| ◈ StandardHeader [Component] | | Y | MsgType = BU | FIX.5.0 |
| 8 | BeginString | String | Y | FIXT.1.1 (Always unencrypted, must be first field in message) | FIX.4.0 |
| 9 | BodyLength | Length | Y | (Always unencrypted, must be second field in message) | FIX.4.0 |
| 35 | MsgType | String | Y | (Always unencrypted, must be third field in message)
▶ 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 | N | 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 | N | The extension pack number associated with an application message. | FIX.5.0 |
| 1129 | CstmApplVerID | String | N | Used to support bilaterally agreed custom functionality | FIX.4.4 |
| 49 | SenderCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 56 | TargetCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 115 | OnBehalfOfCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 128 | DeliverToCompID | String | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 90 | SecureDataLen | Length | N | Required to identify length of encrypted section of message. (Always unencrypted) | FIX.4.0 |
| 91 | SecureData | data | N | Required when message body is encrypted. Always immediately follows SecureDataLen field. | FIX.4.0 |
| 34 | MsgSeqNum | SeqNum | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 50 | SenderSubID | String | N | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 142 | SenderLocationID | String | N | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 57 | TargetSubID | String | N | "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 143 | TargetLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 116 | OnBehalfOfSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 144 | OnBehalfOfLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 129 | DeliverToSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 145 | DeliverToLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 43 | PossDupFlag | Boolean | N | Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
| Value | Name | Description |
|---|
| N | OriginalTransmission | Original transmission | | Y | PossibleDuplicate | Possible duplicate |
| FIX.4.0 |
| 97 | PossResend | Boolean | N | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
▶ 2 enum values
| Value | Name | Description |
|---|
| N | OriginalTransmission | Original Transmission | | Y | PossibleResend | Possible Resend |
| FIX.4.0 |
| 52 | SendingTime | UTCTimestamp | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 122 | OrigSendingTime | UTCTimestamp | N | Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) | FIX.4.0 |
| 212 | XmlDataLen | Length | N | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | FIX.4.2 |
| 213 | XmlData | data | N | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)
See Volume 1: FIXML Support | FIX.4.2 |
| 347 | MessageEncoding | String | N | Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used. | FIX.4.2 |
| 369 | LastMsgSeqNumProcessed | SeqNum | N | The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. | FIX.4.2 |
| ⟳ HopGrp [Repeating Group] | | N | Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. | FIX.4.4 |
| 627 | NoHops | NumInGroup | N | Number of HopCompID entries in repeating group. | FIX.4.4 |
| 628 | HopCompID | String | N | Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. | FIX.4.4 |
| 629 | HopSendingTime | UTCTimestamp | N | Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. | FIX.4.4 |
| 630 | HopRefID | SeqNum | N | Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. | FIX.4.4 |
| end HopGrp |
| ◈ ApplicationSequenceControl [Component] | | N | The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block. | FIX.5.0 |
| 1180 | ApplID | String | N | Identifies the application with which a message is associated. Used only if application sequencing is in effect. | FIX.5.0 |
| 1181 | ApplSeqNum | SeqNum | N | Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. | FIX.5.0 |
| 1350 | ApplLastSeqNum | SeqNum | N | The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified | FIX.5.0 |
| 1352 | ApplResendFlag | Boolean | N | Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. | FIX.5.0 |
| 1394 | MarketReportID | String | Y | Unique identifier for each Market Definition message | FIX.5.0 |
| 1393 | MarketReqID | String | N | Unique ID of a Market Definition Request message. | FIX.5.0 |
| 1301 | MarketID | Exchange | Y | Identifies the Market | FIX.5.0 |
| 1300 | MarketSegmentID | String | N | Identifies the market segment | FIX.5.0 |
| 1396 | MarketSegmentDesc | String | N | Description or name of Market Segment | FIX.5.0 |
| 1397 | EncodedMktSegmDescLen | Length | N | Must be set if EncodedMktSegmDesc field is specified and must immediately precede it. | FIX.5.0 |
| 1398 | EncodedMktSegmDesc | data | N | Encoded (non-ASCII characters) representation of the MarketSegmDesc field in the encoded format specified via the MessageEncoding field. | FIX.5.0 |
| 1325 | ParentMktSegmID | String | N | Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. | FIX.5.0 |
| 15 | Currency | Currency | N | The default trading currency | FIX.5.0 |
| ◈ BaseTradingRules [Component] | | N | Insert here the set of "BaseTradingRules" fields defined in "common components of application messages" | FIX.5.0 |
| ⟳ TickRules [Repeating Group] | | N | This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security | FIX.5.0 |
| 1205 | NoTickRules | NumInGroup | N | Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security. | FIX.5.0 |
| 1206 | StartTickPriceRange | Price | N | Starting price range for specified tick increment | FIX.5.0 |
| 1207 | EndTickPriceRange | Price | N | Ending price range for the specified tick increment | FIX.5.0 |
| 1208 | TickIncrement | Price | N | Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded | FIX.5.0 |
| 1209 | TickRuleType | int | N | Specifies the type of tick rule which is being described
▶ 5 enum values
| Value | Name | Description |
|---|
| 0 | Regular | Regular | | 1 | Variable | Variable | | 2 | Fixed | Fixed | | 3 | TradedAsASpreadLeg | Traded as a spread leg | | 4 | SettledAsASpreadLeg | Settled as a spread leg |
| FIX.5.0 |
| end TickRules |
| ⟳ LotTypeRules [Repeating Group] | | N | Specifies the lot types that are valid for trading. | FIX.5.0 |
| 1234 | NoLotTypeRules | NumInGroup | N | Number of Lot Types | FIX.5.0 |
| 1093 | LotType | char | N | Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1)
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | OddLot | Odd Lot | | 2 | RoundLot | Round Lot | | 3 | BlockLot | Block Lot | | 4 | RoundLotBasedUpon | Round lot based upon UnitOfMeasure(996) |
| FIX.5.0 |
| 1231 | MinLotSize | Qty | N | Minimum lot size allowed based on lot type specified in LotType(1093) | FIX.5.0 |
| end LotTypeRules |
| ◈ PriceLimits [Component] | | N | Specifies the price limits that are valid for trading. | FIX.5.0 |
| 1306 | PriceLimitType | int | N | Describes the how the price limits are expressed
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | Price | Price | | 1 | Ticks | Ticks | | 2 | Percentage | Percentage |
| FIX.5.0 |
| 1148 | LowLimitPrice | Price | N | Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected | FIX.5.0 |
| 1149 | HighLimitPrice | Price | N | Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected | FIX.5.0 |
| 1150 | TradingReferencePrice | Price | N | Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. | FIX.5.0 |
| 827 | ExpirationCycle | int | N | Part of trading cycle when an instrument expires. Field is applicable for derivatives.
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | ExpireOnTradingSessionClose | Expire on trading session close (default) | | 1 | ExpireOnTradingSessionOpen | Expire on trading session open | | 2 | SpecifiedExpiration | Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) |
| FIX.5.0 |
| 562 | MinTradeVol | Qty | N | The minimum order quantity that can be submitted for an order. | FIX.5.0 |
| 1140 | MaxTradeVol | Qty | N | The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade | FIX.5.0 |
| 1143 | MaxPriceVariation | float | N | The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. | FIX.5.0 |
| 1144 | ImpliedMarketIndicator | int | N | Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.
▶ 4 enum values
| Value | Name | Description |
|---|
| 0 | NotImplied | Not implied | | 1 | ImpliedIn | Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument | | 2 | ImpliedOut | Implied-out - The existence of the underlying legs are implied by the multi-leg instrument | | 3 | BothImpliedInAndImpliedOut | Both Implied-in and Implied-out |
| FIX.5.0 |
| 1245 | TradingCurrency | Currency | N | Used when the trading currency can differ from the price currency | FIX.5.0 |
| 561 | RoundLot | Qty | N | Trading lot size of security | FIX.5.0 |
| 1377 | MultilegModel | int | N | Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities.
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | PredefinedMultilegSecurity | Predefined Multileg Security | | 1 | UserDefinedMultilegSecurity | User-defined Multleg Security | | 2 | UserDefined | User-defined, Non-Securitized, Multileg |
| FIX.5.0 |
| 1378 | MultilegPriceMethod | int | N | Used for multileg security only. Defines the method used when applying the multileg price to the legs.
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | NetPrice | Net Price | | 1 | ReversedNetPrice | Reversed Net Price | | 2 | YieldDifference | Yield Difference | | 3 | Individual | Individual | | 4 | ContractWeightedAveragePrice | Contract Weighted Average Price | | 5 | MultipliedPrice | Multiplied Price |
| FIX.5.0 |
| 423 | PriceType | int | N | Defines the default Price Type used for trading.
▶ 18 enum values
| Value | Name | Description |
|---|
| 1 | Percentage | Percentage (i.e. percent of par) (often called "dollar price" for fixed income) | | 2 | PerUnit | Per unit (i.e. per share or contract) | | 3 | FixedAmount | Fixed amount (absolute value) | | 4 | Discount | Discount - percentage points below par | | 5 | Premium | Premium - percentage points over par | | 6 | Spread | Spread (basis points spread) | | 7 | TEDPrice | TED Price | | 8 | TEDYield | TED Yield | | 9 | Yield | Yield | | 10 | FixedCabinetTradePrice | Fixed cabinet trade price (primarily for listed futures and options) | | 11 | VariableCabinetTradePrice | Variable cabinet trade price (primarily for listed futures and options) | | 13 | ProductTicksInHalfs | Product ticks in halfs | | 14 | ProductTicksInFourths | Product ticks in fourths | | 15 | ProductTicksInEights | Product ticks in eights | | 16 | ProductTicksInSixteenths | Product ticks in sixteenths | | 17 | ProductTicksInThirtySeconds | Product ticks in thirty-seconds | | 18 | ProductTicksInSixtyForths | Product ticks in sixty-forths | | 19 | ProductTicksInOneTwentyEights | Product ticks in one-twenty-eights |
| FIX.5.0 |
| ⟳ OrdTypeRules [Repeating Group] | | N | Insert here the set of "OrdTypeRules" fields defined in "common components of application messages" | FIX.5.0 |
| 1237 | NoOrdTypeRules | NumInGroup | N | Number of order types | FIX.5.0 |
| 40 | OrdType | char | N | Indicates order types that are valid for the specified market segment.
▶ 24 enum values
| Value | Name | Description |
|---|
| 1 | Market | Market | | 2 | Limit | Limit | | 3 | Stop | Stop / Stop Loss | | 4 | StopLimit | Stop Limit | | 5 | MarketOnClose | Market On Close (No longer used) | | 6 | WithOrWithout | With Or Without | | 7 | LimitOrBetter | Limit Or Better | | 8 | LimitWithOrWithout | Limit With Or Without | | 9 | OnBasis | On Basis | | A | OnClose | On Close (No longer used) | | B | LimitOnClose | Limit On Close (No longer used) | | C | ForexMarket | Forex Market (No longer used) | | D | PreviouslyQuoted | Previously Quoted | | E | PreviouslyIndicated | Previously Indicated | | F | ForexLimit | Forex Limit (No longer used) | | G | ForexSwap | Forex Swap | | H | ForexPreviouslyQuoted | Forex Previously Quoted (No longer used) | | I | Funari | Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) | | J | MarketIfTouched | Market If Touched (MIT) | | K | MarketWithLeftOverAsLimit | Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) | | L | PreviousFundValuationPoint | Previous Fund Valuation Point (Historic pricing; for CIV) | | M | NextFundValuationPoint | Next Fund Valuation Point (Forward pricing; for CIV) | | P | Pegged | Pegged | | Q | CounterOrderSelection | Counter-order selection |
| FIX.5.0 |
| end OrdTypeRules |
| ⟳ TimeInForceRules [Repeating Group] | | N | Insert here the set of "TimeInForceRules" fields defined in "common components of application messages" | FIX.5.0 |
| 1239 | NoTimeInForceRules | NumInGroup | N | Number of time in force techniques | FIX.5.0 |
| 59 | TimeInForce | char | N | Indicates time in force techniques that are valid for the specified market segment
▶ 10 enum values
| Value | Name | Description |
|---|
| 0 | Day | Day (or session) | | 1 | GoodTillCancel | Good Till Cancel (GTC) | | 2 | AtTheOpening | At the Opening (OPG) | | 3 | ImmediateOrCancel | Immediate Or Cancel (IOC) | | 4 | FillOrKill | Fill Or Kill (FOK) | | 5 | GoodTillCrossing | Good Till Crossing (GTX) | | 6 | GoodTillDate | Good Till Date (GTD) | | 7 | AtTheClose | At the Close | | 8 | GoodThroughCrossing | Good Through Crossing | | 9 | AtCrossing | At Crossing |
| FIX.5.0 |
| end TimeInForceRules |
| ⟳ ExecInstRules [Repeating Group] | | N | Insert here the set of "ExecInstRules" fields defined in "common components of application messages" | FIX.5.0 |
| 1232 | NoExecInstRules | NumInGroup | N | Number of execution instructions | FIX.5.0 |
| 1308 | ExecInstValue | char | N | Indicates execution instructions that are valid for the specified market segment | FIX.5.0 |
| end ExecInstRules |
| 60 | TransactTime | UTCTimestamp | N | Timestamp when the business transaction represented by the message occurred. | FIX.5.0 |
| 58 | Text | String | N | Comment, instructions, or other identifying information. | FIX.5.0 |
| 354 | EncodedTextLen | Length | N | Must be set if EncodedText field is specified and must immediately precede it. | FIX.5.0 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | FIX.5.0 |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.5.0 |
| 93 | SignatureLength | Length | N | Required when trailer contains signature. Note: Not to be included within SecureData field | FIX.4.0 |
| 89 | Signature | data | N | Note: Not to be included within SecureData field | FIX.4.0 |
| 10 | CheckSum | String | Y | (Always unencrypted, always last field in message) | FIX.4.0 |