Fields By Tag

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

Unique identifier of advertisement message.

Reference identifier used with CANCEL and REPLACE transaction types.

Broker's side of advertised trade

Identifies advertisement message transaction type

Calculated average price of all fills on this order.

Message sequence number of first message in range to be resent

Identifies beginning of new message and session protocol version by means of a session profile identifier (see FIX Session Layer for details). ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted).

Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)

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

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

Specifies the basis or unit used to calculate the total commission based on the rate.

Total quantity (e.g. number of shares) filled.

Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.

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).

Unique identifier of execution 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)

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

Instructions for order handling on Broker trading floor

Identifies class or source of the SecurityID(48) value.

Unique identifier of IOI message.

Relative quality of indication

Reference identifier used with CANCEL and REPLACE, transaction types.

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

Identifies IOI message transaction type

Broker capacity in order execution

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

Price of this (last) fill.

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

Identifies number of lines of text body

Integer message sequence number.

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

New sequence number

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

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

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

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

ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.

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

Indicates possible retransmission of message with this sequence number

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

Reference message sequence number

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

Assigned value used to identify firm sending message.

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

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

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

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

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

Assigned value used to identify receiving firm.

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

Free format text string

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

Timestamp when the business transaction represented by the message occurred.

Urgency flag

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

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

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

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

Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.

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

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

Free format text message containing list handling and execution instructions.

Unique identifier for allocation message.

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

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

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

Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.

Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).

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

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

Sub-account mnemonic

Quantity to be allocated to specific sub-account

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

Total number of reports within series.

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

Total quantity canceled for this order.

Number of delivery instruction fields in repeating group.

Identifies status of allocation.

Identifies reason for rejection.

Electronic signature

Length of encrypted message

Actual encrypted data stream

Number of bytes in signature field

Email message type.

Number of bytes in raw data field.

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

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

Method of encryption.

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

Execution destination as defined by institution when order is entered.

Code to identify reason for cancel rejection.

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

Code to qualify IOI use. (see Volume : "Glossary" for value definitions)

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

Can be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument.

Heartbeat interval (seconds)

Minimum quantity of an order to be executed.

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

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

Identifies party of trade responsible for exchange reporting.

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

Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field.

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

Unique identifier for quote

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

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

Currency code of settlement denomination.

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

Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request.

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

Number of executions or trades.

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

Reason for execution rejection.

Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field.

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

Indicates that 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.

Unique identifier for a QuoteRequest(35=R).

Bid price/rate

Offer price/rate

Quantity of bid

Quantity of offer

Number of repeating groups of miscellaneous fees

Miscellaneous fee value

Currency of miscellaneous fee

Indicates type of miscellaneous fee.

Previous closing price of security.

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

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

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

Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party

Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party

Specifies the number of repeating symbols specified.

The subject of an Email message

The headline of a News message

A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)

Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled).

Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14).

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.

AvgPx (6) for a specific AllocAccount (79)

NetMoney(118) for a specific AllocAccount(79).

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

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

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

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.

Amount of Accrued Interest for convertible bonds and fixed income

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

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

Unique identifier for Settlement Instruction.

Settlement Instructions message transaction type

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

Indicates source of Settlement Instructions

Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties.

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

Identifies the Standing Instruction database used

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

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

Identifies type of settlement

Bid F/X spot rate.

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

Offer F/X spot rate.

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

OrderQty (38) of the future part of a F/X swap order.

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

F/X spot rate.

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

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.

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

Number of repeating groups of IOIQualifiers (04).

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

Indicates whether an option contract is a put, call, chooser or undetermined.

Strike Price for an Option.

Used for derivative products, such as options

Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions.

Market used to help identify a security.

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

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

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

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

Length of the XmlData data block.

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

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

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

Indicates the type of RoutingID (217) specified.

Assigned value used to identify a specific routing destination.

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

Specifies currency used for benchmark curve.

Name of benchmark curve.

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

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.

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

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")

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

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)

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 . In TIPS securities this is the Inflation index.

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

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

Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc.

Number of stipulation entries

For Fixed Income.

For Fixed Income. Value of stipulation.

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

Yield percentage.

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

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

Identifies the collateral used in the transaction.

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

Underlying security's CouponPaymentDate.

Underlying security's IssueDate.

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

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

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

Underlying security's Factor.

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)

Multileg instrument's individual leg security's CouponPaymentDate.

Multileg instrument's individual leg security's IssueDate.

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)

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

Multileg instrument's individual leg security's Factor.

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)

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

Underlying security's CreditRating.

Multileg instrument's individual leg security's CreditRating.

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)

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.

Unique identifier for Market Data Request

Subscription Request Type

Depth of market for Book Snapshot / Incremental updates

Specifies the type of Market Data update.

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

Number of MDEntryType (269) fields requested.

Number of entries in Market Data message.

Type of market data entry.

Price of the Market Data Entry.

Quantity or volume represented by the Market Data Entry.

Date of Market Data Entry.

Time of Market Data Entry.

Direction of the "tick".

Market posting quote / trade.

Space-delimited list of conditions describing a quote.

Type of market data entry.

Unique Market Data Entry identifier.

Type of Market Data update action.

Refers to a previous MDEntryID (278).

Reason for the rejection of a Market Data request.

Originator of a Market Data Entry

Identification of a Market Maker's location

Identification of a Market Maker's desk

Reason for deletion.

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

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

Buying party in a trade

Selling party in a trade

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

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

Identifies the type of Corporate Action.

Default Bid Size.

Default Offer Size.

The number of quote entries for a QuoteSet.

The number of sets of quotes in the message.

Identifies the status of the quote acknowledgement.

Identifies the type of quote cancel.

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

Reason quote was rejected.

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

Unique id for the Quote Set.

Indicates the type of Quote Request being generated

Total number of quotes for the quote set.

Identifies class or source of the UnderlyingSecurityID(309) value.

Underlying security's Issuer.

Description of the underlying security.

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

Underlying security's SecurityID.

Underlying security's SecurityType.

Underlying security's Symbol.

Underlying security's SymbolSfx.

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

Indicates whether an underlying option contract is a put, call, chooser or undetermined.

Underlying security's StrikePrice.

Underlying security's OptAttribute.

Underlying security's currency.

Unique ID of a Security Definition Request.

Type of Security Definition Request.

Unique ID of a Security Definition message.

Type of Security Definition message response.

Unique ID of a Security Status Request or a Security Mass Status Request message.

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

Identifies the trading status applicable to the transaction.

Denotes the reason for the Opening Delay or Trading Halt.

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

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

Quantity bought.

Quantity sold.

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

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

Identifies the type of adjustment.

Unique ID of a Trading Session Status message.

Identifier for a trading session.

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

Method of trading

Trading Session Mode

State of the trading session.

Starting time of the trading session

Time of the opening of the trading session

Time of the pre-closed of the trading session

Closing time of the trading session

End time of the trading session

Number of orders in the market.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Reason Quote Entry was rejected:

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

The tag number of the FIX field being referenced.

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

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

Identifies the Bid Request message type.

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

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

Indicates whether or not the order was solicited.

The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel.

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

Code to identify reason for a Business Message Reject message.

Total amount traded expressed in units of currency - usually quantity * price. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size).

The number of ContraBroker (375) entries.

Maximum number of bytes supported for a single message.

Number of MsgTypes (35) in repeating group.

Specifies the direction of the message.

Number of TradingSessionIDs (336) in repeating group.

Total volume (quantity) traded.

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

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

For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.

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

Descriptive name for list order.

Total number of securities.

Code to identify the type of Bid Request.

Total number of tickets.

Amounts in currency

Amounts in currency

Number of BidDescriptor (400) entries.

Code to identify the type of BidDescriptor (400).

BidDescriptor value. Usage depends upon BidDescriptorTyp (399).

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.

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

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

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

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

Used in EFP trades

Used in EFP trades. Represented as a percentage.

Used in EFP trades

Code to identify the type of liquidity indicator.

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

Indicates whether or not to exchange for phsyical.

Value of stocks in Currency

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

Code to identify the desired frequency of progress reports.

Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status.

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

Indicates the total number of bidders on the list

Code to represent the type of trade.

Code to represent the basis price type.

Indicates the number of list entries.

ISO Country Code in field

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

Code to represent the price type.

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

Quantity on a GT order that has traded today.

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

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

Number of list strike price entries.

Code to represent the status type.

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

Code to represent the status of a list order.

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

Identifies the type of ListExecInst (69).

Identifies the type of request that a Cancel Reject is in response to.

Underlying security's CouponRate.

Underlying security's ContractMultiplier.

Quantity traded with the ContraBroker (375).

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

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

Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported.

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

Free format text string related to List Status.

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

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

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

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

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

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

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

Number of SecurityAltID (455) entries.

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

Identifies class or source of the SecurityAltID(455) value.

Number of UnderlyingSecurityAltID (458) entries.

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

Identifies class or source of the UnderlyingSecurityAltID(458) value.

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

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

Underlying security's Product.

Underlying security's CFICode.

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

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

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

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 CashOrdQty (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.

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.

A two-character state or province abbreviation.

Identifies the locale or region of issue.

The number of registration details on a Registration Instructions message

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

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

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

Identifies the payment method for a (fractional) distribution. Used for CIV.

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

Specifies currency to be used for Commission(12) if the commission currency is different from the deal currency.

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

A one character code identifying Money laundering status.

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

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

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

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

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

Identifies Trade Report message transaction type

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

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

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

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

Identifies the settlement payment method.

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

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

Identifies the type of tax exempt account in which purchases shares/units are to be held. Used for CIV.

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

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

Name of local agent bank if for cash distributions

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

Account number at agent bank for distributions.

Free format Payment reference to assist with reconciliation of distributions.

Name of account at agent bank for distributions.

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

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

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

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

Reason(s) why Registration Instructions has been rejected.

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

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

The number of Distribution Instructions on a Registration Instructions message

Email address relating to Registration name and address details

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

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

Identifies Registration Instructions transaction type

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

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

The relationship between Registration parties.

The number of Contract Amount details on an Execution Report message

Type of ContAmtValue (520).

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

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

Identifies the type of owner.

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

PartyID value within a nested repeating group.

PartyIDSource value within a nested repeating group.

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

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

Designates the capacity of the firm placing the order.

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

Specifies scope of Order Mass Cancel Request.

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

Reason Order Mass Cancel Request was rejected

Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q).

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

OrderID(37) of an order affected by a mass cancel or mass action request.

SecondaryOrderID(198) of an order affected by a mass cancel or mass action request.

Identifies the type of quote.

PartyRole value within a nested repeating group.

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

Total Amount of Accrued Interest for convertible bonds and fixed income

Date of maturity.

Underlying security's maturity date.

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).

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

PartySubID value within a nested repeating group.

Specifies the market scope of the market data.

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

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

Type of cross being submitted to a market

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

CrossID 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 Cancel and Cross Cancel/Replace Requests.

Number of Side repeating group instances.

Userid or username.

Password or passphrase.

Number of InstrumentLeg repeating group instances.

Currency associated with a particular Leg's quantity

Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results.

Number of Security Type repeating group instances.

Identifies the type/criteria of Security List Request

The results returned to a Security Request message

The trading lot size of a security

The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security.

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

PositionEffect for leg of a multileg

CoveredOrUncovered for leg of a multileg

Price for leg of a multileg

Indicates the reason a Trading Session Status Request was rejected.

Trade Capture Report Request ID

Type of Trade Capture Report.

Indicates if the transaction was previously reported to the counterparty or market.

Unique identifier of trade capture report

Reference identifier used with CANCEL and REPLACE transaction types.

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

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

This trade is to be treated as an odd lot

Number of clearing instructions

Eligibility of this trade for clearing and central counterparty processing.

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

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

Number of Date fields provided in date range

Type of account associated with an order

Capacity of customer placing the order.

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.

Value assigned by issuer of Mass Status Request to uniquely identify the request

Specifies the type or scope of the mass order status request.

The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended.

Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular)

Refer to description for SettlDate[64]

Indicates whether or not automatic booking can occur.

Indicates what constitutes a bookable unit.

Indicates the method of preallocation.

Underlying security's CountryOfIssue.

Underlying security's StateOrProvinceOfIssue.

Underlying security's LocaleOfIssue.

Underlying security's InstrRegistry.

Multileg instrument's individual leg security's CountryOfIssue.

Multileg instrument's individual leg security's StateOrProvinceOfIssue.

Multileg instrument's individual leg security's LocaleOfIssue.

Multileg instrument's individual leg security's InstrRegistry.

Multileg instrument's individual security's Symbol.

Multileg instrument's individual security's SymbolSfx.

Multileg instrument's individual security's SecurityID.

Multileg instrument's individual security's SecurityIDSource.

Multileg instrument's individual security's NoSecurityAltID.

Multileg instrument's individual security's SecurityAltID.

Alternate identifier for individual leg security of a multileg instrument.

Multileg instrument's individual security's Product.

Multileg instrument's individual security's CFICode.

Refer to definition of SecurityType(167)

Multileg instrument's individual security's MaturityMonthYear.

Multileg instrument's individual security's MaturityDate.

Multileg instrument's individual security's StrikePrice.

Multileg instrument's individual security's OptAttribute.

Multileg instrument's individual security's ContractMultiplier.

Multileg instrument's individual security's CouponRate.

Multileg instrument's individual security's SecurityExchange.

Multileg instrument's individual security's Issuer.

Multileg instrument's individual security's EncodedIssuerLen.

Multileg instrument's individual security's EncodedIssuer.

Description of a multileg instrument.

Multileg instrument's individual security's EncodedSecurityDescLen.

Multileg instrument's individual security's EncodedSecurityDesc.

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

The side of this individual leg (multileg security).

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

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

Number of HopCompID entries in repeating group.

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

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

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

Mid price/rate.

Bid yield

Mid yield

Offer yield

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

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

Execution price assigned to a leg of a multileg instrument.

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

Amount of price improvement.

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

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

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

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

RFQ Request ID - used to identify an RFQ Request.

Used to indicate the best bid in a market

Used to indicate the best offer in a market

Used to indicate a minimum quantity for a bid.

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

Unique identifier for Quote Status Request.

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

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

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

Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788).

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

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

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

Reason quote request was rejected.

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

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.

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

Specifies the price of the benchmark.

Identifies type of BenchmarkPrice (662).

Message reference for Confirmation

Identifies the status of the Confirmation.

Identifies the Confirmation transaction type.

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

Identifies the form of delivery.

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.

Number of Allocations for the leg

Allocation Account for the leg

Reference for the individual allocation ticket

Leg allocation quantity.

Identifies the source of the LegAllocAccount(671).

Identifies settlement currency for the Leg.

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(679).

Bid price of this leg.

Leg-specific IOI quantity.

Number of leg stipulation entries

Offer price of this leg.

Quantity ordered of this leg.

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

This field is deprecated and has been replaced by LegOrderQty(685). This field will likely be removed from the FIX standard in a future version.

For Fixed Income, type of Stipulation for this leg.

For Fixed Income, value of stipulation.

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

For Fixed Income, identifies MBS / ABS pool.

Code to represent price type requested in Quote.

Message reference for Quote Response

Identifies the type of Quote Response.

Code to qualify Quote use and other aspects of price negotiation.

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)

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

Indicates a trade that reverses a previous trade.

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

Number of position entries.

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

Long quantity.

Short quantity.

Status of this position.

Type of Position amount

Position amount

Identifies the type of position transaction.

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

Number of underlying legs that make up the security.

Maintenance Action to be performed.

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

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

The business date for which the trade is expected to be cleared.

Identifies a specific settlement session

SubID value associated with SettlSessID(716)

Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM).

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

Indicates if requesting a rollover of prior day's spread submissions.

Unique identifier for this position report

Status of Position Maintenance Request

Result of Position Maintenance Request.

Used to specify the type of position request being made.

Identifies how the response to the request should be transmitted.

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.

Total number of Position Reports being returned.

Result of Request for Positions.

Status of Request for Positions

Settlement price

Type of settlement price

Underlying security's SettlPrice.

Underlying security's SettlPriceType.

Previous settlement price

Number of repeating groups of QuoteQualifiers (695).

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

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

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

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

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

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

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

Date of delivery.

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

Quantity Increment used in performing assignment.

Open interest that was eligible for assignment.

Exercise Method used to in performing assignment.

Total number of trade reports returned.

Result of Trade Request

Status of Trade Request.

Reason Trade Capture Request was rejected.

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

Number of position amount entries.

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

Unique identifier for Allocation Report message.

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

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.

Identifies class or source of the BenchmarkSecurityID(699) value.

Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO.

Underlying security's SecuritySubType.

SecuritySubType of the leg instrument.

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.

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

Number of timestamp entries.

Traded / Regulatory timestamp value.

Trading / Regulatory timestamp type.

Text which identifies the "origin" (i.e. system which was used to generate the timestamp) for the Traded / Regulatory timestamp value.

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

Identifies the type of Confirmation message being sent.

Identifies the reason for rejecting a Confirmation.

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).

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

Unique identifier for Settlement Instruction message.

Number of settlement instructions within repeating group.

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

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

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

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.

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

Type of financing termination.

Next expected MsgSeqNum value to be received.

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

Unique ID of settlement instruction request message

Identifies reason for rejection (of a settlement instruction request message).

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

Describes the specific type or purpose of an Allocation Report message

Reference identifier to be used with AllocTransType (7) = Replace or Cancel

Reason for cancelling or replacing an Allocation Instruction or Allocation Report message

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

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

Average price for a specific order

Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message

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

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

Type of PartySubID(523) value.

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

Type of NestedPartySubID (545) value.

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

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

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

Number of Usernames to which this this response is directed

Underlying price associate with a derivative instrument.

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.

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.

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

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

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

Number of alternative market data sources

Session layer source for market data

Secondary trade report identifier - can be used to associate an additional identifier with a trade.

Average pricing indicator.

Used to link a group of trades together.

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

Trading Session in which the underlying instrument trades

Trading Session sub identifier in which the underlying instrument trades

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

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

Identifies if, and how, the trade is to be allocated or split.

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

Type of trade assigned to a trade. SecondaryTrdType(855) and TertiaryTrdType(2896) may be used in addition to TrdType(828) to assign up to three different trade types to a single trade.

Further qualification to the trade type defined in TrdType(828).

Reason trade is being transferred

Total Number of Assignment Reports being returned to a firm

Unique identifier for the Assignment Report

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

Describes whether peg is static or floats

Type of Peg Offset value

Type of Peg Limit

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

The price the order is currently pegged at

The scope of the peg

Describes whether discretionay price is static or floats

Type of Discretion Offset value

Type of Discretion Limit

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

The current discretionary price of the order

The scope of the discretion

The target strategy of the order

Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties

For a TargetStrategy=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)

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

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity.

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

Reason for short sale.

Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).

Type of trade assigned to a trade. Used in addition to TrdType(828). Must not be used when only one trade type needs to be assigned.

Type of Trade Report

Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly.

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

Unique identifier for a Confirmation Request message

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

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

Number of repeating OrderCapacity entries.

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

Number of repeating EventType entries.

Code to represent the type of event

Date of event

Predetermined price of issue at event, if applicable

Comments related to the event.

Percent at risk due to lowest possible call.

Number of repeating InstrAttribType entries.

Code to represent the type of instrument attribute

Attribute value appropriate to the InstrAttribType (871) field.

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

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 Issue Date and the Dated Date

The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below.

The description of commercial paper registration or rule under which exempt commercial paper is offered. For example "144a", "Tax Exempt" or "REG. S".

The program under which the underlying commercial paper is issued

The registration type of the underlying commercial paper issuance

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

Identifier assigned by a matching system to a match event that results in multiple executions or trades.

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

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 start of the agreement

Currency value currently attributed to this collateral

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

Number of underlying stipulation entries

Type of stipulation.

Value of stipulation.

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

Defines the unit for a miscellaneous fee.

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

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

Collateral Request Identifier

Reason for Collateral Assignment

Collateral inquiry qualifiers:

Number of trades in repeating group.

The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.

Excess margin amount (deficit if value is negative)

TotalNetValue is determined as follows:

Starting consideration less repayments

Collateral Assignment Identifier

Collateral Assignment Transaction Type

Collateral Response Identifier

Type of collateral assignment response.

Collateral Assignment Reject Reason

Collateral Assignment Identifier to which a transaction refers

Collateral Report Identifier

Collateral Inquiry Identifier

Collateral Status

Total number of reports returned in response to a request.

Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).

The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values.

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

A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed.

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

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

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

Identifies type of settlement

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

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

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

Unique identifier for a User Request.

Indicates the action required by a User Request Message

New Password or passphrase

Indicates the status of a user

A text description associated with a user status.

Indicates the status of a network connection

A text description associated with a network status.

Assigned value used to identify a firm.

Assigned value used to identify specific elements within a firm.

Unique identifier for a network response.

Unique identifier for a network resquest.

Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates.

Indicates the type and level of details required for a Network Status Request Message

Number of CompID entries in a repeating group.

Indicates the type of Network Response Message.

Number of CollInquiryQualifier entries in a repeating group.

Trade Report Status

Specifies the affirmation status of the confirmation.

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

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

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

Action proposed for an Underlying Instrument instance.

Status of Collateral Inquiry

Result returned in response to Collateral Inquiry

Currency in which the StrikePrice is denominated.

Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries

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.

Number of Nested3PartySubIDs (953) entries

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

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

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

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 Issue Date and the Dated Date

Indicates number of strategy parameters

Name of parameter

Datatype of the parameter

Value of the parameter

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.

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.

Unique identifier for the Market Data Report.

Identifies a Security List message.

Indicates the current state of the instrument.

Indicator to determine if instrument is settle on open

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

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

Minimum price increase for a given exchange-traded Instrument

Position Limit for a given exchange-traded product.

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

Percent of the Strike Price that this underlying represents.

Cash amount associated with the underlying component.

Used for derivatives that deliver into cash underlying.

Indicates order settlement period for the underlying instrument.

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

Unique identifier for the Contrary Intention report

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

Originating source of the request.

Specifies the action taken or to be taken for the specified instrument or list of instruments.

Number of Expiration Qty entries

Expiration Quantity type

Expiration Quantity associated with the Expiration Type

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

Amount to pay in order to receive the underlying instrument

Amount to collect in order to deliver the underlying instrument

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.

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

Additional attribute to store the Trade ID of the Leg.

Specifies average price rounded to quoted precision.

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

Capacity of customer in the allocation block.

The Tier the trade was matched by the clearing system.

The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported.

Unit of time associated with the contract.

Underlying unit of measure.

Multileg instrument unit of measure.

See TimeUnit(997) for complete definition.

See TimeUnit(997) for complete definition.

Specifies the method under which a trade quantity was allocated.

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

Used on a multi-sided trade to designate the ReportID

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

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

Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829).

Used to indicate the quantity on one side of a multi-sided trade.

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

Same as TrdRegTimestamp(769). Used in a multi-sided message to indicate relevant trade-side timestamp.

Same as TrdRegTimeStampType(770). Used in a multi-sided message to indicate relevant trade-side timestamp type.

Same as TrdRegTimestampOrigin(771). Used in a multi-sided message to indicate relevant trade-side origin or source of timestamp.

A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day.

Number of timestamp entries.

Expresses the risk of an option leg

Identifies the number of parties identified with an instrument

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

Used to report volume with a trade

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

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

Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo(290) which is used to convey the position of an order within a price level.

Used to describe the origin of the market data entry.

Indicates the first trade price of the day/session

The spot rate for an FX 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

Indicates if an order, quote or trade was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software).

Indicates if the customer directed this order to a specific execution venue "Y" or not "N".

Identifies the broker-dealer department that first took the order.

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

Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).

Identifies the type of Trading Desk.

Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified.

Codes that apply special information that the broker-dealer needs to report.

The status of this execution acknowledgement message.

Indicates the underlying position amount to be delivered

Maximum notional value for a capped financial instrument

Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.

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

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

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

conveys how the collateral should be/has been applied

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

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.

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.

Identifies role of dealer in the trade.

Method under which assignment was conducted

PartyIDSource value within an instrument partyrepeating group.

PartyRole value within an instrument partyepeating group.

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

PartySubID value within an instrument party repeating group.

Type of InstrumentPartySubID (1053) value.

The Currency in which the position Amount is denominated

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

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

Identifies the number of parties identified with an underlying instrument

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.

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

PartySubID value within an underlying instrument party repeating group.

Type of underlying InstrumentPartySubID (1053) value.

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

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

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

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

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

Identifies market data quote type.

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

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

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

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

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.

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

The ID reference to the order being hit or taken.

Used to specify the source for the identifier in RefOrderID(1080). This can be an identifier provided in order depth market data when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. In the context of US CAT this can be used to identify related orders and quotes which are parent, previous, or manual orders or quotes. Previous relates to orders changing their unique system assigned order identifier.

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.

Instructs when to refresh DisplayQty (1138).

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

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

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

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

Defines the quantity used to refresh DisplayQty.

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.

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.

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.

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

Defines the lot type assigned to the order.

Defines the type of peg.

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

Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22)

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.

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

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

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

The price at which the trigger should hit.

Defines the common, 'human understood' representation 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. Same values as SecurityIDSource (22).

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

The type of price that the trigger is compared to.

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

The side from which the trigger price is reached.

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 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 Quantity the order should have after the trigger has hit.

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

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

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

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

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

PartyIDSource value within a root parties component. Same values as PartyIDSource (447)

PartyRole value within a root parties component. Same values as PartyRole (452)

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

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

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

Specified how the TradeCaptureReport(35=AE) should be handled by the respondent.

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

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

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

Specifies the application layer version being applied at the message level.

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

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

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

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

The ID source of ExDestination

Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType

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

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

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

Free format text string related to exchange.

The maximum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security.

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

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.

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

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.

Specific time of event. To be used in combination with EventDate [866]

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

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.

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

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

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.

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

Allow sequencing of Legs for a Strategy to be captured

Settlement cycle in which the settlement obligation was generated

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

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

The extension pack number associated with an application message.

Net flow of Currency 1

Used to group Each Settlement Party

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

Message identifier for Settlement Obligation Report

Unique ID for this settlement instruction.

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

Required where SettlInstTransType is Cancel or Replace

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

Number of settlement obligations

Unique identifier for a quote message.

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

Specifies the number of canceled quotes

Specifies the number of accepted quotes

Specifies the number of rejected quotes

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

Specifies the type of respondents requested.

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.

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.

Number of statistics indicator repeating group entries

Type of statistics

The number of secondary sizes specifies in this entry

Specifies the type of secondary size.

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

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

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

Beginning range of application sequence numbers

Ending range of application sequence numbers

The length of the SecurityXML(1185) data block.

XML definition for the security.

The schema used to validate the contents of SecurityXML(1185).

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

Annualized volatility for option model calculations

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

Interest rate. Usually some form of short term rate.

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.

Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.

Type of exercise of a derivatives security

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

Method for price quotation

Specifies the type of valuation method applied.

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

Used to express the ceiling price of a capped call

Used to express the floor price of a capped put

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

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

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

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

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

Starting price range for specified tick increment

Ending price range for the specified tick increment

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

Code to represent the type of instrument attribute

Attribute value appropriate to the NestedInstrAttribType field

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

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

Ticker symbol. Common, human understood representation of the security.

Additional information about the security (e.g. preferred, warrants, etc.).

Security identifier value (e.g. CUSIP, SEDOL, ISIN, etc).

Identifies class or source of the DerivativeSecurityID(1217) value.

Number of alternate derivative security IDs.

Alternate derivative security identifier value of DerivativeSecurityAltIDSource(1220) type.

Identifies class or source of the DerivativeSecurityAltID(1219) value.

Refer to definition of LowLimitPrice(1148)

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

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

Refer to definition of UnitOfMeasureQty(1147)

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

Ending maturity month year for an option class

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

Identifies an entire suite of products for a given market.

Increment between successive maturities for an option class

Refer to definition of HighLimitPrice(1149)

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

Number of execution instructions

The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points.

Number of Lot Type Rules

Number of Match Rules

Number of maturity rules in MarurityRules component block

Number of order types

The commission rate unit of measure.

Number of time in force techniques

Refer to definition for TradingReferencePrice(1150)

Starting maturity month year for an option class

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

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 when the trading currency can differ from the price currency

The type of product the security is associated with.

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

The type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.

The type of security.

Sub-type qualification/identification of the security type.

Month and Year of the maturity (used for standardized futures and options).

Date of maturity.

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

Indicator to determine if instrument is settle on open.

Method under which assignment was conducted.

Indicates the current state of the derivative instrument.

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).

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN).

A two-character state or province abbreviation.

Identifies the locale or region of issue.

Strike price for an option.

Currency in which the strike price is denominated.

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

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

Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions.

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.).

Minimum price increase for a given exchange-traded Instrument.

Minimum price increment amount associated with the minimum price increment.

The unit of measure of the underlying commodity upon which the contract is based.

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based.

Unit of time associated with the contract.

Market used to help identify a security.

Position limit for a given exchange-traded product.

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

Name of security issuer.

The date on which the security is issued.

Byte length of encoded (non-ASCII characters) DerivativeEncodedSecurityDesc (1281) field.

Encoded (non-ASCII characters) representation of the DerivativeIssuer(1275) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DerivativeIssuer(1275) field.

Can be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument.

Byte length of encoded (non-ASCII characters) DerivativeEncodedSecurityDesc (1281) field.

Encoded (non-ASCII characters) representation of the DerivativeSecurityDesc(1279) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DerivativeSecurityDesc(1279) field.

The length of the DerivativeSecurityXML(1283) data block.

XML definition for the security.

The schema used to validate the contents of DerivativeSecurityXML(1283).

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

Number of repeating DerivativeEventType entries.

Code to represent the type of event.

Date of event.

Specific time of event. To be used in combination with DerivativeEventDate(1288).

Predetermined price of issue at event.

Comments related to the event.

Number of repeating derivative instrument party entries.

Party identifier/code.

Identifies class or source of the DerivativeInstrumentPartyID (1293) value.

Identifies the type or role of the DerivativeInstrumentPartyID (1293) specified.

Number of derivative instrument party sub IDs.

Party sub-identifier.

Type of party sub-identifier.

Type of exercise.

Identifies the market segment

Identifies the market

Unit of measure for the Maturity Month Year Increment

Format used to generate the MaturityMonthYear for each option

Expiration Style for an option class:

Describes the how the price limits are expressed

Describes the how the price limits are expressed.

Indicates execution instructions that are valid for the specified market segment

Allows trading rules to be expressed by trading session

Number of Market Segments on which a security may trade.

Number of instrument attributes.

Type of instrument attribute.

Attribute value appropriate to the DerivativeInstrAttribValue(1313) field.

Used to express the UOM of the price if different from the contract.

Used to express the UOM Quantity of the price if different from the contract.

Settlement method for a contract or instrument.

Specifies the method for price quotation.

Specifies the method for price quotation.

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

Used to express the ceiling price of a capped call.

Used to express the floor price of a capped put.

Indicates whether an option contract is a put, call, chooser or undetermined.

If provided, then Instrument occurrence has explicitly changed

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

Trading Session description

Specifies the action taken for the specified trading sessions.

Identifies the reason for rejection.

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 definition for Symbol(55)

Refer to definition for SymbolSfx(65)

Refer to definition for SecurityID(48)

Refer to definition for SecurityIDSource(22)

Refer to definition for NoSecurityAltID(454)

Refer to definition for SecurityAltID(455)

Refer to definition for SecurityAltIDSource(456)

Refer to definition for SecurityType(167)

Refer to definition for SecuritySubType(762)

Refer to definition for MaturityMonthYear(200)

Refer to definition for StrikePrice(202)

Refer to definition for SecurityExchange(207)

Number of Underlyings, Identifies the Underlying of the Leg

Refer to definition for PutOrCall(201)

Refer to definition for CFICode(461)

Date of maturity.

Unique identifier for request

Type of Application Message Request being made.

Used to indicate the type of acknowledgement being sent.

Total number of messages included in transmission.

Application sequence number of last message in transmission

Specifies number of application id occurrences

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

Identifier for the Applicaton Message Request Ack

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

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

Identifier for the Application Sequence Reset

Application sequence number of last message in transmission.

Indicates whether a leg option contract is a put, call, chooser or undetermined.

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.

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).

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

Identifies settlement currency for the leg level allocation.

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.

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

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

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

ClOrdID(11) of an order not affected by a mass cancel or mass action request.

Specifies the type of action requested

Specifies scope of Order Mass Action Request.

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.

Reason Order Mass Action Request was rejected

Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities.

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

Specifies the volatility of an instrument leg.

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

Refer to definition for DividendYield(1380).

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

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

Refer to ExecInst(18)

Defines the type of contingency.

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.

Number of trade reporting indicators

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

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 PublTrdIndicator( tag1390).

Indicates if a trade should be or has been published via a market publication service. The indicator governs all publication services of the recipient. Replaces PublishTrdIndicator(852).

Refer to definition of OptAttribute(206)

Refer to definition of SecurityDesc(107)

Unique ID of a Market Definition Request message.

Market Definition message identifier.

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

Description or name of Market Segment

Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field.

Encoded (non-ASCII characters) representation of the MarketSegmDesc(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.

Used to specify a new application sequence number.

Enumeration defining the encryption method used to encrypt password fields.

Length of the EncryptedPassword(1402) field

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

Length of the EncryptedNewPassword(1404) field

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

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

The extension pack number associated with an application message.

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

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

Status of a FIX session

Indicates that the application version identified in the fields RefApplVerID(1130), RefApplExtID(1406), and RefCstmApplVerID(1131) is the default for the message type identified in RefMsgType(372) field.

Refer to definition of PartySubIDType(803)

Refer to definition of PartySubID(523)

Refer to definition of NoPartySubIDs(802)

Refer to definition of NoPartyIDs(453)

Refer to definition of PartyID(448)

Refer to definition of PartyIDSource(447)

Refer to definition of PartyRole(452)

Fill quantity for the leg instrument

Type of exercise of a derivatives security

Type of exercise of a derivatives security

Refer to definition for PriceUnitOfMeasure(1191)

Refer to definition of PriceUnitOfMeasureQty(1192)

Refer to definition of UnitOfMeasureQty(1147)

Refer to definition for PriceUnitOfMeasure(1191)

Refer to definition of PriceUnitOfMeasureQty(1192)

Type of report

When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade.

Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade).

Time unit in which the OrderDelay(1428) is expressed

Identifies the type of venue where a trade was executed.

The reason for updating the RefOrdID

The customer capacity for this trade at the time of the order/execution.

Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW)

Type of pricing model used

Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in.

Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(614) is expressed in.

Indicates the type of multiplier being applied to the contract.

Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(1266)is expressed in.

The industry standard flow schedule by which electricity or natural gas is traded. Schedules may exist by regions and on-peak and off-peak status, such as "Western Peak".

The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".

The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".

The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".

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

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

Number of rate sources being specified.

Identifies the source of rate information.

Indicates whether the rate source specified is a primary or secondary source.

Identifies the reference "page" from the rate source.

A category of CDS credit event in which the underlying bond experiences a restructuring.

Specifies which issue (underlying bond) will receive payment priority in the event of a default.

Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index.

Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451).

See RestructuringType(1449)

See Seniority(1450)

See NotionalPercentageOutstanding(1451)

See OriginalNotionalPercentageOutstanding(1452)

Lower bound percentage of the loss that the tranche can endure.

Upper bound percentage of the loss the tranche can endure.

See AttachmentPoint(1457).

See DetachmentPoint(1458).

Identifies the number of target parties identified in a mass action.

PartyID value within an target party repeating group.

PartyIDSource value within an target party repeating group.

PartyRole value within an target party repeating group.

Specifies an identifier for a Security List

Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists.

Specifies a description or name of a Security List.

Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc(1469) field.

Encoded (non-ASCII characters) representation of the SecurityListDesc(1467) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc(1467) field.

Specifies a type of Security List.

Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources.

Unique identifier for a News message

Category of news message.

The national language in which the news item is provided.

Number of News reference items

Reference to another News message identified by NewsID(1474).

Type of reference to another News(35=B) message item.

Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.

Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.

Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.

Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").

Indicates the type of valuation method or payout trigger for an in-the-money option.

Number of complex event occurrences.

Identifies the type of complex event.

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

Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484).

Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType.

Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.

Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484).

Specifies the condition between complex events when more than one event is specified.

Number of complex event date occurrences for a given complex event.

Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options

Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options

Number of complex event time occurrences for a given complex event date

Specifies the start time of the time range on which a complex event date is effective.

Specifies the end time of the time range on which a complex event date is effective.

Unique identifier for the stream assignment request provided by the requester.

Type of stream assignment request.

Number of assignment requests.

The identifier or name of the price stream.

Unique identifier of the stream assignment report provided by the respondent.

Reason code for stream assignment request reject.

Type of acknowledgement.

See TransactTime(60)

Unique identifier for PartyDetailsListRequest.

Used to represent the trade ID for each side of the trade assigned by an intermediary.

Used to capture the original trade id for each side of a trade undergoing novation to a standardized model.

Number of requested party roles.

Identifies the type or role of party that has been requested.

Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport.

Result of a request as identified by the appropriate request ID field

Total number of PartyListGrp returned.

A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System"

Number of party relationships.

Used to specify the type of the party relationship.

Number of party alternative identifiers.

An alternate party identifier for the party specified in PartyDetailID(1691)

Identifies the source of the PartyDetailAltID(1517) value.

Number of party detail alternate sub-identifiers.

Sub-identifier for the party specified in PartyDetailAltID(1517).

Type of PartyDetailAltSubID(1520) value.

Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType(442) will be set to 2 (Individual leg of a multi-leg security) in this case.

Used to indicate the status of the trade submission (not the trade report)

Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.

Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field.

Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.

Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field.

Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.

Number of risk limits with associated warning levels.

Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts.

Specifies the risk limit amount.

Used to specify the currency of the risk limit amount.

The area to which risk limit is applicable. This can be a trading platform or an offering.

Number of risk instrument scopes.

Operator to perform on the instrument(s) specified

Used to limit instrument scope to specified symbol.

Used to limit instrument scope to specified symbol suffix.

Used to limit instrument scope to specified security identifier.

Used to limit instrument scope to specified security identifier source.

Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538).

Used to limit instrument scope to specified security alternate identifier.

Used to limit instrument scope to specified security alternate identifier source.

Used to limit instrument scope to specified instrument product category.

Used to limit instrument scope to specified product complex.

Used to limit instrument scope to specified security group.

Used to limit instrument scope to specified CFICode.

Used to limit instrument scope to specified security type.

Used to limit instrument scope to specified security sub-type.

Used to limit instrument scope to specified maturity month and year.

Used to limit instrument scope to specified maturity time.

Used to limit instrument scope to specified restructuring type.

Used to limit instrument scope to specified seniority type.

Used to limit instrument scope to puts or calls.

Used to limit instrument scope to securities that can be defined using flexible terms or not.

Used to limit instrument scope to specified coupon rate.

Used to limit instrument scope to specified security description.

Used to limit instrument scope to specified settlement type.

Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0.

Number of risk warning levels.

Percent of risk limit at which a warning is issued.

Name or error message associated with the risk warning level.

Number of related party detail identifiers.

Party identifier for the party related to the party specified in PartyDetailID(1691).

Identifies the source of the RelatedPartyDetailID(1563).

Identifies the type or role of the RelatedPartyDetailID(1563) specified.

Number of related party detail sub-identifiers.

Sub-identifier for the party specified in RelatedPartyID(1563).

Type of RelatedPartyDetailSubID(1567) value.

Number of related party detail alternate identifiers.

An alternate party identifier for the party specified in RelatedPartyID(1563).

Identifies the source of the RelatedPartyDetailAltID(1570) value.

Number of related party detail alternate sub-identifiers.

Sub-identifier for the party specified in RelatedPartyDetailAltID(1570).

Type of RelatedPartyDetailAltSubID(1573) value.

The sub-classification or notional schedule type of the swap.

Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency(tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.

In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.

Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied.

Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field.

This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract.

Description of the option expiration.

Number of Security Classifications.

Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates.

Specifies the product classification value which further details the manner in which the instrument participates in the class.

Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported.

Number of TrdInstrmtLegPosAmt values.

Leg position amount.

Type of leg position amount.

Leg position currency.

Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported.

Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg.

Used to calculate the present value of an amount to be paid in the future.

Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn’t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations.

Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups.

Risk adjusted price used to calculate variation margin on a position.

Alternate clearing price

Alternate clearing price for the side being reported.

Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597).

Price Differential between the front and back leg of a spread or complex instrument.

Provides the name of the infrastructure component being used for session level communication. Normally this would be the FIX Engine or FIX Gateway product name.

Provides the version of the infrastructure component.

Provides the name of the vendor providing the infrastructure component.

Provides the name of the application system being used to generate FIX application messages. This will normally be a trading system, OMS, or EMS.

Provides the version of the application system being used to initiate FIX application messages.

Provides the vendor of the application system.

Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments.

Identifies the reason a security definition request is being rejected.

Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial.

Indicates whether a message was queued as a result of throttling.

Indicates number of repeating groups to follow.

Action to take should throttle limit be exceeded.

Type of throttle.

Maximum number of messages allowed by the throttle. May be a rate limit or a limit on the number of outstanding requests.

Value of the time interval in which the rate throttle is applied.

Units in which ThrottleTimeInterval is expressed. Uses same enumerations as OrderDelayUnit(1429).

Used to limit instrument scope to specified security exchange.

The type of assignment being affected in the Stream Assignment Report.

Number of ThrottleMsgType fields.

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

Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field

Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc(1556) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc(1556) field.

Yield Type, using same values as YieldType (235)

Yield Percentage, using same values as Yield (236)

Number of Instructions in the <MatchingInstructions> repeating group.

Matching Instruction for the order.

Existing FIX field to be applied as a matching criteria to the instruction, bilaterally agreed between parties.

Value of MatchAttribTagID(1626) on which to apply the matching instruction.

Defines the scope of TriggerAction(1101) when it is set to "cancel" (3).

This is the time in seconds of a "Good for Time" (GFT) TimeInForce.

The number of limit amount entries.

Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633).

The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631).

The remaining limit amount available between the counterparties. The type of limit is specified in LimitAmtType(1631).

Indicates the currency that the limit amount is specified in.

Unique identifier of the MarginRequirementInquiry.

Number of margin requirement inquiry qualifiers.

Qualifier for MarginRequirementInquiry to identify a specific report.

Type of MarginRequirementReport.

Identifier for group of instruments with similar risk profile.

Status of MarginRequirementInquiry.

Result returned in response to MarginRequirementInquiry.

Identifier for the MarginRequirementReport message.

Number of margin requirement amounts.

Type of margin requirement amount being specified.

Amount of margin requirement.

Currency of the MarginAmt(1645).

Number of related instruments