Home / FIX.5.0SP1 / Messages / OrderCancelReplaceRequest

OrderCancelReplaceRequest

← OrderCancelReject→ OrderCancelRequest
MsgTypeG
CategorySingleGeneralOrderHandling
SectionTrade
AddedFIX.2.7
Fields378
Components32
The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose.

Message Structure

378 fields, 32 components/groups — click any tag or field name for details
TagNameTypeReq DescriptionAdded
◈ StandardHeader [Component]YMsgType = GFIX.2.7
8BeginStringStringYFIXT.1.1 (Always unencrypted, must be first field in message)FIX.4.0
9BodyLengthLengthY(Always unencrypted, must be second field in message)FIX.4.0
35MsgTypeStringY(Always unencrypted, must be third field in message)
▶ 113 enum values
ValueNameDescription
0HeartbeatHeartbeat
1TestRequestTestRequest
2ResendRequestResendRequest
3RejectReject
4SequenceResetSequenceReset
5LogoutLogout
6IOIIOI
7AdvertisementAdvertisement
8ExecutionReportExecutionReport
9OrderCancelRejectOrderCancelReject
ALogonLogon
AADerivativeSecurityListDerivativeSecurityList
ABNewOrderMultilegNewOrderMultileg
ACMultilegOrderCancelReplaceMultilegOrderCancelReplace
ADTradeCaptureReportRequestTradeCaptureReportRequest
AETradeCaptureReportTradeCaptureReport
AFOrderMassStatusRequestOrderMassStatusRequest
AGQuoteRequestRejectQuoteRequestReject
AHRFQRequestRFQRequest
AIQuoteStatusReportQuoteStatusReport
AJQuoteResponseQuoteResponse
AKConfirmationConfirmation
ALPositionMaintenanceRequestPositionMaintenanceRequest
AMPositionMaintenanceReportPositionMaintenanceReport
ANRequestForPositionsRequestForPositions
AORequestForPositionsAckRequestForPositionsAck
APPositionReportPositionReport
AQTradeCaptureReportRequestAckTradeCaptureReportRequestAck
ARTradeCaptureReportAckTradeCaptureReportAck
ASAllocationReportAllocationReport
ATAllocationReportAckAllocationReportAck
AUConfirmationAckConfirmationAck
AVSettlementInstructionRequestSettlementInstructionRequest
AWAssignmentReportAssignmentReport
AXCollateralRequestCollateralRequest
AYCollateralAssignmentCollateralAssignment
AZCollateralResponseCollateralResponse
BNewsNews
BACollateralReportCollateralReport
BBCollateralInquiryCollateralInquiry
BCNetworkCounterpartySystemStatusRequestNetworkCounterpartySystemStatusRequest
BDNetworkCounterpartySystemStatusResponseNetworkCounterpartySystemStatusResponse
BEUserRequestUserRequest
BFUserResponseUserResponse
BGCollateralInquiryAckCollateralInquiryAck
BHConfirmationRequestConfirmationRequest
BITradingSessionListRequestTradingSessionListRequest
BJTradingSessionListTradingSessionList
BKSecurityListUpdateReportSecurityListUpdateReport
BLAdjustedPositionReportAdjustedPositionReport
BMAllocationInstructionAlertAllocationInstructionAlert
BNExecutionAcknowledgementExecutionAcknowledgement
BOContraryIntentionReportContraryIntentionReport
BPSecurityDefinitionUpdateReportSecurityDefinitionUpdateReport
BQSettlementObligationReportSettlementObligationReport
BRDerivativeSecurityListUpdateReportDerivativeSecurityListUpdateReport
BSTradingSessionListUpdateReportTradingSessionListUpdateReport
BTMarketDefinitionRequestMarketDefinitionRequest
BUMarketDefinitionMarketDefinition
BVMarketDefinitionUpdateReportMarketDefinitionUpdateReport
BWApplicationMessageRequestApplicationMessageRequest
BXApplicationMessageRequestAckApplicationMessageRequestAck
BYApplicationMessageReportApplicationMessageReport
BZOrderMassActionReportOrderMassActionReport
CEmailEmail
CAOrderMassActionRequestOrderMassActionRequest
CBUserNotificationUserNotification
DNewOrderSingleNewOrderSingle
ENewOrderListNewOrderList
FOrderCancelRequestOrderCancelRequest
GOrderCancelReplaceRequestOrderCancelReplaceRequest
HOrderStatusRequestOrderStatusRequest
JAllocationInstructionAllocationInstruction
KListCancelRequestListCancelRequest
LListExecuteListExecute
MListStatusRequestListStatusRequest
NListStatusListStatus
PAllocationInstructionAckAllocationInstructionAck
QDontKnowTradeDontKnowTrade
RQuoteRequestQuoteRequest
SQuoteQuote
TSettlementInstructionsSettlementInstructions
VMarketDataRequestMarketDataRequest
WMarketDataSnapshotFullRefreshMarketDataSnapshotFullRefresh
XMarketDataIncrementalRefreshMarketDataIncrementalRefresh
YMarketDataRequestRejectMarketDataRequestReject
ZQuoteCancelQuoteCancel
aQuoteStatusRequestQuoteStatusRequest
bMassQuoteAcknowledgementMassQuoteAcknowledgement
cSecurityDefinitionRequestSecurityDefinitionRequest
dSecurityDefinitionSecurityDefinition
eSecurityStatusRequestSecurityStatusRequest
fSecurityStatusSecurityStatus
gTradingSessionStatusRequestTradingSessionStatusRequest
hTradingSessionStatusTradingSessionStatus
iMassQuoteMassQuote
jBusinessMessageRejectBusinessMessageReject
kBidRequestBidRequest
lBidResponseBidResponse
mListStrikePriceListStrikePrice
nXMLnonFIXXMLnonFIX
oRegistrationInstructionsRegistrationInstructions
pRegistrationInstructionsResponseRegistrationInstructionsResponse
qOrderMassCancelRequestOrderMassCancelRequest
rOrderMassCancelReportOrderMassCancelReport
sNewOrderCrossNewOrderCross
tCrossOrderCancelReplaceRequestCrossOrderCancelReplaceRequest
uCrossOrderCancelRequestCrossOrderCancelRequest
vSecurityTypeRequestSecurityTypeRequest
wSecurityTypesSecurityTypes
xSecurityListRequestSecurityListRequest
ySecurityListSecurityList
zDerivativeSecurityListRequestDerivativeSecurityListRequest
FIX.4.0
1128ApplVerIDStringNIndicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
▶ 9 enum values
ValueNameDescription
0FIX27FIX27
1FIX30FIX30
2FIX40FIX40
3FIX41FIX41
4FIX42FIX42
5FIX43FIX43
6FIX44FIX44
7FIX50FIX50
8FIX50SP1FIX50SP1
FIX.4.4
1156ApplExtIDintNThe extension pack number associated with an application message.FIX.5.0
1129CstmApplVerIDStringNUsed to support bilaterally agreed custom functionalityFIX.4.4
49SenderCompIDStringY(Always unencrypted)FIX.4.0
56TargetCompIDStringY(Always unencrypted)FIX.4.0
115OnBehalfOfCompIDStringNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
128DeliverToCompIDStringNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
90SecureDataLenLengthNRequired to identify length of encrypted section of message. (Always unencrypted)FIX.4.0
91SecureDatadataNRequired when message body is encrypted. Always immediately follows SecureDataLen field.FIX.4.0
34MsgSeqNumSeqNumY(Can be embedded within encrypted data section.)FIX.4.0
50SenderSubIDStringN(Can be embedded within encrypted data section.)FIX.4.0
142SenderLocationIDStringNSender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)FIX.4.1
57TargetSubIDStringN"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)FIX.4.0
143TargetLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)FIX.4.1
116OnBehalfOfSubIDStringNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
144OnBehalfOfLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.1
129DeliverToSubIDStringNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
145DeliverToLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.1
43PossDupFlagBooleanNAlways required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
ValueNameDescription
NOriginalTransmissionOriginal transmission
YPossibleDuplicatePossible duplicate
FIX.4.0
97PossResendBooleanNRequired when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
▶ 2 enum values
ValueNameDescription
NOriginalTransmissionOriginal Transmission
YPossibleResendPossible Resend
FIX.4.0
52SendingTimeUTCTimestampY(Can be embedded within encrypted data section.)FIX.4.0
122OrigSendingTimeUTCTimestampNRequired for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)FIX.4.0
212XmlDataLenLengthNRequired when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)FIX.4.2
213XmlDatadataNCan contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML SupportFIX.4.2
347MessageEncodingStringNType of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.FIX.4.2
369LastMsgSeqNumProcessedSeqNumNThe last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.FIX.4.2
◈ HopGrp [Component]NNumber of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.FIX.4.4
627NoHopsNumInGroupNNumber of HopCompID entries in repeating group.FIX.4.4
628HopCompIDStringNAssigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.FIX.4.4
629HopSendingTimeUTCTimestampNTime that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.FIX.4.4
630HopRefIDSeqNumNReference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.FIX.4.4
37OrderIDStringNUnique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).FIX.2.7
⟳ Parties [Repeating Group]NInsert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"FIX.4.3
453NoPartyIDsNumInGroupNRepeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRoleFIX.4.3
448PartyIDStringNUsed to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.FIX.4.3
447PartyIDSourcecharNUsed to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
▶ 18 enum values
ValueNameDescription
6UKNationalInsuranceOrPensionNumberUK National Insurance or Pension Number
7USSocialSecurityNumberUS Social Security Number
8USEmployerOrTaxIDNumberUS Employer or Tax ID Number
9AustralianBusinessNumberAustralian Business Number
AAustralianTaxFileNumberAustralian Tax File Number
1KoreanInvestorIDKorean Investor ID
2TaiwaneseForeignInvestorIDTaiwanese Qualified Foreign Investor ID QFII/FID
3TaiwaneseTradingAcctTaiwanese Trading Acct
4MalaysianCentralDepositoryMalaysian Central Depository (MCD) number
5ChineseInvestorIDChinese Investor ID
IISITCAcronymDirected broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
BBICBIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
CGeneralIdentifierGenerally accepted market participant identifier (e.g. NASD mnemonic)
DProprietaryProprietary / Custom code
EISOCountryCodeISO Country Code
FSettlementEntityLocationSettlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
GMICMIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
HCSDParticipantCSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)
FIX.4.3
452PartyRoleintNIdentifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
▶ 80 enum values
ValueNameDescription
1ExecutingFirmExecuting Firm (formerly FIX 4.2 ExecBroker)
2BrokerOfCreditBroker of Credit (formerly FIX 4.2 BrokerOfCredit)
3ClientIDClient ID (formerly FIX 4.2 ClientID)
4ClearingFirmClearing Firm (formerly FIX 4.2 ClearingFirm)
5InvestorIDInvestor ID
6IntroducingFirmIntroducing Firm
7EnteringFirmEntering Firm
8LocateLocate / Lending Firm (for short-sales)
9FundManagerClientIDFund Manager Client ID (for CIV)
10SettlementLocationSettlement Location (formerly FIX 4.2 SettlLocation)
11OrderOriginationTraderOrder Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12ExecutingTraderExecuting Trader (associated with Executing Firm - actually executes)
13OrderOriginationFirmOrder Origination Firm (e.g. buy-side firm)
14GiveupClearingFirmGiveup Clearing Firm (firm to which trade is given up)
15CorrespondantClearingFirmCorrespondant Clearing Firm
16ExecutingSystemExecuting System
17ContraFirmContra Firm
18ContraClearingFirmContra Clearing Firm
19SponsoringFirmSponsoring Firm
20UnderlyingContraFirmUnderlying Contra Firm
21ClearingOrganizationClearing Organization
22ExchangeExchange
24CustomerAccountCustomer Account
25CorrespondentClearingOrganizationCorrespondent Clearing Organization
26CorrespondentBrokerCorrespondent Broker
27BuyerBuyer/Seller (Receiver/Deliverer)
28CustodianCustodian
29IntermediaryIntermediary
30AgentAgent
31SubCustodianSub-custodian
32BeneficiaryBeneficiary
33InterestedPartyInterested party
34RegulatoryBodyRegulatory body
35LiquidityProviderLiquidity provider
36EnteringTraderEntering trader
37ContraTraderContra trader
38PositionAccountPosition account
39ContraInvestorIDContra Investor ID
40TransferToFirmTransfer to Firm
41ContraPositionAccountContra Position Account
42ContraExchangeContra Exchange
43InternalCarryAccountInternal Carry Account
44OrderEntryOperatorIDOrder Entry Operator ID
45SecondaryAccountNumberSecondary Account Number
46ForeignFirmForiegn Firm
47ThirdPartyAllocationFirmThird Party Allocation Firm
48ClaimingAccountClaiming Account
49AssetManagerAsset Manager
50PledgorAccountPledgor Account
51PledgeeAccountPledgee Account
52LargeTraderReportableAccountLarge Trader Reportable Account
53TraderMnemonicTrader mnemonic
54SenderLocationSender Location
55SessionIDSession ID
56AcceptableCounterpartyAcceptable Counterparty
57UnacceptableCounterpartyUnacceptable Counterparty
58EnteringUnitEntering Unit
59ExecutingUnitExecuting Unit
60IntroducingBrokerIntroducing Broker
61QuoteOriginatorQuote originator
62ReportOriginatorReport originator
63SystematicInternaliserSystematic internaliser (SI)
64MultilateralTradingFacilityMultilateral Trading Facility (MTF)
65RegulatedMarketRegulated Market (RM)
66MarketMakerMarket Maker
67InvestmentFirmInvestment Firm
68HostCompetentAuthorityHost Competent Authority (Host CA)
69HomeCompetentAuthorityHome Competent Authority (Home CA)
70CompetentAuthorityLiquidityCompetent Authority of the most relevant market in terms of liquidity (CAL)
71CompetentAuthorityTransactionVenueCompetent Authority of the Transaction (Execution) Venue (CATV)
72ReportingIntermediaryReporting intermediary (medium/vendor via which report has been published)
73ExecutionVenueExecution Venue
74MarketDataEntryOriginatorMarket data entry originator
75LocationIDLocation ID
76DeskIDDesk ID
77MarketDataMarketMarket data market
78AllocationEntityAllocation Entity
79PrimeBrokerPrime Broker providing General Trade Services
80StepOutFirmStep-Out Firm (Prime Broker)
81BrokerClearingIDBrokerClearingID
FIX.4.3
⟳ PtysSubGrp [Repeating Group]NRepeating group of Party sub-identifiers.FIX.4.4
802NoPartySubIDsNumInGroupNNumber of PartySubID (523)and PartySubIDType (803) entriesFIX.4.4
523PartySubIDStringNSub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.FIX.4.4
803PartySubIDTypeintNType of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values
▶ 33 enum values
ValueNameDescription
1FirmFirm
2PersonPerson
3SystemSystem
4ApplicationApplication
5FullLegalNameOfFirmFull legal name of firm
6PostalAddressPostal address
7PhoneNumberPhone number
8EmailAddressEmail address
9ContactNameContact name
10SecuritiesAccountNumberSecurities account number (for settlement instructions)
11RegistrationNumberRegistration number (for settlement instructions and confirmations)
12RegisteredAddressForConfirmationRegistered address (for confirmation purposes)
13RegulatoryStatusRegulatory status (for confirmation purposes)
14RegistrationNameRegistration name (for settlement instructions)
15CashAccountNumberCash account number (for settlement instructions)
16BICBIC
17CSDParticipantMemberCodeCSD participant member code
18RegisteredAddressRegistered address
19FundAccountNameFund account name
20TelexNumberTelex number
21FaxNumberFax number
22SecuritiesAccountNameSecurities account name
23CashAccountNameCash account name
24DepartmentDepartment
25LocationDeskLocation desk
26PositionAccountTypePosition account type
27SecurityLocateIDSecurity locate ID
28MarketMakerMarket maker
29EligibleCounterpartyEligible counterparty
30ProfessionalClientProfessional client
31LocationLocation
32ExecutionVenueExecution venue
33CurrencyDeliveryIdentifierCurrency delivery identifier
FIX.4.4
end PtysSubGrp
end Parties
229TradeOriginationDateLocalMktDateNUsed with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)FIX.4.3
75TradeDateLocalMktDateNIndicates 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
41OrigClOrdIDStringNClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdIDFIX.2.7
11ClOrdIDStringYUnique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.FIX.2.7
526SecondaryClOrdIDStringNAssigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.FIX.4.3
583ClOrdLinkIDStringNPermits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.FIX.4.3
66ListIDStringNRequired for List OrdersFIX.2.7
586OrigOrdModTimeUTCTimestampNTransactTime of the last state change that occurred to the original orderFIX.4.3
1AccountStringNAccount mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.FIX.2.7
660AcctIDSourceintNUsed to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
▶ 6 enum values
ValueNameDescription
1BICBIC
2SIDCodeSID Code
3TFMTFM (GSPTA)
4OMGEOOMGEO (Alert ID)
5DTCCCodeDTCC Code
99OtherOther (custom or proprietary)
FIX.4.4
581AccountTypeintNType of account associated with an order
▶ 7 enum values
ValueNameDescription
1CarriedCustomerSideAccount is carried on customer side of the books
2CarriedNonCustomerSideAccount is carried on non-customer side of books
3HouseTraderHouse Trader
4FloorTraderFloor Trader
6CarriedNonCustomerSideCrossMarginedAccount is carried on non-customer side of books and is cross margined
7HouseTraderCrossMarginedAccount is house trader and is cross margined
8JointBackOfficeAccountJoint back office account (JBO)
FIX.4.3
589DayBookingInstcharNIndicates whether or not automatic booking can occur.
▶ 3 enum values
ValueNameDescription
0AutoCan trigger booking without reference to the order initiator ("auto")
1SpeakWithOrderInitiatorBeforeBookingSpeak with order initiator before booking ("speak first")
2AccumulateAccumulate
FIX.4.3
590BookingUnitcharNIndicates what constitutes a bookable unit.
▶ 3 enum values
ValueNameDescription
0EachPartialExecutionIsABookableUnitEach partial execution is a bookable unit
1AggregatePartialExecutionsOnThisOrderAggregate partial executions on this order, and book one trade per order
2AggregateExecutionsForThisSymbolAggregate executions for this symbol, side, and settlement date
FIX.4.3
591PreallocMethodcharNIndicates the method of preallocation.
▶ 2 enum values
ValueNameDescription
0ProRataPro-rata
1DoNotProRataDo not pro-rata - discuss first
FIX.4.3
70AllocIDStringNUsed to assign an overall allocation id to the block of preallocationsFIX.4.4
⟳ PreAllocGrp [Repeating Group]NNumber of repeating groups for pre-trade allocationFIX.4.4
78NoAllocsNumInGroupNNumber of repeating groups for pre-trade allocationFIX.4.4
79AllocAccountStringNRequired if NoAllocs > 0. Must be first field in repeating group.FIX.4.4
661AllocAcctIDSourceintNUsed to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.FIX.4.4
736AllocSettlCurrencyCurrencyNCurrency code of settlement denomination for a specific AllocAccount (79).FIX.4.4
467IndividualAllocIDStringNUnique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).FIX.4.4
⟳ NestedParties [Repeating Group]NInsert 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 FirmFIX.4.4
539NoNestedPartyIDsNumInGroupNRepeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRoleFIX.4.3
524NestedPartyIDStringNUsed to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.FIX.4.3
525NestedPartyIDSourcecharNUsed to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.FIX.4.3
538NestedPartyRoleintNIdentifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.FIX.4.3
⟳ NstdPtysSubGrp [Repeating Group]NRepeating group of NestedParty sub-identifiers.FIX.4.4
804NoNestedPartySubIDsNumInGroupNNumber of NestedPartySubID (545) and NestedPartySubIDType (805) entriesFIX.4.4
545NestedPartySubIDStringNPartySubID value within a nested repeating group. Same values as PartySubID (523)FIX.4.4
805NestedPartySubIDTypeintNType of NestedPartySubID (545) value. Same values as PartySubIDType (803)FIX.4.4
end NstdPtysSubGrp
end NestedParties
80AllocQtyQtyNQuantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)FIX.4.4
end PreAllocGrp
63SettlTypeStringNIndicates 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
ValueNameDescription
0RegularRegular / FX Spot settlement (T+1 or T+2 depending on currency)
1CashCash (TOD / T+0)
2NextDayNext Day (TOM / T+1)
3TPlus2T+2
4TPlus3T+3
5TPlus4T+4
6FutureFuture
7WhenAndIfIssuedWhen And If Issued
8SellersOptionSellers Option
9TPlus5T+5
BBrokenDateBroken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
CFXSpotNextSettlementFX Spot Next settlement (Spot+1, aka next day)
FIX.2.7
64SettlDateLocalMktDateNTakes precedence over SettlType value and conditionally required/omitted for specific SettlType values.FIX.2.7
544CashMargincharNIdentifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
▶ 3 enum values
ValueNameDescription
1CashCash
2MarginOpenMargin Open
3MarginCloseMargin Close
FIX.4.3
635ClearingFeeIndicatorStringNIndicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX):
▶ 14 enum values
ValueNameDescription
1FirstYearDelegate1st year delegate trading for own account
2SecondYearDelegate2nd year delegate trading for own account
3ThirdYearDelegate3rd year delegate trading for own account
4FourthYearDelegate4th year delegate trading for own account
5FifthYearDelegate5th year delegate trading for own account
9SixthYearDelegate6th year delegate trading for own account
BCBOEMemberCBOE Member
CNonMemberAndCustomerNon-member and Customer
EEquityMemberAndClearingMemberEquity Member and Clearing Member
FFullAndAssociateMemberFull and Associate Member trading for own account and as floor brokers
HFirms106HAnd106J106.H and 106.J firms
IGIMGIM, IDEM and COM Membership Interest Holders
LLessee106FEmployeesLessee 106.F Employees
MAllOtherOwnershipTypesAll other ownership types
FIX.4.3
21HandlInstcharNInstructions for order handling on Broker trading floor
▶ 3 enum values
ValueNameDescription
1AutomatedExecutionNoInterventionAutomated execution order, private, no Broker intervention
2AutomatedExecutionInterventionOKAutomated execution order, public, Broker intervention OK
3ManualOrderManual order, best execution
FIX.2.7
18ExecInstMultipleCharValueNCan contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message).
▶ 56 enum values
ValueNameDescription
0StayOnOfferSideStay on offer side
1NotHeldNot held
2WorkWork
3GoAlongGo along
4OverTheDayOver the day
5HeldHeld
6ParticipateDoNotInitiateParticipate don't initiate
7StrictScaleStrict scale
8TryToScaleTry to scale
9StayOnBidSideStay on bid side
ANoCrossNo cross (cross is forbidden)
BOKToCrossOK to cross
CCallFirstCall first
DPercentOfVolumePercent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
EDoNotIncreaseDo not increase - DNI
FDoNotReduceDo not reduce - DNR
GAllOrNoneAll or none - AON
HReinstateOnSystemFailureReinstate on system failure (mutually exclusive with Q and l)
IInstitutionsOnlyInstitutions only
JReinstateOnTradingHaltReinstate on Trading Halt (mutually exclusive with K and m)
KCancelOnTradingHaltCancel on Trading Halt (mutually exclusive with J and m)
LLastPegLast peg (last sale)
MMidPricePegMid-price peg (midprice of inside quote)
NNonNegotiableNon-negotiable
OOpeningPegOpening peg
PMarketPegMarket peg
QCancelOnSystemFailureCancel on system failure (mutually exclusive with H and l)
RPrimaryPegPrimary peg (primary market - buy at bid/sell at offer)
SSuspendSuspend
TFixedPegToLocalBestBidOrOfferAtTimeOfOrderFixed Peg to Local best bid or offer at time of order
UCustomerDisplayInstructionCustomer Display Instruction (Rule 11Ac1-1/4)
VNettingNetting (for Forex)
WPegToVWAPPeg to VWAP
XTradeAlongTrade Along
YTryToStopTry To Stop
ZCancelIfNotBestCancel if not best
aTrailingStopPegTrailing Stop Peg
bStrictLimitStrict Limit (No price improvement)
cIgnorePriceValidityChecksIgnore Price Validity Checks
dPegToLimitPricePeg to Limit Price
eWorkToTargetStrategyWork to Target Strategy
fIntermarketSweepIntermarket Sweep
gExternalRoutingAllowedExternal Routing Allowed
hExternalRoutingNotAllowedExternal Routing Not Allowed
iImbalanceOnlyImbalance Only
jSingleExecutionRequestedForBlockTradeSingle execution requested for block trade
kBestExecutionBest Execution
lSuspendOnSystemFailureSuspend on system failure (mutually exclusive with H and Q)
mSuspendOnTradingHaltSuspend on Trading Halt (mutually exclusive with J and K)
nReinstateOnConnectionLossReinstate on connection loss (mutually exclusive with o and p)
oCancelOnConnectionLossCancel on connection loss (mutually exclusive with n and p)
pSuspendOnConnectionLossSuspend on connection loss (mutually exclusive with n and o)
qReleaseFromSuspensionRelease from suspension (mutually exclusive with S)
rExecuteAsDeltaNeutralExecute as delta neutral using volatility provided
sExecuteAsDurationNeutralExecute as duration neutral
tExecuteAsFXNeutralExecute as FX neutral
FIX.2.7
110MinQtyQtyNMinimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int)FIX.3.0
1089MatchIncrementQtyNAllows 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
1090MaxPriceLevelsintNAllows 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]NInsert here the set of "DisplayInstruction" fields defined in "common components of application messages"FIX.4.4
1138DisplayQtyQtyNThe 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
1082SecondaryDisplayQtyQtyNUsed 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
1083DisplayWhencharNInstructs when to refresh DisplayQty (1138).
▶ 2 enum values
ValueNameDescription
1ImmediateImmediate (after each fill)
2ExhaustExhaust (when DisplayQty = 0)
FIX.4.4
1084DisplayMethodcharNDefines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"
▶ 3 enum values
ValueNameDescription
1InitialInitial (use original DisplayQty)
2NewNew (use RefreshQty)
3RandomRandom (randomize value)
FIX.4.4
1085DisplayLowQtyQtyNRequired when DisplayMethod = 3FIX.4.4
1086DisplayHighQtyQtyNRequired when DisplayMethod = 3FIX.4.4
1087DisplayMinIncrQtyNCan be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3FIX.4.4
1088RefreshQtyQtyNRequired when DisplayMethod = 2FIX.4.4
111MaxFloorQtyNThe quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.FIX.3.0
100ExDestinationExchangeNExecution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C"FIX.3.0
1133ExDestinationIDSourcecharNThe ID source of ExDestination
▶ 5 enum values
ValueNameDescription
BBICBIC (Bank Identification Code) (ISO 9362)
CGeneralIdentifierGenerally accepted market participant identifier (e.g. NASD mnemonic)
DProprietaryProprietary / Custom code
EISOCountryCodeISO Country Code
GMICMIC (ISO 10383 - Market Identifier Code)
FIX.4.4
⟳ TrdgSesGrp [Repeating Group]NSpecifies the number of repeating TradingSessionIDsFIX.4.4
386NoTradingSessionsNumInGroupNSpecifies the number of repeating TradingSessionIDsFIX.4.4
336TradingSessionIDStringNRequired if NoTradingSessions is > 0.
▶ 6 enum values
ValueNameDescription
1DayDay
2HalfDayHalfDay
3MorningMorning
4AfternoonAfternoon
5EveningEvening
6AfterHoursAfter-hours
FIX.4.4
625TradingSessionSubIDStringNOptional 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
ValueNameDescription
1PreTradingPre-Trading
2OpeningOrOpeningAuctionOpening or opening auction
3Continuous(Continuous) Trading
4ClosingOrClosingAuctionClosing or closing auction
5PostTradingPost-Trading
6IntradayAuctionIntraday Auction
7QuiescentQuiescent
FIX.4.4
end TrdgSesGrp
◈ Instrument [Component]YInsert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Must match original orderFIX.4.3
55SymbolStringNCommon, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.FIX.4.3
65SymbolSfxStringNUsed in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.
▶ 2 enum values
ValueNameDescription
CDEUCPWithLumpSumInterestEUCP with lump-sum interest rather than discount price
WIWhenIssued"When Issued" for a security to be reissued under an old CUSIP or ISIN
FIX.4.3
48SecurityIDStringNTakes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.FIX.4.3
22SecurityIDSourceStringNRequired if SecurityID is specified.
▶ 22 enum values
ValueNameDescription
1CUSIPCUSIP
2SEDOLSEDOL
3QUIKQUIK
4ISINNumberISIN number
5RICCodeRIC code
6ISOCurrencyCodeISO Currency Code
7ISOCountryCodeISO Country Code
8ExchangeSymbolExchange Symbol
9ConsolidatedTapeAssociationConsolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
ABloombergSymbolBloomberg Symbol
BWertpapierWertpapier
CDutchDutch
DValorenValoren
ESicovamSicovam
FBelgianBelgian
GCommon"Common" (Clearstream and Euroclear)
HClearingHouseClearing House / Clearing Organization
IISDAFpMLSpecificationISDA/FpML Product Specification (XML in EncodedSecurityDesc)
JOptionPriceReportingAuthorityOption Price Reporting Authority
KISDAFpMLURLISDA/FpML Product URL (URL in SecurityID)
LLetterOfCreditLetter of Credit
MMarketplaceAssignedIdentifierMarketplace-assigned Identifier
FIX.4.3
⟳ SecAltIDGrp [Repeating Group]NNumber of alternate Security IdentifiersFIX.4.4
454NoSecurityAltIDNumInGroupNNumber of SecurityAltID (455) entries.FIX.4.4
455SecurityAltIDStringNAlternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.FIX.4.4
456SecurityAltIDSourceStringNIdentifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) fieldFIX.4.4
end SecAltIDGrp
460ProductintNIndicates the type of product the security is associated with (high-level category)
▶ 13 enum values
ValueNameDescription
1AGENCYAGENCY
2COMMODITYCOMMODITY
3CORPORATECORPORATE
4CURRENCYCURRENCY
5EQUITYEQUITY
6GOVERNMENTGOVERNMENT
7INDEXINDEX
8LOANLOAN
9MONEYMARKETMONEYMARKET
10MORTGAGEMORTGAGE
11MUNICIPALMUNICIPAL
12OTHEROTHER
13FINANCINGFINANCING
FIX.4.3
1227ProductComplexStringNIdentifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etcFIX.5.0
1151SecurityGroupStringNAn exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.FIX.5.0
461CFICodeStringNIndicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.FIX.4.3
167SecurityTypeStringNIt is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
▶ 114 enum values
ValueNameDescription
USTUSTreasuryNoteOldUS Treasury Note (Deprecated Value Use TNOTE)
USTBUSTreasuryBillOldUS Treasury Bill (Deprecated Value Use TBILL)
EUSUPRAEuroSupranationalCouponsEuro Supranational Coupons *
FACFederalAgencyCouponFederal Agency Coupon
FADNFederalAgencyDiscountNoteFederal Agency Discount Note
PEFPrivateExportFundingPrivate Export Funding *
SUPRAUSDSupranationalCouponsUSD Supranational Coupons *
CORPCorporateBondCorporate Bond
CPPCorporatePrivatePlacementCorporate Private Placement
CBConvertibleBondConvertible Bond
DUALDualCurrencyDual Currency
EUCORPEuroCorporateBondEuro Corporate Bond
EUFRNEuroCorporateFloatingRateNotesEuro Corporate Floating Rate Notes
FRNUSCorporateFloatingRateNotesUS Corporate Floating Rate Notes
XLINKDIndexedLinkedIndexed Linked
STRUCTStructuredNotesStructured Notes
YANKYankeeCorporateBondYankee Corporate Bond
FORForeignExchangeContractForeign Exchange Contract
CDSCreditDefaultSwapCredit Default Swap
FUTFutureFuture
OPTOptionOption
OOFOptionsOnFuturesOptions on Futures
OOPOptionsOnPhysicalOptions on Physical - use not recommended
IRSInterestRateSwapInterest Rate Swap
OOCOptionsOnComboOptions on Combo
CSCommonStockCommon Stock
PSPreferredStockPreferred Stock
REPORepurchaseRepurchase
FORWARDForwardForward
BUYSELLBuySellbackBuy Sellback
SECLOANSecuritiesLoanSecurities Loan
SECPLEDGESecuritiesPledgeSecurities Pledge
BRADYBradyBondBrady Bond
CANCanadianTreasuryNotesCanadian Treasury Notes
CTBCanadianTreasuryBillsCanadian Treasury Bills
EUSOVEuroSovereignsEuro Sovereigns *
PROVCanadianProvincialBondsCanadian Provincial Bonds
TBTreasuryBillTreasury Bill - non US
TBONDUSTreasuryBondUS Treasury Bond
TINTInterestStripFromAnyBondOrNoteInterest Strip From Any Bond Or Note
TBILLUSTreasuryBillUS Treasury Bill
TIPSTreasuryInflationProtectedSecuritiesTreasury Inflation Protected Securities
TCALPrincipalStripOfACallableBondOrNotePrincipal Strip Of A Callable Bond Or Note
TPRNPrincipalStripFromANonCallableBondOrNotePrincipal Strip From A Non-Callable Bond Or Note
TNOTEUSTreasuryNoteUS Treasury Note
TERMTermLoanTerm Loan
RVLVRevolverLoanRevolver Loan
RVLVTRMRevolverRevolver/Term Loan
BRIDGEBridgeLoanBridge Loan
LOFCLetterOfCreditLetter Of Credit
SWINGSwingLineFacilitySwing Line Facility
DINPDebtorInPossessionDebtor In Possession
DEFLTEDDefaultedDefaulted
WITHDRNWithdrawnWithdrawn
REPLACDReplacedReplaced
MATUREDMaturedMatured
AMENDEDAmendedAmended & Restated
RETIREDRetiredRetired
BABankersAcceptanceBankers Acceptance
BDNBankDepositoryNoteBank Depository Note
BNBankNotesBank Notes
BOXBillOfExchangesBill Of Exchanges
CAMMCanadianMoneyMarketsCanadian Money Markets
CDCertificateOfDepositCertificate Of Deposit
CLCallLoansCall Loans
CPCommercialPaperCommercial Paper
DNDepositNotesDeposit Notes
EUCDEuroCertificateOfDepositEuro Certificate Of Deposit
EUCPEuroCommercialPaperEuro Commercial Paper
LQNLiquidityNoteLiquidity Note
MTNMediumTermNotesMedium Term Notes
ONITEOvernightOvernight
PNPromissoryNotePromissory Note
STNShortTermLoanNoteShort Term Loan Note
PZFJPlazosFijosPlazos Fijos
SLQNSecuredLiquidityNoteSecured Liquidity Note
TDTimeDepositTime Deposit
TLQNTermLiquidityNoteTerm Liquidity Note
XCNExtendedCommNoteExtended Comm Note
YCDYankeeCertificateOfDepositYankee Certificate Of Deposit
ABSAssetBackedSecuritiesAsset-backed Securities
CMBCanadianMortgageBondsCanadian Mortgage Bonds
CMBSCorpCorp. Mortgage-backed Securities
CMOCollateralizedMortgageObligationCollateralized Mortgage Obligation
IETIOETTEMortgageIOETTE Mortgage
MBSMortgageBackedSecuritiesMortgage-backed Securities
MIOMortgageInterestOnlyMortgage Interest Only
MPOMortgagePrincipalOnlyMortgage Principal Only
MPPMortgagePrivatePlacementMortgage Private Placement
MPTMiscellaneousPassThroughMiscellaneous Pass-through
PFANDPfandbriefePfandbriefe *
TBAToBeAnnouncedTo Be Announced
ANOtherAnticipationNotesOther Anticipation Notes (BAN, GAN, etc.)
COFOCertificateOfObligationCertificate Of Obligation
COFPCertificateOfParticipationCertificate Of Participation
GOGeneralObligationBondsGeneral Obligation Bonds
MTMandatoryTenderMandatory Tender
RANRevenueAnticipationNoteRevenue Anticipation Note
REVRevenueBondsRevenue Bonds
SPCLASpecialAssessmentSpecial Assessment
SPCLOSpecialObligationSpecial Obligation
SPCLTSpecialTaxSpecial Tax
TANTaxAnticipationNoteTax Anticipation Note
TAXATaxAllocationTax Allocation
TECPTaxExemptCommercialPaperTax Exempt Commercial Paper
TMCPTaxableMunicipalCPTaxable Municipal CP
TRANTaxRevenueAnticipationNoteTax Revenue Anticipation Note
VRDNVariableRateDemandNoteVariable Rate Demand Note
WARWarrantWarrant
MFMutualFundMutual Fund
MLEGMultilegInstrumentMultileg Instrument
NONENoSecurityTypeNo Security Type
?WildcardWildcard entry for use on Security Definition Request
CASHCashCash
FIX.4.3
762SecuritySubTypeStringNSub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.FIX.4.4
200MaturityMonthYearMonthYearNSpecifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.FIX.4.3
541MaturityDateLocalMktDateNSpecifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.FIX.4.3
1079MaturityTimeTZTimeOnlyNTime of security's maturity expressed in local time with offset to UTC specifiedFIX.4.4
966SettleOnOpenFlagStringNIndicator to determine if Instrument is Settle on Open.FIX.4.4
1049InstrmtAssignmentMethodcharNMethod under which assignment was conducted
▶ 2 enum values
ValueNameDescription
RRandomRandom
PProRataProRata
FIX.4.4
965SecurityStatusStringNGives the current state of the instrument
▶ 2 enum values
ValueNameDescription
1ActiveActive
2InactiveInactive
FIX.4.4
224CouponPaymentDateLocalMktDateNDate interest is to be paid. Used in identifying Corporate Bond issues.FIX.4.3
225IssueDateLocalMktDateNDate instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.FIX.4.3
239RepoCollateralSecurityTypeStringNIdentifies 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
226RepurchaseTermintNNumber of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
227RepurchaseRatePercentageNPercent 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
228FactorfloatNFor Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal ValueFIX.4.3
255CreditRatingStringNAn evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
543InstrRegistryStringNThe location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.FIX.4.3
470CountryOfIssueCountryNISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.FIX.4.3
471StateOrProvinceOfIssueStringNA two-character state or province abbreviation.FIX.4.3
472LocaleOfIssueStringNThe three-character IATA code for a locale (e.g. airport code for Municipal Bonds).FIX.4.3
240RedemptionDateLocalMktDateNReturn 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
202StrikePricePriceNUsed for derivatives, such as options and covered warrantsFIX.4.3
947StrikeCurrencyCurrencyNUsed for derivativesFIX.4.4
967StrikeMultiplierfloatNUsed for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.FIX.4.4
968StrikeValuefloatNUsed for derivatives. The number of shares/units for the financial instrument involved in the option trade.FIX.4.4
206OptAttributecharNUsed for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.FIX.4.3
231ContractMultiplierfloatNFor Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.FIX.4.3
969MinPriceIncrementfloatNMinimum price increment for the instrument. Could also be used to represent tick value.FIX.4.4
1146MinPriceIncrementAmountAmtNMinimum 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
996UnitOfMeasureStringN0
▶ 12 enum values
ValueNameDescription
BcfBillionCubicFeetBillion cubic feet
MMbblMillionBarrelsMillion Barrels
MMBtuOneMillionBTUOne Million BTU
MWhMegawattHoursMegawatt hours
BblBarrelsBarrels
BuBushelsBushels
lbsPoundspounds
GalGallonsGallons
oz_trTroyOuncesTroy Ounces
tMetricTonsMetric Tons (aka Tonne)
tnTonsTons (US)
USDUSDollarsUS Dollars
FIX.4.4
1147UnitOfMeasureQtyQtyNUsed 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
1191PriceUnitOfMeasureStringNUsed 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 contractFIX.5.0
1192PriceUnitOfMeasureQtyQtyNUsed 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
1193SettlMethodcharNSettlement method for a contract. Can be used as an alternative to CFI Code value
▶ 2 enum values
ValueNameDescription
CCashSettlementRequiredCash settlement required
PPhysicalSettlementRequiredPhysical settlement required
FIX.5.0
1194ExerciseStyleintNType of exercise of a derivatives security
▶ 3 enum values
ValueNameDescription
0EuropeanEuropean
1AmericanAmerican
2BermudaBermuda
FIX.5.0
1195OptPayAmountAmtNCash amount indicating the pay out associated with an option. For binary options this is a fixed amountFIX.5.0
1196PriceQuoteMethodStringNMethod for price quotation
▶ 3 enum values
ValueNameDescription
STDStandardStandard, money per unit of a physical
INXIndexIndex
INTInterestRateIndexInterest rate Index
FIX.5.0
1197FuturesValuationMethodStringNFor futures, indicates type of valuation method applied
▶ 3 enum values
ValueNameDescription
EQTYPremiumStylepremium style
FUTFuturesStyleMarkToMarketfutures style mark-to-market
FUTDAFuturesStyleWithAnAttachedCashAdjustmentfutures style with an attached cash adjustment
FIX.5.0
1198ListMethodintNIndicates whether the instruments are pre-listed only or can also be defined via user request
▶ 2 enum values
ValueNameDescription
0PreListedOnlypre-listed only
1UserRequesteduser requested
FIX.5.0
1199CapPricePriceNUsed to express the ceiling price of a capped callFIX.5.0
1200FloorPricePriceNUsed to express the floor price of a capped putFIX.5.0
201PutOrCallintNUsed to express option right
▶ 2 enum values
ValueNameDescription
0PutPut
1CallCall
FIX.4.4
1244FlexibleIndicatorBooleanNUsed to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicatorFIX.5.0
1242FlexProductEligibilityIndicatorBooleanNUsed to indicate if a product or group of product supports the creation of flexible securitiesFIX.5.0
997TimeUnitStringNUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
▶ 7 enum values
ValueNameDescription
HHourHour
MinMinuteMinute
SSecondSecond
DDayDay
WkWeekWeek
MoMonthMonth
YrYearYear
FIX.4.4
223CouponRatePercentageNFor Fixed Income.FIX.4.3
207SecurityExchangeExchangeNCan be used to identify the security.FIX.4.3
970PositionLimitintNPosition Limit for the instrument.FIX.4.4
971NTPositionLimitintNNear-term Position Limit for the instrument.FIX.4.4
106IssuerStringNName of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"FIX.4.3
348EncodedIssuerLenLengthNMust be set if EncodedIssuer field is specified and must immediately precede it.FIX.4.3
349EncodedIssuerdataNEncoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.FIX.4.3
107SecurityDescStringNCan be used to provide an optional textual description for a financial instrument.FIX.4.3
350EncodedSecurityDescLenLengthNMust be set if EncodedSecurityDesc field is specified and must immediately precede it.FIX.4.3
351EncodedSecurityDescdataNEncoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.FIX.4.3
◈ SecurityXML [Component]NEmbedded XML document describing security.FIX.5.0
1184SecurityXMLLenLengthNMust be set if SecurityXML field is specified and must immediately precede it.FIX.5.0
1185SecurityXMLXMLDataNXML payload or content describing the Security information.FIX.5.0
1186SecurityXMLSchemaStringNXML Schema used to validate the XML used to describe the Security.FIX.5.0
691PoolStringNIdentifies MBS / ABS poolFIX.4.4
667ContractSettlMonthMonthYearNMust be present for MBS/TBAFIX.4.4
875CPProgramintNThe program under which a commercial paper is issued
▶ 3 enum values
ValueNameDescription
1Program3a33(a)(3)
2Program424(2)
99OtherOther
FIX.4.4
876CPRegTypeStringNThe registration type of a commercial paper issuanceFIX.4.4
⟳ EvntGrp [Repeating Group]NNumber of repeating EventType group entries.FIX.4.4
864NoEventsNumInGroupNNumber of repeating EventType entries.FIX.4.4
865EventTypeintNCode to represent the type of event
▶ 20 enum values
ValueNameDescription
1PutPut
2CallCall
3TenderTender
4SinkingFundCallSinking Fund Call
5ActivationActivation
6InactiviationInactiviation
7LastEligibleTradeDateLast Eligible Trade Date
8SwapStartDateSwap Start Date
9SwapEndDateSwap End Date
10SwapRollDateSwap Roll Date
11SwapNextStartDateSwap Next Start Date
12SwapNextRollDateSwap Next Roll Date
13FirstDeliveryDateFirst Delivery Date
14LastDeliveryDateLast Delivery Date
15InitialInventoryDueDateInitial Inventory Due Date
16FinalInventoryDueDateFinal Inventory Due Date
17FirstIntentDateFirst Intent Date
18LastIntentDateLast Intent Date
19PositionRemovalDatePosition Removal Date
99OtherOther
FIX.4.4
866EventDateLocalMktDateNDate of eventFIX.4.4
1145EventTimeUTCTimestampNSpecific time of event. To be used in combination with EventDate [866]FIX.5.0
867EventPxPriceNPredetermined price of issue at event, if applicableFIX.4.4
868EventTextStringNComments related to the event.FIX.4.4
end EvntGrp
873DatedDateLocalMktDateNIf different from IssueDateFIX.4.4
874InterestAccrualDateLocalMktDateNIf different from IssueDate and DatedDateFIX.4.4
⟳ InstrumentParties [Repeating Group]NUsed to identify the parties listing a specific instrumentFIX.4.4
1018NoInstrumentPartiesNumInGroupNRepeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRoleFIX.4.4
1019InstrumentPartyIDStringNUsed to identify party id related to instrumentFIX.4.4
1050InstrumentPartyIDSourcecharNUsed to identify source of instrument party idFIX.4.4
1051InstrumentPartyRoleintNUsed to identify the role of instrument party idFIX.4.4
⟳ InstrumentPtysSubGrp [Repeating Group]NRepeating group of InstrumentParty sub-identifiers.FIX.4.4
1052NoInstrumentPartySubIDsNumInGroupNNumber of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entriesFIX.4.4
1053InstrumentPartySubIDStringNPartySubID value within an instrument party repeating group. Same values as PartySubID (523)FIX.4.4
1054InstrumentPartySubIDTypeintNType of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)FIX.4.4
end InstrumentPtysSubGrp
end InstrumentParties
◈ FinancingDetails [Component]NInsert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original orderFIX.4.4
913AgreementDescStringNThe full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this dealFIX.4.4
914AgreementIDStringNA common reference to the applicable standing agreement between the principalsFIX.4.4
915AgreementDateLocalMktDateNA reference to the date the underlying agreement was executed.FIX.4.4
918AgreementCurrencyCurrencyNCurrency of the underlying agreement.FIX.4.4
788TerminationTypeintNFor Repos the timing or method for terminating the agreement.
▶ 4 enum values
ValueNameDescription
1OvernightOvernight
2TermTerm
3FlexibleFlexible
4OpenOpen
FIX.4.4
916StartDateLocalMktDateNSettlement date of the beginning of the dealFIX.4.4
917EndDateLocalMktDateNRepayment / repurchase dateFIX.4.4
919DeliveryTypeintNDelivery or custody arrangement for the underlying securities
▶ 4 enum values
ValueNameDescription
0VersusPayment"Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment
1Free"Free": Deliver (if sell) or Receive (if buy) Free
2TriPartyTri-Party
3HoldInCustodyHold In Custody
FIX.4.4
898MarginRatioPercentageNPercentage of cash value that underlying security collateral must meet.FIX.4.4
⟳ UndInstrmtGrp [Repeating Group]NNumber of underlyingsFIX.4.4
711NoUnderlyingsNumInGroupNNumber of underlyingsFIX.4.4
◈ UnderlyingInstrument [Component]NMust be provided if Number of underlyings > 0FIX.4.4
311UnderlyingSymbolStringNUnderlying security's Symbol. See Symbol (55) field for descriptionFIX.4.3
312UnderlyingSymbolSfxStringNUnderlying security's SymbolSfx. See SymbolSfx (65) field for descriptionFIX.4.3
309UnderlyingSecurityIDStringNUnderlying security's SecurityID. See SecurityID (48) field for descriptionFIX.4.3
305UnderlyingSecurityIDSourceStringNUnderlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) fieldFIX.4.3
⟳ UndSecAltIDGrp [Repeating Group]NFIX.4.4
457NoUnderlyingSecurityAltIDNumInGroupNNumber of UnderlyingSecurityAltID (458) entries.FIX.4.4
458UnderlyingSecurityAltIDStringNAlternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.FIX.4.4
459UnderlyingSecurityAltIDSourceStringNIdentifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) fieldFIX.4.4
end UndSecAltIDGrp
462UnderlyingProductintNUnderlying security's Product. Valid values: see Product(460) fieldFIX.4.3
463UnderlyingCFICodeStringNUnderlying security's CFICode. Valid values: see CFICode (461) fieldFIX.4.3
310UnderlyingSecurityTypeStringNUnderlying 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
763UnderlyingSecuritySubTypeStringNUnderlying security's SecuritySubType. See SecuritySubType (762) field for descriptionFIX.4.4
313UnderlyingMaturityMonthYearMonthYearNUnderlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for descriptionFIX.4.3
542UnderlyingMaturityDateLocalMktDateNUnderlying security's maturity date. See MaturityDate (541) field for descriptionFIX.4.3
1213UnderlyingMaturityTimeTZTimeOnlyNTime of security's maturity expressed in local time with offset to UTC specifiedFIX.5.0
241UnderlyingCouponPaymentDateLocalMktDateNUnderlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)FIX.4.3
242UnderlyingIssueDateLocalMktDateNUnderlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)FIX.4.3
243UnderlyingRepoCollateralSecurityTypeStringNUnderlying 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
244UnderlyingRepurchaseTermintNUnderlying 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
245UnderlyingRepurchaseRatePercentageNUnderlying 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
246UnderlyingFactorfloatNUnderlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
256UnderlyingCreditRatingStringNUnderlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
595UnderlyingInstrRegistryStringNUnderlying security's InstrRegistry. See InstrRegistry (543) field for descriptionFIX.4.3
592UnderlyingCountryOfIssueCountryNUnderlying security's CountryOfIssue. See CountryOfIssue (470) field for descriptionFIX.4.3
593UnderlyingStateOrProvinceOfIssueStringNUnderlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for descriptionFIX.4.3
594UnderlyingLocaleOfIssueStringNUnderlying security's LocaleOfIssue. See LocaleOfIssue (472) field for descriptionFIX.4.3
247UnderlyingRedemptionDateLocalMktDateNUnderlying 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
316UnderlyingStrikePricePriceNUnderlying security's StrikePrice. See StrikePrice (202) field for descriptionFIX.4.3
941UnderlyingStrikeCurrencyCurrencyNCurrency in which the strike price of an underlying instrument is denominatedFIX.4.4
317UnderlyingOptAttributecharNUnderlying security's OptAttribute. See OptAttribute (206) field for descriptionFIX.4.3
436UnderlyingContractMultiplierfloatNUnderlying security's ContractMultiplier. See ContractMultiplier (231) field for descriptionFIX.4.3
998UnderlyingUnitOfMeasureStringNRefer to defintion of UnitOfMeasure(996)FIX.4.4
1423UnderlyingUnitOfMeasureQtyQtyNRefer to definition of UnitOfMeasureQty(1147)FIX.5.0
1424UnderlyingPriceUnitOfMeasureStringNRefer to definition for PriceUnitOfMeasure(1191)FIX.5.0
1425UnderlyingPriceUnitOfMeasureQtyQtyNRefer to definition of PriceUnitOfMeasureQty(1192)FIX.5.0
1000UnderlyingTimeUnitStringNUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)FIX.4.4
1419UnderlyingExerciseStyleintNType of exercise of a derivatives securityFIX.5.0
435UnderlyingCouponRatePercentageNUnderlying security's CouponRate. See CouponRate (223) field for descriptionFIX.4.3
308UnderlyingSecurityExchangeExchangeNUnderlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)FIX.4.3
306UnderlyingIssuerStringNUnderlying security's Issuer. See Issuer (06) field for descriptionFIX.4.3
362EncodedUnderlyingIssuerLenLengthNByte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.FIX.4.3
363EncodedUnderlyingIssuerdataNEncoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.FIX.4.3
307UnderlyingSecurityDescStringNUnderlying security's SecurityDesc. See SecurityDesc (07) field for descriptionFIX.4.3
364EncodedUnderlyingSecurityDescLenLengthNByte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.FIX.4.3
365EncodedUnderlyingSecurityDescdataNEncoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.FIX.4.3
877UnderlyingCPProgramStringNThe program under which the underlying commercial paper is issuedFIX.4.4
878UnderlyingCPRegTypeStringNThe registration type of the underlying commercial paper issuanceFIX.4.4
972UnderlyingAllocationPercentPercentageNSpecific 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
318UnderlyingCurrencyCurrencyNSpecific to the <UnderlyingInstrument> (not in <Instrument>)FIX.4.4
879UnderlyingQtyQtyNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)FIX.4.4
975UnderlyingSettlementTypeintNSpecific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
▶ 3 enum values
ValueNameDescription
2TPlus1T+1
4TPlus3T+3
5TPlus4T+4
FIX.4.4
973UnderlyingCashAmountAmtNSpecific 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
974UnderlyingCashTypeStringNSpecific 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
ValueNameDescription
FIXEDFIXEDFIXED
DIFFDIFFDIFF
FIX.4.4
810UnderlyingPxPriceNSpecific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.FIX.4.4
882UnderlyingDirtyPricePriceNSpecific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interestFIX.4.4
883UnderlyingEndPricePriceNSpecific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.FIX.4.4
884UnderlyingStartValueAmtNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreementFIX.4.4
885UnderlyingCurrentValueAmtNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateralFIX.4.4
886UnderlyingEndValueAmtNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreementFIX.4.4
⟳ UnderlyingStipulations [Repeating Group]NSpecific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component BlockFIX.4.4
887NoUnderlyingStipsNumInGroupNNumber of underlying stipulation entriesFIX.4.4
888UnderlyingStipTypeStringNRequired if NoUnderlyingStips >0FIX.4.4
889UnderlyingStipValueStringNValue of stipulation. Same values as StipulationValue (234)FIX.4.4
end UnderlyingStipulations
1044UnderlyingAdjustedQuantityQtyNSpecific 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
1045UnderlyingFXRatefloatNSpecific 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
1046UnderlyingFXRateCalccharNSpecific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
▶ 2 enum values
ValueNameDescription
DDivideDivide
MMultiplyMultiply
FIX.4.4
1038UnderlyingCapValueAmtNMaximum notional value for a capped financial instrumentFIX.4.4
⟳ UndlyInstrumentParties [Repeating Group]NThe 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
1058NoUndlyInstrumentPartiesNumInGroupNRepeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRoleFIX.4.4
1059UndlyInstrumentPartyIDStringNUsed to identify party id related to instrumentFIX.4.4
1060UndlyInstrumentPartyIDSourcecharNUsed to identify source of instrument party idFIX.4.4
1061UndlyInstrumentPartyRoleintNUsed to identify the role of instrument party idFIX.4.4
⟳ UndlyInstrumentPtysSubGrp [Repeating Group]NRepeating group of InstrumentParty sub-identifiers.FIX.4.4
1062NoUndlyInstrumentPartySubIDsNumInGroupNNumber of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entriesFIX.4.4
1063UndlyInstrumentPartySubIDStringNPartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523)FIX.4.4
1064UndlyInstrumentPartySubIDTypeintNType of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803)FIX.4.4
end UndlyInstrumentPtysSubGrp
end UndlyInstrumentParties
1039UnderlyingSettlMethodStringN—FIX.4.4
315UnderlyingPutOrCallintNUsed to express option rightFIX.4.3
end UndInstrmtGrp
54SidecharYShould match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt
▶ 16 enum values
ValueNameDescription
1BuyBuy
2SellSell
3BuyMinusBuy minus
4SellPlusSell plus
5SellShortSell short
6SellShortExemptSell short exempt
7UndisclosedUndisclosed (valid for IOI and List Order messages only)
8CrossCross (orders where counterparty is an exchange, valid for all messages except IOIs)
9CrossShortCross short
ACrossShortExemptCross short exxmpt
BAsDefined"As Defined" (for use with multileg instruments)
COpposite"Opposite" (for use with multileg instruments)
DSubscribeSubscribe (e.g. CIV)
ERedeemRedeem (e.g. CIV)
FLendLend (FINANCING - identifies direction of collateral)
GBorrowBorrow (FINANCING - identifies direction of collateral)
FIX.2.7
60TransactTimeUTCTimestampYTime this order request was initiated/released by the trader or trading system.FIX.4.2
854QtyTypeintNType of quantity specified in a quantity field:
▶ 3 enum values
ValueNameDescription
0UnitsUnits (shares, par, currency)
1ContractsContracts (if used - must specify ContractMultiplier (tag 231))
2UnitsOfMeasurePerTimeUnitUnits of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
FIX.4.4
◈ OrderQtyData [Component]YInsert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)FIX.4.3
38OrderQtyQtyNOne of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.FIX.4.3
152CashOrderQtyQtyNOne of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.FIX.4.3
516OrderPercentPercentageNFor CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.FIX.4.3
468RoundingDirectioncharNFor CIV - Optional
▶ 3 enum values
ValueNameDescription
0RoundToNearestRound to nearest
1RoundDownRound down
2RoundUpRound up
FIX.4.3
469RoundingModulusfloatNFor CIV - OptionalFIX.4.3
40OrdTypecharYOrder type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
▶ 24 enum values
ValueNameDescription
1MarketMarket
2LimitLimit
3StopStop / Stop Loss
4StopLimitStop Limit
5MarketOnCloseMarket On Close (No longer used)
6WithOrWithoutWith Or Without
7LimitOrBetterLimit Or Better
8LimitWithOrWithoutLimit With Or Without
9OnBasisOn Basis
AOnCloseOn Close (No longer used)
BLimitOnCloseLimit On Close (No longer used)
CForexMarketForex Market (No longer used)
DPreviouslyQuotedPreviously Quoted
EPreviouslyIndicatedPreviously Indicated
FForexLimitForex Limit (No longer used)
GForexSwapForex Swap
HForexPreviouslyQuotedForex Previously Quoted (No longer used)
IFunariFunari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
JMarketIfTouchedMarket If Touched (MIT)
KMarketWithLeftOverAsLimitMarket With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
LPreviousFundValuationPointPrevious Fund Valuation Point (Historic pricing; for CIV)
MNextFundValuationPointNext Fund Valuation Point (Forward pricing; for CIV)
PPeggedPegged
QCounterOrderSelectionCounter-order selection
FIX.2.7
423PriceTypeintNCode 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
ValueNameDescription
1PercentagePercentage (i.e. percent of par) (often called "dollar price" for fixed income)
2PerUnitPer unit (i.e. per share or contract)
3FixedAmountFixed amount (absolute value)
4DiscountDiscount - percentage points below par
5PremiumPremium - percentage points over par
6SpreadSpread (basis points spread)
7TEDPriceTED Price
8TEDYieldTED Yield
9YieldYield
10FixedCabinetTradePriceFixed cabinet trade price (primarily for listed futures and options)
11VariableCabinetTradePriceVariable cabinet trade price (primarily for listed futures and options)
13ProductTicksInHalfsProduct ticks in halfs
14ProductTicksInFourthsProduct ticks in fourths
15ProductTicksInEightsProduct ticks in eights
16ProductTicksInSixteenthsProduct ticks in sixteenths
17ProductTicksInThirtySecondsProduct ticks in thirty-seconds
18ProductTicksInSixtyForthsProduct ticks in sixty-forths
19ProductTicksInOneTwentyEightsProduct ticks in one-twenty-eights
FIX.4.3
44PricePriceNRequired for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.FIX.2.7
1092PriceProtectionScopecharNDefines the type of price protection the customer requires on their order.
▶ 4 enum values
ValueNameDescription
0NoneNone
1LocalLocal (Exchange, ECN, ATS)
2NationalNational (Across all national markets)
3GlobalGlobal (Across all markets)
FIX.4.4
99StopPxPriceNRequired for OrdType = "Stop" or OrdType = "Stop limit".FIX.2.7
◈ TriggeringInstruction [Component]NInsert here the set of "TriggeringInstruction" fields defined in "common components of application messages"FIX.5.0
1100TriggerTypecharNRequired if any other Triggering tags are specified.
▶ 4 enum values
ValueNameDescription
1PartialExecutionPartial Execution
2SpecifiedTradingSessionSpecified Trading Session
3NextAuctionNext Auction
4PriceMovementPrice Movement
FIX.5.0
1101TriggerActioncharNDefines the type of action to take when the trigger hits.
▶ 3 enum values
ValueNameDescription
1ActivateActivate
2ModifyModify
3CancelCancel
FIX.4.4
1102TriggerPricePriceNOnly relevant and required for TriggerAction = 1FIX.5.0
1103TriggerSymbolStringNOnly relevant and required for TriggerAction = 1FIX.5.0
1104TriggerSecurityIDStringNRequires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1FIX.5.0
1105TriggerSecurityIDSourceStringNRequires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1FIX.5.0
1106TriggerSecurityDescStringNDefines the security description of the security whose prices will be tracked by the trigger logic.FIX.4.4
1107TriggerPriceTypecharNOnly relevant for TriggerAction = 1
▶ 6 enum values
ValueNameDescription
1BestOfferBest Offer
2LastTradeLast Trade
3BestBidBest Bid
4BestBidOrLastTradeBest Bid or Last Trade
5BestOfferOrLastTradeBest Offer or Last Trade
6BestMidBest Mid
FIX.5.0
1108TriggerPriceTypeScopecharNOnly relevant for TriggerAction = 1
▶ 4 enum values
ValueNameDescription
0NoneNone
1LocalLocal (Exchange, ECN, ATS)
2NationalNational (Across all national markets)
3GlobalGlobal (Across all markets)
FIX.5.0
1109TriggerPriceDirectioncharNOnly relevant for TriggerAction = 1
▶ 2 enum values
ValueNameDescription
UUpTrigger if the price of the specified type goes UP to or through the specified Trigger Price.
DDownTrigger if the price of the specified type goes DOWN to or through the specified Trigger Price.
FIX.5.0
1110TriggerNewPricePriceNShould be specified if the order changes Price.FIX.4.4
1111TriggerOrderTypecharNShould be specified if the order changes type.
▶ 2 enum values
ValueNameDescription
1MarketMarket
2LimitLimit
FIX.4.4
1112TriggerNewQtyQtyNRequired if the order should change quantityFIX.4.4
1113TriggerTradingSessionIDStringNOnly relevant and required for TriggerType = 2.FIX.5.0
1114TriggerTradingSessionSubIDStringNRequires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only.FIX.5.0
◈ SpreadOrBenchmarkCurveData [Component]NInsert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"FIX.4.3
218SpreadPriceOffsetNFor Fixed IncomeFIX.4.3
220BenchmarkCurveCurrencyCurrencyNIdentifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
221BenchmarkCurveNameStringNName of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
▶ 12 enum values
ValueNameDescription
EONIAEONIAEONIA
EUREPOEUREPOEUREPO
EuriborEuriborEuribor
FutureSWAPFutureSWAPFutureSWAP
LIBIDLIBIDLIBID
LIBORLIBORLIBOR (London Inter-Bank Offer)
MuniAAAMuniAAAMuniAAA
OTHEROTHEROTHER
PfandbriefePfandbriefePfandbriefe
SONIASONIASONIA
SWAPSWAPSWAP
TreasuryTreasuryTreasury
FIX.4.3
222BenchmarkCurvePointStringNPoint on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
662BenchmarkPricePriceNSpecifies the price of the benchmark.FIX.4.4
663BenchmarkPriceTypeintNMust be present if BenchmarkPrice is used.FIX.4.4
699BenchmarkSecurityIDStringNThe identifier of the benchmark security, e.g. Treasury against Corporate bond.FIX.4.4
761BenchmarkSecurityIDSourceStringNSource of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.FIX.4.4
◈ YieldData [Component]NInsert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"FIX.4.3
235YieldTypeStringNType of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
▶ 34 enum values
ValueNameDescription
AFTERTAXAfterTaxYieldAfter Tax Yield (Municipals)
ANNUALAnnualYieldAnnual Yield
ATISSUEYieldAtIssueYield At Issue (Municipals)
AVGMATURITYYieldToAverageMaturityYield To Avg Maturity
BOOKBookYieldBook Yield
CALLYieldToNextCallYield to Next Call
CHANGEYieldChangeSinceCloseYield Change Since Close
CLOSEClosingYieldClosing Yield
COMPOUNDCompoundYieldCompound Yield
CURRENTCurrentYieldCurrent Yield
GOVTEQUIVGvntEquivalentYieldGvnt Equivalent Yield
GROSSTrueGrossYieldTrue Gross Yield
INFLATIONYieldWithInflationAssumptionYield with Inflation Assumption
INVERSEFLOATERInverseFloaterBondYieldInverse Floater Bond Yield
LASTCLOSEMostRecentClosingYieldMost Recent Closing Yield
LASTMONTHClosingYieldMostRecentMonthClosing Yield Most Recent Month
LASTQUARTERClosingYieldMostRecentQuarterClosing Yield Most Recent Quarter
LASTYEARClosingYieldMostRecentYearClosing Yield Most Recent Year
LONGAVGLIFEYieldToLongestAverageLifeYield to Longest Average Life
MARKMarkToMarketYieldMark to Market Yield
MATURITYYieldToMaturityYield to Maturity
NEXTREFUNDYieldToNextRefundYield to Next Refund (Sinking Fund Bonds)
OPENAVGOpenAverageYieldOpen Average Yield
PREVCLOSEPreviousCloseYieldPrevious Close Yield
PROCEEDSProceedsYieldProceeds Yield
PUTYieldToNextPutYield to Next Put
SEMIANNUALSemiAnnualYieldSemi-annual Yield
SHORTAVGLIFEYieldToShortestAverageLifeYield to Shortest Average Life
SIMPLESimpleYieldSimple Yield
TAXEQUIVTaxEquivalentYieldTax Equivalent Yield
TENDERYieldToTenderDateYield to Tender Date
TRUETrueYieldTrue Yield
VALUE1_32YieldValueOf32ndsYield Value Of 1/32
WORSTYieldToWorstYield To Worst
FIX.4.3
236YieldPercentageNYield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
701YieldCalcDateLocalMktDateNInclude as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.FIX.4.4
696YieldRedemptionDateLocalMktDateNDate to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).FIX.4.4
697YieldRedemptionPricePriceNPrice to which the yield has been calculated.FIX.4.4
698YieldRedemptionPriceTypeintNThe price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.FIX.4.4
◈ PegInstructions [Component]NInsert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"FIX.4.4
211PegOffsetValuefloatNAmount (signed) added to the peg for a pegged order in the context of the PegOffsetTypeFIX.4.4
1094PegPriceTypeintNDefines the type of peg.
▶ 8 enum values
ValueNameDescription
1LastPegLast peg (last sale)
2MidPricePegMid-price peg (midprice of inside quote)
3OpeningPegOpening peg
4MarketPegMarket peg
5PrimaryPegPrimary peg (primary market - buy at bid or sell at offer)
7PegToVWAPPeg to VWAP
8TrailingStopPegTrailing Stop Peg
9PegToLimitPricePeg to Limit Price
FIX.4.4
835PegMoveTypeintNDescribes whether peg is static/fixed or floats
▶ 2 enum values
ValueNameDescription
0FloatingFloating (default)
1FixedFixed
FIX.4.4
836PegOffsetTypeintNType of Peg Offset (e.g. price offset, tick offset etc)
▶ 4 enum values
ValueNameDescription
0PricePrice (default)
1BasisPointsBasis Points
2TicksTicks
3PriceTierPrice Tier / Level
FIX.4.4
837PegLimitTypeintNSpecifies nature of resulting pegged price (e.g. or better limit, strict limit etc)
▶ 3 enum values
ValueNameDescription
0OrBetterOr better (default) - price improvement allowed
1StrictStrict - limit is a strict limit
2OrWorseOr worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)
FIX.4.4
838PegRoundDirectionintNIf the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)
▶ 2 enum values
ValueNameDescription
1MoreAggressiveMore aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick
2MorePassiveMore passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick
FIX.4.4
840PegScopeintNThe scope of the "related to" price of the peg (e.g. local, global etc)
▶ 4 enum values
ValueNameDescription
1LocalLocal (Exchange, ECN, ATS)
2NationalNational
3GlobalGlobal
4NationalExcludingLocalNational excluding local
FIX.4.4
1096PegSecurityIDSourceStringNRequired if PegSecurityID is specified.FIX.4.4
1097PegSecurityIDStringNRequires PegSecurityIDSource if specified.FIX.4.4
1098PegSymbolStringNDefines the common, 'human understood' representation of the security off whose prices the order will Peg.FIX.4.4
1099PegSecurityDescStringNSecurity description of the security off whose prices the order will Peg.FIX.4.4
◈ DiscretionInstructions [Component]NInsert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"FIX.4.4
388DiscretionInstcharNWhat the discretionary price is related to (e.g. primary price, display price etc)
▶ 8 enum values
ValueNameDescription
0RelatedToDisplayedPriceRelated to displayed price
1RelatedToMarketPriceRelated to market price
2RelatedToPrimaryPriceRelated to primary price
3RelatedToLocalPrimaryPriceRelated to local primary price
4RelatedToMidpointPriceRelated to midpoint price
5RelatedToLastTradePriceRelated to last trade price
6RelatedToVWAPRelated to VWAP
7AveragePriceGuaranteeAverage Price Guarantee
FIX.4.4
389DiscretionOffsetValuefloatNAmount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetTypeFIX.4.4
841DiscretionMoveTypeintNDescribes whether discretion price is static/fixed or floats
▶ 2 enum values
ValueNameDescription
0FloatingFloating (default)
1FixedFixed
FIX.4.4
842DiscretionOffsetTypeintNType of Discretion Offset (e.g. price offset, tick offset etc)
▶ 4 enum values
ValueNameDescription
0PricePrice (default)
1BasisPointsBasis Points
2TicksTicks
3PriceTierPrice Tier / Level
FIX.4.4
843DiscretionLimitTypeintNSpecifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)
▶ 3 enum values
ValueNameDescription
0OrBetterOr better (default) - price improvement allowed
1StrictStrict - limit is a strict limit
2OrWorseOr worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)
FIX.4.4
844DiscretionRoundDirectionintNIf the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)
▶ 2 enum values
ValueNameDescription
1MoreAggressiveMore aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick
2MorePassiveMore passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick
FIX.4.4
846DiscretionScopeintNThe scope of "related to" price of the discretion (e.g. local, global etc)
▶ 4 enum values
ValueNameDescription
1LocalLocal (Exchange, ECN, ATS)
2NationalNational
3GlobalGlobal
4NationalExcludingLocalNational excluding local
FIX.4.4
847TargetStrategyintNThe target strategy of the order
▶ 3 enum values
ValueNameDescription
1VWAPVWAP
2ParticipateParticipate (i.e. aim to be x percent of the market volume)
3MininizeMarketImpactMininize market impact
FIX.4.4
⟳ StrategyParametersGrp [Repeating Group]NStrategy parameter blockFIX.4.4
957NoStrategyParametersNumInGroupNIndicates number of strategy parametersFIX.4.4
958StrategyParameterNameStringNName of parameterFIX.4.4
959StrategyParameterTypeintNDatatype of the parameter.
▶ 24 enum values
ValueNameDescription
1IntInt
2LengthLength
3NumInGroupNumInGroup
4SeqNumSeqNum
5TagNumTagNum
6FloatFloat
7QtyQty
8PricePrice
9PriceOffsetPriceOffset
10AmtAmt
11PercentagePercentage
12CharChar
13BooleanBoolean
14StringString
15MultipleCharValueMultipleCharValue
16CurrencyCurrency
17ExchangeExchange
18MonthYearMonthYear
19UTCTimestampUTCTimeStamp
20UTCTimeOnlyUTCTimeOnly
21LocalMktDateLocalMktTime
22UTCDateOnlyUTCDate
23DataData
24MultipleStringValueMultipleStringValue
FIX.4.4
960StrategyParameterValueStringNValue of the parameterFIX.4.4
end StrategyParametersGrp
848TargetStrategyParametersStringNFor further specification of the TargetStrategyFIX.4.4
849ParticipationRatePercentageNMandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)FIX.4.4
376ComplianceIDStringNID used to represent this transaction for compliance purposes (e.g. OATS reporting).FIX.4.2
377SolicitedFlagBooleanNIndicates whether or not the order was solicited.
▶ 2 enum values
ValueNameDescription
NWasNotSolicitedWas not solicited
YWasSolicitedWas solicited
FIX.4.2
15CurrencyCurrencyNMust match original order.FIX.2.7
59TimeInForcecharNAbsence of this field indicates Day order
▶ 10 enum values
ValueNameDescription
0DayDay (or session)
1GoodTillCancelGood Till Cancel (GTC)
2AtTheOpeningAt the Opening (OPG)
3ImmediateOrCancelImmediate Or Cancel (IOC)
4FillOrKillFill Or Kill (FOK)
5GoodTillCrossingGood Till Crossing (GTX)
6GoodTillDateGood Till Date (GTD)
7AtTheCloseAt the Close
8GoodThroughCrossingGood Through Crossing
9AtCrossingAt Crossing
FIX.2.7
168EffectiveTimeUTCTimestampNCan specify the time at which the order should be considered validFIX.4.2
432ExpireDateLocalMktDateNConditionally required if TimeInForce = GTD and ExpireTime is not specified.FIX.4.2
126ExpireTimeUTCTimestampNConditionally required if TimeInForce = GTD and ExpireDate is not specified.FIX.4.0
427GTBookingInstintNStates whether executions are booked out or accumulated on a partially filled GT order
▶ 3 enum values
ValueNameDescription
0BookOutAllTradesOnDayOfExecutionBook out all trades on day of execution
1AccumulateUntilFilledOrExpiredAccumulate executions until order is filled or expires
2AccumulateUntilVerballyNotifiedOtherwiseAccumulate until verbally notified otherwise
FIX.4.2
◈ CommissionData [Component]NInsert here the set of "CommissionData" fields defined in "Common Components of Application Messages"FIX.4.3
12CommissionAmtNCommission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.FIX.4.3
13CommTypecharNCommission type
▶ 6 enum values
ValueNameDescription
1PerUnitPer Unit (implying shares, par, currency, etc.)
2PercentPercent
3AbsoluteAbsolute (total monetary amount)
4PercentageWaivedCashDiscountPercentage waived - cash discount (for CIV buy orders)
5PercentageWaivedEnhancedUnitsPercentage waived -= enhanced units (for CIV buy orders)
6PointsPerBondOrContractPoints per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds)
FIX.4.3
479CommCurrencyCurrencyNFor CIV - OptionalFIX.4.3
497FundRenewWaivcharNFor CIV - Optional
▶ 2 enum values
ValueNameDescription
NNoNo
YYesYes
FIX.4.3
528OrderCapacitycharNDesignates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)
▶ 6 enum values
ValueNameDescription
AAgencyAgency
GProprietaryProprietary
IIndividualIndividual
PPrincipalPrincipal (Note for CMS purposes, "Principal" includes "Proprietary")
RRisklessPrincipalRiskless Principal
WAgentForOtherMemberAgent for Other Member
FIX.4.3
529OrderRestrictionsMultipleCharValueNRestrictions 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
ValueNameDescription
1ProgramTradeProgram Trade
2IndexArbitrageIndex Arbitrage
3NonIndexArbitrageNon-Index Arbitrage
4CompetingMarketMakerCompeting Market Maker
5ActingAsMarketMakerOrSpecialistInSecurityActing as Market Maker or Specialist in the security
6ActingAsMarketMakerOrSpecialistInUnderlyingActing as Market Maker of Specialist in the underlying security of a derivative seucirty
7ForeignEntityForeign Entity (of foreign government or regulatory jurisdiction)
8ExternalMarketParticipantExternal Market Participant
9ExternalInterConnectedMarketLinkageExtneral Inter-connected Market Linkage
ARisklessArbitrageRiskless Arbitrage
BIssuerHoldingIssuer Holding
CIssuePriceStabilizationIssue Price Stabilization
DNonAlgorithmicNon-algorithmic
EAlgorithmicAlgorithmic
FIX.4.3
1091PreTradeAnonymityBooleanNAllows 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
582CustOrderCapacityintNCapacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
▶ 4 enum values
ValueNameDescription
1MemberTradingForTheirOwnAccountMember trading for their own account
2ClearingFirmTradingForItsProprietaryAccountClearing Firm trading for its proprietary account
3MemberTradingForAnotherMemberMember trading for another member
4AllOtherAll other
FIX.4.3
121ForexReqBooleanNIndicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
▶ 2 enum values
ValueNameDescription
NDoNotExecuteForexAfterSecurityTradeDo Not Execute Forex After Security Trade
YExecuteForexAfterSecurityTradeExecute Forex After Security Trade
FIX.4.0
120SettlCurrencyCurrencyNRequired if ForexReq = Y.FIX.4.0
775BookingTypeintNMethod for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
▶ 3 enum values
ValueNameDescription
0RegularBookingRegular booking
1CFDCFD (Contract for difference)
2TotalReturnSwapTotal Return Swap
FIX.4.4
58TextStringNFree format text string (Note: this field does not have a specified maximum length)FIX.2.7
354EncodedTextLenLengthNMust be set if EncodedText field is specified and must immediately precede it.FIX.4.2
355EncodedTextdataNEncoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.FIX.4.2
193SettlDate2LocalMktDateNCan be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.FIX.4.1
192OrderQty2QtyNCan be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.FIX.4.1
640Price2PriceNCan be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap.FIX.4.3
77PositionEffectcharNFor use in derivatives omnibus accounting
▶ 6 enum values
ValueNameDescription
CCloseClose
FFIFOFIFO
OOpenOpen
RRolledRolled
NCloseButNotifyOnOpenClose but notify on open
DDefaultDefault
FIX.4.1
203CoveredOrUncoveredintNFor use with derivatives, such as options
▶ 2 enum values
ValueNameDescription
0CoveredCovered
1UncoveredUncovered
FIX.4.1
210MaxShowQtyNMaximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int)FIX.4.1
114LocateReqdBooleanNRequired for short sell orders
▶ 2 enum values
ValueNameDescription
NNoIndicates the broker is not required to locate
YYesIndicates the broker is responsible for locating the stock
FIX.4.1
480CancellationRightscharNFor CIV - Optional
▶ 4 enum values
ValueNameDescription
YYesYes
NNoExecutionOnlyNo - Execution Only
MNoWaiverAgreementNo - Waiver agreement
ONoInstitutionalNo - Institutional
FIX.4.3
481MoneyLaunderingStatuscharNA one character code identifying Money laundering status.
▶ 5 enum values
ValueNameDescription
YPassedPassed
NNotCheckedNot Checked
1ExemptBelowLimitExempt - Below the Limit
2ExemptMoneyTypeExempt - Client Money Type exemption
3ExemptAuthorisedExempt - Authorised Credit or financial institution
FIX.4.3
513RegistIDStringNReference to Registration Instructions message for this Order.FIX.4.3
494DesignationStringNSupplementary registration information for this OrderFIX.4.3
1028ManualOrderIndicatorBooleanNIndicates if the order was initially received manually (as opposed to electronically)FIX.4.4
1029CustDirectedOrderBooleanNIndicates if the customer directed this order to a specific execution venue (Y) or not (N). A default of N - customer didn't direct this order - should beused in the case where the information is both missing and essential.FIX.4.4
1030ReceivedDeptIDStringNIdentifies the Broker / Dealer Department that first took the order.FIX.4.4
1031CustOrderHandlingInstMultipleStringValueNCodes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only. For DeskTypeSource (1034) = 1 (NASD OATS), valid values are (as of OATS Phase 3 as provided by NASD. See also http://www.nasd.com/oats/PhaseIII for a complete list.
▶ 24 enum values
ValueNameDescription
ADDAddOnOrderAdd-on Order
AONAllOrNoneAll or None
CNHCashNotHeldCash Not Held
DIRDirectedOrderDirected Order
E.WExchangeForPhysicalTransactionExchange for Physical Transaction
FOKFillOrKillFill or Kill
IOImbalanceOnlyImbalance Only
IOCImmediateOrCancelImmediate or Cancel
LOOLimitOnOpenLimit On Open
LOCLimitOnCloseLimit on Close
MAOMarketAtOpenMarket at Open
MACMarketAtCloseMarket at Close
MOOMarketOnOpenMarket on Open
MOCMarketOnCloseMarket On Close
MQTMinimumQuantityMinimum Quantity
NHNotHeldNot Held
OVDOverTheDayOver the Day
PEGPeggedPegged
RSVReserveSizeOrderReserve Size Order
S.WStopStockTransactionStop Stock Transaction
SCLScaleScale
TMOTimeOrderTime Order
TSTrailingStopTrailing Stop
WRKWorkWork
FIX.4.4
1032OrderHandlingInstSourceintNIdentifies the class or source of the "OrderHandlingInst" values. Scope of this will apply to both CustOrderHandlingInst and DeskOrderHandlingInst fields. Required if CustOrderHandlingInst and/or DeskOrderHandlingInst is specified.
▶ 1 enum values
ValueNameDescription
1NASDOATSNASD OATS
FIX.4.4
⟳ TrdRegTimestamps [Repeating Group]NThe 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.FIX.4.4
768NoTrdRegTimestampsNumInGroupNNumber of TrdRegTimestamp (769) entriesFIX.4.4
769TrdRegTimestampUTCTimestampNRequired if NoTrdRegTimestamps > 1FIX.4.4
770TrdRegTimestampTypeintNRequired if NoTrdRegTimestamps > 1
▶ 6 enum values
ValueNameDescription
1ExecutionTimeExecution Time
2TimeInTime In
3TimeOutTime Out
4BrokerReceiptBroker Receipt
5BrokerExecutionBroker Execution
6DeskReceiptDesk Receipt
FIX.4.4
771TrdRegTimestampOriginStringN—FIX.4.4
1033DeskTypeStringNType of Trading desk
▶ 11 enum values
ValueNameDescription
AAgencyAgency
ARArbitrageArbitrage
DDerivativesDerivatives
INInternationalInternational
ISInstitutionalInstitutional
OOtherOther
PFPreferredTradingPreferred Trading
PRProprietaryProprietary
PTProgramTradingProgram Trading
SSalesSales
TTradingTrading
FIX.4.4
1034DeskTypeSourceintN—
▶ 1 enum values
ValueNameDescription
1NASDOATSNASD OATS
FIX.4.4
1035DeskOrderHandlingInstMultipleStringValueN—
▶ 24 enum values
ValueNameDescription
ADDAddOnOrderAdd-on Order
AONAllOrNoneAll or None
CNHCashNotHeldCash Not Held
DIRDirectedOrderDirected Order
E.WExchangeForPhysicalTransactionExchange for Physical Transaction
FOKFillOrKillFill or Kill
IOImbalanceOnlyImbalance Only
IOCImmediateOrCancelImmediate or Cancel
LOOLimitOnOpenLimit On Open
LOCLimitOnCloseLimit on Close
MAOMarketAtOpenMarket at Open
MACMarketAtCloseMarket at Close
MOOMarketOnOpenMarket on Open
MOCMarketOnCloseMarket On Close
MQTMinimumQuantityMinimum Quantity
NHNotHeldNot Held
OVDOverTheDayOver the Day
PEGPeggedPegged
RSVReserveSizeOrderReserve Size Order
S.WStopStockTransactionStop Stock Transaction
SCLScaleScale
TMOTimeOrderTime Order
TSTrailingStopTrailing Stop
WRKWorkWork
FIX.4.4
end TrdRegTimestamps
◈ StandardTrailer [Component]YThe standard FIX message trailerFIX.2.7
93SignatureLengthLengthNRequired when trailer contains signature. Note: Not to be included within SecureData fieldFIX.4.0
89SignaturedataNNote: Not to be included within SecureData fieldFIX.4.0
10CheckSumStringY(Always unencrypted, always last field in message)FIX.4.0