Indexes

Code Sets

Name
ID
Datatype
Description
Pedigree
CurrencyCodeSourceCodeSet2897Identifies class or source of the Currency(15) value.Added EP273
CxlRejReasonCodeSet102Code to identify reason for cancel rejection.Added FIX.2.7
CxlRejResponseToCodeSet434Identifies the type of request that a Cancel Reject is in response to.Added FIX.4.2
ExecInstCodeSet18Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)Added FIX.2.7
ExDestinationIDSourceCodeSet1133The ID source of ExDestinationAdded EP26
ExecTypeCodeSet150Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled).Added FIX.4.1
Updated EP131
ExecRestatementReasonCodeSet378The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel.Added FIX.4.2
Updated EP195
HandlInstCodeSet21Instructions for order handling on Broker trading floorAdded FIX.2.7
LastCapacityCodeSet29Broker capacity in order executionAdded FIX.2.7
MsgTypeCodeSet35Defines 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.
*** Note the use of lower case letters ***
Added FIX.2.7
OrdRejReasonCodeSet103Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.Added FIX.2.7
OrdStatusCodeSet39Identifies 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
OrdTypeCodeSet40Order 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
PartyIDSourceCodeSet447Identifies 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
PartyRoleCodeSet452Identifies the type or role of the PartyID (448) specified.Added FIX.4.3
Updated EP256
PartySubIDTypeCodeSet803Type of PartySubID(523) value.Added FIX.4.4
Updated EP204
PriceTypeCodeSet423Code to represent the price type.Added FIX.4.2
Updated EP271
SecurityIDSourceCodeSet22Identifies class or source of the SecurityID(48) value.Added FIX.2.7
Updated EP161
SecurityTypeCodeSet167Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties.Added FIX.4.1
SideCodeSet54Side of order (see Volume : "Glossary" for value definitions)Added FIX.2.7
TimeInForceCodeSet59Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.Added FIX.2.7
Updated EP253
TrdRegTimestampTypeCodeSet770Trading / Regulatory timestamp type.
Note of applicability: Values are required in various regulatory environments: required for US futures markets to support computerized trade reconstruction, required by MiFID II / MiFIR for transaction reporting and publication, and required by FINRA for reporting to the Consolidated Audit Trail (CAT).
Added FIX.4.4
Updated EP253

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