Fields By Tag

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

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 message in range to be resent

Identifies beginning of new message and protocol version. ALWAYS 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 Volume 2: "CheckSum Calculation" of FIX Specification for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)

Unique identifier for Order as assigned by institution (identified by SenderCompID (49) or OnBehalfOfCompID (115) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID (11) field.

Commission. Note if CommType (13) is percentage. Commission of 5% should be represented as .05.

Commission type

Total quantity (e.g. 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 message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo (16) . If request is for all messages subsequent to a particular message, EndSeqNo (16) = "0" (representing infinity).

Unique identifier of Execution Report (8) message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150) = I (Order 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.

Instructions for order handling on Broker trading floor

Identifies class or source of the SecurityID (48) value. Required if SecurityID (48) is specified.

Unique identifier of Indication of Interest (6) message.

Relative quality of indication

Reference identifier used with CANCEL and REPLACE, transaction types.

Quantity (e.g. number of shares) in numeric form 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.

Quantity (e.g. shares) bought/sold on this (last) fill.

Identifies number of lines of text body

Integer message sequence number.

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

New sequence number

Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). 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.

Quantity ordered. This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc.

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 UTC (Universal Time Coordinated, also known as "GMT"))

Indicates possible retransmission of message with this sequence number

Price per unit of quantity (e.g. per share)

Reference message sequence number

(Deprecated)

Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource (22) .

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 UTC (Universal Time Coordinated), also known as "GMT")

Overall/total quantity (e.g. number of shares)

Side of order

Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)

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

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.

Time of execution/order creation (expressed in UTC - Universal Time Coordinated, also known as "GMT")

Urgency flag

Indicates expiration time of indication message (always expressed in UTC - Universal Time Coordinated, also known as "GMT")

Indicates order settlement period. If present, FutSettDate (64) overrides this field. If both SettlmntTyp (63) and FutSettDate (64) are omitted, the default for SettlmntTyp (63) is 0 (Regular).

Specific date of trade settlement (SettlementDate) in YYYYMMDD format.

Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167) .

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 TotNoOrders (68) , 2 of 25, 3 of 25, . . . )

Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66) . Used to support fragmentation.

Free format text message containing list handling and execution instructions.

Unique identifier for Allocation (J) message.

Identifies allocation transaction type

Reference identifier to be used with AllocTransType (71) = Replace or Cancel or with AllocType (626) = "Sellside Calculated Using Preliminary".

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 message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

Number of repeating AllocAccount (79) / AllocPrice (366) entries.

Sub-account mnemonic

Quantity to be allocated to specific sub-account

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) / AllocQty (80) / ProcessCode (81) instance indicates regular trade.

Total number of reports within series.

Sequence number of message within report series.

Total quantity canceled for this order.

Identifies status of allocation.

Identifies reason for rejection.

Electronic signature

Length of encrypted message

Actual encrypted data stream

Number of bytes in signature field.

Email (C) 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 unit of quantity (e.g. 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.

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

Security description.

Heartbeat interval (seconds)

Minimum quantity of an order to be executed.

Maximum quantity (e.g. 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 UTC (Universal Time Coordinated, also known as "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 repeating group entries to follow.

Time/Date of order expiration (always expressed in UTC - Universal Time Coordinated, also known as "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 destination'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 recipient'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)

Quantity 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 SettlCurrAmt (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. Note value may be negative.

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 (T) message.

Settlement Instructions (T) message transaction type

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

Indicates source of Settlement Instructions (T)

Indicates type of security. See also the Product (460) and CFICode (461) fields. It is recommended that CFICode (461) be used instead of SecurityType (167) for non-Fixed Income instruments.

Time the details within the message should take effect (always expressed in UTC - Universal Time Coordinated, also known as "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 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 is not a depository

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

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

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

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

Phone number for contact at local agent bank if SettlLocation 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 (38) 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.

Can be used with standardized derivatives vs. the MaturityDate (541) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM

Strike Price for an Option.

Used for derivative products, such as options

Can be used for SecurityType (167) =OPT to identify a particular security. 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 (i.e. step-in broker).

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

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

Amount (signed) added to the price of the peg for a pegged order.

Length of the XmlData (213) data block.

Actual XML data stream (e.g. FIXML). See appropriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters.

Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types.

Number of repeating groups of RoutingID (217) and RoutingType (216) values.

Indicates the type of RoutingID (217) specified.

Assigned value used to identify a specific routing destination.

For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type.

(Deprecated)

Identifies currency used for benchmark curve.

Name of benchmark curve.

Point on benchmark curve. Free form values: e.g. "1Y", "7Y", "INTERPOLATED".

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

Date interest is to be paid. Used in identifying Corporate Bond issues.

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

Number of business days before repurchase of a repo.

Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par.

Fraction for deriving Current face from Original face for TIPS, ABS or MBS Fixed Income securities. Note the fraction may be greater than, equal to or less than 1.

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.

The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).

Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

Number of stipulation entries

For Fixed Income. Type of Stipulation or the following Prepayment Speeds. Other types may be used by mutual agreement of the counterparties.

For Fixed Income. Value of stipulation.

Type of yield.

Yield percentage.

The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.

Provides the reduction in price for the secondary market in Muncipals.

Identifies the collateral used in the transaction.

Return of investor's principal in a security. Bond redemption can occur before maturity date.

Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description

Underlying security's IssueDate. See IssueDate (225) field for description

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description

Underlying security's Factor. See Factor (228) field for description

Underlying security's RedemptionDate. See RedemptionDate (240) field for description

Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description

Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description

Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description

Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description

Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description

Multileg instrument's individual leg security's Factor. See Factor (228) field for description

Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.

Underlying security's CreditRating. See CreditRating (255) field for description

Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description

Driver and part of trade in the event that the Security Master file was wrong at the point of entry

BasisFeatureDate (259) allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.

Price for BasisFeatureDate. See BasisFeatureDate (259)

Unique identifier for Market Data Request (V)

Subscription Request Type

Depth of market for Book Snapshot

Specifies the type of Market Data update.

Specifies whether or not book entries should be aggregated. If not specified - broker option

Number of MDEntryType (269) fields requested.

Number of entries in Market Data message.

Type Market Data entry.

Price of the Market Data Entry.

Quantity represented by the Market Data Entry.

Date of Market Data Entry.

Time of Market Data Entry.

Direction of the "tick".

Market posting quote / trade.

Space-delimited list of conditions describing a quote.

Space-delimited list of conditions describing a trade

Unique Market Data Entry identifier.

Type of Market Data update action.

Refers to a previous MDEntryID (278) .

Reason for the rejection of a Market Data Request (V) .

Originator of a Market Data Entry

Identification of a Market Maker's location

Identification of a Market Maker's desk

Reason for deletion.

Flag that identifies a price.

Specifies the number of days that may elapse before delivery of the security

Buying party in a trade

Selling party in a trade

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.

Identifies a firm's financial status.

Identifies the type of Corporate Action.

Default Bid Size.

Default Offer Size.

The number of quote entries for a QuoteSet.

The number of sets of quotes in the message.

Identifies the status of the quote acknowledgement.

Identifies the type of quote cancel.

Uniquely identifies the quote as part of a QuoteSet.

Reason quote was rejected.

Level of Response requested from receiver of Quote (S) messages.

Unique id for the QuoteSet.

Indicates the type of Quote Request (R) being generated

Total number of quotes for the QuoteSet across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same QuoteSet.

Underlying security's SecurityIDSource. See SecurityIDSource (22) field for description

Underlying security's Issuer. See Issuer (106) field for description

Underlying security's SecurityDesc. See SecurityDesc (107) field for description

Underlying security's SecurityExchange. Can be used to identify the underlying security.

Underlying security's SecurityID. See SecurityID (48) field for description

Underlying security's SecurityType. See SecurityType (167) field for description

Underlying security's Symbol. See Symbol (55) field for description

Underlying security's SymbolSfx. See SymbolSfx (65) field for description

Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

Underlying security's StrikePrice. See StrikePrice (202) field for description

Underlying security's OptAttribute. See OptAttribute (206) field for description

Underlying security's Currency. See Currency (15) field for description

Quantity of a particular leg in the security.

Unique ID of a Security Definition Request (c) .

Type of Security Definition Request (c) .

Unique ID of a Security Definition (d) message.

Type of Security Definition (d) message response.

Unique ID of a Security Status Request (e) message.

Indicates whether or not message is being sent as a result of a subscription request or not.

Identifies the trading status applicable to the transaction.

Denotes the reason for the Opening Delay or Trading Halt.

Indicates whether or not the halt was due to Common Stock trading being halted.

Indicates whether or not the halt was due to the Related Security being halted.

Quantity bought.

Quantity sold.

Represents an indication of the high end of the price range for a security prior to the open or reopen

Represents an indication of the low end of the price range for a security prior to the open or reopen

Identifies the type of adjustment.

Unique ID of a Trading Session Status (h) message.

Identifier for Trading Session

Identifies the trader (e.g. "badge number") of the ContraBroker (375) .

Method of trading

Trading Session Mode

State of the trading session.

Starting time of the trading session

Time of the opening of the trading session

Time of the pre-closed of the trading session

Closing time of the trading session

End time of the trading session

Number of orders in the market.

Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields.

Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.

Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer (106) field.

Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field.

Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc (107) field.

Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.

Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst (69) field.

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text (58) field.

Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.

Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject (147) field.

Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.

Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline (148) field.

Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field.

Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText (161) field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer (306) field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityDesc (307) field.

Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).

Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated), also known as "GMT")

Reason Quote Entry was rejected

The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

(Deprecated)

The tag number of the FIX field being referenced.

The MsgType (35) of the FIX message being referenced.

Code to identify reason for a session-level Reject (3) message.

Identifies the Bid Request (k) message type.

Identifies contra broker. Standard NASD market-maker mnemonic is preferred.

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

Indicates whether or not the order was solicited.

Code to identify reason for an Execution Report (8) message sent with ExecType (150) =Restated or used when communicating an unsolicited cancel.

The value of the business-level "ID" field on the message being referenced.

Code to identify reason for a Business Message Reject (j) message.

Total amount traded (e.g. CumQty (14) * AvgPx (6) ) expressed in units of currency.

The number of ContraBroker (375) entries.

Maximum number of bytes supported for a single message.

Number of MsgTypes in repeating group.

Specifies the direction of the messsage.

Number of TradingSessionIDs in repeating group.

Total volume (quantity) traded.

Code to identify the price a DiscretionOffset (389) is related to and should be mathematically added to.

Amount (signed) added to the "related to" price specified via DiscretionInst (388) .

Unique identifier for Bid Response (l) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.

Unique identifier for a Bid Request (k) as assigned by institution. Uniqueness must be guaranteed within a single trading day.

Descriptive name for list order.

Total number of securities.

Code to identify the type of Bid Request (k) .

Total number of tickets.

Amounts in currency

Amounts in currency

Number of BidDescriptor (400) entries.

Code to identify the type of BidDescriptor (400) .

BidDescriptor value. Usage depends upon BidDescriptorType (399) .

Code to identify which "SideValue" the value refers to. SideValue1 (396) and SideValue2 (397) are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.

Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage.

Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage.

Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency (15)

Eg Used in EFP trades 12% (EFP - Exchange for Physical ). Represented as a percentage.

Used in EFP trades

Used in EFP trades. Represented as a percentage.

Used in EFP trades

Code to identify the type of liquidity indicator.

Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.

Indicates whether or not to exchange for phsyical.

Value of stocks in Currency (15)

Percentage of program that crosses in Currency (15) . Represented as a percentage.

Code to identify the desired frequency of progress reports.

Time in minutes between each List Status (N) report sent by SellSide. Zero means don't send status.

Code to represent whether value is net (inclusive of tax) or gross.

Indicates the total number of bidders on the list

Code to represent the type of trade.

Code to represent the basis price type.

Indicates the number of list entries.

ISO Country Code in field

Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66) . Used to support fragmentation.

Code to represent the price type.

For GT orders, the OrderQty (38) less all shares (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty (38) - ( CumQty (14) - DayCumQty (425) )

The number of shares on a GT order that have traded today.

The average price for quantity on a GT order that has traded today.

Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.

Number of list strike price entries.

Code to represent the status type.

Code to represent whether value is net (inclusive of tax) or gross.

Code to represent the status of a list order.

Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices

Identifies the type of ListExecInst (69) .

Identifies the type of request that a Order Cancel Reject (9) is in response to.

Underlying security's CouponRate. See CouponRate (223) field for description

Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description

Quantity traded with the ContraBroker (375) .

Identifes the time of the trade with the ContraBroker (375) . (always expressed in UTC (Universal Time Coordinated), also known as "GMT")

Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency (15) .

Used to indicate what an Execution Report (8) represents (e.g. used with multi-leg securiteis, such as option strategies, spreads, etc.).

The time at which current market prices are used to determine the value of a basket.

Free format text string related to List Status (N) .

Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.

Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText (444) field.

Identifies class or source of the PartyID (448) value. Required if PartyID (448) is specified. Note: applicable values depend upon PartyRole (452) specified.

Party identifier/code. See PartyIDSource (447) and PartyRole (452) .

Date of TotalVolumeTraded (387) .

Time of TotalVolumeTraded (387) .

Net change from previous day's closing price vs. last traded price.

Identifies the type or role of the PartyID (448) specified.

Number of PartyID (448) , PartyIDSource (447) , and PartyRole (452) entries

Number of SecurityAltID (455) entries.

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource (456) .

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID (455) is specified.

Number of UnderlyingSecurityAltID (458) entries.

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource (459) .

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID (458) is specified.

Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See " Appendix 6-B FIX Fields Based Upon Other Standards ". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode (461) be used instead of SecurityType (167) for non-Fixed Income instruments.

Underlying security's Product. See Product (460) field for description

Underlying security's CFICode. See CFICode (461) field for description

Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".

Designates the type of quantities (e.g. OrderQty (38) ) specified. Used for MBS and TIPS Fixed Income security types.

Common reference passed to a post-trade booking process (e.g. industry matching utility).

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount (79) ).

Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where OrderCashAmt or (for CIV only) OrderPercent (516) are specified on an order.

For CIV - a float value indicating the value to which rounding is required.

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

A two-character state or province abbreviation.

Identifies the locale. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi

The number of registration details on a Registration Instructions (o) message

Set of Correspondence address details, possibly including phone, fax, etc.

The ISO 3166 Country code (2 characters) identifying which country the beneficial investor is resident for tax purposes.

"Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.

A code identifying the payment method for a (fractional) distribution.

Specifies currency to be use for Cash Distributions - see " Appendix 6-A; Valid Currency Codes ".

Specifies currency to be used for Commission (12) if the Commission currency is different from the Deal Currency - see Appendix 6-A: "Valid Currency Codes" of FIX Specification .

For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies.

For CIV - A one character code identifying Money laundering status.

Free format text to specify mailing instruction requirements, e.g. "no third party mailings".

For CIV - A date and time stamp to indicate the time a CIV order was booked by the fund manager.

For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point.

For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)

The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.

Identifies Trade Capture Report (AE) message transaction type

The name of the payment card holder as specified on the card being used for payment.

The number of the payment card as specified on the card being used for payment.

The expiry date of the payment card as specified on the card being used for payment.

The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.

A code identifying the Settlement payment method.

For CIV - a fund manager-defined code identifying which of the fund manager's account types is required.

Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name.

For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.

Text indicating reason(s) why a Registration Instructions (o) has been rejected.

A one character code identifying whether the Fund based renewal commission is to be waived.

Name of local agent bank if for cash distributions

BIC (Bank Identification Code-Swift managed) code of agent bank for cash distributions

Account number at agent bank for distributions.

Free format Payment reference to assist with reconciliation of distributions.

Name of account at agent bank for distributions.

The start date of the card as specified on the card being used for payment.

The date written on a cheque or date payment should be submitted to the relevant clearing system.

Identifies sender of a payment, e.g. the payment remitter or a customer reference number.

Registration status as returned by the broker or (for CIV) the fund manager

Reason(s) why Registration Instructions (o) has been rejected.

Reference identifier for the RegistID (513) with Cancel and Replace RegistTransType (514) transaction types.

Set of Registration name and address details, possibly including phone, fax etc.

The number of Distribution Instructions on a Registration Instructions (o) message

Email address relating to Registration name and address details

The amount of each distribution to go to this beneficiary, expressed as a percentage

Unique identifier of the registration details as assigned by institution or intermediary.

Identifies Registration Instructions (o) transaction type

For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.

For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages.

The relationship between Registration parties.

The number of Contract Amount details on an Execution Report (8) message

Type of Contract Amount.

Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519) .

Specifies currency for the Contract amount if different from the Deal Currency - see " Appendix 6-A; Valid Currency Codes ".

Identifies the type of owner.

Sub-identifier (e.g. Clearing Account for PartyRole (452) =Clearing Firm, Locate ID # for PartyRole (452) =Locate/Lending Firm, etc). Not required when using PartyID (448) , PartyIDSource (447) , and PartyRole (452) .

PartyID (448) value within a nested repeating group.

PartyIDSource (447) value within a nested repeating group.

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.

Designates the capacity of the firm placing the order.

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

Specifies scope of Order Mass Cancel Request (q) .

Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request (q)

Reason Order Mass Cancel Request (q) was rejected

Total number of orders affected by Order Mass Cancel Request (q) .

Number of affected orders in the repeating group of order ids.

OrderID (37) of an order affected by a Order Mass Cancel Request (q) .

SecondaryOrderID (198) of an order affected by a Order Mass Cancel Request (q) .

Identifies the type of quote.

PartyRole (452) value within a nested repeating group.

Number of NestedPartyID (524) , NestedPartyIDSource (525) , and NestedPartyRole (538) entries

Total Amount of Accrued Interest for convertible bonds and fixed income

Date of maturity.

Underlying security's maturity date. See MaturityDate (541) field for description

The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded.

Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.

PartySubID (523) value within a nested repeating group. Same values as PartySubID (523) .

Defines the scope of a data element.

Defines how a server handles distribution of a truncated book. Defaults to broker option.

Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID (548) for Good Till Cancel (GT) orders.

Type of cross being submitted to a market

Indicates if one side or the other of a cross order should be prioritized.

CrossID (548) of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Order Cancel Request (u) and Cross Order Cancel/Replace Request (t) .

Number of Side repeating group instances.

Userid or username.

Password or passphrase.

Number of InstrumentLeg repeating group instances.

Currency associated with a particular Leg's quantity

Indicates total number of security types in the event that multiple Security Type messages are used to return results

Number of Security Type repeating group instances.

Identifies the type/criteria of Security List Request (x)

The results returned to a Security Type Request (v) message

The trading lot size of a security

The minimum trading volume for a security

Indicates the method of execution reporting requested by issuer of the order.

PositionEffect for leg of a multileg. See PositionEffect (77) field for description

CoveredOrUncovered for leg of a multileg. See CoveredOrUncovered (203) field for description

Price for leg of a multileg. See Price (44) field for description

Indicates the reason a Trading Session Status Request (g) was rejected.

Trade Capture Report Request (AD) ID

Type of Trade Capture Report (AE) .

Indicates if the trade capture report was previously reported to the counterparty

Unique identifier of trade capture report

Reference identifier used with CANCEL and REPLACE transaction types.

The status of this trade with respect to matching or comparison.

The point in the matching process at which this trade was matched.

This trade is to be treated as an odd lot. If this field is not specified, the default will be "N"

Number of clearing instructions

Eligibility of this trade for clearing and central counterparty processing.

Type of input device or system from which the trade was entered.

Specific device number, terminal number or station where trade was entered

Number of Date fields provided in date range

Type of account associated with an order

Capacity of customer placing the order. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer.

Value assigned by issuer of Order Mass Status Request (AF) to uniquely identify the request

Order Mass Status Request (AF) Type

The most recent (or current) modification TransactTime (60) reported on an Execution Report (8) for the order. The OrigOrdModTime (586) is provided as an optional field on Order Cancel Request (F) and Order Cancel/Replace Request (G) to identify that the state of the order has not changed since the request was issued. This is provided to support markets similar to Eurex and A/C/E.

Refer to description for SettlmntTyp (63)

Refer to description for FutSettDate (64)

Indicates whether or not automatic booking can occur.

Indicates what constitutes a bookable unit.

Indicates the method of preallocation.

Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description

Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description

Underlying security's InstrRegistry. See InstrRegistry (543) field for description

Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description

Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description

Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description

Multileg instrument's individual security's Symbol. See Symbol (55) field for description

Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description

Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description

Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description

Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description

Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description

Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description

Multileg instrument's individual security's Product. See Product (460) field for description

Multileg instrument's individual security's CFICode. See CFICode (461) field for description

Multileg instrument's individual security's SecurityType. See SecurityType (167) field for description

Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description

Multileg instrument's individual security's MaturityDate. See MaturityDate (541) field for description

Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description

Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description

Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (231) field for description

Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description

Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description

Multileg instrument's individual security's Issuer. See Issuer (106) field for description

Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description

Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description

Multileg instrument's individual security's SecurityDesc. See SecurityDesc (107) field for description

Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (351) field for description

The ratio of quantity for this individual leg relative to the entire multileg security.

The side of this individual leg (multileg security). See Side (54) field for description and values

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

Describes the specific type or purpose of an Allocation (J) message (i.e. "Buyside Calculated")

Number of HopCompID (628) entries in repeating group.

Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.

Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.

Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.

Mid price/rate

Bid yield

Mid yield

Offer yield

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.

Indicates if the order is currently being worked. Applicable only for OrdStatus (39) = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order.

Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description

Indicates if a Cancel/Replace has caused an order to lose book priority.

Amount of price improvement.

Price of the future part of a F/X swap order. See Price (44) for description.

F/X forward points of the future part of a F/X swap order added to LastSpotRate (194) . May be a negative value.

Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.

Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.

RFQ Request ID - used to identify an RFQ Request (AH) .

Used to indicate the best bid in a market

Used to indicate the best offer in a market

Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size

Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size.

Unique identifier for Quote Status Request (a) .

Indicates that this message is to serve as the final and legal confirmation.

The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.

The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.

State of a security definition request made to a market. Useful for markets, such as derivatives markets, where market participants are permitted to define instruments for subsequent trading

Unique indicator for a specific leg.

Unique indicator for a specific leg for the ContraBroker (375) .

Foreign exchange rate used to compute the bid SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)

Foreign exchange rate used to compute the offer SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)

Reason Quote was rejected.

ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).