Indexes

Fields

ID (Tag)
Name
Datatype
Description
Pedigree
1AccountAccount mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.Added FIX.2.7
2AdvIdUnique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
3AdvRefIDReference identifier used with CANCEL and REPLACE transaction types.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
4AdvSideBroker's side of advertised tradeAdded FIX.2.7
5AdvTransTypeIdentifies advertisement message transaction typeAdded FIX.2.7
6AvgPxCalculated 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.
Added FIX.2.7
7BeginSeqNoMessage sequence number of first message in range to be resentAdded FIX.2.7
8BeginStringIdentifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)Added FIX.2.7
9BodyLengthMessage length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)Added FIX.2.7
10CheckSumThree byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)Added FIX.2.7
11ClOrdIDUnique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID(49) or OnBehalfOfCompID(115) 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(11) field.Added FIX.2.7
Updated EP282
12CommissionCommission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05.Added FIX.2.7
13CommTypeCommission typeAdded FIX.2.7
14CumQtyTotal quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int)
Added FIX.2.7
15CurrencyIdentifies 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.Added FIX.2.7
16EndSeqNoMessage sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).Added FIX.2.7
17ExecIDUnique 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 4.1 this field was of type int)Added FIX.2.7
18ExecInstInstructions 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.Added FIX.2.7
19ExecRefIDReference identifier used with Trade Cancel and Trade Correct execution types.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
21HandlInstInstructions for order handling on Broker trading floorAdded FIX.2.7
22SecurityIDSourceIdentifies class or source of the SecurityID (48) value. Required if SecurityID is specified.Added FIX.2.7
23IOIIDUnique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
25IOIQltyIndRelative quality of indicationAdded FIX.2.7
26IOIRefIDReference identifier used with CANCEL and REPLACE, transaction types.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
27IOIQtyQuantity (e.g. number of shares) in numeric form or relative size.Added FIX.2.7
28IOITransTypeIdentifies IOI message transaction typeAdded FIX.2.7
29LastCapacityBroker capacity in order executionAdded FIX.2.7
30LastMktMarket of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C"
Added FIX.2.7
31LastPxPrice of this (last) fill.Added FIX.2.7
32LastQtyQuantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int)
Added FIX.2.7
33NoLinesOfTextIdentifies number of lines of text bodyAdded FIX.2.7
34MsgSeqNumInteger message sequence numberAdded FIX.2.7
35MsgTypeDefines 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.
Added FIX.2.7
36NewSeqNoNew sequence numberAdded FIX.2.7
37OrderIDUnique 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.Added FIX.2.7
38OrderQtyQuantity 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)
Added FIX.2.7
39OrdStatusIdentifies current status of order.
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
(see Volume : "Glossary" for value definitions)
Added FIX.2.7
40OrdTypeOrder type
*** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" ***
(see Volume : "Glossary" for value definitions)
Added FIX.2.7
41OrigClOrdIDClOrdID () 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.Added FIX.2.7
42OrigTimeTime of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))Added FIX.2.7
43PossDupFlagIndicates possible retransmission of message with this sequence numberAdded FIX.2.7
44PricePrice per unit of quantity (e.g. per share)Added FIX.2.7
45RefSeqNumReference message sequence numberAdded FIX.2.7
48SecurityIDSecurity identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.Added FIX.2.7
49SenderCompIDAssigned value used to identify firm sending message.Added FIX.2.7
50SenderSubIDAssigned value used to identify specific message originator (desk, trader, etc.)Added FIX.2.7
52SendingTimeTime of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")Added FIX.2.7
53QuantityOverall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int)
Added FIX.2.7
54SideSide of orderAdded FIX.2.7
55SymbolTicker 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.
Added FIX.2.7
56TargetCompIDAssigned value used to identify receiving firm.Added FIX.2.7
57TargetSubIDAssigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user.Added FIX.2.7
58TextFree format text string
(Note: this field does not have a specified maximum length)
Added FIX.2.7
59TimeInForceSpecifies how long the order remains in effect. Absence of this field is interpreted as DAY.Added FIX.2.7
60TransactTimeTime of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")Added FIX.2.7
61UrgencyUrgency flagAdded FIX.2.7
62ValidUntilTimeIndicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")Added FIX.2.7
63SettlTypeIndicates 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.
Added FIX.2.7
64SettlDateSpecific 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)
Added FIX.2.7
65SymbolSfxAdditional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType(167).
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
Added FIX.2.7
Updated EP282
66ListIDUnique 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.Added FIX.2.7
67ListSeqNoSequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . )Added FIX.2.7
68TotNoOrdersTotal 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")
Added FIX.2.7
69ListExecInstFree format text message containing list handling and execution instructions.Added FIX.2.7
70AllocIDUnique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
71AllocTransTypeIdentifies allocation transaction type
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Added FIX.2.7
72RefAllocIDReference identifier to be used with AllocTransType (7) =Replace or Cancel.
(Prior to FIX 4.1 this field was of type int)
Added FIX.2.7
73NoOrdersIndicates number of orders to be combined for average pricing and allocation.Added FIX.2.7
74AvgPxPrecisionIndicates 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.Added FIX.2.7
75TradeDateIndicates 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).Added FIX.2.7
77PositionEffectIndicates 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.Added FIX.2.7
78NoAllocsNumber of repeating AllocAccount (79)/AllocPrice (366) entries.Added FIX.2.7
79AllocAccountSub-account mnemonicAdded FIX.2.7
80AllocQtyQuantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int)
Added FIX.2.7
81ProcessCodeProcessing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.Added FIX.2.7
82NoRptsTotal number of reports within series.Added FIX.2.7
83RptSeqSequence number of message within report series.Added FIX.2.7
84CxlQtyTotal quantity canceled for this order.
(Prior to FIX 4.2 this field was of type int)
Added FIX.2.7
85NoDlvyInstNumber of delivery instruction fields in repeating group.
Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.
Added FIX.2.7
87AllocStatusIdentifies status of allocationAdded FIX.2.7
88AllocRejCodeIdentifies reason for rejectionAdded FIX.2.7
89SignatureElectronic signatureAdded FIX.2.7
90SecureDataLenLength of encrypted messageAdded FIX.2.7
91SecureDataActual encrypted data streamAdded FIX.2.7
93SignatureLengthNumber of bytes in signature field.Added FIX.2.7
94EmailTypeEmail message typeAdded FIX.2.7
95RawDataLengthNumber of bytes in raw data field.Added FIX.2.7
96RawDataUnformatted raw data, can include bitmaps, word processor documents, etc.Added FIX.2.7
97PossResendIndicates that message may contain information that has been sent under another sequence number.Added FIX.2.7
98EncryptMethodMethod of encryptionAdded FIX.2.7
99StopPxPrice per unit of quantity (e.g. per share)Added FIX.2.7
100ExDestinationExecution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C"
Added FIX.2.7
102CxlRejReasonCode to identify reason for cancel rejectionAdded FIX.2.7
103OrdRejReasonCode to identify reason for order rejection.Added FIX.2.7
104IOIQualifierCode to qualify IOI useAdded FIX.3.0
106IssuerName of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"
Added FIX.3.0
107SecurityDescSecurity description.Added FIX.3.0
108HeartBtIntHeartbeat interval (seconds)Added FIX.3.0
110MinQtyMinimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int)
Added FIX.3.0
111MaxFloorMaximum 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)
Added FIX.3.0
112TestReqIDIdentifier included in Test Request message to be returned in resulting HeartbeatAdded FIX.3.0
113ReportToExchIdentifies party of trade responsible for exchange reporting.Added FIX.3.0
114LocateReqdIndicates whether the broker is to locate the stock in conjunction with a short sell order.Added FIX.4.0
115OnBehalfOfCompIDAssigned 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.Added FIX.4.0
116OnBehalfOfSubIDAssigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third partyAdded FIX.4.0
117QuoteIDUnique identifier for quoteAdded FIX.4.0
118NetMoneyTotal amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.Added FIX.4.0
119SettlCurrAmtTotal amount due expressed in settlement currency (includes the effect of the forex transaction)Added FIX.4.0
120SettlCurrencyCurrency code of settlement denomination.Added FIX.4.0
121ForexReqIndicates request for forex accommodation trade to be executed along with security transaction.Added FIX.4.0
122OrigSendingTimeOriginal 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.Added FIX.4.0
123GapFillFlagIndicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.Added FIX.4.0
124NoExecsNo of execution repeating group entries to follow.Added FIX.4.0
126ExpireTimeTime/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.
Added FIX.4.0
127DKReasonReason for execution rejectionAdded FIX.4.0
128DeliverToCompIDAssigned 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.Added FIX.4.0
129DeliverToSubIDAssigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third partyAdded FIX.4.0
130IOINaturalFlagIndicates 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.Added FIX.4.0
131QuoteReqIDUnique identifier for quote requestAdded FIX.4.0
132BidPxBid price/rateAdded FIX.4.0
133OfferPxOffer price/rateAdded FIX.4.0
134BidSizeQuantity of bid
(Prior to FIX 4.2 this field was of type int)
Added FIX.4.0
135OfferSizeQuantity of offer
(Prior to FIX 4.2 this field was of type int)
Added FIX.4.0
136NoMiscFeesNumber of repeating groups of miscellaneous feesAdded FIX.4.0
137MiscFeeAmtMiscellaneous fee valueAdded FIX.4.0
138MiscFeeCurrCurrency of miscellaneous feeAdded FIX.4.0
139MiscFeeTypeIndicates type of miscellaneous feeAdded FIX.4.0
140PrevClosePxPrevious closing price of security.Added FIX.4.0
141ResetSeqNumFlagIndicates that the both sides of the FIX session should reset sequence numbers.Added FIX.4.1
142SenderLocationIDAssigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader)Added FIX.4.1
143TargetLocationIDAssigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader)Added FIX.4.1
144OnBehalfOfLocationIDAssigned 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 partyAdded FIX.4.1
145DeliverToLocationIDAssigned 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 partyAdded FIX.4.1
146NoRelatedSymSpecifies the number of repeating symbols specified.Added FIX.4.1
147SubjectThe subject of an Email messageAdded FIX.4.1
148HeadlineThe headline of a News messageAdded FIX.4.1
149URLLinkA 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"
Added FIX.4.1
150ExecTypeDescribes 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" ***
Added FIX.4.1
151LeavesQtyQuantity 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)
Added FIX.4.1
152CashOrderQtySpecifies 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.Added FIX.4.1
153AllocAvgPxAvgPx (6) for a specific AllocAccount (79)
For Fixed Income this is always expressed as "percent of par" price type.
Added FIX.4.1
154AllocNetMoneyNetMoney(118) for a specific AllocAccount (79)Added FIX.4.1
Updated EP282
155SettlCurrFxRateForeign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120)Added FIX.4.1
Updated EP282
156SettlCurrFxRateCalcSpecifies whether or not SettlCurrFxRate(155) should be multiplied or dividedAdded FIX.4.1
Updated EP282
157NumDaysInterestNumber of Days of Interest for convertible bonds and fixed income. Note value may be negative.Added FIX.4.1
158AccruedInterestRateThe 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.Added FIX.4.1
159AccruedInterestAmtAmount of Accrued Interest for convertible bonds and fixed incomeAdded FIX.4.1
160SettlInstModeIndicates mode used for Settlement Instructions message.
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Added FIX.4.1
161AllocTextFree format text related to a specific AllocAccount (79).Added FIX.4.1
162SettlInstIDUnique identifier for Settlement Instruction.Added FIX.4.1
163SettlInstTransTypeSettlement Instructions message transaction typeAdded FIX.4.1
164EmailThreadIDUnique identifier for an email thread (new and chain of replies)Added FIX.4.1
165SettlInstSourceIndicates source of Settlement InstructionsAdded FIX.4.1
167SecurityTypeIndicates 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)
Added FIX.4.1
Updated EP282
168EffectiveTimeTime the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")Added FIX.4.1
169StandInstDbTypeIdentifies the Standing Instruction database usedAdded FIX.4.1
170StandInstDbNameName of the Standing Instruction database represented with StandInstDbType (69) (i.e. the Global Custodian’s name).Added FIX.4.1
171StandInstDbIDUnique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.Added FIX.4.1
172SettlDeliveryTypeIdentifies type of settlementAdded FIX.4.1
188BidSpotRateBid F/X spot rate.Added FIX.4.1
189BidForwardPointsBid F/X forward points added to spot rate. May be a negative value.Added FIX.4.1
190OfferSpotRateOffer F/X spot rate.Added FIX.4.1
191OfferForwardPointsOffer F/X forward points added to spot rate. May be a negative value.Added FIX.4.1
192OrderQty2OrderQty (38) of the future part of an F/X swap order.Added FIX.4.1
193SettlDate2SettDate (64) of the future part of an F/X swap order.Added FIX.4.1
194LastSpotRateF/X spot rate.Added FIX.4.1
195LastForwardPointsF/X forward points added to LastSpotRate(194). May be a negative value.Added FIX.4.1
Updated EP282
196AllocLinkIDCan 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.Added FIX.4.1
197AllocLinkTypeIdentifies the type of Allocation linkage when AllocLinkID(196) is used.Added FIX.4.1
Updated EP282
198SecondaryOrderIDAssigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.Added FIX.4.1
199NoIOIQualifiersNumber of repeating groups of IOIQualifiers (04).Added FIX.4.1
200MaturityMonthYearCan be used with standardized derivatives vs. the MaturityDate (541) field. Month and Year of the maturity (used for standardized futures and options).
Format:
YYYYMM (i.e. 199903)
YYYYMMDD (20030323)
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).
Added FIX.4.1
Updated EP282
201PutOrCallIndicates whether an Option is for a put or callAdded FIX.4.1
202StrikePriceStrike Price for an Option.Added FIX.4.1
203CoveredOrUncoveredUsed for derivative products, such as optionsAdded FIX.4.1
206OptAttributeCan be used for SecurityType(167)=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, 1=prior, 2=prior to 1, etc).
Added FIX.4.1
Updated EP282
207SecurityExchangeMarket used to help identify a security.
Valid values:
See "Appendix 6-C"
Added FIX.4.1
208NotifyBrokerOfCreditIndicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).Added FIX.4.1
209AllocHandlInstIndicates how the receiver (i.e. third party) of Allocation message should handle/process the account detailsAdded FIX.4.1
210MaxShowMaximum 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)
Added FIX.4.1
211PegOffsetValueAmount (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)
Added FIX.4.1
212XmlDataLenLength of the XmlData data block.Added FIX.4.2
213XmlDataActual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters.Added FIX.4.2
214SettlInstRefIDReference identifier for the SettlInstID (62) with Cancel and Replace SettlInstTransType (63) transaction types.Added FIX.4.2
215NoRoutingIDsNumber of repeating groups of RoutingID (27) and RoutingType (26) values.
See Volume 3: "Pre-Trade Message Targeting/Routing"
Added FIX.4.2
216RoutingTypeIndicates the type of RoutingID (27) specifiedAdded FIX.4.2
217RoutingIDAssigned value used to identify a specific routing destination.Added FIX.4.2
218SpreadFor 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(221) field). Note: Basis points can be negative.
Swap Spread: Target spread for a swap.
Added FIX.4.2
Updated EP282
220BenchmarkCurveCurrencyIdentifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Added FIX.4.2
221BenchmarkCurveNameName of benchmark curve.Added FIX.4.2
Updated FIX.Latest
222BenchmarkCurvePointPoint on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED".
Sample values:
M = combination of a number between 1-12 and a "M" for month
Y = combination of number between 1-100 and a "Y" for year}
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 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 4.1, added in FIX 4.3)
Added FIX.4.2
223CouponRateThe 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.Added FIX.4.2
224CouponPaymentDateDate interest is to be paid. Used in identifying Corporate Bond issues.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
Added FIX.4.2
225IssueDateThe 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 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
Added FIX.4.2
226RepurchaseTerm*** 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 4.1, added in FIX 4.3)
Added FIX.4.2
227RepurchaseRate*** 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 4.1, added in FIX 4.3)
Added FIX.4.2
228FactorFor Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . 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 4.1, added in FIX 4.3)
Added FIX.4.2
229TradeOriginationDateUsed with Fixed Income for Municipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
Added FIX.4.2
230ExDateThe date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
Added FIX.4.2
231ContractMultiplierSpecifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc.
In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier 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. 1,000 par of bonds, 1,000,000 par for financing transactions.
Added FIX.4.2
Updated EP282
232NoStipulationsNumber of stipulation entries
(Note tag # was reserved in FIX 4.1, added in FIX 4.3).
Added FIX.4.2
233StipulationTypeType of StipulationAdded FIX.4.2
234StipulationValueFor 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
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Added FIX.4.2
235YieldTypeType of yieldAdded FIX.4.2
236YieldYield percentage.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Added FIX.4.2
237TotalTakedownThe price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Added FIX.4.2
238ConcessionProvides the reduction in price for the secondary market in Municipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Added FIX.4.2
239RepoCollateralSecurityType*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***
Identifies the collateral used in the transaction.
Valid values: see SecurityType(167) field
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Added FIX.4.3
Updated EP282
Deprecated FIX.4.4
240RedemptionDate*** 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 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
Added FIX.4.2
241UnderlyingCouponPaymentDateUnderlying security’s CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
Added FIX.4.2
242UnderlyingIssueDateUnderlying security’s IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
Added FIX.4.2
243UnderlyingRepoCollateralSecurityType*** 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 4.1, added in FIX 4.3)
Added FIX.4.2
Deprecated FIX.4.4
244UnderlyingRepurchaseTerm*** 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 4.1, added in FIX 4.3)
Added FIX.4.2
245UnderlyingRepurchaseRate*** 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 4.1, added in FIX 4.3)
Added FIX.4.2
246UnderlyingFactorUnderlying security’s Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Added FIX.4.2
247UnderlyingRedemptionDate*** 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 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
Added FIX.4.2
248LegCouponPaymentDateMultileg instrument's individual leg security’s CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
Added FIX.4.2
249LegIssueDateMultileg instrument's individual leg security’s IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
Added FIX.4.2
250LegRepoCollateralSecurityType*** 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 4.1, added in FIX 4.3)
Added FIX.4.3
Deprecated FIX.4.4
251LegRepurchaseTerm*** 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 4.1, added in FIX 4.3)
Added FIX.4.2
252LegRepurchaseRate*** 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 4.1, added in FIX 4.3)
Added FIX.4.2
253LegFactorMultileg instrument's individual leg security’s Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Added FIX.4.2
254LegRedemptionDate*** 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 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
Added FIX.4.2
255CreditRatingAn evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Added FIX.4.2
256UnderlyingCreditRatingUnderlying security’s CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Added FIX.4.2
257LegCreditRatingMultileg instrument's individual leg security’s CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Added FIX.4.2
258TradedFlatSwitchDriver 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)
Added FIX.4.2
259BasisFeatureDateBasisFeatureDate 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 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
Added FIX.4.2
260BasisFeaturePricePrice for BasisFeatureDate.
See BasisFeatureDate (259)
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Added FIX.4.2
262MDReqIDUnique identifier for Market Data RequestAdded FIX.4.2
263SubscriptionRequestTypeSubscription Request TypeAdded FIX.4.2
264MarketDepthDepth of market for Book SnapshotAdded FIX.4.2
265MDUpdateTypeSpecifies the type of Market Data updateAdded FIX.4.2
266AggregatedBookSpecifies whether or not book entries should be aggregated.Added FIX.4.2
267NoMDEntryTypesNumber of MDEntryType (269) fields requested.Added FIX.4.2
268NoMDEntriesNumber of entries in Market Data message.Added FIX.4.2
269MDEntryTypeType Market Data entryAdded FIX.4.2
270MDEntryPxPrice of the Market Data Entry.Added FIX.4.2
271MDEntrySizeQuantity or volume represented by the Market Data Entry.Added FIX.4.2
272MDEntryDateDate of Market Data Entry.
(prior to FIX 4.4 field was of type UTCDate)
Added FIX.4.2
273MDEntryTimeTime of Market Data Entry.Added FIX.4.2
274TickDirectionDirection of the "tick"Added FIX.4.2
275MDMktMarket posting quote / trade.
Valid values:
See "Appendix 6-C"
Added FIX.4.2
276QuoteConditionSpace-delimited list of conditions describing a quoteAdded FIX.4.2
277TradeConditionSpace-delimited list of conditions describing a tradeAdded FIX.4.2
278MDEntryIDUnique Market Data Entry identifier.Added FIX.4.2
279MDUpdateActionType of Market Data update actionAdded FIX.4.2
280MDEntryRefIDRefers to a previous MDEntryID (278).Added FIX.4.2
281MDReqRejReasonReason for the rejection of a Market Data requestAdded FIX.4.2
282MDEntryOriginatorOriginator of a Market Data EntryAdded FIX.4.2
283LocationIDIdentification of a Market Maker’s locationAdded FIX.4.2
284DeskIDIdentification of a Market Maker’s deskAdded FIX.4.2
285DeleteReasonReason for deletionAdded FIX.4.2
286OpenCloseSettlFlagFlag that identifies a market data entry
(Prior to FIX 4.3 this field was of type char)
Added FIX.4.2
287SellerDaysSpecifies the number of days that may elapse before delivery of the securityAdded FIX.4.2
288MDEntryBuyerBuying party in a tradeAdded FIX.4.2
289MDEntrySellerSelling party in a tradeAdded FIX.4.2
290MDEntryPositionNoDisplay position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with .Added FIX.4.2
291FinancialStatusIdentifies a firm’s financial statusAdded FIX.4.2
292CorporateActionIdentifies the type of Corporate ActionAdded FIX.4.2
293DefBidSizeDefault Bid Size.Added FIX.4.2
294DefOfferSizeDefault Offer Size.Added FIX.4.2
295NoQuoteEntriesThe number of quote entries for a QuoteSet.Added FIX.4.2
296NoQuoteSetsThe number of sets of quotes in the message.Added FIX.4.2
297QuoteStatusIdentifies the status of the quote acknowledgementAdded FIX.4.2
298QuoteCancelTypeIdentifies the type of quote cancel.Added FIX.4.2
299QuoteEntryIDUniquely identifies the quote as part of a QuoteSet.Added FIX.4.2
300QuoteRejectReasonReason Quote was rejectedAdded FIX.4.2
301QuoteResponseLevelLevel of Response requested from receiver of quote messages.Added FIX.4.2
302QuoteSetIDUnique id for the Quote Set.Added FIX.4.2
303QuoteRequestTypeIndicates the type of Quote Request being generatedAdded FIX.4.2
304TotNoQuoteEntriesTotal 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)
Added FIX.4.2
305UnderlyingSecurityIDSourceUnderlying security’s SecurityIDSource.
Valid values: see SecurityIDSource (22) field
Added FIX.4.2
306UnderlyingIssuerUnderlying security’s Issuer.
See Issuer(106) field for description
Added FIX.4.2
Updated EP282
307UnderlyingSecurityDescUnderlying security’s SecurityDesc.
See SecurityDesc (07) field for description
Added FIX.4.2
308UnderlyingSecurityExchangeUnderlying security’s SecurityExchange. Can be used to identify the underlying security.
Valid values: see SecurityExchange (207)
Added FIX.4.2
309UnderlyingSecurityIDUnderlying security’s SecurityID.
See SecurityID (48) field for description
Added FIX.4.2
310UnderlyingSecurityTypeUnderlying security’s SecurityType.
Valid values: see SecurityType(167) field
(see below for details concerning this fields use in conjunction with SecurityType=REPO)
The following applies when used in conjunction with SecurityType=REPO
Represents the general or specific type of security that underlies a financing agreement
Valid values for SecurityType=REPO:
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-
Added FIX.4.2
Updated EP282
311UnderlyingSymbolUnderlying security’s Symbol.
See Symbol (55) field for description
Added FIX.4.2
312UnderlyingSymbolSfxUnderlying security’s SymbolSfx.
See SymbolSfx (65) field for description
Added FIX.4.2
313UnderlyingMaturityMonthYearUnderlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.
See MaturityMonthYear (200) field for description
Added FIX.4.2
315UnderlyingPutOrCallUnderlying security’s PutOrCall.
See PutOrCall field for description
Added FIX.4.2
316UnderlyingStrikePriceUnderlying security’s StrikePrice.
See StrikePrice (202) field for description
Added FIX.4.2
317UnderlyingOptAttributeUnderlying security’s OptAttribute.
See OptAttribute (206) field for description
Added FIX.4.2
318UnderlyingCurrencyUnderlying security’s Currency.
See Currency(15) field for description and valid values
Added FIX.4.2
Updated EP282
320SecurityReqIDUnique ID of a Security Definition Request.Added FIX.4.2
321SecurityRequestTypeType of Security Definition Request.Added FIX.4.2
322SecurityResponseIDUnique ID of a Security Definition message.Added FIX.4.2
323SecurityResponseTypeType of Security Definition message responseAdded FIX.4.2
324SecurityStatusReqIDUnique ID of a Security Status Request message.Added FIX.4.2
325UnsolicitedIndicatorIndicates whether or not message is being sent as a result of a subscription request or not.Added FIX.4.2
326SecurityTradingStatusIdentifies the trading status applicable to the transactionAdded FIX.4.2
327HaltReasonDenotes the reason for the Opening Delay or Trading HaltAdded FIX.4.2
328InViewOfCommonIndicates whether or not the halt was due to Common Stock trading being halted.Added FIX.4.2
329DueToRelatedIndicates whether or not the halt was due to the Related Security being halted.Added FIX.4.2
330BuyVolumeQuantity bought.Added FIX.4.2
331SellVolumeQuantity sold.Added FIX.4.2
332HighPxRepresents an indication of the high end of the price range for a security prior to the open or reopenAdded FIX.4.2
333LowPxRepresents an indication of the low end of the price range for a security prior to the open or reopenAdded FIX.4.2
334AdjustmentIdentifies the type of adjustmentAdded FIX.4.2
335TradSesReqIDUnique ID of a Trading Session Status message.Added FIX.4.2
336TradingSessionIDIdentifier 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).
Added FIX.4.2
337ContraTraderIdentifies the trader (e.g. "badge number") of the ContraBroker.Added FIX.4.2
338TradSesMethodMethod of tradingAdded FIX.4.2
339TradSesModeTrading Session ModeAdded FIX.4.2
340TradSesStatusState of the trading sessionAdded FIX.4.2
341TradSesStartTimeStarting time of the trading sessionAdded FIX.4.2
342TradSesOpenTimeTime of the opening of the trading sessionAdded FIX.4.2
343TradSesPreCloseTimeTime of the pre-closed of the trading sessionAdded FIX.4.2
344TradSesCloseTimeClosing time of the trading sessionAdded FIX.4.2
345TradSesEndTimeEnd time of the trading sessionAdded FIX.4.2
346NumberOfOrdersNumber of orders in the market.Added FIX.4.2
347MessageEncodingType of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields.Added FIX.4.2
348EncodedIssuerLenByte length of encoded (non-ASCII characters) EncodedIssuer (349) field.Added FIX.4.2
349EncodedIssuerEncoded (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.Added FIX.4.2
350EncodedSecurityDescLenByte length of encoded (non-ASCII characters) EncodedSecurityDesc (35) field.Added FIX.4.2
351EncodedSecurityDescEncoded (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.Added FIX.4.2
352EncodedListExecInstLenByte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.Added FIX.4.2
353EncodedListExecInstEncoded (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.Added FIX.4.2
354EncodedTextLenByte length of encoded (non-ASCII characters) EncodedText (355) field.Added FIX.4.2
355EncodedTextEncoded (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.Added FIX.4.2
356EncodedSubjectLenByte length of encoded (non-ASCII characters) EncodedSubject (357) field.Added FIX.4.2
357EncodedSubjectEncoded (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.Added FIX.4.2
358EncodedHeadlineLenByte length of encoded (non-ASCII characters) EncodedHeadline (359) field.Added FIX.4.2
359EncodedHeadlineEncoded (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.Added FIX.4.2
360EncodedAllocTextLenByte length of encoded (non-ASCII characters) EncodedAllocText (36) field.Added FIX.4.2
361EncodedAllocTextEncoded (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.Added FIX.4.2
362EncodedUnderlyingIssuerLenByte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.Added FIX.4.2
363EncodedUnderlyingIssuerEncoded (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.Added FIX.4.2
364EncodedUnderlyingSecurityDescLenByte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.Added FIX.4.2
365EncodedUnderlyingSecurityDescEncoded (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 UnderlyingSecurityDesc field.Added FIX.4.2
366AllocPriceExecuted price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).Added FIX.4.2
367QuoteSetValidUntilTimeIndicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT")Added FIX.4.2
368QuoteEntryRejectReasonReason Quote Entry was rejectedAdded FIX.4.2
Updated EP294
369LastMsgSeqNumProcessedThe last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.Added FIX.4.2
371RefTagIDThe tag number of the FIX field being referenced.Added FIX.4.2
372RefMsgTypeThe MsgType (35) of the FIX message being referenced.Added FIX.4.2
Updated EP294
373SessionRejectReasonCode to identify reason for a session-level Reject messageAdded FIX.4.2
374BidRequestTransTypeIdentifies the Bid Request message typeAdded FIX.4.2
375ContraBrokerIdentifies contra broker. Standard NASD market-maker mnemonic is preferred.Added FIX.4.2
376ComplianceIDID used to represent this transaction for compliance purposes (e.g. OATS reporting).Added FIX.4.2
377SolicitedFlagIndicates whether or not the order was solicited.Added FIX.4.2
378ExecRestatementReasonCode to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.Added FIX.4.2
379BusinessRejectRefIDThe value of the business-level "ID" field on the message being referenced.Added FIX.4.2
380BusinessRejectReasonCode to identify reason for a Business Message Reject messageAdded FIX.4.2
381GrossTradeAmtTotal amount traded (e.g. CumQty (4) * AvgPx (6)) expressed in units of currency.Added FIX.4.2
382NoContraBrokersThe number of ContraBroker (375) entries.Added FIX.4.2
383MaxMessageSizeMaximum number of bytes supported for a single message.Added FIX.4.2
384NoMsgTypesNumber of MsgTypes (35) in repeating group.Added FIX.4.2
385MsgDirectionSpecifies the direction of the messageAdded FIX.4.2
386NoTradingSessionsNumber of TradingSessionIDs (336) in repeating group.Added FIX.4.2
387TotalVolumeTradedTotal volume (quantity) traded.Added FIX.4.2
388DiscretionInstCode to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added toAdded FIX.4.2
389DiscretionOffsetValueAmount (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)
Added FIX.4.2
390BidIDUnique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.Added FIX.4.2
391ClientBidIDUnique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day.Added FIX.4.2
392ListNameDescriptive name for list order.Added FIX.4.2
393TotNoRelatedSymTotal number of securities.
(Prior to FIX 4.4 this field was named TotalNumSecurities)
Added FIX.4.2
394BidTypeCode to identify the type of Bid RequestAdded FIX.4.2
395NumTicketsTotal number of tickets.Added FIX.4.2
396SideValue1Amounts in currencyAdded FIX.4.2
397SideValue2Amounts in currencyAdded FIX.4.2
398NoBidDescriptorsNumber of BidDescriptor (400) entries.Added FIX.4.2
399BidDescriptorTypeCode to identify the type of BidDescriptor (400)Added FIX.4.2
400BidDescriptorBidDescriptor value. Usage depends upon BidDescriptorTyp (399).
If BidDescriptorType = 1
Industrials etc. - Free text
If BidDescriptorType =2
"FR" etc. - ISO Country Codes
If BidDescriptorType =3
FT00, FT250, STOX - Free text
Added FIX.4.2
401SideValueIndCode 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.Added FIX.4.2
402LiquidityPctLowLiquidity indicator or lower limit if TotalNumSecurities (393) > . Represented as a percentage.Added FIX.4.2
403LiquidityPctHighUpper liquidity indicator if TotalNumSecurities (393) > . Represented as a percentage.Added FIX.4.2
404LiquidityValueValue between LiquidityPctLow (402) and LiquidityPctHigh (403) in CurrencyAdded FIX.4.2
405EFPTrackingErrorEg Used in EFP trades 2% (EFP – Exchange for Physical ). Represented as a percentage.Added FIX.4.2
406FairValueUsed in EFP tradesAdded FIX.4.2
407OutsideIndexPctUsed in EFP trades. Represented as a percentage.Added FIX.4.2
408ValueOfFuturesUsed in EFP tradesAdded FIX.4.2
409LiquidityIndTypeCode to identify the type of liquidity indicatorAdded FIX.4.2
410WtAverageLiquidityOverall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.Added FIX.4.2
411ExchangeForPhysicalIndicates whether or not to exchange for physical.Added FIX.4.2
412OutMainCntryUIndexValue of stocks in CurrencyAdded FIX.4.2
413CrossPercentPercentage of program that crosses in Currency. Represented as a percentage.Added FIX.4.2
414ProgRptReqsCode to identify the desired frequency of progress reportsAdded FIX.4.2
415ProgPeriodIntervalTime in minutes between each ListStatus report sent by SellSide. Zero means don’t send status.Added FIX.4.2
416IncTaxIndCode to represent whether value is net (inclusive of tax) or grossAdded FIX.4.2
417NumBiddersIndicates the total number of bidders on the listAdded FIX.4.2
418BidTradeTypeCode to represent the type of tradeAdded FIX.4.2
419BasisPxTypeCode to represent the basis price typeAdded FIX.4.2
420NoBidComponentsIndicates the number of list entries.Added FIX.4.2
421CountryISO Country Code in fieldAdded FIX.4.2
422TotNoStrikesTotal 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.Added FIX.4.2
423PriceTypeCode to represent the price typeAdded FIX.4.2
424DayOrderQtyFor GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty – (CumQty (4) – DayCumQty (425))Added FIX.4.2
425DayCumQtyQuantity on a GT order that has traded today.Added FIX.4.2
426DayAvgPxThe average price for quantity on a GT order that has traded today.Added FIX.4.2
427GTBookingInstCode to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulateAdded FIX.4.2
428NoStrikesNumber of list strike price entries.Added FIX.4.2
429ListStatusTypeCode to represent the status typeAdded FIX.4.2
430NetGrossIndCode to represent whether value is net (inclusive of tax) or grossAdded FIX.4.2
431ListOrderStatusCode to represent the status of a list orderAdded FIX.4.2
432ExpireDateDate 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 practicesAdded FIX.4.2
433ListExecInstTypeIdentifies the type of ListExecInst (69)Added FIX.4.2
434CxlRejResponseToIdentifies the type of request that a Cancel Reject is in response toAdded FIX.4.2
435UnderlyingCouponRateUnderlying security’s CouponRate.
See CouponRate (223) field for description
Added FIX.4.2
436UnderlyingContractMultiplierUnderlying security’s ContractMultiplier.
See ContractMultiplier (23) field for description
Added FIX.4.2
437ContraTradeQtyQuantity traded with the ContraBroker (375).Added FIX.4.2
438ContraTradeTimeIdentifies the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT")Added FIX.4.2
441LiquidityNumSecuritiesNumber of Securities between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency.Added FIX.4.2
442MultiLegReportingTypeUsed to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).Added FIX.4.2
443StrikeTimeThe time at which current market prices are used to determine the value of a basket.Added FIX.4.2
444ListStatusTextFree format text string related to List Status.Added FIX.4.2
445EncodedListStatusTextLenByte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.Added FIX.4.2
446EncodedListStatusTextEncoded (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.Added FIX.4.2
447PartyIDSourceIdentifies 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"
Added FIX.4.3
448PartyIDParty identifier/code. See PartyIDSource (447) and PartyRole (452).
See "Appendix 6-G – Use of <Parties> Component Block"
Added FIX.4.3
451NetChgPrevDayNet change from previous day’s closing price vs. last traded price.Added FIX.4.3
452PartyRoleIdentifies the type or role of the PartyID (448) specified.
See "Appendix 6-G – Use of <Parties> Component Block"
Added FIX.4.3
453NoPartyIDsNumber of PartyID (448), PartyIDSource (447), and PartyRole (452) entriesAdded FIX.4.3
454NoSecurityAltIDNumber of SecurityAltID (455) entries.Added FIX.4.3
455SecurityAltIDAlternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.Added FIX.4.3
456SecurityAltIDSourceIdentifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field
Added FIX.4.3
457NoUnderlyingSecurityAltIDNumber of UnderlyingSecurityAltID (458) entries.Added FIX.4.3
458UnderlyingSecurityAltIDAlternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.Added FIX.4.3
459UnderlyingSecurityAltIDSourceIdentifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field
Added FIX.4.3
460ProductIndicates the type of product the security is associated with. See also the CFICode(146) and SecurityType(167) fields.Added FIX.4.3
Updated EP282
461CFICodeIndicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 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(167) fields. It is recommended that CFICode(461) be used instead of SecurityType(167) for non-Fixed Income instruments.
A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)"
Added FIX.4.3
Updated EP282
462UnderlyingProductUnderlying security’s Product.
Valid values: see Product(460) field
Added FIX.4.3
463UnderlyingCFICodeUnderlying security’s CFICode.
Valid values: see CFICode(461) field
Added FIX.4.3
Updated EP282
464TestMessageIndicatorIndicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".Added FIX.4.3
466BookingRefIDCommon reference passed to a post-trade booking process (e.g. industry matching utility).Added FIX.4.3
467IndividualAllocIDUnique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).Added FIX.4.3
468RoundingDirectionSpecifies 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.
Added FIX.4.3
469RoundingModulusFor 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.
Added FIX.4.3
470CountryOfIssueISO 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.Added FIX.4.3
471StateOrProvinceOfIssueA two-character state or province abbreviation.Added FIX.4.3
472LocaleOfIssueIdentifies 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.
Added FIX.4.3
473NoRegistDtlsThe number of registration details on a Registration Instructions messageAdded FIX.4.3
474MailingDtlsSet of Correspondence address details, possibly including phone, fax, etc.Added FIX.4.3
475InvestorCountryOfResidenceThe ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.Added FIX.4.3
476PaymentRef"Settlement Payment Reference" – A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.Added FIX.4.3
477DistribPaymentMethodA 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
Added FIX.4.3
478CashDistribCurrSpecifies currency to be used for Cash Distributions– see "Appendix 6-A; Valid Currency Codes".Added FIX.4.3
479CommCurrencySpecifies currency to be used for Commission (2) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".Added FIX.4.3
480CancellationRightsFor CIV – A one character code identifying whether Cancellation rights/Cooling-off period appliesAdded FIX.4.3
481MoneyLaunderingStatusA one character code identifying Money laundering statusAdded FIX.4.3
482MailingInstFree format text to specify mailing instruction requirements, e.g. "no third party mailings".Added FIX.4.3
483TransBkdTimeFor CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.Added FIX.4.3
484ExecPriceTypeFor CIV - Identifies how the execution price LastPx (3) was calculated from the fund unit/share price(s) calculated at the fund valuation pointAdded FIX.4.3
485ExecPriceAdjustmentFor CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)Added FIX.4.3
486DateOfBirthThe date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.Added FIX.4.3
487TradeReportTransTypeIdentifies Trade Report message transaction type
(Prior to FIX 4.4 this field was of type char)
Added FIX.4.3
Updated EP282
488CardHolderNameThe name of the payment cardholder as specified on the card being used for payment.Added FIX.4.3
489CardNumberThe number of the payment card as specified on the card being used for payment.Added FIX.4.3
490CardExpDateThe expiry date of the payment card as specified on the card being used for payment.Added FIX.4.3
491CardIssNumThe issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.Added FIX.4.3
492PaymentMethodA 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
Added FIX.4.3
493RegistAcctTypeFor CIV – a fund manager-defined code identifying which of the fund manager’s account types is required.Added FIX.4.3
494DesignationFree 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.Added FIX.4.3
495TaxAdvantageTypeFor CIV - a code identifying the type of tax-exempt account in which purchased shares/units are to be heldAdded FIX.4.3
496RegistRejReasonTextText indicating reason(s) why a Registration Instruction has been rejected.Added FIX.4.3
497FundRenewWaivA one character code identifying whether the Fund based renewal commission is to be waived.Added FIX.4.3
498CashDistribAgentNameName of local agent bank if for cash distributionsAdded FIX.4.3
499CashDistribAgentCodeBIC (Bank Identification Code--Swift managed) code of agent bank for cash distributionsAdded FIX.4.3
500CashDistribAgentAcctNumberAccount number at agent bank for distributions.Added FIX.4.3
501CashDistribPayRefFree format Payment reference to assist with reconciliation of distributions.Added FIX.4.3
502CashDistribAgentAcctNameName of account at agent bank for distributions.Added FIX.4.3
503CardStartDateThe start date of the card as specified on the card being used for payment.Added FIX.4.3
504PaymentDateThe date written on a cheque or date payment should be submitted to the relevant clearing system.Added FIX.4.3
505PaymentRemitterIDIdentifies sender of a payment, e.g. the payment remitter or a customer reference number.Added FIX.4.3
506RegistStatusRegistration status as returned by the broker or (for CIV) the fund managerAdded FIX.4.3
507RegistRejReasonCodeReason(s) why Registration Instructions has been rejected.
The reason may be further amplified in the RegistRejReasonCode field.
Possible values of reason code include:
Added FIX.4.3
508RegistRefIDReference identifier for the RegistID(513) with Cancel and Replace RegistTransType(514) transaction types.Added FIX.4.3
Updated EP282
509RegistDtlsSet of Registration name and address details, possibly including phone, fax etc.Added FIX.4.3
510NoDistribInstsThe number of Distribution Instructions on a Registration Instructions messageAdded FIX.4.3
511RegistEmailEmail address relating to Registration name and address detailsAdded FIX.4.3
512DistribPercentageThe amount of each distribution to go to this beneficiary, expressed as a percentageAdded FIX.4.3
513RegistIDUnique identifier of the registration details as assigned by institution or intermediary.Added FIX.4.3
514RegistTransTypeIdentifies Registration Instructions transaction typeAdded FIX.4.3
515ExecValuationPointFor CIV - a date and time stamp to indicate the fund valuation point with respect to which an order was priced by the fund manager.Added FIX.4.3
516OrderPercentFor 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.Added FIX.4.3
517OwnershipTypeThe relationship between Registration parties.Added FIX.4.3
518NoContAmtsThe number of Contract Amount details on an Execution Report messageAdded FIX.4.3
519ContAmtTypeType 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.
Added FIX.4.3
520ContAmtValueValue of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (59).Added FIX.4.3
521ContAmtCurrSpecifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".Added FIX.4.3
522OwnerTypeIdentifies the type of ownerAdded FIX.4.3
523PartySubIDSub-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.Added FIX.4.3
524NestedPartyIDPartyID value within a nested repeating group.
Same values as PartyID (448)
Added FIX.4.3
525NestedPartyIDSourcePartyIDSource value within a nested repeating group.
Same values as PartyIDSource (447)
Added FIX.4.3
526SecondaryClOrdIDAssigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.Added FIX.4.3
527SecondaryExecIDAssigned by the party which accepts the order. Can be used to provide the ExecID (7) used by an exchange or executing system.Added FIX.4.3
528OrderCapacityDesignates 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)
Added FIX.4.3
529OrderRestrictionsRestrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.Added FIX.4.3
530MassCancelRequestTypeSpecifies scope of Order Mass Cancel RequestAdded FIX.4.3
531MassCancelResponseSpecifies the action taken by counterparty order handling system as a result of the Order Mass Cancel RequestAdded FIX.4.3
532MassCancelRejectReasonReason Order Mass Cancel Request was rejectedAdded FIX.4.3
533TotalAffectedOrdersTotal number of orders affected by mass cancel request.Added FIX.4.3
534NoAffectedOrdersNumber of affected orders in the repeating group of order ids.Added FIX.4.3
535AffectedOrderIDOrderID (37) of an order affected by a mass cancel request.Added FIX.4.3
536AffectedSecondaryOrderIDSecondaryOrderID (98) of an order affected by a mass cancel request.Added FIX.4.3
537QuoteTypeIdentifies 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.
Added FIX.4.3
538NestedPartyRolePartyRole value within a nested repeating group.
Same values as PartyRole (452)
Added FIX.4.3
539NoNestedPartyIDsNumber of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entriesAdded FIX.4.3
540TotalAccruedInterestAmt*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***
Total Amount of Accrued Interest for convertible bonds and fixed income
Added FIX.4.3
541MaturityDateDate of maturity.Added FIX.4.3
542UnderlyingMaturityDateUnderlying security’s maturity date.
See MaturityDate(541) field for description
Added FIX.4.3
Updated EP282
543InstrRegistryThe location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded.Added FIX.4.3
544CashMarginIdentifies 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.Added FIX.4.3
545NestedPartySubIDPartySubID value within a nested repeating group.
Same values as PartySubID (523)
Added FIX.4.3
546ScopeDefines the scope of a data elementAdded FIX.4.3
547MDImplicitDeleteDefines how a server handles distribution of a truncated book. Defaults to broker option.Added FIX.4.3
548CrossIDIdentifier 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.Added FIX.4.3
549CrossTypeType of cross being submitted to a marketAdded FIX.4.3
550CrossPrioritizationIndicates 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).
Added FIX.4.3
551OrigCrossIDCrossID 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.Added FIX.4.3
552NoSidesNumber of Side repeating group instances.Added FIX.4.3
553UsernameUserid or username.Added FIX.4.3
554PasswordPassword or passphrase.Added FIX.4.3
555NoLegsNumber of InstrumentLeg repeating group instances.Added FIX.4.3
556LegCurrencyCurrency associated with a particular Leg's quantityAdded FIX.4.3
557TotNoSecurityTypesIndicates 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)
Added FIX.4.3
558NoSecurityTypesNumber of Security Type repeating group instances.Added FIX.4.3
559SecurityListRequestTypeIdentifies the type/criteria of Security List RequestAdded FIX.4.3
560SecurityRequestResultThe results returned to a Security Request messageAdded FIX.4.3
561RoundLotThe trading lot size of a securityAdded FIX.4.3
562MinTradeVolThe minimum trading volume for a securityAdded FIX.4.3
563MultiLegRptTypeReqIndicates the method of execution reporting requested by issuer of the orderAdded FIX.4.3
564LegPositionEffectPositionEffect for leg of a multileg
See PositionEffect (77) field for description
Added FIX.4.3
Updated EP294
565LegCoveredOrUncoveredCoveredOrUncovered for leg of a multileg
See CoveredOrUncovered (203) field for description
Added FIX.4.3
566LegPricePrice for leg of a multileg
See Price (44) field for description
Added FIX.4.3
567TradSesStatusRejReasonIndicates the reason a Trading Session Status Request was rejectedAdded FIX.4.3
568TradeRequestIDTrade Capture Report Request IDAdded FIX.4.3
569TradeRequestTypeType of Trade Capture ReportAdded FIX.4.3
570PreviouslyReportedIndicates if the trade capture report was previously reported to the counterpartyAdded FIX.4.3
571TradeReportIDUnique identifier of trade capture reportAdded FIX.4.3
572TradeReportRefIDReference identifier used with CANCEL and REPLACE transaction types.Added FIX.4.3
573MatchStatusThe status of this trade with respect to matching or comparisonAdded FIX.4.3
574MatchTypeThe point in the matching process at which this trade was matchedAdded FIX.4.3
575OddLotThis trade is to be treated as an odd lotAdded FIX.4.3
576NoClearingInstructionsNumber of clearing instructionsAdded FIX.4.3
577ClearingInstructionEligibility of this trade for clearing and central counterparty processingAdded FIX.4.3
578TradeInputSourceType of input device or system from which the trade was entered.Added FIX.4.3
579TradeInputDeviceSpecific device number, terminal number or station where trade was enteredAdded FIX.4.3
580NoDatesNumber of Date fields provided in date rangeAdded FIX.4.3
581AccountTypeType of account associated with an orderAdded FIX.4.3
582CustOrderCapacityCapacity 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).
Added FIX.4.3
583ClOrdLinkIDPermits 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.Added FIX.4.3
584MassStatusReqIDValue assigned by issuer of Mass Status Request to uniquely identify the requestAdded FIX.4.3
585MassStatusReqTypeMass Status Request TypeAdded FIX.4.3
586OrigOrdModTimeThe 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.
Added FIX.4.3
587LegSettlTypeRefer to values for SettlType[63]Added FIX.4.3
Updated EP294
588LegSettlDateRefer to description for SettlDate[64]Added FIX.4.3
589DayBookingInstIndicates whether or not automatic booking can occur.Added FIX.4.3
590BookingUnitIndicates what constitutes a bookable unit.Added FIX.4.3
591PreallocMethodIndicates the method of preallocation.Added FIX.4.3
592UnderlyingCountryOfIssueUnderlying security’s CountryOfIssue.
See CountryOfIssue (470) field for description
Added FIX.4.3
593UnderlyingStateOrProvinceOfIssueUnderlying security’s StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description
Added FIX.4.3
594UnderlyingLocaleOfIssueUnderlying security’s LocaleOfIssue.
See LocaleOfIssue (472) field for description
Added FIX.4.3
595UnderlyingInstrRegistryUnderlying security’s InstrRegistry.
See InstrRegistry (543) field for description
Added FIX.4.3
596LegCountryOfIssueMultileg instrument's individual leg security’s CountryOfIssue.
See CountryOfIssue (470) field for description
Added FIX.4.3
597LegStateOrProvinceOfIssueMultileg instrument's individual leg security’s StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description
Added FIX.4.3
598LegLocaleOfIssueMultileg instrument's individual leg security’s LocaleOfIssue.
See LocaleOfIssue (472) field for description
Added FIX.4.3
599LegInstrRegistryMultileg instrument's individual leg security’s InstrRegistry.
See InstrRegistry (543) field for description
Added FIX.4.3
600LegSymbolMultileg instrument's individual security’s Symbol.
See Symbol (55) field for description
Added FIX.4.3
601LegSymbolSfxMultileg instrument's individual security’s SymbolSfx.
See SymbolSfx (65) field for description
Added FIX.4.3
602LegSecurityIDMultileg instrument's individual security’s SecurityID.
See SecurityID (48) field for description
Added FIX.4.3
603LegSecurityIDSourceMultileg instrument's individual security’s SecurityIDSource.
See SecurityIDSource (22) field for description
Added FIX.4.3
604NoLegSecurityAltIDMultileg instrument's individual security’s NoSecurityAltID.
See NoSecurityAltID (454) field for description
Added FIX.4.3
605LegSecurityAltIDMultileg instrument's individual security’s SecurityAltID.
See SecurityAltID (455) field for description
Added FIX.4.3
606LegSecurityAltIDSourceMultileg instrument's individual security’s SecurityAltIDSource.
See SecurityAltIDSource (456) field for description
Added FIX.4.3
607LegProductMultileg instrument's individual security’s Product.
See Product (460) field for description
Added FIX.4.3
608LegCFICodeMultileg instrument's individual security’s CFICode.
See CFICode(461) field for description
Added FIX.4.3
Updated EP282
609LegSecurityTypeMultileg instrument's individual security’s SecurityType.
See SecurityType(167) field for description
Added FIX.4.3
Updated EP282
610LegMaturityMonthYearMultileg instrument's individual security’s MaturityMonthYear.
See MaturityMonthYear (200) field for description
Added FIX.4.3
611LegMaturityDateMultileg instrument's individual security’s MaturityDate.
See MaturityDate(541) field for description
Added FIX.4.3
Updated EP282
612LegStrikePriceMultileg instrument's individual security’s StrikePrice.
See StrikePrice (202) field for description
Added FIX.4.3
613LegOptAttributeMultileg instrument's individual security’s OptAttribute.
See OptAttribute (206) field for description
Added FIX.4.3
614LegContractMultiplierMultileg instrument's individual security’s ContractMultiplier.
See ContractMultiplier (23) field for description
Added FIX.4.3
615LegCouponRateMultileg instrument's individual security’s CouponRate.
See CouponRate (223) field for description
Added FIX.4.3
616LegSecurityExchangeMultileg instrument's individual security’s SecurityExchange.
See SecurityExchange (207) field for description
Added FIX.4.3
617LegIssuerMultileg instrument's individual security’s Issuer.
See Issuer (106) field for description
Added FIX.4.3
618EncodedLegIssuerLenMultileg instrument's individual security’s EncodedIssuerLen.
See EncodedIssuerLen (348) field for description
Added FIX.4.3
619EncodedLegIssuerMultileg instrument's individual security’s EncodedIssuer.
See EncodedIssuer (349) field for description
Added FIX.4.3
620LegSecurityDescMultileg instrument's individual security’s SecurityDesc.
See SecurityDesc (07) field for description
Added FIX.4.3
621EncodedLegSecurityDescLenMultileg instrument's individual security’s EncodedSecurityDescLen.
See EncodedSecurityDescLen (350) field for description
Added FIX.4.3
622EncodedLegSecurityDescMultileg instrument's individual security’s EncodedSecurityDesc.
See EncodedSecurityDesc (35) field for description
Added FIX.4.3
623LegRatioQtyThe ratio of quantity for this individual leg relative to the entire multileg security.Added FIX.4.3
624LegSideThe side of this individual leg (multileg security).
See Side (54) field for description and values
Added FIX.4.3
625TradingSessionSubIDOptional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.
Added FIX.4.3
626AllocTypeDescribes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated")Added FIX.4.3
627NoHopsNumber of HopCompID entries in repeating group.Added FIX.4.3
628HopCompIDAssigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID(115) is being used.
Added FIX.4.3
Updated EP282
629HopSendingTimeTime that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID(115) is being used.
Added FIX.4.3
Updated EP282
630HopRefIDReference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID(115) is being used.
Added FIX.4.3
Updated EP282
631MidPxMid price/rateAdded FIX.4.3
632BidYieldBid yieldAdded FIX.4.3
633MidYieldMid yieldAdded FIX.4.3
634OfferYieldOffer yieldAdded FIX.4.3
635ClearingFeeIndicatorIndicates 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):
Added FIX.4.3
636WorkingIndicatorIndicates 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.Added FIX.4.3
637LegLastPxExecution price assigned to a leg of a multileg instrument.
See LastPx (31) field for description and values
Added FIX.4.3
638PriorityIndicatorIndicates if a Cancel/Replace has caused an order to lose book priorityAdded FIX.4.3
639PriceImprovementAmount of price improvement.Added FIX.4.3
640Price2Price of the future part of an F/X swap order.
See Price (44) for description.
Added FIX.4.3
641LastForwardPoints2F/X forward points of the future part of an F/X swap order added to LastSpotRate(194). May be a negative value.Added FIX.4.3
Updated EP282
642BidForwardPoints2Bid F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value.Added FIX.4.3
643OfferForwardPoints2Offer F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value.Added FIX.4.3
644RFQReqIDRFQ Request ID – used to identify an RFQ Request.Added FIX.4.3
645MktBidPxUsed to indicate the best bid in a marketAdded FIX.4.3
646MktOfferPxUsed to indicate the best offer in a marketAdded FIX.4.3
647MinBidSizeUsed to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid sizeAdded FIX.4.3
648MinOfferSizeUsed to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size.Added FIX.4.3
649QuoteStatusReqIDUnique identifier for Quote Status Request.Added FIX.4.3
650LegalConfirmIndicates that this message is to serve as the final and legal confirmation.Added FIX.4.3
651UnderlyingLastPxThe calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.Added FIX.4.3
652UnderlyingLastQtyThe calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.Added FIX.4.3
654LegRefIDUnique indicator for a specific leg.Added FIX.4.3
655ContraLegRefIDUnique indicator for a specific leg for the ContraBroker (375).Added FIX.4.3
656SettlCurrBidFxRateForeign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)Added FIX.4.3
657SettlCurrOfferFxRateForeign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)Added FIX.4.3
658QuoteRequestRejectReasonReason Quote was rejected:Added FIX.4.3
659SideComplianceIDID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).Added FIX.4.3
660AcctIDSourceUsed 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.Added FIX.4.4
661AllocAcctIDSourceUsed to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values.
Added FIX.4.4
662BenchmarkPriceSpecifies the price of the benchmark.Added FIX.4.4
663BenchmarkPriceTypeIdentifies type of BenchmarkPrice (662).
See PriceType (423) for valid values.
Added FIX.4.4
664ConfirmIDMessage reference for ConfirmationAdded FIX.4.4
665ConfirmStatusIdentifies the status of the Confirmation.Added FIX.4.4
666ConfirmTransTypeIdentifies the Confirmation transaction typeAdded FIX.4.4
667ContractSettlMonthSpecifies when the contract (i.e. MBS/TBA) will settle.Added FIX.4.4
668DeliveryFormIdentifies the form of deliveryAdded FIX.4.4
669LastParPxLast price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (3) is expressed in Yield, Spread, Discount or any other type.
Usage: Execution Report and Allocation Report repeating executions block (from sellside).
Added FIX.4.4
670NoLegAllocsNumber of Allocations for the legAdded FIX.4.4
671LegAllocAccountAllocation Account for the leg
See AllocAccount (79) for description and valid values.
Added FIX.4.4
672LegIndividualAllocIDReference for the individual allocation ticket
See IndividualAllocID (467) for description and valid values.
Added FIX.4.4
673LegAllocQtyLeg allocation quantity.
See AllocQty (80) for description and valid values.
Added FIX.4.4
674LegAllocAcctIDSourceThe source of the LegAllocAccount(671)
See AllocAcctIDSource(660) for description and valid values.
Added FIX.4.4
Updated EP282
675LegSettlCurrencyIdentifies settlement currency for the Leg.
See SettlCurrency(120) for description and valid values
Added FIX.4.4
Updated EP282
676LegBenchmarkCurveCurrencyLegBenchmarkPrice (679) currency
See BenchmarkCurveCurrency (220) for description and valid values.
Added FIX.4.4
677LegBenchmarkCurveNameName of the Leg Benchmark Curve.
See BenchmarkCurveName(221) for description and valid values.
Added FIX.4.4
Updated EP294
678LegBenchmarkCurvePointIdentifies the point on the Leg Benchmark Curve.
See BenchmarkCurvePoint (222) for description and valid values.
Added FIX.4.4
679LegBenchmarkPriceUsed to identify the price of the benchmark security.
See BenchmarkPrice (662) for description and valid values.
Added FIX.4.4
680LegBenchmarkPriceTypeThe price type of the LegBenchmarkPrice.
See BenchmarkPriceType (663) for description and valid values.
Added FIX.4.4
681LegBidPxBid price of this leg.
See BidPx (32) for description and valid values.
Added FIX.4.4
682LegIOIQtyLeg-specific IOI quantity.
See IOIQty (27) for description and valid values
Added FIX.4.4
683NoLegStipulationsNumber of leg stipulation entriesAdded FIX.4.4
684LegOfferPxOffer price of this leg.
See OfferPx (33) for description and valid values
Added FIX.4.4
686LegPriceTypeThe price type of the LegBidPx (68) and/or LegOfferPx (684).
See PriceType (423) for description and valid values
Added FIX.4.4
687LegQtyQuantity of this leg, e.g. in Quote dialog.
See Quantity (53) for description and valid values
Added FIX.4.4
688LegStipulationTypeFor Fixed Income, type of Stipulation for this leg.
See StipulationType (233) for description and valid values
Added FIX.4.4
689LegStipulationValueFor Fixed Income, value of stipulation.
See StipulationValue (234) for description and valid values
Added FIX.4.4
690LegSwapTypeFor 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.Added FIX.4.4
691PoolFor Fixed Income, identifies MBS / ABS pool.Added FIX.4.4
692QuotePriceTypeCode to represent price type requested in QuoteAdded FIX.4.4
693QuoteRespIDMessage reference for Quote ResponseAdded FIX.4.4
694QuoteRespTypeIdentifies the type of Quote ResponseAdded FIX.4.4
695QuoteQualifierCode to qualify Quote use
See IOIQualifier (04) for description and valid values.
Added FIX.4.4
696YieldRedemptionDateDate to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).Added FIX.4.4
697YieldRedemptionPricePrice to which the yield has been calculated.Added FIX.4.4
698YieldRedemptionPriceTypeThe price type of the YieldRedemptionPrice (697)
See PriceType (423) for description and valid values.
Added FIX.4.4
699BenchmarkSecurityIDThe identifier of the benchmark security, e.g. Treasury against Corporate bond.
See SecurityID (tag 48) for description and valid values.
Added FIX.4.4
700ReversalIndicatorIndicates a trade that reverses a previous trade.Added FIX.4.4
701YieldCalcDateInclude as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.Added FIX.4.4
702NoPositionsNumber of position entries.Added FIX.4.4
703PosTypeUsed to identify the type of quantity that is being returnedAdded FIX.4.4
704LongQtyLong QuantityAdded FIX.4.4
705ShortQtyShort QuantityAdded FIX.4.4
706PosQtyStatusStatus of this positionAdded FIX.4.4
707PosAmtTypeType of Position amountAdded FIX.4.4
708PosAmtPosition amountAdded FIX.4.4
709PosTransTypeIdentifies the type of position transactionAdded FIX.4.4
710PosReqIDUnique identifier for the position maintenance request as assigned by the submitterAdded FIX.4.4
711NoUnderlyingsNumber of underlying legs that make up the security.Added FIX.4.4
712PosMaintActionMaintenance Action to be performedAdded FIX.4.4
713OrigPosReqRefIDReference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.Added FIX.4.4
714PosMaintRptRefIDReference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled.Added FIX.4.4
715ClearingBusinessDateThe "Clearing Business Date" referred to by this maintenance request.Added FIX.4.4
716SettlSessIDIdentifies a specific settlement sessionAdded FIX.4.4
717SettlSessSubIDSubID value associated with SettlSessID (76)Added FIX.4.4
718AdjustmentTypeType of adjustment to be applied, used for PCS & PAJAdded FIX.4.4
719ContraryInstructionIndicatorRequired to be set to true (Y) when a position maintenance request is being performed contrary to current money position.
Required when an exercise of an out of the money position is requested or an abandonement (do not exercise ) for an in the money position.
Added FIX.4.4
720PriorSpreadIndicatorIndicates if requesting a rollover of prior day’s spread submissions.Added FIX.4.4
721PosMaintRptIDUnique identifier for this position reportAdded FIX.4.4
722PosMaintStatusStatus of Position Maintenance RequestAdded FIX.4.4
723PosMaintResultResult of Position Maintenance Request.Added FIX.4.4
724PosReqTypeUnique identifier for the position maintenance request as assigned by the submitterAdded FIX.4.4
725ResponseTransportTypeIdentifies how the response to the request should be transmitted.Added FIX.4.4
726ResponseDestinationURI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination.
See "Appendix 6-B FIX Fields Based Upon Other Standards"
Added FIX.4.4
727TotalNumPosReportsTotal number of Position Reports being returned.Added FIX.4.4
728PosReqResultResult of Request for Position
4000+ Reserved and available for bi-laterally agreed upon user-defined values
Added FIX.4.4
729PosReqStatusStatus of Request for PositionsAdded FIX.4.4
730SettlPriceSettlement priceAdded FIX.4.4
731SettlPriceTypeType of settlement priceAdded FIX.4.4
732UnderlyingSettlPriceUnderlying security’s SettlPrice.
See SettlPrice (730) field for description
Added FIX.4.4
733UnderlyingSettlPriceTypeUnderlying security’s SettlPriceType.
See SettlPriceType (73) field for description
Added FIX.4.4
734PriorSettlPricePrevious settlement priceAdded FIX.4.4
735NoQuoteQualifiersNumber of repeating groups of QuoteQualifiers (695).Added FIX.4.4
736AllocSettlCurrencyCurrency code of settlement denomination for a specific AllocAccount (79).Added FIX.4.4
737AllocSettlCurrAmtTotal amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79).Added FIX.4.4
738InterestAtMaturityAmount of interest (i.e. lump-sum) at maturity.Added FIX.4.4
739LegDatedDateThe effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual DateAdded FIX.4.4
740LegPoolFor Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument.
See Pool (69) for description and valid values.
Added FIX.4.4
741AllocInterestAtMaturityAmount of interest (i.e. lump-sum) at maturity at the account-level.Added FIX.4.4
742AllocAccruedInterestAmtAmount of Accrued Interest for convertible bonds and fixed income at the allocation-level.Added FIX.4.4
743DeliveryDateDate of delivery.Added FIX.4.4
744AssignmentMethodMethod under which assignment was conductedAdded FIX.4.4
745AssignmentUnitQuantity Increment used in performing assignment.Added FIX.4.4
746OpenInterestOpen interest that was eligible for assignment.Added FIX.4.4
747ExerciseMethodExercise Method used to in performing assignmentAdded FIX.4.4
748TotNumTradeReportsTotal number of trade reports returned.Added FIX.4.4
749TradeRequestResultResult of Trade Request
4000+ Reserved and available for bi-laterally agreed upon user-defined values
Added FIX.4.4
750TradeRequestStatusStatus of Trade Request.Added FIX.4.4
751TradeReportRejectReasonReason Trade Capture Request was rejected.
4000+ Reserved and available for bi-laterally agreed upon user-defined values
Added FIX.4.4
752SideMultiLegReportingTypeUsed to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single securityAdded FIX.4.4
753NoPosAmtNumber of position amount entries.Added FIX.4.4
754AutoAcceptIndicatorIdentifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.Added FIX.4.4
755AllocReportIDUnique identifier for Allocation Report message.Added FIX.4.4
756NoNested2PartyIDsNumber of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entriesAdded FIX.4.4
757Nested2PartyIDPartyID value within a "second instance" Nested repeating group.
Same values as PartyID (448)
Added FIX.4.4
758Nested2PartyIDSourcePartyIDSource value within a "second instance" Nested repeating group.
Same values as PartyIDSource (447)
Added FIX.4.4
759Nested2PartyRolePartyRole value within a "second instance" Nested repeating group.
Same values as PartyRole (452)
Added FIX.4.4
760Nested2PartySubIDPartySubID value within a "second instance" Nested repeating group.
Same values as PartySubID (523)
Added FIX.4.4
761BenchmarkSecurityIDSourceIdentifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified.
Same values as the SecurityIDSource (22) field
Added FIX.4.4
762SecuritySubTypeSub-type qualification/identification of the SecurityType (e.g. for SecurityType="REPO").
Example Values:
General = General Collateral (for SecurityType=REPO)
For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc.
NOTE: Additional values may be used by mutual agreement of the counterparties
Added FIX.4.4
763UnderlyingSecuritySubTypeUnderlying security’s SecuritySubType.
See SecuritySubType (762) field for description
Added FIX.4.4
764LegSecuritySubTypeSecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
Added FIX.4.4
765AllowableOneSidednessPctThe maximum percentage that execution of one side of a program trade can exceed execution of the other.Added FIX.4.4
766AllowableOneSidednessValueThe maximum amount that execution of one side of a program trade can exceed execution of the other.Added FIX.4.4
767AllowableOneSidednessCurrThe currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used.Added FIX.4.4
768NoTrdRegTimestampsNumber of TrdRegTimestamp (769) entriesAdded FIX.4.4
769TrdRegTimestampTraded / Regulatory timestamp value. Use to store time information required by government regulators or self-regulatory organizations (such as an exchange or clearing house).Added FIX.4.4
770TrdRegTimestampTypeTraded / 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)
Added FIX.4.4
771TrdRegTimestampOriginText which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value.Added FIX.4.4
772ConfirmRefIDReference identifier to be used with ConfirmTransType (666) = Replace or CancelAdded FIX.4.4
773ConfirmTypeIdentifies the type of Confirmation message being sentAdded FIX.4.4
774ConfirmRejReasonIdentifies the reason for rejecting a ConfirmationAdded FIX.4.4
775BookingTypeMethod 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).Added FIX.4.4
776IndividualAllocRejCodeIdentified reason for rejecting an individual AllocAccount (79) detail.
Same values as AllocRejCode (88)
Added FIX.4.4
777SettlInstMsgIDUnique identifier for Settlement Instruction message.Added FIX.4.4
778NoSettlInstNumber of settlement instructions within repeating group.Added FIX.4.4
779LastUpdateTimeTimestamp of last update to data item (or creation if no updates made since creation).Added FIX.4.4
780AllocSettlInstTypeUsed to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derivedAdded FIX.4.4
781NoSettlPartyIDsNumber of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entriesAdded FIX.4.4
782SettlPartyIDPartyID value within a settlement parties component. Nested repeating group.
Same values as PartyID (448)
Added FIX.4.4
783SettlPartyIDSourcePartyIDSource value within a settlement parties component.
Same values as PartyIDSource (447)
Added FIX.4.4
784SettlPartyRolePartyRole value within a settlement parties component.
Same values as PartyRole (452)
Added FIX.4.4
785SettlPartySubIDPartySubID value within a settlement parties component.
Same values as PartySubID (523)
Added FIX.4.4
786SettlPartySubIDTypeType of SettlPartySubID (785) value.
Same values as PartySubIDType (803)
Added FIX.4.4
787DlvyInstTypeUsed to indicate whether a delivery instruction is used for securities or cash settlementAdded FIX.4.4
788TerminationTypeType of financing terminationAdded FIX.4.4
789NextExpectedMsgSeqNumNext expected MsgSeqNum value to be received.Added FIX.4.4
790OrdStatusReqIDCan be used to uniquely identify a specific Order Status Request message.Added FIX.4.4
791SettlInstReqIDUnique ID of settlement instruction request messageAdded FIX.4.4
792SettlInstReqRejCodeIdentifies reason for rejection (of a settlement instruction request message)Added FIX.4.4
793SecondaryAllocIDSecondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).Added FIX.4.4
794AllocReportTypeDescribes the specific type or purpose of an Allocation Report messageAdded FIX.4.4
795AllocReportRefIDReference identifier to be used with AllocTransType (7) = Replace or CancelAdded FIX.4.4
796AllocCancReplaceReasonReason for cancelling or replacing an Allocation Instruction or Allocation Report messageAdded FIX.4.4
797CopyMsgIndicatorIndicates whether or not this message is a drop copy of another message.Added FIX.4.4
798AllocAccountTypeType of account associated with a confirmation or other trade-level messageAdded FIX.4.4
799OrderAvgPxAverage price for a specific orderAdded FIX.4.4
800OrderBookingQtyQuantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report messageAdded FIX.4.4
801NoSettlPartySubIDsNumber of SettlPartySubID (785) and SettlPartySubIDType (786) entriesAdded FIX.4.4
802NoPartySubIDsNumber of PartySubID (523)and PartySubIDType (803) entriesAdded FIX.4.4
803PartySubIDTypeType of PartySubID (523) value
4000+ = Reserved and available for bi-laterally agreed upon user defined values
Added FIX.4.4
804NoNestedPartySubIDsNumber of NestedPartySubID (545) and NestedPartySubIDType (805) entriesAdded FIX.4.4
805NestedPartySubIDTypeType of NestedPartySubID (545) value.
Same values as PartySubIDType (803)
Added FIX.4.4
806NoNested2PartySubIDsNumber of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.Added FIX.4.4
807Nested2PartySubIDTypeType of Nested2PartySubID (760) value. Second instance of <NestedParties>.
Same values as PartySubIDType (803)
Added FIX.4.4
808AllocIntermedReqTypeResponse 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"Added FIX.4.4
810UnderlyingPxUnderlying price associate with a derivative instrument.Added FIX.4.4
811PriceDeltaDelta calculated from theoretical priceAdded FIX.4.4
812ApplQueueMaxUsed to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.Added FIX.4.4
813ApplQueueDepthCurrent number of application messages that were queued at the time that the message was created by the counterparty.Added FIX.4.4
814ApplQueueResolutionResolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.Added FIX.4.4
815ApplQueueActionAction to take to resolve an application message queue (backlog).Added FIX.4.4
816NoAltMDSourceNumber of alternative market data sourcesAdded FIX.4.4
817AltMDSourceIDSession layer source for market data
(For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained).
Added FIX.4.4
818SecondaryTradeReportIDSecondary trade report identifier - can be used to associate an additional identifier with a trade.Added FIX.4.4
819AvgPxIndicatorAverage Pricing IndicatorAdded FIX.4.4
820TradeLinkIDUsed to link a group of trades together. Useful for linking a group of trades together for average price calculations.Added FIX.4.4
821OrderInputDeviceSpecific device number, terminal number or station where order was enteredAdded FIX.4.4
822UnderlyingTradingSessionIDTrading Session in which the underlying instrument tradesAdded FIX.4.4
823UnderlyingTradingSessionSubIDTrading Session sub identifier in which the underlying instrument tradesAdded FIX.4.4
824TradeLegRefIDReference to the leg of a multileg instrument to which this trade refersAdded FIX.4.4
825ExchangeRuleUsed to report any exchange rules that apply to this trade.
Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade.
Added FIX.4.4
826TradeAllocIndicatorIdentifies how the trade is to be allocatedAdded FIX.4.4
827ExpirationCyclePart of trading cycle when an instrument expires. Field is applicable for derivatives.Added FIX.4.4
828TrdTypeType of TradeAdded FIX.4.4
829TrdSubTypeFurther qualification to the trade typeAdded FIX.4.4
830TransferReasonReason trade is being transferredAdded FIX.4.4
832TotNumAssignmentReportsTotal Number of Assignment Reports being returned to a firmAdded FIX.4.4
833AsgnRptIDUnique identifier for the Assignment ReportAdded FIX.4.4
834ThresholdAmountAmount that a position has to be in the money before it is exercised.Added FIX.4.4
835PegMoveTypeDescribes whether peg is static or floatsAdded FIX.4.4
836PegOffsetTypeType of Peg Offset valueAdded FIX.4.4
837PegLimitTypeType of Peg LimitAdded FIX.4.4
838PegRoundDirectionIf the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressiveAdded FIX.4.4
839PeggedPriceThe price the order is currently pegged atAdded FIX.4.4
840PegScopeThe scope of the pegAdded FIX.4.4
841DiscretionMoveTypeDescribes whether discretionary price is static or floatsAdded FIX.4.4
842DiscretionOffsetTypeType of Discretion Offset valueAdded FIX.4.4
843DiscretionLimitTypeType of Discretion LimitAdded FIX.4.4
844DiscretionRoundDirectionIf the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressiveAdded FIX.4.4
845DiscretionPriceThe current discretionary price of the orderAdded FIX.4.4
846DiscretionScopeThe scope of the discretionAdded FIX.4.4
847TargetStrategyThe target strategy of the order
1000+ = Reserved and available for bi-laterally agreed upon user defined values
Added FIX.4.4
848TargetStrategyParametersField to allow further specification of the TargetStrategy – usage to be agreed between counterpartiesAdded FIX.4.4
849ParticipationRateFor a TargetStrategy=Participate order specifies the target participation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume)Added FIX.4.4
850TargetStrategyPerformanceFor communication of the performance of the order versus the target strategyAdded FIX.4.4
851LastLiquidityIndIndicator 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.Added FIX.4.4
852PublishTrdIndicatorIndicates if a trade should be reported via a market reporting service.Added FIX.4.4
853ShortSaleReasonReason for short saleAdded FIX.4.4
854QtyTypeType of quantity specified in a quantity fieldAdded FIX.4.4
855SecondaryTrdTypeAdditional TrdType (see tag 828) assigned to a trade by trade match system.Added FIX.4.4
856TradeReportTypeType of Trade ReportAdded FIX.4.4
857AllocNoOrdersTypeIndicates 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.Added FIX.4.4
858SharedCommissionCommission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.Added FIX.4.4
859ConfirmReqIDUnique identifier for a Confirmation Request messageAdded FIX.4.4
860AvgParPxUsed to express average price as percent of par (used where AvgPx field is expressed in some other way)Added FIX.4.4
861ReportedPxReported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade)Added FIX.4.4
862NoCapacitiesNumber of repeating OrderCapacity entries.Added FIX.4.4
863OrderCapacityQtyQuantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal)Added FIX.4.4
864NoEventsNumber of repeating EventType entries.Added FIX.4.4
865EventTypeCode to represent the type of eventAdded FIX.4.4
866EventDateDate of eventAdded FIX.4.4
867EventPxPredetermined price of issue at event, if applicableAdded FIX.4.4
868EventTextComments related to the event.Added FIX.4.4
869PctAtRiskPercent at risk due to lowest possible call.Added FIX.4.4
870NoInstrAttribNumber of repeating InstrAttribType entries.Added FIX.4.4
871InstrAttribTypeCode to represent the type of instrument attributeAdded FIX.4.4
872InstrAttribValueAttribute value appropriate to the InstrAttribType (87) field.Added FIX.4.4
873DatedDateThe effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual DateAdded FIX.4.4
874InterestAccrualDateThe start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated DateAdded FIX.4.4
875CPProgramThe program under which a commercial paper is issuedAdded FIX.4.4
876CPRegTypeThe registration type of a commercial paper issuanceAdded FIX.4.4
877UnderlyingCPProgramThe program under which the underlying commercial paper is issuedAdded FIX.4.4
878UnderlyingCPRegTypeThe registration type of the underlying commercial paper issuanceAdded FIX.4.4
879UnderlyingQtyUnit amount of the underlying security (par, shares, currency, etc.)Added FIX.4.4
880TrdMatchIDIdentifier assigned to a trade by a matching system.Added FIX.4.4
881SecondaryTradeReportRefIDUsed to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal).Added FIX.4.4
882UnderlyingDirtyPricePrice (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interestAdded FIX.4.4
883UnderlyingEndPricePrice (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.Added FIX.4.4
884UnderlyingStartValueCurrency value attributed to this collateral at the start of the agreementAdded FIX.4.4
885UnderlyingCurrentValueCurrency value currently attributed to this collateralAdded FIX.4.4
886UnderlyingEndValueCurrency value attributed to this collateral at the end of the agreementAdded FIX.4.4
887NoUnderlyingStipsNumber of underlying stipulation entriesAdded FIX.4.4
888UnderlyingStipTypeType of stipulation.
Same values as StipulationType (233)
Added FIX.4.4
889UnderlyingStipValueValue of stipulation.
Same values as StipulationValue (234)
Added FIX.4.4
890MaturityNetMoneyNet Money at maturity if Zero Coupon and maturity value is different from par valueAdded FIX.4.4
891MiscFeeBasisDefines the unit for a miscellaneous fee.Added FIX.4.4
892TotNoAllocsTotal number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation.Added FIX.4.4
893LastFragmentIndicates 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 ListAdded FIX.4.4
894CollReqIDCollateral Request IdentifierAdded FIX.4.4
895CollAsgnReasonReason for Collateral AssignmentAdded FIX.4.4
896CollInquiryQualifierCollateral inquiry qualifiers:Added FIX.4.4
897NoTradesNumber of trades in repeating group.Added FIX.4.4
898MarginRatioThe fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.Added FIX.4.4
899MarginExcessExcess margin amount (deficit if value is negative)Added FIX.4.4
900TotalNetValueTotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)
Added FIX.4.4
901CashOutstandingStarting consideration less repaymentsAdded FIX.4.4
902CollAsgnIDCollateral Assignment IdentifierAdded FIX.4.4
903CollAsgnTransTypeCollateral Assignment Transaction TypeAdded FIX.4.4
904CollRespIDCollateral Response IdentifierAdded FIX.4.4
905CollAsgnRespTypeCollateral Assignment Response TypeAdded FIX.4.4
906CollAsgnRejectReasonCollateral Assignment Reject ReasonAdded FIX.4.4
907CollAsgnRefIDCollateral Assignment Identifier to which a transaction refersAdded FIX.4.4
908CollRptIDCollateral Report IdentifierAdded FIX.4.4
909CollInquiryIDCollateral Inquiry IdentifierAdded FIX.4.4
910CollStatusCollateral StatusAdded FIX.4.4
911TotNumReportsTotal number of reports returned in response to a requestAdded FIX.4.4
912LastRptRequestedIndicates whether this message is that last report message in response to a request, such as Order Mass Status Request.Added FIX.4.4
913AgreementDescThe full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction.Added FIX.4.4
914AgreementIDA common reference to the applicable standing agreement between the counterparties to a financing transaction.Added FIX.4.4
915AgreementDateA reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed.Added FIX.4.4
916StartDateStart date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateralAdded FIX.4.4
917EndDateEnd date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateralAdded FIX.4.4
918AgreementCurrencyContractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.Added FIX.4.4
919DeliveryTypeIdentifies type of settlementAdded FIX.4.4
920EndAccruedInterestAmtAccrued Interest Amount applicable to a financing transaction on the End Date.Added FIX.4.4
921StartCashStarting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.Added FIX.4.4
922EndCashEnding dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.Added FIX.4.4
923UserRequestIDUnique identifier for a User Request.Added FIX.4.4
924UserRequestTypeIndicates the action required by a User Request MessageAdded FIX.4.4
925NewPasswordNew Password or passphraseAdded FIX.4.4
926UserStatusIndicates the status of a userAdded FIX.4.4
927UserStatusTextA text description associated with a user status.Added FIX.4.4
928StatusValueIndicates the status of a network connectionAdded FIX.4.4
929StatusTextA text description associated with a network status.Added FIX.4.4
930RefCompIDAssigned value used to identify a firm.Added FIX.4.4
931RefSubIDAssigned value used to identify specific elements within a firm.Added FIX.4.4
932NetworkResponseIDUnique identifier for a network response.Added FIX.4.4
933NetworkRequestIDUnique identifier for a network request.Added FIX.4.4
934LastNetworkResponseIDIdentifier of the previous Network Response message sent to a counterparty, used to allow incremental updates.Added FIX.4.4
935NetworkRequestTypeIndicates 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+)
Added FIX.4.4
936NoCompIDsNumber of CompID entries in a repeating group.Added FIX.4.4
937NetworkStatusResponseTypeIndicates the type of Network Response MessageAdded FIX.4.4
938NoCollInquiryQualifierNumber of CollInquiryQualifier entries in a repeating group.Added FIX.4.4
939TrdRptStatusTrade Report StatusAdded FIX.4.4
940AffirmStatusIdentifies the status of the ConfirmationAckAdded FIX.4.4
941UnderlyingStrikeCurrencyCurrency in which the strike price of an underlying instrument is denominatedAdded FIX.4.4
942LegStrikeCurrencyCurrency in which the strike price of an instrument leg of a multileg instrument is denominatedAdded FIX.4.4
943TimeBracketA code that represents a time interval in which a fill or trade occurred.
Required for US futures markets.
Added FIX.4.4
944CollActionAction proposed for an Underlying Instrument instanceAdded FIX.4.4
945CollInquiryStatusStatus of Collateral InquiryAdded FIX.4.4
946CollInquiryResultResult returned in response to Collateral Inquiry
4000+ Reserved and available for bi-laterally agreed upon user-defined values
Added FIX.4.4
947StrikeCurrencyCurrency in which the StrikePrice is denominated.Added FIX.4.4
948NoNested3PartyIDsNumber of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entriesAdded FIX.4.4
949Nested3PartyIDPartyID value within a "third instance" Nested repeating group.
Same values as PartyID (448)
Added FIX.4.4
950Nested3PartyIDSourcePartyIDSource value within a "third instance" Nested repeating group.
Same values as PartyIDSource (447)
Added FIX.4.4
951Nested3PartyRolePartyRole value within a "third instance" Nested repeating group.
Same values as PartyRole (452)
Added FIX.4.4
952NoNested3PartySubIDsNumber of Nested3PartySubIDs (953) entriesAdded FIX.4.4
953Nested3PartySubIDPartySubID value within a "third instance" Nested repeating group.
Same values as PartySubID (523)
Added FIX.4.4
954Nested3PartySubIDTypePartySubIDType value within a "third instance" Nested repeating group.
Same values as PartySubIDType (803)
Added FIX.4.4
955LegContractSettlMonthSpecifies when the contract (i.e. MBS/TBA) will settle.Added FIX.4.4
956LegInterestAccrualDateThe start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated DateAdded FIX.4.4

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