Fields By Tag

Account mnemonic as agreed between broker and institution.

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

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)

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^

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.

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

Commission type

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.

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'

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

Instructions for order handling on Broker trading floor

Identifies class of alternative SecurityID (48)

Unique identifier of Indication of Interest (6) message.

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

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

Broker capacity in order execution

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)

Identifies number of lines of text body

Integer message sequence number.

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

New sequence number

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

Identifies current status of order.

Order type.

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.

Time of message origination (always expressed in GMT)

Indicates possible retransmission of message with this sequence number

Price per share

Reference message sequence number

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

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.

CUSIP or other alternate security identifier

Assigned value used to identify firm sending message.

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

Time of message transmission (always expressed in GMT)

Number of shares

Side of order

Ticker symbol

Assigned value used to identify receiving firm.

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

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.

Time of execution/order creation (expressed in GMT)

Urgency flag

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

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.

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)

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

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.

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

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

Free format text message containing list handling and execution instructions.

Unique identifier for allocation record.

Identifies allocation transaction type

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

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

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.

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).

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

For options only.

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

Sub-account mnemonic

Number of shares to be allocated to specific sub-account

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

Total number of reports within series.

Sequence number of message within report series.

Total number of shares canceled for this order.

Identifies status of allocation.

Identifies reason for rejection.

Electronic signature

Length of encrypted message

Actual encrypted data stream

Broker to receive trade credit

Number of bytes in signature field.

Email message type.

Number of bytes in raw data field.

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

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

Method of encryption.

Price per share

Execution destination as defined by institution when order is entered.

Code to identify reason for cancel rejection.

Code to identify reason for order rejection.

Code to qualify Indication of Interest (6) use.

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

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

Security description.

Heartbeat interval (seconds)

Firm identifier used in third party-transactions.

Minimum quantity of an order to be executed.

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

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

Identifies party of trade responsible for exchange reporting.

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

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 (i.e. trader) if the message was delivered by a third party

Unique identifier for quote

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

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

Currency code of settlement denomination.

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

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

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

No of execution record groups to follow.

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

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 recipient (i.e. trader) if the message is delivered by a third party

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.

Unique identifier for Quote Request (R)

Bid price/rate

Offer price/rate

Quantity of bid

Quantity of offer

Number of repeating groups of miscellaneous fees

Miscellaneous fee value

Currency of miscellaneous fee

Indicates type of miscellaneous fee.

Previous closing price of security.

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

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's location (i.e. geographic location and/or desk, trader)

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's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party

Specifies the number of repeating symbols specified.

The subject of an Email (C) message

The headline of a News (B) message

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

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

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) .

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.

AvgPx (6) for a specific AllocAccount (79)

NetMoney (118) for a specific AllocAccount (79)

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.

Number of Days of Interest for convertible bonds and fixed income

Accrued Interest Rate for convertible bonds and fixed income

Amount of Accrued Interest for convertible bonds and fixed income

Indicates mode used for Settlement Instructions (T)

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

Unique identifier for Settlement Instructions record.

Settlement Instructions (T) message transaction type

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

Indicates source of Settlement Instructions (T)

Identifies Settlement Depository or Country Code (ISITC spec)

Indicates type of security (ISITC spec)

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

Identifies the Standing Instruction database used

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

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

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 broker involved (i.e. for multi-company brokerage firms)

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

Name of SettlInstSource's 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

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

Name of SettlInstSource's account at 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 SettlDeliveryType (172) =Free

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

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

Name of SettlInstSource's account at 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

Bid F/X spot rate.

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

Offer F/X spot rate.

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

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

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

F/X spot rate.

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

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.

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

Number of repeating groups of IOIQualifiers.

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

Indicates whether an Option is for a put or call.

Strike Price for an Option.

Used for options

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.

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

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).

Market used to help identify a security.

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

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

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

Price difference for a pegged order.