Account mnemonic as agreed between buy and sell sides e g broker and institution or investor intermediary and fund manager Unique identifier of advertisement message Prior to FIX 4 this field was of type int Reference identifier used with CANCEL and REPLACE transaction types Prior to FIX 4 this field was of type int Broker s side of advertised trade Valid values: B = Buy S = Sell X = Cross T = Trade Identifies advertisement message transaction type Valid values: N = New C = Cancel R = Replace 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 3 I e AvgPx will contain an average of percent of par values see LastParPx 669 for issues traded in Yield Spread or Discount Unique identifier for Order as assigned by the buy side institution broker intermediary etc identified by SenderCompID 49 or OnBehalfOfCompID 5 as appropriate Uniqueness must be guaranteed within a single trading day Firms particularly those which electronically submit multi day orders trade globally or throughout market close periods should ensure uniqueness across days for example by embedding a date within the ClOrdID field Commission Note if CommType 3 is percentage Commission of 5 should be represented as 05 Commission type Valid values: = per unit implying shares par currency etc 2 = percentage 3 = absolute total monetary amount 4 = for CIV buy orders percentage waived cash discount 5 = for CIV buy orders percentage waived enhanced units 6 = points per bond or or contract Supply ContractMultiplier 23 in the Instrument component block if the object security is denominated in a size other than the industry default 000 par for bonds Total quantity e g number of shares filled Prior to FIX 4 2 this field was of type int Identifies currency used for price Absence of this field is interpreted as the default for the security It is recommended that systems provide the currency value whenever possible See Appendix 6 A: Valid Currency Codes for information on obtaining valid values Unique identifier of execution message as assigned by sell side broker exchange ECN will be 0 zero for ExecType 50 =I Order Status Uniqueness must be guaranteed within a single trading day or the life of a multi day order Firms which accept multi day orders should consider embedding a date within the ExecID field to assure uniqueness across days Prior to FIX 4 this field was of type int Instructions for order handling on exchange trading floor If more than one instruction is applicable to an order this field can contain multiple instructions separated by space Valid values: = Not held 2 = Work 3 = Go along 4 = Over the day 5 = Held 6 = Participate don t initiate 7 = Strict scale 8 = Try to scale 9 = Stay on bidside 0 = Stay on offerside A = No cross cross is forbidden B = OK to cross C = Call first D = Percent of volume indicates that the sender does not want to be all of the volume on the floor vs a specific percentage E = Do not increase DNI F = Do not reduce DNR G = All or none AON H = Reinstate on System Failure mutually exclusive with Q I = Institutions only J = Reinstate on Trading Halt mutually exclusive with K K = Cancel on Trading Halt mutually exclusive with L L = Last peg last sale M = Mid price peg midprice of inside quote N = Non negotiable O = Opening peg P = Market peg Q = Cancel on System Failure mutually exclusive with H R = Primary peg primary market buy at b id sell at offer S = Suspend T = Fixed Peg to Local best bid or offer at time of orderU = Customer Display Instruction RuleAc 4 V = Netting for Forex W = Peg to VWAP X = Trade Along Y = Try to Stop Z = Cancel if Not Best a = Trailing Stop Peg b = Strict Limit No Price Improvement c = Ignore Price Validity Checks d = Peg to Limit Price e = Work to Target Strategy *** SOME VALUES HAVE BEEN REPLACED See Replaced Features and Supported Approach *** see Volume : Glossary for value definitions Reference identifier used with Trade Cancel and Trade Correct execution types Prior to FIX 4 this field was of type int Instructions for order handling on Broker trading floor Valid values: = Automated execution order private no Broker intervention 2 = Automated execution order public Broker intervention OK 3 = Manual order best execution Identifies class or source of the SecurityID 48 value Required if SecurityID is specified Valid values: = CUSIP 2 = SEDOL 3 = QUIK 4 = ISIN number 5 = RIC code 6 = ISO Currency Code 7 = ISO Country Code 8 = Exchange Symbol 9 = Consolidated Tape Association CTA Symbol SIAC CTS CQS line format A = Bloomberg Symbol B = Wertpapier C = Dutch D = Valoren E = Sicovam F = Belgian G = Common Clearstream and Euroclear H = Clearing House Clearing Organization I = ISDA FpML Product Specification J = Options Price Reporting Authority 00 are reserved for private security identifications Unique identifier of IOI message Prior to FIX 4 this field was of type int Relative quality of indication Valid values: L = Low M = Medium H = High Reference identifier used with CANCEL and REPLACE transaction types Prior to FIX 4 this field was of type int Quantity e g number of shares in numeric form or relative size Valid values: 0 000000000 S = Small M = Medium L = Large Identifies IOI message transaction type Valid values: N = New C = Cancel R = Replace Broker capacity in order execution Valid values: = Agent 2 = Cross as agent 3 = Cross as principal 4 = Principal Market of execution for last fill or an indication of the market where an order was routed Valid values: See Appendix 6 C Price of this last fill Quantity e g shares bought sold on this last fill Prior to FIX 4 2 this field was of type int Integer message sequence number 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 Quantity ordered This represents the number of shares for equities or par face or nominal value for FI instruments Prior to FIX 4 2 this field was of type int Identifies current status of order Valid values: 0 = New = Partially filled 2 = Filled 3 = Done for day 4 = Canceled 5 = Replaced Removed Replaced 6 = Pending Cancel e g result of Order Cancel Request 7 = Stopped 8 = Rejected 9 = Suspended A = Pending New B = Calculated C = Expired D = Accepted for bidding E = Pending Replace e g result of Order Cancel Replace Request *** SOME VALUES HAVE BEEN REPLACED See Replaced Features and Supported Approach *** see Volume : Glossary for value definitions Order type Valid values: = Market 2 = Limit 3 = Stop 4 = Stop limit 5 = Market on close No longer used 6 = With or without 7 = Limit or better Deprecated 8 = Limit with or without 9 = On basis A = On close No longer used B = Limit on close No longer used C = Forex Market No longer used D = Previously quoted E = Previously indicated F = Forex Limit No longer used G = Forex Swap H = Forex Previously Quoted No longer used I = Funari Limit Day Order with unexecuted portion handled as Market On Close E g Japan J = Market If Touched MIT K = Market with Leftover as Limit market order then unexecuted quantity becomes limit order at last price L = Previous Fund Valuation Point Historic pricing for CIV M = Next Fund Valuation Point Forward pricing for CIV P = Pegged *** SOME VALUES ARE NO LONGER USED See Deprecated Phased out Features and Supported Approach *** see Volume : Glossary for value definitions ClOrdID of the previous order NOT the initial order of the day as assigned by the institution used to identify the previous order in cancel and cancel replace requests Time of message origination always expressed in UTC Universal Time Coordinated also known as GMT Indicates possible retransmission of message with this sequence number Valid values: Y = Possible duplicate N = Original transmission Price per unit of quantity e g per share Reference message sequence number Security identifier value of SecurityIDSource 22 type e g CUSIP SEDOL ISIN etc Requires SecurityIDSource Assigned value used to identify firm sending message Assigned value used to identify specific message originator desk trader etc Time of message transmission always expressed in UTC Universal Time Coordinated also known as GMT Overall total quantity e g number of shares Prior to FIX 4 2 this field was of type int Side of order Valid values: = Buy 2 = Sell 3 = Buy minus 4 = Sell plus 5 = Sell short 6 = Sell short exempt 7 = Undisclosed valid for IOI and List Order messages only 8 = Cross orders where counterparty is an exchange valid for all messages except IOIs 9 = Cross short A = Cross short exempt B = As Defined for use with multileg instruments C = Opposite for use with multileg instruments D = Subscribe e g CIV E = Redeem e g CIV F = Lend FINANCING identifies direction of collateral G = Borrow FINANCING identifies direction of collateral see Volume : Glossary for value definitions Ticker symbol Common human understood representation of the security SecurityID 48 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 Assigned value used to identify receiving firm Assigned value used to identify specific individual or unit intended to receive message ADMIN reserved for administrative messages not intended for a specific user Free format text string Note: this field does not have a specified maximum length Specifies how long the order remains in effect Absence of this field is interpreted as DAY NOTE not applicable to CIV Orders Valid values: 0 = Day or session = Good Till Cancel GTC 2 = At the Opening OPG 3 = Immediate or Cancel IOC 4 = Fill or Kill FOK 5 = Good Till Crossing GTX 6 = Good Till Date 7 = At the Close see Volume : Glossary for value definitions Time of execution order creation expressed in UTC Universal Time Coordinated also known as GMT Urgency flag Valid values: 0 = Normal = Flash 2 = Background Indicates expiration time of indication message always expressed in UTC Universal Time Coordinated also known as GMT 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 Valid values: 0 = Regular = Cash 2 = Next Day T 3 = T 2 4 = T 3 5 = T 4 6 = Future 7 = When And If Issued 8 = Sellers Option 9 = T 5 A = T Removed in FIX 4 4 use 2 = Next Day T value 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 Additional information about the security e g preferred warrants etc Note also see SecurityType 67 Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory Fixed Income use: WI = When Issued for a security to be reissued under an old CUSIP or ISIN CD = a EUCP with lump sum interest rather than discount price 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 Sequence of individual order within list i e ListSeqNo of TotNoOrders 68 2 of 25 3 of 25 Total number of list order entries across all messages Should be the sum of all NoOrders 73 in each message that has repeating list order entries related to the same ListID 66 Used to support fragmentation Prior to FIX 4 2 this field was named ListNoOrds Free format text message containing list handling and execution instructions Unique identifier for allocation message Prior to FIX 4 this field was of type int Identifies allocation transaction type Valid values: 0 = New = Replace 2 = Cancel 3 = Preliminary without MiscFees and NetMoney Removed Replaced 4 = Calculated includes MiscFees and NetMoney Removed Replaced 5 = Calculated without Preliminary sent unsolicited by broker includes MiscFees and NetMoney Removed Replaced *** SOME VALUES HAVE BEEN REPLACED See Replaced Features and Supported Approach *** Reference identifier to be used with AllocTransType 7 =Replace or Cancel Prior to FIX 4 this field was of type int Indicates number of decimal places to be used for average pricing Absence of this field indicates that default precision arranged by the broker institution is to be used 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 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 Valid Values: O = Open C = Close R = Rolled F = FIFO Sub account mnemonic Quantity to be allocated to specific sub account Prior to FIX 4 2 this field was of type int Processing code for sub account Absence of this field in AllocAccount 79 AllocPrice 366 AllocQty 80 ProcessCode instance indicates regular trade Valid values: 0 = regular = soft dollar 2 = step in 3 = step out 4 = soft dollar step in 5 = soft dollar step out 6 = plan sponsor Total number of reports within series Sequence number of message within report series Total quantity canceled for this order Prior to FIX 4 2 this field was of type int Identifies status of allocation Valid values: 0 = accepted successfully processed = block level reject 2 = account level reject 3 = received received not yet processed 4 = incomplete 5 = rejected by intermediary Identifies reason for rejection Valid values: 0 = unknown account s = incorrect quantity 2 = incorrect average price 3 = unknown executing broker mnemonic 4 = commission difference 5 = unknown OrderID 37 6 = unknown ListID 66 7 = other further in Note 58= 8 = incorrect allocated quantity 9 = calculation difference 0 = unknown or stale ExecID 7 = mismatched data value further in Note 58= 2 = unknown ClOrdID 3 = warehouse request rejected Email message type Valid values: 0 = New = Reply 2 = Admin Reply Number of bytes in raw data field Unformatted raw data can include bitmaps word processor documents etc Indicates that message may contain information that has been sent under another sequence number Valid Values: Y=Possible resend N=Original transmission Price per unit of quantity e g per share Execution destination as defined by institution when order is entered Valid values: See Appendix 6 C Code to identify reason for cancel rejection Valid values: 0 = Too late to cancel = Unknown order 2 = Broker Exchange Option 3 = Order already in Pending Cancel or Pending Replace status 4 = Unable to process Order Mass Cancel Request 5 = OrigOrdModTime 586 did not match last TransactTime 60 of order 6 = Duplicate ClOrdID received 99 = Other Code to identify reason for order rejection Valid values: 0 = Broker Exchange option = Unknown symbol 2 = Exchange closed 3 = Order exceeds limit 4 = Too late to enter 5 = Unknown Order 6 = Duplicate Order e g dupe ClOrdID 7 = Duplicate of a verbally communicated order 8 = Stale Order 9 = Trade Along required 0 = Invalid Investor ID = Unsupported order characteristic2 = Surveillence Option 3 = Incorrect quantity 4 = Incorrect allocated quantity 5 = Unknown account s 99 = Other Note: Values 3 4 and 5 will be used when rejecting an order due to pre allocation information errors Code to qualify IOI use Valid values: A = All or none B = Market On Close MOC held to close C = At the close around not held to close D = VWAP Volume Weighted Avg Price I = In touch with L = Limit M = More behind O = At the open P = Taking a position Q = At the Market previously called Current Quote R = Ready to trade S = Portfolio shown T = Through the day V = Versus W = Indication Working away X = Crossing opportunity Y = At the Midpoint Z = Pre open see Volume : Glossary for value definitions Name of security issuer e g International Business Machines GNMA see also Volume 7: PRODUCT: FIXED INCOME Euro Issuer Values Security description Minimum quantity of an order to be executed Prior to FIX 4 2 this field was of type int Maximum quantity e g number of shares within an order to be shown on the exchange floor at any given time Prior to FIX 4 2 this field was of type int Identifies party of trade responsible for exchange reporting Valid values: Y = Indicates that party receiving message must report trade N = Indicates that party sending message will report trade Indicates whether the broker is to locate the stock in conjunction with a short sell order Valid values: Y = Indicates the broker is responsible for locating the stock N = Indicates the broker is not required to locate Assigned value used to identify firm originating message if the message was delivered by a third party i e the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field Assigned value used to identify specific message originator i e trader if the message was delivered by a third party Unique identifier for quote Total amount due as the result of the transaction e g for Buy order principal commission fees reported in currency of execution Total amount due expressed in settlement currency includes the effect of the forex transaction Currency code of settlement denomination Indicates request for forex accommodation trade to be executed along with security transaction Valid values: Y = Execute Forex after security trade N = Do not execute Forex after security trade Original time of message transmission always expressed in UTC Universal Time Coordinated also known as GMT when transmitting orders as the result of a resend request Time Date of order expiration always expressed in UTC Universal Time Coordinated also known as GMT The meaning of expiration is specific to the context where the field is used For orders this is the expiration time of a Good Til Date TimeInForce For Quotes this is the expiration of the quote Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process For collateral requests this is the time by which collateral must be assigned For collateral assignments this is the time by which a response to the assignment is expected Reason for execution rejection Valid values: A = Unknown symbol B = Wrong side C = Quantity exceeds order D = No matching order E = Price exceeds limit F = Calculation difference Z = Other Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i e the third party firm identifier would be delivered in the TargetCompID 56 field and the ultimate receiver firm ID in this field Assigned value used to identify specific message recipient i e trader if the message is delivered by a third party Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order not from principal trading or order solicitation activity Valid values: Y = Natural N = Not natural Unique identifier for quote request Bid price rate Offer price rate Quantity of bid Prior to FIX 4 2 this field was of type int Quantity of offer Prior to FIX 4 2 this field was of type int Miscellaneous fee value Currency of miscellaneous fee Indicates type of miscellaneous fee Valid values: = Regulatory e g SEC 2 = Tax 3 = Local Commission 4 = Exchange Fees 5 = Stamp 6 = Levy 7 = Other 8 = Markup 9 = Consumption Tax 0 = Per transaction = Conversion 2 = Agent Previous closing price of security Assigned value used to identify specific message originator s location i e geographic location and or desk trader Assigned value used to identify specific message destination s location i e geographic location and or desk trader Assigned value used to identify specific message originator s location i e geographic location and or desk trader if the message was delivered by a third party Assigned value used to identify specific message recipient s location i e geographic location and or desk trader if the message was delivered by a third party The subject of an Email message The headline of a News message A URI Uniform Resource Identifier or URL Uniform Resource Locator link to additional information i e http: www XYZ com research html See Appendix 6 B FIX Fields Based Upon Other Standards Describes the specific ExecutionRpt i e Pending Cancel while OrdStatus 39 will always identify the current order status i e Partially Filled Valid values: 0 = New = Partial fill Replaced 2 = Fill Replaced 3 = Done for day 4 = Canceled 5 = Replace 6 = Pending Cancel e g result of Order Cancel Request 7 = Stopped 8 = Rejected 9 = Suspended A = Pending New B = Calculated C = Expired D = Restated ExecutionRpt sent unsolicited by sellside with ExecRestatementReason 378 set E = Pending Replace e g result of Order Cancel Replace Request F = Trade partial fill or fill G = Trade Correct formerly an ExecTransType 20 H = Trade Cancel formerly an ExecTransType I = Order Status formerly an ExecTransType *** SOME VALUES HAVE BEEN REPLACED See Replaced Features and Supported Approach *** 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 4 Prior to FIX 4 2 this field was of type int Specifies the approximate order quantity desired in total monetary units vs as tradeable units e g number of shares The broker or fund manager for CIV orders would be responsible for converting and calculating a tradeable unit e g share quantity OrderQty 38 based upon this amount to be used for the actual order and subsequent messages AvgPx 6 for a specific AllocAccount 79 For Fixed Income this is always expressed as percent of par price type NetMoney 8 for a specific AllocAccount 79 Foreign exchange rate used to compute SettlCurrAmt 9 from Currency 5 to SettlCurrency 20 Specifies whether or not SettlCurrFxRate 55 should be multiplied or divided M = Multiply D = Divide Number of Days of Interest for convertible bonds and fixed income Note value may be negative 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 Amount of Accrued Interest for convertible bonds and fixed income Indicates mode used for Settlement Instructions message Valid values: 0 = Default Replaced = Standing Instructions Provided 2 = Specific Allocation Account Overriding Replaced 3 = Specific Allocation Account Standing Replaced 4 = Specific Order for a single account for CIV 5 = Request reject *** SOME VALUES HAVE BEEN REPLACED See Replaced Features and Supported Approach *** Free format text related to a specific AllocAccount 79 Unique identifier for Settlement Instruction Settlement Instructions message transaction type Valid values: N = New C = Cancel R = Replace T = Restate used where the Settlement Instruction is being used to communicate standing instructions which have not been changed or added to Unique identifier for an email thread new and chain of replies Indicates source of Settlement Instructions Valid values: = Broker s Instructions 2 = Institution s Instructions 3 = Investor e g CIV use Indicates type of security See also the Product 460 and CFICode 46 fields It is recommended that CFICode be used instead of SecurityType for non Fixed Income instruments Example values grouped by Product field value Note: additional values may be used by mutual agreement of the counterparties : AGENCY EUSUPRA = Euro Supranational Coupons * FAC = Federal Agency Coupon FADN = Federal Agency Discount Note PEF = Private Export Funding * SUPRA = USD Supranational Coupons * * Identify the Issuer in the Issuer field 06 *** REPLACED values See Replaced Features and Supported Approach *** COMMODITY FUT = Future OPT = Option Note: COMMODITY Product includes Bond Interest Rate Currency Currency Spot Options Crops Grains Foodstuffs Livestock Fibers Lumber Rubber Oil Gas Electricity Precious Major Metal and Industrial Metal Use CFICode 46 for more granular definition if necessary CORPORATE CORP = Corporate Bond CPP = Corporate Private Placement CB = Convertible Bond DUAL = Dual Currency EUCORP = Euro Corporate Bond XLINKD = Indexed Linked STRUCT = Structured Notes YANK = Yankee Corporate Bond CURRENCY FOR = Foreign Exchange Contract EQUITY CS = Common Stock PS = Preferred Stock WAR Warrant now is listed under Municipals for consistency with Bloomberg fixed income product types For equity warrants use the CFICode 46 instead GOVERNMENT BRADY = Brady Bond EUSOV = Euro Sovereigns * TBOND = US Treasury Bond TINT = Interest strip from any bond or note TIPS = Treasury Inflation Protected Securities TCAL = Principal strip of a callable bond or note TPRN = Principal strip from a non callable bond or note UST = US Treasury Note deprecated value use TNOTE USTB = US Treasury Bill deprecated value use TBILL TNOTE = US Treasury Note TBILL = US Treasury Bill * Identify the Issuer Name in Issuer 06 FINANCING REPO = Repurchase FORWARD = Forward BUYSELL = Buy Sellback SECLOAN = Securities Loan SECPLEDGE = Securities Pledge INDEX Note: Indices includes: Stock Index Spot Options Commodity Physical Index Options Share Ratio and Spreads For index types use the CFICode 46 LOAN TERM = Term Loan RVLV = Revolver Loan RVLVTRM = Revolver Term Loan BRIDGE = Bridge Loan LOFC = Letter of Credit SWING = Swing Line Facility DINP = Debtor in Possession DEFLTED = Defaulted WITHDRN = Withdrawn REPLACD = Replaced MATURED = Matured AMENDED = Amended and Restated RETIRED = Retired MONEYMARKET BA = Bankers Acceptance BN = Bank Notes BOX = Bill of Exchanges CD = Certificate of Deposit CL = Call Loans CP = Commercial Paper DN = Deposit Notes EUCD = Euro Certificate of Deposit EUCP = Euro Commercial Paper LQN = Liquidity Note MTN = Medium Term Notes ONITE = Overnight PN = Promissory Note PZFJ = Plazos Fijos STN = Short Term Loan Note TD = Time Deposit XCN = Extended Comm Note YCD = Yankee Certificate of Deposit MORTGAGE ABS = Asset backed Securities CMBS = Corp Mortgage backed Securities CMO = Collateralized Mortgage Obligation IET = IOETTE Mortgage MBS = Mortgage backed Securities MIO = Mortgage Interest Only MPO = Mortgage Principal Only MPP = Mortgage Private Placement MPT = Miscellaneous Pass through PFAND = Pfandbriefe * TBA = To be Announced * Identify the Issuer Name in Issuer 06 MUNICIPAL AN = Other Anticipation Notes BAN GAN etc COFO = Certificate of Obligation COFP = Certificate of Participation GO = General Obligation Bonds MT = Mandatory Tender RAN = Revenue Anticipation Note REV = Revenue Bonds SPCLA = Special Assessment SPCLO = Special Obligation SPCLT = Special Tax TAN = Tax Anticipation Note TAXA = Tax Allocation TECP = Tax Exempt Commercial Paper TRAN = Tax and Revenue Anticipation Note VRDN = Variable Rate Demand Note WAR = Warrant OTHER MF = Mutual Fund i e any kind of open ended Collective Investment Vehicle MLEG = Multi leg instrument e g options strategy or futures spread CFICode 46 can be used to identify if options based futures based etc NONE = No Security Type = Wildcard entry used on Security Definition Request message NOTE: Additional values may be used by mutual agreement of the counterparties Time the details within the message should take effect always expressed in UTC Universal Time Coordinated also known as GMT Identifies the Standing Instruction database used Valid values: 0 = Other = DTC SID 2 = Thomson ALERT 3 = A Global Custodian StandInstDbName 70 must be provided 4 = AccountNet Name of the Standing Instruction database represented with StandInstDbType 69 i e the Global Custodian s name Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced Identifies type of settlement 0 = Versus Payment : Deliver if Sell or Receive if Buy vs Against Payment = Free : Deliver if Sell or Receive if Buy Free 2 = Tri Party 3 = Hold In Custody Bid F X spot rate Bid F X forward points added to spot rate May be a negative value Offer F X spot rate Offer F X forward points added to spot rate May be a negative value OrderQty 38 of the future part of a F X swap order SettDate 64 of the future part of a F X swap order F X spot rate F X forward points added to LastSpotRate 94 May be a negative value Can be used to link two different Allocation messages each with unique AllocID 70 together i e for F X Netting or Swaps Should be unique Identifies the type of Allocation linkage when AllocLinkID 96 is used Valid values: 0 = F X Netting = F X Swap Assigned by the party which accepts the order Can be used to provide the OrderID 37 used by an exchange or executing system Can be used with standardized derivatives vs the MaturityDate 54 field Month and Year of the maturity used for standardized futures and options Format: YYYYMM i e 99903 YYYYMMDD 2003,20040323 YYYYMMwN 200303w for week A specific date or can be appended to the MaturityMonthYear For instance if multiple standard products exist that mature in the same Year and Month but actually mature at a different time a value can be appended such as w or w2 to indicate week as opposed to week 2 expiration Likewise the date 0 3 can be appended to indicate a specific expiration maturity date Strike Price for an Option Used for derivative products such as options Valid values: 0 = Covered = Uncovered Can be used for SecurityType 67 =OPT to identify a particular security Valid values vary by SecurityExchange: *** REPLACED values See Replaced Features and Supported Approach *** For Exchange: MONEP Paris L = Long a k a American S = Short a k a European For Exchanges: DTB Frankfurt HKSE Hong Kong and SOFFEX Zurich 0 9 = single digit version number assigned by exchange following capital adjustments 0=current =prior 2=prior to etc Market used to help identify a security Valid values: See Appendix 6 C Indicates whether or not details should be communicated to BrokerOfCredit i e step in broker Valid values: Y = Details should be communicated N = Details should not be communicated Indicates how the receiver i e third party of Allocation message should handle process the account details Valid values: = Match 2 = Forward 3 = Forward and Match Maximum quantity e g number of shares within an order to be shown to other customers i e sent via an IOI Prior to FIX 4 2 this field was of type int Amount signed added to the peg for a pegged order in the context of the PegOffsetType 836 Prior to FIX 4 4 this field was of type PriceOffset Reference identifier for the SettlInstID 62 with Cancel and Replace SettlInstTransType 63 transaction types Indicates the type of RoutingID 27 specified Valid values: = Target Firm 2 = Target List 3 = Block Firm 4 = Block List Assigned value used to identify a specific routing destination For Fixed Income Either Swap Spread or Spread to Benchmark depending upon the order type Spread to Benchmark: Basis points relative to a benchmark To be expressed as count of basis points vs an absolute value E g High Grade Corporate Bonds may express price as basis points relative to benchmark the BenchmarkCurveName 22 field Note: Basis points can be negative Swap Spread: Target spread for a swap Identifies currency used for benchmark curve See Appendix 6 A: Valid Currency Codes for information on obtaining valid values Note tag # was reserved in FIX 4 added in FIX 4 3 Name of benchmark curve Valid values: MuniAAA FutureSWAP LIBID LIBOR London Inter Bank Offers OTHER SWAP Treasury Euribor Pfandbriefe EONIA SONIA EUREPO Note tag # was reserved in FIX 4 added in FIX 4 3 Point on benchmark curve Free form values: e g Y 7Y INTERPOLATED Sample values: M = combination of a number between 2 and a M for month Y = combination of number between 00 and a Y for year 0Y OLD = see above then add OLD when appropriate INTERPOLATED = the point is mathematically derived 2 203 5 3 8 = the point is stated via a combination of maturity month year and coupon See Fixed Income specific documentation at http: www fixprotocol org for additional values Note tag # was reserved in FIX 4 added in FIX 4 3 The rate of interest that when multiplied by the principal par value or face value of a bond provides the currency amount of the periodic interest payment The coupon is always cited along with maturity in any quotation of a bond s price Date interest is to be paid Used in identifying Corporate Bond issues Note tag # was reserved in FIX 4 added in FIX 4 3 prior to FIX 4 4 field was of type UTCDate The date on which a bond or stock offering is issued It may or may not be the same as the effective date Dated Date or the date on which interest begins to accrue Interest Accrual Date Note tag # was reserved in FIX 4 added in FIX 4 3 prior to FIX 4 4 field was of type UTCDate *** DEPRECATED FIELD See Deprecated Phased out Features and Supported Approach *** Number of business days before repurchase of a repo Note tag # was reserved in FIX 4 added in FIX 4 3 *** DEPRECATED FIELD See Deprecated Phased out Features and Supported Approach *** 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 added in FIX 4 3 For Fixed Income: Amorization 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 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 Note tag # was reserved in FIX 4 added in FIX 4 3 Used with Fixed Income for Muncipal New Issue Market Agreement in principal between counter parties prior to actual trade date Note tag # was reserved in FIX 4 added in FIX 4 3 prior to FIX 4 4 field was of type UTCDate 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 added in FIX 4 3 prior to FIX 4 4 field was of type UTCDate Specifies the ratio or multiply factor to convert from nominal units e g contracts to total units e g shares e g 0 00 000 etc Applicable For Fixed Income Convertible Bonds Derivatives etc In general quantities for all calsses should be expressed in the basic unit of the instrument e g shares for equities norminal or par amount for bonds currency for foreign exchange When quantity is expressed in contracts e g financing transactions and bond trade reporting ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument i e 000 par of bonds 000 000 par for financing transactions For Fixed Income Type of Stipulation Values include: AMT = AMT y n AUTOREINV = Auto Reinvestment at rate or better BANKQUAL = Bank qualified y n BGNCON = Bargain Conditions see 234 for values COUPON = Coupon range CURRENCY = ISO Currency code CUSTOMDATE = Custom start end date GEOG = Geographics and Range ex 234=CA 0 80 minimum of 80 California assets HAIRCUT = Valuation discount INSURED = Insured y n ISSUE = Year or Year Month of Issue ex 234=2002 09 ISSUER = Issuer s ticker ISSUESIZE = issue size range LOOKBACK = Lookback days LOT = Explicit lot identifier LOTVAR = Lot Variance value in percent maximum over or under allocation allowed MAT = Maturity Year and Month MATURITY = Maturity range MAXSUBS = Maximum substitutions Repo MINQTY = Minimum quantity MININCR = Minimum increment MINDNOM = Minimum denomination PAYFREQ = Payment frequency calendar PIECES = Number of Pieces PMAX = Pools Maximum PPM = Pools per Million PPL = Pools per Lot PPT = Pools per Trade PRICE = Price range PRICEFREQ = Pricing frequency PROD = Production Year PROTECT = Call protection PURPOSE = Purpose PXSOURCE = Benchmark price source RATING = Rating source and range REDEMPTION = Type of redemption values are: NonCallable Callable Prefunded EscrowedToMaturity Putable Convertible RESTRICTED = Restricted y n SECTOR = Market sector SECTYPE = SecurityType included or excluded STRUCT = Structure SUBSFREQ = Substitutions frequency Repo SUBSLEFT = Substitutions left Repo TEXT = Freeform text TRDVAR = Trade Variance value in percent maximum over or under allocation allowed WAC = 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 = Weighted Average Life Coupon: value in percent exact or range WALA = Weighted Average Loan Age: value in months exact or range WAM = Weighted Average Maturity : value in months exact or range WHOLE = Whole Pool y n YIELD = Yield range or the following Prepayment Speeds SMM = Single Monthly Mortality CPR = Constant Prepayment Rate CPY = Constant Prepayment Yield CPP = Constant Prepayment Penalty ABS = Absolute Prepayment Speed MPR = Monthly Prepayment Rate PSA = of BMA Prepayment Curve PPC = of Prospectus Prepayment Curve MHP = of Manufactured Housing Prepayment Curve HEP = final CPR of Home Equity Prepayment Curve Other types may be used by mutual agreement of the counterparties Note tag # was reserved in FIX 4 added in FIX 4 3 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 added in FIX 4 3 Yield percentage Note tag # was reserved in FIX 4 added in FIX 4 3 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 added in FIX 4 3 Provides the reduction in price for the secondary market in Muncipals Note tag # was reserved in FIX 4 added in FIX 4 3 *** DEPRECATED FIELD See Deprecated Phased out Features and Supported Approach *** Identifies the collateral used in the transaction Valid values: see SecurityType 67 field Note tag # was reserved in FIX 4 added in FIX 4 3 *** DEPRECATED FIELD See Deprecated Phased out Features and Supported Approach *** Return of investor s principal in a security Bond redemption can occur before maturity date Note tag # was reserved in FIX 4 added in FIX 4 3 prior to FIX 4 4 field was of type UTCDate Underlying security s CouponPaymentDate See CouponPaymentDate 224 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 prior to FIX 4 4 field was of type UTCDate Underlying security s IssueDate See IssueDate 225 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 prior to FIX 4 4 field was of type UTCDate *** DEPRECATED FIELD See Deprecated Phased out Features and Supported Approach *** Underlying security s RepoCollateralSecurityType See RepoCollateralSecurityType 239 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 *** DEPRECATED FIELD See Deprecated Phased out Features and Supported Approach *** Underlying security s RepurchaseTerm See RepurchaseTerm 226 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 *** DEPRECATED FIELD See Deprecated Phased out Features and Supported Approach *** Underlying security s RepurchaseRate See RepurchaseRate 227 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 Underlying security s Factor See Factor 228 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 *** DEPRECATED FIELD See Deprecated Phased out Features and Supported Approach *** Underlying security s RedemptionDate See RedemptionDate 240 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 prior to FIX 4 4 field was of type UTCDate Multileg instrument s individual leg security s CouponPaymentDate See CouponPaymentDate 224 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 prior to FIX 4 4 field was of type UTCDate Multileg instrument s individual leg security s IssueDate See IssueDate 225 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 prior to FIX 4 4 field was of type UTCDate *** DEPRECATED FIELD See Deprecated Phased out Features and Supported Approach *** Multileg instrument s individual leg security s RepoCollateralSecurityType See RepoCollateralSecurityType 239 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 *** DEPRECATED FIELD See Deprecated Phased out Features and Supported Approach *** Multileg instrument s individual leg security s RepurchaseTerm See RepurchaseTerm 226 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 *** DEPRECATED FIELD See Deprecated Phased out Features and Supported Approach *** Multileg instrument s individual leg security s RepurchaseRate See RepurchaseRate 227 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 Multileg instrument s individual leg security s Factor See Factor 228 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 *** DEPRECATED FIELD See Deprecated Phased out Features and Supported Approach *** Multileg instrument s individual leg security s RedemptionDate See RedemptionDate 240 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 prior to FIX 4 4 field was of type UTCDate 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 SandP Moody s Note tag # was reserved in FIX 4 added in FIX 4 3 Underlying security s CreditRating See CreditRating 255 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 Multileg instrument s individual leg security s CreditRating See CreditRating 255 field for description Note tag # was reserved in FIX 4 added in FIX 4 3 Driver and part of trade in the event that the Security Master file was wrong at the point of entry Valid Values: Y = Traded Flat N = Not Traded Flat Note tag # was reserved in FIX 4 added in FIX 4 3 BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield to worst maturity extended or other call This flows through the confirm process Note tag # was reserved in FIX 4 added in FIX 4 3 prior to FIX 4 4 field was of type UTCDate Price for BasisFeatureDate See BasisFeatureDate 259 Note tag # was reserved in FIX 4 added in FIX 4 3 Unique identifier for Market Data Request Subscription Request Type Valid values: 0 = Snapshot = Snapshot Updates Subscribe 2 = Disable previous Snapshot Update Request Unsubscribe Depth of market for Book Snapshot Valid values: 0 = Full Book = Top of Book N = Report best N price tiers of data Specifies the type of Market Data update Valid values: 0 = Full Refresh = Incremental Refresh Specifies whether or not book entries should be aggregated Valid values: Y = one book entry per side per price N = Multiple entries per side per price allowed Not specified = broker option Type Market Data entry Valid values: 0 = Bid = Offer 2 = Trade 3 = Index Value 4 = Opening Price 5 = Closing Price 6 = Settlement Price 7 = Trading Session High Price 8 = Trading Session Low Price 9 = Trading Session VWAP Price A = Imbalance B = Trade Volume C = Open Interest Price of the Market Data Entry Quantity or volume represented by the Market Data Entry Date of Market Data Entry prior to FIX 4 4 field was of type UTCDate Time of Market Data Entry Direction of the tick Valid values: 0 = Plus Tick = Zero Plus Tick 2 = Minus Tick 3 = Zero Minus Tick Market posting quote trade Valid values: See Appendix 6 C Space delimited list of conditions describing a quote Valid values: A = Open Active B = Closed Inactive C = Exchange Best D = Consolidated Best E = Locked F = Crossed G = Depth H = Fast Trading I = Non Firm Space delimited list of conditions describing a trade Valid values: A = Cash only Market B = Average Price Trade C = Cash Trade same day clearing D = Next Day only Market E = Opening Reopening Trade Detail F = Intraday Trade Detail G = Rule 27 Trade NYSE H = Rule 55 Trade Amex I = Sold Last late reporting J = Next Day Trade next day clearing K = Opened late report of opened trade L = Seller M = Sold out of sequence N = Stopped Stock guarantee of price but does not execute the order P = Imbalance More Buyers Cannot be used in combination with Q Q = Imbalance More Sellers Cannot be used in combination with P R = Opening Price Unique Market Data Entry identifier Type of Market Data update action Valid values: 0 = New = Change 2 = Delete Refers to a previous MDEntryID 278 Reason for the rejection of a Market Data request Valid values: 0 = Unknown symbol = Duplicate MDReqID 2 = Insufficient Bandwidth 3 = Insufficient Permissions 4 = Unsupported SubscriptionRequestType 5 = Unsupported MarketDepth 6 = Unsupported MDUpdateType 7 = Unsupported AggregatedBook 8 = Unsupported MDEntryType 9 = Unsupported TradingSessionID A = Unsupported Scope B = Unsupported OpenCloseSettleFlag C = Unsupported MDImplicitDelete Originator of a Market Data Entry Identification of a Market Maker s location Identification of a Market Maker s desk Reason for deletion Valid values: 0 = Cancelation Trade Bust = Error Flag that identifies a market data entry Valid values: 0 = Daily Open Close Settlement entry = Session Open Close Settlement entry 2 = Delivery Settlement entry 3 = Expected entry 4 = Entry from previous business day 5 = Theoretical Price value Prior to FIX 4 3 this field was of type char Specifies the number of days that may elapse before delivery of the security Buying party in a trade Selling party in a trade Display position of a bid or offer numbered from most competitive to least competitive per market side beginning with Identifies a firm s financial status Valid values: = Bankrupt 2 = Pending delisting Identifies the type of Corporate Action Valid values: A = Ex Dividend B = Ex Distribution C = Ex Rights D = New E = Ex Interest Default Bid Size Default Offer Size Identifies the status of the quote acknowledgement Valid values: 0 = Accepted = Canceled for Symbol s 2 = Canceled for Security Type s 3 = Canceled for Underlying 4 = Canceled All 5 = Rejected 6 = Removed from Market 7 = Expired 8 = Query 9 = Quote Not Found 0 = Pending = Pass 2 = Locked Market Warning 3 = Cross Market Warning 4 = Canceled due to lock market 5 = Canceled due to cross market Identifies the type of quote cancel Valid Values: = Cancel for Symbol s 2 = Cancel for Security Type s 3 = Cancel for Underlying Symbol 4 = Cancel All Quotes Uniquely identifies the quote as part of a QuoteSet Reason Quote was rejected: Valid Values: = Unknown symbol Security 2 = Exchange Security closed 3 = Quote Request exceeds limit 4 = Too late to enter 5 = Unknown Quote 6 = Duplicate Quote 7 = Invalid bid ask spread 8 = Invalid price 9 = Not authorized to quote security 99 = Other Level of Response requested from receiver of quote messages Valid Values: 0 = No Acknowledgement Default = Acknowledge only negative or erroneous quotes 2 = Acknowledge each quote messages Unique id for the Quote Set Indicates the type of Quote Request being generated Valid values: = Manual 2 = Automatic Total number of quotes for the quote set across all messages Should be the sum of all NoQuoteEntries 295 in each message that has repeating quotes that are part of the same quote set Prior to FIX 4 4 this field was named TotQuoteEntries Underlying security s SecurityIDSource Valid values: see SecurityIDSource 22 field Underlying security s Issuer See Issuer 06 field for description Underlying security s SecurityDesc See SecurityDesc 07 field for description Underlying security s SecurityExchange Can be used to identify the underlying security Valid values: see SecurityExchange 207 Underlying security s SecurityID See SecurityID 48 field for description Underlying security s SecurityType Valid values: see SecurityType 67 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: TREASURY = Federal government or treasury PROVINCE = State province region etc AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra national agency CASH 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 : SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue= bbb Underlying security s Symbol See Symbol 55 field for description Underlying security s SymbolSfx See SymbolSfx 65 field for description Underlying security s MaturityMonthYear Can be used with standardized derivatives vs the UnderlyingMaturityDate 542 field See MaturityMonthYear 200 field for description Underlying security s StrikePrice See StrikePrice 202 field for description Underlying security s OptAttribute See OptAttribute 206 field for description Underlying security s Currency See Currency 5 field for description and valid values Unique ID of a Security Definition Request Type of Security Definition Request Valid values: 0 = Request Security identity and specifications = Request Security identity for the specifications provided Name of the security is not supplied 2 = Request List Security Types 3 = Request List Securities Can be qualified with Symbol SecurityType TradingSessionID SecurityExchange If provided then only list Securities for the specific type Unique ID of a Security Definition message Type of Security Definition message response Valid values: = Accept security proposal as is 2 = Accept security proposal with revisions as indicated in the message 3 = List of security types returned per request 4 = List of securities returned per request 5 = Reject security proposal 6 = Can not match selection criteria Unique ID of a Security Status Request message Indicates whether or not message is being sent as a result of a subscription request or not Valid values: Y = Message is being sent unsolicited N = Message is being sent as a result of a prior request Identifies the trading status applicable to the transaction Valid values: = Opening Delay 2 = Trading Halt 3 = Resume 4 = No Open No Resume 5 = Price Indication 6 = Trading Range Indication 7 = Market Imbalance Buy 8 = Market Imbalance Sell 9 = Market On Close Imbalance Buy 0 = Market On Close Imbalance Sell = not assigned 2 = No Market Imbalance 3 = No Market On Close Imbalance 4 = ITS Pre Opening 5 = New Price Indication 6 = Trade Dissemination Time 7 = Ready to trade start of session 8 = Not Available for trading end of session 9 = Not Traded on this Market 20 = Unknown or Invalid 2 = Pre Open 22 = Opening Rotation 23 = Fast Market Denotes the reason for the Opening Delay or Trading Halt Valid values: I = Order Imbalance X = Equipment Changeover P = News Pending D = News Dissemination E = Order Influx M = Additional Information Indicates whether or not the halt was due to Common Stock trading being halted Valid values: Y = Halt was due to common stock being halted N = Halt was not related to a halt of the common stock Indicates whether or not the halt was due to the Related Security being halted Valid values: Y = Halt was due to related security being halted N = Halt was not related to a halt of the related security Quantity bought Quantity sold Represents an indication of the high end of the price range for a security prior to the open or reopen Represents an indication of the low end of the price range for a security prior to the open or reopen Identifies the type of adjustment Valid values: = Cancel 2 = Error 3 = Correction Unique ID of a Trading Session Status message Identifier for Trading Session Can be used to represent a specific market trading session e g PRE OPEN CROSS_2 AFTER HOURS TOSTNET TOSTNET2 etc To specify good for session where session spans more than one calendar day use TimeInForce = Day in conjunction with TradingSessionID Values should be bi laterally agreed to between counterparties Firms may register Trading Session values on the FIX website presently a document maintained within ECN and Exchanges working group section Identifies the trader e g badge number of the ContraBroker Method of trading Valid values: = Electronic 2 = Open Outcry 3 = Two Party Trading Session Mode Valid values: = Testing 2 = Simulated 3 = Production State of the trading session Valid values: 0 = Unknown = Halted 2 = Open 3 = Closed 4 = Pre Open 5 = Pre Close 6 = Request Rejected Starting time of the trading session Time of the opening of the trading session Time of the pre closed of the trading session Closing time of the trading session End time of the trading session Number of orders in the market Type of message encoding non ASCII non English characters used in a message s Encoded fields Valid values: ISO 2022 JP for using JIS EUC JP for using EUC Shift_JIS for using SJIS UTF 8 for using Unicode Byte length of encoded non ASCII characters EncodedIssuer 349 field Encoded non ASCII characters representation of the Issuer field in the encoded format specified via the MessageEncoding 347 field If used the ASCII English representation should also be specified in the Issuer field Byte length of encoded non ASCII characters EncodedSecurityDesc 35 field Encoded non ASCII characters representation of the SecurityDesc 07 field in the encoded format specified via the MessageEncoding 347 field If used the ASCII English representation should also be specified in the SecurityDesc field Byte length of encoded non ASCII characters EncodedListExecInst 353 field Encoded non ASCII characters representation of the ListExecInst 69 field in the encoded format specified via the MessageEncoding 347 field If used the ASCII English representation should also be specified in the ListExecInst field Byte length of encoded non ASCII characters EncodedText 355 field Encoded non ASCII characters representation of the Text 58 field in the encoded format specified via the MessageEncoding 347 field If used the ASCII English representation should also be specified in the Text field Byte length of encoded non ASCII characters EncodedSubject 357 field Encoded non ASCII characters representation of the Subject 47 field in the encoded format specified via the MessageEncoding 347 field If used the ASCII English representation should also be specified in the Subject field Byte length of encoded non ASCII characters EncodedHeadline 359 field Encoded non ASCII characters representation of the Headline 48 field in the encoded format specified via the MessageEncoding 347 field If used the ASCII English representation should also be specified in the Headline field Byte length of encoded non ASCII characters EncodedAllocText 36 field Encoded non ASCII characters representation of the AllocText 6 field in the encoded format specified via the MessageEncoding 347 field If used the ASCII English representation should also be specified in the AllocText field Byte length of encoded non ASCII characters EncodedUnderlyingIssuer 363 field 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 Byte length of encoded non ASCII characters EncodedUnderlyingSecurityDesc 365 field 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 Executed price for an AllocAccount 79 entry used when using executed price vs average price allocations e g Japan Indicates expiration time of this particular QuoteSet always expressed in UTC Universal Time Coordinated also known as GMT Reason Quote Entry was rejected: Valid values: = Unknown symbol Security 2 = Exchange Security closed 3 = Quote exceeds limit 4 = Too late to enter 5 = Unknown Quote 6 = Duplicate Quote 7 = Invalid bid ask spread 8 = Invalid price 9 = Not authorized to quote security 99 = Other The tag number of the FIX field being referenced The MsgType 35 of the FIX message being referenced Identifies the Bid Request message type Valid values: N = New C = Cancel Identifies contra broker Standard NASD market maker mnemonic is preferred ID used to represent this transaction for compliance purposes e g OATS reporting Indicates whether or not the order was solicited Valid values: Y = Was solcitied N = Was not solicited Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel Valid values: 0 = GT Corporate action = GT renewal restatement no corporate action 2 = Verbal change 3 = Repricing of order 4 = Broker option 5 = Partial decline of OrderQty e g exchange initiated partial cancel 6 = Cancel on Trading Halt 7 = Cancel on System Failure 8 = Market Exchange Option 9 = Canceled Not Best 0 = Warehouse recap 99 = Other The value of the business level ID field on the message being referenced Code to identify reason for a Business Message Reject message Valid values: 0 = Other = Unkown ID 2 = Unknown Security 3 = Unsupported Message Type 4 = Application not available 5 = Conditionally Required Field Missing 6 = Not authorized 7 = DeliverTo firm not available at this time Total amount traded e g CumQty 4 * AvgPx 6 expressed in units of currency Total volume quantity traded Code to identify the price a DiscretionOffsetValue 389 is related to and should be mathematically added to Valid values: 0 = Related to displayed price = Related to market price 2 = Related to primary price 3 = Related to local primary price 4 = Related to midpoint price 5 = Related to last trade price 6 = Related to VWAP Amount signed added to the related to price specified via DiscretionInst 388 in the context of DiscretionOffsetType 842 Prior to FIX 4 4 this field was of type PriceOffset Unique identifier for Bid Response as assigned by sell side broker exchange ECN Uniqueness must be guaranteed within a single trading day Unique identifier for a Bid Request as assigned by institution Uniqueness must be guaranteed within a single trading day Descriptive name for list order Total number of securities Prior to FIX 4 4 this field was named TotalNumSecurities Code to identify the type of Bid Request Valid values: = Non Disclosed Style e g US European 2 = Disclosed Style e g Japanese 3 = No Bidding Process Total number of tickets Amounts in currency Amounts in currency Code to identify the type of BidDescriptor 400 Valid values: = Sector 2 = Country 3 = Index BidDescriptor value Usage depends upon BidDescriptorTyp 399 If BidDescriptorType = Industrials etc Free text If BidDescriptorType =2 FR etc ISO Country Codes If BidDescriptorType =3 FT00 FT250 STOX Free text Code to identify which SideValue the value refers to SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell Valid values: = SideValue 2 = SideValue 2 Liquidity indicator or lower limit if TotalNumSecurities 393 Represented as a percentage Upper liquidity indicator if TotalNumSecurities 393 Represented as a percentage Value between LiquidityPctLow 402 and LiquidityPctHigh 403 in Currency Eg Used in EFP trades 2 EFP Exchange for Physical Represented as a percentage Used in EFP trades Used in EFP trades Represented as a percentage Used in EFP trades Code to identify the type of liquidity indicator Valid values: = 5day moving average 2 = 20 day moving average 3 = Normal Market Size 4 = Other Overall weighted average liquidity expressed as a of average daily volume Represented as a percentage Indicates whether or not to exchange for phsyical Valid values: Y = True N = False Value of stocks in Currency Percentage of program that crosses in Currency Represented as a percentage Code to identify the desired frequency of progress reports Valid values: = BuySide explicitly requests status using StatusRequest Default The sell side firm can however send a DONE status List Status Response in an unsolicited fashion 2 = SellSide periodically sends status using ListStatus Period optionally specified in ProgressPeriod 3 = Real time execution reports to be discouraged Time in minutes between each ListStatus report sent by SellSide Zero means don t send status Code to represent whether value is net inclusive of tax or gross Valid values: = Net 2 = Gross Indicates the total number of bidders on the list Code to represent the type of trade Valid values: R = Risk Trade G = VWAP Guarantee A = Agency J = Guaranteed Close Prior to FIX 4 4 this field was named TradeType Code to represent the basis price type Valid values: 2 = Closing Price at morning session 3 = Closing Price 4 = Current price 5 = SQ 6 = VWAP through a day 7 = VWAP through a morning session 8 = VWAP through an afternoon session 9 = VWAP through a day except YORI an opening auction A = VWAP through a morning session except YORI an opening auction B = VWAP through an afternoon session except YORI an opening auction C = Strike D = Open Z = Others ISO Country Code in field Total number of strike price entries across all messages Should be the sum of all NoStrikes 428 in each message that has repeating strike price entries related to the same ListID 66 Used to support fragmentation Code to represent the price type Valid values: = Percentage e g percent of par often called dollar price for fixed income 2 = Per unit i e per share or contract 3 = Fixed Amount absolute value 4 = Discount percentage points below par 5 = Premium percentage points over par 6 = Spread 7 = TED price 8 = TED yield 9 = Yield 0 = Fixed cabinet trade price primarily for listed futures and options = Variable cabinet trade price primarily for listed futures and options 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 For GT orders the OrderQty 38 less all quantity adjusted for stock splits that traded on previous days DayOrderQty 424 = OrderQty CumQty 4 DayCumQty 425 Quantity on a GT order that has traded today The average price for quantity on a GT order that has traded today Code to identify whether to book out executions on a part filled GT order on the day of execution or to accumulate Valid values: 0 = book out all trades on day of execution = accumulate executions until order is filled or expires 2 = accumulate until verbally notified otherwise Code to represent the status type Valid values: = Ack 2 = Response 3 = Timed 4 = ExecStarted 5 = AllDone 6 = Alert Code to represent whether value is net inclusive of tax or gross Valid values: = Net 2 = Gross Code to represent the status of a list order Valid values: = InBiddingProcess 2 = ReceivedForExecution 3 = Executing 4 = Canceling 5 = Alert 6 = All Done 7 = Reject Date of order expiration last day the order can trade always expressed in terms of the local market date The time at which the order expires is determined by the local market s business practices Identifies the type of ListExecInst 69 Valid values: = Immediate 2 = Wait for Execute Instruction e g a List Execute message or phone call before proceeding with execution of the list 3 = Exchange switch CIV order Sell driven 4 = Exchange switch CIV order Buy driven cash top up i e additional cash will be provided to fulfil the order 5 = Exchange switch CIV order Buy driven cash withdraw i e additional cash will not be provided to fulfil the order Identifies the type of request that a Cancel Reject is in response to Valid values: = Order Cancel Request 2 = Order Cancel Replace Request Underlying security s CouponRate See CouponRate 223 field for description Underlying security s ContractMultiplier See ContractMultiplier 23 field for description Quantity traded with the ContraBroker 375 Identifes the time of the trade with the ContraBroker 375 always expressed in UTC Universal Time Coordinated also known as GMT Number of Securites between LiquidityPctLow 402 and LiquidityPctHigh 403 in Currency Used to indicate what an Execution Report represents e g used with multi leg securities such as option strategies spreads etc Valid Values: = Single Security default if not specified 2 = Individual leg of a multi leg security 3 = Multi leg security The time at which current market prices are used to determine the value of a basket Free format text string related to List Status Byte length of encoded non ASCII characters EncodedListStatusText 446 field Encoded non ASCII characters representation of the ListStatusText 444 field in the encoded format specified via the MessageEncoding 347 field If used the ASCII English representation should also be specified in the ListStatusText field Identifies class or source of the PartyID 448 value Required if PartyID is specified Note: applicable values depend upon PartyRole 452 specified See Appendix 6 G Use of Parties Component Block Valid values: Applicable to all PartyRoles unless otherwise specified: B = BIC Bank Identification Code Swift managed code ISO 9362 See Appendix 6 B C = Generally accepted market participant identifier e g NASD mnemonic D = Proprietary Custom code E = ISO Country Code F = Settlement Entity Location note if Local Market Settlement use E = ISO Country Code see Appendix 6 G for valid values G = MIC ISO 0383 Market Identifier Code See Appendix 6 C H = CSD participant member code e g Euroclear DTC CREST or Kassenverein number For PartyRole= Investor ID and for Equities: = Korean Investor ID 2 = Taiwanese Qualified Foreign Investor ID QFII FID 3 = Taiwanese Trading Account 4 = Malaysian Central Depository MCD number 5 = Chinese B Share Shezhen and Shanghai See Volume 4: Example Usage of PartyRole= Investor ID For PartyRole= Investor ID and for CIV: 6 = UK National Insurance or Pension Number 7 = US Social Security Number 8 = US Employer Identification Number 9 = Australian Business Number A = Australian Tax File Number For PartyRole= Broker of Credit : I = Directed broker three character acronym as defined in ISITC ETC Best Practice guidelines document Net change from previous day s closing price vs last traded price Identifies the type or role of the PartyID 448 specified See Appendix 6 G Use of Parties Component Block Valid values: = Executing Firm formerly FIX 4 2 ExecBroker 2 = Broker of Credit formerly FIX 4 2 BrokerOfCredit 3 = Client ID formerly FIX 4 2 ClientID 4 = Clearing Firm formerly FIX 4 2 ClearingFirm 5 = Investor ID 6 = Introducing Firm 7 = Entering Firm 8 = Locate Lending Firm for short sales 9 = Fund manager Client ID for CIV 0 = Settlement Location formerly FIX 4 2 SettlLocation = Order Origination Trader associated with Order Origination Firm e g trader who initiates submits the order 2 = Executing Trader associated with Executing Firm actually executes 3 = Order Origination Firm e g buyside firm 4 = Giveup Clearing Firm firm to which trade is given up 5 = Correspondant Clearing Firm 6 = Executing System 7 = Contra Firm 8 = Contra Clearing Firm 9 = Sponsoring Firm 20 = Underlying Contra Firm 2 = Clearing Organization 22 = Exchange 24 = Customer Account 25 = Correspondent Clearing Organization 26 = Correspondent Broker 27 = Buyer Seller Receiver Deliverer 28 = Custodian 29 = Intermediary 30 = Agent 3 = Sub custodian 32 = Beneficiary 33 = Interested party 34 = Regulatory body 35 = Liquidity provider 36 = Entering Trader 37 = Contra Trader 38 = Position Account see Volume : Glossary for value definitions Alternate Security identifier value for this security of SecurityAltIDSource 456 type e g CUSIP SEDOL ISIN etc Requires SecurityAltIDSource Identifies class or source of the SecurityAltID 455 value Required if SecurityAltID is specified Valid values: Same valid values as the SecurityIDSource 22 field Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource 459 type e g CUSIP SEDOL ISIN etc Requires UnderlyingSecurityAltIDSource Identifies class or source of the UnderlyingSecurityAltID 458 value Required if UnderlyingSecurityAltID is specified Valid values: Same valid values as the SecurityIDSource 22 field Indicates the type of product the security is associated with See also the CFICode 46 and SecurityType 67 fields Valid values: = AGENCY 2 = COMMODITY 3 = CORPORATE 4 = CURRENCY 5 = EQUITY 6 = GOVERNMENT 7 = INDEX 8 = LOAN 9 = MONEYMARKET 0 = MORTGAGE = MUNICIPAL 2 = OTHER 3 = FINANCING Indicates the type of security using ISO 0962 standard Classification of Financial Instruments CFI code values ISO 0962 is maintained by ANNA Association of National Numbering Agencies acting as Registration Authority See Appendix 6 B FIX Fields Based Upon Other Standards See also the Product 460 and SecurityType 67 fields It is recommended that CFICode be used instead of SecurityType 67 for non Fixed Income instruments A subset of possible values applicable to FIX usage are identified in Appendix 6 D CFICode Usage ISO 0962 Classification of Financial Instruments CFI code Underlying security s Product Valid values: see Product 460 field Underlying security s CFICode Valid values: see CFICode 46 field *** DEPRECATED FIELD See Appendix 6 E: Deprecated Phased out Features and Supported Approach *** Designates the type of quantities e g OrderQty specified Used for MBS and TIPS Fixed Income security types Valid values: = SHARES 2 = BONDS 3 = CURRENTFACE 4 = ORIGINALFACE 5 = CURRENCY 6 = CONTRACTS 7 = OTHER 8 = PAR see Volume Glossary Common reference passed to a post trade booking process e g industry matching utility Unique identifier for a specific NoAllocs 78 repeating group instance e g for an AllocAccount Specifies which direction to round For CIV indicates whether or not the quantity of shares units is to be rounded and in which direction where CashOrdQty 52 or for CIV only OrderPercent 56 are specified on an order Valid values are: 0 = Round to nearest = Round down 2 = Round up The default is for rounding to be at the discretion of the executing broker or fund manager e g for an order specifying CashOrdQty or OrderPercent if the calculated number of shares units was 325 76 and RoundingModulus 469 was 0 round down would give 320 units round up would give 330 units and round to nearest would give 320 units For CIV a float value indicating the value to which rounding is required i e 0 means round to a multiple of 0 units shares; 0 5 means round to a multiple of 0 5 units shares The default if RoundingDirection 468 is specified without RoundingModulus is to round to a whole unit share ISO Country code of instrument issue e g the country portion typically used in ISIN Can be used in conjunction with non ISIN SecurityID 48 e g CUSIP for Municipal Bonds without ISIN to provide uniqueness A two character state or province abbreviation Identifies the locale For Municipal Security Issuers other than state or province Refer to http: www atmos albany edu cgi stagrep cgi Reference the IATA city codes for values Note IATA International Air Transport Association maintains the codes at www iata org Set of Correspondence address details possibly including phone fax etc The ISO 366 Country code 2 character identifying which country the beneficial investor is resident for tax purposes Settlement Payment Reference A free format Payment reference to assist with reconciliation e g a Client and or Order ID number A code identifying the payment method for a fractional distribution = CREST 2 = NSCC 3 = Euroclear 4 = Clearstream 5 = Cheque 6 = Telegraphic Transfer 7 = FedWire 8 = Direct Credit BECS BACS 9 = ACH Credit 0 = BPAY = High Value Clearing System HVACS 2 = Reinvest in fund 3 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties Specifies currency to be use for Cash Distributions see Appendix 6 A; Valid Currency Codes Specifies currency to be use for Commission 2 if the Commission currency is different from the Deal Currency see Appendix 6 A; Valid Currency Codes For CIV A one character code identifying whether Cancellation rights Cooling off period applies Valid values are: Y = Yes N = No execution only M = No waiver agreement O = No institutional A one character code identifying Money laundering status Valid values: Y = Passed N = Not checked = Exempt Below The Limit 2 = Exempt Client Money Type Exemption 3 = Exempt Authorised Credit or Financial Institution Free format text to specify mailing instruction requirements e g no third party mailings For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager For CIV Identifies how the execution price LastPx 3 was calculated from the fund unit share price s calculated at the fund valuation point Valid values are: B = Bid price C = Creation price D = Creation price plus adjustment E = Creation price plus adjustment amount O = Offer price P = Offer price minus adjustment Q = Offer price minus adjustment amount S = Single price For CIV the amount or percentage by which the fund unit share price was adjusted as indicated by ExecPriceType 484 The date of birth applicable to the individual e g required to open some types of tax exempt account Identifies Trade Report message transaction type Valid values: 0 = New = Cancel 2 = Replace 3 = Release 4 = Reverse Prior to FIX 4 4 this field was of type char The name of the payment card holder as specified on the card being used for payment The number of the payment card as specified on the card being used for payment The expiry date of the payment card as specified on the card being used for payment The issue number of the payment card as specified on the card being used for payment This is only applicable to certain types of card A code identifying the Settlement payment method = CREST 2 = NSCC 3 = Euroclear 4 = Clearstream 5 = Cheque 6 = Telegraphic Transfer 7 = FedWire 8 = Debit Card 9 = Direct Debit BECS 0 = Direct Credit BECS = Credit Card 2 = ACH Debit 3 = ACH Credit 4 = BPAY 5 = High Value Clearing System HVACS 6 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties For CIV a fund manager defined code identifying which of the fund manager s account types is required Free format text defining the designation to be associated with a holding on the register Used to identify assets of a specific underlying investor using a common registration e g a broker s nominee or street name For CIV a code identifying the type of tax exempt account in which purchased shares units are to be held 0=None Not Applicable default = Maxi ISA UK 2 = TESSA UK 3 = Mini Cash ISA UK 4 = Mini Stocks and Shares ISA UK 5 = Mini Insurance ISA UK 6 = Current year payment US 7 = Prior year payment US 8 = Asset transfer US 9 = Employee prior year US 0 = Employee current year US = Employer prior year US 2 = Employer current year US 3 = Non fund prototype IRA US 4 = Non fund qualified plan US 5 = Defined contribution plan US 6 = Individual Retirement Account US 7 = Individual Retirement Account Rollover US 8 = KEOGH US 9 = Profit Sharing Plan US 20 = 40K US 2 = Self Directed IRA US 22 = 403 b US 23 = 457 US 24 = Roth IRA fund prototype US 25 = Roth IRA non prototype US 26 = Roth Conversion IRA fund prototype US 27 = Roth Conversion IRA non prototype US 28 = Education IRA fund prototype US 29 = Education IRA non prototype US 30 998 are reserved for future use by recognized taxation authorities 999=Other values above 000 are available for use by private agreement among counterparties Text indicating reason s why a Registration Instruction has been rejected A one character code identifying whether the Fund based renewal commission is to be waived Valid values are: Y = Yes N = No Name of local agent bank if for cash distributions BIC Bank Identification Code Swift managed code of agent bank for cash distributions Account number at agent bank for distributions Free format Payment reference to assist with reconciliation of distributions Name of account at agent bank for distributions The start date of the card as specified on the card being used for payment The date written on a cheque or date payment should be submitted to the relevant clearing system Identifies sender of a payment e g the payment remitter or a customer reference number Registration status as returned by the broker or for CIV the fund manager: A = Accepted R = Rejected H = Held N = Reminder i e Registration Instructions are still outstanding Reason s why Registration Instructions has been rejected Possible values of reason code include: = Invalid unacceptable Account Type 2 = Invalid unacceptable Tax Exempt Type 3 = Invalid unacceptable Ownership Type 4 = Invalid unacceptable No Reg Detls 5 = Invalid unacceptable Reg Seq No 6 = Invalid unacceptable Reg Dtls 7 = Invalid unacceptable Mailing Dtls 8 = Invalid unacceptable Mailing Inst 9 = Invalid unacceptable Investor ID 0 = Invalid unacceptable Investor ID Source = Invalid unacceptable Date of Birth 2 = Invalid unacceptable Investor Country Of Residence 3 = Invalid unacceptable NoDistribInstns 4 = Invalid unacceptable Distrib Percentage 5 = Invalid unacceptable Distrib Payment Method 6 = Invalid unacceptable Cash Distrib Agent Acct Name 7 = Invalid unacceptable Cash Distrib Agent Code 8 = Invalid unacceptable Cash Distrib Agent Acct Num 99 = Other The reason may be further amplified in the RegistRejReasonCode field Reference identifier for the RegistID 53 with Cancel and Replace RegistTransType 54 transaction types Set of Registration name and address details possibly including phone fax etc Email address relating to Registration name and address details The amount of each distribution to go to this beneficiary expressed as a percentage Unique identifier of the registration details as assigned by institution or intermediary Identifies Registration Instructions transaction type Valid values: 0 = New = Replace 2 = Cancel For CIV a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager For CIV specifies the approximate order quantity desired For a CIV Sale it specifies percentage of investor s total holding to be sold For a CIV switch exchange it specifies percentage of investor s cash realised from sales to be re invested The executing broker intermediary or fund manager is responsible for converting and calculating OrderQty 38 in shares units for subsequent messages The relationship between Registration parties J = Joint Investors T = Tenants in Common 2 = Joint Trustees Type of ContAmtValue 520 For UK valid values include: = Commission Amount actual 2 = Commission actual 3 = Initial Charge Amount 4 = Initial Charge 5 = Discount Amount 6 = Discount 7 = Dilution Levy Amount 8 = Dilution Levy 9 = Exit Charge Amount 0 = Exit Charge = Fund based Renewal Commission a k a Trail commission 2 = Projected Fund Value i e for investments intended to realise or exceed a specific future value 3 = Fund based Renewal Commission Amount based on Order value 4 = Fund based Renewal Commission Amount based on Projected Fund value 5 = Net Settlement Amount NOTE That Commission Amount in Contract Amounts is the commission actually charged rather than the commission instructions given in Fields 2 3 Value of Contract Amount e g a financial amount or percentage as indicated by ContAmtType 59 Specifies currency for the Contract amount if different from the Deal Currency see Appendix 6 A; Valid Currency Codes Identifies the type of owner Valid values: = Individual Investor 2 = Public Company 3 = Private Company 4 = Individual Trustee 5 = Company Trustee 6 = Pension Plan 7 = Custodian Under Gifts to Minors Act 8 = Trusts 9 = Fiduciaries 0 = Networking Sub Account = Non Profit Organization 2 = Corporate Body 3 =Nominee 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 PartyID value within a nested repeating group Same values as PartyID 448 PartyIDSource value within a nested repeating group Same values as PartyIDSource 447 Assigned by the party which originates the order Can be used to provide the ClOrdID used by an exchange or executing system Assigned by the party which accepts the order Can be used to provide the ExecID 7 used by an exchange or executing system Designates the capacity of the firm placing the order Valid values: A = Agency G = Proprietary I = Individual P = Principal Note for CMS purposes Principal includes Proprietary R = Riskless Principal W = Agent for Other Member as of FIX 4 3 this field replaced Rule80A tag 47 used in conjunction with OrderRestrictions 529 field see Volume : Glossary for value definitions Restrictions associated with an order If more than one restriction is applicable to an order this field can contain multiple instructions separated by space Valid values: = Program Trade 2 = Index Arbitrage 3 = Non Index Arbitrage 4 = Competing Market Maker 5 = Acting as Market Maker or Specialist in the security 6 = Acting as Market Maker or Specialist in the underlying security of a derivative security 7 = Foreign Entity of foreign governmnet or regulatory jurisdiction 8 = External Market Participant 9 = External Inter connected Market Linkage A = Riskless Arbitrage Specifies scope of Order Mass Cancel Request Valid values: = Cancel orders for a security 2 = Cancel orders for an Underlying security 3 = Cancel orders for a Product 4 = Cancel orders for a CFICode 5 = Cancel orders for a SecurityType 6 = Cancel orders for a trading session 7 = Cancel all orders Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Valid values: 0 = Cancel Request Rejected See MassCancelRejectReason 532 = Cancel orders for a security 2 = Cancel orders for an Underlying security 3 = Cancel orders for a Product 4 = Cancel orders for a CFICode 5 = Cancel orders for a SecurityType 6 = Cancel orders for a trading session 7 = Cancel all orders Reason Order Mass Cancel Request was rejected Valid valuess: 0 = Mass Cancel Not Supported = Invalid or unknown Security 2 = Invalid or unknown underlying 3 = Invalid or unknown Product 4 = Invalid or unknown CFICode 5 = Invalid or unknown Security Type 6 = Invalid or unknown trading session 99 = Other Total number of orders affected by mass cancel request Number of affected orders in the repeating group of order ids OrderID 37 of an order affected by a mass cancel request SecondaryOrderID 98 of an order affected by a mass cancel request Identifies the type of quote Valid values: 0 = Indicative = Tradeable 2 = Restricted Tradeable 3 = Counter tradable An indicative quote is used to inform a counterparty of a market An indicative quote does not result directly in a trade A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market A restricted tradeable quote is submitted to a market and within a certain restriction possibly based upon price or quantity will automatically trade against orders Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order A counter quote is used in the negotiation model See Volume 7 Product: Fixed Income for example usage PartyRole value within a nested repeating group Same values as PartyRole 452 *** DEPRECATED FIELD See Deprecated Phased out Features and Supported Approach *** Total Amount of Accrued Interest for convertible bonds and fixed income Date of maturity Underlying security s maturity date See MaturityDate 54 field for description The location at which records of ownership are maintained for this instrument and at which ownership changes must be recorded Valid values: BIC Bank Identification Code Swift managed = the depository or custodian who maintains ownership Records ISO Country Code = country in which registry is kept ZZ = physical or bearer Identifies whether an order is a margin order or a non margin order This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover The same tag could be assigned also by buy side to indicate the intent to sell or buy margin and the sell side to accept or reject base on some validation criteria the margin request Valid values: = Cash 2 = Margin Open 3 = Margin Close PartySubID value within a nested repeating group Same values as PartySubID 523 Defines the scope of a data element Valid values: = Local Exchange ECN ATS 2 = National 3 = Global Defines how a server handles distribution of a truncated book Defaults to broker option Valid values: Y = Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request N = Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request Identifier for a cross order Must be unique during a given trading day Recommend that firms use the order date as part of the CrossID for Good Till Cancel GT orders Type of cross being submitted to a market Valid values: = Cross Trade which is executed completely or not Both sides are treated in the same manner This is equivalent to an All or None 2 = Cross Trade which is executed partially and the rest is cancelled One side is fully executed the other side is partially executed with the remainder being cancelled This is equivalent to an Immediate or Cancel on the other side Note: The CrossPrioritzation 550 field may be used to indicate which side should fully execute in this scenario 3 = Cross trade which is partially executed with the unfilled portions remaining active One side of the cross is fully executed as denoted with the CrossPrioritization field but the unfilled portion remains active 4 = Cross trade is executed with existing orders with the same price In the case other orders exist with the same price the quantity of the Cross is executed against the existing orders and quotes the remainder of the cross is executed against the other side of the cross The two sides potentially have different quantities Indicates if one side or the other of a cross order should be prioritized 0 = None = Buy side is prioritized 2 = Sell side is prioritized The definition of prioritization is left to the market In some markets prioritization means which side of the cross order is applied to the market first In other markets prioritization may mean that the prioritized side is fully executed sometimes referred to as the side being protected CrossID of the previous cross order NOT the initial cross order of the day as assigned by the institution used to identify the previous cross order in Cross Cancel and Cross Cancel Replace Requests Userid or username Password or passphrase Currency associated with a particular Leg s quantity Indicates total number of security types in the event that multiple Security Type messages are used to return results Prior to FIX 4 4 this field was named TotalNumSecurityTypes Identifies the type criteria of Security List Request Valid values: 0 = Symbol = SecurityType and or CFICode 2 = Product 3 = TradingSessionID 4 = All Securities The results returned to a Security Request message Valid values: 0 = Valid request = Invalid or unsupported request 2 = No instruments found that match selection criteria 3 = Not authorized to retrieve instrument data 4 = Instrument data temporarily unavailable 5 = Request for instrument data not supported The trading lot size of a security The minimum trading volume for a security Indicates the method of execution reporting requested by issuer of the order 0 = Report by mulitleg security only Do not report legs = Report by multileg security and by instrument legs belonging to the multileg security 2 = Report by instrument legs belonging to the multileg security only Do not report status of multileg security PositionEffect for leg of a multileg See PositionEffect 77 field for description CoveredOrUncovered for leg of a multileg See CoveredOrUncovered 203 field for description Price for leg of a multileg See Price 44 field for description Indicates the reason a Trading Session Status Request was rejected Valid values: = Unknown or invalid TradingSessionID 99 = Other Trade Capture Report Request ID Type of Trade Capture Report Valid values: 0 = All trades = Matched trades matching Criteria provided on request parties exec id trade id order id instrument input source etc 2 = Unmatched trades that match criteria 3 = Unreported trades that match criteria 4 = Advisories that match criteria Indicates if the trade capture report was previously reported to the counterparty Valid values: Y = previously reported to counterparty N = not reported to counterparty Unique identifier of trade capture report Reference identifier used with CANCEL and REPLACE transaction types The status of this trade with respect to matching or comparison Valid values: 0 = compared matched or affirmed = uncompared unmatched or unaffirmed 2 = advisory or alert The point in the matching process at which this trade was matched Valid values: For NYSE and AMEX: A = 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 = Exact match on Trade Date Stock Symbol Quantity Price Trade Type and Special Trade Indicator plus four badges A3 = 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 = Exact match on Trade Date Stock Symbol Quantity Price Trade Type and Special Trade Indicator plus two badges A5 = Exact match on Trade Date Stock Symbol Quantity Price Trade Type and Special Trade Indicator plus execution time within two minute window AQ = Compared records resulting from stamped advisories or specialist accepts pair offs S to S5 = Summarized Match using A to A5 exact match criteria except quantity is summarized M = Exact Match on Trade Date Stock Symbol Quantity Price Trade Type and Special Trade Indicator minus badges and times M2 = Summarized Match minus badges and times MT = OCS Locked In For NASDAQ: M = ACT M Match M2 = ACT M2 Match M3 = ACT Accepted Trade M4 = ACT Default Trade M5 = ACT Default After M2 M6 = ACT M6 Match MT = Non ACT This trade is to be treated as an odd lot Values: Y = treat as odd lot N = treat as round lot If this field is not specified the default will be N Eligibility of this trade for clearing and central counterparty processing Valid values: 0 = process normally = exclude from all netting 2 = bilateral netting only 3 = ex clearing 4 = special trade 5 = multilateral netting 6 = clear against central counterparty 7 = exclude from central counterparty 8 = Manual mode pre posting and or pre giveup 9 = Automatic posting mode trade posting to the position account number specified 0 = Automatic give up mode trade give up to the give up destination number specified = Qualified Service Representative QSR 2 = Customer Trade 3 = Self clearing values above 4000 are reserved for agreement between parties Type of input device or system from which the trade was entered Specific device number terminal number or station where trade was entered Number of Date fields provided in date range Type of account associated with an order Valid values: = Account is carried on customer Side of Books 2 = Account is carried on non Customer Side of books 3 = House Trader 4 = Floor Trader 6 = Account is carried on non customer side of books and is cross margined 7 = Account is house trader and is cross margined 8 = Joint Backoffice Account JBO Capacity of customer placing the order = Member trading for their own account 2 = Clearing Firm trading for its proprietary account 3 = Member trading for another member 4 = All other Primarily used by futures exchanges to indicate the CTICode customer type indicator as required by the US CFTC Commodity Futures Trading Commission Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade Value assigned by issuer of Mass Status Request to uniquely identify the request Mass Status Request Type Valid values: = Status for orders for a security 2 = Status for orders for an Underlying security 3 = Status for orders for a Product 4 = Status for orders for a CFICode 5 = Status for orders for a SecurityType 6 = Status for orders for a trading session 7 = Status for all orders 8 = Status for orders for a PartyID 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 This is provided to support markets similar to Eurex and A C E Refer to values for SettlType 63 Refer to description for SettlDate 64 Indicates whether or not automatic booking can occur 0 = Can trigger booking without reference to the order initiator auto = Speak with order initiator before booking speak first 2 = Accumulate Indicates what constitutes a bookable unit 0 = Each partial execution is a bookable unit = Aggregate partial executions on this order and book one trade per order 2 = Aggregate executions for this symbol side and settlement date Indicates the method of preallocation 0 = Pro rata = Do not pro rata = discuss first Underlying security s CountryOfIssue See CountryOfIssue 470 field for description Underlying security s StateOrProvinceOfIssue See StateOrProvinceOfIssue 47 field for description Underlying security s LocaleOfIssue See LocaleOfIssue 472 field for description Underlying security s InstrRegistry See InstrRegistry 543 field for description Multileg instrument s individual leg security s CountryOfIssue See CountryOfIssue 470 field for description Multileg instrument s individual leg security s StateOrProvinceOfIssue See StateOrProvinceOfIssue 47 field for description Multileg instrument s individual leg security s LocaleOfIssue See LocaleOfIssue 472 field for description Multileg instrument s individual leg security s InstrRegistry See InstrRegistry 543 field for description Multileg instrument s individual security s Symbol See Symbol 55 field for description Multileg instrument s individual security s SymbolSfx See SymbolSfx 65 field for description Multileg instrument s individual security s SecurityID See SecurityID 48 field for description Multileg instrument s individual security s SecurityIDSource See SecurityIDSource 22 field for description Multileg instrument s individual security s NoSecurityAltID See NoSecurityAltID 454 field for description Multileg instrument s individual security s SecurityAltID See SecurityAltID 455 field for description Multileg instrument s individual security s SecurityAltIDSource See SecurityAltIDSource 456 field for description Multileg instrument s individual security s Product See Product 460 field for description Multileg instrument s individual security s CFICode See CFICode 46 field for description Multileg instrument s individual security s SecurityType See SecurityType 67 field for description Multileg instrument s individual security s MaturityMonthYear See MaturityMonthYear 200 field for description Multileg instrument s individual security s MaturityDate See MaturityDate 54 field for description Multileg instrument s individual security s StrikePrice See StrikePrice 202 field for description Multileg instrument s individual security s OptAttribute See OptAttribute 206 field for description Multileg instrument s individual security s ContractMultiplier See ContractMultiplier 23 field for description Multileg instrument s individual security s CouponRate See CouponRate 223 field for description Multileg instrument s individual security s SecurityExchange See SecurityExchange 207 field for description Multileg instrument s individual security s Issuer See Issuer 06 field for description Multileg instrument s individual security s EncodedIssuerLen See EncodedIssuerLen 348 field for description Multileg instrument s individual security s EncodedIssuer See EncodedIssuer 349 field for description Multileg instrument s individual security s SecurityDesc See SecurityDesc 07 field for description