Indication of Interest (MsgType = 6, FIXML = Indication)

Indication of interest (6) messages market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade.

Indication (6) messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID (26) .

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = 6
23 IOIid IOI_ID Y
28 IOITransType IOI_TransType Y
26 IOIRefID IOI_RefID C Required for Cancel and Replace IOITransType (28) messages
55 Symbol Symbol Y
65 SymbolSfx SymbolSfx N
48 SecurityID SecurityID N
22 IDSource IDSource N
167 SecurityType SecurityType N Must be specified if a Future or Option. If a Future: Symbol (55) , SecurityType (167) , and MaturityMonthYear (200) are required. If an Option: Symbol (55) , SecurityType (167) , MaturityMonthYear (200) , PutOrCall (201) , and StrikePrice (202) are required.
200 MaturityMonthYear MonthYear C For Options or Futures to specify the month and year of maturity.
205 MaturityDay Day N For Options or Futures and can be used in conjunction with MaturityMonthYear (200) to specify a particular maturity date.
201 PutOrCall PutCall C For Options.
202 StrikePrice StrikePx C For Options.
206 OptAttribute OptAttribute N For Options.
207 SecurityExchange SecurityExch N Can be used to identify the security.
106 Issuer Issuer N
107 SecurityDesc SecurityDesc N
54 Side Side Y Side of Indication. Valid values: 1 = Buy, 2 = Sell, 7 = Undisclosed (for IOIs)
27 IOIShares IOI_Shares Y
44 Price Price N
15 Currency Currency N
62 ValidUntilTime ValidUntilTime N
25 IOIQltyInd IOI_QltyInd N
24 IOIOthSvc IOI_OthSvc N Applicable only if advertised on public IOI service.
130 IOINaturalFlag IOI_NaturalFlag N
199 NoIOIQualifiers NoIOI_Qualifiers C Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers.
=> 104 IOIQualifier IOI_Qualifier C Required if NoIOIQualifiers (199) > 0
58 Text Text N
60 TransactTime TransactTime N
149 URLLink URLLink N A URL (Uniform Resource Locator) link to additional information (i.e. http://en.wikipedia.org/wiki/Uniform_Resource_Locator)
<Standard Message Trailer> Y