Code Sets
Name | ID | Datatype | Description | Pedigree |
|---|---|---|---|---|
| AdvSideCodeSet | 4 | Broker's side of advertised trade | ||
| AdvTransTypeCodeSet | 5 | Identifies advertisement message transaction type | ||
| CommTypeCodeSet | 13 | Commission type | ||
| ExecInstCodeSet | 18 | 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. | ||
| HandlInstCodeSet | 21 | Instructions for order handling on Broker trading floor | ||
| SecurityIDSourceCodeSet | 22 | Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified. | ||
| IOIQltyIndCodeSet | 25 | Relative quality of indication | ||
| IOIQtyCodeSet | 27 | Quantity (e.g. number of shares) in numeric form or relative size. | ||
| IOITransTypeCodeSet | 28 | Identifies IOI message transaction type | ||
| LastCapacityCodeSet | 29 | Broker capacity in order execution | ||
| MsgTypeCodeSet | 35 | Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. | ||
| OrdStatusCodeSet | 39 | Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | ||
| OrdTypeCodeSet | 40 | Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) | ||
| PossDupFlagCodeSet | 43 | Indicates possible retransmission of message with this sequence number | ||
| SideCodeSet | 54 | Side of order | ||
| TimeInForceCodeSet | 59 | Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. | ||
| UrgencyCodeSet | 61 | Urgency flag | ||
| SettlTypeCodeSet | 63 | 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. | ||
| AllocTransTypeCodeSet | 71 | Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** | ||
| PositionEffectCodeSet | 77 | 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. | ||
| ProcessCodeCodeSet | 81 | Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. | ||
| AllocStatusCodeSet | 87 | Identifies status of allocation | ||
| AllocRejCodeCodeSet | 88 | Identifies reason for rejection | ||
| EmailTypeCodeSet | 94 | Email message type | ||
| PossResendCodeSet | 97 | Indicates that message may contain information that has been sent under another sequence number. | ||
| EncryptMethodCodeSet | 98 | Method of encryption | ||
| CxlRejReasonCodeSet | 102 | Code to identify reason for cancel rejection | ||
| OrdRejReasonCodeSet | 103 | Code to identify reason for order rejection. | ||
| IOIQualifierCodeSet | 104 | Code to qualify IOI use | ||
| ReportToExchCodeSet | 113 | Identifies party of trade responsible for exchange reporting. | ||
| LocateReqdCodeSet | 114 | Indicates whether the broker is to locate the stock in conjunction with a short sell order. | ||
| ForexReqCodeSet | 121 | Indicates request for forex accommodation trade to be executed along with security transaction. | ||
| GapFillFlagCodeSet | 123 | Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. | ||
| DKReasonCodeSet | 127 | Reason for execution rejection | ||
| IOINaturalFlagCodeSet | 130 | 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. | ||
| MiscFeeTypeCodeSet | 139 | Indicates type of miscellaneous fee | ||
| ResetSeqNumFlagCodeSet | 141 | Indicates that the both sides of the FIX session should reset sequence numbers. | ||
| ExecTypeCodeSet | 150 | Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** | ||
| SettlCurrFxRateCalcCodeSet | 156 | Specifies whether or not SettlCurrFxRate(155) should be multiplied or divided | ||
| SettlInstModeCodeSet | 160 | Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** | ||
| SettlInstTransTypeCodeSet | 163 | Settlement Instructions message transaction type | ||
| SettlInstSourceCodeSet | 165 | Indicates source of Settlement Instructions | ||
| SecurityTypeCodeSet | 167 | Indicates type of security. See also the Product(460) and CFICode(461) fields. It is recommended that CFICode(461) be used instead of SecurityType(167) for non-Fixed Income instruments. Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): * Identify the Issuer in the field Issuer(106) *** REPLACED values - See "Replaced Features and Supported Approach" *** NOTE: Additional values may be used by mutual agreement of the counterparties) | ||
| StandInstDbTypeCodeSet | 169 | Identifies the Standing Instruction database used | ||
| SettlDeliveryTypeCodeSet | 172 | Identifies type of settlement | ||
| AllocLinkTypeCodeSet | 197 | Identifies the type of Allocation linkage when AllocLinkID(196) is used. | ||
| PutOrCallCodeSet | 201 | Indicates whether an Option is for a put or call | ||
| CoveredOrUncoveredCodeSet | 203 | Used for derivative products, such as options | ||
| NotifyBrokerOfCreditCodeSet | 208 | Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). | ||
| AllocHandlInstCodeSet | 209 | Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details | ||
| RoutingTypeCodeSet | 216 | Indicates the type of RoutingID (27) specified | ||
| BenchmarkCurveNameCodeSet | 221 | Added FIX.4.2 Updated EP294 | ||
| StipulationTypeCodeSet | 233 | Type of Stipulation | ||
| YieldTypeCodeSet | 235 | Type of yield | ||
| TradedFlatSwitchCodeSet | 258 | Driver and part of trade in the event that the Security Master file was wrong at the point of entry (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | ||
| SubscriptionRequestTypeCodeSet | 263 | Subscription Request Type | ||
| MDUpdateTypeCodeSet | 265 | Specifies the type of Market Data update | ||
| AggregatedBookCodeSet | 266 | Specifies whether or not book entries should be aggregated. | ||
| MDEntryTypeCodeSet | 269 | Type Market Data entry | ||
| TickDirectionCodeSet | 274 | Direction of the "tick" | ||
| QuoteConditionCodeSet | 276 | Space-delimited list of conditions describing a quote | ||
| TradeConditionCodeSet | 277 | Space-delimited list of conditions describing a trade | ||
| MDUpdateActionCodeSet | 279 | Type of Market Data update action | ||
| MDReqRejReasonCodeSet | 281 | Reason for the rejection of a Market Data request | ||
| DeleteReasonCodeSet | 285 | Reason for deletion | ||
| OpenCloseSettlFlagCodeSet | 286 | Flag that identifies a market data entry (Prior to FIX 4.3 this field was of type char) | ||
| FinancialStatusCodeSet | 291 | Identifies a firm’s financial status | ||
| CorporateActionCodeSet | 292 | Identifies the type of Corporate Action | ||
| QuoteStatusCodeSet | 297 | Identifies the status of the quote acknowledgement | ||
| QuoteCancelTypeCodeSet | 298 | Identifies the type of quote cancel. | ||
| QuoteRejectReasonCodeSet | 300 | Reason Quote was rejected | ||
| QuoteResponseLevelCodeSet | 301 | Level of Response requested from receiver of quote messages. | ||
| QuoteRequestTypeCodeSet | 303 | Indicates the type of Quote Request being generated | ||
| SecurityRequestTypeCodeSet | 321 | Type of Security Definition Request. | ||
| SecurityResponseTypeCodeSet | 323 | Type of Security Definition message response | ||
| UnsolicitedIndicatorCodeSet | 325 | Indicates whether or not message is being sent as a result of a subscription request or not. | ||
| SecurityTradingStatusCodeSet | 326 | Identifies the trading status applicable to the transaction | ||
| HaltReasonCodeSet | 327 | Denotes the reason for the Opening Delay or Trading Halt | ||
| InViewOfCommonCodeSet | 328 | Indicates whether or not the halt was due to Common Stock trading being halted. | ||
| DueToRelatedCodeSet | 329 | Indicates whether or not the halt was due to the Related Security being halted. | ||
| AdjustmentCodeSet | 334 | Identifies the type of adjustment | ||
| TradSesMethodCodeSet | 338 | Method of trading | ||
| TradSesModeCodeSet | 339 | Trading Session Mode | ||
| TradSesStatusCodeSet | 340 | State of the trading session | ||
| MessageEncodingCodeSet | 347 | Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields. | ||
| SessionRejectReasonCodeSet | 373 | Code to identify reason for a session-level Reject message | ||
| BidRequestTransTypeCodeSet | 374 | Identifies the Bid Request message type | ||
| SolicitedFlagCodeSet | 377 | Indicates whether or not the order was solicited. | ||
| ExecRestatementReasonCodeSet | 378 | Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel. | ||
| BusinessRejectReasonCodeSet | 380 | Code to identify reason for a Business Message Reject message | ||
| MsgDirectionCodeSet | 385 | Specifies the direction of the message | ||
| DiscretionInstCodeSet | 388 | Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to | ||
| BidTypeCodeSet | 394 | Code to identify the type of Bid Request | ||
| BidDescriptorTypeCodeSet | 399 | Code to identify the type of BidDescriptor (400) | ||
| SideValueIndCodeSet | 401 | 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. | ||
| LiquidityIndTypeCodeSet | 409 | Code to identify the type of liquidity indicator | ||
| ExchangeForPhysicalCodeSet | 411 | Indicates whether or not to exchange for physical. | ||
| ProgRptReqsCodeSet | 414 | Code to identify the desired frequency of progress reports | ||
| IncTaxIndCodeSet | 416 | Code to represent whether value is net (inclusive of tax) or gross | ||
| BidTradeTypeCodeSet | 418 | Code to represent the type of trade | ||
| BasisPxTypeCodeSet | 419 | Code to represent the basis price type | ||
| PriceTypeCodeSet | 423 | Code to represent the price type | ||
| GTBookingInstCodeSet | 427 | Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate | ||
| ListStatusTypeCodeSet | 429 | Code to represent the status type | ||
| NetGrossIndCodeSet | 430 | Code to represent whether value is net (inclusive of tax) or gross | ||
| ListOrderStatusCodeSet | 431 | Code to represent the status of a list order | ||
| ListExecInstTypeCodeSet | 433 | Identifies the type of ListExecInst (69) | ||
| CxlRejResponseToCodeSet | 434 | Identifies the type of request that a Cancel Reject is in response to | ||
| MultiLegReportingTypeCodeSet | 442 | Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.). | ||
| PartyIDSourceCodeSet | 447 | 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" | ||
| PartyRoleCodeSet | 452 | Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G – Use of <Parties> Component Block" | ||
| ProductCodeSet | 460 | Indicates the type of product the security is associated with. See also the CFICode(461) and SecurityType(167) fields. | ||
| TestMessageIndicatorCodeSet | 464 | Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents". | ||
| RoundingDirectionCodeSet | 468 | 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. 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. | ||
| DistribPaymentMethodCodeSet | 477 | A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties | ||
| CancellationRightsCodeSet | 480 | For CIV – A one character code identifying whether Cancellation rights/Cooling-off period applies | ||
| MoneyLaunderingStatusCodeSet | 481 | A one character code identifying Money laundering status | ||
| ExecPriceTypeCodeSet | 484 | For CIV - Identifies how the execution price LastPx (3) was calculated from the fund unit/share price(s) calculated at the fund valuation point | ||
| TradeReportTransTypeCodeSet | 487 | Added FIX.4.3 Updated FIX.4.4 | ||
| PaymentMethodCodeSet | 492 | A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties | ||
| TaxAdvantageTypeCodeSet | 495 | For CIV - a code identifying the type of tax-exempt account in which purchased shares/units are to be held | ||
| FundRenewWaivCodeSet | 497 | A one character code identifying whether the Fund based renewal commission is to be waived. | ||
| RegistStatusCodeSet | 506 | Registration status as returned by the broker or (for CIV) the fund manager | ||
| RegistRejReasonCodeCodeSet | 507 | Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: | ||
| RegistTransTypeCodeSet | 514 | Identifies Registration Instructions transaction type | ||
| OwnershipTypeCodeSet | 517 | The relationship between Registration parties. | ||
| ContAmtTypeCodeSet | 519 | Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. | ||
| OwnerTypeCodeSet | 522 | Identifies the type of owner | ||
| OrderCapacityCodeSet | 528 | Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) | ||
| OrderRestrictionsCodeSet | 529 | Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. | ||
| MassCancelRequestTypeCodeSet | 530 | Specifies scope of Order Mass Cancel Request | ||
| MassCancelResponseCodeSet | 531 | Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request | ||
| MassCancelRejectReasonCodeSet | 532 | Reason Order Mass Cancel Request was rejected | ||
| QuoteTypeCodeSet | 537 | Identifies the type of quote. 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. | ||
| CashMarginCodeSet | 544 | 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. | ||
| ScopeCodeSet | 546 | Defines the scope of a data element | ||
| MDImplicitDeleteCodeSet | 547 | Defines how a server handles distribution of a truncated book. Defaults to broker option. | ||
| CrossTypeCodeSet | 549 | Type of cross being submitted to a market | ||
| CrossPrioritizationCodeSet | 550 | Indicates if one side or the other of a cross order should be 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). | ||
| NoSidesCodeSet | 552 | Number of Side repeating group instances. | ||
| SecurityListRequestTypeCodeSet | 559 | Identifies the type/criteria of Security List Request | ||
| SecurityRequestResultCodeSet | 560 | The results returned to a Security Request message | ||
| MultiLegRptTypeReqCodeSet | 563 | Indicates the method of execution reporting requested by issuer of the order | ||
| TradSesStatusRejReasonCodeSet | 567 | Indicates the reason a Trading Session Status Request was rejected | ||
| TradeRequestTypeCodeSet | 569 | Type of Trade Capture Report | ||
| PreviouslyReportedCodeSet | 570 | Indicates if the trade capture report was previously reported to the counterparty | ||
| MatchStatusCodeSet | 573 | The status of this trade with respect to matching or comparison | ||
| MatchTypeCodeSet | 574 | The point in the matching process at which this trade was matched | ||
| OddLotCodeSet | 575 | This trade is to be treated as an odd lot | ||
| ClearingInstructionCodeSet | 577 | Eligibility of this trade for clearing and central counterparty processing | ||
| AccountTypeCodeSet | 581 | Type of account associated with an order | ||
| CustOrderCapacityCodeSet | 582 | Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). | ||
| MassStatusReqTypeCodeSet | 585 | Mass Status Request Type | ||
| DayBookingInstCodeSet | 589 | Indicates whether or not automatic booking can occur. | ||
| BookingUnitCodeSet | 590 | Indicates what constitutes a bookable unit. | ||
| PreallocMethodCodeSet | 591 | Indicates the method of preallocation. | ||
| AllocTypeCodeSet | 626 | Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") | ||
| ClearingFeeIndicatorCodeSet | 635 | Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): | ||
| WorkingIndicatorCodeSet | 636 | Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. | ||
| PriorityIndicatorCodeSet | 638 | Indicates if a Cancel/Replace has caused an order to lose book priority | ||
| LegalConfirmCodeSet | 650 | Indicates that this message is to serve as the final and legal confirmation. | ||
| QuoteRequestRejectReasonCodeSet | 658 | Reason Quote was rejected: | ||
| AcctIDSourceCodeSet | 660 | Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have set up yet in their system. | ||
| ConfirmStatusCodeSet | 665 | Identifies the status of the Confirmation. | ||
| ConfirmTransTypeCodeSet | 666 | Identifies the Confirmation transaction type | ||
| DeliveryFormCodeSet | 668 | Identifies the form of delivery | ||
| LegSwapTypeCodeSet | 690 | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. | ||
| QuotePriceTypeCodeSet | 692 | Code to represent price type requested in Quote | ||
| QuoteRespTypeCodeSet | 694 | Identifies the type of Quote Response | ||
| PosTypeCodeSet | 703 | Used to identify the type of quantity that is being returned | ||
| PosQtyStatusCodeSet | 706 | Status of this position | ||
| PosAmtTypeCodeSet | 707 | Type of Position amount | ||
| PosTransTypeCodeSet | 709 | Identifies the type of position transaction | ||
| PosMaintActionCodeSet | 712 | Maintenance Action to be performed | ||
| SettlSessIDCodeSet | 716 | Identifies a specific settlement session | ||
| AdjustmentTypeCodeSet | 718 | Type of adjustment to be applied, used for PCS & PAJ | ||
| PosMaintStatusCodeSet | 722 | Status of Position Maintenance Request | ||
| PosMaintResultCodeSet | 723 | Result of Position Maintenance Request. | ||
| PosReqTypeCodeSet | 724 | Unique identifier for the position maintenance request as assigned by the submitter | ||
| ResponseTransportTypeCodeSet | 725 | Identifies how the response to the request should be transmitted | ||
| PosReqResultCodeSet | 728 | Result of Request for Position 4000+ Reserved and available for bi-laterally agreed upon user-defined values | ||
| PosReqStatusCodeSet | 729 | Status of Request for Positions | ||
| SettlPriceTypeCodeSet | 731 | Type of settlement price | ||
| AssignmentMethodCodeSet | 744 | Method under which assignment was conducted | ||
| ExerciseMethodCodeSet | 747 | Exercise Method used to in performing assignment | ||
| TradeRequestResultCodeSet | 749 | Result of Trade Request 4000+ Reserved and available for bi-laterally agreed upon user-defined values | ||
| TradeRequestStatusCodeSet | 750 | Status of Trade Request. | ||
| TradeReportRejectReasonCodeSet | 751 | Reason Trade Capture Request was rejected. 4000+ Reserved and available for bi-laterally agreed upon user-defined values | ||
| SideMultiLegReportingTypeCodeSet | 752 | Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security | ||
| TrdRegTimestampTypeCodeSet | 770 | Traded / Regulatory timestamp type Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) | ||
| ConfirmTypeCodeSet | 773 | Identifies the type of Confirmation message being sent | ||
| ConfirmRejReasonCodeSet | 774 | Identifies the reason for rejecting a Confirmation | ||
| BookingTypeCodeSet | 775 | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). | ||
| AllocSettlInstTypeCodeSet | 780 | Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived | ||
| DlvyInstTypeCodeSet | 787 | Used to indicate whether a delivery instruction is used for securities or cash settlement | ||
| TerminationTypeCodeSet | 788 | Type of financing termination | ||
| SettlInstReqRejCodeCodeSet | 792 | Identifies reason for rejection (of a settlement instruction request message) | ||
| AllocReportTypeCodeSet | 794 | Describes the specific type or purpose of an Allocation Report message | ||
| AllocCancReplaceReasonCodeSet | 796 | Reason for cancelling or replacing an Allocation Instruction or Allocation Report message | ||
| AllocAccountTypeCodeSet | 798 | Type of account associated with a confirmation or other trade-level message | ||
| PartySubIDTypeCodeSet | 803 | Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values | ||
| AllocIntermedReqTypeCodeSet | 808 | Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" | ||
| ApplQueueResolutionCodeSet | 814 | Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. | ||
| ApplQueueActionCodeSet | 815 | Action to take to resolve an application message queue (backlog). | ||
| AvgPxIndicatorCodeSet | 819 | Average Pricing Indicator | ||
| TradeAllocIndicatorCodeSet | 826 | Identifies how the trade is to be allocated | ||
| ExpirationCycleCodeSet | 827 | Part of trading cycle when an instrument expires. Field is applicable for derivatives. | ||
| TrdTypeCodeSet | 828 | Type of Trade | ||
| PegMoveTypeCodeSet | 835 | Describes whether peg is static or floats | ||
| PegOffsetTypeCodeSet | 836 | Type of Peg Offset value | ||
| PegLimitTypeCodeSet | 837 | Type of Peg Limit | ||
| PegRoundDirectionCodeSet | 838 | If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive | ||
| PegScopeCodeSet | 840 | The scope of the peg | ||
| DiscretionMoveTypeCodeSet | 841 | Describes whether discretionary price is static or floats | ||
| DiscretionOffsetTypeCodeSet | 842 | Type of Discretion Offset value | ||
| DiscretionLimitTypeCodeSet | 843 | Type of Discretion Limit | ||
| DiscretionRoundDirectionCodeSet | 844 | If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive | ||
| DiscretionScopeCodeSet | 846 | The scope of the discretion | ||
| TargetStrategyCodeSet | 847 | The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values | ||
| LastLiquidityIndCodeSet | 851 | Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. | ||
| PublishTrdIndicatorCodeSet | 852 | Indicates if a trade should be reported via a market reporting service. | ||
| ShortSaleReasonCodeSet | 853 | Reason for short sale | ||
| QtyTypeCodeSet | 854 | Type of quantity specified in a quantity field | ||
| TradeReportTypeCodeSet | 856 | Type of Trade Report | ||
| AllocNoOrdersTypeCodeSet | 857 | Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the NoOrders group or not. | ||
| EventTypeCodeSet | 865 | Code to represent the type of event | ||
| InstrAttribTypeCodeSet | 871 | Code to represent the type of instrument attribute | ||
| CPProgramCodeSet | 875 | The program under which a commercial paper is issued | ||
| MiscFeeBasisCodeSet | 891 | Defines the unit for a miscellaneous fee. | ||
| LastFragmentCodeSet | 893 | Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List | ||
| CollAsgnReasonCodeSet | 895 | Reason for Collateral Assignment | ||
| CollInquiryQualifierCodeSet | 896 | Collateral inquiry qualifiers: | ||
| CollAsgnTransTypeCodeSet | 903 | Collateral Assignment Transaction Type | ||
| CollAsgnRespTypeCodeSet | 905 | Collateral Assignment Response Type | ||
| CollAsgnRejectReasonCodeSet | 906 | Collateral Assignment Reject Reason | ||
| CollStatusCodeSet | 910 | Collateral Status | ||
| DeliveryTypeCodeSet | 919 | Identifies type of settlement | ||
| UserRequestTypeCodeSet | 924 | Indicates the action required by a User Request Message | ||
| UserStatusCodeSet | 926 | Indicates the status of a user | ||
| StatusValueCodeSet | 928 | Indicates the status of a network connection | ||
| NetworkRequestTypeCodeSet | 935 | Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id’s then UserRequestType =0 (8+2), Snapshot for certain ID’s = 9 (8+) | ||
| NetworkStatusResponseTypeCodeSet | 937 | Indicates the type of Network Response Message | ||
| TrdRptStatusCodeSet | 939 | Trade Report Status | ||
| AffirmStatusCodeSet | 940 | Identifies the status of the ConfirmationAck | ||
| CollActionCodeSet | 944 | Action proposed for an Underlying Instrument instance | ||
| CollInquiryStatusCodeSet | 945 | Status of Collateral Inquiry | ||
| CollInquiryResultCodeSet | 946 | Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values |
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