Indexes

Code Sets

Name
ID
Datatype
Description
Pedigree
AdvSideCodeSet4Broker's side of advertised trade
AdvTransTypeCodeSet5Identifies advertisement message transaction type
CommTypeCodeSet13Commission type
ExecInstCodeSet18Instructions 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.
ExecTransTypeCodeSet20Identifies transaction type
HandlInstCodeSet21Instructions for order handling on Broker trading floor
IDSourceCodeSet22Identifies class of alternative SecurityID
IOIQltyIndCodeSet25Relative quality of indication
IOISharesCodeSet27Number of shares in numeric or relative size.
IOITransTypeCodeSet28Identifies IOI message transaction type
LastCapacityCodeSet29Broker capacity in order execution
MsgTypeCodeSet35Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType field (i.e. U1, U2, etc) indicates that the message format is privately defined between the sender and receiver.
OrdStatusCodeSet39Identifies current status of order.
OrdTypeCodeSet40Order type.
PossDupFlagCodeSet43Indicates possible retransmission of message with this sequence number
Rule80ACodeSet47Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.
SideCodeSet54Side of order
TimeInForceCodeSet59Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.
UrgencyCodeSet61Urgency flag
SettlmntTypCodeSet63Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution.
AllocTransTypeCodeSet71Identifies allocation transaction type
OpenCloseCodeSet77Indicates 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.
ProcessCodeCodeSet81Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/AllocShares / ProcessCode instance indicates regular trade.
AllocStatusCodeSet87Identifies status of allocation.
AllocRejCodeCodeSet88Identifies reason for rejection.
EmailTypeCodeSet94Email message type.
PossResendCodeSet97Indicates that message may contain information that has been sent under another sequence number.
EncryptMethodCodeSet98Method of encryption.
CxlRejReasonCodeSet102Code to identify reason for cancel rejection.
OrdRejReasonCodeSet103Code to identify reason for order rejection.
IOIQualifierCodeSet104Code to qualify IOI use.
ReportToExchCodeSet113Identifies party of trade responsible for exchange reporting.
LocateReqdCodeSet114Indicates whether the broker is to locate the stock in conjunction with a short sell order.
ForexReqCodeSet121Indicates request for forex accommodation trade to be executed along with security transaction.
GapFillFlagCodeSet123Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.
DKReasonCodeSet127Reason for execution rejection.
IOINaturalFlagCodeSet130Indicates 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.
MiscFeeTypeCodeSet139Indicates type of miscellaneous fee.
ResetSeqNumFlagCodeSet141Indicates that the both sides of the FIX session should reset sequence numbers.
ExecTypeCodeSet150Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled)
SettlInstModeCodeSet160Indicates mode used for Settlement Instructions
SettlInstTransTypeCodeSet163Settlement Instructions message transaction type
SettlInstSourceCodeSet165Indicates source of Settlement Instructions
SettlLocationCodeSet166Identifies Settlement Depository or Country Code (ISITC spec)
SecurityTypeCodeSet167Indicates type of security (ISITC spec)
StandInstDbTypeCodeSet169Identifies the Standing Instruction database used
AllocLinkTypeCodeSet197Identifies the type of Allocation linkage when AllocLinkID is used.
PutOrCallCodeSet201Indicates whether an Option is for a put or call.
CoveredOrUncoveredCodeSet203Used for options
CustomerOrFirmCodeSet204Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself.
NotifyBrokerOfCreditCodeSet208Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).
AllocHandlInstCodeSet209Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.
RoutingTypeCodeSet216Indicates the type of RoutingID specified.
BenchmarkCodeSet219For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field).
SubscriptionRequestTypeCodeSet263Subscription Request Type
MDUpdateTypeCodeSet265Specifies the type of Market Data update.
AggregatedBookCodeSet266Specifies whether or not book entries should be aggregated.
MDEntryTypeCodeSet269Type Market Data entry.
TickDirectionCodeSet274Direction of the "tick".
QuoteConditionCodeSet276Space-delimited list of conditions describing a quote.
TradeConditionCodeSet277Space-delimited list of conditions describing a trade
MDUpdateActionCodeSet279Type of Market Data update action.
MDReqRejReasonCodeSet281Reason for the rejection of a Market Data request.
DeleteReasonCodeSet285Reason for deletion.
OpenCloseSettleFlagCodeSet286Flag that identifies a price.
FinancialStatusCodeSet291Identifies a firm’s financial status.
CorporateActionCodeSet292Identifies the type of Corporate Action.
QuoteAckStatusCodeSet297Identifies the status of the quote acknowledgement.
QuoteCancelTypeCodeSet298Identifies the type of quote cancel.
QuoteRejectReasonCodeSet300Reason Quote was rejected:
QuoteResponseLevelCodeSet301Level of Response requested from receiver of quote messages.
QuoteRequestTypeCodeSet303Indicates the type of Quote Request being generated
SecurityRequestTypeCodeSet321Type of Security Definition Request.
SecurityResponseTypeCodeSet323Type of Security Definition message response.
UnsolicitedIndicatorCodeSet325Indicates whether or not message is being sent as a result of a subscription request or not.
SecurityTradingStatusCodeSet326Identifies the trading status applicable to the transaction.
HaltReasonCodeSet327Denotes the reason for the Opening Delay or Trading Halt.
InViewOfCommonCodeSet328Indicates whether or not the halt was due to Common Stock trading being halted.
DueToRelatedCodeSet329Indicates whether or not the halt was due to the Related Security being halted.
AdjustmentCodeSet334Identifies the type of adjustment.
TradSesMethodCodeSet338Method of trading
TradSesModeCodeSet339Trading Session Mode
TradSesStatusCodeSet340State of the trading session.
MessageEncodingCodeSet347Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields.
QuoteEntryRejectReasonCodeSet368Reason Quote Entry was rejected:
SessionRejectReasonCodeSet373Code to identify reason for a session-level Reject message.
BidRequestTransTypeCodeSet374Identifies the Bid Request message type.
SolicitedFlagCodeSet377Indicates whether or not the order was solicited.
ExecRestatementReasonCodeSet378Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.
BusinessRejectReasonCodeSet380Code to identify reason for a Business Message Reject message.
MsgDirectionCodeSet385Specifies the direction of the message.
DiscretionInstCodeSet388Code to identify the price a DiscretionOffset is related to and should be mathematically added to.
LiquidityIndTypeCodeSet409Code to identify the type of liquidity indicator.
ExchangeForPhysicalCodeSet411Indicates whether or not to exchange for physical.
ProgRptReqsCodeSet414Code to identify the desired frequency of progress reports.
IncTaxIndCodeSet416Code to represent whether value is net (inclusive of tax) or gross.
TradeTypeCodeSet418Code to represent the type of trade.
BasisPxTypeCodeSet419Code to represent the basis price type.
PriceTypeCodeSet423Code to represent the price type.
GTBookingInstCodeSet427Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.
NetGrossIndCodeSet430Code to represent whether value is net (inclusive of tax) or gross.
ListExecInstTypeCodeSet433Identifies the type of ListExecInst.
CxlRejResponseToCodeSet434Identifies the type of request that a Cancel Reject is in response to.
MultiLegReportingTypeCodeSet442Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).

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