AllocationReport message – FIX.5.0SP2 – FIX Reference

← AllocationInstructionAlert → AllocationReportAck

MsgTypeAS

CategoryAllocation

SectionPostTrade

AddedFIX.4.4

Fields488

Components45

Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message.

Message Structure

488 fields, 45 components/groups — click any tag or field name for details

Tag

Name

Type

Req

Description

Added

◈ StandardHeader [Component]

MsgType = AS

FIX.4.4

BeginString

String

FIXT.1.1 (Always unencrypted, must be first field in message)

FIX.4.0

BodyLength

Length

(Always unencrypted, must be second field in message)

FIX.4.0

MsgType

String

(Always unencrypted, must be third field in message)

▶ 116 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
CC	StreamAssignmentRequest	StreamAssignmentRequest
CD	StreamAssignmentReport	StreamAssignmentReport
CE	StreamAssignmentReportACK	StreamAssignmentReportACK
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

Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.

▶ 10 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
9	FIX50SP2	FIX50SP2

FIX.4.4

1156

ApplExtID

int

The extension pack number associated with an application message.

FIX.5.0

1129

CstmApplVerID

String

Used to support bilaterally agreed custom functionality

FIX.4.4

SenderCompID

String

(Always unencrypted)

FIX.4.0

TargetCompID

String

(Always unencrypted)

FIX.4.0

115

OnBehalfOfCompID

String

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

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

FIX.4.0

SecureDataLen

Length

Required to identify length of encrypted section of message. (Always unencrypted)

FIX.4.0

SecureData

data

Required when message body is encrypted. Always immediately follows SecureDataLen field.

FIX.4.0

MsgSeqNum

SeqNum

(Can be embedded within encrypted data section.)

FIX.4.0

SenderSubID

String

(Can be embedded within encrypted data section.)

FIX.4.0

142

SenderLocationID

String

Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

TargetSubID

String

"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

FIX.4.0

143

TargetLocationID

String

Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

116

OnBehalfOfSubID

String

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

144

OnBehalfOfLocationID

String

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

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

145

DeliverToLocationID

String

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

PossDupFlag

Boolean

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

PossResend

Boolean

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

SendingTime

UTCTimestamp

(Can be embedded within encrypted data section.)

FIX.4.0

122

OrigSendingTime

UTCTimestamp

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

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

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

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

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 [Repeating Group]

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

Number of HopCompID entries in repeating group.

FIX.4.4

628

HopCompID

String

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

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

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

end HopGrp

755

AllocReportID

String

Unique identifier for this message

FIX.4.4

AllocID

String

Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int)

FIX.4.4

AllocTransType

char

i.e. New, Cancel, Replace

▶ 7 enum values

Value	Name	Description
0	New	New
1	Replace	Replace
2	Cancel	Cancel
3	Preliminary	Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
4	Calculated	Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
5	CalculatedWithoutPreliminary	Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)
6	Reversal	Reversal

FIX.4.4

795

AllocReportRefID

String

Required for AllocTransType = Replace or Cancel

FIX.4.4

796

AllocCancReplaceReason

int

Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report

▶ 3 enum values

Value	Name	Description
1	OriginalDetailsIncomplete	Original details incomplete/incorrect
2	ChangeInUnderlyingOrderDetails	Change in underlying order details
99	Other	Other

FIX.4.4

793

SecondaryAllocID

String

Optional second identifier for this allocation instruction (need not be unique)

FIX.4.4

794

AllocReportType

int

Specifies the purpose or type of Allocation Report message

▶ 10 enum values

Value	Name	Description
2	PreliminaryRequestToIntermediary	Preliminary Request to Intermediary
3	SellsideCalculatedUsingPreliminary	Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)
4	SellsideCalculatedWithoutPreliminary	Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)
5	WarehouseRecap	Warehouse Recap
8	RequestToIntermediary	Request to Intermediary
9	Accept	Accept
10	Reject	Reject
11	AcceptPending	Accept Pending
12	Complete	Complete
14	ReversePending	Reverse Pending

FIX.4.4

AllocStatus

int

Identifies status of allocation.

▶ 8 enum values

Value	Name	Description
0	Accepted	accepted (successfully processed)
1	BlockLevelReject	block level reject
2	AccountLevelReject	account level reject
3	Received	received (received, not yet processed)
4	Incomplete	incomplete
5	RejectedByIntermediary	rejected by intermediary
6	AllocationPending	allocation pending
7	Reversed	reversed

FIX.4.4

AllocRejCode

int

Required for AllocStatus = 1 (rejected)

▶ 15 enum values

Value	Name	Description
0	UnknownAccount	Unknown account(s)
1	IncorrectQuantity	Incorrect quantity
2	IncorrectAveragegPrice	Incorrect averageg price
3	UnknownExecutingBrokerMnemonic	Unknown executing broker mnemonic
4	CommissionDifference	Commission difference
5	UnknownOrderID	Unknown OrderID (37)
6	UnknownListID	Unknown ListID (66)
7	OtherSeeText	Other (further in Text (58))
8	IncorrectAllocatedQuantity	Incorrect allocated quantity
9	CalculationDifference	Calculation difference
10	UnknownOrStaleExecID	Unknown or stale ExecID
11	MismatchedData	Mismatched data
12	UnknownClOrdID	Unknown ClOrdID
13	WarehouseRequestRejected	Warehouse request rejected
99	Other	Other

FIX.4.4

RefAllocID

String

Required for AllocTransType = Replace or Cancel

FIX.4.4

808

AllocIntermedReqType

int

Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)

▶ 6 enum values

Value	Name	Description
1	PendingAccept	Pending Accept
2	PendingRelease	Pending Release
3	PendingReversal	Pending Reversal
4	Accept	Accept
5	BlockLevelReject	Block Level Reject
6	AccountLevelReject	Account Level Reject

FIX.4.4

196

AllocLinkID

String

Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"

FIX.4.4

197

AllocLinkType

int

Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.

▶ 2 enum values

Value	Name	Description
0	FXNetting	FX Netting
1	FXSwap	FX Swap

FIX.4.4

466

BookingRefID

String

Common reference passed to a post-trade booking process (e.g. industry matching utility).

FIX.4.4

715

ClearingBusinessDate

LocalMktDate

Indicates Clearing Business Date for which transaction will be settled.

FIX.4.4

828

TrdType

int

Indicates Trade Type of Allocation.

▶ 55 enum values

Value	Name	Description
0	RegularTrade	Regular Trade
1	BlockTrade	Block Trade
2	EFP	EFP (Exchange for physical)
3	Transfer	Transfer
4	LateTrade	Late Trade
5	TTrade	T Trade
6	WeightedAveragePriceTrade	Weighted Average Price Trade
7	BunchedTrade	Bunched Trade
8	LateBunchedTrade	Late Bunched Trade
9	PriorReferencePriceTrade	Prior Reference Price Trade
10	AfterHoursTrade	After Hours Trade
11	ExchangeForRisk	Exchange for Risk (EFR)
12	ExchangeForSwap	Exchange for Swap (EFS )
13	ExchangeOfFuturesFor	Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini)
14	ExchangeOfOptionsForOptions	Exchange of Options for Options (EOO)
15	TradingAtSettlement	Trading at Settlement
16	AllOrNone	All or None
17	FuturesLargeOrderExecution	Futures Large Order Execution
18	ExchangeOfFuturesForFutures	Exchange of Futures for Futures (external market) (EFF)
19	OptionInterimTrade	Option Interim Trade
20	OptionCabinetTrade	Option Cabinet Trade
22	PrivatelyNegotiatedTrades	Privately Negotiated Trades
23	SubstitutionOfFuturesForForwards	Substitution of Futures for Forwards
48	NonStandardSettlement	Non-standard settlement
49	DerivativeRelatedTransaction	Derivative Related Transaction
50	PortfolioTrade	Portfolio Trade
51	VolumeWeightedAverageTrade	Volume Weighted Average Trade
52	ExchangeGrantedTrade	Exchange Granted Trade
53	RepurchaseAgreement	Repurchase Agreement
54	OTC	OTC
55	ExchangeBasisFacility	Exchange Basis Facility (EBF)
24	ErrorTrade	Error trade
25	SpecialCumDividend	Special cum dividend (CD)
26	SpecialExDividend	Special ex dividend (XD)
27	SpecialCumCoupon	Special cum coupon (CC)
28	SpecialExCoupon	Special ex coupon (XC)
29	CashSettlement	Cash settlement (CS)
30	SpecialPrice	Special price (usually net- or all-in price) (SP)
31	GuaranteedDelivery	Guaranteed delivery (GD)
32	SpecialCumRights	Special cum rights (CR)
33	SpecialExRights	Special ex rights (XR)
34	SpecialCumCapitalRepayments	Special cum capital repayments (CP)
35	SpecialExCapitalRepayments	Special ex capital repayments (XP)
36	SpecialCumBonus	Special cum bonus (CB)
37	SpecialExBonus	Special ex bonus (XB)
38	LargeTrade	Block trade (same as large trade)
39	WorkedPrincipalTrade	Worked principal trade (UK-specific)
40	BlockTrades	Block Trades - after market
41	NameChange	Name change
42	PortfolioTransfer	Portfolio transfer
43	ProrogationBuy	Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price
44	ProrogationSell	Prorogation sell - see prorogation buy
45	OptionExercise	Option exercise
46	DeltaNeutralTransaction	Delta neutral transaction
47	FinancingTransaction	Financing transaction (includes repo and stock lending)

FIX.4.4

829

TrdSubType

int

Indicates TradeSubType of Allocation. Necessary for defining groups.

▶ 38 enum values

Value	Name	Description
0	CMTA	CMTA
1	InternalTransferOrAdjustment	Internal transfer or adjustment
2	ExternalTransferOrTransferOfAccount	External transfer or transfer of account
3	RejectForSubmittingSide	Reject for submitting side
4	AdvisoryForContraSide	Advisory for contra side
5	OffsetDueToAnAllocation	Offset due to an allocation
6	OnsetDueToAnAllocation	Onset due to an allocation
7	DifferentialSpread	Differential spread
8	ImpliedSpreadLegExecutedAgainstAnOutright	Implied spread leg executed against an outright
9	TransactionFromExercise	Transaction from exercise
10	TransactionFromAssignment	Transaction from assignment
11	ACATS	ACATS
33	OffHoursTrade	Off Hours Trade
34	OnHoursTrade	On Hours Trade
35	OTCQuote	OTC Quote
36	ConvertedSWAP	Converted SWAP
14	AI	AI (Automated input facility disabled in response to an exchange request.)
15	B	B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)
16	K	K (Transaction using block trade facility.)
17	LC	LC (Correction submitted more than three days after publication of the original trade report.)
18	M	M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)
19	N	N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
20	NM	NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)
21	NR	NR (Non-risk transaction in a SEATS security other than an AIM security)
22	P	P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
23	PA	PA (Protected transaction notification)
24	PC	PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
25	PN	PN (Worked principal notification for a portfolio transaction which includes order book securities)
26	R	R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)
27	RO	RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)
28	RT	RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)
29	SW	SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))
30	T	T (If reporting a single protected transaction)
31	WN	WN (Worked principal notification for a single order book security)
32	WT	WT (Worked principal transaction (other than a portfolio transaction))
37	CrossedTrade	Crossed Trade (X)
38	InterimProtectedTrade	Interim Protected Trade (I)
39	LargeInScale	Large in Scale (L)

FIX.4.4

442

MultiLegReportingType

char

Indicates MultiLegReportType of original trade marked for allocation.

▶ 3 enum values

Value	Name	Description
1	SingleSecurity	Single security (default if not specified)
2	IndividualLegOfAMultiLegSecurity	Individual leg of a multi-leg security
3	MultiLegSecurity	Multi-leg security

FIX.4.4

582

CustOrderCapacity

int

Indicates CTI of original trade marked for allocation.

▶ 4 enum values

Value	Name	Description
1	MemberTradingForTheirOwnAccount	Member trading for their own account
2	ClearingFirmTradingForItsProprietaryAccount	Clearing Firm trading for its proprietary account
3	MemberTradingForAnotherMember	Member trading for another member
4	AllOther	All other

FIX.4.4

578

TradeInputSource

String

Indicates input source of original trade marked for allocation.

FIX.4.4

991

RndPx

Price

Specifies the rounded price to quoted precision.

FIX.4.4

1011

MessageEventSource

String

Used to identify the event or source which gave rise to a message.

FIX.4.4

579

TradeInputDevice

String

Specific device number, terminal number or station where trade was entered

FIX.4.4

819

AvgPxIndicator

int

Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.

▶ 3 enum values

Value	Name	Description
0	NoAveragePricing	No Average Pricing
1	Trade	Trade is part of an average price group identified by the TradeLinkID (820)
2	LastTrade	Last trade is the average price group identified by the TradeLinkID (820)

FIX.4.4

857

AllocNoOrdersType

int

Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.

▶ 2 enum values

Value	Name	Description
0	NotSpecified	Not Specified
1	ExplicitListProvided	Explicit List Provided

FIX.4.4

⟳ OrdAllocGrp [Repeating Group]

Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1

FIX.4.4

NoOrders

NumInGroup

Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1

FIX.4.4

ClOrdID

String

Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order. Required when NoOrders(73) > 0 and must be the first repeating field in the group.

FIX.4.4

OrderID

String

Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.

FIX.4.4

198

SecondaryOrderID

String

Can be used to provide order id used by exchange or executing system.

FIX.4.4

526

SecondaryClOrdID

String

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

FIX.4.4

ListID

String

Required for List Orders.

FIX.4.4

⟳ NestedParties2 [Repeating Group]

Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages" This is used to identify the executing broker for step in/give in trades

FIX.4.4

756

NoNested2PartyIDs

NumInGroup

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

FIX.4.4

757

Nested2PartyID

String

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

FIX.4.4

758

Nested2PartyIDSource

char

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

FIX.4.4

759

Nested2PartyRole

int

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

FIX.4.4

⟳ NstdPtys2SubGrp [Repeating Group]

Repeating group of Nested2Party sub-identifiers.

FIX.4.4

806

NoNested2PartySubIDs

NumInGroup

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

FIX.4.4

760

Nested2PartySubID

String

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

FIX.4.4

807

Nested2PartySubIDType

int

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

FIX.4.4

end NstdPtys2SubGrp

end NestedParties2

OrderQty

Qty

Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int)

FIX.4.4

799

OrderAvgPx

Price

Average price for this order. For FX, if specified, expressed in terms of Currency(15).

FIX.4.4

800

OrderBookingQty

Qty

Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field)

FIX.4.4

end OrdAllocGrp

⟳ ExecAllocGrp [Repeating Group]

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

FIX.4.4

124

NoExecs

NumInGroup

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

FIX.4.4

LastQty

Qty

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

FIX.4.4

ExecID

String

Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int).

FIX.4.4

527

SecondaryExecID

String

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

FIX.4.4

LastPx

Price

Price of individual execution. Required if NoExecs > 0. For FX, if specified, expressed in terms of Currency(15).

FIX.4.4

669

LastParPx

Price

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

FIX.4.4

LastCapacity

char

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

▶ 4 enum values

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

FIX.4.4

1003

TradeID

String

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

FIX.4.4

1041

FirmTradeID

String

The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary

FIX.4.4

end ExecAllocGrp

570

PreviouslyReported

Boolean

Indicates if the trade capture report was previously reported to the counterparty

▶ 2 enum values

Value	Name	Description
N	NotReportedToCounterparty	Not reported to counterparty
Y	PerviouslyReportedToCounterparty	Perviously reported to counterparty

FIX.4.4

700

ReversalIndicator

Boolean

Indicates a trade that reverses a previous trade.

FIX.4.4

574

MatchType

String

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.4.4

Side

char

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

▶ 16 enum values

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

FIX.4.4

◈ Instrument [Component]

Components of Application Messages". For NDFs, fixing date (specified in MaturityDate(541)) is required. Fixing time (specified in MaturityTime(1079)) is optional.

FIX.4.4

Symbol

String

Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.

FIX.4.3

SymbolSfx

String

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

▶ 2 enum values

Value	Name	Description
CD	EUCPWithLumpSumInterest	EUCP with lump-sum interest rather than discount price
WI	WhenIssued	"When Issued" for a security to be reissued under an old CUSIP or ISIN

FIX.4.3

SecurityID

String

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

FIX.4.3

SecurityIDSource

String

Required if SecurityID is specified.

▶ 22 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A	BloombergSymbol	Bloomberg Symbol
B	Wertpapier	Wertpapier
C	Dutch	Dutch
D	Valoren	Valoren
E	Sicovam	Sicovam
F	Belgian	Belgian
G	Common	"Common" (Clearstream and Euroclear)
H	ClearingHouse	Clearing House / Clearing Organization
I	ISDAFpMLSpecification	ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J	OptionPriceReportingAuthority	Option Price Reporting Authority
K	ISDAFpMLURL	ISDA/FpML Product URL (URL in SecurityID)
L	LetterOfCredit	Letter of Credit
M	MarketplaceAssignedIdentifier	Marketplace-assigned Identifier

FIX.4.3

⟳ SecAltIDGrp [Repeating Group]

Number of alternate Security Identifiers

FIX.4.4

454

NoSecurityAltID

NumInGroup

Number of SecurityAltID (455) entries.

FIX.4.4

455

SecurityAltID

String

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

FIX.4.4

456

SecurityAltIDSource

String

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

FIX.4.4

end SecAltIDGrp

460

Product

int

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

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.3

1227

ProductComplex

String

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

FIX.5.0

1151

SecurityGroup

String

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

FIX.5.0

461

CFICode

String

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

FIX.4.3

167

SecurityType

String

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)

▶ 118 enum values

Value	Name	Description
UST	USTreasuryNoteOld	US Treasury Note (Deprecated Value Use TNOTE)
USTB	USTreasuryBillOld	US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
EUFRN	EuroCorporateFloatingRateNotes	Euro Corporate Floating Rate Notes
FRN	USCorporateFloatingRateNotes	US Corporate Floating Rate Notes
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CDS	CreditDefaultSwap	Credit Default Swap
FUT	Future	Future
OPT	Option	Option
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical - use not recommended
IRS	InterestRateSwap	Interest Rate Swap
OOC	OptionsOnCombo	Options on Combo
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
BRADY	BradyBond	Brady Bond
CAN	CanadianTreasuryNotes	Canadian Treasury Notes
CTB	CanadianTreasuryBills	Canadian Treasury Bills
EUSOV	EuroSovereigns	Euro Sovereigns *
PROV	CanadianProvincialBonds	Canadian Provincial Bonds
TB	TreasuryBill	Treasury Bill - non US
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TBILL	USTreasuryBill	US Treasury Bill
TIPS	TreasuryInflationProtectedSecurities	Treasury Inflation Protected Securities
TCAL	PrincipalStripOfACallableBondOrNote	Principal Strip Of A Callable Bond Or Note
TPRN	PrincipalStripFromANonCallableBondOrNote	Principal Strip From A Non-Callable Bond Or Note
TNOTE	USTreasuryNote	US Treasury Note
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
BRIDGE	BridgeLoan	Bridge Loan
LOFC	LetterOfCredit	Letter Of Credit
SWING	SwingLineFacility	Swing Line Facility
DINP	DebtorInPossession	Debtor In Possession
DEFLTED	Defaulted	Defaulted
WITHDRN	Withdrawn	Withdrawn
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
RETIRED	Retired	Retired
BA	BankersAcceptance	Bankers Acceptance
BDN	BankDepositoryNote	Bank Depository Note
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CAMM	CanadianMoneyMarkets	Canadian Money Markets
CD	CertificateOfDeposit	Certificate Of Deposit
CL	CallLoans	Call Loans
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate Of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
STN	ShortTermLoanNote	Short Term Loan Note
PZFJ	PlazosFijos	Plazos Fijos
SLQN	SecuredLiquidityNote	Secured Liquidity Note
TD	TimeDeposit	Time Deposit
TLQN	TermLiquidityNote	Term Liquidity Note
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMB	CanadianMortgageBonds	Canadian Mortgage Bonds
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To Be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes (BAN, GAN, etc.)
COFO	CertificateOfObligation	Certificate Of Obligation
COFP	CertificateOfParticipation	Certificate Of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
REV	RevenueBonds	Revenue Bonds
SPCLA	SpecialAssessment	Special Assessment
SPCLO	SpecialObligation	Special Obligation
SPCLT	SpecialTax	Special Tax
TAN	TaxAnticipationNote	Tax Anticipation Note
TAXA	TaxAllocation	Tax Allocation
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TMCP	TaxableMunicipalCP	Taxable Municipal CP
TRAN	TaxRevenueAnticipationNote	Tax Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
WAR	Warrant	Warrant
MF	MutualFund	Mutual Fund
MLEG	MultilegInstrument	Multileg Instrument
NONE	NoSecurityType	No Security Type
?	Wildcard	Wildcard entry for use on Security Definition Request
CASH	Cash	Cash
FXNDF	NonDeliverableForward	Non-deliverable forward
FXSPOT	FXSpot	FX Spot
FXFWD	FXForward	FX Forward
FXSWAP	FXSwap	FX Swap

FIX.4.3

762

SecuritySubType

String

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

FIX.4.4

200

MaturityMonthYear

MonthYear

Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.

FIX.4.3

541

MaturityDate

LocalMktDate

Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract.

FIX.4.3

1079

MaturityTime

TZTimeOnly

For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.

FIX.4.4

966

SettleOnOpenFlag

String

Indicator to determine if Instrument is Settle on Open.

FIX.4.4

1049

InstrmtAssignmentMethod

char

Method under which assignment was conducted

▶ 2 enum values

Value	Name	Description
P	ProRata	Pro rata
R	Random	Random

FIX.4.4

965

SecurityStatus

String

Gives the current state of the instrument

▶ 2 enum values

Value	Name	Description
1	Active	Active
2	Inactive	Inactive

FIX.4.4

224

CouponPaymentDate

LocalMktDate

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

FIX.4.3

1449

RestructuringType

String

A category of CDS credit even in which the underlying bond experiences a restructuring. Used to define a CDS instrument.

▶ 4 enum values

Value	Name	Description
FR	FullRestructuring	Full Restructuring
MR	ModifiedRestructuring	Modified Restructuring
MM	ModifiedModRestructuring	Modified Mod Restructuring
XR	NoRestructuringSpecified	No Restructuring specified

FIX.5.0SP1

1450

Seniority

String

Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument.

▶ 3 enum values

Value	Name	Description
SD	SeniorSecured	Senior Secured
SR	Senior	Senior
SB	Subordinated	Subordinated

FIX.5.0SP1

1451

NotionalPercentageOutstanding

Percentage

Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position.

FIX.5.0SP1

1452

OriginalNotionalPercentageOutstanding

Percentage

Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451).

FIX.5.0SP1

1457

AttachmentPoint

Percentage

Lower bound percentage of the loss that the tranche can endure.

FIX.5.0SP1

1458

DetachmentPoint

Percentage

Upper bound percentage of the loss the tranche can endure.

FIX.5.0SP1

225

IssueDate

LocalMktDate

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

FIX.4.3

239

RepoCollateralSecurityType

String

Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

226

RepurchaseTerm

int

Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

227

RepurchaseRate

Percentage

Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

228

Factor

float

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

FIX.4.3

255

CreditRating

String

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

543

InstrRegistry

String

The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.

FIX.4.3

470

CountryOfIssue

Country

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

FIX.4.3

471

StateOrProvinceOfIssue

String

A two-character state or province abbreviation.

FIX.4.3

472

LocaleOfIssue

String

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

FIX.4.3

240

RedemptionDate

LocalMktDate

Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

202

StrikePrice

Price

Used for derivatives, such as options and covered warrants

FIX.4.3

947

StrikeCurrency

Currency

Used for derivatives

FIX.4.4

967

StrikeMultiplier

float

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

FIX.4.4

968

StrikeValue

float

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

FIX.4.4

1478

StrikePriceDeterminationMethod

int

Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Conditionally, required if value is other than "fixed".

▶ 4 enum values

Value	Name	Description
1	FixedStrike	Fixed Strike
2	StrikeSetAtExpiration	Strike set at expiration to underlying or other value (lookback floating)
3	StrikeSetToAverageAcrossLife	Strike set to average of underlying settlement price across the life of the option
4	StrikeSetToOptimalValue	Strike set to optimal value

FIX.5.0SP1

1479

StrikePriceBoundaryMethod

int

Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.

▶ 5 enum values

Value	Name	Description
1	LessThan	Less than underlying price is in-the-money (ITM)
2	LessThanOrEqual	Less than or equal to the underlying price is in-the-money(ITM)
3	Equal	Equal to the underlying price is in-the-money(ITM)
4	GreaterThanOrEqual	Greater than or equal to underlying price is in-the-money(ITM)
5	GreaterThan	Greater than underlying is in-the-money(ITM)

FIX.5.0SP1

1480

StrikePriceBoundaryPrecision

Percentage

Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.

FIX.5.0SP1

1481

UnderlyingPriceDeterminationMethod

int

Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").

▶ 4 enum values

Value	Name	Description
1	Regular	Regular
2	SpecialReference	Special reference
3	OptimalValue	Optimal value (Lookback)
4	AverageValue	Average value (Asian option)

FIX.5.0SP1

206

OptAttribute

char

Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.

FIX.4.3

231

ContractMultiplier

float

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

FIX.4.3

1435

ContractMultiplierUnit

int

Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in.

▶ 3 enum values

Value	Name	Description
0	Shares	Shares
1	Hours	Hours
2	Days	Days

FIX.5.0SP1

1439

FlowScheduleType

int

The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".

▶ 5 enum values

Value	Name	Description
0	NERCEasternOffPeak	NERC Eastern Off-Peak
1	NERCWesternOffPeak	NERC Western Off-Peak
2	NERCCalendarAllDaysInMonth	NERC Calendar-All Days in month
3	NERCEasternPeak	NERC Eastern Peak
4	NERCWesternPeak	NERC Western Peak

FIX.5.0SP1

969

MinPriceIncrement

float

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

FIX.4.4

1146

MinPriceIncrementAmount

Amt

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

FIX.5.0

996

UnitOfMeasure

String

▶ 13 enum values

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

FIX.4.4

1147

UnitOfMeasureQty

Qty

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

FIX.5.0

1191

PriceUnitOfMeasure

String

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

FIX.5.0

1192

PriceUnitOfMeasureQty

Qty

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

FIX.5.0

1193

SettlMethod

char

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

▶ 2 enum values

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

FIX.5.0

1194

ExerciseStyle

int

Type of exercise of a derivatives security

▶ 3 enum values

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

FIX.5.0

1482

OptPayoutType

int

Indicates the type of payout that will result from an in-the-money option.

▶ 3 enum values

Value	Name	Description
1	Vanilla	Vanilla
2	Capped	Capped
3	Binary	Binary

FIX.5.0SP1

1195

OptPayoutAmount

Amt

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

FIX.5.0

1196

PriceQuoteMethod

String

Method for price quotation

▶ 4 enum values

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

FIX.5.0

1197

ValuationMethod

String

Indicates type of valuation method used.

▶ 5 enum values

Value	Name	Description
EQTY	PremiumStyle	premium style
FUT	FuturesStyleMarkToMarket	futures style mark-to-market
FUTDA	FuturesStyleWithAnAttachedCashAdjustment	futures style with an attached cash adjustment
CDS	CDSStyleCollateralization	CDS style collateralization of market to market and coupon
CDSD	CDSInDeliveryUseRecoveryRateToCalculate	CDS in delivery - use recovery rate to calculate obligation

FIX.5.0

1198

ListMethod

int

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

▶ 2 enum values

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

FIX.5.0

1199

CapPrice

Price

Used to express the ceiling price of a capped call

FIX.5.0

1200

FloorPrice

Price

Used to express the floor price of a capped put

FIX.5.0

201

PutOrCall

int

Used to express option right

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.4

1244

FlexibleIndicator

Boolean

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

FIX.5.0

1242

FlexProductEligibilityIndicator

Boolean

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

FIX.5.0

997

TimeUnit

String

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

▶ 7 enum values

Value	Name	Description
H	Hour	Hour
Min	Minute	Minute
S	Second	Second
D	Day	Day
Wk	Week	Week
Mo	Month	Month
Yr	Year	Year

FIX.4.4

223

CouponRate

Percentage

For Fixed Income.

FIX.4.3

207

SecurityExchange

Exchange

Can be used to identify the security.

FIX.4.3

970

PositionLimit

int

Position Limit for the instrument.

FIX.4.4

971

NTPositionLimit

int

Near-term Position Limit for the instrument.

FIX.4.4

106

Issuer

String

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

FIX.4.3

348

EncodedIssuerLen

Length

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

FIX.4.3

349

EncodedIssuer

data

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

FIX.4.3

107

SecurityDesc

String

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

FIX.4.3

350

EncodedSecurityDescLen

Length

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

FIX.4.3

351

EncodedSecurityDesc

data

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

FIX.4.3

◈ SecurityXML [Component]

Embedded XML document describing security.

FIX.5.0

1184

SecurityXMLLen

Length

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

FIX.5.0

1185

SecurityXML

XMLData

XML payload or content describing the Security information.

FIX.5.0

1186

SecurityXMLSchema

String

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

FIX.5.0

691

Pool

String

Identifies MBS / ABS pool

FIX.4.4

667

ContractSettlMonth

MonthYear

Must be present for MBS/TBA

FIX.4.4

875

CPProgram

int

The program under which a commercial paper is issued

▶ 3 enum values

Value	Name	Description
1	Program3a3	3(a)(3)
2	Program42	4(2)
99	Other	Other

FIX.4.4

876

CPRegType

String

The registration type of a commercial paper issuance

FIX.4.4

⟳ EvntGrp [Repeating Group]

Number of repeating EventType group entries.

FIX.4.4

864

NoEvents

NumInGroup

Number of repeating EventType entries.

FIX.4.4

865

EventType

int

Code to represent the type of event

▶ 20 enum values

Value	Name	Description
1	Put	Put
2	Call	Call
3	Tender	Tender
4	SinkingFundCall	Sinking Fund Call
5	Activation	Activation
6	Inactiviation	Inactiviation
7	LastEligibleTradeDate	Last Eligible Trade Date
8	SwapStartDate	Swap Start Date
9	SwapEndDate	Swap End Date
10	SwapRollDate	Swap Roll Date
11	SwapNextStartDate	Swap Next Start Date
12	SwapNextRollDate	Swap Next Roll Date
13	FirstDeliveryDate	First Delivery Date
14	LastDeliveryDate	Last Delivery Date
15	InitialInventoryDueDate	Initial Inventory Due Date
16	FinalInventoryDueDate	Final Inventory Due Date
17	FirstIntentDate	First Intent Date
18	LastIntentDate	Last Intent Date
19	PositionRemovalDate	Position Removal Date
99	Other	Other

FIX.4.4

866

EventDate

LocalMktDate

Date of event

FIX.4.4

1145

EventTime

UTCTimestamp

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

FIX.5.0

867

EventPx

Price

Predetermined price of issue at event, if applicable

FIX.4.4

868

EventText

String

Comments related to the event.

FIX.4.4

end EvntGrp

873

DatedDate

LocalMktDate

If different from IssueDate

FIX.4.4

874

InterestAccrualDate

LocalMktDate

If different from IssueDate and DatedDate

FIX.4.4

⟳ InstrumentParties [Repeating Group]

Used to identify the parties listing a specific instrument

FIX.4.4

1018

NoInstrumentParties

NumInGroup

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

FIX.4.4

1019

InstrumentPartyID

String

Used to identify party id related to instrument

FIX.4.4

1050

InstrumentPartyIDSource

char

Used to identify source of instrument party id

FIX.4.4

1051

InstrumentPartyRole

int

Used to identify the role of instrument party id

FIX.4.4

⟳ InstrumentPtysSubGrp [Repeating Group]

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

1052

NoInstrumentPartySubIDs

NumInGroup

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

FIX.4.4

1053

InstrumentPartySubID

String

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

FIX.4.4

1054

InstrumentPartySubIDType

int

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

FIX.4.4

end InstrumentPtysSubGrp

end InstrumentParties

⟳ ComplexEvents [Repeating Group]

The ComplexEvent Group is a repeating block which allows an unlimited number and types of events in the lifetime of an option to be specified.

FIX.5.0SP1

1483

NoComplexEvents

NumInGroup

Number of complex events

FIX.5.0SP1

1484

ComplexEventType

int

Identifies the type of complex event. Required if NoComplexEvents > 0.

▶ 9 enum values

Value	Name	Description
1	Capped	Capped
2	Trigger	Trigger
3	KnockInUp	Knock-in up
4	KockInDown	Kock-in down
5	KnockOutUp	Knock-out up
6	KnockOutDown	Knock-out down
7	Underlying	Underlying
8	ResetBarrier	Reset Barrier
9	RollingBarrier	Rolling Barrier

FIX.5.0SP1

1485

ComplexOptPayoutAmount

Amt

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

FIX.5.0SP1

1486

ComplexEventPrice

Price

Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484).

FIX.5.0SP1

1487

ComplexEventPriceBoundaryMethod

int

Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType.

▶ 5 enum values

Value	Name	Description
1	LessThanComplexEventPrice	Less than ComplexEventPrice(1486)
2	LessThanOrEqualToComplexEventPrice	Less than or equal to ComplexEventPrice(1486)
3	EqualToComplexEventPrice	Equal to ComplexEventPrice(1486)
4	GreaterThanOrEqualToComplexEventPrice	Greater than or equal to ComplexEventPrice(1486)
5	GreaterThanComplexEventPrice	Greater than ComplexEventPrice(1486)

FIX.5.0SP1

1488

ComplexEventPriceBoundaryPrecision

Percentage

Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.

FIX.5.0SP1

1489

ComplexEventPriceTimeType

int

Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType.

▶ 3 enum values

Value	Name	Description
1	Expiration	Expiration
2	Immediate	Immediate (At Any Time)
3	SpecifiedDate	Specified Date/Time

FIX.5.0SP1

1490

ComplexEventCondition

int

ComplexEventCondition is conditionally required when there are more than one ComplexEvent occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition which links it with the second event.

▶ 2 enum values

Value	Name	Description
1	And	And
2	Or	Or

FIX.5.0SP1

⟳ ComplexEventDates [Repeating Group]

Used to specify the dates and time ranges when a complex event is in effect.

FIX.5.0SP1

1491

NoComplexEventDates

NumInGroup

Number of complex event date occurrences for a given complex event.

FIX.5.0SP1

1492

ComplexEventStartDate

UTCTimestamp

Required if NoComplexEventDates(1491) > 0.

FIX.5.0SP1

1493

ComplexEventEndDate

UTCTimestamp

Required if NoComplexEventDates(1491) > 0.

FIX.5.0SP1

⟳ ComplexEventTimes [Repeating Group]

The ComplexEventTime component is nested within the ComplexEventDate in order to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.

FIX.5.0SP1

1494

NoComplexEventTimes

NumInGroup

Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59.

FIX.5.0SP1

1495

ComplexEventStartTime

UTCTimeOnly

Required if NoComplexEventTimes(1494) > 0.

FIX.5.0SP1

1496

ComplexEventEndTime

UTCTimeOnly

Required if NoComplexEventTimes(1494) > 0.

FIX.5.0SP1

end ComplexEventTimes

end ComplexEventDates

end ComplexEvents

◈ InstrumentExtension [Component]

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

FIX.4.4

668

DeliveryForm

int

Identifies the form of delivery.

▶ 2 enum values

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

FIX.4.4

869

PctAtRisk

Percentage

Percent at risk due to lowest possible call.

FIX.4.4

⟳ AttrbGrp [Repeating Group]

Number of repeating InstrAttrib group entries.

FIX.4.4

870

NoInstrAttrib

NumInGroup

Number of repeating InstrAttribType entries.

FIX.4.4

871

InstrAttribType

int

Code to represent the type of instrument attribute

▶ 30 enum values

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

FIX.4.4

872

InstrAttribValue

String

Attribute value appropriate to the InstrAttribType (87) field.

FIX.4.4

end AttrbGrp

◈ FinancingDetails [Component]

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

FIX.4.4

913

AgreementDesc

String

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

FIX.4.4

914

AgreementID

String

A common reference to the applicable standing agreement between the principals

FIX.4.4

915

AgreementDate

LocalMktDate

A reference to the date the underlying agreement was executed.

FIX.4.4

918

AgreementCurrency

Currency

Currency of the underlying agreement.

FIX.4.4

788

TerminationType

int

For Repos the timing or method for terminating the agreement.

▶ 4 enum values

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

FIX.4.4

916

StartDate

LocalMktDate

Settlement date of the beginning of the deal

FIX.4.4

917

EndDate

LocalMktDate

Repayment / repurchase date

FIX.4.4

919

DeliveryType

int

Delivery or custody arrangement for the underlying securities

▶ 4 enum values

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

FIX.4.4

898

MarginRatio

Percentage

Percentage of cash value that underlying security collateral must meet.

FIX.4.4

⟳ UndInstrmtGrp [Repeating Group]

FIX.4.4

711

NoUnderlyings

NumInGroup

Number of underlyings

FIX.4.4

◈ UnderlyingInstrument [Component]

Must be provided if Number of underlyings > 0

FIX.4.4

311

UnderlyingSymbol

String

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

FIX.4.3

312

UnderlyingSymbolSfx

String

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

FIX.4.3

309

UnderlyingSecurityID

String

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

FIX.4.3

305

UnderlyingSecurityIDSource

String

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

FIX.4.3

⟳ UndSecAltIDGrp [Repeating Group]

FIX.4.4

457

NoUnderlyingSecurityAltID

NumInGroup

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.4

458

UnderlyingSecurityAltID

String

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

FIX.4.4

459

UnderlyingSecurityAltIDSource

String

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

FIX.4.4

end UndSecAltIDGrp

462

UnderlyingProduct

int

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

FIX.4.3

463

UnderlyingCFICode

String

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

FIX.4.3

310

UnderlyingSecurityType

String

Underlying security's SecurityType. Valid values: see SecurityType (167) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.:

FIX.4.3

763

UnderlyingSecuritySubType

String

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

FIX.4.4

313

UnderlyingMaturityMonthYear

MonthYear

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

FIX.4.3

542

UnderlyingMaturityDate

LocalMktDate

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

FIX.4.3

1213

UnderlyingMaturityTime

TZTimeOnly

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

FIX.5.0

241

UnderlyingCouponPaymentDate

LocalMktDate

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

FIX.4.3

1453

UnderlyingRestructuringType

String

See RestructuringType(1449)

FIX.5.0SP1

1454

UnderlyingSeniority

String

See Seniority(1450)

FIX.5.0SP1

1455

UnderlyingNotionalPercentageOutstanding

Percentage

See NotionalPercentageOutstanding(1451)

FIX.5.0SP1

1456

UnderlyingOriginalNotionalPercentageOutstanding

Percentage

See OriginalNotionalPercentageOutstanding(1452)

FIX.5.0SP1

1459

UnderlyingAttachmentPoint

Percentage

See AttachmentPoint(1457).

FIX.5.0SP1

1460

UnderlyingDetachmentPoint

Percentage

See DetachmentPoint(1458).

FIX.5.0SP1

242

UnderlyingIssueDate

LocalMktDate

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

FIX.4.3

243

UnderlyingRepoCollateralSecurityType

String

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

FIX.4.3

244

UnderlyingRepurchaseTerm

int

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

FIX.4.3

245

UnderlyingRepurchaseRate

Percentage

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

FIX.4.3

246

UnderlyingFactor

float

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

FIX.4.3

256

UnderlyingCreditRating

String

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

FIX.4.3

595

UnderlyingInstrRegistry

String

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

FIX.4.3

592

UnderlyingCountryOfIssue

Country

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

FIX.4.3

593

UnderlyingStateOrProvinceOfIssue

String

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

FIX.4.3

594

UnderlyingLocaleOfIssue

String

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

FIX.4.3

247

UnderlyingRedemptionDate

LocalMktDate

Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

316

UnderlyingStrikePrice

Price

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

FIX.4.3

941

UnderlyingStrikeCurrency

Currency

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

FIX.4.4

317

UnderlyingOptAttribute

char

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

FIX.4.3

436

UnderlyingContractMultiplier

float

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

FIX.4.3

1437

UnderlyingContractMultiplierUnit

int

Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UndlyContractMultiplier(tag 436) is expressed in.

FIX.5.0SP1

1441

UnderlyingFlowScheduleType

int

The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".

FIX.5.0SP1

998

UnderlyingUnitOfMeasure

String

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

1423

UnderlyingUnitOfMeasureQty

Qty

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

1424

UnderlyingPriceUnitOfMeasure

String

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

1425

UnderlyingPriceUnitOfMeasureQty

Qty

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

1000

UnderlyingTimeUnit

String

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

FIX.4.4

1419

UnderlyingExerciseStyle

int

Type of exercise of a derivatives security

FIX.5.0

435

UnderlyingCouponRate

Percentage

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

FIX.4.3

308

UnderlyingSecurityExchange

Exchange

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

FIX.4.3

306

UnderlyingIssuer

String

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

FIX.4.3

362

EncodedUnderlyingIssuerLen

Length

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

FIX.4.3

363

EncodedUnderlyingIssuer

data

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

FIX.4.3

307

UnderlyingSecurityDesc

String

Description of the Underlying security. See SecurityDesc(107).

FIX.4.3

364

EncodedUnderlyingSecurityDescLen

Length

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

FIX.4.3

365

EncodedUnderlyingSecurityDesc

data

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

FIX.4.3

877

UnderlyingCPProgram

String

The program under which the underlying commercial paper is issued

FIX.4.4

878

UnderlyingCPRegType

String

The registration type of the underlying commercial paper issuance

FIX.4.4

972

UnderlyingAllocationPercent

Percentage

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

FIX.4.4

318

UnderlyingCurrency

Currency

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

FIX.4.4

879

UnderlyingQty

Qty

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

FIX.4.4

975

UnderlyingSettlementType

int

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

▶ 3 enum values

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

FIX.4.4

973

UnderlyingCashAmount

Amt

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

FIX.4.4

974

UnderlyingCashType

String

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

▶ 2 enum values

Value	Name	Description
FIXED	FIXED	FIXED
DIFF	DIFF	DIFF

FIX.4.4

810

UnderlyingPx

Price

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

FIX.4.4

882

UnderlyingDirtyPrice

Price

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

FIX.4.4

883

UnderlyingEndPrice

Price

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

FIX.4.4

884

UnderlyingStartValue

Amt

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

FIX.4.4

885

UnderlyingCurrentValue

Amt

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

FIX.4.4

886

UnderlyingEndValue

Amt

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

FIX.4.4

⟳ UnderlyingStipulations [Repeating Group]

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

FIX.4.4

887

NoUnderlyingStips

NumInGroup

Number of underlying stipulation entries

FIX.4.4

888

UnderlyingStipType

String

Required if NoUnderlyingStips >0

FIX.4.4

889

UnderlyingStipValue

String

Value of stipulation. Same values as StipulationValue (234)

FIX.4.4

end UnderlyingStipulations

1044

UnderlyingAdjustedQuantity

Qty

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

FIX.4.4

1045

UnderlyingFXRate

float

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

FIX.4.4

1046

UnderlyingFXRateCalc

char

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

▶ 2 enum values

Value	Name	Description
D	Divide	Divide
M	Multiply	Multiply

FIX.4.4

1038

UnderlyingCapValue

Amt

Maximum notional value for a capped financial instrument

FIX.4.4

⟳ UndlyInstrumentParties [Repeating Group]

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

FIX.4.4

1058

NoUndlyInstrumentParties

NumInGroup

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

FIX.4.4

1059

UnderlyingInstrumentPartyID

String

Used to identify party id related to instrument

FIX.4.4

1060

UnderlyingInstrumentPartyIDSource

char

Used to identify source of instrument party id

FIX.4.4

1061

UnderlyingInstrumentPartyRole

int

Used to identify the role of instrument party id

FIX.4.4

⟳ UndlyInstrumentPtysSubGrp [Repeating Group]

Repeating group of InstrumentParty sub-identifiers.

FIX.4.4

1062

NoUndlyInstrumentPartySubIDs

NumInGroup

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

FIX.4.4

1063

UnderlyingInstrumentPartySubID

String

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

FIX.4.4

1064

UnderlyingInstrumentPartySubIDType

int

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

FIX.4.4

end UndlyInstrumentPtysSubGrp

end UndlyInstrumentParties

1039

UnderlyingSettlMethod

String

—

FIX.4.4

315

UnderlyingPutOrCall

int

Used to express option right

FIX.4.3

end UndInstrmtGrp

⟳ InstrmtLegGrp [Repeating Group]

FIX.4.4

555

NoLegs

NumInGroup

Number of legs

FIX.4.4

◈ InstrumentLeg [Component]

Must be provided if Number of legs > 0

FIX.4.4

600

LegSymbol

String

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

FIX.4.3

601

LegSymbolSfx

String

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

FIX.4.3

602

LegSecurityID

String

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

FIX.4.3

603

LegSecurityIDSource

String

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

FIX.4.3

⟳ LegSecAltIDGrp [Repeating Group]

FIX.4.4

604

NoLegSecurityAltID

NumInGroup

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

FIX.4.4

605

LegSecurityAltID

String

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

FIX.4.4

606

LegSecurityAltIDSource

String

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

FIX.4.4

end LegSecAltIDGrp

607

LegProduct

int

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

FIX.4.3

608

LegCFICode

String

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

FIX.4.3

609

LegSecurityType

String

Refer to definition of SecurityType(167)

FIX.4.3

764

LegSecuritySubType

String

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

FIX.4.4

610

LegMaturityMonthYear

MonthYear

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

FIX.4.3

611

LegMaturityDate

LocalMktDate

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

FIX.4.3

1212

LegMaturityTime

TZTimeOnly

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

FIX.5.0

248

LegCouponPaymentDate

LocalMktDate

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

FIX.4.3

249

LegIssueDate

LocalMktDate

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

FIX.4.3

250

LegRepoCollateralSecurityType

String

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

FIX.4.3

251

LegRepurchaseTerm

int

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

FIX.4.3

252

LegRepurchaseRate

Percentage

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

FIX.4.3

253

LegFactor

float

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

FIX.4.3

257

LegCreditRating

String

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

FIX.4.3

599

LegInstrRegistry

String

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

FIX.4.3

596

LegCountryOfIssue

Country

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

FIX.4.3

597

LegStateOrProvinceOfIssue

String

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

FIX.4.3

598

LegLocaleOfIssue

String

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

FIX.4.3

254

LegRedemptionDate

LocalMktDate

Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.3

612

LegStrikePrice

Price

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

FIX.4.3

942

LegStrikeCurrency

Currency

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

FIX.4.4

613

LegOptAttribute

char

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

FIX.4.3

614

LegContractMultiplier

float

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

FIX.4.3

1436

LegContractMultiplierUnit

int

"Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in.

FIX.5.0SP1

1440

LegFlowScheduleType

int

The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".

FIX.5.0SP1

999

LegUnitOfMeasure

String

Refer to defintion of UnitOfMeasure(996)

FIX.4.4

1224

LegUnitOfMeasureQty

Qty

Refer to definition of UnitOfMeasureQty(1147)

FIX.5.0

1421

LegPriceUnitOfMeasure

String

Refer to definition for PriceUnitOfMeasure(1191)

FIX.5.0

1422

LegPriceUnitOfMeasureQty

Qty

Refer to definition of PriceUnitOfMeasureQty(1192)

FIX.5.0

1001

LegTimeUnit

String

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

FIX.4.4

1420

LegExerciseStyle

int

Type of exercise of a derivatives security

FIX.5.0

615

LegCouponRate

Percentage

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

FIX.4.3

616

LegSecurityExchange

Exchange

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

FIX.4.3

617

LegIssuer

String

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

FIX.4.3

618

EncodedLegIssuerLen

Length

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

FIX.4.3

619

EncodedLegIssuer

data

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

FIX.4.3

620

LegSecurityDesc

String

Description of a leg of a multileg instrument. See SecurityDesc(107).

FIX.4.3

621

EncodedLegSecurityDescLen

Length

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

FIX.4.3

622

EncodedLegSecurityDesc

data

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

FIX.4.3

623

LegRatioQty

float

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

FIX.4.3

624

LegSide

char

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

FIX.4.3

556

LegCurrency

Currency

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

FIX.4.4

740

LegPool

String

Identifies MBS / ABS pool

FIX.4.4

739

LegDatedDate

LocalMktDate

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

FIX.4.4

955

LegContractSettlMonth

MonthYear

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

FIX.4.4

956

LegInterestAccrualDate

LocalMktDate

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

FIX.4.4

1358

LegPutOrCall

int

Used to express option right

FIX.5.0

1017

LegOptionRatio

float

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

FIX.4.4

566

LegPrice

Price

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

FIX.4.4

end InstrmtLegGrp

Quantity

Qty

Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book

FIX.4.4

854

QtyType

int

Type of quantity specified in a quantity field:

▶ 3 enum values

Value	Name	Description
0	Units	Units (shares, par, currency)
1	Contracts	Contracts (if used - must specify ContractMultiplier (tag 231))
2	UnitsOfMeasurePerTimeUnit	Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))

FIX.4.4

LastMkt

Exchange

Market of the executions.

FIX.4.4

229

TradeOriginationDate

LocalMktDate

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.4

336

TradingSessionID

String

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

▶ 6 enum values

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

FIX.4.4

625

TradingSessionSubID

String

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

423

PriceType

int

Code to represent the price type. (For Financing transactions PriceType implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate". See Volume : "Glossary" for further value definitions)

▶ 18 enum values

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

FIX.4.4

AvgPx

Price

For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15).

FIX.4.4

860

AvgParPx

Price

Used to express average price as percent of par (used where AvgPx field is expressed in some other way)

FIX.4.4

◈ SpreadOrBenchmarkCurveData [Component]

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

FIX.4.4

218

Spread

PriceOffset

For Fixed Income

FIX.4.3

220

BenchmarkCurveCurrency

Currency

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

221

BenchmarkCurveName

String

Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 12 enum values

Value	Name	Description
EONIA	EONIA	EONIA
EUREPO	EUREPO	EUREPO
Euribor	Euribor	Euribor
FutureSWAP	FutureSWAP	FutureSWAP
LIBID	LIBID	LIBID
LIBOR	LIBOR	LIBOR (London Inter-Bank Offer)
MuniAAA	MuniAAA	MuniAAA
OTHER	OTHER	OTHER
Pfandbriefe	Pfandbriefe	Pfandbriefe
SONIA	SONIA	SONIA
SWAP	SWAP	SWAP
Treasury	Treasury	Treasury

FIX.4.3

222

BenchmarkCurvePoint

String

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

662

BenchmarkPrice

Price

Specifies the price of the benchmark.

FIX.4.4

663

BenchmarkPriceType

int

Must be present if BenchmarkPrice is used.

FIX.4.4

699

BenchmarkSecurityID

String

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

FIX.4.4

761

BenchmarkSecurityIDSource

String

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

FIX.4.4

Currency

Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.

FIX.4.4

AvgPxPrecision

int

Absence of this field indicates that default precision arranged by the broker/institution is to be used

FIX.4.4

⟳ Parties [Repeating Group]

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

FIX.4.4

453

NoPartyIDs

NumInGroup

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

448

PartyID

String

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

447

PartyIDSource

char

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

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

452

PartyRole

int

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 84 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foreign Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity
79	PrimeBroker	Prime Broker providing General Trade Services
80	StepOutFirm	Step-Out Firm (Prime Broker)
81	BrokerClearingID	BrokerClearingID
82	CentralRegistrationDepository	Central Registration Depository (CRD)
83	ClearingAccount	Clearing Account
84	AcceptableSettlingCounterparty	Acceptable Settling Counterparty
85	UnacceptableSettlingCounterparty	Unacceptable Settling Counterparty

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

Repeating group of Party sub-identifiers.

FIX.4.4

802

NoPartySubIDs

NumInGroup

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

523

PartySubID

String

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

803

PartySubIDType

int

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 33 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue
33	CurrencyDeliveryIdentifier	Currency delivery identifier

FIX.4.4

end PtysSubGrp

end Parties

TradeDate

LocalMktDate

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

FIX.4.4

TransactTime

UTCTimestamp

Date/time when allocation is generated

FIX.4.4

SettlType

String

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.

▶ 12 enum values

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

FIX.4.4

SettlDate

LocalMktDate

Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date".

FIX.4.4

775

BookingType

int

Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.

▶ 3 enum values

Value	Name	Description
0	RegularBooking	Regular booking
1	CFD	CFD (Contract for difference)
2	TotalReturnSwap	Total Return Swap

FIX.4.4

381

GrossTradeAmt

Amt

Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price.

FIX.4.4

238

Concession

Amt

Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.4

237

TotalTakedown

Amt

The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.4

118

NetMoney

Amt

Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX expressed in terms of Currency(15).

FIX.4.4

PositionEffect

char

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

▶ 6 enum values

Value	Name	Description
C	Close	Close
F	FIFO	FIFO
O	Open	Open
R	Rolled	Rolled
N	CloseButNotifyOnOpen	Close but notify on open
D	Default	Default

FIX.4.4

754

AutoAcceptIndicator

Boolean

Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House

FIX.4.4

Text

String

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

FIX.4.4

354

EncodedTextLen

Length

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

FIX.4.4

355

EncodedText

data

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

FIX.4.4

157

NumDaysInterest

int

Applicable for Convertible Bonds and fixed income

FIX.4.4

158

AccruedInterestRate

Percentage

Applicable for Convertible Bonds and fixed income

FIX.4.4

159

AccruedInterestAmt

Amt

Sum of AllocAccruedInterestAmt within repeating group.

FIX.4.4

540

TotalAccruedInterestAmt

Amt

Total Amount of Accrued Interest for convertible bonds and fixed income

FIX.4.4

738

InterestAtMaturity

Amt

Amount of interest (i.e. lump-sum) at maturity.

FIX.4.4

920

EndAccruedInterestAmt

Amt

For repurchase agreements the accrued interest on termination.

FIX.4.4

921

StartCash

Amt

For repurchase agreements the start (dirty) cash consideration

FIX.4.4

922

EndCash

Amt

For repurchase agreements the end (dirty) cash consideration

FIX.4.4

650

LegalConfirm

Boolean

Indicates that this message is to serve as the final and legal confirmation.

▶ 2 enum values

Value	Name	Description
N	DoesNotConsituteALegalConfirm	Does not consitute a Legal Confirm
Y	LegalConfirm	Legal Confirm

FIX.4.4

⟳ Stipulations [Repeating Group]

The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.

FIX.4.4

232

NoStipulations

NumInGroup

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.3

233

StipulationType

String

Required if NoStipulations >0

▶ 80 enum values

Value	Name	Description
AMT	AlternativeMinimumTax	Alternative Minimum Tax (Y/N)
AUTOREINV	AutoReinvestment	Auto Reinvestment at <rate> or better
BANKQUAL	BankQualified	Bank qualified (Y/N)
BGNCON	BargainConditions	Bargain conditions (see StipulationValue (234) for values)
COUPON	CouponRange	Coupon range
CURRENCY	ISOCurrencyCode	ISO Currency Code
CUSTOMDATE	CustomStart	Custom start/end date
GEOG	Geographics	Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT	ValuationDiscount	Valuation Discount
INSURED	Insured	Insured (Y/N)
ISSUE	IssueDate	Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER	Issuer	Issuer's ticker
ISSUESIZE	IssueSizeRange	issue size range
LOOKBACK	LookbackDays	Lookback Days
LOT	ExplicitLotIdentifier	Explicit lot identifier
LOTVAR	LotVariance	Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT	MaturityYearAndMonth	Maturity Year And Month
MATURITY	MaturityRange	Maturity range
MAXSUBS	MaximumSubstitutions	Maximum substitutions (Repo)
MINDNOM	MinimumDenomination	Minimum denomination
MININCR	MinimumIncrement	Minimum increment
MINQTY	MinimumQuantity	Minimum quantity
PAYFREQ	PaymentFrequency	Payment frequency, calendar
PIECES	NumberOfPieces	Number Of Pieces
PMAX	PoolsMaximum	Pools Maximum
PPL	PoolsPerLot	Pools per Lot
PPM	PoolsPerMillion	Pools per Million
PPT	PoolsPerTrade	Pools per Trade
PRICE	PriceRange	Price Range
PRICEFREQ	PricingFrequency	Pricing frequency
PROD	ProductionYear	Production Year
PROTECT	CallProtection	Call protection
PURPOSE	Purpose	Purpose
PXSOURCE	BenchmarkPriceSource	Benchmark price source
RATING	RatingSourceAndRange	Rating source and range
REDEMPTION	TypeOfRedemption	Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED	Restricted	Restricted (Y/N)
SECTOR	MarketSector	Market Sector
SECTYPE	SecurityTypeIncludedOrExcluded	Security Type included or excluded
STRUCT	Structure	Structure
SUBSFREQ	SubstitutionsFrequency	Substitutions frequency (Repo)
SUBSLEFT	SubstitutionsLeft	Substitutions left (Repo)
TEXT	FreeformText	Freeform Text
TRDVAR	TradeVariance	Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC	WeightedAverageCoupon	Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL	WeightedAverageLifeCoupon	Weighted Average Life Coupon - value in percent (exact or range)
WALA	WeightedAverageLoanAge	Weighted Average Loan Age - value in months (exact or range)
WAM	WeightedAverageMaturity	Weighted Average Maturity - value in months (exact or range)
WHOLE	WholePool	Whole Pool (Y/N)
YIELD	YieldRange	Yield Range
AVFICO	AverageFICOScore	Average FICO Score
AVSIZE	AverageLoanSize	Average Loan Size
MAXBAL	MaximumLoanBalance	Maximum Loan Balance
POOL	PoolIdentifier	Pool Identifier
ROLLTYPE	TypeOfRollTrade	Type of Roll trade
REFTRADE	ReferenceToRollingOrClosingTrade	reference to rolling or closing trade
REFPRIN	PrincipalOfRollingOrClosingTrade	principal of rolling or closing trade
REFINT	InterestOfRollingOrClosingTrade	interest of rolling or closing trade
AVAILQTY	AvailableOfferQuantityToBeShownToTheStreet	Available offer quantity to be shown to the street
BROKERCREDIT	BrokerCredit	Broker's sales credit
INTERNALPX	OfferPriceToBeShownToInternalBrokers	Offer price to be shown to internal brokers
INTERNALQTY	OfferQuantityToBeShownToInternalBrokers	Offer quantity to be shown to internal brokers
LEAVEQTY	TheMinimumResidualOfferQuantity	The minimum residual offer quantity
MAXORDQTY	MaximumOrderSize	Maximum order size
ORDRINCR	OrderQuantityIncrement	Order quantity increment
PRIMARY	PrimaryOrSecondaryMarketIndicator	Primary or Secondary market indicator
SALESCREDITOVR	BrokerSalesCreditOverride	Broker sales credit override
TRADERCREDIT	TraderCredit	Trader's credit
DISCOUNT	DiscountRate	Discount Rate (when price is denominated in percent of par)
YTM	YieldToMaturity	Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
ABS	AbsolutePrepaymentSpeed	Absolute Prepayment Speed
CPP	ConstantPrepaymentPenalty	Constant Prepayment Penalty
CPR	ConstantPrepaymentRate	Constant Prepayment Rate
CPY	ConstantPrepaymentYield	Constant Prepayment Yield
HEP	FinalCPROfHomeEquityPrepaymentCurve	final CPR of Home Equity Prepayment Curve
MHP	PercentOfManufacturedHousingPrepaymentCurve	Percent of Manufactured Housing Prepayment Curve
MPR	MonthlyPrepaymentRate	Monthly Prepayment Rate
PPC	PercentOfProspectusPrepaymentCurve	Percent of Prospectus Prepayment Curve
PSA	PercentOfBMAPrepaymentCurve	Percent of BMA Prepayment Curve
SMM	SingleMonthlyMortality	Single Monthly Mortality

FIX.4.3

234

StipulationValue

String

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON". CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for StipulationType = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

end Stipulations

◈ YieldData [Component]

The YieldData component block conveys yield information for a given Fixed Income security.

FIX.4.4

235

YieldType

String

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

▶ 34 enum values

Value	Name	Description
AFTERTAX	AfterTaxYield	After Tax Yield (Municipals)
ANNUAL	AnnualYield	Annual Yield
ATISSUE	YieldAtIssue	Yield At Issue (Municipals)
AVGMATURITY	YieldToAverageMaturity	Yield To Avg Maturity
BOOK	BookYield	Book Yield
CALL	YieldToNextCall	Yield to Next Call
CHANGE	YieldChangeSinceClose	Yield Change Since Close
CLOSE	ClosingYield	Closing Yield
COMPOUND	CompoundYield	Compound Yield
CURRENT	CurrentYield	Current Yield
GOVTEQUIV	GvntEquivalentYield	Gvnt Equivalent Yield
GROSS	TrueGrossYield	True Gross Yield
INFLATION	YieldWithInflationAssumption	Yield with Inflation Assumption
INVERSEFLOATER	InverseFloaterBondYield	Inverse Floater Bond Yield
LASTCLOSE	MostRecentClosingYield	Most Recent Closing Yield
LASTMONTH	ClosingYieldMostRecentMonth	Closing Yield Most Recent Month
LASTQUARTER	ClosingYieldMostRecentQuarter	Closing Yield Most Recent Quarter
LASTYEAR	ClosingYieldMostRecentYear	Closing Yield Most Recent Year
LONGAVGLIFE	YieldToLongestAverageLife	Yield to Longest Average Life
MARK	MarkToMarketYield	Mark to Market Yield
MATURITY	YieldToMaturity	Yield to Maturity
NEXTREFUND	YieldToNextRefund	Yield to Next Refund (Sinking Fund Bonds)
OPENAVG	OpenAverageYield	Open Average Yield
PREVCLOSE	PreviousCloseYield	Previous Close Yield
PROCEEDS	ProceedsYield	Proceeds Yield
PUT	YieldToNextPut	Yield to Next Put
SEMIANNUAL	SemiAnnualYield	Semi-annual Yield
SHORTAVGLIFE	YieldToShortestAverageLife	Yield to Shortest Average Life
SIMPLE	SimpleYield	Simple Yield
TAXEQUIV	TaxEquivalentYield	Tax Equivalent Yield
TENDER	YieldToTenderDate	Yield to Tender Date
TRUE	TrueYield	True Yield
VALUE1_32	YieldValueOf32nds	Yield Value Of 1/32
WORST	YieldToWorst	Yield To Worst

FIX.4.3

236

Yield

Percentage

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3

701

YieldCalcDate

LocalMktDate

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4

696

YieldRedemptionDate

LocalMktDate

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4

697

YieldRedemptionPrice

Price

Price to which the yield has been calculated.

FIX.4.4

698

YieldRedemptionPriceType

int

The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.

FIX.4.4

⟳ PositionAmountData [Repeating Group]

Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"

FIX.4.4

753

NoPosAmt

NumInGroup

Number of Position Amount entries

FIX.4.4

707

PosAmtType

String

Type of Position amount

▶ 18 enum values

Value	Name	Description
CASH	CashAmount	Cash Amount (Corporate Event)
CRES	CashResidualAmount	Cash Residual Amount
FMTM	FinalMarkToMarketAmount	Final Mark-to-Market Amount
IMTM	IncrementalMarkToMarketAmount	Incremental Mark-to-Market Amount
PREM	PremiumAmount	Premium Amount
SMTM	StartOfDayMarkToMarketAmount	Start-of-Day Mark-to-Market Amount
TVAR	TradeVariationAmount	Trade Variation Amount
VADJ	ValueAdjustedAmount	Value Adjusted Amount
SETL	SettlementValue	Settlement Value
ICPN	InitialTradeCouponAmount	Initial Trade Coupon Amount
ACPN	AccruedCouponAmount	Accrued Coupon Amount
CPN	CouponAmount	Coupon Amount
IACPN	IncrementalAccruedCoupon	Incremental Accrued Coupon
CMTM	CollateralizedMarkToMarket	Collateralized Mark to Market
ICMTM	IncrementalCollateralizedMarkToMarket	Incremental Collateralized Mark to market
DLV	CompensationAmount	Compensation Amount
BANK	TotalBankedAmount	Total Banked Amount
COLAT	TotalCollateralizedAmount	Total Collateralized Amount

FIX.4.4

708

PosAmt

Amt

Position amount

FIX.4.4

1055

PositionCurrency

String

The Currency in which the position Amount is denominated

FIX.4.4

end PositionAmountData

892

TotNoAllocs

int

Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented.

FIX.4.4

893

LastFragment

Boolean

Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.

▶ 2 enum values

Value	Name	Description
N	NotLastMessage	Not Last Message
Y	LastMessage	Last Message

FIX.4.4

⟳ AllocGrp [Repeating Group]

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

FIX.4.4

NoAllocs

NumInGroup

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

FIX.4.4

AllocAccount

String

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

FIX.4.4

661

AllocAcctIDSource

int

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

FIX.4.4

573

MatchStatus

char

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

▶ 3 enum values

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

FIX.4.4

366

AllocPrice

Price

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

FIX.4.4

AllocQty

Qty

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

FIX.4.4

467

IndividualAllocID

String

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

FIX.4.4

ProcessCode

char

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

▶ 7 enum values

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

FIX.4.4

989

SecondaryIndividualAllocID

String

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

FIX.4.4

1002

AllocMethod

int

Specifies the method under which a trade quantity was allocated.

▶ 3 enum values

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

FIX.4.4

993

AllocCustomerCapacity

String

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

FIX.4.4

1047

AllocPositionEffect

char

▶ 4 enum values

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

FIX.4.4

992

IndividualAllocType

int

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

▶ 2 enum values

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

FIX.4.4

⟳ NestedParties [Repeating Group]

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

FIX.4.4

539

NoNestedPartyIDs

NumInGroup

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

FIX.4.3

524

NestedPartyID

String

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

FIX.4.3

525

NestedPartyIDSource

char

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

FIX.4.3

538

NestedPartyRole

int

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

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

Repeating group of NestedParty sub-identifiers.

FIX.4.4

804

NoNestedPartySubIDs

NumInGroup

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

FIX.4.4

545

NestedPartySubID

String

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

FIX.4.4

805

NestedPartySubIDType

int

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

FIX.4.4

end NstdPtysSubGrp

end NestedParties

208

NotifyBrokerOfCredit

Boolean

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

▶ 2 enum values

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

FIX.4.4

209

AllocHandlInst

int

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

▶ 3 enum values

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

FIX.4.4

161

AllocText

String

Free format text field related to this AllocAccount

FIX.4.4

360

EncodedAllocTextLen

Length

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

FIX.4.4

361

EncodedAllocText

data

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

FIX.4.4

◈ CommissionData [Component]

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

FIX.4.4

Commission

Amt

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

FIX.4.3

CommType

char

Commission type

▶ 6 enum values

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

FIX.4.3

479

CommCurrency

Currency

Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".

FIX.4.3

497

FundRenewWaiv

char

A one character code identifying whether the Fund based renewal commission is to be waived.

▶ 2 enum values

Value	Name	Description
N	No	No
Y	Yes	Yes

FIX.4.3

153

AllocAvgPx

Price

AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency(15). For Fixed Income always express value as "percent of par".

FIX.4.4

154

AllocNetMoney

Amt

NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell. ((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy. For FX, if specified, expressed in terms of Currency(15).

FIX.4.4

119

SettlCurrAmt

Amt

Replaced by AllocSettlCurrAmt

FIX.4.4

737

AllocSettlCurrAmt

Amt

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

FIX.4.4

120

SettlCurrency

Currency

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

FIX.4.4

736

AllocSettlCurrency

Currency

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

FIX.4.4

155

SettlCurrFxRate

float

Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency

FIX.4.4

156

SettlCurrFxRateCalc

char

Specifies whether the SettlCurrFxRate should be multiplied or divided

▶ 2 enum values

Value	Name	Description
M	Multiply	Multiply
D	Divide	Divide

FIX.4.4

742

AllocAccruedInterestAmt

Amt

Applicable for Convertible Bonds and fixed income

FIX.4.4

741

AllocInterestAtMaturity

Amt

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

FIX.4.4

⟳ MiscFeesGrp [Repeating Group]

FIX.4.4

136

NoMiscFees

NumInGroup

Required if any miscellaneous fees are reported. Indicates number of repeating entries.

FIX.4.4

137

MiscFeeAmt

Amt

Required if NoMiscFees > 0

FIX.4.4

138

MiscFeeCurr

Currency

Currency of miscellaneous fee

FIX.4.4

139

MiscFeeType

String

Required if NoMiscFees > 0

▶ 14 enum values

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

FIX.4.4

891

MiscFeeBasis

int

Defines the unit for a miscellaneous fee.

▶ 3 enum values

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

FIX.4.4

end MiscFeesGrp

⟳ ClrInstGrp [Repeating Group]

FIX.4.4

576

NoClearingInstructions

NumInGroup

Number of clearing instructions

FIX.4.4

577

ClearingInstruction

int

Required if NoClearingInstructions > 0

▶ 14 enum values

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

FIX.4.4

end ClrInstGrp

635

ClearingFeeIndicator

String

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

▶ 14 enum values

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

FIX.4.4

780

AllocSettlInstType

int

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

▶ 5 enum values

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

FIX.4.4

◈ SettlInstructionsData [Component]

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

FIX.4.4

172

SettlDeliveryType

int

Required if AllocSettlInstType = 1 or 2

▶ 4 enum values

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

FIX.4.4

169

StandInstDbType

int

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

▶ 5 enum values

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

FIX.4.4

170

StandInstDbName

String

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

FIX.4.4

171

StandInstDbID

String

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

FIX.4.4

⟳ DlvyInstGrp [Repeating Group]

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

FIX.4.4

NoDlvyInst

NumInGroup

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

FIX.4.4

165

SettlInstSource

char

Indicates source of Settlement Instructions

▶ 3 enum values

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

FIX.4.4

787

DlvyInstType

char

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

▶ 2 enum values

Value	Name	Description
C	Cash	Cash
S	Securities	Securities

FIX.4.4

⟳ SettlParties [Repeating Group]

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

FIX.4.4

781

NoSettlPartyIDs

NumInGroup

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

FIX.4.4

782

SettlPartyID

String

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

FIX.4.4

783