| ◈ StandardHeader [Component] | | Y | MsgType = BS | FIX.5.0 |
| 8 | BeginString | String | Y | FIXT.1.1 (Always unencrypted, must be first field in message) | FIX.4.0 |
| 9 | BodyLength | Length | Y | (Always unencrypted, must be second field in message) | FIX.4.0 |
| 35 | MsgType | String | Y | (Always unencrypted, must be third field in message)
▶ 113 enum values
| Value | Name | Description |
|---|
| 0 | Heartbeat | Heartbeat | | 1 | TestRequest | TestRequest | | 2 | ResendRequest | ResendRequest | | 3 | Reject | Reject | | 4 | SequenceReset | SequenceReset | | 5 | Logout | Logout | | 6 | IOI | IOI | | 7 | Advertisement | Advertisement | | 8 | ExecutionReport | ExecutionReport | | 9 | OrderCancelReject | OrderCancelReject | | A | Logon | Logon | | AA | DerivativeSecurityList | DerivativeSecurityList | | AB | NewOrderMultileg | NewOrderMultileg | | AC | MultilegOrderCancelReplace | MultilegOrderCancelReplace | | AD | TradeCaptureReportRequest | TradeCaptureReportRequest | | AE | TradeCaptureReport | TradeCaptureReport | | AF | OrderMassStatusRequest | OrderMassStatusRequest | | AG | QuoteRequestReject | QuoteRequestReject | | AH | RFQRequest | RFQRequest | | AI | QuoteStatusReport | QuoteStatusReport | | AJ | QuoteResponse | QuoteResponse | | AK | Confirmation | Confirmation | | AL | PositionMaintenanceRequest | PositionMaintenanceRequest | | AM | PositionMaintenanceReport | PositionMaintenanceReport | | AN | RequestForPositions | RequestForPositions | | AO | RequestForPositionsAck | RequestForPositionsAck | | AP | PositionReport | PositionReport | | AQ | TradeCaptureReportRequestAck | TradeCaptureReportRequestAck | | AR | TradeCaptureReportAck | TradeCaptureReportAck | | AS | AllocationReport | AllocationReport | | AT | AllocationReportAck | AllocationReportAck | | AU | ConfirmationAck | ConfirmationAck | | AV | SettlementInstructionRequest | SettlementInstructionRequest | | AW | AssignmentReport | AssignmentReport | | AX | CollateralRequest | CollateralRequest | | AY | CollateralAssignment | CollateralAssignment | | AZ | CollateralResponse | CollateralResponse | | B | News | News | | BA | CollateralReport | CollateralReport | | BB | CollateralInquiry | CollateralInquiry | | BC | NetworkCounterpartySystemStatusRequest | NetworkCounterpartySystemStatusRequest | | BD | NetworkCounterpartySystemStatusResponse | NetworkCounterpartySystemStatusResponse | | BE | UserRequest | UserRequest | | BF | UserResponse | UserResponse | | BG | CollateralInquiryAck | CollateralInquiryAck | | BH | ConfirmationRequest | ConfirmationRequest | | BI | TradingSessionListRequest | TradingSessionListRequest | | BJ | TradingSessionList | TradingSessionList | | BK | SecurityListUpdateReport | SecurityListUpdateReport | | BL | AdjustedPositionReport | AdjustedPositionReport | | BM | AllocationInstructionAlert | AllocationInstructionAlert | | BN | ExecutionAcknowledgement | ExecutionAcknowledgement | | BO | ContraryIntentionReport | ContraryIntentionReport | | BP | SecurityDefinitionUpdateReport | SecurityDefinitionUpdateReport | | BQ | SettlementObligationReport | SettlementObligationReport | | BR | DerivativeSecurityListUpdateReport | DerivativeSecurityListUpdateReport | | BS | TradingSessionListUpdateReport | TradingSessionListUpdateReport | | BT | MarketDefinitionRequest | MarketDefinitionRequest | | BU | MarketDefinition | MarketDefinition | | BV | MarketDefinitionUpdateReport | MarketDefinitionUpdateReport | | BW | ApplicationMessageRequest | ApplicationMessageRequest | | BX | ApplicationMessageRequestAck | ApplicationMessageRequestAck | | BY | ApplicationMessageReport | ApplicationMessageReport | | BZ | OrderMassActionReport | OrderMassActionReport | | C | Email | Email | | CA | OrderMassActionRequest | OrderMassActionRequest | | CB | UserNotification | UserNotification | | D | NewOrderSingle | NewOrderSingle | | E | NewOrderList | NewOrderList | | F | OrderCancelRequest | OrderCancelRequest | | G | OrderCancelReplaceRequest | OrderCancelReplaceRequest | | H | OrderStatusRequest | OrderStatusRequest | | J | AllocationInstruction | AllocationInstruction | | K | ListCancelRequest | ListCancelRequest | | L | ListExecute | ListExecute | | M | ListStatusRequest | ListStatusRequest | | N | ListStatus | ListStatus | | P | AllocationInstructionAck | AllocationInstructionAck | | Q | DontKnowTrade | DontKnowTrade | | R | QuoteRequest | QuoteRequest | | S | Quote | Quote | | T | SettlementInstructions | SettlementInstructions | | V | MarketDataRequest | MarketDataRequest | | W | MarketDataSnapshotFullRefresh | MarketDataSnapshotFullRefresh | | X | MarketDataIncrementalRefresh | MarketDataIncrementalRefresh | | Y | MarketDataRequestReject | MarketDataRequestReject | | Z | QuoteCancel | QuoteCancel | | a | QuoteStatusRequest | QuoteStatusRequest | | b | MassQuoteAcknowledgement | MassQuoteAcknowledgement | | c | SecurityDefinitionRequest | SecurityDefinitionRequest | | d | SecurityDefinition | SecurityDefinition | | e | SecurityStatusRequest | SecurityStatusRequest | | f | SecurityStatus | SecurityStatus | | g | TradingSessionStatusRequest | TradingSessionStatusRequest | | h | TradingSessionStatus | TradingSessionStatus | | i | MassQuote | MassQuote | | j | BusinessMessageReject | BusinessMessageReject | | k | BidRequest | BidRequest | | l | BidResponse | BidResponse | | m | ListStrikePrice | ListStrikePrice | | n | XMLnonFIX | XMLnonFIX | | o | RegistrationInstructions | RegistrationInstructions | | p | RegistrationInstructionsResponse | RegistrationInstructionsResponse | | q | OrderMassCancelRequest | OrderMassCancelRequest | | r | OrderMassCancelReport | OrderMassCancelReport | | s | NewOrderCross | NewOrderCross | | t | CrossOrderCancelReplaceRequest | CrossOrderCancelReplaceRequest | | u | CrossOrderCancelRequest | CrossOrderCancelRequest | | v | SecurityTypeRequest | SecurityTypeRequest | | w | SecurityTypes | SecurityTypes | | x | SecurityListRequest | SecurityListRequest | | y | SecurityList | SecurityList | | z | DerivativeSecurityListRequest | DerivativeSecurityListRequest |
| FIX.4.0 |
| 1128 | ApplVerID | String | N | Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
▶ 9 enum values
| Value | Name | Description |
|---|
| 0 | FIX27 | FIX27 | | 1 | FIX30 | FIX30 | | 2 | FIX40 | FIX40 | | 3 | FIX41 | FIX41 | | 4 | FIX42 | FIX42 | | 5 | FIX43 | FIX43 | | 6 | FIX44 | FIX44 | | 7 | FIX50 | FIX50 | | 8 | FIX50SP1 | FIX50SP1 |
| FIX.4.4 |
| 1156 | ApplExtID | int | N | The extension pack number associated with an application message. | FIX.5.0 |
| 1129 | CstmApplVerID | String | N | Used to support bilaterally agreed custom functionality | FIX.4.4 |
| 49 | SenderCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 56 | TargetCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 115 | OnBehalfOfCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 128 | DeliverToCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 90 | SecureDataLen | Length | N | Required to identify length of encrypted section of message. (Always unencrypted) | FIX.4.0 |
| 91 | SecureData | data | N | Required when message body is encrypted. Always immediately follows SecureDataLen field. | FIX.4.0 |
| 34 | MsgSeqNum | SeqNum | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 50 | SenderSubID | String | N | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 142 | SenderLocationID | String | N | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 57 | TargetSubID | String | N | "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 143 | TargetLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 116 | OnBehalfOfSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 144 | OnBehalfOfLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 129 | DeliverToSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 145 | DeliverToLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 43 | PossDupFlag | Boolean | N | Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
| Value | Name | Description |
|---|
| N | OriginalTransmission | Original transmission | | Y | PossibleDuplicate | Possible duplicate |
| FIX.4.0 |
| 97 | PossResend | Boolean | N | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
▶ 2 enum values
| Value | Name | Description |
|---|
| N | OriginalTransmission | Original Transmission | | Y | PossibleResend | Possible Resend |
| FIX.4.0 |
| 52 | SendingTime | UTCTimestamp | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 122 | OrigSendingTime | UTCTimestamp | N | Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) | FIX.4.0 |
| 212 | XmlDataLen | Length | N | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | FIX.4.2 |
| 213 | XmlData | data | N | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)
See Volume 1: FIXML Support | FIX.4.2 |
| 347 | MessageEncoding | String | N | Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used. | FIX.4.2 |
| 369 | LastMsgSeqNumProcessed | SeqNum | N | The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. | FIX.4.2 |
| ◈ HopGrp [Component] | | N | Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. | FIX.4.4 |
| 627 | NoHops | NumInGroup | N | Number of HopCompID entries in repeating group. | FIX.4.4 |
| 628 | HopCompID | String | N | Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. | FIX.4.4 |
| 629 | HopSendingTime | UTCTimestamp | N | Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. | FIX.4.4 |
| 630 | HopRefID | SeqNum | N | Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. | FIX.4.4 |
| ◈ ApplicationSequenceControl [Component] | | N | The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block. | FIX.5.0 |
| 1180 | ApplID | String | N | Identifies the application with which a message is associated. Used only if application sequencing is in effect. | FIX.5.0 |
| 1181 | ApplSeqNum | SeqNum | N | Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. | FIX.5.0 |
| 1350 | ApplLastSeqNum | SeqNum | N | The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified | FIX.5.0 |
| 1352 | ApplResendFlag | Boolean | N | Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. | FIX.5.0 |
| 335 | TradSesReqID | String | N | Provided for a response to a specific Trading Session List Request message (snapshot). | FIX.5.0 |
| 1327 | TradSesUpdateAction | char | N | Specifies the action taken | FIX.5.0 |
| ⟳ TrdSessLstGrp [Repeating Group] | | Y | | FIX.5.0 |
| 386 | NoTradingSessions | NumInGroup | Y | Number of TradingSessionIDs (336) in repeating group. | FIX.4.4 |
| 336 | TradingSessionID | String | Y | Identifier for Trading Session
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | Day | Day | | 2 | HalfDay | HalfDay | | 3 | Morning | Morning | | 4 | Afternoon | Afternoon | | 5 | Evening | Evening | | 6 | AfterHours | After-hours |
| FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility
▶ 7 enum values
| Value | Name | Description |
|---|
| 1 | PreTrading | Pre-Trading | | 2 | OpeningOrOpeningAuction | Opening or opening auction | | 3 | Continuous | (Continuous) Trading | | 4 | ClosingOrClosingAuction | Closing or closing auction | | 5 | PostTrading | Post-Trading | | 6 | IntradayAuction | Intraday Auction | | 7 | Quiescent | Quiescent |
| FIX.4.4 |
| 207 | SecurityExchange | Exchange | N | Market used to help identify a security.
Valid values:
See "Appendix 6-C" | FIX.4.4 |
| 1301 | MarketID | Exchange | N | Market for which Trading Session applies | FIX.5.0 |
| 1300 | MarketSegmentID | String | N | Market Segment for which Trading Session applies | FIX.5.0 |
| 1326 | TradingSessionDesc | String | N | Trading Session description | FIX.5.0 |
| 338 | TradSesMethod | int | N | Method of Trading
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Electronic | Electronic | | 2 | OpenOutcry | Open Outcry | | 3 | TwoParty | Two Party |
| FIX.4.4 |
| 339 | TradSesMode | int | N | Trading Session Mode
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Testing | Testing | | 2 | Simulated | Simulated | | 3 | Production | Production |
| FIX.4.4 |
| 325 | UnsolicitedIndicator | Boolean | N | "Y" if message is sent unsolicited as a result of a previous subscription request.
▶ 2 enum values
| Value | Name | Description |
|---|
| N | MessageIsBeingSentAsAResultOfAPriorRequest | Message is being sent as a result of a prior request | | Y | MessageIsBeingSentUnsolicited | Message is being secnt unsolicited |
| FIX.4.4 |
| 340 | TradSesStatus | int | Y | State of trading session.
▶ 7 enum values
| Value | Name | Description |
|---|
| 0 | Unknown | Unknown | | 1 | Halted | Halted | | 2 | Open | Open | | 3 | Closed | Closed | | 4 | PreOpen | Pre-Open | | 5 | PreClose | Pre-Close | | 6 | RequestRejected | Request Rejected |
| FIX.4.4 |
| 567 | TradSesStatusRejReason | int | N | Used with TradSesStatus = "Request Rejected"
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | UnknownOrInvalidTradingSessionID | Unknown or invalid TradingSessionID | | 99 | Other | Other |
| FIX.4.4 |
| 341 | TradSesStartTime | UTCTimestamp | N | Starting time of trading session | FIX.4.4 |
| 342 | TradSesOpenTime | UTCTimestamp | N | Time of the opening of the trading session | FIX.4.4 |
| 343 | TradSesPreCloseTime | UTCTimestamp | N | Time of pre-close of trading session | FIX.4.4 |
| 344 | TradSesCloseTime | UTCTimestamp | N | Closing time of trading session | FIX.4.4 |
| 345 | TradSesEndTime | UTCTimestamp | N | End time of trading session | FIX.4.4 |
| 387 | TotalVolumeTraded | Qty | N | Total volume (quantity) traded. | FIX.4.4 |
| ◈ TradingSessionRules [Component] | | N | Insert here the set of "TradingSessionRules" fields defined in "common components of application messages" | FIX.5.0 |
| ⟳ OrdTypeRules [Repeating Group] | | N | Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | FIX.5.0 |
| 1237 | NoOrdTypeRules | NumInGroup | N | Number of order types | FIX.5.0 |
| 40 | OrdType | char | N | Indicates order types that are valid for the specified market segment.
▶ 24 enum values
| Value | Name | Description |
|---|
| 1 | Market | Market | | 2 | Limit | Limit | | 3 | Stop | Stop / Stop Loss | | 4 | StopLimit | Stop Limit | | 5 | MarketOnClose | Market On Close (No longer used) | | 6 | WithOrWithout | With Or Without | | 7 | LimitOrBetter | Limit Or Better | | 8 | LimitWithOrWithout | Limit With Or Without | | 9 | OnBasis | On Basis | | A | OnClose | On Close (No longer used) | | B | LimitOnClose | Limit On Close (No longer used) | | C | ForexMarket | Forex Market (No longer used) | | D | PreviouslyQuoted | Previously Quoted | | E | PreviouslyIndicated | Previously Indicated | | F | ForexLimit | Forex Limit (No longer used) | | G | ForexSwap | Forex Swap | | H | ForexPreviouslyQuoted | Forex Previously Quoted (No longer used) | | I | Funari | Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) | | J | MarketIfTouched | Market If Touched (MIT) | | K | MarketWithLeftOverAsLimit | Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) | | L | PreviousFundValuationPoint | Previous Fund Valuation Point (Historic pricing; for CIV) | | M | NextFundValuationPoint | Next Fund Valuation Point (Forward pricing; for CIV) | | P | Pegged | Pegged | | Q | CounterOrderSelection | Counter-order selection |
| FIX.5.0 |
| end OrdTypeRules |
| ⟳ TimeInForceRules [Repeating Group] | | N | specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session | FIX.5.0 |
| 1239 | NoTimeInForceRules | NumInGroup | N | Number of time in force techniques | FIX.5.0 |
| 59 | TimeInForce | char | N | Indicates time in force techniques that are valid for the specified market segment
▶ 10 enum values
| Value | Name | Description |
|---|
| 0 | Day | Day (or session) | | 1 | GoodTillCancel | Good Till Cancel (GTC) | | 2 | AtTheOpening | At the Opening (OPG) | | 3 | ImmediateOrCancel | Immediate Or Cancel (IOC) | | 4 | FillOrKill | Fill Or Kill (FOK) | | 5 | GoodTillCrossing | Good Till Crossing (GTX) | | 6 | GoodTillDate | Good Till Date (GTD) | | 7 | AtTheClose | At the Close | | 8 | GoodThroughCrossing | Good Through Crossing | | 9 | AtCrossing | At Crossing |
| FIX.5.0 |
| end TimeInForceRules |
| ⟳ ExecInstRules [Repeating Group] | | N | specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session | FIX.5.0 |
| 1232 | NoExecInstRules | NumInGroup | N | Number of execution instructions | FIX.5.0 |
| 1308 | ExecInstValue | char | N | Indicates execution instructions that are valid for the specified market segment | FIX.5.0 |
| end ExecInstRules |
| ⟳ MatchRules [Repeating Group] | | N | specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session | FIX.5.0 |
| 1235 | NoMatchRules | NumInGroup | N | Number of match rules | FIX.5.0 |
| 1142 | MatchAlgorithm | String | N | The type of algorithm used to match orders in a specific security on an electronic trading platform.
Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar | FIX.5.0 |
| 574 | MatchType | String | N | The point in the matching process at which this trade was matched.
▶ 26 enum values
| Value | Name | Description |
|---|
| 1 | OnePartyTradeReport | One-Party Trade Report (privately negotiated trade) | | 2 | TwoPartyTradeReport | Two-Party Trade Report (privately negotiated trade) | | 3 | ConfirmedTradeReport | Confirmed Trade Report (reporting from recognized markets) | | 4 | AutoMatch | Auto-match | | 5 | CrossAuction | Cross Auction | | 6 | CounterOrderSelection | Counter-Order Selection | | 7 | CallAuction | Call Auction | | 8 | Issuing | Issuing/Buy Back Auction | | M3 | ACTAcceptedTrade | ACT Accepted Trade | | M4 | ACTDefaultTrade | ACT Default Trade | | M5 | ACTDefaultAfterM2 | ACT Default After M2 | | M6 | ACTM6Match | ACT M6 Match | | A1 | ExactMatchPlus4BadgesExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) | | A2 | ExactMatchPlus4Badges | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges | | A3 | ExactMatchPlus2BadgesExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) | | A4 | ExactMatchPlus2Badges | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges | | A5 | ExactMatchPlusExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) | | AQ | StampedAdvisoriesOrSpecialistAccepts | Compared records resulting from stamped advisories or specialist accepts/pair-offs | | S1 | A1ExactMatchSummarizedQuantity | Summarized match using A1 exact match criteria except quantity is summaried | | S2 | A2ExactMatchSummarizedQuantity | Summarized match using A2 exact match criteria except quantity is summarized | | S3 | A3ExactMatchSummarizedQuantity | Summarized match using A3 exact match criteria except quantity is summarized | | S4 | A4ExactMatchSummarizedQuantity | Summarized match using A4 exact match criteria except quantity is summarized | | S5 | A5ExactMatchSummarizedQuantity | Summarized match using A5 exact match criteria except quantity is summarized | | M1 | ExactMatchMinusBadgesTimes | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match | | M2 | SummarizedMatchMinusBadgesTimes | Summarized match minus badges and times: ACT M2 Match | | MT | OCSLockedIn | OCS Locked In: Non-ACT |
| FIX.5.0 |
| end MatchRules |
| ⟳ MarketDataFeedTypes [Repeating Group] | | N | specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session | FIX.5.0 |
| 1141 | NoMDFeedTypes | NumInGroup | N | The number of feed types and corresponding book depths associated with a security | FIX.5.0 |
| 1022 | MDFeedType | String | N | Describes a class of service for a given data feed | FIX.5.0 |
| 264 | MarketDepth | int | N | The depth of book associated with a particular feed type | FIX.5.0 |
| 1021 | MDBookType | int | N | Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | TopOfBook | Top of Book | | 2 | PriceDepth | Price Depth | | 3 | OrderDepth | Order Depth |
| FIX.5.0 |
| end MarketDataFeedTypes |
| 58 | Text | String | N | Free format text string
(Note: this field does not have a specified maximum length) | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Must be set if EncodedText field is specified and must immediately precede it. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | FIX.4.4 |
| end TrdSessLstGrp |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.5.0 |
| 93 | SignatureLength | Length | N | Required when trailer contains signature. Note: Not to be included within SecureData field | FIX.4.0 |
| 89 | Signature | data | N | Note: Not to be included within SecureData field | FIX.4.0 |
| 10 | CheckSum | String | Y | (Always unencrypted, always last field in message) | FIX.4.0 |