Fields By Name

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

Type of account associated with an order

Amount of Accrued Interest for convertible bonds and fixed income

The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

Identifies the type of adjustment.

Type of adjustment to be applied, used for PCS and PAJ

Unique identifier of advertisement message.

Reference identifier used with CANCEL and REPLACE transaction types.

Broker's side of advertised trade

Identifies Advertisement (7) message transaction type

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 status of the Confirmation Ack (AU) .

Specifies whether or not book entries should be aggregated. (Not specified) = broker option

Used to identify whether the order initiator is an aggressor or not in the trade.

Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.

A reference to the date the underlying agreement specified by AgreementID (914) and AgreementDesc (913) was executed.

The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction.

A common reference to the applicable standing agreement between the counterparties to a financing transaction.

Sub-account mnemonic

Type of account associated with a confirmation or other trade-level message

Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.

Used to identify the source of the AllocAccount (79) code.

AvgPx (6) for a specific AllocAccount (79)

Reason for cancelling or replacing an Allocation Instruction (J) or Allocation Report (AS) message.

ClearingFeeIndicator (635) for Allocation, see ClearingFeeIndicator (635) for permitted values.

Capacity of customer in the allocation block.

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

Unique identifier for Allocation Instruction (J) message.

Amount of interest (i.e. lump-sum) at maturity at the account-level.

Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType (626) = "Request to Intermediary" and AllocReportType (794) = "Request to Intermediary"

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

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

Specifies the method under which a trade quantity was allocated.

NetMoney (118) for a specific AllocAccount (79)

Indicates how the orders being booked and allocated by an Allocation Instruction (J) or Allocation Report (AS) message are identified, i.e. by explicit definition in the NoOrders (73) group or not.

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.

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

Quantity to be allocated to specific sub-account

Identifies reason for rejection.

Unique identifier for Allocation Report message.

Reference identifier to be used with AllocTransType (71) = Replace or Cancel.

Describes the specific type or purpose of an Allocation Report (AS) message.

Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79) .

Currency code of settlement denomination for a specific AllocAccount (79) .

Used to indicate whether settlement instructions are provided on an allocation instruction (J) message, and if not, how they are to be derived.

Identifies status of allocation.

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

Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

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

The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue (766) is used.

The maximum percentage that execution of one side of a program trade can exceed execution of the other.

The maximum amount that execution of one side of a program trade can exceed execution of the other.

Session layer source for market data.

Beginning range of application sequence numbers

Ending range of application sequence numbers

The extension pack number associated with an application message.

Identifies the application with which a message is associated. Used only if application sequencing is in effect.

Application sequence number of last message in transmission

Used to specify a new application sequence number.

Action to take to resolve an application message queue (backlog).

Current number of application messages that were queued at the time that the message was created by the counterparty.

Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.

Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.

Identifier for the Application Sequence Reset

Type of report

Unique identifier for request

Type of Application Message Request being made.

Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request

Used to return an error code or text associated with a response to an Application Request.

Identifier for the Applicaton Message Request Ack

Used to indicate the type of acknowledgement being sent.

Data sequence number to be used when FIX session is not in effect

Total number of messages included in transmission.

Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release

Used to indicate that a floor-trade was originally submitted "as of" a specific trade date which is earlier than its clearing date.

Unique identifier for the Assignment Report (AW) .

Method by which short positions are assigned to an exercise notice during exercise and assignment processing

Quantity Increment used in performing assignment.

Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.

Used to express average price as percent of par (used where AvgPx (6) field is expressed in some other way).

Calculated average price of all fills on this order.

Average Pricing Indicator

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.

BasisFeatureDate 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.

Code to represent the basis price type.

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)

Identifies currency used for benchmark curve. See " Appendix 6-A: Valid Currency Codes " for information on obtaining valid values.

Name of benchmark curve.

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

Specifies the price of the benchmark.

Identifies type of BenchmarkPrice (662) .

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID (699) is specified.

BidDescriptor (400) value. Usage depends upon BidDescriptorType (399) .

Code to identify the type of BidDescriptor (400) .

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

Deprecated in FIX.5.0. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.

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

Bid price/rate

Identifies the Bid Request message type.

Quantity of bid

Bid F/X spot rate.

The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Code to represent the type of trade.

Code to identify the type of Bid Request.

Bid yield

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.

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

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).

Indicates what constitutes a bookable unit.

Code to identify reason for a Business Message Reject message.

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

Quantity bought.

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 be used instead of SecurityType (167) for non-Fixed Income instruments.

The program under which a commercial paper is issued

The registration type of a commercial paper issuance.

Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx.

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

Used to express the ceiling price of a capped call

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

The name of the payment card holder 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.

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

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

Name of account at agent bank for distributions.

Account number at agent bank for distributions.

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

Name of local agent bank if for cash distributions

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

Free format Payment reference to assist with reconciliation of distributions.

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.

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

Starting consideration less repayments.

Net flow of Currency 1

Three byte, simple checksum (see Volume 2: "CheckSum Calculation" 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 the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) 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 field.

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 or to associate lists submitted to a broker as waves of a larger program trade.

The "Clearing Business Date" referred to by this maintenance request.

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

Eligibility of this trade for clearing and central counterparty processing

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

Action proposed for an Underlying Instrument instance.

Conveys how the collateral should be/has been applied.

Collateral Assignment (AY) Identifier.

Reason for Collateral Assignment (AY)

Collateral Assignment (AY) Identifier to which a transaction refers.

Collateral Assignment (AY) Reject Reason

Collateral Assignment (AY) Response Type.

Collateral Assignment (AY) Transaction Type.

Collateral Inquiry (BB) Identifier.

Collateral inquiry qualifiers:

Result returned in response to Collateral Inquiry (BB) .

Status of Collateral Inquiry (BB) .

Collateral Request (AX) Identifier.

Collateral Response (AZ) Identifier.

Collateral Report (BA) Identifier.

Collateral Status.

Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see " Appendix 6-A; Valid Currency Codes ".

Commission type

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

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

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

Message reference for Confirmation (AK)

Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel

Identifies the reason for rejecting a Confirmation (AK) .

Unique identifier for a Confirmation Request message.

Identifies the status of the Confirmation (AK) .

Identifies the Confirmation (AK) transaction type.

Identifies the type of Confirmation (AK) message being sent.

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

Type of ContAmtValue (520) .

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

Unique identifier for the Contrary Intention report.

Defines the type of contingency.

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

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

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")

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

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.

Specifies when the contract (i.e. MBS/TBA) will settle.

Used to indicate when a contrary instruction for exercise or abandonment is being submitted

Indicates whether or not this message is a drop copy of another message.

Identifies the type of Corporate Action.

ISO Country Code in field

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

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

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.

Used for derivative products, such as options

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.

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 for Good Till Cancel (GT) orders.

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

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

Type of cross being submitted to a market.

Specifies a custom extension to a message being applied at the message level. Enumerated field

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. See " Appendix 6-A: Valid Currency Codes " for information on obtaining valid values.

Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7

Indicates if the customer directed this order to a specific execution venue (Y) or not (N). A default of N customer didnt direct this order should beused in the case where the information is both missing and essential.

Capacity of customer placing the order

Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.

Total quantity canceled for this order.

Code to identify reason for cancel rejection.

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

Reason for execution rejection.

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

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the IssueDate (225) and the InterestAccrualDate (874)

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

Indicates whether or not automatic booking can occur.

Quantity on a GT order that has traded today.

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

Identifies role of dealer; Agent, Principal, RisklessPrincipal

Default Bid Size.

Default Offer Size.

The extension pack number that is the default for a FIX session.

Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID

The default custom application version ID that is the default for a session.

Reason for deletion.

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'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

Date of delivery.

Identifies the form of delivery.

Identifies type of settlement

Refer to FlexProductEligibilityIndicator (1242)

Refer to definition of CapPrice (1199)

Type of exercise of a derivatives security

Refer to definition of FloorPrice (1200)

Refer to definition of FuturesValuationMethod (1197)

Refer to definition of InstrAttribType (871)

Refer to definition of InstrAttribValue (872)

Refer to definition of PartyID (448)

Refer to definition of PartyIDSource (447)

Refer to definition of PartyRole (452)

Refer to definition for PartySubID (523)

Refer to definition for PartySubIDType (803)

Indicates whether instruments are pre-listed only or can also be defined via user request

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

Refer to definition of PriceQuoteMethod (1196)

Refer to definition for PriceUnitOfMeasure (1191)

Refer to definition of PriceUnitOfMeasureQty (1192)

Refer to ProductComplex (1227)

Indicates whether an Option is for a put or call

Refer to definition for SecurityAltID (455)

Refer to definition for SecurityAltIDSource(456)

Valid values: see " Appendix 6-C - Exchange Codes - ISO 10383 Market Identifier Code (MIC) "

Refer to definition for SecurityID (48)

Refer to definition for SecurityIDSource (22)

Identifies the type of Security List Request

Refer to definition of SecurityXML (1185)

Refer to definition SecurityXMLLen (1184)

Refer to definition of SecurityXMLSchema (1186)

Refer to definition of SettlMethod (1193)

Refer to definition for Symbol (55)

Refer to definition for SymbolSfx (65)

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 brokers nominee or street name.

Identification of a Market Makers desk

Codes that apply special information that the Broker / Dealer needs to report

Type of trading desk

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

Type of Discretion Limit.

Describes whether discretionay price is static or floats.

Type of Discretion Offset value.

Amount (signed) added to the "related to" price specified via DiscretionInst (388) , in the context of DiscretionOffsetType (842) .

The current discretionary price of the order.

If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive.

The scope of the discretion.

Defines the upper quantity limit to a randomized refresh of DisplayQty (1138) .

Defines the lower quantity limit to a randomized refresh of DisplayQty (1138) .

Defines what value to use in DisplayQty (1138) . If not specified the default DisplayMethod is "1".

Defines the minimum increment to be used when calculating a random refresh of DisplayQty (1138) . A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size).

The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

Instructs when to refresh DisplayQty (1138) .

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

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

The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models.

Used to indicate whether a delivery instruction is used for securities or cash settlement.

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

Eg Used in EFP trades 2% (EFP Exchange for Physical ). Represented as a percentage.

Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

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

Email message type.

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 field.

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

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

Encoded (non-ASCII characters) representation of the Issuer 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) EncodedIssuer (349) field.

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

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

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

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

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 field.

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

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

Encoded (non-ASCII characters) representation of the MarketSegmentDesc (1396) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field.

Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc (1398) 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) EncodedSecurityDesc (351) 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 field.

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

Encoded (non-ASCII characters) representation of the Symbol (55) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation can also be specified in the Symbol field.

Byte length of encoded (non-ASCII characters) EncodedSymbol (1360) 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 field.

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

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

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

Method of encryption.

Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod (1400)

Length of the EncryptedNewPassword (1404) field

Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod (1400)

Length of the EncryptedPassword(1402) field

Enumeration defining the encryption method used to encrypt password fields.

Accrued Interest Amount applicable to a financing transaction on the End Date.

Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.

End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral.

Ending maturity month year for an option class

Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).

Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying

Ending price range for the specified tick increment

Date of event

Predetermined price of issue at event, if applicable

Comments related to the event.

Specific time of event. To be used in combination with EventDate (866)

Code to represent the type of event

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).

Execution destination as defined by institution when order is entered.

The ID source of ExDestination.

Indicates whether or not to exchange for phsyical.

Used to report any exchange rules that apply to this trade.

Free format test string related to exchange.

The status of this execution acknowledgement message.

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. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

Indicates execution instructions that are valid for the specified market segment

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

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

Reference identifier used with Trade, Trade Cancel and Trade Correct execution types.

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

Describes the specific Execution Report (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

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.

Exercise Method used to in performing assignment.

Type of exercise of a derivatives security

Expiration Quantity associated with the Expiration Type.

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

Expiration Qty types.

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 markets business practices

Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT").

For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index.

Used in EFP trades

This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms.

Refer to ExecID (17) . Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap,

Price of Fill. Refer to LastPx (31) .

Quantity of Fill. Refer to LastQty (32) .

Identifies a firm's or a security's financial status

The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary

Indicates the first trade price of the day/session.

Used to indicate if a product or group of product supports the creation of flexible securities

Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode (461) Standard/Non-standard attribute.

Used to express the floor price of a capped put

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

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

For futures, indicates type of valuation method applied

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

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

Total amount traded (e.g. CumQty (14) * AvgPx (6) ) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when LastQty and other quantity fields are express in terms of contract size.

Denotes the reason for the Opening Delay or Trading Halt.

Instructions for order handling on Broker trading floor

The headline of a News message

Heartbeat interval (seconds)

Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected

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

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.

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.

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.

Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order.

Unique identifier of IOI message.

Indicates that IOI 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.

Relative quality of indication

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

Code to qualify IOI use.

Reference identifier used with CANCEL and REPLACE, transaction types.

Identifies IOI message transaction type

Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.

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

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

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

Identified reason for rejecting an individual AllocAccount (79) detail.

Identifies whether the allocation is to be sub-allocated or allocated to a third party.

Source of the contrary intention.

Code to represent the type of instrument attribute

Attribute value appropriate to the InstrAttribType (871) field.

Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate).

Method under which assignment was conducted

PartyID value within an instrument party repeating group. Same values as PartyID (448) .

PartyIDSource value within an instrument partyrepeating group.

PartyRole value within an instrument partyepeating group.

PartySubID value within an instrument party repeating group.

Type of InstrumentPartySubID (1053) value.

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the IssueDate (225) and the DatedDate (873) .

Amount of interest (i.e. lump-sum) at maturity.

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

The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date")

Name of security issuer (e.g. International Business Machines, GNMA).

Broker capacity in order execution

F/X forward points added to LastSpotRate (194) . May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Deprecated in FIX.5.0. F/X forward points of the future part of a F/X swap order added to LastSpotRate (194) . May be a negative value.

Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction (J) , Mass Quote (i) , Security List (y) , Derivative Security List (AA)

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus (39) of Partial or Filled.

Market of execution for last fill, or an indication of the market where an order was routed

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.

Identifier of the previous Network (Counterparty System) Status Response (BD) message sent to a counterparty, used to allow incremental updates.

Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type.

Price of this (last) fill.

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

Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request (AF) .

F/X spot rate.

For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Timestamp of last update to data item (or creation if no updates made since creation).

Indicates if the contrary intention was received after the exchange imposed cutoff time.

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 could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14) .

Allocation Account for the leg.

The source of the LegAllocAccount (671)

The AllocID (70) of an individual leg of a multileg order.

Leg allocation quantity.

Identifies settlement currency for the leg level allocation.

LegBenchmarkPrice (679) currency

Name of the Leg Benchmark Curve.

Identifies the point on the Leg Benchmark Curve.

Used to identify the price of the benchmark security.

The price type of the LegBenchmarkPrice.

The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Bid price of this leg.

Multileg instrument's individual securitys CFICode.

Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.

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

Specifies when the contract (i.e. MBS/TBA) will settle.

Multileg instrument's individual leg securitys CountryOfIssue.

Multileg instrument's individual leg securitys CouponPaymentDate.

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

CoveredOrUncovered for leg of a multileg

Multileg instrument's individual leg securitys CreditRating.

Currency associated with a particular Leg's quantity

Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

Refer to definition for DividendYield (1380) .

Same values as ExecInst (18)

Type of exercise of a derivatives security

Multileg instrument's individual leg securitys Factor.

The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size.

Leg-specific IOI quantity.

Reference for the individual allocation ticket

Multileg instrument's individual leg securitys InstrRegistry.

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the IssueDate (225) and the DatedDate (873)

Multileg instrument's individual leg securitys IssueDate.

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

The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Execution price assigned to a leg of a multileg instrument.

Fill quantity for the leg instrument

Multileg instrument's individual leg securitys LocaleOfIssue.

Multileg instrument's individual securitys MaturityDate.

Multileg instrument's individual securitys MaturityMonthYear.

Time of security's maturity expressed in local time with offset to UTC specified

Allow sequencing of Legs for a Strategy to be captured

The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Offer price of this leg.

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

Expresses the risk of an option leg

Quantity ordered of this leg.

For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument.

PositionEffect for leg of a multileg

Price for leg of a multileg

The price type of the LegBidPx (681) and/or LegOfferPx (684).

Refer to definition for PriceUnitOfMeasure (1191)

Refer to definition of PriceUnitOfMeasureQty (1192)

Multileg instrument's individual securitys Product.

Refer to definition of PutOrCall (201)

Quantity of this leg, e.g. in Quote dialog.

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

Deprecated in FIX.4.4 Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Unique indicator for a specific leg.

Deprecated in FIX.4.4 Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Additional attribute to store the Trade ID of the Leg.

Deprecated in FIX.4.4 Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Deprecated in FIX.4.4 Multileg instrument's individual leg security?s RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Multileg instrument's individual securitys SecurityAltID.

Multileg instrument's individual securitys SecurityAltIDSource.

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

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

Multileg instrument's individual securitys SecurityID.

Multileg instrument's individual securitys SecurityIDSource.

SecuritySubType of the leg instrument.

Multileg instrument's individual securitys SecurityType.

Identifies settlement currency for the Leg.

Refer to description SettlDate (64)

Refer to values for SettlType (63)

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

Multileg instrument's individual leg securitys StateOrProvinceOfIssue.

For Fixed Income, type of Stipulation for this leg.

For Fixed Income, value of stipulation.

Currency in which the strike price of a instrument leg of a multileg instrument is denominated.

Multileg instrument's individual securitys StrikePrice.

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

Multileg instrument's individual securitys Symbol.

Multileg instrument's individual securitys SymbolSfx.

Same as TimeUnit.

Same as UnitOfMeasure.

Refer to definition of UnitOfMeasureQty (1147)

Specifies the volatility of an instrument leg.

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

Code to identify the type of liquidity indicator.

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

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

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

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

Free format text message containing list handling and execution instructions.

Identifies the type of ListExecInst (69) .

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 field to assure uniqueness across days.

Indicates whether instruments are pre-listed only or can also be defined via user request

Descriptive name for list order.

Code to represent the status of a list order.

Identifies the reason for rejection of a New Order List message. Note that OrdRejReason (103) is used if the rejection is based on properties of an individual order part of the List.

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

Free format text string related to List Status.

Code to represent the status type.

If provided, then Instrument occurrence has explicitly changed

Identifies the locale. For Municipal Security Issuers other than state or province. Refer to

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

Identification of a Market Makers location

Long Quantity

Defines the lot type assigned to the order.

Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected

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

Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection.

Buying party in a trade

Date of Market Data Entry.

Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Unique Market Data Entry identifier.

Deprecated in FIX.5.0. Originator of a Market Data Entry

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

Price of the Market Data Entry.

Refers to a previous MDEntryID (278) .

Selling party in a trade

Quantity or volume represented by the Market Data Entry.

The spot rate for an FX entry.

Time of Market Data Entry.

Type Market Data entry.

Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative.

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

Deprecated in FIX.5.0. Market posting quote / trade.

Used to describe the origin of an entry in the book.

Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level.

Identifies market data quote type.

Unique identifier for the Market Data Report.

Unique identifier for Market Data Request

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

A part of the MDEntrySize (271) that represents secondary interest as specified by MDSecSizeType(1178).

Specifies the type of secondary size.

Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly.

Type of Market Data update action.

Specifies the type of Market Data update.

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

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

Indicates if the order was initially received manually (as opposed to electronically)

Excess margin amount (deficit if value is negative)

The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio (898) of 102% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.

Depth of market for Book Snapshot / Incremental updates

Identifies the Market

Market Definition message identifier.

Unique ID of a Market Definition Request message.

Description or name of Market Segment

Identifies the market segment

Specifies the action taken for the specified MarketID (1301) + MarketSegmentID (1300) .

Reason Order Mass Action Request was rejected

Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN)

Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request.

Specifies scope of Order Mass Action Request.

Specifies the type of action requested

Reason Order Mass Cancel Request (q) was rejected.

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)

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

Order Mass Status Request (AF) Type

The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender.

Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement.

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

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

Date of maturity.

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

Format used to generate the MaturityMonthYear for each option

Increment between successive maturities for an option class

Unit of measure for the Maturity Month Year Increment

Net Money at maturity if Zero Coupon and maturity value is different from par value

Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

Time of security's maturity expressed in local time with offset to UTC specified.

Deprecated in FIX.5.0. The quantity to be displayed. Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

Maximum number of bytes supported for a single message.

Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit.

The maximum price variation of an execution from one event to the next for a given security.

Deprecated in FIX.5.0. Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).

The maximum order quantity that can be submitted for a security.

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

Used to identify the event or source which gave rise to a message.

Mid price/rate

Mid yield

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

Minimum lot size allowed based on lot type specified in LotType (1093)

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.

Minimum price increase for a given exchange-traded Instrument

Minimum price increment amount associated with the MinPriceIncrement (969) . For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor (231) .

Minimum quantity of an order to be executed.

The minimum trading volume for a security

Miscellaneous fee value

Defines the unit for a miscellaneous fee.

Currency of miscellaneous fee

Indicates type of miscellaneous fee.

Used to indicate the best bid in a market

Used to indicate the best offer in a market

A one character code identifying Money laundering status.

Specifies the direction of the messsage.

Integer message sequence number.

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

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

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

Specifies the type of multileg order.

Code to represent how the multileg price is to be interpreted when applied to the legs.

Position Limit in the near-term contract for a given exchange-traded product.

PartyID value within a "second instance" Nested repeating group.

PartyIDSource value within a "second instance" Nested repeating group.

PartyRole value within a "second instance" Nested repeating group.

PartySubID value within a "second instance" Nested repeating group.

Type of Nested2PartySubID (760) value. Second instance of NestedParties .

PartyID value within a "third instance" Nested repeating group.

PartyIDSource value within a "third instance" Nested repeating group.

PartyRole value within a "third instance" Nested repeating group.

PartySubID value within a "third instance" Nested repeating group.

PartySubIDType value within a "third instance" Nested repeating group.

Refer to definition of PartyID (448)

Refer to definition of PartyIDSource (447)

Refer to definition of PartyRole (452)

Refer to definition of PartySubID (523)

Refer to definition of PartySubIDType (803)

Code to represent the type of instrument attribute

Attribute value appropriate to the NestedInstrAttribType field

PartyID value within a nested repeating group.

PartyIDSource (447) value within a nested repeating group.

PartyRole (452) value within a nested repeating group.

PartySubID (523) value within a nested repeating group.

Type of NestedPartySubID (545) value.

Net change from previous days closing price vs. last traded price.

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

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

Unique identifier for a network resquest.

Indicates the type and level of details required for a Network (Counterparty System) Status Request (BC) Message

Unique identifier for a network response.

Indicates the type of Network (Counterparty System) Status Response (BD) Message.

New Password or passphrase

New sequence number

Next expected MsgSeqNum (34) value to be received.

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

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

Number of alternative market data sources.

Specifies number of application id occurrences

Indicates the number of list entries.

Number of BidDescriptor (400) entries.

Number of repeating OrderCapacity entries.

Number of clearing instructions

Number of CollInquiryQualifier entries in a repeating group.

Number of CompID entries in a repeating group.

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

The number of ContraBroker (375) entries.

Number of Date fields provided in date range

Refer to definition of NoPartyIDs (453)

Refer to definition for NoPartySubIDs (802)

Refer to definition for NoSecurityAltID (454)

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

Number of delivery instruction fields in repeating group.

Number of repeating EventType (865) entries.

Number of execution instructions

No of execution repeating group entries to follow.

Number of Expiration Qty entries.

Number of fill entries

Number of HopCompID (628) entries in repeating group.

Number of repeating groups of IOIQualifier (104) s.

Number of repeating InstrAttribType (871) entries.

Identifies the number of parties identified with an instrument.

Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

Number of Allocations for the leg

Multileg instrument's individual securitys NoSecurityAltID.

Number of leg stipulation entries

Number of InstrumentLeg repeating group instances.

Identifies number of lines of text body

Number of Lot Type Rules

Number of entries in Market Data message.

Number of MDEntryType (269) fields requested.

The number of feed types and corresponding book depths associated with a security.

Number of Market Segments on which a security may trade.

Number of Match Rules

Number of maturity rules in MarurityRules component block

Number of repeating groups of miscellaneous fees

Number of MsgType (35) in repeating group.

Number of Nested2PartyID (757) , Nested2PartyIDSource (758) , and Nested2PartyRole (759) entries

Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of NestedParties .

Number of Nested3PartyID (949) , Nested3PartyIDSource (950) , and Nested3PartyRole (951) entries

Number of Nested3PartySubID (953) entries

Refer to definition of NoPartyIDs (453)

Refer to definition of NoPartySubIDs (802)

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

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries.

Number of not affected orders in the repeating group of order ids.

Number of Underlyings, Identifies the Underlying of the Leg

The number of secondary sizes specifies in this entry

Number of order types

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

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

Number of PartySubID (523) and PartySubIDType (803) entries

Number of position amount entries.

Number of position entries.

The number of quote entries for a QuoteSet.

Number of repeating groups of QuoteQualifiers (695).

The number of sets of quotes in the message.

The number of registration details on a Registration Instructions message

Specifies the number of repeating symbols specified.

Number of RootPartyID (1117) , RootPartyIDSource (1118) , and RootPartyRole (1119) entries.

Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries

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

Total number of reports within series.

Number of SecurityAltID (455) entries.

Number of Security Type repeating group instances.

Used to group Each Settlement Party

Number of settlement instructions within repeating group.

Number of settlement obligations

Number of SettlPartyID (782) , SettlPartyIDSource (783) , and SettlPartyRole (784) entries.

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

Indicates number of SideTimestamps contained in group.

Number of Side (54) repeating group instances.

Number of statistics indicator repeating group entries.

Number of stipulation entries

Indicates number of strategy parameters.

Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

Number of list strike price entries.

Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security

Number of time in force techniques

Number of trades in repeating group.

Allows trading rules to be expressed by trading session

Number of TradingSessionID (336) in repeating group.

Number of TrdRegTimestamp (769) entries

Number of trade reporting indicators

Total number of occurrences of Amount to pay in order to receive the underlying instrument.

Refer to definition for NoSecurityAltID (454)

Number of UnderlyingSecurityAltID (458) entries.

Number of underlying stipulation entries.

Number of underlying legs that make up the security.

Identifies the number of parties identified with an underlying instrument.

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

Number of Usernames to which this this response is directed

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.

OrderID (37) of an order not affected by a mass cancel request.

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

Indicates the total number of bidders on the list

Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.

Total number of tickets.

Number of orders in the market.

Deprecated in FIX.5.0. This trade is to be treated as an odd lot

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

Deprecated in FIX.5.0. Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.

Offer price/rate

Quantity of offer

Offer F/X spot rate.

The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Offer yield

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 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

Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char)

Open interest that was eligible for assignment.

Can be used for SecurityType (167) =OPT to identify a particular security.

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.

Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

Can be used to uniquely identify a specific Order Status Request (H) message.

Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

Average price for a specific order.

Quantity of the order that is being booked out as part of an Allocation Instruction (J) or Allocation Report (AS) message.

Designates the capacity of the firm placing the order.

Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal).

Defines the type of interest behind a trade (fill or partial fill).

Identifies the class or source of the OrderHandlingInst values. Scope of this will apply to both CustOrderHandlingInst and DeskOrderHandlingInst fields.

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 field to assure uniqueness across days.

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

For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investors total holding to be sold. For a CIV switch/exchange it specifies percentage of investors 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.

Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.

Deprecated in FIX.5.0. OrderQty (38) of the future part of a F/X swap 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.

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.

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) .

The most recent (or current) modification TransactTime (60) reported on an Execution Report (8) for the order.

Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.

Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer

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.

"Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))"

Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer

Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123)

Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer

Value of stocks in Currency

Used in EFP trades. Represented as a percentage.

Identifies the type of owner.

The relationship between Registration parties.

Reference to a parent Market Segment. See MarketSegmentID (1300)

Deprecated in FIX.5.0 For a TargetStrategy (847) =Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume).

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

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

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

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) .

Type of PartySubID (523) value

Password or passphrase.

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

A code identifying the Settlement payment method. 16 through 998 are reserved for future use

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

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

Percent at risk due to lowest possible call.

Type of Peg Limit.

Describes whether peg is static or floats.

Type of Peg Offset value.

Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836)

Defines the type of peg.

If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive.

The scope of the peg.

Security description of the security off whose prices the order will Peg.

Defines the identity of the security off whose prices the order will peg.

Defines the identity of the security off whose prices the order will peg.

Defines the common, 'human understood' representation of the security off whose prices the order will Peg.

The price the order is currently pegged at.

The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price ( Price (44) ) is breached. The values may not be exact due to rounding.

For Fixed Income, identifies MBS / ABS pool.

Position amount

Type of Position amount

Maintenance Action to be performed.

Result of Position Maintenance Request (AL) .

Unique identifier for this Position Report (AP)

Reference to a PosMaintRptID (721) from a previous Position Maintenance Report (AM) that is being replaced or canceled.

Status of Position Maintenance Request (AL)

Status of this position.

Unique identifier for the position maintenance request as assigned by the submitter

Result of Request for Positions (AN)

Status of Request for Positions (AN) .

Used to specify the type of Position Maintenance Request (AL) being made.

Identifies the type of position transaction

Used to identify the type of quantity that is being returned.

The Currency in which the position Amount is denominated.

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.

Position Limit for a given exchange-traded product.

Indicates possible retransmission of message with this sequence number

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

Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible.

Indicates the method of preallocation.

Previous closing price of security.

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

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

Deprecated in FIX.5.0. Price of the future part of a F/X swap order.

The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.

Amount of price improvement.

Describes the how the price limits are expressed

Defines the type of price protection the customer requires on their order.

Method for price quotation

Code to represent the price type.

Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract.

Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.

Previous settlement price.

Indicates if requesting a rollover of prior days spread submissions.

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

Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only.

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

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

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc.

Time in minutes between each ListStatus report sent by SellSide. Zero means dont send status.

Code to identify the desired frequency of progress reports.

Indicates if a trade should be reported via a market reporting service.

Indicates whether an Option is for a put or call.

Type of quantity specified in a quantity field.

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

Date associated to the quantity that is being reported for the position.

Deprecated in FIX.4.4 Designates the type of quantities (e.g. OrderQty) specified. Used for MBS and TIPS Fixed Income security types.

Identifies the type of quote cancel.

Space-delimited list of conditions describing a quote.

Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated.

Reason Quote Entry was rejected.

Identifies the status of an individual quote. See also QuoteStatus (297) which used for single Quotes.

Unique identifier for quote

Unique identifier for a quote message.

Code to represent price type requested in Quote.

Code to qualify Quote use

Reason quote was rejected.

Unique identifier for quote request

Reason Quote was rejected.

Indicates the type of Quote Request being generated

Message reference for Quote Response

Identifies the type of Quote Response (AJ) .

Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed.

Unique id for the QuoteSet.

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

Identifies the status of the quote acknowledgement.

Unique identifier for Quote Status Request (a) .

Identifies the type of quote.

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

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

Number of bytes in raw data field.

Identifies the Broker / Dealer Department that first took the order.

Deprecated in FIX.4.4 Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Reference identifier to be used with AllocTransType (71) = Replace or Cancel.

The extension pack number associated with an application message.

Reference to the unique application identifier which corresponds to ApplID (1180) from the Application Sequence Group component

Application sequence number of last message in transmission.

Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID

Assigned value used to identify a firm.

Specifies a custom extension to a message being applied at the session level.

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

The ID reference to the order being hit or taken.

Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order.

Reference message sequence number

Assigned value used to identify specific elements within a firm.

The tag number of the FIX field being referenced.

Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed

Defines the quantity used to refresh DisplayQty (1138) .

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

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

Email address relating to Registration name and address details.

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

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

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

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

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

Identifies Registration Instructions (o) transaction type.

Those will be used by Firms to send a reason for rejecting a trade in an allocate claim model.

Identifies the collateral used in the transaction.

Identifies party of trade responsible for exchange reporting.

Reported price (used to differentiate from AvgPx (6) on a confirmation of a marked-up or marked-down principal trade).

Shows that the reported price that is different from the market price.

Deprecated in FIX.4.4 Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Deprecated in FIX.4.4 Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

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

Specifies the type of respondents requested.

URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination.

Identifies how the response to the request should be transmitted.

Indicates a trade that reverses a previous trade.

Interest rate. Usually some form of short term rate.

Specifies average price rounded to quoted precision.

PartyID value within a root parties component. Same values as PartyID (448) .

PartyIDSource value within a root parties component.

PartyRole value within a root parties component.

PartySubID value within a root parties component. Same values as PartySubID (523)

Type of RootPartySubID (1121) value. Same values as PartySubIDType (803)

The trading lot size of a security

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 CashOrderQty (152) or (for CIV only) OrderPercent (516) are specified on an order.

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

Assigned value used to identify a specific routing destination.

Indicates the type of RoutingID (217) specified.

Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side.

Indicates the system or medium on which the report has been published.

Specifies the market scope of the a market data.

Secondary allocation identifier. Unlike the AllocID (70) , this can be shared across a number of allocation instruction (J) or allocation report (AS) messages, thereby making it possible to pass an identifier for an original allocation (J) message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).

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

Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

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

Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary.

Refer to definition of HighLimitPrice (1149)

Will allow the intermediary to specify an allocation ID generated by their system.

Refer to definition of LowLimitPrice (1148)

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

Describes the how the price limits are expressed

Used to carry an internal trade entity ID which may or may not be reported to the firm

Deprecated in FIX.5.0 Secondary trade report identifier - can be used to associate an additional identifier with a trade.

Used to refer to a previous SecondaryTradeReportRefID (881) when amending the transaction (cancel, replace, release, or reversal).

Refer to definition for TradingReferencePrice (1150)

Additional TrdType (828) assigned to a trade by trade match system.

Actual encrypted data stream. Deprecated in FIXT1.1.

Length of encrypted message. Deprecated in FIXT1.1

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.

Security description.

Market used to help identify a security.

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

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

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

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

Security Report ID. Unique identifier for the Security Report.

Unique ID of a Security Definition Request.

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

Type of Security Definition Request.

Unique ID of a Security Definition message.

Type of Security Definition message response.

Used for derivatives. Denotes the current state of the Instrument.

Unique ID of a Security Status Request message.

Sub-type qualification/identification of the SecurityType (167) (e.g. for SecurityType (167) ="REPO").

Identifies an event related to a SecurityTradingStatus (326) . An event occurs and is gone, it is not a state that applies for a period of time.

Identifies the trading status applicable to the transaction.

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

Specifies action of security update

Actual XML data stream describing a security, normally FpML.

Lenght of the SecurityXML data block.

The schema used to validate the contents of SecurityXML

Quantity sold.

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

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

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

Status of a FIX session

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

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

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.

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

Currency code of settlement denomination.

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

Deprecated in FIX.5.0. SettlDate (64) of the future part of a F/X swap order.

Identifies type of settlement

Unique identifier for Settlement Instruction.

Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

Unique identifier for Settlement Instructions (T) message.

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

Unique ID of Settlement Instruction Request (AV) message

Identifies reason for rejection (of a Settlement Instruction Request (AV) message).

Indicates source of Settlement Instructions

Settlement Instructions message transaction type

Settlement method for a contract. Can be used as an alternative to CFI Code value

Unique ID for this settlement instruction.

Used to identify the reporting mode of the settlement obligation which is either preliminary or final

Message identifier for Settlement Obligation Report

Required where SettlInstTransType is Cancel or Replace

Used to identify whether these delivery instructions are for the buyside or the sellside.

Transaction Type - required except where SettlInstMode is 5=Reject SSI request

PartyID value within a settlement parties component. Nested repeating group.

PartyIDSource value within a settlement parties component.

PartyRole value within a settlement parties component.

PartySubID value within a settlement parties component.

Type of SettlPartySubID (785) value.

Settlement price

Type of settlement price.

Identifies a specific settlement session

SubID value associated with SettlSessID (716)

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

Indicator to determine if instrument is settle on open.

Settlement cycle in which the settlement obligation was generated

Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.

Short Quantity

Reason for short sale.

Side of order (see Volume : "Glossary" for value definitions)

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

Used to identify the trading currency on the Trade Capture Report Side

Used on a multi-sided trade to convey order routing information.

The gross trade amount for this side of the trade. See also GrossTradeAmt (381) , for additional definition.

Used to indicate if the side being reported on Trade Capture Report (AE) represents a leg of a multileg instrument or a single security.

Used to indicate the quantity on one of a multi-sided Trade Capture Report.

Used on a multi-sided trade to convey reason for execution.

Used to identify the settlement currency on the Trade Capture Report Side

Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided.

Used on a multi-sided trade to designate the ReportID.

Will be used in a multi-sided message.

Same as TrdRegTimestampOrigin

Same as TrdRegTimeStampType

Used on a multi-sided trade to specify the type of trade for a given side.

Amounts in currency

Amounts in currency

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

Electronic signature. Deprecated in FIX FIXT1.1

Number of bytes in signature field. Deprecated in FIXT1.1.

Indicates whether or not the order was solicited.

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

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 Custodians name).

Identifies the Standing Instruction database used

Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.

Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral.

Starting maturity month year for an option class

Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

Starting price range for specified tick increment

A two-character state or province abbreviation.

Type of statistics

A text description associated with a network status.

Indicates the status of a network connection

For Fixed Income.

For Fixed Income. Value of stipulation.

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

Name of parameter.

Datatype of the parameter.

Value of the parameter

Currency in which the StrikePrice (202) is denominated.

Expiration Style for an option class

Value by which strike price should be incremented within the specified price range.

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

Strike Price for an Option.

Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

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

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

The subject of an Email message

Subscription Request Type

For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

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)

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

Transact time in the local date-time stamp with a TZ offset to UTC identified

Assigned value used to identify receiving firm.

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

The target strategy of the order

Deprecated in FIX.5.0 Field to allow further specification of the TargetStrategy (847) - usage to be agreed between counterparties.

For communication of the performance of the order versus the target strategy.

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

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

Type of financing termination.

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

Identifier included in Test Request message to be returned in resulting Heartbeat

Free format text string

Amount that a position has to be in the money before it is exercised.

Direction of the "tick".

Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded

Specifies the type of tick rule which is being described

The Tier the trade was matched by the clearing system.

A code that represents a time interval in which a fill or trade occurred.

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions)

Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year.

Unit of time associated with the contract.

Specifies the number of accepted quotes

Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs (78) in each message that has repeating NoAlloc entries related to the same AllocID (70) or AllocReportID (755) . Used to support fragmentation.

Specifies the number of canceled quotes

Total number of fill entries across all messages. Should be the sum of all NoFills (1362) in each message that has repeating list of fill entries related to the same ExecID (17) . Used to support fragmentation.

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.

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.

Specifies the number of rejected quotes

Total number of securities.

Indicates total number of security types in the event that multiple Security Types (w) messages are used to return results.

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.

Total Number of Assignment Reports being returned to a firm.

Total number or reports returned in response to a request.

Total number of trade reports returned.

Deprecated in FIX.4.4 Total Amount of Accrued Interest for convertible bonds and fixed income.

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

TotalNetValue (900) is determined as follows:

Total number of Position Reports being returned.

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.

Total volume (quantity) traded.

Closing time of the trading session

End time of the trading session

Identifies an event related to a TradSesStatus (340) . An event occurs and is gone, it is not a state that applies for a period of time.

Method of trading

Trading Session Mode

Time of the opening of the trading session

Time of the pre-closed of the trading session

Unique ID of a Trading Session Status message.

Starting time of the trading session

State of the trading session.

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

Specifies the action taken for the specified trading sessions.

Identifies how the trade is to be allocated

Space-delimited list of conditions describing a trade

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).

Specified how the Trade Capture Report should be handled by the Respondent.

The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.

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

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

Reference to the leg of a multileg instrument to which this trade refers

Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.

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

Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator (852) .

Unique identifier of Trade Capture Report (AE)

Reference identifier used with CANCEL and REPLACE transaction types.

Reason Trade Capture Request was rejected.

Identifies Trade Capture Report (AE) message transaction type

Type of Trade Report.

Trade Capture Report Request (AD) ID

Result of Trade Request

Status of Trade Request.

Type of Trade Capture Report (AE) .

Used to report volume with a trade.

Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Used when the trading currency can differ from the price currency

Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.

Trading Session description

Identifier for Trading Session

Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

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

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

Reason trade is being transferred.

Identifier assigned to a trade by a matching system.

Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house).

Traded / Regulatory timestamp type.

Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole (1388) . Used to override standard reporting behavior by the receiver of the trade report and thereby complements the TradePublishIndicator (1390) .

Identifies the type of party for trade reporting. Same values as PartyRole (452) .

Trade Report Status.

Further qualification to the trade type

Type of Trade.

Defines the type of action to take when the trigger hits.

The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1.

The Quantity the order should have after the trigger has hit.

The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon.

The price at which the trigger should hit.

The side from which the trigger price is reached.

The type of price that the trigger is compared to.

Defines the type of price protection the customer requires on their order.

Defines the security description of the security whose prices will be tracked by the trigger logic.

Defines the identity of the security whose prices will be tracked by the trigger logic.

Defines the identity of the security whose prices will be tracked by the trigger logic.

Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic.

Defines the trading session at which the order will be activated.

Defines the subordinate trading session at which the order will be activated.

Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect.

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

Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated.

Percent of the Strike Price that this underlying represents.

Underlying securitys CFICode.

The program under which the underlying commercial paper is issued.

The registration type of the underlying commercial paper issuance.

Maximum notional value for a capped financial instrument

Cash amount associated with the underlying component.

Specific to the &lt;UnderlyingInstrument&gt; Used for derivatives that deliver into cash underlying.

Amount to collect in order to deliver the underlying instrument.

Underlying securitys ContractMultiplier. See ContractMultiplier (231) field for description

Underlying securitys CountryOfIssue (470) .

Underlying securitys CouponPaymentDate.

Underlying securitys CouponRate. See CouponRate (223) field for description

Underlying securitys CreditRating.

Underlying securitys Currency.

Currency value currently attributed to this collateral.

Indicates the underlying position amount to be delivered

Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest.

Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

Currency value attributed to this collateral at the end of the agreement.

Type of exercise of a derivatives security

Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15) .

Specifies whether the UnderlyingFXRate (1045) should be multiplied or divided.

Underlying securitys Factor.

Underlying securitys InstrRegistry.

Underlying securitys IssueDate.

Underlying securitys Issuer.

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.

Refer to definition for CFICode (461)

Date of maturity.

Refer to definition for MaturityMonthYear (200)

Time of security's maturity expressed in local time with offset to UTC specified

Refer to definition of OptAttribute (206)

Refer to definition for PutOrCall (201)

Refer to definition for SecurityAltID (455)

Refer to definition for SecurityAltIDSource (456)

Refer to definition of SecurityDesc (107)

Refer to definition for SecurityExchange (207)

Refer to definition for SecurityID (48)

Refer to definition for SecurityIDSource (22)

Refer to definition for SecuritySubType (762)

Refer to definition for SecurityType (167)

Refer to definition for StrikePrice (202)

Refer to definition for Symbol (55)

Refer to definition for SymbolSfx (65)

Underlying securitys LocaleOfIssue.

Underlying securitys maturity date.

Underlying securitys MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.

Time of security's maturity expressed in local time with offset to UTC specified

Underlying securitys OptAttribute.

Amount to pay in order to receive the underlying instrument.

Refer to definition for PriceUnitOfMeasure (1191)

Refer to definition of PriceUnitOfMeasureQty (1192)

Underlying securitys Product.

Put or call indicator of the underlying security. See PutOrCall (201) .

Underlying price associate with a derivative instrument.

Unit amount of the underlying security (par, shares, currency, etc.)

Deprecated in FIX.4.4 Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Deprecated in FIX.4.4 Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Deprecated in FIX.4.4 Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Deprecated in FIX.4.4 Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

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

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

Underlying securitys SecurityDesc.

Underlying securitys SecurityExchange. Can be used to identify the underlying security.

Underlying securitys SecurityID.

Underlying securitys SecurityIDSource.

Underlying securitys SecuritySubType.

Underlying securitys SecurityType.

Underlying securitys SettlPrice.

Underlying securitys SettlPriceType.

Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments.

Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument.

Indicates order settlement period for the underlying instrument.

Currency value attributed to this collateral at the start of the agreement.

Underlying securitys StateOrProvinceOfIssue.

Type of stipulation.

Value of stipulation.

Currency in which the strike price of an underlying instrument is denominated

Underlying securitys StrikePrice.

Underlying securitys Symbol.

Underlying securitys SymbolSfx.

Same as TimeUnit.

Trading Session in which the underlying instrument trades

Trading Session sub identifier in which the underlying instrument trades

Same as UnitOfMeasure.

Refer to definition of UnitOfMeasureQty (1147)

PartyID value within an underlying instrument party repeating group.

PartyIDSource value within an underlying instrument partyrepeating group.

PartyRole value within an underlying instrument partyepeating group.

PartySubID value within an underlying instrument party repeating group.

Type of underlying InstrumentPartySubID (1053) value.

Physical unit of measure for Derivative products.

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure (996) . Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure (996) for more information on the use of UnitOfMeasureQty.

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

Urgency flag

Unique identifier for a User Request (BE) .

Indicates the action required by a User Request (BE) Message.

Indicates the status of a user

A text description associated with a user status.

Userid or username.

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

Used in EFP trades

Annualized volatility for option model calculations

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.

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

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

Length of the XmlData data block.

Yield percentage.

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

Price to which the yield has been calculated.

The price type of the YieldRedemptionPrice (697)

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)