Datatypes
Name | Base Type | Description | Pedigree |
|---|---|---|---|
| Price | float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. | Added FIX.4.2 | |
| String | none | Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). | Added FIX.4.2 |
| Length | int field representing the length in bytes. Value must be positive. | Added FIX.4.3 | |
| Qty | float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). | Added FIX.4.2 | |
| Currency | string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). | Added FIX.4.2 | |
| Exchange | string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). | Added FIX.4.2 | |
| SeqNum | int field representing a message sequence number. Value must be positive. | Added FIX.4.3 | |
| UTCTimestamp | string field representing time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss* format, colons, dash, and period required. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss* fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds; Other number of digits may be used with bilateral agreement. Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "19981231-23:59:59", "19981231-23:59:60", "19990101-00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) | Added FIX.4.2 Updated EP256 | |
| LocalMktDate | string field representing a Date of Local Market (as opposed to UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31 | Added FIX.4.2 Updated EP206 | |
| Amt | float field typically representing a Price times a Qty | Added FIX.4.2 | |
| NumInGroup | int field representing the number of entries in a repeating group. Value must be positive. | Added FIX.4.3 | |
| int | none | Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). | Added FIX.2.7 Updated EP271 |
| char | none | Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). | Added FIX.2.7 Updated EP206 |
| MultipleCharValue | string field containing one or more space delimited single character values (e.g. |18=2 A F| ). | Added FIX.4.4 |
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