Fields By Name

Account mnemonic as agreed between broker and institution.

Amount of Accrued Interest for convertible bonds and fixed income

Accrued Interest Rate for convertible bonds and fixed income

Unique identifier of Advertisement (7) message

Reference identifier used with CANCEL and REPLACE transaction types.

Broker's side of advertised trade

Identifies Advertisement (7) message transaction type

Sub-account mnemonic

AvgPx (6) for a specific AllocAccount (79)

Indicates how the receiver (i.e. third party) of Allocation (J) message should handle/process the account details.

Unique identifier for allocation record.

Can be used to link two different Allocation (J) messages (each with unique AllocID (70) ) together, i.e. for F/X 'Netting' or 'Swaps'. Should be unique.

Identifies the type of Allocation (J) linkage when AllocLinkID (196) is used.

NetMoney (118) for a specific AllocAccount (79)

Identifies reason for rejection.

Number of shares to be allocated to specific sub-account

Identifies status of allocation.

Free format text related to a specific AllocAccount (79) .

Identifies allocation transaction type

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.

Calculated average price of all fills on this order.

Message sequence number of first record in range to be resent

Identifies beginning of new message and protocol version. ALWAYS THE FIRST FIELD IN MESSAGE. (Always unencrypted)

Bid F/X forward points added to spot rate. May be a negative value.

Bid price/rate

Quantity of bid

Bid F/X spot rate.

Message length, in bytes, is verified by counting the number of characters in the message following the BodyLength (9) field up to, and including, the delimiter immediately preceding the CheckSum (10) field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) For example, for message 8=FIX 4.4^9=5^35=0^10=10^, the BodyLength is 5 for 35=0^

Broker to receive trade credit

Specifies the approximate order quantity desired in total monetary units vs. as a number of shares. The broker would be responsible for converting and calculating a share quantity ( OrderQty (38) ) based upon this amount to be used for the actual order and subsequent messages.

Name of SettlInstSource's account at local agent bank if SettlDeliveryType (172) =Free

SettlInstSource's account number at local agent bank if SettlDeliveryType (172) =Free

BIC (Bank Identification Code-Swift managed) code of the SettlInstSource's local agent bank if SettlDeliveryType (172) =Free

Name of contact at local agent bank for SettlInstSource's account if SettlDeliveryType (172) =Free

Phone number for contact at local agent bank for SettlInstSource's account if SettlDeliveryType (172) =Free

Name of SettlInstSource's local agent bank if SettlDeliveryType (172) =Free

Three byte, simple checksum (see Appendix B of FIX Specification for description). ALWAYS THE LAST FIELD IN RECORD; i.e. serves, with the trailing <SOH>, as the end-of-record delimiter. Always defined as three characters. (Always unencrypted)

Unique identifier for Order as assigned by institution. Uniqueness must be guaranteed within a single trading day. Firms which electronically submit multi-day orders should consider embedding a date within the ClOrdID (11) field to assure uniqueness across days.

Firm identifier used in third party-transactions.

Commission type

Commission. Note if CommType is percentage, Commission of 5% should be represented as .05.

Used for options

Total number of shares filled.

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.

Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself.

Total number of shares canceled for this order.

Code to identify reason for cancel rejection.

Reason for execution rejection.

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.

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

Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party

Time the details within the message should take effect (always expressed in GMT)

Unique identifier for an email thread (new and chain of replies)

Email message type.

Method of encryption.

Message sequence number of last record in range to be resent. If request is for a single record BeginSeqNo (7) = EndSeqNo (16) . If request is for all messages subsequent to a particular message, EndSeqNo (16) = '999999'

Execution destination as defined by institution when order is entered.

Identifies executing/give-up broker. Standard NASD market-maker mnemonic is preferred.

Unique identifier of Execution Report (8) message as assigned by broker (will be 0 (zero) for ExecTransType (20) =3 (Status)).

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.

Reference identifier used with Cancel and Correct transaction types.

Identifies transaction type

Describes the specific Execution Report (8) (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled)

Time/Date of order expiration (always expressed in GMT)

Indicates request for forex accommodation trade to be executed along with security transaction.

Specific date of trade settlement in YYYYMMDD format. Required when SettlmntTyp (63) = 6 (Future) or SettlmntTyp (63) = 8 (Sellers Option). (expressed in local time at place of settlement)

FutSettDate (64) of the future part of a F/X swap order.

Indicates that the Sequence Reset (4) message is replacing administrative or application messages which will not be resent.

Instructions for order handling on Broker trading floor

The headline of a News (B) message

Heartbeat interval (seconds)

Identifies class of alternative SecurityID (48)

Indicates that Indication of Interest (6) 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.

Indicates if, and on which other services, the indication has been advertised. Each character represents an additional service (e.g. if on Bridge and Autex, field = BA, if only on Autex, field = A)

Relative quality of indication

Code to qualify Indication of Interest (6) use.

Reference identifier used with CANCEL and REPLACE, transaction types.

Number of shares in numeric or relative size.

Identifies Indication of Interest (6) message transaction type

Unique identifier of Indication of Interest (6) message.

Company name of security issuer (e.g. International Business Machines)

Broker capacity in order execution

F/X forward points added to LastSpotRate (194) . May be a negative value.

Market of execution for last fill

Price of this (last) fill. Field not required for ExecTransType (20) = 3 (Status)

Quantity of shares bought/sold on this (last) fill. Field not required for ExecTransType (20) = 3 (Status)

F/X spot rate.

Amount of shares 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 (151) could be 0, otherwise LeavesQty (151) = OrderQty (38) - CumQty (14) .

Identifies number of lines of text body

Free format text message containing list handling and execution instructions.

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 (66) field to assure uniqueness across days.

Total number of orders within list (i.e. ListSeqNo (67) of TotNoOrders (68) , e.g. 2 of 25, 3 of 25, . . . )

Sequence of individual order within list (i.e. ListSeqNo (67) of ListNoOrds (68) , 2 of 25, 3 of 25, . . . )

Indicates whether the broker is to locate the stock in conjunction with a short sell order.

Day of month used in conjunction with MaturityMonthYear (200) to specify the maturity date for SecurityType (167) =FUT or SecurityType (167) =OPT.

Month and Year of the maturity for SecurityType (167) =FUT or SecurityType (167) =OPT. Format: YYYYMM (i.e. 199903)

Maximum number of shares within an order to be shown on the exchange floor at any given time.

Maximum number of shares within an order to be shown to other customers (i.e. sent via an Indication of Interest (6) ).

Minimum quantity of an order to be executed.

Miscellaneous fee value

Currency of miscellaneous fee

Indicates type of miscellaneous fee.

Integer message sequence number.

Defines message type. ALWAYS THE THIRD FIELD IN MESSAGE. (Always unencrypted)

Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.

New sequence number

Number of AllocAccount (79) / AllocQty (80) / ProcessCode (81) instances included in allocation record.

No of execution record groups to follow.

Number of repeating groups of IOIQualifiers.

Number of repeating groups of miscellaneous fees

Indicates number of orders to be combined for average pricing and allocation.

Specifies the number of repeating symbols specified.

Total number of reports within series.

Indicates whether or not details should be communicated to BrokerOfCredit (92) (i.e. step-in broker).

Number of Days of Interest for convertible bonds and fixed income

Offer F/X forward points added to spot rate. May be a negative value.

Offer price/rate

Quantity of offer

Offer F/X spot rate.

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 (49) field and the firm originating the message in this field.

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

Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party

For options only.

Can be used for SecurityType (167) =OPT to identify a particular security. Valid values vary by SecurityExchange: 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).

Code to identify reason for order rejection.

Identifies current status of order.

Order type.

Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID (37) field to assure uniqueness across days.

Number of shares ordered

OrderQty of the future part of a F/X swap order.

ClOrdID (11) 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.

Original time of message transmission (always expressed in GMT) when transmitting orders as the result of a resend request.

Time of message origination (always expressed in GMT)

Price difference for a pegged order.

Indicates possible retransmission of message with this sequence number

Indicates that message may contain information that has been sent under another sequence number.

Previous closing price of security.

Price per share

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocQty (80) / ProcessCode (81) instance indicates regular trade.

Indicates whether an Option is for a put or call.

Unique identifier for quote

Unique identifier for Quote Request (R)

Unformatted raw data, can include bitmaps, word processor documents, etc.

Number of bytes in raw data field.

Reference identifier to be used with Replace and Cancel AllocTransType (71) records.

Reference message sequence number

Symbol of issue related to story. Can be repeated within message to identify multiple companies.

Identifies party of trade responsible for exchange reporting.

Indicates that the both sides of the FIX session should reset sequence numbers.

Sequence number of message within report series.

Note that the name of this field is changing to 'OrderCapacity' as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. See the 'Rule80A (aka OrderCapacity) Usage by Market' appendix of FIX Specification for market-specific usage of this field.

Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.

Actual encrypted data stream

Length of encrypted message

Security description.

Market used to help identify a security.

CUSIP or other alternate security identifier

Name of SettlInstSource's account at local agent bank if SettlLocation (166) is not a depository

SettlInstSource's account number at local agent bank if SettlLocation (166) is not a depository

BIC (Bank Identification Code-Swift managed) code of the SettlInstSource's local agent bank if SettlLocation (166) is not a depository

Name of contact at local agent bank for SettlInstSource's account if SettlLocation (166) is not a depository

Phone number for contact at local agent bank if SettlLocation (166) is not a depository

Name of SettlInstSource's local agent bank if SettlLocation (166) is not a depository

Indicates type of security (ISITC spec)

Assigned value used to identify firm sending message.

Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader)

Assigned value used to identify specific message originator (desk, trader, etc.)

Time of message transmission (always expressed in GMT)

BIC (Bank Identification Code-Swift managed) code of the broker involved (i.e. for multi-company brokerage firms)

Total amount due expressed in settlement currency (includes the effect of the forex transaction)

Foreign exchange rate used to compute SettlCurrAmount (119) from Currency (15) to SettlCurrency (120)

Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided.

Currency code of settlement denomination.

Identifies type of settlement

Broker's account code at the depository (i.e. CEDEL ID for CEDEL, FINS for DTC, or Euroclear ID for Euroclear) if SettlLocation (166) is a depository

BIC (Bank Identification Code-Swift managed) code of the institution involved (i.e. for multi-company institution firms)

Unique identifier for Settlement Instructions record.

Indicates mode used for Settlement Instructions (T)

Indicates source of Settlement Instructions (T)

Settlement Instructions (T) message transaction type

Identifies Settlement Depository or Country Code (ISITC spec)

Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution.

Number of shares

Side of order

Electronic signature

Number of bytes in signature field.

Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.

Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name).

Identifies the Standing Instruction database used

Price per share

Strike Price for an Option.

The subject of an Email (C) message

Ticker symbol

Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common. Valid values:As defined in the NYSE Stock and bond Symbol Directory and in the AMEXFitch Directory

Assigned value used to identify receiving firm.

Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader)

Assigned value used to identify specific individual or unit intended to receive message. 'ADMIN' reserved for administrative messages not intended for a specific user.

Identifier included in Test Request (1) message to be returned in resulting Heartbeat (0)

Free format text string (Note: this field does not have a specified maximum length)

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.

Indicates date of trade referenced in this record in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

Time of execution/order creation (expressed in GMT)

A URL (Uniform Resource Locator) link to additional information (i.e. http://en.wikipedia.org/wiki/Uniform_Resource_Locator)

Urgency flag

Indicates expiration time of indication message (always expressed in GMT)

Identifier to aid in the management of multiple lists derived from a single, master list.