| ◈ StandardHeader [Component] | | Y | MsgType = AR | FIX.4.4 |
| 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 |
| 571 | TradeReportID | String | N | Unique identifier for the Trade Capture Report | FIX.4.4 |
| 1003 | TradeID | String | N | The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. | FIX.4.4 |
| 1040 | SecondaryTradeID | String | N | Used to carry an internal trade entity ID which may or may not be reported to the firm | FIX.4.4 |
| 1041 | FirmTradeID | String | N | The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary | FIX.4.4 |
| 1042 | SecondaryFirmTradeID | String | N | Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary | FIX.4.4 |
| 487 | TradeReportTransType | int | N | Identifies Trade Report message transaction type.
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | New | New | | 1 | Cancel | Cancel | | 2 | Replace | Replace | | 3 | Release | Release | | 4 | Reverse | Reverse | | 5 | CancelDueToBackOutOfTrade | Cancel Due To Back Out of Trade |
| FIX.4.4 |
| 856 | TradeReportType | int | N | Indicates action to take on trade
▶ 16 enum values
| Value | Name | Description |
|---|
| 0 | Submit | Submit | | 1 | Alleged | Alleged | | 2 | Accept | Accept | | 3 | Decline | Decline | | 4 | Addendum | Addendum | | 5 | No | No/Was | | 6 | TradeReportCancel | Trade Report Cancel | | 7 | LockedIn | (Locked-In) Trade Break | | 8 | Defaulted | Defaulted | | 9 | InvalidCMTA | Invalid CMTA | | 10 | Pended | Pended | | 11 | AllegedNew | Alleged New | | 12 | AllegedAddendum | Alleged Addendum | | 13 | AllegedNo | Alleged No/Was | | 14 | AllegedTradeReportCancel | Alleged Trade Report Cancel | | 15 | AllegedTradeBreak | Alleged (Locked-In) Trade Break |
| FIX.4.4 |
| 828 | TrdType | int | N | Type of Trade:
▶ 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 | N | Further qualification to the trade type
▶ 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 |
| 855 | SecondaryTrdType | int | N | Additional TrdType(828) assigned to a trade by trade match system. | FIX.4.4 |
| 1123 | TradeHandlingInstr | char | N | Specified how the Trade Capture Report should be handled by the Respondent.
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | TradeConfirmation | Trade Confirmation | | 1 | TwoPartyReport | Two-Party Report | | 2 | OnePartyReportForMatching | One-Party Report for Matching | | 3 | OnePartyReportForPassThrough | One-Party Report for Pass Through | | 4 | AutomatedFloorOrderRouting | Automated Floor Order Routing | | 5 | TwoPartyReportForClaim | Two Party Report for Claim |
| FIX.4.4 |
| 1124 | OrigTradeHandlingInstr | char | N | Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) | FIX.4.4 |
| 1125 | OrigTradeDate | LocalMktDate | N | Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer | FIX.4.4 |
| 1126 | OrigTradeID | String | N | Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | FIX.4.4 |
| 1127 | OrigSecondaryTradeID | String | N | Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | FIX.4.4 |
| 830 | TransferReason | String | N | Reason trade is being transferred | FIX.4.4 |
| ⟳ RootParties [Repeating Group] | | N | Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report: | FIX.4.4 |
| 1116 | NoRootPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole | FIX.4.4 |
| 1117 | RootPartyID | String | N | Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0. | FIX.4.4 |
| 1118 | RootPartyIDSource | char | N | Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0. | FIX.4.4 |
| 1119 | RootPartyRole | int | N | Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0. | FIX.4.4 |
| ⟳ RootSubParties [Repeating Group] | | N | Repeating group of RootParty sub-identifiers. | FIX.4.4 |
| 1120 | NoRootPartySubIDs | NumInGroup | N | Repeating group of RootParty sub-identifiers. | FIX.4.4 |
| 1121 | RootPartySubID | String | N | Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if
NoRootPartySubIDs > 0. | FIX.4.4 |
| 1122 | RootPartySubIDType | int | N | Type of Sub-identifier. Required if NoRootPartySubIDs > 0. | FIX.4.4 |
| end RootSubParties |
| end RootParties |
| 150 | ExecType | char | N | Type of Execution being reported:
Uses subset of ExecType for Trade Capture Reports
▶ 20 enum values
| Value | Name | Description |
|---|
| 0 | New | New | | 3 | DoneForDay | Done for day | | 4 | Canceled | Canceled | | 5 | Replaced | Replaced | | 6 | PendingCancel | Pending Cancel (e.g. result of Order Cancel Request) | | 7 | Stopped | Stopped | | 8 | Rejected | Rejected | | 9 | Suspended | Suspended | | A | PendingNew | Pending New | | B | Calculated | Calculated | | C | Expired | Expired | | D | Restated | Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) | | E | PendingReplace | Pending Replace (e.g. result of Order Cancel/Replace Request) | | F | Trade | Trade (partial fill or fill) | | G | TradeCorrect | Trade Correct | | H | TradeCancel | Trade Cancel | | I | OrderStatus | Order Status | | J | TradeInAClearingHold | Trade in a Clearing Hold | | K | TradeHasBeenReleasedToClearing | Trade has been released to Clearing | | L | TriggeredOrActivatedBySystem | Triggered or Activated by System |
| FIX.4.4 |
| 572 | TradeReportRefID | String | N | The TradeReportID that is being referenced for some action, such as correction or cancellation | FIX.4.4 |
| 881 | SecondaryTradeReportRefID | String | N | The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation | FIX.4.4 |
| 939 | TrdRptStatus | int | N | Status of Trade Report
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | Accepted | Accepted | | 1 | Rejected | Rejected | | 3 | AcceptedWithErrors | Accepted with errors |
| FIX.4.4 |
| 751 | TradeReportRejectReason | int | N | Reason for Rejection of Trade Report
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | Successful | Successful (default) | | 1 | InvalidPartyOnformation | Invalid party onformation | | 2 | UnknownInstrument | Unknown instrument | | 3 | UnauthorizedToReportTrades | Unauthorized to report trades | | 4 | InvalidTradeType | Invalid trade type | | 99 | Other | Other |
| FIX.4.4 |
| 818 | SecondaryTradeReportID | String | N | Secondary trade report identifier - can be used to associate an additional identifier with a trade. | FIX.4.4 |
| 263 | SubscriptionRequestType | char | N | Used to subscribe / unsubscribe for trade capture reports
If the field is absent, the value 0 will be the default
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | Snapshot | Snapshot | | 1 | SnapshotAndUpdates | Snapshot + Updates (Subscribe) | | 2 | DisablePreviousSnapshot | Disable previous Snapshot + Update Request (Unsubscribe) |
| FIX.4.4 |
| 820 | TradeLinkID | String | N | Used to associate a group of trades together. Useful for average price calculations. | FIX.4.4 |
| 880 | TrdMatchID | String | N | Identifier assigned to a trade by a matching system. | FIX.4.4 |
| 17 | ExecID | String | N | Exchanged assigned Execution ID (Trade Identifier) | FIX.4.4 |
| 527 | SecondaryExecID | String | N | Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. | FIX.4.4 |
| 378 | ExecRestatementReason | int | N | Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.
▶ 13 enum values
| Value | Name | Description |
|---|
| 0 | GTCorporateAction | GT corporate action | | 1 | GTRenewal | GT renewal / restatement (no corporate action) | | 2 | VerbalChange | Verbal change | | 3 | RepricingOfOrder | Repricing of order | | 4 | BrokerOption | Broker option | | 5 | PartialDeclineOfOrderQty | Partial decline of OrderQty (e.g. exchange initiated partial cancel) | | 6 | CancelOnTradingHalt | Cancel on Trading Halt | | 7 | CancelOnSystemFailure | Cancel on System Failure | | 8 | Market | Market (Exchange) option | | 9 | Canceled | Canceled, not best | | 10 | WarehouseRecap | Warehouse Recap | | 11 | PegRefresh | Peg Refresh | | 99 | Other | Other |
| FIX.4.4 |
| 570 | PreviouslyReported | Boolean | N | 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 |
| 423 | PriceType | int | N | Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
▶ 18 enum values
| Value | Name | Description |
|---|
| 1 | Percentage | Percentage (i.e. percent of par) (often called "dollar price" for fixed income) | | 2 | PerUnit | Per unit (i.e. per share or contract) | | 3 | FixedAmount | Fixed amount (absolute value) | | 4 | Discount | Discount - percentage points below par | | 5 | Premium | Premium - percentage points over par | | 6 | Spread | Spread (basis points spread) | | 7 | TEDPrice | TED Price | | 8 | TEDYield | TED Yield | | 9 | Yield | Yield | | 10 | FixedCabinetTradePrice | Fixed cabinet trade price (primarily for listed futures and options) | | 11 | VariableCabinetTradePrice | Variable cabinet trade price (primarily for listed futures and options) | | 13 | ProductTicksInHalfs | Product ticks in halfs | | 14 | ProductTicksInFourths | Product ticks in fourths | | 15 | ProductTicksInEights | Product ticks in eights | | 16 | ProductTicksInSixteenths | Product ticks in sixteenths | | 17 | ProductTicksInThirtySeconds | Product ticks in thirty-seconds | | 18 | ProductTicksInSixtyForths | Product ticks in sixty-forths | | 19 | ProductTicksInOneTwentyEights | Product ticks in one-twenty-eights |
| FIX.4.4 |
| 822 | UnderlyingTradingSessionID | String | N | Trading Session in which the underlying instrument trades | FIX.4.4 |
| 823 | UnderlyingTradingSessionSubID | String | N | Trading Session sub identifier in which the underlying instrument trades | FIX.4.4 |
| 716 | SettlSessID | String | N | Identifies a specific settlement session
▶ 4 enum values
| Value | Name | Description |
|---|
| ITD | Intraday | Intraday | | RTH | RegularTradingHours | Regular Trading Hours | | ETH | ElectronicTradingHours | Electronic Trading Hours | | EOD | EndOfDay | End Of Day |
| FIX.4.4 |
| 717 | SettlSessSubID | String | N | SubID value associated with SettlSessID(716) | FIX.4.4 |
| 854 | QtyType | int | N | Type of quantity specified in a quantity field:
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | Units | Units (shares, par, currency) | | 1 | Contracts | Contracts (if used - must specify ContractMultiplier (tag 231)) | | 2 | UnitsOfMeasurePerTimeUnit | Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) |
| FIX.4.4 |
| 32 | LastQty | Qty | N | Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 31 | LastPx | Price | N | Price of this (last) fill. | FIX.4.4 |
| 1430 | VenueType | char | N | Identifies the type of venue where a trade was executed
▶ 3 enum values
| Value | Name | Description |
|---|
| E | Electronic | Electronic | | P | Pit | Pit | | X | ExPit | Ex-Pit |
| FIX.5.0SP1 |
| 1300 | MarketSegmentID | String | N | Identifies the market segment | FIX.5.0SP1 |
| 1301 | MarketID | Exchange | N | Identifies the Market | FIX.5.0SP1 |
| ◈ Instrument [Component] | | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | FIX.4.4 |
| 55 | Symbol | String | N | Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use "[N/A]" for products which do not have a symbol. | FIX.4.3 |
| 65 | SymbolSfx | String | N | Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.
▶ 2 enum values
| Value | Name | Description |
|---|
| CD | EUCPWithLumpSumInterest | EUCP with lump-sum interest rather than discount price | | WI | WhenIssued | "When Issued" for a security to be reissued under an old CUSIP or ISIN |
| FIX.4.3 |
| 48 | SecurityID | String | N | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | FIX.4.3 |
| 22 | SecurityIDSource | String | N | Required if SecurityID is specified.
▶ 22 enum values
| Value | Name | Description |
|---|
| 1 | CUSIP | CUSIP | | 2 | SEDOL | SEDOL | | 3 | QUIK | QUIK | | 4 | ISINNumber | ISIN number | | 5 | RICCode | RIC code | | 6 | ISOCurrencyCode | ISO Currency Code | | 7 | ISOCountryCode | ISO Country Code | | 8 | ExchangeSymbol | Exchange Symbol | | 9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) | | A | BloombergSymbol | Bloomberg Symbol | | B | Wertpapier | Wertpapier | | C | Dutch | Dutch | | D | Valoren | Valoren | | E | Sicovam | Sicovam | | F | Belgian | Belgian | | G | Common | "Common" (Clearstream and Euroclear) | | H | ClearingHouse | Clearing House / Clearing Organization | | I | ISDAFpMLSpecification | ISDA/FpML Product Specification (XML in EncodedSecurityDesc) | | J | OptionPriceReportingAuthority | Option Price Reporting Authority | | K | ISDAFpMLURL | ISDA/FpML Product URL (URL in SecurityID) | | L | LetterOfCredit | Letter of Credit | | M | MarketplaceAssignedIdentifier | Marketplace-assigned Identifier |
| FIX.4.3 |
| ⟳ SecAltIDGrp [Repeating Group] | | N | Number of alternate Security Identifiers | FIX.4.4 |
| 454 | NoSecurityAltID | NumInGroup | N | Number of SecurityAltID (455) entries. | FIX.4.4 |
| 455 | SecurityAltID | String | N | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | FIX.4.4 |
| 456 | SecurityAltIDSource | String | N | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end SecAltIDGrp |
| 460 | Product | int | N | Indicates the type of product the security is associated with (high-level category)
▶ 13 enum values
| Value | Name | Description |
|---|
| 1 | AGENCY | AGENCY | | 2 | COMMODITY | COMMODITY | | 3 | CORPORATE | CORPORATE | | 4 | CURRENCY | CURRENCY | | 5 | EQUITY | EQUITY | | 6 | GOVERNMENT | GOVERNMENT | | 7 | INDEX | INDEX | | 8 | LOAN | LOAN | | 9 | MONEYMARKET | MONEYMARKET | | 10 | MORTGAGE | MORTGAGE | | 11 | MUNICIPAL | MUNICIPAL | | 12 | OTHER | OTHER | | 13 | FINANCING | FINANCING |
| FIX.4.3 |
| 1227 | ProductComplex | String | N | Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc | FIX.5.0 |
| 1151 | SecurityGroup | String | N | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. | FIX.5.0 |
| 461 | CFICode | String | N | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. | FIX.4.3 |
| 167 | SecurityType | String | N | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Required for Fixed Income. Refer to Volume 7 - Fixed Income
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
▶ 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 | N | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. | FIX.4.4 |
| 200 | MaturityMonthYear | MonthYear | N | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. | FIX.4.3 |
| 541 | MaturityDate | LocalMktDate | N | Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.
For NDFs this represents the fixing date of the contract. | FIX.4.3 |
| 1079 | MaturityTime | TZTimeOnly | N | For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. | FIX.4.4 |
| 966 | SettleOnOpenFlag | String | N | Indicator to determine if Instrument is Settle on Open. | FIX.4.4 |
| 1049 | InstrmtAssignmentMethod | char | N | 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 | N | 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 | N | Date interest is to be paid. Used in identifying Corporate Bond issues. | FIX.4.3 |
| 1449 | RestructuringType | String | N | 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 | N | 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 | N | 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 | N | Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). | FIX.5.0SP1 |
| 1457 | AttachmentPoint | Percentage | N | Lower bound percentage of the loss that the tranche can endure. | FIX.5.0SP1 |
| 1458 | DetachmentPoint | Percentage | N | Upper bound percentage of the loss the tranche can endure. | FIX.5.0SP1 |
| 225 | IssueDate | LocalMktDate | N | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | FIX.4.3 |
| 239 | RepoCollateralSecurityType | String | N | Identifies the collateral used in the transaction.
Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 226 | RepurchaseTerm | int | N | Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 227 | RepurchaseRate | Percentage | N | Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 228 | Factor | float | N | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index.
Qty * Factor * Price = Gross Trade Amount
For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.
(Qty * Price) * Factor = Nominal Value | FIX.4.3 |
| 255 | CreditRating | String | N | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 543 | InstrRegistry | String | N | The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. | FIX.4.3 |
| 470 | CountryOfIssue | Country | N | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | FIX.4.3 |
| 471 | StateOrProvinceOfIssue | String | N | A two-character state or province abbreviation. | FIX.4.3 |
| 472 | LocaleOfIssue | String | N | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | FIX.4.3 |
| 240 | RedemptionDate | LocalMktDate | N | Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 202 | StrikePrice | Price | N | Used for derivatives, such as options and covered warrants | FIX.4.3 |
| 947 | StrikeCurrency | Currency | N | Used for derivatives | FIX.4.4 |
| 967 | StrikeMultiplier | float | N | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | FIX.4.4 |
| 968 | StrikeValue | float | N | Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. | FIX.4.4 |
| 1478 | StrikePriceDeterminationMethod | int | N | 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 | N | 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 | N | 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 | N | 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 | N | Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. | FIX.4.3 |
| 231 | ContractMultiplier | float | N | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | FIX.4.3 |
| 1435 | ContractMultiplierUnit | int | N | 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 | N | 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 | N | Minimum price increment for the instrument. Could also be used to represent tick value. | FIX.4.4 |
| 1146 | MinPriceIncrementAmount | Amt | N | Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] | FIX.5.0 |
| 996 | UnitOfMeasure | String | N | 0
▶ 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 | N | Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. | FIX.5.0 |
| 1191 | PriceUnitOfMeasure | String | N | Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract | FIX.5.0 |
| 1192 | PriceUnitOfMeasureQty | Qty | N | Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. | FIX.5.0 |
| 1193 | SettlMethod | char | N | Settlement method for a contract. Can be used as an alternative to CFI Code value
▶ 2 enum values
| Value | Name | Description |
|---|
| C | CashSettlementRequired | Cash settlement required | | P | PhysicalSettlementRequired | Physical settlement required |
| FIX.5.0 |
| 1194 | ExerciseStyle | int | N | Type of exercise of a derivatives security
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | European | European | | 1 | American | American | | 2 | Bermuda | Bermuda |
| FIX.5.0 |
| 1482 | OptPayoutType | int | N | 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 | N | Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount | FIX.5.0 |
| 1196 | PriceQuoteMethod | String | N | 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 | N | 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 | N | Indicates whether the instruments are pre-listed only or can also be defined via user request
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | PreListedOnly | pre-listed only | | 1 | UserRequested | user requested |
| FIX.5.0 |
| 1199 | CapPrice | Price | N | Used to express the ceiling price of a capped call | FIX.5.0 |
| 1200 | FloorPrice | Price | N | Used to express the floor price of a capped put | FIX.5.0 |
| 201 | PutOrCall | int | N | Used to express option right
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Put | Put | | 1 | Call | Call |
| FIX.4.4 |
| 1244 | FlexibleIndicator | Boolean | N | Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator | FIX.5.0 |
| 1242 | FlexProductEligibilityIndicator | Boolean | N | Used to indicate if a product or group of product supports the creation of flexible securities | FIX.5.0 |
| 997 | TimeUnit | String | N | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
▶ 7 enum values
| Value | Name | Description |
|---|
| H | Hour | Hour | | Min | Minute | Minute | | S | Second | Second | | D | Day | Day | | Wk | Week | Week | | Mo | Month | Month | | Yr | Year | Year |
| FIX.4.4 |
| 223 | CouponRate | Percentage | N | For Fixed Income. | FIX.4.3 |
| 207 | SecurityExchange | Exchange | N | Can be used to identify the security. | FIX.4.3 |
| 970 | PositionLimit | int | N | Position Limit for the instrument. | FIX.4.4 |
| 971 | NTPositionLimit | int | N | Near-term Position Limit for the instrument. | FIX.4.4 |
| 106 | Issuer | String | N | Name of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | FIX.4.3 |
| 348 | EncodedIssuerLen | Length | N | Must be set if EncodedIssuer field is specified and must immediately precede it. | FIX.4.3 |
| 349 | EncodedIssuer | data | N | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| 107 | SecurityDesc | String | N | Can be used to provide an optional textual description for a financial instrument. | FIX.4.3 |
| 350 | EncodedSecurityDescLen | Length | N | Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | FIX.4.3 |
| 351 | EncodedSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | FIX.4.3 |
| ◈ SecurityXML [Component] | | N | Embedded XML document describing security. | FIX.5.0 |
| 1184 | SecurityXMLLen | Length | N | Must be set if SecurityXML field is specified and must immediately precede it. | FIX.5.0 |
| 1185 | SecurityXML | XMLData | N | XML payload or content describing the Security information. | FIX.5.0 |
| 1186 | SecurityXMLSchema | String | N | XML Schema used to validate the XML used to describe the Security. | FIX.5.0 |
| 691 | Pool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 667 | ContractSettlMonth | MonthYear | N | Must be present for MBS/TBA | FIX.4.4 |
| 875 | CPProgram | int | N | The program under which a commercial paper is issued
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Program3a3 | 3(a)(3) | | 2 | Program42 | 4(2) | | 99 | Other | Other |
| FIX.4.4 |
| 876 | CPRegType | String | N | The registration type of a commercial paper issuance | FIX.4.4 |
| ⟳ EvntGrp [Repeating Group] | | N | Number of repeating EventType group entries. | FIX.4.4 |
| 864 | NoEvents | NumInGroup | N | Number of repeating EventType entries. | FIX.4.4 |
| 865 | EventType | int | N | Code to represent the type of event
▶ 20 enum values
| Value | Name | Description |
|---|
| 1 | Put | Put | | 2 | Call | Call | | 3 | Tender | Tender | | 4 | SinkingFundCall | Sinking Fund Call | | 5 | Activation | Activation | | 6 | Inactiviation | Inactiviation | | 7 | LastEligibleTradeDate | Last Eligible Trade Date | | 8 | SwapStartDate | Swap Start Date | | 9 | SwapEndDate | Swap End Date | | 10 | SwapRollDate | Swap Roll Date | | 11 | SwapNextStartDate | Swap Next Start Date | | 12 | SwapNextRollDate | Swap Next Roll Date | | 13 | FirstDeliveryDate | First Delivery Date | | 14 | LastDeliveryDate | Last Delivery Date | | 15 | InitialInventoryDueDate | Initial Inventory Due Date | | 16 | FinalInventoryDueDate | Final Inventory Due Date | | 17 | FirstIntentDate | First Intent Date | | 18 | LastIntentDate | Last Intent Date | | 19 | PositionRemovalDate | Position Removal Date | | 99 | Other | Other |
| FIX.4.4 |
| 866 | EventDate | LocalMktDate | N | Date of event | FIX.4.4 |
| 1145 | EventTime | UTCTimestamp | N | Specific time of event. To be used in combination with EventDate [866] | FIX.5.0 |
| 867 | EventPx | Price | N | Predetermined price of issue at event, if applicable | FIX.4.4 |
| 868 | EventText | String | N | Comments related to the event. | FIX.4.4 |
| end EvntGrp |
| 873 | DatedDate | LocalMktDate | N | If different from IssueDate | FIX.4.4 |
| 874 | InterestAccrualDate | LocalMktDate | N | If different from IssueDate and DatedDate | FIX.4.4 |
| ⟳ InstrumentParties [Repeating Group] | | N | Used to identify the parties listing a specific instrument | FIX.4.4 |
| 1018 | NoInstrumentParties | NumInGroup | N | Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole | FIX.4.4 |
| 1019 | InstrumentPartyID | String | N | Used to identify party id related to instrument | FIX.4.4 |
| 1050 | InstrumentPartyIDSource | char | N | Used to identify source of instrument party id | FIX.4.4 |
| 1051 | InstrumentPartyRole | int | N | Used to identify the role of instrument party id | FIX.4.4 |
| ⟳ InstrumentPtysSubGrp [Repeating Group] | | N | Repeating group of InstrumentParty sub-identifiers. | FIX.4.4 |
| 1052 | NoInstrumentPartySubIDs | NumInGroup | N | Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries | FIX.4.4 |
| 1053 | InstrumentPartySubID | String | N | PartySubID value within an instrument party repeating group.
Same values as PartySubID (523) | FIX.4.4 |
| 1054 | InstrumentPartySubIDType | int | N | Type of InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803) | FIX.4.4 |
| end InstrumentPtysSubGrp |
| end InstrumentParties |
| ⟳ ComplexEvents [Repeating Group] | | N | 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 | N | Number of complex events | FIX.5.0SP1 |
| 1484 | ComplexEventType | int | N | 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 | N | Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. | FIX.5.0SP1 |
| 1486 | ComplexEventPrice | Price | N | 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 | N | 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 | N | 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 | N | 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 | N | 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] | | N | Used to specify the dates and time ranges when a complex event is in effect. | FIX.5.0SP1 |
| 1491 | NoComplexEventDates | NumInGroup | N | Number of complex event date occurrences for a given complex event. | FIX.5.0SP1 |
| 1492 | ComplexEventStartDate | UTCTimestamp | N | Required if NoComplexEventDates(1491) > 0. | FIX.5.0SP1 |
| 1493 | ComplexEventEndDate | UTCTimestamp | N | Required if NoComplexEventDates(1491) > 0. | FIX.5.0SP1 |
| ⟳ ComplexEventTimes [Repeating Group] | | N | 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 | N | 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 | N | Required if NoComplexEventTimes(1494) > 0. | FIX.5.0SP1 |
| 1496 | ComplexEventEndTime | UTCTimeOnly | N | Required if NoComplexEventTimes(1494) > 0. | FIX.5.0SP1 |
| end ComplexEventTimes |
| end ComplexEventDates |
| end ComplexEvents |
| 669 | LastParPx | Price | N | Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type.
Usage: Execution Report and Allocation Report repeating executions block (from sellside). | FIX.4.4 |
| 1056 | CalculatedCcyLastQty | Qty | N | Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. | FIX.4.4 |
| 1071 | LastSwapPoints | PriceOffset | N | For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | FIX.4.4 |
| 15 | Currency | Currency | N | Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout | FIX.5.0 |
| 120 | SettlCurrency | Currency | N | Contra currency of the deal. Used to qualify CalculatedCcyLastQty | FIX.5.0 |
| 194 | LastSpotRate | Price | N | F/X spot rate. | FIX.4.4 |
| 195 | LastForwardPoints | PriceOffset | N | F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | FIX.4.4 |
| 30 | LastMkt | Exchange | N | Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C" | FIX.4.4 |
| 75 | TradeDate | LocalMktDate | N | Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). | FIX.4.4 |
| 715 | ClearingBusinessDate | LocalMktDate | N | The "Clearing Business Date" referred to by this maintenance request. | FIX.4.4 |
| 6 | AvgPx | Price | N | Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. | FIX.4.4 |
| 819 | AvgPxIndicator | int | N | Average Pricing Indicator
▶ 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 |
| 442 | MultiLegReportingType | char | N | Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).
▶ 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 |
| 824 | TradeLegRefID | String | N | Reference to the leg of a multileg instrument to which this trade refers | FIX.4.4 |
| 60 | TransactTime | UTCTimestamp | N | Time ACK was issued by matching system, trading system or counterparty | FIX.4.4 |
| 63 | SettlType | String | N | Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
▶ 12 enum values
| Value | Name | Description |
|---|
| 0 | Regular | Regular / FX Spot settlement (T+1 or T+2 depending on currency) | | 1 | Cash | Cash (TOD / T+0) | | 2 | NextDay | Next Day (TOM / T+1) | | 3 | TPlus2 | T+2 | | 4 | TPlus3 | T+3 | | 5 | TPlus4 | T+4 | | 6 | Future | Future | | 7 | WhenAndIfIssued | When And If Issued | | 8 | SellersOption | Sellers Option | | 9 | TPlus5 | T+5 | | B | BrokenDate | Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified | | C | FXSpotNextSettlement | FX Spot Next settlement (Spot+1, aka next day) |
| FIX.4.4 |
| ⟳ UndInstrmtGrp [Repeating Group] | | N | | FIX.4.4 |
| 711 | NoUnderlyings | NumInGroup | N | Number of underlyings | FIX.4.4 |
| ◈ UnderlyingInstrument [Component] | | N | Must be provided if Number of underlyings > 0 | FIX.4.4 |
| 311 | UnderlyingSymbol | String | N | Underlying security's Symbol.
See Symbol (55) field for description | FIX.4.3 |
| 312 | UnderlyingSymbolSfx | String | N | Underlying security's SymbolSfx.
See SymbolSfx (65) field for description | FIX.4.3 |
| 309 | UnderlyingSecurityID | String | N | Underlying security's SecurityID.
See SecurityID (48) field for description | FIX.4.3 |
| 305 | UnderlyingSecurityIDSource | String | N | Underlying security's SecurityIDSource.
Valid values: see SecurityIDSource (22) field | FIX.4.3 |
| ⟳ UndSecAltIDGrp [Repeating Group] | | N | | FIX.4.4 |
| 457 | NoUnderlyingSecurityAltID | NumInGroup | N | Number of UnderlyingSecurityAltID (458) entries. | FIX.4.4 |
| 458 | UnderlyingSecurityAltID | String | N | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | FIX.4.4 |
| 459 | UnderlyingSecurityAltIDSource | String | N | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field | FIX.4.4 |
| end UndSecAltIDGrp |
| 462 | UnderlyingProduct | int | N | Underlying security's Product.
Valid values: see Product(460) field | FIX.4.3 |
| 463 | UnderlyingCFICode | String | N | Underlying security's CFICode.
Valid values: see CFICode (461) field | FIX.4.3 |
| 310 | UnderlyingSecurityType | String | N | Underlying security's SecurityType.
Valid values: see SecurityType (167) field
(see below for details concerning this fields use in conjunction with SecurityType=REPO)
The following applies when used in conjunction with SecurityType=REPO
Represents the general or specific type of security that underlies a financing agreement
Valid values for SecurityType=REPO:
If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: | FIX.4.3 |
| 763 | UnderlyingSecuritySubType | String | N | Underlying security's SecuritySubType.
See SecuritySubType (762) field for description | FIX.4.4 |
| 313 | UnderlyingMaturityMonthYear | MonthYear | N | Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.
See MaturityMonthYear (200) field for description | FIX.4.3 |
| 542 | UnderlyingMaturityDate | LocalMktDate | N | Underlying security's maturity date.
See MaturityDate (541) field for description | FIX.4.3 |
| 1213 | UnderlyingMaturityTime | TZTimeOnly | N | Time of security's maturity expressed in local time with offset to UTC specified | FIX.5.0 |
| 241 | UnderlyingCouponPaymentDate | LocalMktDate | N | Underlying security's CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 1453 | UnderlyingRestructuringType | String | N | See RestructuringType(1449) | FIX.5.0SP1 |
| 1454 | UnderlyingSeniority | String | N | See Seniority(1450) | FIX.5.0SP1 |
| 1455 | UnderlyingNotionalPercentageOutstanding | Percentage | N | See NotionalPercentageOutstanding(1451) | FIX.5.0SP1 |
| 1456 | UnderlyingOriginalNotionalPercentageOutstanding | Percentage | N | See OriginalNotionalPercentageOutstanding(1452) | FIX.5.0SP1 |
| 1459 | UnderlyingAttachmentPoint | Percentage | N | See AttachmentPoint(1457). | FIX.5.0SP1 |
| 1460 | UnderlyingDetachmentPoint | Percentage | N | See DetachmentPoint(1458). | FIX.5.0SP1 |
| 242 | UnderlyingIssueDate | LocalMktDate | N | Underlying security's IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 243 | UnderlyingRepoCollateralSecurityType | String | N | Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 244 | UnderlyingRepurchaseTerm | int | N | Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 245 | UnderlyingRepurchaseRate | Percentage | N | Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 246 | UnderlyingFactor | float | N | Underlying security's Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 256 | UnderlyingCreditRating | String | N | Underlying security's CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 595 | UnderlyingInstrRegistry | String | N | Underlying security's InstrRegistry.
See InstrRegistry (543) field for description | FIX.4.3 |
| 592 | UnderlyingCountryOfIssue | Country | N | Underlying security's CountryOfIssue.
See CountryOfIssue (470) field for description | FIX.4.3 |
| 593 | UnderlyingStateOrProvinceOfIssue | String | N | Underlying security's StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 594 | UnderlyingLocaleOfIssue | String | N | Underlying security's LocaleOfIssue.
See LocaleOfIssue (472) field for description | FIX.4.3 |
| 247 | UnderlyingRedemptionDate | LocalMktDate | N | Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 316 | UnderlyingStrikePrice | Price | N | Underlying security's StrikePrice.
See StrikePrice (202) field for description | FIX.4.3 |
| 941 | UnderlyingStrikeCurrency | Currency | N | Currency in which the strike price of an underlying instrument is denominated | FIX.4.4 |
| 317 | UnderlyingOptAttribute | char | N | Underlying security's OptAttribute.
See OptAttribute (206) field for description | FIX.4.3 |
| 436 | UnderlyingContractMultiplier | float | N | Underlying security's ContractMultiplier.
See ContractMultiplier (231) field for description | FIX.4.3 |
| 1437 | UnderlyingContractMultiplierUnit | int | N | 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 | N | 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 | N | Refer to defintion of UnitOfMeasure(996) | FIX.4.4 |
| 1423 | UnderlyingUnitOfMeasureQty | Qty | N | Refer to definition of UnitOfMeasureQty(1147) | FIX.5.0 |
| 1424 | UnderlyingPriceUnitOfMeasure | String | N | Refer to definition for PriceUnitOfMeasure(1191) | FIX.5.0 |
| 1425 | UnderlyingPriceUnitOfMeasureQty | Qty | N | Refer to definition of PriceUnitOfMeasureQty(1192) | FIX.5.0 |
| 1000 | UnderlyingTimeUnit | String | N | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | FIX.4.4 |
| 1419 | UnderlyingExerciseStyle | int | N | Type of exercise of a derivatives security | FIX.5.0 |
| 435 | UnderlyingCouponRate | Percentage | N | Underlying security's CouponRate.
See CouponRate (223) field for description | FIX.4.3 |
| 308 | UnderlyingSecurityExchange | Exchange | N | Underlying security's SecurityExchange. Can be used to identify the underlying security.
Valid values: see SecurityExchange (207) | FIX.4.3 |
| 306 | UnderlyingIssuer | String | N | Underlying security's Issuer.
See Issuer (06) field for description | FIX.4.3 |
| 362 | EncodedUnderlyingIssuerLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | FIX.4.3 |
| 363 | EncodedUnderlyingIssuer | data | N | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | FIX.4.3 |
| 307 | UnderlyingSecurityDesc | String | N | Description of the Underlying security.
See SecurityDesc(107). | FIX.4.3 |
| 364 | EncodedUnderlyingSecurityDescLen | Length | N | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | FIX.4.3 |
| 365 | EncodedUnderlyingSecurityDesc | data | N | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. | FIX.4.3 |
| 877 | UnderlyingCPProgram | String | N | The program under which the underlying commercial paper is issued | FIX.4.4 |
| 878 | UnderlyingCPRegType | String | N | The registration type of the underlying commercial paper issuance | FIX.4.4 |
| 972 | UnderlyingAllocationPercent | Percentage | N | Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. | FIX.4.4 |
| 318 | UnderlyingCurrency | Currency | N | Specific to the <UnderlyingInstrument> (not in <Instrument>) | FIX.4.4 |
| 879 | UnderlyingQty | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Unit amount of the underlying security (par, shares, currency, etc.) | FIX.4.4 |
| 975 | UnderlyingSettlementType | int | N | Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
▶ 3 enum values
| Value | Name | Description |
|---|
| 2 | TPlus1 | T+1 | | 4 | TPlus3 | T+3 | | 5 | TPlus4 | T+4 |
| FIX.4.4 |
| 973 | UnderlyingCashAmount | Amt | N | Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. | FIX.4.4 |
| 974 | UnderlyingCashType | String | N | Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
▶ 2 enum values
| Value | Name | Description |
|---|
| FIXED | FIXED | FIXED | | DIFF | DIFF | DIFF |
| FIX.4.4 |
| 810 | UnderlyingPx | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | FIX.4.4 |
| 882 | UnderlyingDirtyPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | FIX.4.4 |
| 883 | UnderlyingEndPrice | Price | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | FIX.4.4 |
| 884 | UnderlyingStartValue | Amt | N | 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 | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value currently attributed to this collateral | FIX.4.4 |
| 886 | UnderlyingEndValue | Amt | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the end of the agreement | FIX.4.4 |
| ⟳ UnderlyingStipulations [Repeating Group] | | N | Specific to the <UnderlyingInstrument> (not in <Instrument>)
Insert here the contents of the <UnderlyingStipulations> Component Block | FIX.4.4 |
| 887 | NoUnderlyingStips | NumInGroup | N | Number of underlying stipulation entries | FIX.4.4 |
| 888 | UnderlyingStipType | String | N | Required if NoUnderlyingStips >0 | FIX.4.4 |
| 889 | UnderlyingStipValue | String | N | Value of stipulation.
Same values as StipulationValue (234) | FIX.4.4 |
| end UnderlyingStipulations |
| 1044 | UnderlyingAdjustedQuantity | Qty | N | Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). | FIX.4.4 |
| 1045 | UnderlyingFXRate | float | N | Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). | FIX.4.4 |
| 1046 | UnderlyingFXRateCalc | char | N | Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
▶ 2 enum values
| Value | Name | Description |
|---|
| D | Divide | Divide | | M | Multiply | Multiply |
| FIX.4.4 |
| 1038 | UnderlyingCapValue | Amt | N | Maximum notional value for a capped financial instrument | FIX.4.4 |
| ⟳ UndlyInstrumentParties [Repeating Group] | | N | The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block. | FIX.4.4 |
| 1058 | NoUndlyInstrumentParties | NumInGroup | N | Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole | FIX.4.4 |
| 1059 | UnderlyingInstrumentPartyID | String | N | Used to identify party id related to instrument | FIX.4.4 |
| 1060 | UnderlyingInstrumentPartyIDSource | char | N | Used to identify source of instrument party id | FIX.4.4 |
| 1061 | UnderlyingInstrumentPartyRole | int | N | Used to identify the role of instrument party id | FIX.4.4 |
| ⟳ UndlyInstrumentPtysSubGrp [Repeating Group] | | N | Repeating group of InstrumentParty sub-identifiers. | FIX.4.4 |
| 1062 | NoUndlyInstrumentPartySubIDs | NumInGroup | N | Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries | FIX.4.4 |
| 1063 | UnderlyingInstrumentPartySubID | String | N | PartySubID value within an underlying instrument party repeating group.
Same values as PartySubID (523) | FIX.4.4 |
| 1064 | UnderlyingInstrumentPartySubIDType | int | N | Type of underlying InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803) | FIX.4.4 |
| end UndlyInstrumentPtysSubGrp |
| end UndlyInstrumentParties |
| 1039 | UnderlyingSettlMethod | String | N | — | FIX.4.4 |
| 315 | UnderlyingPutOrCall | int | N | Used to express option right | FIX.4.3 |
| end UndInstrmtGrp |
| 573 | MatchStatus | char | N | The status of this trade with respect to matching or comparison.
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | Compared | Compared, matched or affirmed | | 1 | Uncompared | Uncompared, unmatched, or unaffirmed | | 2 | AdvisoryOrAlert | Advisory or alert |
| FIX.4.4 |
| 574 | MatchType | String | N | The point in the matching process at which this trade was matched.
▶ 26 enum values
| Value | Name | Description |
|---|
| 1 | OnePartyTradeReport | One-Party Trade Report (privately negotiated trade) | | 2 | TwoPartyTradeReport | Two-Party Trade Report (privately negotiated trade) | | 3 | ConfirmedTradeReport | Confirmed Trade Report (reporting from recognized markets) | | 4 | AutoMatch | Auto-match | | 5 | CrossAuction | Cross Auction | | 6 | CounterOrderSelection | Counter-Order Selection | | 7 | CallAuction | Call Auction | | 8 | Issuing | Issuing/Buy Back Auction | | M3 | ACTAcceptedTrade | ACT Accepted Trade | | M4 | ACTDefaultTrade | ACT Default Trade | | M5 | ACTDefaultAfterM2 | ACT Default After M2 | | M6 | ACTM6Match | ACT M6 Match | | A1 | ExactMatchPlus4BadgesExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) | | A2 | ExactMatchPlus4Badges | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges | | A3 | ExactMatchPlus2BadgesExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) | | A4 | ExactMatchPlus2Badges | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges | | A5 | ExactMatchPlusExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) | | AQ | StampedAdvisoriesOrSpecialistAccepts | Compared records resulting from stamped advisories or specialist accepts/pair-offs | | S1 | A1ExactMatchSummarizedQuantity | Summarized match using A1 exact match criteria except quantity is summaried | | S2 | A2ExactMatchSummarizedQuantity | Summarized match using A2 exact match criteria except quantity is summarized | | S3 | A3ExactMatchSummarizedQuantity | Summarized match using A3 exact match criteria except quantity is summarized | | S4 | A4ExactMatchSummarizedQuantity | Summarized match using A4 exact match criteria except quantity is summarized | | S5 | A5ExactMatchSummarizedQuantity | Summarized match using A5 exact match criteria except quantity is summarized | | M1 | ExactMatchMinusBadgesTimes | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match | | M2 | SummarizedMatchMinusBadgesTimes | Summarized match minus badges and times: ACT M2 Match | | MT | OCSLockedIn | OCS Locked In: Non-ACT |
| FIX.4.4 |
| 797 | CopyMsgIndicator | Boolean | N | Indicates whether or not this message is a drop copy of another message. | FIX.4.4 |
| ⟳ TrdRepIndicatorsGrp [Repeating Group] | | N | | FIX.5.0 |
| 1387 | NoTrdRepIndicators | NumInGroup | N | Number of trade publication indicators following | FIX.5.0 |
| 1388 | TrdRepPartyRole | int | N | Identifies the type of party for trade reporting. Same values as PartyRole(452). | FIX.5.0 |
| 1389 | TrdRepIndicator | Boolean | N | Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). | FIX.5.0 |
| end TrdRepIndicatorsGrp |
| 852 | PublishTrdIndicator | Boolean | N | Indicates if a trade should be reported via a market reporting service.
▶ 2 enum values
| Value | Name | Description |
|---|
| N | DoNotReportTrade | Do Not Report Trade | | Y | ReportTrade | Report Trade |
| FIX.4.4 |
| 1390 | TradePublishIndicator | int | N | Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852).
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | DoNotPublishTrade | Do Not Publish Trade | | 1 | PublishTrade | Publish Trade | | 2 | DeferredPublication | Deferred Publication |
| FIX.5.0 |
| 853 | ShortSaleReason | int | N | Reason for short sale.
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | DealerSoldShort | Dealer Sold Short | | 1 | DealerSoldShortExempt | Dealer Sold Short Exempt | | 2 | SellingCustomerSoldShort | Selling Customer Sold Short | | 3 | SellingCustomerSoldShortExempt | Selling Customer Sold Short Exempt | | 4 | QualifiedServiceRepresentative | Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short | | 5 | QSROrAGUContraSideSoldShortExempt | QSR or AGU Contra Side Sold Short Exempt |
| FIX.4.4 |
| ⟳ TrdInstrmtLegGrp [Repeating Group] | | N | | FIX.4.4 |
| 555 | NoLegs | NumInGroup | N | Number of legs
Identifies a Multi-leg Execution if present and non-zero. | FIX.4.4 |
| ◈ InstrumentLeg [Component] | | N | Must be provided if Number of legs > 0 | FIX.4.4 |
| 600 | LegSymbol | String | N | Multileg instrument's individual security's Symbol.
See Symbol (55) field for description | FIX.4.3 |
| 601 | LegSymbolSfx | String | N | Multileg instrument's individual security's SymbolSfx.
See SymbolSfx (65) field for description | FIX.4.3 |
| 602 | LegSecurityID | String | N | Multileg instrument's individual security's SecurityID.
See SecurityID (48) field for description | FIX.4.3 |
| 603 | LegSecurityIDSource | String | N | Multileg instrument's individual security's SecurityIDSource.
See SecurityIDSource (22) field for description | FIX.4.3 |
| ⟳ LegSecAltIDGrp [Repeating Group] | | N | | FIX.4.4 |
| 604 | NoLegSecurityAltID | NumInGroup | N | Multileg instrument's individual security's NoSecurityAltID.
See NoSecurityAltID (454) field for description | FIX.4.4 |
| 605 | LegSecurityAltID | String | N | Multileg instrument's individual security's SecurityAltID.
See SecurityAltID (455) field for description | FIX.4.4 |
| 606 | LegSecurityAltIDSource | String | N | Multileg instrument's individual security's SecurityAltIDSource.
See SecurityAltIDSource (456) field for description | FIX.4.4 |
| end LegSecAltIDGrp |
| 607 | LegProduct | int | N | Multileg instrument's individual security's Product.
See Product (460) field for description | FIX.4.3 |
| 608 | LegCFICode | String | N | Multileg instrument's individual security's CFICode.
See CFICode (461) field for description | FIX.4.3 |
| 609 | LegSecurityType | String | N | Refer to definition of SecurityType(167) | FIX.4.3 |
| 764 | LegSecuritySubType | String | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description | FIX.4.4 |
| 610 | LegMaturityMonthYear | MonthYear | N | Multileg instrument's individual security's MaturityMonthYear.
See MaturityMonthYear (200) field for description | FIX.4.3 |
| 611 | LegMaturityDate | LocalMktDate | N | Multileg instrument's individual security's MaturityDate.
See MaturityDate (54) field for description | FIX.4.3 |
| 1212 | LegMaturityTime | TZTimeOnly | N | Time of security's maturity expressed in local time with offset to UTC specified | FIX.5.0 |
| 248 | LegCouponPaymentDate | LocalMktDate | N | Multileg instrument's individual leg security's CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 249 | LegIssueDate | LocalMktDate | N | Multileg instrument's individual leg security's IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 250 | LegRepoCollateralSecurityType | String | N | Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 251 | LegRepurchaseTerm | int | N | Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 252 | LegRepurchaseRate | Percentage | N | Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 253 | LegFactor | float | N | Multileg instrument's individual leg security's Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 257 | LegCreditRating | String | N | Multileg instrument's individual leg security's CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| 599 | LegInstrRegistry | String | N | Multileg instrument's individual leg security's InstrRegistry.
See InstrRegistry (543) field for description | FIX.4.3 |
| 596 | LegCountryOfIssue | Country | N | Multileg instrument's individual leg security's CountryOfIssue.
See CountryOfIssue (470) field for description | FIX.4.3 |
| 597 | LegStateOrProvinceOfIssue | String | N | Multileg instrument's individual leg security's StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description | FIX.4.3 |
| 598 | LegLocaleOfIssue | String | N | Multileg instrument's individual leg security's LocaleOfIssue.
See LocaleOfIssue (472) field for description | FIX.4.3 |
| 254 | LegRedemptionDate | LocalMktDate | N | Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | FIX.4.3 |
| 612 | LegStrikePrice | Price | N | Multileg instrument's individual security's StrikePrice.
See StrikePrice (202) field for description | FIX.4.3 |
| 942 | LegStrikeCurrency | Currency | N | Currency in which the strike price of a instrument leg of a multileg instrument is denominated | FIX.4.4 |
| 613 | LegOptAttribute | char | N | Multileg instrument's individual security's OptAttribute.
See OptAttribute (206) field for description | FIX.4.3 |
| 614 | LegContractMultiplier | float | N | Multileg instrument's individual security's ContractMultiplier.
See ContractMultiplier (23) field for description | FIX.4.3 |
| 1436 | LegContractMultiplierUnit | int | N | "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 | N | 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 | N | Refer to defintion of UnitOfMeasure(996) | FIX.4.4 |
| 1224 | LegUnitOfMeasureQty | Qty | N | Refer to definition of UnitOfMeasureQty(1147) | FIX.5.0 |
| 1421 | LegPriceUnitOfMeasure | String | N | Refer to definition for PriceUnitOfMeasure(1191) | FIX.5.0 |
| 1422 | LegPriceUnitOfMeasureQty | Qty | N | Refer to definition of PriceUnitOfMeasureQty(1192) | FIX.5.0 |
| 1001 | LegTimeUnit | String | N | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | FIX.4.4 |
| 1420 | LegExerciseStyle | int | N | Type of exercise of a derivatives security | FIX.5.0 |
| 615 | LegCouponRate | Percentage | N | Multileg instrument's individual security's CouponRate.
See CouponRate (223) field for description | FIX.4.3 |
| 616 | LegSecurityExchange | Exchange | N | Multileg instrument's individual security's SecurityExchange.
See SecurityExchange (207) field for description | FIX.4.3 |
| 617 | LegIssuer | String | N | Multileg instrument's individual security's Issuer.
See Issuer (106) field for description | FIX.4.3 |
| 618 | EncodedLegIssuerLen | Length | N | Multileg instrument's individual security's EncodedIssuerLen.
See EncodedIssuerLen (348) field for description | FIX.4.3 |
| 619 | EncodedLegIssuer | data | N | Multileg instrument's individual security's EncodedIssuer.
See EncodedIssuer (349) field for description | FIX.4.3 |
| 620 | LegSecurityDesc | String | N | Description of a leg of a multileg instrument.
See SecurityDesc(107). | FIX.4.3 |
| 621 | EncodedLegSecurityDescLen | Length | N | Multileg instrument's individual security's EncodedSecurityDescLen.
See EncodedSecurityDescLen (350) field for description | FIX.4.3 |
| 622 | EncodedLegSecurityDesc | data | N | Multileg instrument's individual security's EncodedSecurityDesc.
See EncodedSecurityDesc (35) field for description | FIX.4.3 |
| 623 | LegRatioQty | float | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 624 | LegSide | char | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.3 |
| 556 | LegCurrency | Currency | N | Specific to the <InstrumentLeg> (not in <Instrument>) | FIX.4.4 |
| 740 | LegPool | String | N | Identifies MBS / ABS pool | FIX.4.4 |
| 739 | LegDatedDate | LocalMktDate | N | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | FIX.4.4 |
| 955 | LegContractSettlMonth | MonthYear | N | Specifies when the contract (i.e. MBS/TBA) will settle. | FIX.4.4 |
| 956 | LegInterestAccrualDate | LocalMktDate | N | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | FIX.4.4 |
| 1358 | LegPutOrCall | int | N | Used to express option right | FIX.5.0 |
| 1017 | LegOptionRatio | float | N | LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. | FIX.4.4 |
| 566 | LegPrice | Price | N | Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. | FIX.4.4 |
| 687 | LegQty | Qty | N | Quantity of this leg, e.g. in Quote dialog.
See Quantity (53) for description and valid values | FIX.4.4 |
| 690 | LegSwapType | int | N | Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | ParForPar | Par For Par | | 2 | ModifiedDuration | Modified Duration | | 4 | Risk | Risk | | 5 | Proceeds | Proceeds |
| FIX.4.4 |
| 990 | LegReportID | String | N | Additional attribute to store the Trade ID of the Leg. | FIX.4.4 |
| 1152 | LegNumber | int | N | Allow sequencing of Legs for a Strategy to be captured | FIX.5.0 |
| ⟳ LegStipulations [Repeating Group] | | N | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | FIX.4.4 |
| 683 | NoLegStipulations | NumInGroup | N | Number of leg stipulation entries | FIX.4.4 |
| 688 | LegStipulationType | String | N | Required if NoLegStipulations >0 | FIX.4.4 |
| 689 | LegStipulationValue | String | N | For Fixed Income, value of stipulation.
See StipulationValue (234) for description and valid values | FIX.4.4 |
| end LegStipulations |
| 564 | LegPositionEffect | char | N | Provide if the PositionEffect for the leg is different from that specified for the overall multileg security | FIX.4.4 |
| 565 | LegCoveredOrUncovered | int | N | Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. | FIX.4.4 |
| ⟳ NestedParties [Repeating Group] | | N | Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"
Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type | FIX.4.4 |
| 539 | NoNestedPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | FIX.4.3 |
| 524 | NestedPartyID | String | N | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 525 | NestedPartyIDSource | char | N | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| 538 | NestedPartyRole | int | N | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | FIX.4.3 |
| ⟳ NstdPtysSubGrp [Repeating Group] | | N | Repeating group of NestedParty sub-identifiers. | FIX.4.4 |
| 804 | NoNestedPartySubIDs | NumInGroup | N | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | FIX.4.4 |
| 545 | NestedPartySubID | String | N | PartySubID value within a nested repeating group.
Same values as PartySubID (523) | FIX.4.4 |
| 805 | NestedPartySubIDType | int | N | Type of NestedPartySubID (545) value.
Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtysSubGrp |
| end NestedParties |
| 654 | LegRefID | String | N | Used to identify a specific leg. | FIX.4.4 |
| 587 | LegSettlType | char | N | Refer to values for SettlType[63] | FIX.4.4 |
| 588 | LegSettlDate | LocalMktDate | N | Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType values. | FIX.4.4 |
| 637 | LegLastPx | Price | N | Used to report the execution price assigned to the leg of the multileg instrument | FIX.4.4 |
| 675 | LegSettlCurrency | Currency | N | Identifies settlement currency for the Leg.
See SettlCurrency (20) for description and valid values | FIX.4.4 |
| 1073 | LegLastForwardPoints | PriceOffset | N | The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 | FIX.4.4 |
| 1074 | LegCalculatedCcyLastQty | Qty | N | Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. | FIX.4.4 |
| 1075 | LegGrossTradeAmt | Amt | N | For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (231) is required in this case. | FIX.4.4 |
| 1379 | LegVolatility | float | N | Specifies the volatility of an instrument leg. | FIX.5.0 |
| 1381 | LegDividendYield | Percentage | N | Refer to definition for DividendYield(1380). | FIX.5.0 |
| 1383 | LegCurrencyRatio | float | N | Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 | FIX.5.0 |
| 1384 | LegExecInst | MultipleCharValue | N | Refer to ExecInst(18)
Same values as ExecInst(18) | FIX.5.0 |
| 1418 | LegLastQty | Qty | N | Fill quantity for the leg instrument | FIX.5.0 |
| ⟳ TradeCapLegUnderlyingsGrp [Repeating Group] | | N | | FIX.5.0 |
| 1342 | NoOfLegUnderlyings | NumInGroup | N | Number of legs for the underlying instrument | FIX.5.0 |
| ◈ UnderlyingLegInstrument [Component] | | N | | FIX.5.0 |
| 1330 | UnderlyingLegSymbol | String | N | Refer to definition for Symbol(55) | FIX.5.0 |
| 1331 | UnderlyingLegSymbolSfx | String | N | Refer to definition for SymbolSfx(65) | FIX.5.0 |
| 1332 | UnderlyingLegSecurityID | String | N | Refer to definition for SecurityID(48) | FIX.5.0 |
| 1333 | UnderlyingLegSecurityIDSource | String | N | Refer to definition for SecurityIDSource(22) | FIX.5.0 |
| ⟳ UnderlyingLegSecurityAltIDGrp [Repeating Group] | | N | | FIX.5.0 |
| 1334 | NoUnderlyingLegSecurityAltID | NumInGroup | N | Refer to definition for NoSecurityAltID(454) | FIX.5.0 |
| 1335 | UnderlyingLegSecurityAltID | String | N | Refer to definition for SecurityAltID(455) | FIX.5.0 |
| 1336 | UnderlyingLegSecurityAltIDSource | String | N | Refer to definition for SecurityAltIDSource(456) | FIX.5.0 |
| end UnderlyingLegSecurityAltIDGrp |
| 1344 | UnderlyingLegCFICode | String | N | Refer to definition for CFICode(461) | FIX.5.0 |
| 1337 | UnderlyingLegSecurityType | String | N | Refer to definition for SecurityType(167) | FIX.5.0 |
| 1338 | UnderlyingLegSecuritySubType | String | N | Refer to definition for SecuritySubType(762) | FIX.5.0 |
| 1339 | UnderlyingLegMaturityMonthYear | MonthYear | N | Refer to definition for MaturityMonthYear(200) | FIX.5.0 |
| 1345 | UnderlyingLegMaturityDate | LocalMktDate | N | Date of maturity. | FIX.5.0 |
| 1405 | UnderlyingLegMaturityTime | TZTimeOnly | N | Time of security's maturity expressed in local time with offset to UTC specified | FIX.5.0 |
| 1340 | UnderlyingLegStrikePrice | Price | N | Refer to definition for StrikePrice(202) | FIX.5.0 |
| 1391 | UnderlyingLegOptAttribute | char | N | Refer to definition of OptAttribute(206) | FIX.5.0 |
| 1343 | UnderlyingLegPutOrCall | int | N | Refer to definition for PutOrCall(201) | FIX.5.0 |
| 1341 | UnderlyingLegSecurityExchange | String | N | Refer to definition for SecurityExchange(207) | FIX.5.0 |
| 1392 | UnderlyingLegSecurityDesc | String | N | Refer to definition of SecurityDesc(107) | FIX.5.0 |
| end TradeCapLegUnderlyingsGrp |
| end TrdInstrmtLegGrp |
| ⟳ TrdRegTimestamps [Repeating Group] | | N | The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc. | FIX.4.4 |
| 768 | NoTrdRegTimestamps | NumInGroup | N | Number of TrdRegTimestamp (769) entries | FIX.4.4 |
| 769 | TrdRegTimestamp | UTCTimestamp | N | Required if NoTrdRegTimestamps > 1 | FIX.4.4 |
| 770 | TrdRegTimestampType | int | N | Required if NoTrdRegTimestamps > 1
▶ 7 enum values
| Value | Name | Description |
|---|
| 1 | ExecutionTime | Execution Time | | 2 | TimeIn | Time In | | 3 | TimeOut | Time Out | | 4 | BrokerReceipt | Broker Receipt | | 5 | BrokerExecution | Broker Execution | | 6 | DeskReceipt | Desk Receipt | | 7 | SubmissionToClearing | Submission to Clearing |
| FIX.4.4 |
| 771 | TrdRegTimestampOrigin | String | N | Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value. | FIX.4.4 |
| 1033 | DeskType | String | N | Type of Trading desk
▶ 11 enum values
| Value | Name | Description |
|---|
| A | Agency | Agency | | AR | Arbitrage | Arbitrage | | D | Derivatives | Derivatives | | IN | International | International | | IS | Institutional | Institutional | | O | Other | Other | | PF | PreferredTrading | Preferred Trading | | PR | Proprietary | Proprietary | | PT | ProgramTrading | Program Trading | | S | Sales | Sales | | T | Trading | Trading |
| FIX.4.4 |
| 1034 | DeskTypeSource | int | N | Identifies the class or source of DeskType(1033) values. Required if DeskType(1033) is specified.
▶ 1 enum values
| Value | Name | Description |
|---|
| 1 | NASDOATS | NASD OATS |
| FIX.4.4 |
| 1035 | DeskOrderHandlingInst | MultipleStringValue | N | Codes that apply special information that the Broker / Dealer needs to report.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only.
Valid values are grouped by OrderHandlingInstSource(1032).
▶ 24 enum values
| Value | Name | Description |
|---|
| ADD | AddOnOrder | Add-on Order | | AON | AllOrNone | All or None | | CNH | CashNotHeld | Cash Not Held | | DIR | DirectedOrder | Directed Order | | E.W | ExchangeForPhysicalTransaction | Exchange for Physical Transaction | | FOK | FillOrKill | Fill or Kill | | IO | ImbalanceOnly | Imbalance Only | | IOC | ImmediateOrCancel | Immediate or Cancel | | LOO | LimitOnOpen | Limit On Open | | LOC | LimitOnClose | Limit on Close | | MAO | MarketAtOpen | Market at Open | | MAC | MarketAtClose | Market at Close | | MOO | MarketOnOpen | Market on Open | | MOC | MarketOnClose | Market On Close | | MQT | MinimumQuantity | Minimum Quantity | | NH | NotHeld | Not Held | | OVD | OverTheDay | Over the Day | | PEG | Pegged | Pegged | | RSV | ReserveSizeOrder | Reserve Size Order | | S.W | StopStockTransaction | Stop Stock Transaction | | SCL | Scale | Scale | | TMO | TimeOrder | Time Order | | TS | TrailingStop | Trailing Stop | | WRK | Work | Work |
| FIX.4.4 |
| end TrdRegTimestamps |
| 725 | ResponseTransportType | int | N | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Inband | Inband - transport the request was sent over (default) | | 1 | OutOfBand | Out of Band - pre-arranged out-of-band delivery mechanizm (i.e. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination (726). |
| FIX.4.4 |
| 726 | ResponseDestination | String | N | URI destination name. Used if ResponseTransportType is out-of-band. | FIX.4.4 |
| 58 | Text | String | N | May be used by the executing market to record any execution Details that are particular to that market | FIX.4.4 |
| 354 | EncodedTextLen | Length | N | Must be set if EncodedText field is specified and must immediately precede it. | FIX.4.4 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | FIX.4.4 |
| 1015 | AsOfIndicator | char | N | Indicates if the trade is an outtrade from a previous day
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | False | false - trade is not an AsOf trade | | 1 | True | true - trade is an AsOf trade |
| FIX.4.4 |
| 635 | ClearingFeeIndicator | String | N | Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
▶ 14 enum values
| Value | Name | Description |
|---|
| 1 | FirstYearDelegate | 1st year delegate trading for own account | | 2 | SecondYearDelegate | 2nd year delegate trading for own account | | 3 | ThirdYearDelegate | 3rd year delegate trading for own account | | 4 | FourthYearDelegate | 4th year delegate trading for own account | | 5 | FifthYearDelegate | 5th year delegate trading for own account | | 9 | SixthYearDelegate | 6th year delegate trading for own account | | B | CBOEMember | CBOE Member | | C | NonMemberAndCustomer | Non-member and Customer | | E | EquityMemberAndClearingMember | Equity Member and Clearing Member | | F | FullAndAssociateMember | Full and Associate Member trading for own account and as floor brokers | | H | Firms106HAnd106J | 106.H and 106.J firms | | I | GIM | GIM, IDEM and COM Membership Interest Holders | | L | Lessee106FEmployees | Lessee 106.F Employees | | M | AllOtherOwnershipTypes | All other ownership types |
| FIX.4.4 |
| ⟳ PositionAmountData [Repeating Group] | | N | Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" | FIX.4.4 |
| 753 | NoPosAmt | NumInGroup | N | Number of Position Amount entries | FIX.4.4 |
| 707 | PosAmtType | String | N | 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 | N | Position amount | FIX.4.4 |
| 1055 | PositionCurrency | String | N | The Currency in which the position Amount is denominated | FIX.4.4 |
| end PositionAmountData |
| 994 | TierCode | String | N | Indicates the algorithm (tier) used to match a trade | FIX.4.4 |
| 1011 | MessageEventSource | String | N | Used to identify the event or source which gave rise to a message | FIX.4.4 |
| 779 | LastUpdateTime | UTCTimestamp | N | Used to indicate reports after a specific time | FIX.4.4 |
| 991 | RndPx | Price | N | Specifies the rounded price to quoted precision. | FIX.4.4 |
| ⟳ TrdCapRptAckSideGrp [Repeating Group] | | N | | FIX.4.4 |
| 552 | NoSides | NumInGroup | Y | Number of Side repeating group instances.
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | OneSide | One Side | | 2 | BothSides | Both Sides |
| FIX.4.4 |
| 54 | Side | char | Y | Side of order (see Volume : "Glossary" for value definitions)
▶ 16 enum values
| Value | Name | Description |
|---|
| 1 | Buy | Buy | | 2 | Sell | Sell | | 3 | BuyMinus | Buy minus | | 4 | SellPlus | Sell plus | | 5 | SellShort | Sell short | | 6 | SellShortExempt | Sell short exempt | | 7 | Undisclosed | Undisclosed (valid for IOI and List Order messages only) | | 8 | Cross | Cross (orders where counterparty is an exchange, valid for all messages except IOIs) | | 9 | CrossShort | Cross short | | A | CrossShortExempt | Cross short 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 |
| 1427 | SideExecID | String | N | This refers to the ExecID of the execution being reported. Used in trade reporting models that utilize different execution IDs for each side of the trade. This is used when reporting a trade with two or more sides. | FIX.5.0SP1 |
| 1428 | OrderDelay | int | N | Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). | FIX.5.0SP1 |
| 1429 | OrderDelayUnit | int | N | Used in conjunction with OrderDelay to specify the time unit being expressed. Default is "seconds" if not specified.
▶ 12 enum values
| Value | Name | Description |
|---|
| 0 | Seconds | Seconds (default if not specified) | | 1 | TenthsOfASecond | Tenths of a second | | 2 | HundredthsOfASecond | Hundredths of a second | | 3 | Milliseconds | milliseconds | | 4 | Microseconds | microseconds | | 5 | Nanoseconds | nanoseconds | | 10 | Minutes | minutes | | 11 | Hours | hours | | 12 | Days | days | | 13 | Weeks | weeks | | 14 | Months | months | | 15 | Years | years |
| FIX.5.0SP1 |
| ⟳ Parties [Repeating Group] | | N | Insert here here the set of "Parties" fields defined in "Common Components of Application Messages" | FIX.4.4 |
| 453 | NoPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | FIX.4.3 |
| 448 | PartyID | String | N | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. | FIX.4.3 |
| 447 | PartyIDSource | char | N | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
▶ 18 enum values
| Value | Name | Description |
|---|
| 6 | UKNationalInsuranceOrPensionNumber | UK National Insurance or Pension Number | | 7 | USSocialSecurityNumber | US Social Security Number | | 8 | USEmployerOrTaxIDNumber | US Employer or Tax ID Number | | 9 | AustralianBusinessNumber | Australian Business Number | | A | AustralianTaxFileNumber | Australian Tax File Number | | 1 | KoreanInvestorID | Korean Investor ID | | 2 | TaiwaneseForeignInvestorID | Taiwanese Qualified Foreign Investor ID QFII/FID | | 3 | TaiwaneseTradingAcct | Taiwanese Trading Acct | | 4 | MalaysianCentralDepository | Malaysian Central Depository (MCD) number | | 5 | ChineseInvestorID | Chinese Investor ID | | I | ISITCAcronym | Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document | | B | BIC | BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") | | C | GeneralIdentifier | Generally accepted market participant identifier (e.g. NASD mnemonic) | | D | Proprietary | Proprietary / Custom code | | E | ISOCountryCode | ISO Country Code | | F | SettlementEntityLocation | Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) | | G | MIC | MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C") | | H | CSDParticipant | CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) |
| FIX.4.3 |
| 452 | PartyRole | int | N | 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] | | N | Repeating group of Party sub-identifiers. | FIX.4.4 |
| 802 | NoPartySubIDs | NumInGroup | N | Number of PartySubID (523)and PartySubIDType (803) entries | FIX.4.4 |
| 523 | PartySubID | String | N | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | FIX.4.4 |
| 803 | PartySubIDType | int | N | Type of PartySubID (523) value
4000+ = Reserved and available for bi-laterally agreed upon user defined values
▶ 33 enum values
| Value | Name | Description |
|---|
| 1 | Firm | Firm | | 2 | Person | Person | | 3 | System | System | | 4 | Application | Application | | 5 | FullLegalNameOfFirm | Full legal name of firm | | 6 | PostalAddress | Postal address | | 7 | PhoneNumber | Phone number | | 8 | EmailAddress | Email address | | 9 | ContactName | Contact name | | 10 | SecuritiesAccountNumber | Securities account number (for settlement instructions) | | 11 | RegistrationNumber | Registration number (for settlement instructions and confirmations) | | 12 | RegisteredAddressForConfirmation | Registered address (for confirmation purposes) | | 13 | RegulatoryStatus | Regulatory status (for confirmation purposes) | | 14 | RegistrationName | Registration name (for settlement instructions) | | 15 | CashAccountNumber | Cash account number (for settlement instructions) | | 16 | BIC | BIC | | 17 | CSDParticipantMemberCode | CSD participant member code | | 18 | RegisteredAddress | Registered address | | 19 | FundAccountName | Fund account name | | 20 | TelexNumber | Telex number | | 21 | FaxNumber | Fax number | | 22 | SecuritiesAccountName | Securities account name | | 23 | CashAccountName | Cash account name | | 24 | Department | Department | | 25 | LocationDesk | Location desk | | 26 | PositionAccountType | Position account type | | 27 | SecurityLocateID | Security locate ID | | 28 | MarketMaker | Market maker | | 29 | EligibleCounterparty | Eligible counterparty | | 30 | ProfessionalClient | Professional client | | 31 | Location | Location | | 32 | ExecutionVenue | Execution venue | | 33 | CurrencyDeliveryIdentifier | Currency delivery identifier |
| FIX.4.4 |
| end PtysSubGrp |
| end Parties |
| 1 | Account | String | N | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. | FIX.4.4 |
| 660 | AcctIDSource | int | N | Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | BIC | BIC | | 2 | SIDCode | SID Code | | 3 | TFM | TFM (GSPTA) | | 4 | OMGEO | OMGEO (Alert ID) | | 5 | DTCCCode | DTCC Code | | 99 | Other | Other (custom or proprietary) |
| FIX.4.4 |
| 581 | AccountType | int | N | Type of account associated with an order
▶ 7 enum values
| Value | Name | Description |
|---|
| 1 | CarriedCustomerSide | Account is carried on customer side of the books | | 2 | CarriedNonCustomerSide | Account is carried on non-customer side of books | | 3 | HouseTrader | House Trader | | 4 | FloorTrader | Floor Trader | | 6 | CarriedNonCustomerSideCrossMargined | Account is carried on non-customer side of books and is cross margined | | 7 | HouseTraderCrossMargined | Account is house trader and is cross margined | | 8 | JointBackOfficeAccount | Joint back office account (JBO) |
| FIX.4.4 |
| 81 | ProcessCode | char | N | Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
▶ 7 enum values
| Value | Name | Description |
|---|
| 0 | Regular | Regular | | 1 | SoftDollar | Soft Dollar | | 2 | StepIn | Step-In | | 3 | StepOut | Step-Out | | 4 | SoftDollarStepIn | Soft-dollar Step-In | | 5 | SoftDollarStepOut | Soft-dollar Step-Out | | 6 | PlanSponsor | Plan Sponsor |
| FIX.4.4 |
| 575 | OddLot | Boolean | N | This trade is to be treated as an odd lot
If this field is not specified, the default will be "N"
▶ 2 enum values
| Value | Name | Description |
|---|
| N | TreatAsRoundLot | Treat as round lot (default) | | Y | TreatAsOddLot | Treat as odd lot |
| FIX.4.4 |
| ⟳ ClrInstGrp [Repeating Group] | | N | | FIX.4.4 |
| 576 | NoClearingInstructions | NumInGroup | N | Number of clearing instructions | FIX.4.4 |
| 577 | ClearingInstruction | int | N | Required if NoClearingInstructions > 0
▶ 14 enum values
| Value | Name | Description |
|---|
| 0 | ProcessNormally | Process normally | | 1 | ExcludeFromAllNetting | Exclude from all netting | | 2 | BilateralNettingOnly | Bilateral netting only | | 3 | ExClearing | Ex clearing | | 4 | SpecialTrade | Special trade | | 5 | MultilateralNetting | Multilateral netting | | 6 | ClearAgainstCentralCounterparty | Clear against central counterparty | | 7 | ExcludeFromCentralCounterparty | Exclude from central counterparty | | 8 | ManualMode | Manual mode (pre-posting and/or pre-giveup) | | 9 | AutomaticPostingMode | Automatic posting mode (trade posting to the position account number specified) | | 10 | AutomaticGiveUpMode | Automatic give-up mode (trade give-up to the give-up destination number specified) | | 11 | QualifiedServiceRepresentativeQSR | Qualified Service Representative QSR | | 12 | CustomerTrade | Customer trade | | 13 | SelfClearing | Self clearing |
| FIX.4.4 |
| end ClrInstGrp |
| 578 | TradeInputSource | String | N | Type of input device or system from which the trade was entered. | FIX.4.4 |
| 579 | TradeInputDevice | String | N | Specific device number, terminal number or station where trade was entered | FIX.4.4 |
| 376 | ComplianceID | String | N | ID used to represent this transaction for compliance purposes (e.g. OATS reporting). | FIX.4.4 |
| 377 | SolicitedFlag | Boolean | N | Indicates whether or not the order was solicited.
▶ 2 enum values
| Value | Name | Description |
|---|
| N | WasNotSolicited | Was not solicited | | Y | WasSolicited | Was solicited |
| FIX.4.4 |
| 582 | CustOrderCapacity | int | N | Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | MemberTradingForTheirOwnAccount | Member trading for their own account | | 2 | ClearingFirmTradingForItsProprietaryAccount | Clearing Firm trading for its proprietary account | | 3 | MemberTradingForAnotherMember | Member trading for another member | | 4 | AllOther | All other |
| FIX.4.4 |
| 336 | TradingSessionID | String | N | Generally the same for all sides of a trade, if reported only on the first side the same TradingSessionID will apply to all sides of the trade
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | Day | Day | | 2 | HalfDay | HalfDay | | 3 | Morning | Morning | | 4 | Afternoon | Afternoon | | 5 | Evening | Evening | | 6 | AfterHours | After-hours |
| FIX.4.4 |
| 625 | TradingSessionSubID | String | N | Generally the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID will apply to all sides of the trade.
▶ 7 enum values
| Value | Name | Description |
|---|
| 1 | PreTrading | Pre-Trading | | 2 | OpeningOrOpeningAuction | Opening or opening auction | | 3 | Continuous | (Continuous) Trading | | 4 | ClosingOrClosingAuction | Closing or closing auction | | 5 | PostTrading | Post-Trading | | 6 | IntradayAuction | Intraday Auction | | 7 | Quiescent | Quiescent |
| FIX.4.4 |
| 943 | TimeBracket | String | N | A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets. | FIX.4.4 |
| 430 | NetGrossInd | int | N | Code to represent whether value is net (inclusive of tax) or gross.
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | Net | Net | | 2 | Gross | Gross |
| FIX.5.0 |
| 1154 | SideCurrency | Currency | N | Used to Identify the Currency of the Trade Report Side. | FIX.5.0 |
| 1155 | SideSettlCurrency | Currency | N | Used to Identify the Settlement Currency of the Trade Report Side. | FIX.5.0 |
| ◈ CommissionData [Component] | | N | Insert here here the set of "Commission Data" fields defined in "Common Components of Application Messages" | FIX.4.4 |
| 12 | Commission | Amt | N | Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. | FIX.4.3 |
| 13 | CommType | char | N | Commission type
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | PerUnit | Per Unit (implying shares, par, currency, etc.) | | 2 | Percent | Percent | | 3 | Absolute | Absolute (total monetary amount) | | 4 | PercentageWaivedCashDiscount | Percentage waived - cash discount (for CIV buy orders) | | 5 | PercentageWaivedEnhancedUnits | Percentage waived -= enhanced units (for CIV buy orders) | | 6 | PointsPerBondOrContract | Points per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds) |
| FIX.4.3 |
| 479 | CommCurrency | Currency | N | 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 | N | 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 |
| 157 | NumDaysInterest | int | N | Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. | FIX.4.4 |
| 230 | ExDate | LocalMktDate | N | The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) | FIX.4.4 |
| 158 | AccruedInterestRate | Percentage | N | The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. | FIX.4.4 |
| 159 | AccruedInterestAmt | Amt | N | Amount of Accrued Interest for convertible bonds and fixed income | FIX.4.4 |
| 738 | InterestAtMaturity | Amt | N | Amount of interest (i.e. lump-sum) at maturity. | FIX.4.4 |
| 920 | EndAccruedInterestAmt | Amt | N | Accrued Interest Amount applicable to a financing transaction on the End Date. | FIX.4.4 |
| 921 | StartCash | Amt | N | Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. | FIX.4.4 |
| 922 | EndCash | Amt | N | Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. | FIX.4.4 |
| 238 | Concession | Amt | N | Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.4 |
| 237 | TotalTakedown | Amt | N | The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.4 |
| 118 | NetMoney | Amt | N | Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. | FIX.4.4 |
| 119 | SettlCurrAmt | Amt | N | Total amount due expressed in settlement currency (includes the effect of the forex transaction) | FIX.4.4 |
| 155 | SettlCurrFxRate | float | N | Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) | FIX.4.4 |
| 156 | SettlCurrFxRateCalc | char | N | Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided.
▶ 2 enum values
| Value | Name | Description |
|---|
| M | Multiply | Multiply | | D | Divide | Divide |
| FIX.4.4 |
| 77 | PositionEffect | char | N | Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
▶ 6 enum values
| Value | Name | Description |
|---|
| C | Close | Close | | F | FIFO | FIFO | | O | Open | Open | | R | Rolled | Rolled | | N | CloseButNotifyOnOpen | Close but notify on open | | D | Default | Default |
| FIX.4.4 |
| 752 | SideMultiLegReportingType | int | N | Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | SingleSecurity | Single Security (default if not specified) | | 2 | IndividualLegOfAMultilegSecurity | Individual leg of a multileg security | | 3 | MultilegSecurity | Multileg Security |
| FIX.4.4 |
| ⟳ ContAmtGrp [Repeating Group] | | N | | FIX.4.4 |
| 518 | NoContAmts | NumInGroup | N | Number of contract details in this message (number of repeating groups to follow) | FIX.4.4 |
| 519 | ContAmtType | int | N | Must be first field in the repeating group.
▶ 15 enum values
| Value | Name | Description |
|---|
| 1 | CommissionAmount | Commission amount (actual) | | 2 | CommissionPercent | Commission percent (actual) | | 3 | InitialChargeAmount | Initial Charge Amount | | 4 | InitialChargePercent | Initial Charge Percent | | 5 | DiscountAmount | Discount Amount | | 6 | DiscountPercent | Discount Percent | | 7 | DilutionLevyAmount | Dilution Levy Amount | | 8 | DilutionLevyPercent | Dilution Levy Percent | | 9 | ExitChargeAmount | Exit Charge Amount | | 10 | ExitChargePercent | Exit Charge Percent | | 11 | FundBasedRenewalCommissionPercent | Fund-Based Renewal Commission Percent (a.k.a. Trail commission) | | 12 | ProjectedFundValue | Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) | | 13 | FundBasedRenewalCommissionOnOrder | Fund-Based Renewal Commission Amount (based on Order value) | | 14 | FundBasedRenewalCommissionOnFund | Fund-Based Renewal Commission Amount (based on Projected Fund value) | | 15 | NetSettlementAmount | Net Settlement Amount |
| FIX.4.4 |
| 520 | ContAmtValue | float | N | Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). | FIX.4.4 |
| 521 | ContAmtCurr | Currency | N | Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". | FIX.4.4 |
| end ContAmtGrp |
| ⟳ Stipulations [Repeating Group] | | N | Insert here here the set of "Stipulations" fields defined in "Common Components of Application Messages" | FIX.4.4 |
| 232 | NoStipulations | NumInGroup | N | Number of stipulation entries
(Note tag # was reserved in FIX 4.1, added in FIX 4.3). | FIX.4.3 |
| 233 | StipulationType | String | N | Required if NoStipulations >0
▶ 80 enum values
| Value | Name | Description |
|---|
| AMT | AlternativeMinimumTax | Alternative Minimum Tax (Y/N) | | AUTOREINV | AutoReinvestment | Auto Reinvestment at <rate> or better | | BANKQUAL | BankQualified | Bank qualified (Y/N) | | BGNCON | BargainConditions | Bargain conditions (see StipulationValue (234) for values) | | COUPON | CouponRange | Coupon range | | CURRENCY | ISOCurrencyCode | ISO Currency Code | | CUSTOMDATE | CustomStart | Custom start/end date | | GEOG | Geographics | Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) | | HAIRCUT | ValuationDiscount | Valuation Discount | | INSURED | Insured | Insured (Y/N) | | ISSUE | IssueDate | Year Or Year/Month of Issue (ex. 234=2002/09) | | ISSUER | Issuer | Issuer's ticker | | ISSUESIZE | IssueSizeRange | issue size range | | LOOKBACK | LookbackDays | Lookback Days | | LOT | ExplicitLotIdentifier | Explicit lot identifier | | LOTVAR | LotVariance | Lot Variance (value in percent maximum over- or under-allocation allowed) | | MAT | MaturityYearAndMonth | Maturity Year And Month | | MATURITY | MaturityRange | Maturity range | | MAXSUBS | MaximumSubstitutions | Maximum substitutions (Repo) | | MINDNOM | MinimumDenomination | Minimum denomination | | MININCR | MinimumIncrement | Minimum increment | | MINQTY | MinimumQuantity | Minimum quantity | | PAYFREQ | PaymentFrequency | Payment frequency, calendar | | PIECES | NumberOfPieces | Number Of Pieces | | PMAX | PoolsMaximum | Pools Maximum | | PPL | PoolsPerLot | Pools per Lot | | PPM | PoolsPerMillion | Pools per Million | | PPT | PoolsPerTrade | Pools per Trade | | PRICE | PriceRange | Price Range | | PRICEFREQ | PricingFrequency | Pricing frequency | | PROD | ProductionYear | Production Year | | PROTECT | CallProtection | Call protection | | PURPOSE | Purpose | Purpose | | PXSOURCE | BenchmarkPriceSource | Benchmark price source | | RATING | RatingSourceAndRange | Rating source and range | | REDEMPTION | TypeOfRedemption | Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible | | RESTRICTED | Restricted | Restricted (Y/N) | | SECTOR | MarketSector | Market Sector | | SECTYPE | SecurityTypeIncludedOrExcluded | Security Type included or excluded | | STRUCT | Structure | Structure | | SUBSFREQ | SubstitutionsFrequency | Substitutions frequency (Repo) | | SUBSLEFT | SubstitutionsLeft | Substitutions left (Repo) | | TEXT | FreeformText | Freeform Text | | TRDVAR | TradeVariance | Trade Variance (value in percent maximum over- or under-allocation allowed) | | WAC | WeightedAverageCoupon | Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) | | WAL | WeightedAverageLifeCoupon | Weighted Average Life Coupon - value in percent (exact or range) | | WALA | WeightedAverageLoanAge | Weighted Average Loan Age - value in months (exact or range) | | WAM | WeightedAverageMaturity | Weighted Average Maturity - value in months (exact or range) | | WHOLE | WholePool | Whole Pool (Y/N) | | YIELD | YieldRange | Yield Range | | AVFICO | AverageFICOScore | Average FICO Score | | AVSIZE | AverageLoanSize | Average Loan Size | | MAXBAL | MaximumLoanBalance | Maximum Loan Balance | | POOL | PoolIdentifier | Pool Identifier | | ROLLTYPE | TypeOfRollTrade | Type of Roll trade | | REFTRADE | ReferenceToRollingOrClosingTrade | reference to rolling or closing trade | | REFPRIN | PrincipalOfRollingOrClosingTrade | principal of rolling or closing trade | | REFINT | InterestOfRollingOrClosingTrade | interest of rolling or closing trade | | AVAILQTY | AvailableOfferQuantityToBeShownToTheStreet | Available offer quantity to be shown to the street | | BROKERCREDIT | BrokerCredit | Broker's sales credit | | INTERNALPX | OfferPriceToBeShownToInternalBrokers | Offer price to be shown to internal brokers | | INTERNALQTY | OfferQuantityToBeShownToInternalBrokers | Offer quantity to be shown to internal brokers | | LEAVEQTY | TheMinimumResidualOfferQuantity | The minimum residual offer quantity | | MAXORDQTY | MaximumOrderSize | Maximum order size | | ORDRINCR | OrderQuantityIncrement | Order quantity increment | | PRIMARY | PrimaryOrSecondaryMarketIndicator | Primary or Secondary market indicator | | SALESCREDITOVR | BrokerSalesCreditOverride | Broker sales credit override | | TRADERCREDIT | TraderCredit | Trader's credit | | DISCOUNT | DiscountRate | Discount Rate (when price is denominated in percent of par) | | YTM | YieldToMaturity | Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) | | ABS | AbsolutePrepaymentSpeed | Absolute Prepayment Speed | | CPP | ConstantPrepaymentPenalty | Constant Prepayment Penalty | | CPR | ConstantPrepaymentRate | Constant Prepayment Rate | | CPY | ConstantPrepaymentYield | Constant Prepayment Yield | | HEP | FinalCPROfHomeEquityPrepaymentCurve | final CPR of Home Equity Prepayment Curve | | MHP | PercentOfManufacturedHousingPrepaymentCurve | Percent of Manufactured Housing Prepayment Curve | | MPR | MonthlyPrepaymentRate | Monthly Prepayment Rate | | PPC | PercentOfProspectusPrepaymentCurve | Percent of Prospectus Prepayment Curve | | PSA | PercentOfBMAPrepaymentCurve | Percent of BMA Prepayment Curve | | SMM | SingleMonthlyMortality | Single Monthly Mortality |
| FIX.4.3 |
| 234 | StipulationValue | String | N | For Fixed Income. Value of stipulation.
The expression can be an absolute single value or a combination of values and logical operators:
< value
> value
<= value
>= value
value
value - value2
value OR value2
value AND value2
YES
NO
Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON".
CD = Special cum Dividend
XD = Special ex Dividend
CC = Special cum Coupon
XC = Special ex Coupon
CB = Special cum Bonus
XB = Special ex Bonus
CR = Special cum Rights
XR = Special ex Rights
CP = Special cum Capital Repayments
XP = Special ex Capital Repayments
CS = Cash Settlement
SP = Special Price
TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules.
GD = Guaranteed Delivery
Values for StipulationType = "PXSOURCE":
BB GENERIC
BB FAIRVALUE
BROKERTEC
ESPEED
GOVPX
HILLIARD FARBER
ICAP
TRADEWEB
TULLETT LIBERTY
If a particular side of the market is wanted append /BID /OFFER or /MID.
plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties.
Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) | FIX.4.3 |
| end Stipulations |
| ⟳ MiscFeesGrp [Repeating Group] | | N | | FIX.4.4 |
| 136 | NoMiscFees | NumInGroup | N | Required if any miscellaneous fees are reported. Indicates number of repeating entries. | FIX.4.4 |
| 137 | MiscFeeAmt | Amt | N | Required if NoMiscFees > 0 | FIX.4.4 |
| 138 | MiscFeeCurr | Currency | N | Currency of miscellaneous fee | FIX.4.4 |
| 139 | MiscFeeType | String | N | Required if NoMiscFees > 0
▶ 14 enum values
| Value | Name | Description |
|---|
| 1 | Regulatory | Regulatory (e.g. SEC) | | 2 | Tax | Tax | | 3 | LocalCommission | Local Commission | | 4 | ExchangeFees | Exchange Fees | | 5 | Stamp | Stamp | | 6 | Levy | Levy | | 7 | Other | Other | | 8 | Markup | Markup | | 9 | ConsumptionTax | Consumption Tax | | 10 | PerTransaction | Per transaction | | 11 | Conversion | Conversion | | 12 | Agent | Agent | | 13 | TransferFee | Transfer Fee | | 14 | SecurityLending | Security Lending |
| FIX.4.4 |
| 891 | MiscFeeBasis | int | N | Defines the unit for a miscellaneous fee.
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | Absolute | Absolute | | 1 | PerUnit | Per Unit | | 2 | Percentage | Percentage |
| FIX.4.4 |
| end MiscFeesGrp |
| 825 | ExchangeRule | String | N | Used to report any exchange rules that apply to this trade.
Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. | FIX.4.4 |
| ⟳ SettlDetails [Repeating Group] | | N | Conveys settlement account details reported as part of obligation | FIX.5.0 |
| 1158 | NoSettlDetails | NumInGroup | N | Number of settlement parties | FIX.5.0 |
| 1164 | SettlObligSource | char | N | Indicates the Source of the Settlement Instructions
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | InstructionsOfBroker | Instructions of Broker | | 2 | InstructionsForInstitution | Instructions for Institution | | 3 | Investor | Investor |
| FIX.5.0 |
| ⟳ SettlParties [Repeating Group] | | N | Carries settlement account information | FIX.5.0 |
| 781 | NoSettlPartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole | FIX.4.4 |
| 782 | SettlPartyID | String | N | Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 783 | SettlPartyIDSource | char | N | Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| 784 | SettlPartyRole | int | N | Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. | FIX.4.4 |
| ⟳ SettlPtysSubGrp [Repeating Group] | | N | Repeating group of SettlParty sub-identifiers. | FIX.4.4 |
| 801 | NoSettlPartySubIDs | NumInGroup | N | Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries | FIX.4.4 |
| 785 | SettlPartySubID | String | N | PartySubID value within a settlement parties component.
Same values as PartySubID (523) | FIX.4.4 |
| 786 | SettlPartySubIDType | int | N | Type of SettlPartySubID (785) value.
Same values as PartySubIDType (803) | FIX.4.4 |
| end SettlPtysSubGrp |
| end SettlParties |
| end SettlDetails |
| 826 | TradeAllocIndicator | int | N | Identifies how the trade is to be allocated
▶ 6 enum values
| Value | Name | Description |
|---|
| 0 | AllocationNotRequired | Allocation not required | | 1 | AllocationRequired | Allocation required (give-up trade) allocation information not provided (incomplete) | | 2 | UseAllocationProvidedWithTheTrade | Use allocation provided with the trade | | 3 | AllocationGiveUpExecutor | Allocation give-up executor | | 4 | AllocationFromExecutor | Allocation from executor | | 5 | AllocationToClaimAccount | Allocation to claim account |
| FIX.4.4 |
| 591 | PreallocMethod | char | N | Indicates the method of preallocation.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | ProRata | Pro rata | | 1 | DoNotProRata | Do not pro-rata - discuss first |
| FIX.4.4 |
| 70 | AllocID | String | N | Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) | FIX.4.4 |
| ⟳ TrdAllocGrp [Repeating Group] | | N | | FIX.4.4 |
| 78 | NoAllocs | NumInGroup | N | Number of repeating groups for trade allocation | FIX.4.4 |
| 79 | AllocAccount | String | N | Required if NoAllocs > 0. Must be first field in repeating group. | FIX.4.4 |
| 661 | AllocAcctIDSource | int | N | Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. | FIX.4.4 |
| 736 | AllocSettlCurrency | Currency | N | Currency code of settlement denomination for a specific AllocAccount (79). | FIX.4.4 |
| 467 | IndividualAllocID | String | N | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | FIX.4.4 |
| ⟳ NestedParties2 [Repeating Group] | | N | Insert here the set of "NestedParties2" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" | FIX.4.4 |
| 756 | NoNested2PartyIDs | NumInGroup | N | Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole | FIX.4.4 |
| 757 | Nested2PartyID | String | N | Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 758 | Nested2PartyIDSource | char | N | Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| 759 | Nested2PartyRole | int | N | Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. | FIX.4.4 |
| ⟳ NstdPtys2SubGrp [Repeating Group] | | N | Repeating group of Nested2Party sub-identifiers. | FIX.4.4 |
| 806 | NoNested2PartySubIDs | NumInGroup | N | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. | FIX.4.4 |
| 760 | Nested2PartySubID | String | N | PartySubID value within a "second instance" Nested repeating group.
Same values as PartySubID (523) | FIX.4.4 |
| 807 | Nested2PartySubIDType | int | N | Type of Nested2PartySubID (760) value. Second instance of <NestedParties>.
Same values as PartySubIDType (803) | FIX.4.4 |
| end NstdPtys2SubGrp |
| end NestedParties2 |
| 80 | AllocQty | Qty | N | Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) | FIX.4.4 |
| 993 | AllocCustomerCapacity | String | N | Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. | FIX.4.4 |
| 1002 | AllocMethod | int | N | Specifies the method under which a trade quantity was allocated.
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | Automatic | Automatic | | 2 | Guarantor | Guarantor | | 3 | Manual | Manual |
| FIX.4.4 |
| 989 | SecondaryIndividualAllocID | String | N | Provides support for an intermediary assigned allocation ID | FIX.4.4 |
| 1136 | AllocClearingFeeIndicator | String | N | ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. | FIX.4.4 |
| end TrdAllocGrp |
| 1072 | SideGrossTradeAmt | Amt | N | The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. | FIX.4.4 |
| 1057 | AggressorIndicator | Boolean | N | Used to identify whether the order initiator is an aggressor or not in the trade.
▶ 2 enum values
| Value | Name | Description |
|---|
| Y | OrderInitiatorIsAggressor | Order initiator is aggressor | | N | OrderInitiatorIsPassive | Order initiator is passive |
| FIX.4.4 |
| 1009 | SideLastQty | int | N | Used to indicate the quantity on one of a multi-sided Trade Capture Report | FIX.4.4 |
| 1005 | SideTradeReportID | String | N | Used on a multi-sided trade to designate the ReportID | FIX.4.4 |
| 1006 | SideFillStationCd | String | N | Used on a multi-sided trade to convey order routing information | FIX.4.4 |
| 1007 | SideReasonCd | String | N | Used on a multi-sided trade to convey reason for execution | FIX.4.4 |
| 83 | RptSeq | int | N | Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. | FIX.4.4 |
| 1008 | SideTrdSubTyp | int | N | Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). | FIX.4.4 |
| 1115 | OrderCategory | char | N | Defines the type of interest behind a trade (fill or partial fill).
▶ 9 enum values
| Value | Name | Description |
|---|
| 1 | Order | Order | | 2 | Quote | Quote | | 3 | PrivatelyNegotiatedTrade | Privately Negotiated Trade | | 4 | MultilegOrder | Multileg order | | 5 | LinkedOrder | Linked order | | 6 | QuoteRequest | Quote Request | | 7 | ImpliedOrder | Implied Order | | 8 | CrossOrder | Cross Order | | 9 | StreamingPrice | Streaming price (quote) |
| FIX.5.0SP1 |
| ◈ TradeReportOrderDetail [Component] | | N | Details of the order associated with this side of the trade. | FIX.5.0SP1 |
| 37 | OrderID | String | N | Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. | FIX.5.0SP1 |
| 198 | SecondaryOrderID | String | N | Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. | FIX.5.0SP1 |
| 11 | ClOrdID | String | N | In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). | FIX.5.0SP1 |
| 526 | SecondaryClOrdID | String | N | In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). | FIX.5.0SP1 |
| 66 | ListID | String | N | Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. | FIX.5.0SP1 |
| 1080 | RefOrderID | String | N | Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs. | FIX.5.0SP1 |
| 1081 | RefOrderIDSource | char | N | Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order.
▶ 5 enum values
| Value | Name | Description |
|---|
| 0 | SecondaryOrderID | SecondaryOrderID(198) | | 1 | OrderID | OrderID(37) | | 2 | MDEntryID | MDEntryID(278) | | 3 | QuoteEntryID | QuoteEntryID(299) | | 4 | OriginalOrderID | Original order ID |
| FIX.5.0SP1 |
| 1431 | RefOrdIDReason | int | N | The reason for updating the RefOrdID
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | GTCFromPreviousDay | GTC from previous day | | 1 | PartialFillRemaining | Partial Fill Remaining | | 2 | OrderChanged | Order Changed |
| FIX.5.0SP1 |
| 40 | OrdType | char | N | Order type from the order associated with the trade
▶ 24 enum values
| Value | Name | Description |
|---|
| 1 | Market | Market | | 2 | Limit | Limit | | 3 | Stop | Stop / Stop Loss | | 4 | StopLimit | Stop Limit | | 5 | MarketOnClose | Market On Close (No longer used) | | 6 | WithOrWithout | With Or Without | | 7 | LimitOrBetter | Limit Or Better | | 8 | LimitWithOrWithout | Limit With Or Without | | 9 | OnBasis | On Basis | | A | OnClose | On Close (No longer used) | | B | LimitOnClose | Limit On Close (No longer used) | | C | ForexMarket | Forex Market (No longer used) | | D | PreviouslyQuoted | Previously Quoted | | E | PreviouslyIndicated | Previously Indicated | | F | ForexLimit | Forex Limit (No longer used) | | G | ForexSwap | Forex Swap | | H | ForexPreviouslyQuoted | Forex Previously Quoted (No longer used) | | I | Funari | Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) | | J | MarketIfTouched | Market If Touched (MIT) | | K | MarketWithLeftOverAsLimit | Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) | | L | PreviousFundValuationPoint | Previous Fund Valuation Point (Historic pricing; for CIV) | | M | NextFundValuationPoint | Next Fund Valuation Point (Forward pricing; for CIV) | | P | Pegged | Pegged | | Q | CounterOrderSelection | Counter-order selection |
| FIX.5.0SP1 |
| 44 | Price | Price | N | Order price at time of trade | FIX.5.0SP1 |
| 99 | StopPx | Price | N | Stop/Limit order price | FIX.5.0SP1 |
| 18 | ExecInst | MultipleCharValue | N | Execution Instruction from the order associated with the trade
▶ 56 enum values
| Value | Name | Description |
|---|
| 0 | StayOnOfferSide | Stay on offer side | | 1 | NotHeld | Not held | | 2 | Work | Work | | 3 | GoAlong | Go along | | 4 | OverTheDay | Over the day | | 5 | Held | Held | | 6 | ParticipateDoNotInitiate | Participate don't initiate | | 7 | StrictScale | Strict scale | | 8 | TryToScale | Try to scale | | 9 | StayOnBidSide | Stay on bid side | | A | NoCross | No cross (cross is forbidden) | | B | OKToCross | OK to cross | | C | CallFirst | Call first | | D | PercentOfVolume | Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) | | E | DoNotIncrease | Do not increase - DNI | | F | DoNotReduce | Do not reduce - DNR | | G | AllOrNone | All or none - AON | | H | ReinstateOnSystemFailure | Reinstate on system failure (mutually exclusive with Q and l) | | I | InstitutionsOnly | Institutions only | | J | ReinstateOnTradingHalt | Reinstate on Trading Halt (mutually exclusive with K and m) | | K | CancelOnTradingHalt | Cancel on Trading Halt (mutually exclusive with J and m) | | L | LastPeg | Last peg (last sale) | | M | MidPricePeg | Mid-price peg (midprice of inside quote) | | N | NonNegotiable | Non-negotiable | | O | OpeningPeg | Opening peg | | P | MarketPeg | Market peg | | Q | CancelOnSystemFailure | Cancel on system failure (mutually exclusive with H and l) | | R | PrimaryPeg | Primary peg (primary market - buy at bid/sell at offer) | | S | Suspend | Suspend | | T | FixedPegToLocalBestBidOrOfferAtTimeOfOrder | Fixed Peg to Local best bid or offer at time of order | | U | CustomerDisplayInstruction | Customer Display Instruction (Rule 11Ac1-1/4) | | V | Netting | Netting (for Forex) | | W | PegToVWAP | Peg to VWAP | | X | TradeAlong | Trade Along | | Y | TryToStop | Try To Stop | | Z | CancelIfNotBest | Cancel if not best | | a | TrailingStopPeg | Trailing Stop Peg | | b | StrictLimit | Strict Limit (No price improvement) | | c | IgnorePriceValidityChecks | Ignore Price Validity Checks | | d | PegToLimitPrice | Peg to Limit Price | | e | WorkToTargetStrategy | Work to Target Strategy | | f | IntermarketSweep | Intermarket Sweep | | g | ExternalRoutingAllowed | External Routing Allowed | | h | ExternalRoutingNotAllowed | External Routing Not Allowed | | i | ImbalanceOnly | Imbalance Only | | j | SingleExecutionRequestedForBlockTrade | Single execution requested for block trade | | k | BestExecution | Best Execution | | l | SuspendOnSystemFailure | Suspend on system failure (mutually exclusive with H and Q) | | m | SuspendOnTradingHalt | Suspend on Trading Halt (mutually exclusive with J and K) | | n | ReinstateOnConnectionLoss | Reinstate on connection loss (mutually exclusive with o and p) | | o | CancelOnConnectionLoss | Cancel on connection loss (mutually exclusive with n and p) | | p | SuspendOnConnectionLoss | Suspend on connection loss (mutually exclusive with n and o) | | q | ReleaseFromSuspension | Release from suspension (mutually exclusive with S) | | r | ExecuteAsDeltaNeutral | Execute as delta neutral using volatility provided | | s | ExecuteAsDurationNeutral | Execute as duration neutral | | t | ExecuteAsFXNeutral | Execute as FX neutral |
| FIX.5.0SP1 |
| 39 | OrdStatus | char | N | Status of order as of this trade report
▶ 15 enum values
| Value | Name | Description |
|---|
| 0 | New | New | | 1 | PartiallyFilled | Partially filled | | 2 | Filled | Filled | | 3 | DoneForDay | Done for day | | 4 | Canceled | Canceled | | 5 | Replaced | Replaced (No longer used) | | 6 | PendingCancel | Pending Cancel (i.e. result of Order Cancel Request) | | 7 | Stopped | Stopped | | 8 | Rejected | Rejected | | 9 | Suspended | Suspended | | A | PendingNew | Pending New | | B | Calculated | Calculated | | C | Expired | Expired | | D | AcceptedForBidding | Accepted for Bidding | | E | PendingReplace | Pending Replace (i.e. result of Order Cancel/Replace Request) |
| FIX.5.0SP1 |
| ◈ OrderQtyData [Component] | | N | Order quantity at time of trade | FIX.5.0SP1 |
| 38 | OrderQty | Qty | N | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. | FIX.4.3 |
| 152 | CashOrderQty | Qty | N | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. | FIX.4.3 |
| 516 | OrderPercent | Percentage | N | For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. | FIX.4.3 |
| 468 | RoundingDirection | char | N | For CIV - Optional
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | RoundToNearest | Round to nearest | | 1 | RoundDown | Round down | | 2 | RoundUp | Round up |
| FIX.4.3 |
| 469 | RoundingModulus | float | N | For CIV - Optional | FIX.4.3 |
| 151 | LeavesQty | Qty | N | Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14).
(Prior to FIX 4.2 this field was of type int) | FIX.5.0SP1 |
| 14 | CumQty | Qty | N | Total quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int) | FIX.5.0SP1 |
| 59 | TimeInForce | char | N | Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions)
▶ 10 enum values
| Value | Name | Description |
|---|
| 0 | Day | Day (or session) | | 1 | GoodTillCancel | Good Till Cancel (GTC) | | 2 | AtTheOpening | At the Opening (OPG) | | 3 | ImmediateOrCancel | Immediate Or Cancel (IOC) | | 4 | FillOrKill | Fill Or Kill (FOK) | | 5 | GoodTillCrossing | Good Till Crossing (GTX) | | 6 | GoodTillDate | Good Till Date (GTD) | | 7 | AtTheClose | At the Close | | 8 | GoodThroughCrossing | Good Through Crossing | | 9 | AtCrossing | At Crossing |
| FIX.5.0SP1 |
| 126 | ExpireTime | UTCTimestamp | N | The order expiration date/time in UTC | FIX.5.0SP1 |
| ◈ DisplayInstruction [Component] | | N | The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market. | FIX.5.0SP1 |
| 1138 | DisplayQty | Qty | N | The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. | FIX.4.4 |
| 1082 | SecondaryDisplayQty | Qty | N | Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. | FIX.4.4 |
| 1083 | DisplayWhen | char | N | Instructs when to refresh DisplayQty (1138).
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | Immediate | Immediate (after each fill) | | 2 | Exhaust | Exhaust (when DisplayQty = 0) |
| FIX.4.4 |
| 1084 | DisplayMethod | char | N | Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | Initial | Initial (use original DisplayQty) | | 2 | New | New (use RefreshQty) | | 3 | Random | Random (randomize value) | | 4 | Undisclosed | Undisclosed (invisible order) |
| FIX.4.4 |
| 1085 | DisplayLowQty | Qty | N | Required when DisplayMethod = 3 | FIX.4.4 |
| 1086 | DisplayHighQty | Qty | N | Required when DisplayMethod = 3 | FIX.4.4 |
| 1087 | DisplayMinIncr | Qty | N | Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 | FIX.4.4 |
| 1088 | RefreshQty | Qty | N | Required when DisplayMethod = 2 | FIX.4.4 |
| 528 | OrderCapacity | char | N | Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
▶ 6 enum values
| Value | Name | Description |
|---|
| A | Agency | Agency | | G | Proprietary | Proprietary | | I | Individual | Individual | | P | Principal | Principal (Note for CMS purposes, "Principal" includes "Proprietary") | | R | RisklessPrincipal | Riskless Principal | | W | AgentForOtherMember | Agent for Other Member |
| FIX.5.0SP1 |
| 529 | OrderRestrictions | MultipleCharValue | N | Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
▶ 15 enum values
| Value | Name | Description |
|---|
| 1 | ProgramTrade | Program Trade | | 2 | IndexArbitrage | Index Arbitrage | | 3 | NonIndexArbitrage | Non-Index Arbitrage | | 4 | CompetingMarketMaker | Competing Market Maker | | 5 | ActingAsMarketMakerOrSpecialistInSecurity | Acting as Market Maker or Specialist in the security | | 6 | ActingAsMarketMakerOrSpecialistInUnderlying | Acting as Market Maker or Specialist in the underlying security of a derivative security | | 7 | ForeignEntity | Foreign Entity (of foreign government or regulatory jurisdiction) | | 8 | ExternalMarketParticipant | External Market Participant | | 9 | ExternalInterConnectedMarketLinkage | External Inter-connected Market Linkage | | A | RisklessArbitrage | Riskless Arbitrage | | B | IssuerHolding | Issuer Holding | | C | IssuePriceStabilization | Issue Price Stabilization | | D | NonAlgorithmic | Non-algorithmic | | E | Algorithmic | Algorithmic | | F | Cross | Cross |
| FIX.5.0SP1 |
| 775 | BookingType | int | N | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).
▶ 3 enum values
| Value | Name | Description |
|---|
| 0 | RegularBooking | Regular booking | | 1 | CFD | CFD (Contract for difference) | | 2 | TotalReturnSwap | Total Return Swap |
| FIX.5.0SP1 |
| 1432 | OrigCustOrderCapacity | int | N | The customer capacity for this trade at the time of the order/execution.
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | MemberTradingForTheirOwnAccount | Member trading for their own account | | 2 | ClearingFirmTradingForItsProprietaryAccount | Clearing Firm trading for its proprietary account | | 3 | MemberTradingForAnotherMember | Member trading for another member | | 4 | AllOther | All other |
| FIX.5.0SP1 |
| 821 | OrderInputDevice | String | N | Specific device number, terminal number or station where order was entered | FIX.5.0SP1 |
| 1093 | LotType | char | N | Defines the lot type assigned to the order.
▶ 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.5.0SP1 |
| 483 | TransBkdTime | UTCTimestamp | N | For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.
For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission. | FIX.5.0SP1 |
| 586 | OrigOrdModTime | UTCTimestamp | N | The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. | FIX.5.0SP1 |
| ⟳ SideTrdRegTS [Repeating Group] | | N | The SideTrdRegTS component block is used to convey regulatory timestamps associated with one side of a multi-sided trade event. | FIX.4.4 |
| 1016 | NoSideTrdRegTS | NumInGroup | N | Indicates number of SideTimestamps contained in group | FIX.4.4 |
| 1012 | SideTrdRegTimestamp | UTCTimestamp | N | Will be used in a multi-sided message.
Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house | FIX.4.4 |
| 1013 | SideTrdRegTimestampType | int | N | Same as TrdRegTimeStampType | FIX.4.4 |
| 1014 | SideTrdRegTimestampSrc | String | N | Same as TrdRegTimestampOrigin
Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value | FIX.4.4 |
| end SideTrdRegTS |
| end TrdCapRptAckSideGrp |
| 1135 | RptSys | String | N | Indicates the system or medium on which the report has been published | FIX.4.4 |
| 381 | GrossTradeAmt | Amt | N | (LastQty(32) * LastPx(31) or LastParPx(669)) For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. | FIX.4.4 |
| 64 | SettlDate | LocalMktDate | N | Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) | FIX.4.4 |
| 1329 | FeeMultiplier | float | N | This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. | FIX.5.0 |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.4.4 |
| 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 |