Fields
ID (Tag) | Name | Datatype | Description | Pedigree |
|---|---|---|---|---|
| 1 | Account | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. | Added FIX.2.7 | |
| 2 | AdvId | Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int) | Added FIX.2.7 | |
| 3 | AdvRefID | Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int) | Added FIX.2.7 | |
| 4 | AdvSide | Broker's side of advertised trade | Added FIX.2.7 | |
| 5 | AdvTransType | Identifies advertisement message transaction type | Added FIX.2.7 | |
| 6 | AvgPx | Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (3). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. | Added FIX.2.7 | |
| 7 | BeginSeqNo | Message sequence number of first message in range to be resent | Added FIX.2.7 | |
| 8 | BeginString | Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) | Added FIX.2.7 | |
| 9 | BodyLength | Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) | Added FIX.2.7 | |
| 10 | CheckSum | Three 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 | |
| 11 | ClOrdID | Unique 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 | |
| 12 | Commission | Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05. | Added FIX.2.7 | |
| 13 | CommType | Commission type | Added FIX.2.7 | |
| 14 | CumQty | Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int) | Added FIX.2.7 | |
| 15 | Currency | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. | Added FIX.2.7 | |
| 16 | EndSeqNo | Message 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 | |
| 17 | ExecID | Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int) | Added FIX.2.7 | |
| 18 | ExecInst | Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. | Added FIX.2.7 | |
| 19 | ExecRefID | Reference 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 | |
| 21 | HandlInst | Instructions for order handling on Broker trading floor | Added FIX.2.7 | |
| 22 | SecurityIDSource | Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified. | Added FIX.2.7 | |
| 23 | IOIID | Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) | Added FIX.2.7 | |
| 25 | IOIQltyInd | Relative quality of indication | Added FIX.2.7 | |
| 26 | IOIRefID | Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int) | Added FIX.2.7 | |
| 27 | IOIQty | Quantity (e.g. number of shares) in numeric form or relative size. | Added FIX.2.7 | |
| 28 | IOITransType | Identifies IOI message transaction type | Added FIX.2.7 | |
| 29 | LastCapacity | Broker capacity in order execution | Added FIX.2.7 | |
| 30 | LastMkt | Market 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 | |
| 31 | LastPx | Price of this (last) fill. | Added FIX.2.7 | |
| 32 | LastQty | Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) | Added FIX.2.7 | |
| 33 | NoLinesOfText | Identifies number of lines of text body | Added FIX.2.7 | |
| 34 | MsgSeqNum | Integer message sequence number | Added FIX.2.7 | |
| 35 | MsgType | Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. | Added FIX.2.7 | |
| 36 | NewSeqNo | New sequence number | Added FIX.2.7 | |
| 37 | OrderID | Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. | Added FIX.2.7 | |
| 38 | OrderQty | Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int) | Added FIX.2.7 | |
| 39 | OrdStatus | Identifies 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 | |
| 40 | OrdType | Order 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 | |
| 41 | OrigClOrdID | ClOrdID () of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. | Added FIX.2.7 | |
| 42 | OrigTime | Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) | Added FIX.2.7 | |
| 43 | PossDupFlag | Indicates possible retransmission of message with this sequence number | Added FIX.2.7 | |
| 44 | Price | Price per unit of quantity (e.g. per share) | Added FIX.2.7 | |
| 45 | RefSeqNum | Reference message sequence number | Added FIX.2.7 | |
| 48 | SecurityID | Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. | Added FIX.2.7 | |
| 49 | SenderCompID | Assigned value used to identify firm sending message. | Added FIX.2.7 | |
| 50 | SenderSubID | Assigned value used to identify specific message originator (desk, trader, etc.) | Added FIX.2.7 | |
| 52 | SendingTime | Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | Added FIX.2.7 | |
| 53 | Quantity | Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int) | Added FIX.2.7 | |
| 54 | Side | Side of order | Added FIX.2.7 | |
| 55 | Symbol | Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. | Added FIX.2.7 | |
| 56 | TargetCompID | Assigned value used to identify receiving firm. | Added FIX.2.7 | |
| 57 | TargetSubID | Assigned 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 | |
| 58 | Text | Free format text string (Note: this field does not have a specified maximum length) | Added FIX.2.7 | |
| 59 | TimeInForce | Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. | Added FIX.2.7 | |
| 60 | TransactTime | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") | Added FIX.2.7 | |
| 61 | Urgency | Urgency flag | Added FIX.2.7 | |
| 62 | ValidUntilTime | Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | Added FIX.2.7 | |
| 63 | SettlType | Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. | Added FIX.2.7 | |
| 64 | SettlDate | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) | Added FIX.2.7 | |
| 65 | SymbolSfx | Additional 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 | |
| 66 | ListID | Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. | Added FIX.2.7 | |
| 67 | ListSeqNo | Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) | Added FIX.2.7 | |
| 68 | TotNoOrders | Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds") | Added FIX.2.7 | |
| 69 | ListExecInst | Free format text message containing list handling and execution instructions. | Added FIX.2.7 | |
| 70 | AllocID | Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) | Added FIX.2.7 | |
| 71 | AllocTransType | Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** | Added FIX.2.7 | |
| 72 | RefAllocID | Reference 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 | |
| 73 | NoOrders | Indicates number of orders to be combined for average pricing and allocation. | Added FIX.2.7 | |
| 74 | AvgPxPrecision | Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. | Added FIX.2.7 | |
| 75 | TradeDate | Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). | Added FIX.2.7 | |
| 77 | PositionEffect | Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. | Added FIX.2.7 | |
| 78 | NoAllocs | Number of repeating AllocAccount (79)/AllocPrice (366) entries. | Added FIX.2.7 | |
| 79 | AllocAccount | Sub-account mnemonic | Added FIX.2.7 | |
| 80 | AllocQty | Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) | Added FIX.2.7 | |
| 81 | ProcessCode | Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. | Added FIX.2.7 | |
| 82 | NoRpts | Total number of reports within series. | Added FIX.2.7 | |
| 83 | RptSeq | Sequence number of message within report series. | Added FIX.2.7 | |
| 84 | CxlQty | Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) | Added FIX.2.7 | |
| 85 | NoDlvyInst | Number 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 | |
| 87 | AllocStatus | Identifies status of allocation | Added FIX.2.7 | |
| 88 | AllocRejCode | Identifies reason for rejection | Added FIX.2.7 | |
| 89 | Signature | Electronic signature | Added FIX.2.7 | |
| 90 | SecureDataLen | Length of encrypted message | Added FIX.2.7 | |
| 91 | SecureData | Actual encrypted data stream | Added FIX.2.7 | |
| 93 | SignatureLength | Number of bytes in signature field. | Added FIX.2.7 | |
| 94 | EmailType | Email message type | Added FIX.2.7 | |
| 95 | RawDataLength | Number of bytes in raw data field. | Added FIX.2.7 | |
| 96 | RawData | Unformatted raw data, can include bitmaps, word processor documents, etc. | Added FIX.2.7 | |
| 97 | PossResend | Indicates that message may contain information that has been sent under another sequence number. | Added FIX.2.7 | |
| 98 | EncryptMethod | Method of encryption | Added FIX.2.7 | |
| 99 | StopPx | Price per unit of quantity (e.g. per share) | Added FIX.2.7 | |
| 100 | ExDestination | Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C" | Added FIX.2.7 | |
| 102 | CxlRejReason | Code to identify reason for cancel rejection | Added FIX.2.7 | |
| 103 | OrdRejReason | Code to identify reason for order rejection. | Added FIX.2.7 | |
| 104 | IOIQualifier | Code to qualify IOI use | Added FIX.3.0 | |
| 106 | Issuer | Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" | Added FIX.3.0 | |
| 107 | SecurityDesc | Security description. | Added FIX.3.0 | |
| 108 | HeartBtInt | Heartbeat interval (seconds) | Added FIX.3.0 | |
| 110 | MinQty | Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) | Added FIX.3.0 | |
| 111 | MaxFloor | Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time. (Prior to FIX 4.2 this field was of type int) | Added FIX.3.0 | |
| 112 | TestReqID | Identifier included in Test Request message to be returned in resulting Heartbeat | Added FIX.3.0 | |
| 113 | ReportToExch | Identifies party of trade responsible for exchange reporting. | Added FIX.3.0 | |
| 114 | LocateReqd | Indicates whether the broker is to locate the stock in conjunction with a short sell order. | Added FIX.4.0 | |
| 115 | OnBehalfOfCompID | Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. | Added FIX.4.0 | |
| 116 | OnBehalfOfSubID | Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party | Added FIX.4.0 | |
| 117 | QuoteID | Unique identifier for quote | Added FIX.4.0 | |
| 118 | NetMoney | Total 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 | |
| 119 | SettlCurrAmt | Total amount due expressed in settlement currency (includes the effect of the forex transaction) | Added FIX.4.0 | |
| 120 | SettlCurrency | Currency code of settlement denomination. | Added FIX.4.0 | |
| 121 | ForexReq | Indicates request for forex accommodation trade to be executed along with security transaction. | Added FIX.4.0 | |
| 122 | OrigSendingTime | Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. | Added FIX.4.0 | |
| 123 | GapFillFlag | Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. | Added FIX.4.0 | |
| 124 | NoExecs | No of execution repeating group entries to follow. | Added FIX.4.0 | |
| 126 | ExpireTime | Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. | Added FIX.4.0 | |
| 127 | DKReason | Reason for execution rejection | Added FIX.4.0 | |
| 128 | DeliverToCompID | Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. | Added FIX.4.0 | |
| 129 | DeliverToSubID | Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party | Added FIX.4.0 | |
| 130 | IOINaturalFlag | Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. | Added FIX.4.0 | |
| 131 | QuoteReqID | Unique identifier for quote request | Added FIX.4.0 | |
| 132 | BidPx | Bid price/rate | Added FIX.4.0 | |
| 133 | OfferPx | Offer price/rate | Added FIX.4.0 | |
| 134 | BidSize | Quantity of bid (Prior to FIX 4.2 this field was of type int) | Added FIX.4.0 | |
| 135 | OfferSize | Quantity of offer (Prior to FIX 4.2 this field was of type int) | Added FIX.4.0 | |
| 136 | NoMiscFees | Number of repeating groups of miscellaneous fees | Added FIX.4.0 | |
| 137 | MiscFeeAmt | Miscellaneous fee value | Added FIX.4.0 | |
| 138 | MiscFeeCurr | Currency of miscellaneous fee | Added FIX.4.0 | |
| 139 | MiscFeeType | Indicates type of miscellaneous fee | Added FIX.4.0 | |
| 140 | PrevClosePx | Previous closing price of security. | Added FIX.4.0 | |
| 141 | ResetSeqNumFlag | Indicates that the both sides of the FIX session should reset sequence numbers. | Added FIX.4.1 | |
| 142 | SenderLocationID | Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) | Added FIX.4.1 | |
| 143 | TargetLocationID | Assigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader) | Added FIX.4.1 | |
| 144 | OnBehalfOfLocationID | Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party | Added FIX.4.1 | |
| 145 | DeliverToLocationID | Assigned value used to identify specific message recipient’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party | Added FIX.4.1 | |
| 146 | NoRelatedSym | Specifies the number of repeating symbols specified. | Added FIX.4.1 | |
| 147 | Subject | The subject of an Email message | Added FIX.4.1 | |
| 148 | Headline | The headline of a News message | Added FIX.4.1 | |
| 149 | URLLink | A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B FIX Fields Based Upon Other Standards" | Added FIX.4.1 | |
| 150 | ExecType | Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** | Added FIX.4.1 | |
| 151 | LeavesQty | Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) – CumQty (4). (Prior to FIX 4.2 this field was of type int) | Added FIX.4.1 | |
| 152 | CashOrderQty | Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages. | Added FIX.4.1 | |
| 153 | AllocAvgPx | AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type. | Added FIX.4.1 | |
| 154 | AllocNetMoney | NetMoney(118) for a specific AllocAccount (79) | Added FIX.4.1 Updated EP282 | |
| 155 | SettlCurrFxRate | Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120) | Added FIX.4.1 Updated EP282 | |
| 156 | SettlCurrFxRateCalc | Specifies whether or not SettlCurrFxRate(155) should be multiplied or divided | Added FIX.4.1 Updated EP282 | |
| 157 | NumDaysInterest | Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. | Added FIX.4.1 | |
| 158 | AccruedInterestRate | The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. | Added FIX.4.1 | |
| 159 | AccruedInterestAmt | Amount of Accrued Interest for convertible bonds and fixed income | Added FIX.4.1 | |
| 160 | SettlInstMode | Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** | Added FIX.4.1 | |
| 161 | AllocText | Free format text related to a specific AllocAccount (79). | Added FIX.4.1 | |
| 162 | SettlInstID | Unique identifier for Settlement Instruction. | Added FIX.4.1 | |
| 163 | SettlInstTransType | Settlement Instructions message transaction type | Added FIX.4.1 | |
| 164 | EmailThreadID | Unique identifier for an email thread (new and chain of replies) | Added FIX.4.1 | |
| 165 | SettlInstSource | Indicates source of Settlement Instructions | Added FIX.4.1 | |
| 167 | SecurityType | Indicates type of security. See also the Product(460) and CFICode(461) fields. It is recommended that CFICode(461) be used instead of SecurityType(167) for non-Fixed Income instruments. Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): * Identify the Issuer in the field Issuer(106) *** REPLACED values - See "Replaced Features and Supported Approach" *** NOTE: Additional values may be used by mutual agreement of the counterparties) | Added FIX.4.1 Updated EP282 | |
| 168 | EffectiveTime | Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | Added FIX.4.1 | |
| 169 | StandInstDbType | Identifies the Standing Instruction database used | Added FIX.4.1 | |
| 170 | StandInstDbName | Name of the Standing Instruction database represented with StandInstDbType (69) (i.e. the Global Custodian’s name). | Added FIX.4.1 | |
| 171 | StandInstDbID | Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. | Added FIX.4.1 | |
| 172 | SettlDeliveryType | Identifies type of settlement | Added FIX.4.1 | |
| 188 | BidSpotRate | Bid F/X spot rate. | Added FIX.4.1 | |
| 189 | BidForwardPoints | Bid F/X forward points added to spot rate. May be a negative value. | Added FIX.4.1 | |
| 190 | OfferSpotRate | Offer F/X spot rate. | Added FIX.4.1 | |
| 191 | OfferForwardPoints | Offer F/X forward points added to spot rate. May be a negative value. | Added FIX.4.1 | |
| 192 | OrderQty2 | OrderQty (38) of the future part of an F/X swap order. | Added FIX.4.1 | |
| 193 | SettlDate2 | SettDate (64) of the future part of an F/X swap order. | Added FIX.4.1 | |
| 194 | LastSpotRate | F/X spot rate. | Added FIX.4.1 | |
| 195 | LastForwardPoints | F/X forward points added to LastSpotRate(194). May be a negative value. | Added FIX.4.1 Updated EP282 | |
| 196 | AllocLinkID | Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique. | Added FIX.4.1 | |
| 197 | AllocLinkType | Identifies the type of Allocation linkage when AllocLinkID(196) is used. | Added FIX.4.1 Updated EP282 | |
| 198 | SecondaryOrderID | Assigned 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 | |
| 199 | NoIOIQualifiers | Number of repeating groups of IOIQualifiers (04). | Added FIX.4.1 | |
| 200 | MaturityMonthYear | Can 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 | |
| 201 | PutOrCall | Indicates whether an Option is for a put or call | Added FIX.4.1 | |
| 202 | StrikePrice | Strike Price for an Option. | Added FIX.4.1 | |
| 203 | CoveredOrUncovered | Used for derivative products, such as options | Added FIX.4.1 | |
| 206 | OptAttribute | Can 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 | |
| 207 | SecurityExchange | Market used to help identify a security. Valid values: See "Appendix 6-C" | Added FIX.4.1 | |
| 208 | NotifyBrokerOfCredit | Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). | Added FIX.4.1 | |
| 209 | AllocHandlInst | Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details | Added FIX.4.1 | |
| 210 | MaxShow | Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int) | Added FIX.4.1 | |
| 211 | PegOffsetValue | Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset) | Added FIX.4.1 | |
| 212 | XmlDataLen | Length of the XmlData data block. | Added FIX.4.2 | |
| 213 | XmlData | Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. | Added FIX.4.2 | |
| 214 | SettlInstRefID | Reference identifier for the SettlInstID (62) with Cancel and Replace SettlInstTransType (63) transaction types. | Added FIX.4.2 | |
| 215 | NoRoutingIDs | Number of repeating groups of RoutingID (27) and RoutingType (26) values. See Volume 3: "Pre-Trade Message Targeting/Routing" | Added FIX.4.2 | |
| 216 | RoutingType | Indicates the type of RoutingID (27) specified | Added FIX.4.2 | |
| 217 | RoutingID | Assigned value used to identify a specific routing destination. | Added FIX.4.2 | |
| 218 | Spread | For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName(221) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. | Added FIX.4.2 Updated EP282 | |
| 220 | BenchmarkCurveCurrency | Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 | |
| 221 | BenchmarkCurveName | Name of benchmark curve. | Added FIX.4.2 Updated FIX.Latest | |
| 222 | BenchmarkCurvePoint | Point 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 | |
| 223 | CouponRate | The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. | Added FIX.4.2 | |
| 224 | CouponPaymentDate | Date 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 | |
| 225 | IssueDate | The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 | |
| 226 | RepurchaseTerm | *** 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 | |
| 227 | RepurchaseRate | *** 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 | |
| 228 | Factor | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . 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 | |
| 229 | TradeOriginationDate | Used 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 | |
| 230 | ExDate | The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 | |
| 231 | ContractMultiplier | Specifies 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 | |
| 232 | NoStipulations | Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). | Added FIX.4.2 | |
| 233 | StipulationType | Type of Stipulation | Added FIX.4.2 | |
| 234 | StipulationValue | For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 | |
| 235 | YieldType | Type of yield | Added FIX.4.2 | |
| 236 | Yield | Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 | |
| 237 | TotalTakedown | The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 | |
| 238 | Concession | Provides 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 | |
| 239 | RepoCollateralSecurityType | *** 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 | |
| 240 | RedemptionDate | *** 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 | |
| 241 | UnderlyingCouponPaymentDate | Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 | |
| 242 | UnderlyingIssueDate | Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 | |
| 243 | UnderlyingRepoCollateralSecurityType | *** 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 | |
| 244 | UnderlyingRepurchaseTerm | *** 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 | |
| 245 | UnderlyingRepurchaseRate | *** 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 | |
| 246 | UnderlyingFactor | Underlying 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 | |
| 247 | UnderlyingRedemptionDate | *** 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 | |
| 248 | LegCouponPaymentDate | Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 | |
| 249 | LegIssueDate | Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 | |
| 250 | LegRepoCollateralSecurityType | *** 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 | |
| 251 | LegRepurchaseTerm | *** 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 | |
| 252 | LegRepurchaseRate | *** 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 | |
| 253 | LegFactor | Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 | |
| 254 | LegRedemptionDate | *** 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 | |
| 255 | CreditRating | An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 | |
| 256 | UnderlyingCreditRating | Underlying 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 | |
| 257 | LegCreditRating | Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 | |
| 258 | TradedFlatSwitch | Driver and part of trade in the event that the Security Master file was wrong at the point of entry (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 | |
| 259 | BasisFeatureDate | BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 | |
| 260 | BasisFeaturePrice | Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3) | Added FIX.4.2 | |
| 262 | MDReqID | Unique identifier for Market Data Request | Added FIX.4.2 | |
| 263 | SubscriptionRequestType | Subscription Request Type | Added FIX.4.2 | |
| 264 | MarketDepth | Depth of market for Book Snapshot | Added FIX.4.2 | |
| 265 | MDUpdateType | Specifies the type of Market Data update | Added FIX.4.2 | |
| 266 | AggregatedBook | Specifies whether or not book entries should be aggregated. | Added FIX.4.2 | |
| 267 | NoMDEntryTypes | Number of MDEntryType (269) fields requested. | Added FIX.4.2 | |
| 268 | NoMDEntries | Number of entries in Market Data message. | Added FIX.4.2 | |
| 269 | MDEntryType | Type Market Data entry | Added FIX.4.2 | |
| 270 | MDEntryPx | Price of the Market Data Entry. | Added FIX.4.2 | |
| 271 | MDEntrySize | Quantity or volume represented by the Market Data Entry. | Added FIX.4.2 | |
| 272 | MDEntryDate | Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate) | Added FIX.4.2 | |
| 273 | MDEntryTime | Time of Market Data Entry. | Added FIX.4.2 | |
| 274 | TickDirection | Direction of the "tick" | Added FIX.4.2 | |
| 275 | MDMkt | Market posting quote / trade. Valid values: See "Appendix 6-C" | Added FIX.4.2 | |
| 276 | QuoteCondition | Space-delimited list of conditions describing a quote | Added FIX.4.2 | |
| 277 | TradeCondition | Space-delimited list of conditions describing a trade | Added FIX.4.2 | |
| 278 | MDEntryID | Unique Market Data Entry identifier. | Added FIX.4.2 | |
| 279 | MDUpdateAction | Type of Market Data update action | Added FIX.4.2 | |
| 280 | MDEntryRefID | Refers to a previous MDEntryID (278). | Added FIX.4.2 | |
| 281 | MDReqRejReason | Reason for the rejection of a Market Data request | Added FIX.4.2 | |
| 282 | MDEntryOriginator | Originator of a Market Data Entry | Added FIX.4.2 | |
| 283 | LocationID | Identification of a Market Maker’s location | Added FIX.4.2 | |
| 284 | DeskID | Identification of a Market Maker’s desk | Added FIX.4.2 | |
| 285 | DeleteReason | Reason for deletion | Added FIX.4.2 | |
| 286 | OpenCloseSettlFlag | Flag that identifies a market data entry (Prior to FIX 4.3 this field was of type char) | Added FIX.4.2 | |
| 287 | SellerDays | Specifies the number of days that may elapse before delivery of the security | Added FIX.4.2 | |
| 288 | MDEntryBuyer | Buying party in a trade | Added FIX.4.2 | |
| 289 | MDEntrySeller | Selling party in a trade | Added FIX.4.2 | |
| 290 | MDEntryPositionNo | Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with . | Added FIX.4.2 | |
| 291 | FinancialStatus | Identifies a firm’s financial status | Added FIX.4.2 | |
| 292 | CorporateAction | Identifies the type of Corporate Action | Added FIX.4.2 | |
| 293 | DefBidSize | Default Bid Size. | Added FIX.4.2 | |
| 294 | DefOfferSize | Default Offer Size. | Added FIX.4.2 | |
| 295 | NoQuoteEntries | The number of quote entries for a QuoteSet. | Added FIX.4.2 | |
| 296 | NoQuoteSets | The number of sets of quotes in the message. | Added FIX.4.2 | |
| 297 | QuoteStatus | Identifies the status of the quote acknowledgement | Added FIX.4.2 | |
| 298 | QuoteCancelType | Identifies the type of quote cancel. | Added FIX.4.2 | |
| 299 | QuoteEntryID | Uniquely identifies the quote as part of a QuoteSet. | Added FIX.4.2 | |
| 300 | QuoteRejectReason | Reason Quote was rejected | Added FIX.4.2 | |
| 301 | QuoteResponseLevel | Level of Response requested from receiver of quote messages. | Added FIX.4.2 | |
| 302 | QuoteSetID | Unique id for the Quote Set. | Added FIX.4.2 | |
| 303 | QuoteRequestType | Indicates the type of Quote Request being generated | Added FIX.4.2 | |
| 304 | TotNoQuoteEntries | Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same quote set. (Prior to FIX 4.4 this field was named TotQuoteEntries) | Added FIX.4.2 | |
| 305 | UnderlyingSecurityIDSource | Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field | Added FIX.4.2 | |
| 306 | UnderlyingIssuer | Underlying security’s Issuer. See Issuer(106) field for description | Added FIX.4.2 Updated EP282 | |
| 307 | UnderlyingSecurityDesc | Underlying security’s SecurityDesc. See SecurityDesc (07) field for description | Added FIX.4.2 | |
| 308 | UnderlyingSecurityExchange | Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) | Added FIX.4.2 | |
| 309 | UnderlyingSecurityID | Underlying security’s SecurityID. See SecurityID (48) field for description | Added FIX.4.2 | |
| 310 | UnderlyingSecurityType | Underlying security’s SecurityType. Valid values: see SecurityType(167) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: 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 | |
| 311 | UnderlyingSymbol | Underlying security’s Symbol. See Symbol (55) field for description | Added FIX.4.2 | |
| 312 | UnderlyingSymbolSfx | Underlying security’s SymbolSfx. See SymbolSfx (65) field for description | Added FIX.4.2 | |
| 313 | UnderlyingMaturityMonthYear | Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description | Added FIX.4.2 | |
| 315 | UnderlyingPutOrCall | Underlying security’s PutOrCall. See PutOrCall field for description | Added FIX.4.2 | |
| 316 | UnderlyingStrikePrice | Underlying security’s StrikePrice. See StrikePrice (202) field for description | Added FIX.4.2 | |
| 317 | UnderlyingOptAttribute | Underlying security’s OptAttribute. See OptAttribute (206) field for description | Added FIX.4.2 | |
| 318 | UnderlyingCurrency | Underlying security’s Currency. See Currency(15) field for description and valid values | Added FIX.4.2 Updated EP282 | |
| 320 | SecurityReqID | Unique ID of a Security Definition Request. | Added FIX.4.2 | |
| 321 | SecurityRequestType | Type of Security Definition Request. | Added FIX.4.2 | |
| 322 | SecurityResponseID | Unique ID of a Security Definition message. | Added FIX.4.2 | |
| 323 | SecurityResponseType | Type of Security Definition message response | Added FIX.4.2 | |
| 324 | SecurityStatusReqID | Unique ID of a Security Status Request message. | Added FIX.4.2 | |
| 325 | UnsolicitedIndicator | Indicates whether or not message is being sent as a result of a subscription request or not. | Added FIX.4.2 | |
| 326 | SecurityTradingStatus | Identifies the trading status applicable to the transaction | Added FIX.4.2 | |
| 327 | HaltReason | Denotes the reason for the Opening Delay or Trading Halt | Added FIX.4.2 | |
| 328 | InViewOfCommon | Indicates whether or not the halt was due to Common Stock trading being halted. | Added FIX.4.2 | |
| 329 | DueToRelated | Indicates whether or not the halt was due to the Related Security being halted. | Added FIX.4.2 | |
| 330 | BuyVolume | Quantity bought. | Added FIX.4.2 | |
| 331 | SellVolume | Quantity sold. | Added FIX.4.2 | |
| 332 | HighPx | Represents an indication of the high end of the price range for a security prior to the open or reopen | Added FIX.4.2 | |
| 333 | LowPx | Represents an indication of the low end of the price range for a security prior to the open or reopen | Added FIX.4.2 | |
| 334 | Adjustment | Identifies the type of adjustment | Added FIX.4.2 | |
| 335 | TradSesReqID | Unique ID of a Trading Session Status message. | Added FIX.4.2 | |
| 336 | TradingSessionID | Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). | Added FIX.4.2 | |
| 337 | ContraTrader | Identifies the trader (e.g. "badge number") of the ContraBroker. | Added FIX.4.2 | |
| 338 | TradSesMethod | Method of trading | Added FIX.4.2 | |
| 339 | TradSesMode | Trading Session Mode | Added FIX.4.2 | |
| 340 | TradSesStatus | State of the trading session | Added FIX.4.2 | |
| 341 | TradSesStartTime | Starting time of the trading session | Added FIX.4.2 | |
| 342 | TradSesOpenTime | Time of the opening of the trading session | Added FIX.4.2 | |
| 343 | TradSesPreCloseTime | Time of the pre-closed of the trading session | Added FIX.4.2 | |
| 344 | TradSesCloseTime | Closing time of the trading session | Added FIX.4.2 | |
| 345 | TradSesEndTime | End time of the trading session | Added FIX.4.2 | |
| 346 | NumberOfOrders | Number of orders in the market. | Added FIX.4.2 | |
| 347 | MessageEncoding | Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields. | Added FIX.4.2 | |
| 348 | EncodedIssuerLen | Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. | Added FIX.4.2 | |
| 349 | EncodedIssuer | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field. | Added FIX.4.2 | |
| 350 | EncodedSecurityDescLen | Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (35) field. | Added FIX.4.2 | |
| 351 | EncodedSecurityDesc | Encoded (non-ASCII characters) representation of the SecurityDesc (07) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. | Added FIX.4.2 | |
| 352 | EncodedListExecInstLen | Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. | Added FIX.4.2 | |
| 353 | EncodedListExecInst | Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field. | Added FIX.4.2 | |
| 354 | EncodedTextLen | Byte length of encoded (non-ASCII characters) EncodedText (355) field. | Added FIX.4.2 | |
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. | Added FIX.4.2 | |
| 356 | EncodedSubjectLen | Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. | Added FIX.4.2 | |
| 357 | EncodedSubject | Encoded (non-ASCII characters) representation of the Subject (47) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field. | Added FIX.4.2 | |
| 358 | EncodedHeadlineLen | Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. | Added FIX.4.2 | |
| 359 | EncodedHeadline | Encoded (non-ASCII characters) representation of the Headline (48) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field. | Added FIX.4.2 | |
| 360 | EncodedAllocTextLen | Byte length of encoded (non-ASCII characters) EncodedAllocText (36) field. | Added FIX.4.2 | |
| 361 | EncodedAllocText | Encoded (non-ASCII characters) representation of the AllocText (6) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. | Added FIX.4.2 | |
| 362 | EncodedUnderlyingIssuerLen | Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. | Added FIX.4.2 | |
| 363 | EncodedUnderlyingIssuer | Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. | Added FIX.4.2 | |
| 364 | EncodedUnderlyingSecurityDescLen | Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. | Added FIX.4.2 | |
| 365 | EncodedUnderlyingSecurityDesc | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityDesc field. | Added FIX.4.2 | |
| 366 | AllocPrice | Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). | Added FIX.4.2 | |
| 367 | QuoteSetValidUntilTime | Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | Added FIX.4.2 | |
| 368 | QuoteEntryRejectReason | Reason Quote Entry was rejected | Added FIX.4.2 Updated EP294 | |
| 369 | LastMsgSeqNumProcessed | The 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 | |
| 371 | RefTagID | The tag number of the FIX field being referenced. | Added FIX.4.2 | |
| 372 | RefMsgType | The MsgType (35) of the FIX message being referenced. | Added FIX.4.2 Updated EP294 | |
| 373 | SessionRejectReason | Code to identify reason for a session-level Reject message | Added FIX.4.2 | |
| 374 | BidRequestTransType | Identifies the Bid Request message type | Added FIX.4.2 | |
| 375 | ContraBroker | Identifies contra broker. Standard NASD market-maker mnemonic is preferred. | Added FIX.4.2 | |
| 376 | ComplianceID | ID used to represent this transaction for compliance purposes (e.g. OATS reporting). | Added FIX.4.2 | |
| 377 | SolicitedFlag | Indicates whether or not the order was solicited. | Added FIX.4.2 | |
| 378 | ExecRestatementReason | Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel. | Added FIX.4.2 | |
| 379 | BusinessRejectRefID | The value of the business-level "ID" field on the message being referenced. | Added FIX.4.2 | |
| 380 | BusinessRejectReason | Code to identify reason for a Business Message Reject message | Added FIX.4.2 | |
| 381 | GrossTradeAmt | Total amount traded (e.g. CumQty (4) * AvgPx (6)) expressed in units of currency. | Added FIX.4.2 | |
| 382 | NoContraBrokers | The number of ContraBroker (375) entries. | Added FIX.4.2 | |
| 383 | MaxMessageSize | Maximum number of bytes supported for a single message. | Added FIX.4.2 | |
| 384 | NoMsgTypes | Number of MsgTypes (35) in repeating group. | Added FIX.4.2 | |
| 385 | MsgDirection | Specifies the direction of the message | Added FIX.4.2 | |
| 386 | NoTradingSessions | Number of TradingSessionIDs (336) in repeating group. | Added FIX.4.2 | |
| 387 | TotalVolumeTraded | Total volume (quantity) traded. | Added FIX.4.2 | |
| 388 | DiscretionInst | Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to | Added FIX.4.2 | |
| 389 | DiscretionOffsetValue | Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) (Prior to FIX 4.4 this field was of type PriceOffset) | Added FIX.4.2 | |
| 390 | BidID | Unique 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 | |
| 391 | ClientBidID | Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. | Added FIX.4.2 | |
| 392 | ListName | Descriptive name for list order. | Added FIX.4.2 | |
| 393 | TotNoRelatedSym | Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities) | Added FIX.4.2 | |
| 394 | BidType | Code to identify the type of Bid Request | Added FIX.4.2 | |
| 395 | NumTickets | Total number of tickets. | Added FIX.4.2 | |
| 396 | SideValue1 | Amounts in currency | Added FIX.4.2 | |
| 397 | SideValue2 | Amounts in currency | Added FIX.4.2 | |
| 398 | NoBidDescriptors | Number of BidDescriptor (400) entries. | Added FIX.4.2 | |
| 399 | BidDescriptorType | Code to identify the type of BidDescriptor (400) | Added FIX.4.2 | |
| 400 | BidDescriptor | BidDescriptor 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 | |
| 401 | SideValueInd | Code to identify which "SideValue" the value refers to. SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. | Added FIX.4.2 | |
| 402 | LiquidityPctLow | Liquidity indicator or lower limit if TotalNumSecurities (393) > . Represented as a percentage. | Added FIX.4.2 | |
| 403 | LiquidityPctHigh | Upper liquidity indicator if TotalNumSecurities (393) > . Represented as a percentage. | Added FIX.4.2 | |
| 404 | LiquidityValue | Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency | Added FIX.4.2 | |
| 405 | EFPTrackingError | Eg Used in EFP trades 2% (EFP – Exchange for Physical ). Represented as a percentage. | Added FIX.4.2 | |
| 406 | FairValue | Used in EFP trades | Added FIX.4.2 | |
| 407 | OutsideIndexPct | Used in EFP trades. Represented as a percentage. | Added FIX.4.2 | |
| 408 | ValueOfFutures | Used in EFP trades | Added FIX.4.2 | |
| 409 | LiquidityIndType | Code to identify the type of liquidity indicator | Added FIX.4.2 | |
| 410 | WtAverageLiquidity | Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. | Added FIX.4.2 | |
| 411 | ExchangeForPhysical | Indicates whether or not to exchange for physical. | Added FIX.4.2 | |
| 412 | OutMainCntryUIndex | Value of stocks in Currency | Added FIX.4.2 | |
| 413 | CrossPercent | Percentage of program that crosses in Currency. Represented as a percentage. | Added FIX.4.2 | |
| 414 | ProgRptReqs | Code to identify the desired frequency of progress reports | Added FIX.4.2 | |
| 415 | ProgPeriodInterval | Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status. | Added FIX.4.2 | |
| 416 | IncTaxInd | Code to represent whether value is net (inclusive of tax) or gross | Added FIX.4.2 | |
| 417 | NumBidders | Indicates the total number of bidders on the list | Added FIX.4.2 | |
| 418 | BidTradeType | Code to represent the type of trade | Added FIX.4.2 | |
| 419 | BasisPxType | Code to represent the basis price type | Added FIX.4.2 | |
| 420 | NoBidComponents | Indicates the number of list entries. | Added FIX.4.2 | |
| 421 | Country | ISO Country Code in field | Added FIX.4.2 | |
| 422 | TotNoStrikes | Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation. | Added FIX.4.2 | |
| 423 | PriceType | Code to represent the price type | Added FIX.4.2 | |
| 424 | DayOrderQty | For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty – (CumQty (4) – DayCumQty (425)) | Added FIX.4.2 | |
| 425 | DayCumQty | Quantity on a GT order that has traded today. | Added FIX.4.2 | |
| 426 | DayAvgPx | The average price for quantity on a GT order that has traded today. | Added FIX.4.2 | |
| 427 | GTBookingInst | Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate | Added FIX.4.2 | |
| 428 | NoStrikes | Number of list strike price entries. | Added FIX.4.2 | |
| 429 | ListStatusType | Code to represent the status type | Added FIX.4.2 | |
| 430 | NetGrossInd | Code to represent whether value is net (inclusive of tax) or gross | Added FIX.4.2 | |
| 431 | ListOrderStatus | Code to represent the status of a list order | Added FIX.4.2 | |
| 432 | ExpireDate | Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices | Added FIX.4.2 | |
| 433 | ListExecInstType | Identifies the type of ListExecInst (69) | Added FIX.4.2 | |
| 434 | CxlRejResponseTo | Identifies the type of request that a Cancel Reject is in response to | Added FIX.4.2 | |
| 435 | UnderlyingCouponRate | Underlying security’s CouponRate. See CouponRate (223) field for description | Added FIX.4.2 | |
| 436 | UnderlyingContractMultiplier | Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description | Added FIX.4.2 | |
| 437 | ContraTradeQty | Quantity traded with the ContraBroker (375). | Added FIX.4.2 | |
| 438 | ContraTradeTime | Identifies the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | Added FIX.4.2 | |
| 441 | LiquidityNumSecurities | Number of Securities between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. | Added FIX.4.2 | |
| 442 | MultiLegReportingType | Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.). | Added FIX.4.2 | |
| 443 | StrikeTime | The time at which current market prices are used to determine the value of a basket. | Added FIX.4.2 | |
| 444 | ListStatusText | Free format text string related to List Status. | Added FIX.4.2 | |
| 445 | EncodedListStatusTextLen | Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. | Added FIX.4.2 | |
| 446 | EncodedListStatusText | Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. | Added FIX.4.2 | |
| 447 | PartyIDSource | Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G – Use of <Parties> Component Block" | Added FIX.4.3 | |
| 448 | PartyID | Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G – Use of <Parties> Component Block" | Added FIX.4.3 | |
| 451 | NetChgPrevDay | Net change from previous day’s closing price vs. last traded price. | Added FIX.4.3 | |
| 452 | PartyRole | Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G – Use of <Parties> Component Block" | Added FIX.4.3 | |
| 453 | NoPartyIDs | Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries | Added FIX.4.3 | |
| 454 | NoSecurityAltID | Number of SecurityAltID (455) entries. | Added FIX.4.3 | |
| 455 | SecurityAltID | Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. | Added FIX.4.3 | |
| 456 | SecurityAltIDSource | Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | Added FIX.4.3 | |
| 457 | NoUnderlyingSecurityAltID | Number of UnderlyingSecurityAltID (458) entries. | Added FIX.4.3 | |
| 458 | UnderlyingSecurityAltID | Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. | Added FIX.4.3 | |
| 459 | UnderlyingSecurityAltIDSource | Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field | Added FIX.4.3 | |
| 460 | Product | Indicates the type of product the security is associated with. See also the CFICode(146) and SecurityType(167) fields. | Added FIX.4.3 Updated EP282 | |
| 461 | CFICode | Indicates 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 | |
| 462 | UnderlyingProduct | Underlying security’s Product. Valid values: see Product(460) field | Added FIX.4.3 | |
| 463 | UnderlyingCFICode | Underlying security’s CFICode. Valid values: see CFICode(461) field | Added FIX.4.3 Updated EP282 | |
| 464 | TestMessageIndicator | Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents". | Added FIX.4.3 | |
| 466 | BookingRefID | Common reference passed to a post-trade booking process (e.g. industry matching utility). | Added FIX.4.3 | |
| 467 | IndividualAllocID | Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). | Added FIX.4.3 | |
| 468 | RoundingDirection | Specifies which direction to round For CIV – indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (52) or (for CIV only) OrderPercent (56) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 – "round down" would give 320 units, "round up" would give 330 units and "round to nearest" would give 320 units. | Added FIX.4.3 | |
| 469 | RoundingModulus | For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share. | Added FIX.4.3 | |
| 470 | CountryOfIssue | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | Added FIX.4.3 | |
| 471 | StateOrProvinceOfIssue | A two-character state or province abbreviation. | Added FIX.4.3 | |
| 472 | LocaleOfIssue | Identifies the locale. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org. | Added FIX.4.3 | |
| 473 | NoRegistDtls | The number of registration details on a Registration Instructions message | Added FIX.4.3 | |
| 474 | MailingDtls | Set of Correspondence address details, possibly including phone, fax, etc. | Added FIX.4.3 | |
| 475 | InvestorCountryOfResidence | The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. | Added FIX.4.3 | |
| 476 | PaymentRef | "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 | |
| 477 | DistribPaymentMethod | A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties | Added FIX.4.3 | |
| 478 | CashDistribCurr | Specifies currency to be used for Cash Distributions– see "Appendix 6-A; Valid Currency Codes". | Added FIX.4.3 | |
| 479 | CommCurrency | Specifies 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 | |
| 480 | CancellationRights | For CIV – A one character code identifying whether Cancellation rights/Cooling-off period applies | Added FIX.4.3 | |
| 481 | MoneyLaunderingStatus | A one character code identifying Money laundering status | Added FIX.4.3 | |
| 482 | MailingInst | Free format text to specify mailing instruction requirements, e.g. "no third party mailings". | Added FIX.4.3 | |
| 483 | TransBkdTime | For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. | Added FIX.4.3 | |
| 484 | ExecPriceType | For CIV - Identifies how the execution price LastPx (3) was calculated from the fund unit/share price(s) calculated at the fund valuation point | Added FIX.4.3 | |
| 485 | ExecPriceAdjustment | For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) | Added FIX.4.3 | |
| 486 | DateOfBirth | The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. | Added FIX.4.3 | |
| 487 | TradeReportTransType | Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) | Added FIX.4.3 Updated EP282 | |
| 488 | CardHolderName | The name of the payment cardholder as specified on the card being used for payment. | Added FIX.4.3 | |
| 489 | CardNumber | The number of the payment card as specified on the card being used for payment. | Added FIX.4.3 | |
| 490 | CardExpDate | The expiry date of the payment card as specified on the card being used for payment. | Added FIX.4.3 | |
| 491 | CardIssNum | The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. | Added FIX.4.3 | |
| 492 | PaymentMethod | A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties | Added FIX.4.3 | |
| 493 | RegistAcctType | For CIV – a fund manager-defined code identifying which of the fund manager’s account types is required. | Added FIX.4.3 | |
| 494 | Designation | Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker’s nominee or street name. | Added FIX.4.3 | |
| 495 | TaxAdvantageType | For CIV - a code identifying the type of tax-exempt account in which purchased shares/units are to be held | Added FIX.4.3 | |
| 496 | RegistRejReasonText | Text indicating reason(s) why a Registration Instruction has been rejected. | Added FIX.4.3 | |
| 497 | FundRenewWaiv | A one character code identifying whether the Fund based renewal commission is to be waived. | Added FIX.4.3 | |
| 498 | CashDistribAgentName | Name of local agent bank if for cash distributions | Added FIX.4.3 | |
| 499 | CashDistribAgentCode | BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions | Added FIX.4.3 | |
| 500 | CashDistribAgentAcctNumber | Account number at agent bank for distributions. | Added FIX.4.3 | |
| 501 | CashDistribPayRef | Free format Payment reference to assist with reconciliation of distributions. | Added FIX.4.3 | |
| 502 | CashDistribAgentAcctName | Name of account at agent bank for distributions. | Added FIX.4.3 | |
| 503 | CardStartDate | The start date of the card as specified on the card being used for payment. | Added FIX.4.3 | |
| 504 | PaymentDate | The date written on a cheque or date payment should be submitted to the relevant clearing system. | Added FIX.4.3 | |
| 505 | PaymentRemitterID | Identifies sender of a payment, e.g. the payment remitter or a customer reference number. | Added FIX.4.3 | |
| 506 | RegistStatus | Registration status as returned by the broker or (for CIV) the fund manager | Added FIX.4.3 | |
| 507 | RegistRejReasonCode | Reason(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 | |
| 508 | RegistRefID | Reference identifier for the RegistID(513) with Cancel and Replace RegistTransType(514) transaction types. | Added FIX.4.3 Updated EP282 | |
| 509 | RegistDtls | Set of Registration name and address details, possibly including phone, fax etc. | Added FIX.4.3 | |
| 510 | NoDistribInsts | The number of Distribution Instructions on a Registration Instructions message | Added FIX.4.3 | |
| 511 | RegistEmail | Email address relating to Registration name and address details | Added FIX.4.3 | |
| 512 | DistribPercentage | The amount of each distribution to go to this beneficiary, expressed as a percentage | Added FIX.4.3 | |
| 513 | RegistID | Unique identifier of the registration details as assigned by institution or intermediary. | Added FIX.4.3 | |
| 514 | RegistTransType | Identifies Registration Instructions transaction type | Added FIX.4.3 | |
| 515 | ExecValuationPoint | For 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 | |
| 516 | OrderPercent | For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor’s total holding to be sold. For a CIV switch/exchange it specifies percentage of investor’s cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages. | Added FIX.4.3 | |
| 517 | OwnershipType | The relationship between Registration parties. | Added FIX.4.3 | |
| 518 | NoContAmts | The number of Contract Amount details on an Execution Report message | Added FIX.4.3 | |
| 519 | ContAmtType | Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. | Added FIX.4.3 | |
| 520 | ContAmtValue | Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (59). | Added FIX.4.3 | |
| 521 | ContAmtCurr | Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". | Added FIX.4.3 | |
| 522 | OwnerType | Identifies the type of owner | Added FIX.4.3 | |
| 523 | PartySubID | Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. | Added FIX.4.3 | |
| 524 | NestedPartyID | PartyID value within a nested repeating group. Same values as PartyID (448) | Added FIX.4.3 | |
| 525 | NestedPartyIDSource | PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447) | Added FIX.4.3 | |
| 526 | SecondaryClOrdID | Assigned 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 | |
| 527 | SecondaryExecID | Assigned 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 | |
| 528 | OrderCapacity | Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) | Added FIX.4.3 | |
| 529 | OrderRestrictions | Restrictions 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 | |
| 530 | MassCancelRequestType | Specifies scope of Order Mass Cancel Request | Added FIX.4.3 | |
| 531 | MassCancelResponse | Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request | Added FIX.4.3 | |
| 532 | MassCancelRejectReason | Reason Order Mass Cancel Request was rejected | Added FIX.4.3 | |
| 533 | TotalAffectedOrders | Total number of orders affected by mass cancel request. | Added FIX.4.3 | |
| 534 | NoAffectedOrders | Number of affected orders in the repeating group of order ids. | Added FIX.4.3 | |
| 535 | AffectedOrderID | OrderID (37) of an order affected by a mass cancel request. | Added FIX.4.3 | |
| 536 | AffectedSecondaryOrderID | SecondaryOrderID (98) of an order affected by a mass cancel request. | Added FIX.4.3 | |
| 537 | QuoteType | Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage. | Added FIX.4.3 | |
| 538 | NestedPartyRole | PartyRole value within a nested repeating group. Same values as PartyRole (452) | Added FIX.4.3 | |
| 539 | NoNestedPartyIDs | Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries | Added FIX.4.3 | |
| 540 | TotalAccruedInterestAmt | *** 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 | |
| 541 | MaturityDate | Date of maturity. | Added FIX.4.3 | |
| 542 | UnderlyingMaturityDate | Underlying security’s maturity date. See MaturityDate(541) field for description | Added FIX.4.3 Updated EP282 | |
| 543 | InstrRegistry | The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. | Added FIX.4.3 | |
| 544 | CashMargin | Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. | Added FIX.4.3 | |
| 545 | NestedPartySubID | PartySubID value within a nested repeating group. Same values as PartySubID (523) | Added FIX.4.3 | |
| 546 | Scope | Defines the scope of a data element | Added FIX.4.3 | |
| 547 | MDImplicitDelete | Defines how a server handles distribution of a truncated book. Defaults to broker option. | Added FIX.4.3 | |
| 548 | CrossID | Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. | Added FIX.4.3 | |
| 549 | CrossType | Type of cross being submitted to a market | Added FIX.4.3 | |
| 550 | CrossPrioritization | Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). | Added FIX.4.3 | |
| 551 | OrigCrossID | CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests. | Added FIX.4.3 | |
| 552 | NoSides | Number of Side repeating group instances. | Added FIX.4.3 | |
| 553 | Username | Userid or username. | Added FIX.4.3 | |
| 554 | Password | Password or passphrase. | Added FIX.4.3 | |
| 555 | NoLegs | Number of InstrumentLeg repeating group instances. | Added FIX.4.3 | |
| 556 | LegCurrency | Currency associated with a particular Leg's quantity | Added FIX.4.3 | |
| 557 | TotNoSecurityTypes | Indicates total number of security types in the event that multiple Security Type messages are used to return results (Prior to FIX 4.4 this field was named TotalNumSecurityTypes) | Added FIX.4.3 | |
| 558 | NoSecurityTypes | Number of Security Type repeating group instances. | Added FIX.4.3 | |
| 559 | SecurityListRequestType | Identifies the type/criteria of Security List Request | Added FIX.4.3 | |
| 560 | SecurityRequestResult | The results returned to a Security Request message | Added FIX.4.3 | |
| 561 | RoundLot | The trading lot size of a security | Added FIX.4.3 | |
| 562 | MinTradeVol | The minimum trading volume for a security | Added FIX.4.3 | |
| 563 | MultiLegRptTypeReq | Indicates the method of execution reporting requested by issuer of the order | Added FIX.4.3 | |
| 564 | LegPositionEffect | PositionEffect for leg of a multileg See PositionEffect (77) field for description | Added FIX.4.3 Updated EP294 | |
| 565 | LegCoveredOrUncovered | CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description | Added FIX.4.3 | |
| 566 | LegPrice | Price for leg of a multileg See Price (44) field for description | Added FIX.4.3 | |
| 567 | TradSesStatusRejReason | Indicates the reason a Trading Session Status Request was rejected | Added FIX.4.3 | |
| 568 | TradeRequestID | Trade Capture Report Request ID | Added FIX.4.3 | |
| 569 | TradeRequestType | Type of Trade Capture Report | Added FIX.4.3 | |
| 570 | PreviouslyReported | Indicates if the trade capture report was previously reported to the counterparty | Added FIX.4.3 | |
| 571 | TradeReportID | Unique identifier of trade capture report | Added FIX.4.3 | |
| 572 | TradeReportRefID | Reference identifier used with CANCEL and REPLACE transaction types. | Added FIX.4.3 | |
| 573 | MatchStatus | The status of this trade with respect to matching or comparison | Added FIX.4.3 | |
| 574 | MatchType | The point in the matching process at which this trade was matched | Added FIX.4.3 | |
| 575 | OddLot | This trade is to be treated as an odd lot | Added FIX.4.3 | |
| 576 | NoClearingInstructions | Number of clearing instructions | Added FIX.4.3 | |
| 577 | ClearingInstruction | Eligibility of this trade for clearing and central counterparty processing | Added FIX.4.3 | |
| 578 | TradeInputSource | Type of input device or system from which the trade was entered. | Added FIX.4.3 | |
| 579 | TradeInputDevice | Specific device number, terminal number or station where trade was entered | Added FIX.4.3 | |
| 580 | NoDates | Number of Date fields provided in date range | Added FIX.4.3 | |
| 581 | AccountType | Type of account associated with an order | Added FIX.4.3 | |
| 582 | CustOrderCapacity | Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). | Added FIX.4.3 | |
| 583 | ClOrdLinkID | Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. | Added FIX.4.3 | |
| 584 | MassStatusReqID | Value assigned by issuer of Mass Status Request to uniquely identify the request | Added FIX.4.3 | |
| 585 | MassStatusReqType | Mass Status Request Type | Added FIX.4.3 | |
| 586 | OrigOrdModTime | The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. This is provided to support markets similar to Eurex and A/C/E. | Added FIX.4.3 | |
| 587 | LegSettlType | Refer to values for SettlType[63] | Added FIX.4.3 Updated EP294 | |
| 588 | LegSettlDate | Refer to description for SettlDate[64] | Added FIX.4.3 | |
| 589 | DayBookingInst | Indicates whether or not automatic booking can occur. | Added FIX.4.3 | |
| 590 | BookingUnit | Indicates what constitutes a bookable unit. | Added FIX.4.3 | |
| 591 | PreallocMethod | Indicates the method of preallocation. | Added FIX.4.3 | |
| 592 | UnderlyingCountryOfIssue | Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description | Added FIX.4.3 | |
| 593 | UnderlyingStateOrProvinceOfIssue | Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | Added FIX.4.3 | |
| 594 | UnderlyingLocaleOfIssue | Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | Added FIX.4.3 | |
| 595 | UnderlyingInstrRegistry | Underlying security’s InstrRegistry. See InstrRegistry (543) field for description | Added FIX.4.3 | |
| 596 | LegCountryOfIssue | Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description | Added FIX.4.3 | |
| 597 | LegStateOrProvinceOfIssue | Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description | Added FIX.4.3 | |
| 598 | LegLocaleOfIssue | Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description | Added FIX.4.3 | |
| 599 | LegInstrRegistry | Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description | Added FIX.4.3 | |
| 600 | LegSymbol | Multileg instrument's individual security’s Symbol. See Symbol (55) field for description | Added FIX.4.3 | |
| 601 | LegSymbolSfx | Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description | Added FIX.4.3 | |
| 602 | LegSecurityID | Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description | Added FIX.4.3 | |
| 603 | LegSecurityIDSource | Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description | Added FIX.4.3 | |
| 604 | NoLegSecurityAltID | Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description | Added FIX.4.3 | |
| 605 | LegSecurityAltID | Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description | Added FIX.4.3 | |
| 606 | LegSecurityAltIDSource | Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description | Added FIX.4.3 | |
| 607 | LegProduct | Multileg instrument's individual security’s Product. See Product (460) field for description | Added FIX.4.3 | |
| 608 | LegCFICode | Multileg instrument's individual security’s CFICode. See CFICode(461) field for description | Added FIX.4.3 Updated EP282 | |
| 609 | LegSecurityType | Multileg instrument's individual security’s SecurityType. See SecurityType(167) field for description | Added FIX.4.3 Updated EP282 | |
| 610 | LegMaturityMonthYear | Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description | Added FIX.4.3 | |
| 611 | LegMaturityDate | Multileg instrument's individual security’s MaturityDate. See MaturityDate(541) field for description | Added FIX.4.3 Updated EP282 | |
| 612 | LegStrikePrice | Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description | Added FIX.4.3 | |
| 613 | LegOptAttribute | Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description | Added FIX.4.3 | |
| 614 | LegContractMultiplier | Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description | Added FIX.4.3 | |
| 615 | LegCouponRate | Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description | Added FIX.4.3 | |
| 616 | LegSecurityExchange | Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description | Added FIX.4.3 | |
| 617 | LegIssuer | Multileg instrument's individual security’s Issuer. See Issuer (106) field for description | Added FIX.4.3 | |
| 618 | EncodedLegIssuerLen | Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description | Added FIX.4.3 | |
| 619 | EncodedLegIssuer | Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description | Added FIX.4.3 | |
| 620 | LegSecurityDesc | Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description | Added FIX.4.3 | |
| 621 | EncodedLegSecurityDescLen | Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description | Added FIX.4.3 | |
| 622 | EncodedLegSecurityDesc | Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description | Added FIX.4.3 | |
| 623 | LegRatioQty | The ratio of quantity for this individual leg relative to the entire multileg security. | Added FIX.4.3 | |
| 624 | LegSide | The side of this individual leg (multileg security). See Side (54) field for description and values | Added FIX.4.3 | |
| 625 | TradingSessionSubID | Optional 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 | |
| 626 | AllocType | Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") | Added FIX.4.3 | |
| 627 | NoHops | Number of HopCompID entries in repeating group. | Added FIX.4.3 | |
| 628 | HopCompID | Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID(115) is being used. | Added FIX.4.3 Updated EP282 | |
| 629 | HopSendingTime | Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID(115) is being used. | Added FIX.4.3 Updated EP282 | |
| 630 | HopRefID | Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID(115) is being used. | Added FIX.4.3 Updated EP282 | |
| 631 | MidPx | Mid price/rate | Added FIX.4.3 | |
| 632 | BidYield | Bid yield | Added FIX.4.3 | |
| 633 | MidYield | Mid yield | Added FIX.4.3 | |
| 634 | OfferYield | Offer yield | Added FIX.4.3 | |
| 635 | ClearingFeeIndicator | Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): | Added FIX.4.3 | |
| 636 | WorkingIndicator | Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. | Added FIX.4.3 | |
| 637 | LegLastPx | Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values | Added FIX.4.3 | |
| 638 | PriorityIndicator | Indicates if a Cancel/Replace has caused an order to lose book priority | Added FIX.4.3 | |
| 639 | PriceImprovement | Amount of price improvement. | Added FIX.4.3 | |
| 640 | Price2 | Price of the future part of an F/X swap order. See Price (44) for description. | Added FIX.4.3 | |
| 641 | LastForwardPoints2 | F/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 | |
| 642 | BidForwardPoints2 | Bid 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 | |
| 643 | OfferForwardPoints2 | Offer 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 | |
| 644 | RFQReqID | RFQ Request ID – used to identify an RFQ Request. | Added FIX.4.3 | |
| 645 | MktBidPx | Used to indicate the best bid in a market | Added FIX.4.3 | |
| 646 | MktOfferPx | Used to indicate the best offer in a market | Added FIX.4.3 | |
| 647 | MinBidSize | Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size | Added FIX.4.3 | |
| 648 | MinOfferSize | Used 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 | |
| 649 | QuoteStatusReqID | Unique identifier for Quote Status Request. | Added FIX.4.3 | |
| 650 | LegalConfirm | Indicates that this message is to serve as the final and legal confirmation. | Added FIX.4.3 | |
| 651 | UnderlyingLastPx | The 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 | |
| 652 | UnderlyingLastQty | The 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 | |
| 654 | LegRefID | Unique indicator for a specific leg. | Added FIX.4.3 | |
| 655 | ContraLegRefID | Unique indicator for a specific leg for the ContraBroker (375). | Added FIX.4.3 | |
| 656 | SettlCurrBidFxRate | Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) | Added FIX.4.3 | |
| 657 | SettlCurrOfferFxRate | Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) | Added FIX.4.3 | |
| 658 | QuoteRequestRejectReason | Reason Quote was rejected: | Added FIX.4.3 | |
| 659 | SideComplianceID | ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). | Added FIX.4.3 | |
| 660 | AcctIDSource | Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have set up yet in their system. | Added FIX.4.4 | |
| 661 | AllocAcctIDSource | Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. | Added FIX.4.4 | |
| 662 | BenchmarkPrice | Specifies the price of the benchmark. | Added FIX.4.4 | |
| 663 | BenchmarkPriceType | Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values. | Added FIX.4.4 | |
| 664 | ConfirmID | Message reference for Confirmation | Added FIX.4.4 | |
| 665 | ConfirmStatus | Identifies the status of the Confirmation. | Added FIX.4.4 | |
| 666 | ConfirmTransType | Identifies the Confirmation transaction type | Added FIX.4.4 | |
| 667 | ContractSettlMonth | Specifies when the contract (i.e. MBS/TBA) will settle. | Added FIX.4.4 | |
| 668 | DeliveryForm | Identifies the form of delivery | Added FIX.4.4 | |
| 669 | LastParPx | Last 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 | |
| 670 | NoLegAllocs | Number of Allocations for the leg | Added FIX.4.4 | |
| 671 | LegAllocAccount | Allocation Account for the leg See AllocAccount (79) for description and valid values. | Added FIX.4.4 | |
| 672 | LegIndividualAllocID | Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values. | Added FIX.4.4 | |
| 673 | LegAllocQty | Leg allocation quantity. See AllocQty (80) for description and valid values. | Added FIX.4.4 | |
| 674 | LegAllocAcctIDSource | The source of the LegAllocAccount(671) See AllocAcctIDSource(660) for description and valid values. | Added FIX.4.4 Updated EP282 | |
| 675 | LegSettlCurrency | Identifies settlement currency for the Leg. See SettlCurrency(120) for description and valid values | Added FIX.4.4 Updated EP282 | |
| 676 | LegBenchmarkCurveCurrency | LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. | Added FIX.4.4 | |
| 677 | LegBenchmarkCurveName | Name of the Leg Benchmark Curve. See BenchmarkCurveName(221) for description and valid values. | Added FIX.4.4 Updated EP294 | |
| 678 | LegBenchmarkCurvePoint | Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. | Added FIX.4.4 | |
| 679 | LegBenchmarkPrice | Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. | Added FIX.4.4 | |
| 680 | LegBenchmarkPriceType | The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values. | Added FIX.4.4 | |
| 681 | LegBidPx | Bid price of this leg. See BidPx (32) for description and valid values. | Added FIX.4.4 | |
| 682 | LegIOIQty | Leg-specific IOI quantity. See IOIQty (27) for description and valid values | Added FIX.4.4 | |
| 683 | NoLegStipulations | Number of leg stipulation entries | Added FIX.4.4 | |
| 684 | LegOfferPx | Offer price of this leg. See OfferPx (33) for description and valid values | Added FIX.4.4 | |
| 686 | LegPriceType | The price type of the LegBidPx (68) and/or LegOfferPx (684). See PriceType (423) for description and valid values | Added FIX.4.4 | |
| 687 | LegQty | Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values | Added FIX.4.4 | |
| 688 | LegStipulationType | For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values | Added FIX.4.4 | |
| 689 | LegStipulationValue | For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values | Added FIX.4.4 | |
| 690 | LegSwapType | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. | Added FIX.4.4 | |
| 691 | Pool | For Fixed Income, identifies MBS / ABS pool. | Added FIX.4.4 | |
| 692 | QuotePriceType | Code to represent price type requested in Quote | Added FIX.4.4 | |
| 693 | QuoteRespID | Message reference for Quote Response | Added FIX.4.4 | |
| 694 | QuoteRespType | Identifies the type of Quote Response | Added FIX.4.4 | |
| 695 | QuoteQualifier | Code to qualify Quote use See IOIQualifier (04) for description and valid values. | Added FIX.4.4 | |
| 696 | YieldRedemptionDate | Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). | Added FIX.4.4 | |
| 697 | YieldRedemptionPrice | Price to which the yield has been calculated. | Added FIX.4.4 | |
| 698 | YieldRedemptionPriceType | The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. | Added FIX.4.4 | |
| 699 | BenchmarkSecurityID | The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values. | Added FIX.4.4 | |
| 700 | ReversalIndicator | Indicates a trade that reverses a previous trade. | Added FIX.4.4 | |
| 701 | YieldCalcDate | Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. | Added FIX.4.4 | |
| 702 | NoPositions | Number of position entries. | Added FIX.4.4 | |
| 703 | PosType | Used to identify the type of quantity that is being returned | Added FIX.4.4 | |
| 704 | LongQty | Long Quantity | Added FIX.4.4 | |
| 705 | ShortQty | Short Quantity | Added FIX.4.4 | |
| 706 | PosQtyStatus | Status of this position | Added FIX.4.4 | |
| 707 | PosAmtType | Type of Position amount | Added FIX.4.4 | |
| 708 | PosAmt | Position amount | Added FIX.4.4 | |
| 709 | PosTransType | Identifies the type of position transaction | Added FIX.4.4 | |
| 710 | PosReqID | Unique identifier for the position maintenance request as assigned by the submitter | Added FIX.4.4 | |
| 711 | NoUnderlyings | Number of underlying legs that make up the security. | Added FIX.4.4 | |
| 712 | PosMaintAction | Maintenance Action to be performed | Added FIX.4.4 | |
| 713 | OrigPosReqRefID | Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. | Added FIX.4.4 | |
| 714 | PosMaintRptRefID | Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. | Added FIX.4.4 | |
| 715 | ClearingBusinessDate | The "Clearing Business Date" referred to by this maintenance request. | Added FIX.4.4 | |
| 716 | SettlSessID | Identifies a specific settlement session | Added FIX.4.4 | |
| 717 | SettlSessSubID | SubID value associated with SettlSessID (76) | Added FIX.4.4 | |
| 718 | AdjustmentType | Type of adjustment to be applied, used for PCS & PAJ | Added FIX.4.4 | |
| 719 | ContraryInstructionIndicator | Required 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 | |
| 720 | PriorSpreadIndicator | Indicates if requesting a rollover of prior day’s spread submissions. | Added FIX.4.4 | |
| 721 | PosMaintRptID | Unique identifier for this position report | Added FIX.4.4 | |
| 722 | PosMaintStatus | Status of Position Maintenance Request | Added FIX.4.4 | |
| 723 | PosMaintResult | Result of Position Maintenance Request. | Added FIX.4.4 | |
| 724 | PosReqType | Unique identifier for the position maintenance request as assigned by the submitter | Added FIX.4.4 | |
| 725 | ResponseTransportType | Identifies how the response to the request should be transmitted. | Added FIX.4.4 | |
| 726 | ResponseDestination | URI (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 | |
| 727 | TotalNumPosReports | Total number of Position Reports being returned. | Added FIX.4.4 | |
| 728 | PosReqResult | Result of Request for Position 4000+ Reserved and available for bi-laterally agreed upon user-defined values | Added FIX.4.4 | |
| 729 | PosReqStatus | Status of Request for Positions | Added FIX.4.4 | |
| 730 | SettlPrice | Settlement price | Added FIX.4.4 | |
| 731 | SettlPriceType | Type of settlement price | Added FIX.4.4 | |
| 732 | UnderlyingSettlPrice | Underlying security’s SettlPrice. See SettlPrice (730) field for description | Added FIX.4.4 | |
| 733 | UnderlyingSettlPriceType | Underlying security’s SettlPriceType. See SettlPriceType (73) field for description | Added FIX.4.4 | |
| 734 | PriorSettlPrice | Previous settlement price | Added FIX.4.4 | |
| 735 | NoQuoteQualifiers | Number of repeating groups of QuoteQualifiers (695). | Added FIX.4.4 | |
| 736 | AllocSettlCurrency | Currency code of settlement denomination for a specific AllocAccount (79). | Added FIX.4.4 | |
| 737 | AllocSettlCurrAmt | Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). | Added FIX.4.4 | |
| 738 | InterestAtMaturity | Amount of interest (i.e. lump-sum) at maturity. | Added FIX.4.4 | |
| 739 | LegDatedDate | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | Added FIX.4.4 | |
| 740 | LegPool | For 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 | |
| 741 | AllocInterestAtMaturity | Amount of interest (i.e. lump-sum) at maturity at the account-level. | Added FIX.4.4 | |
| 742 | AllocAccruedInterestAmt | Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. | Added FIX.4.4 | |
| 743 | DeliveryDate | Date of delivery. | Added FIX.4.4 | |
| 744 | AssignmentMethod | Method under which assignment was conducted | Added FIX.4.4 | |
| 745 | AssignmentUnit | Quantity Increment used in performing assignment. | Added FIX.4.4 | |
| 746 | OpenInterest | Open interest that was eligible for assignment. | Added FIX.4.4 | |
| 747 | ExerciseMethod | Exercise Method used to in performing assignment | Added FIX.4.4 | |
| 748 | TotNumTradeReports | Total number of trade reports returned. | Added FIX.4.4 | |
| 749 | TradeRequestResult | Result of Trade Request 4000+ Reserved and available for bi-laterally agreed upon user-defined values | Added FIX.4.4 | |
| 750 | TradeRequestStatus | Status of Trade Request. | Added FIX.4.4 | |
| 751 | TradeReportRejectReason | Reason Trade Capture Request was rejected. 4000+ Reserved and available for bi-laterally agreed upon user-defined values | Added FIX.4.4 | |
| 752 | SideMultiLegReportingType | Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security | Added FIX.4.4 | |
| 753 | NoPosAmt | Number of position amount entries. | Added FIX.4.4 | |
| 754 | AutoAcceptIndicator | Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. | Added FIX.4.4 | |
| 755 | AllocReportID | Unique identifier for Allocation Report message. | Added FIX.4.4 | |
| 756 | NoNested2PartyIDs | Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries | Added FIX.4.4 | |
| 757 | Nested2PartyID | PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448) | Added FIX.4.4 | |
| 758 | Nested2PartyIDSource | PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447) | Added FIX.4.4 | |
| 759 | Nested2PartyRole | PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452) | Added FIX.4.4 | |
| 760 | Nested2PartySubID | PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) | Added FIX.4.4 | |
| 761 | BenchmarkSecurityIDSource | Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. Same values as the SecurityIDSource (22) field | Added FIX.4.4 | |
| 762 | SecuritySubType | Sub-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 | |
| 763 | UnderlyingSecuritySubType | Underlying security’s SecuritySubType. See SecuritySubType (762) field for description | Added FIX.4.4 | |
| 764 | LegSecuritySubType | SecuritySubType of the leg instrument. See SecuritySubType (762) field for description | Added FIX.4.4 | |
| 765 | AllowableOneSidednessPct | The maximum percentage that execution of one side of a program trade can exceed execution of the other. | Added FIX.4.4 | |
| 766 | AllowableOneSidednessValue | The maximum amount that execution of one side of a program trade can exceed execution of the other. | Added FIX.4.4 | |
| 767 | AllowableOneSidednessCurr | The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. | Added FIX.4.4 | |
| 768 | NoTrdRegTimestamps | Number of TrdRegTimestamp (769) entries | Added FIX.4.4 | |
| 769 | TrdRegTimestamp | Traded / 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 | |
| 770 | TrdRegTimestampType | Traded / Regulatory timestamp type Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) | Added FIX.4.4 | |
| 771 | TrdRegTimestampOrigin | Text 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 | |
| 772 | ConfirmRefID | Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel | Added FIX.4.4 | |
| 773 | ConfirmType | Identifies the type of Confirmation message being sent | Added FIX.4.4 | |
| 774 | ConfirmRejReason | Identifies the reason for rejecting a Confirmation | Added FIX.4.4 | |
| 775 | BookingType | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). | Added FIX.4.4 | |
| 776 | IndividualAllocRejCode | Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88) | Added FIX.4.4 | |
| 777 | SettlInstMsgID | Unique identifier for Settlement Instruction message. | Added FIX.4.4 | |
| 778 | NoSettlInst | Number of settlement instructions within repeating group. | Added FIX.4.4 | |
| 779 | LastUpdateTime | Timestamp of last update to data item (or creation if no updates made since creation). | Added FIX.4.4 | |
| 780 | AllocSettlInstType | Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived | Added FIX.4.4 | |
| 781 | NoSettlPartyIDs | Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries | Added FIX.4.4 | |
| 782 | SettlPartyID | PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448) | Added FIX.4.4 | |
| 783 | SettlPartyIDSource | PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447) | Added FIX.4.4 | |
| 784 | SettlPartyRole | PartyRole value within a settlement parties component. Same values as PartyRole (452) | Added FIX.4.4 | |
| 785 | SettlPartySubID | PartySubID value within a settlement parties component. Same values as PartySubID (523) | Added FIX.4.4 | |
| 786 | SettlPartySubIDType | Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) | Added FIX.4.4 | |
| 787 | DlvyInstType | Used to indicate whether a delivery instruction is used for securities or cash settlement | Added FIX.4.4 | |
| 788 | TerminationType | Type of financing termination | Added FIX.4.4 | |
| 789 | NextExpectedMsgSeqNum | Next expected MsgSeqNum value to be received. | Added FIX.4.4 | |
| 790 | OrdStatusReqID | Can be used to uniquely identify a specific Order Status Request message. | Added FIX.4.4 | |
| 791 | SettlInstReqID | Unique ID of settlement instruction request message | Added FIX.4.4 | |
| 792 | SettlInstReqRejCode | Identifies reason for rejection (of a settlement instruction request message) | Added FIX.4.4 | |
| 793 | SecondaryAllocID | Secondary 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 | |
| 794 | AllocReportType | Describes the specific type or purpose of an Allocation Report message | Added FIX.4.4 | |
| 795 | AllocReportRefID | Reference identifier to be used with AllocTransType (7) = Replace or Cancel | Added FIX.4.4 | |
| 796 | AllocCancReplaceReason | Reason for cancelling or replacing an Allocation Instruction or Allocation Report message | Added FIX.4.4 | |
| 797 | CopyMsgIndicator | Indicates whether or not this message is a drop copy of another message. | Added FIX.4.4 | |
| 798 | AllocAccountType | Type of account associated with a confirmation or other trade-level message | Added FIX.4.4 | |
| 799 | OrderAvgPx | Average price for a specific order | Added FIX.4.4 | |
| 800 | OrderBookingQty | Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message | Added FIX.4.4 | |
| 801 | NoSettlPartySubIDs | Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries | Added FIX.4.4 | |
| 802 | NoPartySubIDs | Number of PartySubID (523)and PartySubIDType (803) entries | Added FIX.4.4 | |
| 803 | PartySubIDType | Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values | Added FIX.4.4 | |
| 804 | NoNestedPartySubIDs | Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries | Added FIX.4.4 | |
| 805 | NestedPartySubIDType | Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) | Added FIX.4.4 | |
| 806 | NoNested2PartySubIDs | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. | Added FIX.4.4 | |
| 807 | Nested2PartySubIDType | Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) | Added FIX.4.4 | |
| 808 | AllocIntermedReqType | Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" | Added FIX.4.4 | |
| 810 | UnderlyingPx | Underlying price associate with a derivative instrument. | Added FIX.4.4 | |
| 811 | PriceDelta | Delta calculated from theoretical price | Added FIX.4.4 | |
| 812 | ApplQueueMax | Used 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 | |
| 813 | ApplQueueDepth | Current number of application messages that were queued at the time that the message was created by the counterparty. | Added FIX.4.4 | |
| 814 | ApplQueueResolution | Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. | Added FIX.4.4 | |
| 815 | ApplQueueAction | Action to take to resolve an application message queue (backlog). | Added FIX.4.4 | |
| 816 | NoAltMDSource | Number of alternative market data sources | Added FIX.4.4 | |
| 817 | AltMDSourceID | Session 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 | |
| 818 | SecondaryTradeReportID | Secondary trade report identifier - can be used to associate an additional identifier with a trade. | Added FIX.4.4 | |
| 819 | AvgPxIndicator | Average Pricing Indicator | Added FIX.4.4 | |
| 820 | TradeLinkID | Used to link a group of trades together. Useful for linking a group of trades together for average price calculations. | Added FIX.4.4 | |
| 821 | OrderInputDevice | Specific device number, terminal number or station where order was entered | Added FIX.4.4 | |
| 822 | UnderlyingTradingSessionID | Trading Session in which the underlying instrument trades | Added FIX.4.4 | |
| 823 | UnderlyingTradingSessionSubID | Trading Session sub identifier in which the underlying instrument trades | Added FIX.4.4 | |
| 824 | TradeLegRefID | Reference to the leg of a multileg instrument to which this trade refers | Added FIX.4.4 | |
| 825 | ExchangeRule | Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. | Added FIX.4.4 | |
| 826 | TradeAllocIndicator | Identifies how the trade is to be allocated | Added FIX.4.4 | |
| 827 | ExpirationCycle | Part of trading cycle when an instrument expires. Field is applicable for derivatives. | Added FIX.4.4 | |
| 828 | TrdType | Type of Trade | Added FIX.4.4 | |
| 829 | TrdSubType | Further qualification to the trade type | Added FIX.4.4 | |
| 830 | TransferReason | Reason trade is being transferred | Added FIX.4.4 | |
| 832 | TotNumAssignmentReports | Total Number of Assignment Reports being returned to a firm | Added FIX.4.4 | |
| 833 | AsgnRptID | Unique identifier for the Assignment Report | Added FIX.4.4 | |
| 834 | ThresholdAmount | Amount that a position has to be in the money before it is exercised. | Added FIX.4.4 | |
| 835 | PegMoveType | Describes whether peg is static or floats | Added FIX.4.4 | |
| 836 | PegOffsetType | Type of Peg Offset value | Added FIX.4.4 | |
| 837 | PegLimitType | Type of Peg Limit | Added FIX.4.4 | |
| 838 | PegRoundDirection | If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive | Added FIX.4.4 | |
| 839 | PeggedPrice | The price the order is currently pegged at | Added FIX.4.4 | |
| 840 | PegScope | The scope of the peg | Added FIX.4.4 | |
| 841 | DiscretionMoveType | Describes whether discretionary price is static or floats | Added FIX.4.4 | |
| 842 | DiscretionOffsetType | Type of Discretion Offset value | Added FIX.4.4 | |
| 843 | DiscretionLimitType | Type of Discretion Limit | Added FIX.4.4 | |
| 844 | DiscretionRoundDirection | If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive | Added FIX.4.4 | |
| 845 | DiscretionPrice | The current discretionary price of the order | Added FIX.4.4 | |
| 846 | DiscretionScope | The scope of the discretion | Added FIX.4.4 | |
| 847 | TargetStrategy | The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values | Added FIX.4.4 | |
| 848 | TargetStrategyParameters | Field to allow further specification of the TargetStrategy – usage to be agreed between counterparties | Added FIX.4.4 | |
| 849 | ParticipationRate | For 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 | |
| 850 | TargetStrategyPerformance | For communication of the performance of the order versus the target strategy | Added FIX.4.4 | |
| 851 | LastLiquidityInd | Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. | Added FIX.4.4 | |
| 852 | PublishTrdIndicator | Indicates if a trade should be reported via a market reporting service. | Added FIX.4.4 | |
| 853 | ShortSaleReason | Reason for short sale | Added FIX.4.4 | |
| 854 | QtyType | Type of quantity specified in a quantity field | Added FIX.4.4 | |
| 855 | SecondaryTrdType | Additional TrdType (see tag 828) assigned to a trade by trade match system. | Added FIX.4.4 | |
| 856 | TradeReportType | Type of Trade Report | Added FIX.4.4 | |
| 857 | AllocNoOrdersType | Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the NoOrders group or not. | Added FIX.4.4 | |
| 858 | SharedCommission | Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. | Added FIX.4.4 | |
| 859 | ConfirmReqID | Unique identifier for a Confirmation Request message | Added FIX.4.4 | |
| 860 | AvgParPx | Used to express average price as percent of par (used where AvgPx field is expressed in some other way) | Added FIX.4.4 | |
| 861 | ReportedPx | Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) | Added FIX.4.4 | |
| 862 | NoCapacities | Number of repeating OrderCapacity entries. | Added FIX.4.4 | |
| 863 | OrderCapacityQty | Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) | Added FIX.4.4 | |
| 864 | NoEvents | Number of repeating EventType entries. | Added FIX.4.4 | |
| 865 | EventType | Code to represent the type of event | Added FIX.4.4 | |
| 866 | EventDate | Date of event | Added FIX.4.4 | |
| 867 | EventPx | Predetermined price of issue at event, if applicable | Added FIX.4.4 | |
| 868 | EventText | Comments related to the event. | Added FIX.4.4 | |
| 869 | PctAtRisk | Percent at risk due to lowest possible call. | Added FIX.4.4 | |
| 870 | NoInstrAttrib | Number of repeating InstrAttribType entries. | Added FIX.4.4 | |
| 871 | InstrAttribType | Code to represent the type of instrument attribute | Added FIX.4.4 | |
| 872 | InstrAttribValue | Attribute value appropriate to the InstrAttribType (87) field. | Added FIX.4.4 | |
| 873 | DatedDate | The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date | Added FIX.4.4 | |
| 874 | InterestAccrualDate | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | Added FIX.4.4 | |
| 875 | CPProgram | The program under which a commercial paper is issued | Added FIX.4.4 | |
| 876 | CPRegType | The registration type of a commercial paper issuance | Added FIX.4.4 | |
| 877 | UnderlyingCPProgram | The program under which the underlying commercial paper is issued | Added FIX.4.4 | |
| 878 | UnderlyingCPRegType | The registration type of the underlying commercial paper issuance | Added FIX.4.4 | |
| 879 | UnderlyingQty | Unit amount of the underlying security (par, shares, currency, etc.) | Added FIX.4.4 | |
| 880 | TrdMatchID | Identifier assigned to a trade by a matching system. | Added FIX.4.4 | |
| 881 | SecondaryTradeReportRefID | Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). | Added FIX.4.4 | |
| 882 | UnderlyingDirtyPrice | Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | Added FIX.4.4 | |
| 883 | UnderlyingEndPrice | Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | Added FIX.4.4 | |
| 884 | UnderlyingStartValue | Currency value attributed to this collateral at the start of the agreement | Added FIX.4.4 | |
| 885 | UnderlyingCurrentValue | Currency value currently attributed to this collateral | Added FIX.4.4 | |
| 886 | UnderlyingEndValue | Currency value attributed to this collateral at the end of the agreement | Added FIX.4.4 | |
| 887 | NoUnderlyingStips | Number of underlying stipulation entries | Added FIX.4.4 | |
| 888 | UnderlyingStipType | Type of stipulation. Same values as StipulationType (233) | Added FIX.4.4 | |
| 889 | UnderlyingStipValue | Value of stipulation. Same values as StipulationValue (234) | Added FIX.4.4 | |
| 890 | MaturityNetMoney | Net Money at maturity if Zero Coupon and maturity value is different from par value | Added FIX.4.4 | |
| 891 | MiscFeeBasis | Defines the unit for a miscellaneous fee. | Added FIX.4.4 | |
| 892 | TotNoAllocs | Total 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 | |
| 893 | LastFragment | Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List | Added FIX.4.4 | |
| 894 | CollReqID | Collateral Request Identifier | Added FIX.4.4 | |
| 895 | CollAsgnReason | Reason for Collateral Assignment | Added FIX.4.4 | |
| 896 | CollInquiryQualifier | Collateral inquiry qualifiers: | Added FIX.4.4 | |
| 897 | NoTrades | Number of trades in repeating group. | Added FIX.4.4 | |
| 898 | MarginRatio | The 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 | |
| 899 | MarginExcess | Excess margin amount (deficit if value is negative) | Added FIX.4.4 | |
| 900 | TotalNetValue | TotalNetValue 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 | |
| 901 | CashOutstanding | Starting consideration less repayments | Added FIX.4.4 | |
| 902 | CollAsgnID | Collateral Assignment Identifier | Added FIX.4.4 | |
| 903 | CollAsgnTransType | Collateral Assignment Transaction Type | Added FIX.4.4 | |
| 904 | CollRespID | Collateral Response Identifier | Added FIX.4.4 | |
| 905 | CollAsgnRespType | Collateral Assignment Response Type | Added FIX.4.4 | |
| 906 | CollAsgnRejectReason | Collateral Assignment Reject Reason | Added FIX.4.4 | |
| 907 | CollAsgnRefID | Collateral Assignment Identifier to which a transaction refers | Added FIX.4.4 | |
| 908 | CollRptID | Collateral Report Identifier | Added FIX.4.4 | |
| 909 | CollInquiryID | Collateral Inquiry Identifier | Added FIX.4.4 | |
| 910 | CollStatus | Collateral Status | Added FIX.4.4 | |
| 911 | TotNumReports | Total number of reports returned in response to a request | Added FIX.4.4 | |
| 912 | LastRptRequested | Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request. | Added FIX.4.4 | |
| 913 | AgreementDesc | The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. | Added FIX.4.4 | |
| 914 | AgreementID | A common reference to the applicable standing agreement between the counterparties to a financing transaction. | Added FIX.4.4 | |
| 915 | AgreementDate | A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. | Added FIX.4.4 | |
| 916 | StartDate | Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral | Added FIX.4.4 | |
| 917 | EndDate | End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral | Added FIX.4.4 | |
| 918 | AgreementCurrency | Contractual 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 | |
| 919 | DeliveryType | Identifies type of settlement | Added FIX.4.4 | |
| 920 | EndAccruedInterestAmt | Accrued Interest Amount applicable to a financing transaction on the End Date. | Added FIX.4.4 | |
| 921 | StartCash | Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. | Added FIX.4.4 | |
| 922 | EndCash | Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. | Added FIX.4.4 | |
| 923 | UserRequestID | Unique identifier for a User Request. | Added FIX.4.4 | |
| 924 | UserRequestType | Indicates the action required by a User Request Message | Added FIX.4.4 | |
| 925 | NewPassword | New Password or passphrase | Added FIX.4.4 | |
| 926 | UserStatus | Indicates the status of a user | Added FIX.4.4 | |
| 927 | UserStatusText | A text description associated with a user status. | Added FIX.4.4 | |
| 928 | StatusValue | Indicates the status of a network connection | Added FIX.4.4 | |
| 929 | StatusText | A text description associated with a network status. | Added FIX.4.4 | |
| 930 | RefCompID | Assigned value used to identify a firm. | Added FIX.4.4 | |
| 931 | RefSubID | Assigned value used to identify specific elements within a firm. | Added FIX.4.4 | |
| 932 | NetworkResponseID | Unique identifier for a network response. | Added FIX.4.4 | |
| 933 | NetworkRequestID | Unique identifier for a network request. | Added FIX.4.4 | |
| 934 | LastNetworkResponseID | Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. | Added FIX.4.4 | |
| 935 | NetworkRequestType | Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id’s then UserRequestType =0 (8+2), Snapshot for certain ID’s = 9 (8+) | Added FIX.4.4 | |
| 936 | NoCompIDs | Number of CompID entries in a repeating group. | Added FIX.4.4 | |
| 937 | NetworkStatusResponseType | Indicates the type of Network Response Message | Added FIX.4.4 | |
| 938 | NoCollInquiryQualifier | Number of CollInquiryQualifier entries in a repeating group. | Added FIX.4.4 | |
| 939 | TrdRptStatus | Trade Report Status | Added FIX.4.4 | |
| 940 | AffirmStatus | Identifies the status of the ConfirmationAck | Added FIX.4.4 | |
| 941 | UnderlyingStrikeCurrency | Currency in which the strike price of an underlying instrument is denominated | Added FIX.4.4 | |
| 942 | LegStrikeCurrency | Currency in which the strike price of an instrument leg of a multileg instrument is denominated | Added FIX.4.4 | |
| 943 | TimeBracket | A code that represents a time interval in which a fill or trade occurred. Required for US futures markets. | Added FIX.4.4 | |
| 944 | CollAction | Action proposed for an Underlying Instrument instance | Added FIX.4.4 | |
| 945 | CollInquiryStatus | Status of Collateral Inquiry | Added FIX.4.4 | |
| 946 | CollInquiryResult | Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values | Added FIX.4.4 | |
| 947 | StrikeCurrency | Currency in which the StrikePrice is denominated. | Added FIX.4.4 | |
| 948 | NoNested3PartyIDs | Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries | Added FIX.4.4 | |
| 949 | Nested3PartyID | PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448) | Added FIX.4.4 | |
| 950 | Nested3PartyIDSource | PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447) | Added FIX.4.4 | |
| 951 | Nested3PartyRole | PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452) | Added FIX.4.4 | |
| 952 | NoNested3PartySubIDs | Number of Nested3PartySubIDs (953) entries | Added FIX.4.4 | |
| 953 | Nested3PartySubID | PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) | Added FIX.4.4 | |
| 954 | Nested3PartySubIDType | PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) | Added FIX.4.4 | |
| 955 | LegContractSettlMonth | Specifies when the contract (i.e. MBS/TBA) will settle. | Added FIX.4.4 | |
| 956 | LegInterestAccrualDate | The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date | Added FIX.4.4 |
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