.0

⟳ LegStipulations [Repeating Group]

N

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

FIX.4.4

NumInGroup

N

Number of leg stipulation entries

FIX.4.4

String

N

Required if NoLegStipulations >0

FIX.4.4

String

N

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

FIX.4.4

end LegStipulations

564

LegPositionEffect

char

N

Provide if the PositionEffect for the leg is different from that specified for the overall multileg security

FIX.4.4

565

LegCoveredOrUncovered

int

N

Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.

FIX.4.4

⟳ NestedParties [Repeating Group]

N

Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

String

N

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

char

N

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

int

N

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

N

Repeating group of NestedParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

String

N

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

String

N

Used to identify a specific leg.

FIX.4.4

char

N

Refer to values for SettlType[63]

FIX.4.4

UnderlyingLegSecurityIDSource

LocalMktDate

N

Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType values.

FIX.4.4

637

LegLastPx

Price

N

Used to report the execution price assigned to the leg of the multileg instrument

FIX.4.4

675

LegSettlCurrency

Currency

N

Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values

FIX.4.4

1073

LegLastForwardPoints

PriceOffset

N

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

FIX.4.4

1074

LegCalculatedCcyLastQty

Qty

N

Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.

FIX.4.4

1075

LegGrossTradeAmt

Amt

N

For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (231) is required in this case.

FIX.4.4

1379

LegVolatility

float

N

Specifies the volatility of an instrument leg.

FIX.5.0

1381

LegDividendYield

Percentage

N

Refer to definition for DividendYield(1380).

FIX.5.0

1383

LegCurrencyRatio

float

N

Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7

FIX.5.0

1384

LegExecInst

MultipleCharValue

N

Refer to ExecInst(18) Same values as ExecInst(18)

FIX.5.0

1418

LegLastQty

Qty

N

Fill quantity for the leg instrument

FIX.5.0

⟳ TradeCapLegUnderlyingsGrp [Repeating Group]

N

FIX.5.0

1342

NoOfLegUnderlyings

NumInGroup

N

Number of legs for the underlying instrument

FIX.5.0

◈ UnderlyingLegInstrument [Component]

N

FIX.5.0

1330

UnderlyingLegSymbol

String

N

Refer to definition for Symbol(55)

FIX.5.0

1331

UnderlyingLegSymbolSfx

String

N

Refer to definition for SymbolSfx(65)

FIX.5.0

1332

UnderlyingLegSecurityID

String

N

Refer to definition for SecurityID(48)

FIX.5.0

1333

String

N

Refer to definition for SecurityIDSource(22)

FIX.5.0

⟳ UnderlyingLegSecurityAltIDGrp [Repeating Group]

N

FIX.5.0

1334

NoUnderlyingLegSecurityAltID

NumInGroup

N

Refer to definition for NoSecurityAltID(454)

FIX.5.0

1335

UnderlyingLegSecurityAltID

String

N

Refer to definition for SecurityAltID(455)

FIX.5.0

1336

UnderlyingLegSecurityAltIDSource

String

N

Refer to definition for SecurityAltIDSource(456)

FIX.5.0

end UnderlyingLegSecurityAltIDGrp

1344

UnderlyingLegCFICode

String

N

Refer to definition for CFICode(461)

FIX.5.0

1337

UnderlyingLegSecurityType

String

N

Refer to definition for SecurityType(167)

FIX.5.0

1338

UnderlyingLegSecuritySubType

String

N

Refer to definition for SecuritySubType(762)

FIX.5.0

1339

UnderlyingLegMaturityMonthYear

MonthYear

N

Refer to definition for MaturityMonthYear(200)

FIX.5.0

1345

UnderlyingLegMaturityDate

LocalMktDate

N

Date of maturity.

FIX.5.0

1405

UnderlyingLegMaturityTime

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

1340

UnderlyingLegStrikePrice

Price

N

Refer to definition for StrikePrice(202)

FIX.5.0

1391

UnderlyingLegOptAttribute

char

N

Refer to definition of OptAttribute(206)

FIX.5.0

1343

UnderlyingLegPutOrCall

int

N

Refer to definition for PutOrCall(201)

FIX.5.0

1341

UnderlyingLegSecurityExchange

String

N

Refer to definition for SecurityExchange(207)

FIX.5.0

1392

UnderlyingLegSecurityDesc

String

N

Refer to definition of SecurityDesc(107)

FIX.5.0

end TradeCapLegUnderlyingsGrp

▶

TrdRegTimestamps

BlockRepeating Common

The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.

Tag

Name

Type

Req

Description

Added

768

NoTrdRegTimestamps

NumInGroup

N

Number of TrdRegTimestamp (769) entries

FIX.4.4

769

TrdRegTimestamp

UTCTimestamp

N

Required if NoTrdRegTimestamps > 1

FIX.4.4

770

TrdRegTimestampType

int

N

Required if NoTrdRegTimestamps > 1

▶ 6 enum values

Value	Name	Description
1	ExecutionTime	Execution Time
2	TimeIn	Time In
3	TimeOut	Time Out
4	BrokerReceipt	Broker Receipt
5	BrokerExecution	Broker Execution
6	DeskReceipt	Desk Receipt

FIX.4.4

771

TrdRegTimestampOrigin

String

N

—

FIX.4.4

1033

DeskType

String

N

Type of Trading desk

▶ 11 enum values

Value	Name	Description
A	Agency	Agency
AR	Arbitrage	Arbitrage
D	Derivatives	Derivatives
IN	International	International
IS	Institutional	Institutional
O	Other	Other
PF	PreferredTrading	Preferred Trading
PR	Proprietary	Proprietary
PT	ProgramTrading	Program Trading
S	Sales	Sales
T	Trading	Trading

FIX.4.4

1034

DeskTypeSource

int

N

—

▶ 1 enum values

Value	Name	Description
1	NASDOATS	NASD OATS

FIX.4.4

1035

DeskOrderHandlingInst

MultipleStringValue

N

—

▶ 24 enum values

Value	Name	Description
ADD	AddOnOrder	Add-on Order
AON	AllOrNone	All or None
CNH	CashNotHeld	Cash Not Held
DIR	DirectedOrder	Directed Order
E.W	ExchangeForPhysicalTransaction	Exchange for Physical Transaction
FOK	FillOrKill	Fill or Kill
IO	ImbalanceOnly	Imbalance Only
IOC	ImmediateOrCancel	Immediate or Cancel
LOO	LimitOnOpen	Limit On Open
LOC	LimitOnClose	Limit on Close
MAO	MarketAtOpen	Market at Open
MAC	MarketAtClose	Market at Close
MOO	MarketOnOpen	Market on Open
MOC	MarketOnClose	Market On Close
MQT	MinimumQuantity	Minimum Quantity
NH	NotHeld	Not Held
OVD	OverTheDay	Over the Day
PEG	Pegged	Pegged
RSV	ReserveSizeOrder	Reserve Size Order
S.W	StopStockTransaction	Stop Stock Transaction
SCL	Scale	Scale
TMO	TimeOrder	Time Order
TS	TrailingStop	Trailing Stop
WRK	Work	Work

FIX.4.4

▶

TrdRepIndicatorsGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
1387	NoTrdRepIndicators	NumInGroup	N	Number of trade publication indicators following	FIX.5.0
1388	TrdRepPartyRole	int	N	Identifies the type of party for trade reporting. Same values as PartyRole(452).	FIX.5.0
1389	TrdRepIndicator	Boolean	N	Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390).	FIX.5.0

▶

TrdSessLstGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

386

NoTradingSessions

NumInGroup

Y

Number of TradingSessionIDs (336) in repeating group.

FIX.4.4

String

Y

Identifier for Trading Session

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

Exchange

N

Market used to help identify a security. Valid values: See "Appendix 6-C"

FIX.4.4

1301

MarketID

Exchange

N

Market for which Trading Session applies

FIX.5.0

1300

MarketSegmentID

String

N

Market Segment for which Trading Session applies

FIX.5.0

1326

TradingSessionDesc

String

N

Trading Session description

FIX.5.0

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.4.4

339

TradSesMode

int

N

Trading Session Mode

▶ 3 enum values

Value	Name	Description
1	Testing	Testing
2	Simulated	Simulated
3	Production	Production

FIX.4.4

325

UnsolicitedIndicator

Boolean

N

"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.4.4

340

TradSesStatus

int

Y

State of 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.4.4

567

TradSesStatusRejReason

int

N

Used with TradSesStatus = "Request Rejected"

▶ 2 enum values

Value	Name	Description
1	UnknownOrInvalidTradingSessionID	Unknown or invalid TradingSessionID
99	Other	Other

FIX.4.4

341

TradSesStartTime

UTCTimestamp

N

Starting time of trading session

FIX.4.4

342

TradSesOpenTime

UTCTimestamp

N

Time of the opening of the trading session

FIX.4.4

343

TradSesPreCloseTime

UTCTimestamp

N

Time of pre-close of trading session

FIX.4.4

344

TradSesCloseTime

UTCTimestamp

N

Closing time of trading session

FIX.4.4

345

TradSesEndTime

UTCTimestamp

N

End time of trading session

FIX.4.4

387

TotalVolumeTraded

Qty

N

Total volume (quantity) traded.

FIX.4.4

◈ TradingSessionRules [Component]

N

Insert here the set of "TradingSessionRules" fields defined in "common components of application messages"

FIX.5.0

⟳ OrdTypeRules [Repeating Group]

N

Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

FIX.5.0

NumInGroup

N

Number of order types

FIX.5.0

char

N

Indicates order types that are valid for the specified market segment.

▶ 24 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop / Stop Loss
4	StopLimit	Stop Limit
5	MarketOnClose	Market On Close (No longer used)
6	WithOrWithout	With Or Without
7	LimitOrBetter	Limit Or Better
8	LimitWithOrWithout	Limit With Or Without
9	OnBasis	On Basis
A	OnClose	On Close (No longer used)
B	LimitOnClose	Limit On Close (No longer used)
C	ForexMarket	Forex Market (No longer used)
D	PreviouslyQuoted	Previously Quoted
E	PreviouslyIndicated	Previously Indicated
F	ForexLimit	Forex Limit (No longer used)
G	ForexSwap	Forex Swap
H	ForexPreviouslyQuoted	Forex Previously Quoted (No longer used)
I	Funari	Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J	MarketIfTouched	Market If Touched (MIT)
K	MarketWithLeftOverAsLimit	Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L	PreviousFundValuationPoint	Previous Fund Valuation Point (Historic pricing; for CIV)
M	NextFundValuationPoint	Next Fund Valuation Point (Forward pricing; for CIV)
P	Pegged	Pegged
Q	CounterOrderSelection	Counter-order selection

FIX.5.0

end OrdTypeRules

⟳ TimeInForceRules [Repeating Group]

N

specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of time in force techniques

FIX.5.0

char

N

Indicates time in force techniques that are valid for the specified market segment

▶ 10 enum values

Value	Name	Description
0	Day	Day (or session)
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate Or Cancel (IOC)
4	FillOrKill	Fill Or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date (GTD)
7	AtTheClose	At the Close
8	GoodThroughCrossing	Good Through Crossing
9	AtCrossing	At Crossing

FIX.5.0

end TimeInForceRules

⟳ ExecInstRules [Repeating Group]

N

specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of execution instructions

FIX.5.0

char

N

Indicates execution instructions that are valid for the specified market segment

FIX.5.0

end ExecInstRules

⟳ MatchRules [Repeating Group]

N

specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

Number of match rules

FIX.5.0

String

N

The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar

FIX.5.0

String

N

The point in the matching process at which this trade was matched.

▶ 26 enum values

Value	Name	Description
1	OnePartyTradeReport	One-Party Trade Report (privately negotiated trade)
2	TwoPartyTradeReport	Two-Party Trade Report (privately negotiated trade)
3	ConfirmedTradeReport	Confirmed Trade Report (reporting from recognized markets)
4	AutoMatch	Auto-match
5	CrossAuction	Cross Auction
6	CounterOrderSelection	Counter-Order Selection
7	CallAuction	Call Auction
8	Issuing	Issuing/Buy Back Auction
M3	ACTAcceptedTrade	ACT Accepted Trade
M4	ACTDefaultTrade	ACT Default Trade
M5	ACTDefaultAfterM2	ACT Default After M2
M6	ACTM6Match	ACT M6 Match
A1	ExactMatchPlus4BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2	ExactMatchPlus4Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges
A3	ExactMatchPlus2BadgesExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window)
A4	ExactMatchPlus2Badges	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges
A5	ExactMatchPlusExecTime	Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window)
AQ	StampedAdvisoriesOrSpecialistAccepts	Compared records resulting from stamped advisories or specialist accepts/pair-offs
S1	A1ExactMatchSummarizedQuantity	Summarized match using A1 exact match criteria except quantity is summaried
S2	A2ExactMatchSummarizedQuantity	Summarized match using A2 exact match criteria except quantity is summarized
S3	A3ExactMatchSummarizedQuantity	Summarized match using A3 exact match criteria except quantity is summarized
S4	A4ExactMatchSummarizedQuantity	Summarized match using A4 exact match criteria except quantity is summarized
S5	A5ExactMatchSummarizedQuantity	Summarized match using A5 exact match criteria except quantity is summarized
M1	ExactMatchMinusBadgesTimes	Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2	SummarizedMatchMinusBadgesTimes	Summarized match minus badges and times: ACT M2 Match
MT	OCSLockedIn	OCS Locked In: Non-ACT

FIX.5.0

end MatchRules

⟳ MarketDataFeedTypes [Repeating Group]

N

specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

FIX.5.0

NumInGroup

N

The number of feed types and corresponding book depths associated with a security

FIX.5.0

String

N

Describes a class of service for a given data feed

FIX.5.0

int

N

The depth of book associated with a particular feed type

FIX.5.0

int

N

Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection

▶ 3 enum values

Value	Name	Description
1	TopOfBook	Top of Book
2	PriceDepth	Price Depth
3	OrderDepth	Order Depth

FIX.5.0

end MarketDataFeedTypes

String

N

Free format text string (Note: this field does not have a specified maximum length)

FIX.4.4

Length

N

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.4

data

N

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.4

▶

TrdgSesGrp

ImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

386

NoTradingSessions

NumInGroup

N

Specifies the number of repeating TradingSessionIDs

FIX.4.4

String

N

Required if NoTradingSessions is > 0.

▶ 6 enum values

Value	Name	Description
1	Day	Day
2	HalfDay	HalfDay
3	Morning	Morning
4	Afternoon	Afternoon
5	Evening	Evening
6	AfterHours	After-hours

FIX.4.4

TriggerTradingSessionSubID

String

N

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

▶ 7 enum values

Value	Name	Description
1	PreTrading	Pre-Trading
2	OpeningOrOpeningAuction	Opening or opening auction
3	Continuous	(Continuous) Trading
4	ClosingOrClosingAuction	Closing or closing auction
5	PostTrading	Post-Trading
6	IntradayAuction	Intraday Auction
7	Quiescent	Quiescent

FIX.4.4

▶

TriggeringInstruction

Block Common

The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered.

Tag

Name

Type

Req

Description

Added

1100

TriggerType

char

N

Required if any other Triggering tags are specified.

▶ 4 enum values

Value	Name	Description
1	PartialExecution	Partial Execution
2	SpecifiedTradingSession	Specified Trading Session
3	NextAuction	Next Auction
4	PriceMovement	Price Movement

FIX.5.0

1101

TriggerAction

char

N

Defines the type of action to take when the trigger hits.

▶ 3 enum values

Value	Name	Description
1	Activate	Activate
2	Modify	Modify
3	Cancel	Cancel

FIX.4.4

1102

TriggerPrice

Price

N

Only relevant and required for TriggerAction = 1

FIX.5.0

1103

TriggerSymbol

String

N

Only relevant and required for TriggerAction = 1

FIX.5.0

1104

TriggerSecurityID

String

N

Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1

FIX.5.0

1105

TriggerSecurityIDSource

String

N

Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1

FIX.5.0

1106

TriggerSecurityDesc

String

N

Defines the security description of the security whose prices will be tracked by the trigger logic.

FIX.4.4

1107

TriggerPriceType

char

N

Only relevant for TriggerAction = 1

▶ 6 enum values

Value	Name	Description
1	BestOffer	Best Offer
2	LastTrade	Last Trade
3	BestBid	Best Bid
4	BestBidOrLastTrade	Best Bid or Last Trade
5	BestOfferOrLastTrade	Best Offer or Last Trade
6	BestMid	Best Mid

FIX.5.0

1108

TriggerPriceTypeScope

char

N

Only relevant for TriggerAction = 1

▶ 4 enum values

Value	Name	Description
0	None	None
1	Local	Local (Exchange, ECN, ATS)
2	National	National (Across all national markets)
3	Global	Global (Across all markets)

FIX.5.0

1109

TriggerPriceDirection

char

N

Only relevant for TriggerAction = 1

▶ 2 enum values

Value	Name	Description
U	Up	Trigger if the price of the specified type goes UP to or through the specified Trigger Price.
D	Down	Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price.

FIX.5.0

1110

TriggerNewPrice

Price

N

Should be specified if the order changes Price.

FIX.4.4

1111

TriggerOrderType

char

N

Should be specified if the order changes type.

▶ 2 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit

FIX.4.4

1112

TriggerNewQty

Qty

N

Required if the order should change quantity

FIX.4.4

1113

TriggerTradingSessionID

String

N

Only relevant and required for TriggerType = 2.

FIX.5.0

1114

String

N

Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only.

FIX.5.0

▶

UndInstrmtCollGrp

ImplicitBlockRepeating CollateralManagement

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of legs that make up the Security

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

944

CollAction

int

N

Required if NoUnderlyings > 0

▶ 3 enum values

Value	Name	Description
0	Retain	Retain
1	Add	Add
2	Remove	Remove

FIX.4.4

▶

UndInstrmtGrp

OptimisedImplicitBlockRepeating Common

Tag

Name

Type

Req

Description

Added

NumInGroup

N

Number of underlyings

FIX.4.4

◈ UnderlyingInstrument [Component]

N

Must be provided if Number of underlyings > 0

FIX.4.4

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

▶

UndSecAltIDGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
457	NoUnderlyingSecurityAltID	NumInGroup	N	Number of UnderlyingSecurityAltID (458) entries.	FIX.4.4
458	UnderlyingSecurityAltID	String	N	Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.	FIX.4.4
459	UnderlyingSecurityAltIDSource	String	N	Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field	FIX.4.4

▶

UnderlyingAmount

BlockRepeating Common

The UnderlyingAmount component block is used to supply the underlying amounts, dates, settlement status and method for derivative positions.

Tag	Name	Type	Req	Description	Added
984	NoUnderlyingAmounts	NumInGroup	N	Total number of occurrences of Amount to pay in order to receive the underlying instrument	FIX.4.4
985	UnderlyingPayAmount	Amt	N	Amount to pay in order to receive the underlying instrument.	FIX.4.4
986	UnderlyingCollectAmount	Amt	N	Amount to collect in order to deliver the underlying instrument.	FIX.4.4
987	UnderlyingSettlementDate	LocalMktDate	N	Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments.	FIX.4.4
988	UnderlyingSettlementStatus	String	N	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.	FIX.4.4

▶

UnderlyingInstrument

Block Common

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

Tag

Name

Type

Req

Description

Added

String

N

Underlying security's Symbol. See Symbol (55) field for description

FIX.4.3

String

N

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

FIX.4.3

String

N

Underlying security's SecurityID. See SecurityID (48) field for description

FIX.4.3

String

N

Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

N

FIX.4.4

NumInGroup

N

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

String

N

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.4

String

N

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end UndSecAltIDGrp

int

N

Underlying security's Product. Valid values: see Product(460) field

FIX.4.3

String

N

Underlying security's CFICode. Valid values: see CFICode (461) field

FIX.4.3

String

N

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.:

FIX.4.3

String

N

Underlying security's SecuritySubType. See SecuritySubType (762) field for description

FIX.4.4

MonthYear

N

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

FIX.4.3

LocalMktDate

N

Underlying security's maturity date. See MaturityDate (541) field for description

FIX.4.3

TZTimeOnly

N

Time of security's maturity expressed in local time with offset to UTC specified

FIX.5.0

LocalMktDate

N

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

LocalMktDate

N

Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

String

N

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

int

N

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

Percentage

N

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

float

N

Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

String

N

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

FIX.4.3

Country

N

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

FIX.4.3

String

N

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

FIX.4.3

String

N

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

FIX.4.3

LocalMktDate

N

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)

FIX.4.3

Price

N

Underlying security's StrikePrice. See StrikePrice (202) field for description

FIX.4.3

Currency

N

Currency in which the strike price of an underlying instrument is denominated

FIX.4.4

char

N

Underlying security's OptAttribute. See OptAttribute (206) field for description

FIX.4.3

float

N

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

FIX.4.3

String

N

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

Qty

N

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

String

N

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

Qty

N

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

String

N

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

FIX.4.4

int

N

Type of exercise of a derivatives security

FIX.5.0

Percentage

N

Underlying security's CouponRate. See CouponRate (223) field for description

FIX.4.3

Exchange

N

Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

FIX.4.3

String

N

Underlying security's Issuer. See Issuer (06) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.3

String

N

Underlying security's SecurityDesc. See SecurityDesc (07) field for description

FIX.4.3

Length

N

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.3

data

N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.3

String

N

The program under which the underlying commercial paper is issued

FIX.4.4

String

N

The registration type of the underlying commercial paper issuance

FIX.4.4

Percentage

N

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

FIX.4.4

Currency

N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

FIX.4.4

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

FIX.4.4

int

N

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

▶ 3 enum values

Value	Name	Description
2	TPlus1	T+1
4	TPlus3	T+3
5	TPlus4	T+4

FIX.4.4

Amt

N

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

FIX.4.4

String

N

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

FIX.4.4

Price

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

FIX.4.4

Amt

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

N

Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

FIX.4.4

NumInGroup

N

Number of underlying stipulation entries

FIX.4.4

String

N

Required if NoUnderlyingStips >0

FIX.4.4

String

N

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

Qty

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

FIX.4.4

float

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

FIX.4.4

char

N

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

Amt

N

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

N

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

FIX.4.4

NumInGroup

N

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

FIX.4.4

String

N

Used to identify party id related to instrument

FIX.4.4

char

N

Used to identify source of instrument party id

FIX.4.4

int

N

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

N

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

NumInGroup

N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

FIX.4.4

String

N

PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)

FIX.4.4

int

N

Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

String

N

—

FIX.4.4

int

N

Used to express option right

FIX.4.3

▶

UnderlyingLegInstrument

ImplicitBlock Common

Tag	Name	Type	Req	Description	Added
1330	UnderlyingLegSymbol	String	N	Refer to definition for Symbol(55)	FIX.5.0
1331	UnderlyingLegSymbolSfx	String	N	Refer to definition for SymbolSfx(65)	FIX.5.0
1332	UnderlyingLegSecurityID	String	N	Refer to definition for SecurityID(48)	FIX.5.0
1333	UnderlyingLegSecurityIDSource	String	N	Refer to definition for SecurityIDSource(22)	FIX.5.0
⟳ UnderlyingLegSecurityAltIDGrp [Repeating Group]			N		FIX.5.0
1334	NoUnderlyingLegSecurityAltID	NumInGroup	N	Refer to definition for NoSecurityAltID(454)	FIX.5.0
1335	UnderlyingLegSecurityAltID	String	N	Refer to definition for SecurityAltID(455)	FIX.5.0
1336	UnderlyingLegSecurityAltIDSource	String	N	Refer to definition for SecurityAltIDSource(456)	FIX.5.0
end UnderlyingLegSecurityAltIDGrp
1344	UnderlyingLegCFICode	String	N	Refer to definition for CFICode(461)	FIX.5.0
1337	UnderlyingLegSecurityType	String	N	Refer to definition for SecurityType(167)	FIX.5.0
1338	UnderlyingLegSecuritySubType	String	N	Refer to definition for SecuritySubType(762)	FIX.5.0
1339	UnderlyingLegMaturityMonthYear	MonthYear	N	Refer to definition for MaturityMonthYear(200)	FIX.5.0
1345	UnderlyingLegMaturityDate	LocalMktDate	N	Date of maturity.	FIX.5.0
1405	UnderlyingLegMaturityTime	TZTimeOnly	N	Time of security's maturity expressed in local time with offset to UTC specified	FIX.5.0
1340	UnderlyingLegStrikePrice	Price	N	Refer to definition for StrikePrice(202)	FIX.5.0
1391	UnderlyingLegOptAttribute	char	N	Refer to definition of OptAttribute(206)	FIX.5.0
1343	UnderlyingLegPutOrCall	int	N	Refer to definition for PutOrCall(201)	FIX.5.0
1341	UnderlyingLegSecurityExchange	String	N	Refer to definition for SecurityExchange(207)	FIX.5.0
1392	UnderlyingLegSecurityDesc	String	N	Refer to definition of SecurityDesc(107)	FIX.5.0

▶

UnderlyingLegSecurityAltIDGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
1334	NoUnderlyingLegSecurityAltID	NumInGroup	N	Refer to definition for NoSecurityAltID(454)	FIX.5.0
1335	UnderlyingLegSecurityAltID	String	N	Refer to definition for SecurityAltID(455)	FIX.5.0
1336	UnderlyingLegSecurityAltIDSource	String	N	Refer to definition for SecurityAltIDSource(456)	FIX.5.0

▶

UnderlyingStipulations

BlockRepeating Common

The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security.

Tag	Name	Type	Req	Description	Added
887	NoUnderlyingStips	NumInGroup	N	Number of underlying stipulation entries	FIX.4.4
888	UnderlyingStipType	String	N	Required if NoUnderlyingStips >0	FIX.4.4
889	UnderlyingStipValue	String	N	Value of stipulation. Same values as StipulationValue (234)	FIX.4.4

▶

UndlyInstrumentParties

BlockRepeating Common

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

Tag	Name	Type	Req	Description	Added
1058	NoUndlyInstrumentParties	NumInGroup	N	Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole	FIX.4.4
1059	UndlyInstrumentPartyID	String	N	Used to identify party id related to instrument	FIX.4.4
1060	UndlyInstrumentPartyIDSource	char	N	Used to identify source of instrument party id	FIX.4.4
1061	UndlyInstrumentPartyRole	int	N	Used to identify the role of instrument party id	FIX.4.4
⟳ UndlyInstrumentPtysSubGrp [Repeating Group]			N	Repeating group of InstrumentParty sub-identifiers.	FIX.4.4
1062	NoUndlyInstrumentPartySubIDs	NumInGroup	N	Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries	FIX.4.4
1063	UndlyInstrumentPartySubID	String	N	PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)	FIX.4.4
1064	UndlyInstrumentPartySubIDType	int	N	Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)	FIX.4.4
end UndlyInstrumentPtysSubGrp

▶

UndlyInstrumentPtysSubGrp

ImplicitBlockRepeating Common

Tag	Name	Type	Req	Description	Added
1062	NoUndlyInstrumentPartySubIDs	NumInGroup	N	Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries	FIX.4.4
1063	UndlyInstrumentPartySubID	String	N	PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)	FIX.4.4
1064	UndlyInstrumentPartySubIDType	int	N	Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)	FIX.4.4

▶

UsernameGrp

ImplicitBlockRepeating UserManagement

Tag	Name	Type	Req	Description	Added
809	NoUsernames	NumInGroup	N	Number of usernames	FIX.5.0
553	Username	String	N	Recipient of the notification	FIX.5.0

▶

YieldData

Block Common

The YieldData component block conveys yield information for a given Fixed Income security.

Tag

Name

Type

Req

Description

Added

String

N

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Avg Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GOVTEQUIV	GvntEquivalentYield	Gvnt Equivalent Yield
GROSS	TrueGrossYield	True Gross Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark to Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield to Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
PUT	YieldToNextPut	Yield to Next Put
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1_32	YieldValueOf32nds	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

Percentage

N

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

LocalMktDate

N

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

LocalMktDate

N

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

Price

N

Price to which the yield has been calculated.

FIX.4.4