Orchimate 1.1

Orchestra Hub

Discriminates between a standard Order Status Request (=0), and a non-standard Trade History query (=1)

Quote ID returned from exchange

Bid Volume Multiplier for an Improvement QuoteInteger

Offer Volume Multiplier for an Improvement QuoteInteger

Offer Volume Limit for an Improvement QuoteInteger

Discriminates between a Price Quote Status Request (=0), and an Improvement Quote Status Request (=1).Char

Indicates whether an order is locked (temporarily) on the orderbook.Boolean

Clearing house security ID

Indicates whether the security is suspended from tradingBoolean

Maximum order valuePrice

Minimum order valuePrice

Tick band low pricePrice

Tick band high pricePrice

The identity of a market place partition.String

The identity of a group of instruments which share trading session characteristics, e.g. when their state changes from Waiting to TradingString

The settlement date for a trade.UTCDateOnly

Specifies if a block order average price trade is to be reported to OCS (Overnight Comparison System)

Number of tick bands in the following repeating group.Integer

Tick sizePrice

This tag is to support internal sequence checking between front-end FIX session modules and back-office FIX application engines

Used to allow front-end session modules communicate to back-end application modules whether we are observing daylight saving time.

Symbol name used to identify instrument on a local exchange.

Specifies the desk for a block order average price trade

Specifies the desk number for a block order average price trade

This identifies a block order ID for grouping orders (i.e. orders for a queue and release system)

This field should contain the number of days from today, for which the order should be valid. The value must be less than six as GTD orders can only be valid for five days according to CSE (Colombo Stock Exchange)trading rules. Further this field is required only if TimeInForce is GTD.

Three character Custodian Code

Must be equal to the currently remaining quantity and not the original order quantity

Must be equal to the original Price

The CMS message text equivalent with or without unprintable characters replaced by spaces

Allows the 2 sides to communicate what format the Client Order ID and Orig Client Order ID will be used to construct the tag(s). NOTE: Valid values must be agreed upon by both sender and target comps.

Indicates the current trading status of stocks listed on the Jiway Exchange.

The trading status of stocks listed on ‘other’ exchanges.

Executed quantity must be a multiple of this quantity.

This field is a string, consisting of a branch number and an account id.

The password of a dealer or account.

Allocation level. Used to match allocation account in the broker’s settlement system to the client’s account, where the client and broker account naming systems differ.

Substatus of an order

This is a trade reference that is common to all Executions / Transaction Reporting Only and Settlement Only Transactions for a particular Order

Indicates if Stamp Liability / No Stampo Liability

Indicates whether or not a trade needs to be instructed for Settlement

Complete maturity date for Fixed Income trades. YYYYMMDD

Indicates that a trade needs to be transaction reported to the relevant regulatory body like the FSA, SFA, SEC etc etc.

Client Charity ID indicates the Client is exempt from paying stamp duty because of their Charity status – this needs to be reported to the Inland Revenue.

The indicator denotes if / where the average price has been generated. This is an SFA Transaction Reporting Rule.

This is the Stampable Consideration on a trade. It must always be displayed in GBP and will consist of Price multiplied by Quantity for Agency Trades. For Principal Trades, the Stampable Consideration will be equal to Price multiplied by Quantity plus Commissions & fees (but not including the Stamp Amount)

For Fixed Income; Coupon rate of the bond. Will be zero for step-up bonds.

The current price source bid price

The current price source offer price

Indicates where the price has originated; H for House, M for Market

The funding consideration on extended settlement

The funding charge applied to the bid price on extended settlement

The bid funding consideration on extended settlement

Provides front-end flexibility to control message level drop copy processing.

The funding charge applied to the offer price on extended settlement

The offer funding consideration on extended settlement

Number of decimal places in premium price. Integer.

Describes the Spread Type. STD=Straddle, STG=Strangle, BUL= Call Vertical, BLT=Call Calendar, BER=Put Vertical, BRT=Put Calendar

Allows the broker to specify the commission option to be used for a fund deal request.

Any commission that the broker wishes to sacrifice. This figure is expressed as a amount to be deducted from the default commission.

Allows client to specify that any income gained from a holding should be re-invested into that holding.

A facility to allow clients to group their fund holdings in a logical and meaningful way.

Future functionality; option to invoke pre-agreed discount per client.

Specifies that the client wishes to sell all holdings relating to the combination of fund, broker, nominee account and customer designation.

Specifies whether a trade is an As/Of Trade. Data type is Boolean.

Specifies the date and time an As/Of Trade took place. Data type is UTCTimestamp.

The time interval for releasing drip qty. DataType is Integer. Specifies drip interval in seconds

Quantity released per drip interval. Data type is integer.

The date on which a fund deal transaction will be valued.

The time at which a fund deal transaction will be valued.

If a fund deal response has been provided by an external RSP then their reference will be provided within this field

The bid delta price – for FX SPOT

The ask delta price – for FX SPOT

The total of all commission and other charges applied against an executed fund deal transaction.

Identifies the cross qualifier. Data type in integer.Valid values:1=CNP, 2=None

Indicates the number of shares bought.

Indicates the number of shares sold.

The change in position for a given instrument. Expressed as the number of shares, number of option series contracts etc.

The number of parameters in the repeating group

Parameter identifier/description.

The value of the parameter.

Specifies the type of security that this is.

The name of the fund manager for this fund instrument.

accumulated or income – indicates whether income from the fund should be re-invested

Date from which fund may be bought.

Date to which fund may be bought.

Free-format text – indicates when a given fund is valued.

Group 1 Cofunds traded quantity

Group 2 Cofunds traded quantity

Wait for the Primary Exchange to open before trading this order.

Informs the client how many quote contributers there were is determining the quote

A field identifying the quote provider

The denomination of the issue

Format: NumInGroup Number of repeating UnderlyingCreditRating ( 256 ) and UnderlyingCreditRatingAgency ( 5115 ) entries. use NoUnderlyingCreditRating == 0 when UnderlyingCreditRatingAgency and UnderlyingCreditRating is not provided.

Format: int Research Agency provided Leg Credit Rating evaluation. Used in conjunction with LegCreditRating field ( tag 257 ) Beacon values: 0 – S&P 1 – Moody’s 2 – Fitch

Format: NumInGroup Number of repeating LegCreditRating ( 257 ) and LegCreditRatingAgency ( 5117 ) entries. use NoLegCreditRating == 0 when LegCreditRatingAgency and LegCreditRating is not provided.

Unique Identifier Assigned to the trade notification open for allocation.

Internal data specific to CMS.

Trading Post ID for the security.

Turn Around Number assigned for the order.

Indicates whether the entering trader is responsible to allocate the execution and report allocations to the exchange in order to complete the transaction.Valid Values : Y – YES, N- NO

Indicates whether the contra party is an omnibus name or not.

Specifies the maximum number of shares to buy for which the sender can quote at their best price.

Specifies the maximum number of shares to sell for which the sender can quote at their best price.

Specifies the maximum number of shares to buy for which the sender will quote

Specifies the maximum number of shares to sell for which the sender will quote

Single conversion quantity of a CAP-DI order

Aggregate conversion quantity of a CAP-DI order.

Rule80A with user-defined values and meanings.

Extra Trade Identification Number on XETRA.

Used for XETRA market. ‘P’ if the order has been partially filled, ‘F’ if completely filled.

Describes the level of netting assigned to an order.

Describes the instruction assigned from a dealer to a broker

Indicates the number of market executions.

This field is optional and contains the number assigned by the trader. This information is just conveyed in the Trade Leg Creation message.

Free format text field sent to the market.

Indicates the original GL User ID who has submited the order command.

Tick denominator used to calculate the price for Liffe market.

Booth ID to which the request should be routed.

Describes the instruction assigned from a sales to a broker

Indicates when a broker buys/sells shares because a client did not deliver scrip or pay on time for the original trade.

Specifies institution ID as assigned to the exchange.

Indicates the date for an unreleased order (order sent to exchange but inserted into the book at the indicated date).

Indicates the date/time for an unreleased order (order sent to exchange but inserted into the book at the indicated date and time).

Indicates instructions for an unreleased order.

Indicates the code of the clearer.

Indicates the National Depositery of Securities clearer account.

Indicates the National Depositery of Securities client account.

Indicates specific trigger conditions applied to the order.

When an underwriter who tries to prevent a recent offering from dropping below the offering price by placing buy orders slightly above that price. Valid values: S=Stablisation, T=Takeover

Time of execution at the exchange level when TransactTime is already used by the broker order management system.

Describes the settlement instruction assigned from a sales to a broker.

Number of triggers applied on an order.

Price applied for the trigger type

Minimum quantity to be displayed

Date of order activation.

Count down to activate the order.

Trading session value used to trigger the order.

Contains the symbol used to trigger the order

Security source used to trigger the order.

Security ID used to trigger the order

Used to recycle a rejected order

Identifies the system source. This tag will be a string i.e. “Tradebook”

Bank or the dealer that a trade was done with (This will be an optional field).

Time at which the trade was negotiated between the parties.

CAPIS Algorithmic Trading Strategy (1=VWAP, 2=TWAP, etc…)

CAPIS Algorithmic Trading Execution Style (N = Normal, P = Patient, A = Aggressive)

Used with CAT Strategies. Valid Values: 0-99.

Used with CAT Strategies. Valid Values: 0-50.

Ping All ECN before sending the order to NYSE/ADOT.

When order is direct to NYSE/ADOT, perform an Cancel/Replace before 5 minutes is reached.

For none directed orders, try accessing the CheapECN first.

Leg Last Forward Points – Same as Tag 195 “LastForwardPoints” but for the Far leg of a FX Swap Deal.

DirectPlus eligible order. Route to DirectPlus if enabled and Requirements for DirectPlus are satisfied.

It is the Notice of Execution Refernce Number

Used as reference for cancellation and correction of messages sent to FMC

Global UID

Account name for Trade Block

FMC Settlement block number

Amount of an IOI offering (IOIQty) that is currently available to the sales force.

Maximum order size eligible for automated execution

The time of a trade-through event

Size of the trade causing a trade through

Price of the trade causing a trade through

Indicates an adjusted price on a satisfaction order due to a block trade

Receipt time of the Execution Report being rejected by DK Trade

Specified in DK Trade if reason is Stale Execution

Reason for order rejection specific to Options Linkage Authority

FINS number of 1st broker not allowed to execute order (up to 6 characters)

FINS number of 2nd broker not allowed to execute order (up to 6 characters)

FINS number of broker executing the order (up to 6 characters)

Indicates the origina of the order. Possible values. 1 – Firm Order 2 – BARS Order 3 – Specialist Quote 4 – Market Maker Quote 5 – Away Market Inbound 6 – Away Market Outbound

Optional indication of sought target-level.

Optional flag indicating client’s desire to allow a partial-fill (not the same as MinQty).

Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades.

State Securities Identification Number.

Integer representing the number of minutes through which the specified MKTXInquiryTimerType will down-count to expiry.

Optional flag indicating client’s desire to reveal to each dealer to which this inquiry is addressed the number of dealers to which the inquiry is addressed.

Indicates that a new order message should only be validated versus business edits and not accepted as a new order by the receiving party. (Y = Validate)

Time of day indicating the time at which the client desires to see dealer responses

Time of day indicating the time at which the client will see dealer responses

Instructs order receiving firm when to apply standard IOI offering edits to determine whether the order should be accepted or rejected. (Y = Apply all edits, N = Do not apply edits, B = Apply only Broker/Dealer edits)

Indicates that the order message type received should be treated as a circle request instead of a live order. (Y = circle request)

Text field for Cross Type option used with Agent order types.

Settlement date for near leg.

Same as FutSettDate (tag 5226) but for the far leg of a FX Swap.

Near leg forward points

Near leg forward points.

Far leg forward points.

Far leg forward points.

Specifies the denomination of the quantity fields.

A notional dealt amount for an Outright (single legged), or the near dealt amount of a Swap.

Applicable when subscribing for Swap prices. Represents the far dealt amount of the Swap.

Spot rate represented in repeating group.

Identifies a leg-specific benchmark security in multi-legged fixed-income trading

Designates the source of the identifier of a leg-specific benchmark security in multi-legged fixed-income trading

Optionally specifies the desired target level sought by the client in multi-leg fixed-income trading.

Counter of order changes

Use to store Stot Options

Expresses the quantity condition on which the security is to be traded. Format=char. Valid values: 4=Fill Minimum Quantity(FMQ);A=Odd Lot(ODL).

OrderID of the previous order (NOT the initial order of the day) as assigned by the market. Format=String.

Stop condition. Format=char. 0=Last Trade price.1=Best Bid Price;2=Best Ask Price;

Number of Valid Prompt Dates (Futures) or expiry dates (options)

Filter market data according to specified criteria

Users may request filtering of Market Data as per predefined parameters

Exclude submitted order from crossing with certain orders

Indicates if ER represents a contingent order.

A defined set of codes used to represent specific Prompt Dates (Futures) or Expiry Dates (options)

Aggregated quantity of Bid market orders.

Aggregated quantity of Ask market orders.

The number of Market Makers that are quoting in the series on the side with the largest number of quotes.

16-bit Integer identifying the Underlying

16-bit Integer identifying the Series. Used together with the UnderlyingNumber (5295) to uniquely identify a Series.

Time when the message is sent. 64-bit integer expressing the number of milliseconds since midnight January 1, 1970.

Indicates the presence of a four way agreement between clients

Indicates whether the market data recipient is required to process the message and refresh the order book. The data type is Boolean.

This Alphanumeric field will contain the Order ID of the contra order that matched against with the order in focus.

Indicates the pssive market making status of market participant on an Issue/security.

Time at which market maker quote will be opened for neotiation.

Indicates the action to be taken on a replinshed Quote.

Used to indicate whether the Quote has resulted in a lock or cross or none(Neither lock/cross) condition.

Size of Bid side of the Quote for the Market Maker (Type – Qty)

Size of Offer side of the Quote for Market Maker (Type – Qty)

Setting for first level of volume for NBBO Step-up configuration

Automatic Opening Rotation Threshold (Type – int)

Series ID.Data Type: long

Denominator used to get actual option price.

ID sent by PCX in some acknowledgements/notifications

Unique Trade Number

Previous FMCNET trade Number

Descriptive name of the member firm

Mailing address of the member

Contact FAX number

First Alternative Phone number

Second Alternative phone number

Number of Branches

Unique Branch office ID

Short security description.

Byte length of encoded (non-ASCII characters) EncodedShortSecurityDesc (5383) field.

Encoded (non-ASCII characters) representation of the ShortSecurityDesc (5381) field in the encoded format specified via the MessageEncoding (347) field.

Amount of accrued interest.

Code of market where instrument is traded.

Used in pre-5.0 versions to provide same functionality as 5.0’s MinPriceIncrement(969).

Market share limit.

Market share limit threshold.

Maximum summary volume of active buy and sell orders.

A three character code representing a valid Settlement Venue

Assigned value used to identify specific message originator group.

Assigned value to identify specific non-member that passes client order to member company.

Uses for futures spread trade and indicates as “0”, “+” or “-“

Indicates time of order receipt in local time

Uses for futures spread trade and indicates contract price of the nearest month series

Uses for futures spread trade and indicates furthest series price

Indicate the order placing date in local time (YYYYMMDD)

0=Accounts for participants in securities saving plans1= Accounts for non-participants in securities saving plans

Indicate the local time in HHMMSSss that futures and options contract have been completed

Unique identifier for basket orders

This field indicates coupon frequency of Fixed Income securities.

This field indicates the call date of Agency Callables in Fixed Income.

This field indicates the reliability of a security.

This field indicates the portfolio ID

2nd Part of unique Bloomberg serial number. (The 1st part of unique Bloomberg serial number is WorkStation)

Broker Sequence Number

adjusted target level

Number of items/quote on the list

Treasury Price

Treasury Yield

Curve Point is the point on the benchmark curve

Broker Fee-Adjusted Spread

Fee adjustment to spread

Fee-adjusted Yield

Must be equal to the original Price

Tape print regional reference ID associated with a Trade report

Original Reference ID of a correction/Cancellation Print sent to tape associated with a cancel/correct trade report

Indicate the clearing status of the trade as communicated by the clearing house.

Unique Match ID assigned by the clearing system

Unique Slip ID assigned by the matching system

Unique Slip ID assigned by the Clearing System

Indicate whether the execution report is generated for a multi-leg order or an individual leg of a multi-leg order

Unique ID assigned to a data download request.

Download Request Type

Download Request ID

Number of messages resulting from a download request.

Indicate the Type of request being responded to

The field is defined as a set of enumerated values providing one to one mapping of market data elements to entries in FIX messages.

Describes a time dimension when distributing market data statistics. Values include: 1= current day, 2 = previous day, 3 = 1 minute, 4 = 10 seconds

Number of unique traders quoting at a particular price level.

Code identifying the market center/zone where market data entry originated from.

The source that published the smooth rate.

The timestamp (UTC) of when the statistic is calculated. This may be different from the time the statistic is published (as indicated in MDEntryTime and MDEntryDate).

Indicates whether the market data entry is being published on a delayed basis. Default is “N”. (Boolean field)

This custom field is used in pre-5.0 versions of FIX to support the FX tenor expressions as defined in 5.0. Maps directly to 5.0’s SettlType (63) inclusive of definition, all enums and patterns.

Custom field to support identifying aggressor (taker) in a trade in pre-5.0 versions of FIX. This field maps directly to 5.0’s tag 1057 inclusive of definition and datatype.

For use in pre-5.0 versions to provide same information as TradeID (1003) in 5.0.

Used in pre-5.0 versions to provide same functionality as 5.0’s SecondaryTradeID (1040)

This is used in pre-5.0 to allow the identification of book type. Same definition and usage as FIX 5.0’s MDBookType (1021).

This is used in pre-5.0. Same definition and usage as FIX 5.0’s MDPriceLevel (1023).

Processing Status of a download request

Maximum deviation of prices from settlement price.

FX Deal Feed Field

Maximum deviation of prices from settlement price at T+1.

Free form text up to 80 characters.

Free form text up to 80 characters

Yield to value = M.C. P&A

Clean Price is Fee adjusted price

Gross Price is Trade price without brokerage fee

Dealer that calculates the trade proceeds

fee-adjusted principal

trade principal without brokerage fee

trade net money without brokerage fee

number of dealers

the unique identifier of the multi-quote or Inquiry list

Client Long Name

Yield Adjustment

Quote Yield To

Gross Cover

Last Trader

state of the trading flow

Last Yield

number of business days to settlement date

This is the holding bind indicator for Corporate Bonds. The value options are “Y” – Yes, and “N” – No.

To specify whether the transaction fee is included in the amount (Y), or not (N)

Specifies the number of links in the particular trade.

date, time at which the trade was matched. format DDMMYYYY-HHMMSS

Face value of security.

Indicates whether or not the auction is being held for the security.

Indicates change from previous day’s weighted average price vs. last traded price.

Indicates change from previous day’s open interest.

First eligible trade date.

Last eligible trade date. Similar to EventDate(866) with EventType(865) = ‘7’.

Number of decimals in prices. Similar to InstrAttribValue(872) with InstrAttribType(871) = ’27’.

Account identifier of a counterparty for Fixed Income orders & executions.

Volume traded by a particular member

Master account identifier

Mortgage/assest backed security assumed coupon

Mortgage prepayment speed

Benchmark offer price for quote messages that inclue the SpreadOrBenchmarkCurveData component block.

Benchmark bid yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block.

Benchmark offer yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block.

Benchmark offer spread for quote messages that inclue the SpreadOrBenchmarkCurveData component block.

To specify the original destination of a Drop copy message. Can be a platform, exchange or anything – Mutually agreed upon.

This term describes the way brokers and clients protect themselves from market risk in doing repos.

Identify the book for the salesperson doing the trade.

Repeating group count. No of Inventory positions advertised. Part of group (5529-5531)

Date of the inventory position. LocalMmktDate. Part of group (5529-5531)

The available amount associated with the InvPositionDate, expressed as par value. A short position will be specified as a negative par value. Part of group (5529-5531)

The date (last reset date) from which the coupon rate is effective for Variable Rate Demand Note and tender option bonds. Type= LocalMmktDate

Indicates the type of correct sent in the Trade Capture or Execution Report. (Ex: Material change or not)

Sub identifier for the Allocation Accounts. Will be part of the NoAllocs group.

Sub identifiers #2 for Allocation Accounts. Will be part of the NoAllocs group.

Sub identifier #3 for Allocation accounts. Will be part of the NoAllocs group.

Current face for Mortgages, ABS, CMO, CMBS etc. (Original face * Factor).

Current Face allocated to this Allocation account. For MTGEs only. Part of “NoAllocs” repeating group.

Gross trade amount allocated to the Allocation account. Part of the “NoAllocs” repeating group.

Firm offering quantity for Municipal Commercial Paper.

The denomination of the SecondaryQty (6054) field.

Bids Wanted Item ID.

(Deprecated) Swap points of a trade, adjusted to the Spot price denomination (multiplied by the forward tick size)

Full name of a client that has executed the trade

Specifies the Unique Identifier of the BalanceGroup to which this Order should be assigned to.

Describes the BuyLimit for that Balance Group

Specifies the SellLimit of the BalanceGroup, of which this order is part of. The Identifier of the BalanceGroup is specified in the BalanceGroupID Tag.

This field will be used to indicate a specific error message or informational message that may or may not exist in the Text tag (58) of an acknowledgement response. NOTE: This field may contain repeating values delimited by a hexidecimal ’40’ character.

Base SWAP price.

Comma separated list of aggregated trades ids

Buy back price.

Buy back date.

Start time for an algorithmic order

End time for an algorithmic order

Urgency or aggressiveness for an algorithmic order

Number of slices for an algorithmic order

Indicates whether or not an algorithmic order should participate in opening crosses

Indicates whether or not an algorithmic order should participate in closing crosses

Indicates the minimum participation rate for an algorithmic order

Indicates the target participation rate for an algorithmic order

Indicates the maximum participation rate for an algorithmic order

Indicates the target price for an algorithmic order

Indicates the quantity to be displayed on an algorithmic order

Type of sweep algorithm to be employed prior to routing the order to a broker or exchange.

Pricing algorithm to be employed when sweeping an order.

Supplemental flags to implement specific algorithm features.

Enumeration indicating MarketAxess Inquiry States

Client-trader’s comment to dealers

Names an inquirty-list

Numeric field identifying each traded security in MarketAxess system. Unique per trade being reported in BTDS feed

Boolean field indicating if the price is inclusive of dealer commission.

One character field to describe the side of trade being reported. Values: B=dealer bought securities from the customer, S= dealer sold securities to the customer, D= inter-dealer transaction (always from the sell side)

MarketAxess estimated option adjusted spread for the traded security. Datatype=float

MarketAxess estimated par spread for the traded security. Datatype=float

MarketAxess estimated market spread for the traded security. Datatype=float

Boolean flag indicating if trade is a suspect trade.

Fill or Kill Quantity.

Account / Fund / Book name of the position.

FOK Position in an account.

Secondary Alloc ID per allocation account.

Accrued Interest in the Settlement currency.

Net money in Settlment Currency.

Tax rate.

Price of the second part of REPO.

Used to indicate that the receipt of Execution Reports pending confirmation is required or not, that is those Execution Reports with OrdStatus [39] = A (Pending New), E (Pending Replace) or 6 (Pending Cancel)

A string value that contains a descriptive chain of software used by the client for the FIX connection. Only used for informative purposes.

Exact identification of the protocol used and expected by the initiator (String)

Exchange defined type of trade(String)

Specifies whether to subscribe to “New Securities” (Char)

Describes the Give-up state (Char)

Total number of shares busted.

Ordered quantity for leg 2 of a 2-legged strategy.

Indicates that an order is tradable in a workup that is currently in progress.

Executed quantity on fills for leg 2 of a 2-legged strategy.

Indicating draft algo status

Version identifier tag

Base strategy

Reference price for an algo, not binding as limit price

Referred volume of char type.Valid value: A)total market volume;B)market volume with given limitpx;

used with aggregator connections to confirm counterparties a security cannot be traded with

NASD Rule 3370 (Short Sell Rule) requires that every short sell order specify a Locate (Tag 114=Y), identifying which broker has loaned the stock to settle the short sale.

The actual locate identifier/reference provided by the LocateBroker (5700).

Share quantity in pre-borrow agreement. Used with 5700 and 5701 to resolve Threshold-list Short Sell locates.

The field indicates the trade source

The field indicates the business line owner of orders.

Indicates whether NIM is allowed for this instrument.

fixed rate in Swap

period multiplier of payment dates

business center of the adjusted business Day convention used in Swap.

accrual period start Day adjustment convention

String representing the Bloomberg Ack Name

represents a list of traders (comma delimited) who received the ticket

Represents the trader who too ownership of the ticket

This field would contain the time (in seconds) the trader has to submit his quote.

String Type. Valid values: Client, Dealer

this is an integer field.

date format. This indicates the starting payment date of interest rate.

Date Type. GMT format. this is the end payment date of interest rate in SWAP

This tag inherits all properties of QuoteRespType in FIX, and has an additional value option “100 – DoingAway”

Allow user to override a Prevent Principal Trade edit.

Indicates the auction date of the security when it’s initially issued.

Composite Quote

Dollar Price change per basis point in Yield

adjusted mid price

The dollar amount that will be recovered from the dealer as a customer execution fee

The prime broker’s dealer acronym

The prime broker service. Values: Give-UP, GTS

The prime broker’s advice status. Values: PENDGIVEUP, ACCEPT

number of tickets/account trade requires

Valid Values: BMK, IMM or OIM

end of month roll. possible value: YES or NO

The convention for determining the sequence of calculation period end dates. Valid Values: 1 to 31, EOM, or IMM

Termination(END) date business day adjustment convention. Possible values: MODFOLLOW

Adjusted maturity (Termination) date

Used on allocation to match to the original date of the order – Citigroup Inc.

Used on allocation to match to the original price of the order – Citigroup Inc.

Maximum number of decimal places to be used for Rate

The quote in the QUOTE message must be divisible by the amount specified by this field.

Indicates whether the floating leg of the trade is compounding or not. Considered NO if not present.

Composite quote at the time of QUOTE REQUEST

Composite pay rate for an USD Interest Rate Swap switch

composite receiving rate for an USD Insterest Rate Swap Switch

composite spread contributed by the dealers for an DSWP (USD Interest Rate Swap) benchmark trade

Calculation (Accrual) Period Business Day Adjustment Convention. Possible values Floating Leg: MODFOLLOW

Required for Floating Rate Leg. Reset Date business day adjustment convention. Possible Values Floating leg: MODFOLLOW

Day count basis. leg values: 30/360, 30E/360, ACT/360. Floating Leg values: ACT/360

Required for Floating Rate Leg. Floating rate reference. Values: LIBOR3M

Required for Floating Rate Leg. Reset Days for floating payments. Values: 2

This is the diference in the rates for each side of the switch. For benchmark trades it is the composite spread at the time of trade. Max precision 5 decimal places, rounded to .00125 for benchmark spreads, .0001 for switches.

reserved

Used for price calculation in spread and leg pricing.

Electronic confirmation vendor – values None, Parallel or Tradeweb

Forward months for OIS forward runs and forward starting swaps

Number of months in the tenor (0, 3, 6, 12, 24, etc)

Fixed leg day-count basis. 30/360, ACT/360, ACT/ACTM or ACT/ACTD

Floating leg day-count basis. ACT/360

Yes Indicates whether this is a customer bid/ask trade. Value: NO

The accountNet organization identifier of the customer. present for AccountNet-enabled customers only.

the accountNet organization identifier of the customer. Present for AccountNet enabled customers only

AccountNet ACODE. Present for AccountNet-enabled customers only.

Account Acronym assigned by the dealer.

Breakdown active indicator used in allocation instruction message.

The gateway id (or name) for the exchange in the broker system. (one exchange can have multiple gateways from a broker system)

Mostly for algo orders. Exchangeorderid of the child order.

Mostly for algo orders. ExchangeExecutionId of the child order.

Number of seconds remaining in the current phase of the NIM.

Indicates whether allocated qty was executed in the IF-CLEARED or WHEN-CLEARED queue. Valid values are “I” for IF-CLEARED and “W” for WHEN-CLEARED.

Token used to maintain query context for result paging.

Free form string containing client-specific information associated with an order. Information is provided in New Order Single, and Order Cancel Replace messages. Trading system will return ClientInfo in Execution Report.

Identifies the time braket the fixing price is for.

Total volume for a given security, cross venues.

Quantity of the open interest in a given security.

Total number of mass quote messages received in a given time interval.

Total number of quote entries received in a given time interval.

Contains the date to which the TradingReferencePrice correspond.

Day count used to calculate interest rates.

Boolean to indicate the beginning of a match event for a central order book system.

Indicates the type of the trading account. Valid values include:”NC” non-client (ME, TSX*, TSXV*)”CL” client (ME, TSX, TSXV)”ST” equities specialist (TSX)”IN” inventory (ME, TSX, TSXV)”OF” options firm account (TSX) “OT” options market maker (TSX, TSXV)Notes: * Indicates default exchange.There is no default for a Trade Modification from the ME.

An order flagged as Anonymous is forwarded to the exchange where they are published to the market without the members firm id.Valid values include “Y” “N”.Default is “N”.TSX only.

A trade originating from a Participating Organization between managed accounts that have the same manager. Valid values include “Y” “N”.Default “N”.TSX and TSXV.

A special term for an order specifying that each fill must be divided into equal lots. Total volume of order must be a multiple of LotsOf. LotsOf = Volume.No defaultTSX and TSXV.

A terms marker indicating that trade participant is not a Canadian resident. Valid values include “Y” “N”Default is “N”.TSX only.

A transaction where the member as principal sells securities to or buys securities from its particular customer; i.e. a cross between a client and another account type. A.K.A. – DF MarkerValid values include “Y” “N”.Default “N”.TSX and TSXV.

The trading system’s user id for a trader.No default.TSX and TSXV.

A five digit number identifying the basket number for Toronto Stock Exchange, default is “N”

To specify to TSX the settelement term for an order. Valid values are Cash, CT (Cash today), YYYYMMDD, DD (Delayed delivery), MS (contingent equity trade), NN (non-net)

To indicate to the TSX trading engine that short sell order is exempt from the short selling rule.

A TSX fill report marker to indicate a system generated autofill against the responsible Equities Specialists account

To indicate to the TSX trading engine that this order is generated by a program. Valid values are Y or N

To specify an order to the Toronto Stock Exchange that it is executed on behalf of another broker.

To specify this order is to be excuted on the TSX end of day closing auction. Possible values Y or N

Submarket code

string

Indicates the quantity a contract will decay by once the decay start date is reached.

The date at which a decaying product begins to decay.

account of the step in counter party in Swap/swaption

account of the step out counter party in swap or swaption

account of the remaining counter party in swap or swaption

out standing quantity in partial unwind or assignments

currency of payment

first payment date of additional payments on IRS Swap

fee receiver

premium fee for swaption

the payer of premium payer in swaption

To be used with Repeating group 5114 – NoCreditRating. Data type is same as standard tag 255. Used to show ratings associated with RatingAgency (5113)

Clone of Tag 847 from FIX 4.4. Introduced by the FIX Algorithmic Trading Working Party.

Clone of Tag 848 from FIX 4.4. Introduced by the Algorithmic Trading Working Party.

TBD.

Face value of the original issuance of a bond. DataType: Amt

Boolean flag indicating if a corporate or municipal bond is a new issue

Indicates direction of query relative to QueryToken context. Valid values are either “1” to indicate the next result page or “-1” to indicate the previous result page.

Quantity available for further execution on bid side.

Quantity available for further execution on the offer side.

Update Reason returned by GL SOM (for client EDA orders)

testo

Trade Package Identifier

Reserved

Spot Value Date

Reserved for future use.

Starting time as a UTC timestamp.

Ending time as a UTC timestamp.

Duration in minutes. Valid values: (1 – 390, for US markets)

Execution mode. Valid values: 0 = neutral, 1 = passive, 2 = aggressive.

Used to designate special order types for International Exchanges

Parameters for order types for International Exchanges

Parameters for order types for International Exchanges

Number of ticks between day low (for buy order) or day high (for sell order) and trigger price

Number of ticks between day low (for buy order) or day high (for sell order) and limit price

Minimum quantity to trigger

Allow hidden size for given symbol

Minimum number of decimals to display

Maximum number of decimals to display

Duration of NIM private phase in milliseconds.

Duration of NIM public phase in milliseconds.

Price or yield

Values: R, A, or B. Determines whether the offering is exclusive to the Rep, ATS, or both.

Specifies trader’s mark up over the offering price.

Values: Y/N.

This field will contain the bid dollar price for discount-quoted securities.

This field will contain the offer dollar price for discount-quoted securities.

This field is the Index Ratio.

Offer Yield-to-call.

Bid Yield-to-maturity.

Offer Yield-to-maturity.

This is the Yield Flag.

This is the story field.

Minimum anytime fill quantity on an order, for subsequent fills. Works alongside tag 110 as MinQty (which effectively acts as minimum initial quantity).

Minimum order quantity to be left on an order. Potential fills which take LeavesQty (tag 151) below this value will not be executed.

This is the General Legder Account field.

A unique reference number assigned by the clearing system

A unique reference number assigned by the matching system

Displays the explicit date that is derived from a prompt date code