Fix-5.0 SP1 Vol-6
Fix-5.0 SP1 Vol-6
Fix-5.0 SP1 Vol-6
EXCHANGE PROTOCOL
(FIX)
March 2008
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Contents – Volume 6
DISCLAIMER.......................................................................................................................................................................................................................................2
REPRODUCTION................................................................................................................................................................................................................................2
FIELD DEFINITIONS.........................................................................................................................................................................................................................4
APPENDIX 6-A.................................................................................................................................................................................................................................372
APPENDIX 6-B.................................................................................................................................................................................................................................373
APPENDIX 6-C.................................................................................................................................................................................................................................378
APPENDIX 6-D.................................................................................................................................................................................................................................400
APPENDIX 6-E.................................................................................................................................................................................................................................404
APPENDIX 6-F.................................................................................................................................................................................................................................410
APPENDIX 6-G................................................................................................................................................................................................................................423
APPENDIX 6-H................................................................................................................................................................................................................................428
Field Definitions
The following is a catalog of fields used to define the application and session protocol messages.
Please refer to Volume 1 “Data Types” section for the definition and format of values within the “Format” column as well. Note that Tags themselves are of
data type TagNum.
Valid values:
0 - New
1 - Cancel
2 - Correct
3 - Status
21 HandlInst char Instructions for order handling on Broker trading floor
Valid values:
1 - Automated execution order, private, no Broker
intervention
2 - Automated execution order, public, Broker
intervention OK
3 - Manual order, best execution
22 SecurityIDSource String Identifies class or source of the SecurityID (48) value.
Required if SecurityID is specified.
100+ are reserved for private security
identifications
Valid values:
1 - CUSIP
2 - SEDOL
3 - QUIK
4 - ISIN number
5 - RIC code
6 - ISO Currency Code
7 - ISO Country Code
8 - Exchange Symbol
9 - Consolidated Tape Association (CTA) Symbol
(SIAC CTS/CQS line format)
A - Bloomberg Symbol
B - Wertpapier
C - Dutch
D - Valoren
E - Sicovam
F - Belgian
G - "Common" (Clearstream and Euroclear)
H - Clearing House / Clearing Organization
I - ISDA/FpML Product Specification (XML in
EncodedSecurityDesc)
J - Option Price Reporting Authority
4 - Principal
30 LastMkt Exchange Market of execution for last fill, or an indication of
the market where an order was routed
Valid values:
See "Appendix 6-C"
31 LastPx Price Price of this (last) fill.
32 LastQty Qty Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int)
33 NoLinesOfText NumInGr Identifies number of lines of text body
oup
34 MsgSeqNum SeqNum Integer message sequence number.
35 MsgType String Defines message type ALWAYS THIRD FIELD IN
MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType
field (i.e. U, U2, etc) indicates that the message
format is privately defined between the sender and
receiver.
*** Note the use of lower case letters ***
Valid values:
0 - Heartbeat
1 - Test Request
2 - Resend Request
3 - Reject
4 - Sequence Reset
5 - Logout
6 - Indication of Interest
7 - Advertisement
8 - Execution Report
9 - Order Cancel Reject
A - Logon
B - News
C - Email
D - New Order - Single
E - New Order - List
0 - New
1 - Partially filled
2 - Filled
3 - Done for day
4 - Canceled
5 - Replaced (No longer used) ( Deprecated in
FIX.4.3 )
6 - Pending Cancel (i.e. result of Order Cancel
Request)
7 - Stopped
8 - Rejected
9 - Suspended
A - Pending New
B - Calculated
C - Expired
D - Accepted for Bidding
E - Pending Replace (i.e. result of Order
Cancel/Replace Request)
40 OrdType char Order type. *** SOME VALUES ARE NO LONGER
USED - See "Deprecated (Phased-out) Features and
Supported Approach" *** (see Volume : "Glossary"
for value definitions)
Valid values:
1 - Market
2 - Limit
3 - Stop / Stop Loss
4 - Stop Limit
5 - Market On Close (No longer used)
( Deprecated in FIX 4.3 )
6 - With Or Without
7 - Limit Or Better ( Deprecated in FIX 4.4 )
8 - Limit With Or Without
9 - On Basis
A - On Close (No longer used) ( Deprecated in
FIX 4.3 )
B - Limit On Close (No longer used) ( Deprecated
in FIX 4.3 )
C - Forex Market (No longer used) ( Deprecated
in FIX 4.3 )
D - Previously Quoted
E - Previously Indicated
F - Forex Limit (No longer used) ( Deprecated in
FIX 4.3 )
G - Forex Swap
H - Forex Previously Quoted (No longer used)
( Deprecated in FIX 4.3 )
I - Funari (Limit day order with unexecuted
portion handles as Market On Close. E.g. Japan)
J - Market If Touched (MIT)
K - Market With Left Over as Limit (market
order with unexecuted quantity becoming limit order
at last price)
L - Previous Fund Valuation Point (Historic
pricing; for CIV)
M - Next Fund Valuation Point (Forward pricing;
for CIV)
P - Pegged
Q - Counter-order selection
41 OrigClOrdID String 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.
42 OrigTime UTCTime Time of message origination (always expressed in
stamp UTC (Universal Time Coordinated, also known as
"GMT"))
43 PossDupFlag Boolean Indicates possible retransmission of message with this
sequence number
Valid values:
N - Original transmission
Y - Possible duplicate
44 Price Price Price per unit of quantity (e.g. per share)
45 RefSeqNum SeqNum Reference message sequence number
46 RelatdSym (no longer String Deprecated in FIX.4.1
used)
47 Rule80A(No Longer char Deprecated in FIX.4.3 Note that the name of this field
Used) is changing to 'OrderCapacity' as Rule80A is a very
US market-specific term. Other world markets need to
(167).
As defined in the NYSE Stock and bond
Symbol Directory and in the AMEX Fitch Directory.
Valid values:
For Fixed Income
CD - EUCP with lump-sum interest rather than
discount price
WI - "When Issued" for a security to be reissued
under an old CUSIP or ISIN
66 ListID String 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.
67 ListSeqNo int Sequence of individual order within list (i.e.
ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . .
)
68 TotNoOrders int 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.
(Prior to FIX 4.2 this field was named
"ListNoOrds")
69 ListExecInst String Free format text message containing list handling and
execution instructions.
70 AllocID String Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int)
71 AllocTransType char Identifies allocation transaction type *** SOME
VALUES HAVE BEEN REPLACED - See "Replaced
Features and Supported Approach" ***
Valid values:
0 - New
1 - Replace
2 - Cancel
displayed quantity.
112 TestReqID String Identifier included in Test Request message to be
returned in resulting Heartbeat
113 ReportToExch Boolean Identifies party of trade responsible for exchange
reporting.
Valid values:
N - Indicates the party sending message will
report trade
Y - Indicates the party receiving message must
report trade
114 LocateReqd Boolean Indicates whether the broker is to locate the stock in
conjunction with a short sell order.
Valid values:
N - Indicates the broker is not required to locate
Y - Indicates the broker is responsible for locating
the stock
115 OnBehalfOfCompID String 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.
116 OnBehalfOfSubID String Assigned value used to identify specific message
originator (i.e. trader) if the message was delivered by
a third party
117 QuoteID String Unique identifier for quote
118 NetMoney Amt Total amount due as the result of the transaction (e.g.
for Buy order - principal + commission + fees)
reported in currency of execution.
119 SettlCurrAmt Amt Total amount due expressed in settlement currency
(includes the effect of the forex transaction)
120 SettlCurrency Currency Currency code of settlement denomination.
121 ForexReq Boolean Indicates request for forex accommodation trade to be
executed along with security transaction.
Valid values:
A - Unknown Symbol
B - Wrong Side
C - Quantity Exceeds Order
D - No Matching Order
E - Price Exceeds Limit
F - Calculation Difference
Z - Other
128 DeliverToCompID String 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.
129 DeliverToSubID String Assigned value used to identify specific message
recipient (i.e. trader) if the message is delivered by a
third party
130 IOINaturalFlag Boolean 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.
Valid values:
N - Not Natural
Y - Natural
131 QuoteReqID String Unique identifier for quote request
132 BidPx Price Bid price/rate
133 OfferPx Price Offer price/rate
134 BidSize Qty Quantity of bid
(Prior to FIX 4.2 this field was of type int)
135 OfferSize Qty Quantity of offer
(Prior to FIX 4.2 this field was of type int)
136 NoMiscFees NumInGr Number of repeating groups of miscellaneous fees
oup
137 MiscFeeAmt Amt Miscellaneous fee value
138 MiscFeeCurr Currency Currency of miscellaneous fee
151 LeavesQty Qty 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).
(Prior to FIX 4.2 this field was of type int)
152 CashOrderQty Qty 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.
153 AllocAvgPx Price AvgPx (6) for a specific AllocAccount (79)
For Fixed Income this is always expressed as
"percent of par" price type.
154 AllocNetMoney Amt NetMoney (8) for a specific AllocAccount (79)
155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmt
(9) from Currency (5) to SettlCurrency (20)
156 SettlCurrFxRateCalc char Specifies whether or not SettlCurrFxRate (55) should
be multiplied or divided.
Valid values:
M - Multiply
D - Divide
157 NumDaysInterest int Number of Days of Interest for convertible bonds and
fixed income. Note value may be negative.
158 AccruedInterestRate Percentag The amount the buyer compensates the seller for the
e 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.
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and
fixed income
BA - Bankers Acceptance
BDN - Bank Depository Note
BN - Bank Notes
BOX - Bill Of Exchanges
CAMM - Canadian Money Markets
CD - Certificate Of Deposit
CL - Call Loans
CP - Commercial Paper
DN - Deposit Notes
EUCD - Euro Certificate Of Deposit
EUCP - Euro Commercial Paper
LQN - Liquidity Note
MTN - Medium Term Notes
ONITE - Overnight
PN - Promissory Note
STN - Short Term Loan Note
PZFJ - Plazos Fijos
SLQN - Secured Liquidity Note
TD - Time Deposit
TLQN - Term Liquidity Note
XCN - Extended Comm Note
YCD - Yankee Certificate Of Deposit
Mortgage
ABS - Asset-backed Securities
CMB - Canadian Mortgage Bonds
CMBS - Corp. Mortgage-backed Securities
CMO - Collateralized Mortgage Obligation
IET - IOETTE Mortgage
MBS - Mortgage-backed Securities
MIO - Mortgage Interest Only
MPO - Mortgage Principal Only
MPP - Mortgage Private Placement
MPT - Miscellaneous Pass-through
PFAND - Pfandbriefe *
TBA - To Be Announced
Municipal
AN - Other Anticipation Notes (BAN, GAN, etc.)
COFO - Certificate Of Obligation
COFP - Certificate Of Participation
GO - General Obligation Bonds
MT - Mandatory Tender
Valid values:
0 - "Versus. Payment": Deliver (if Sell) or
Receive (if Buy) vs. (Against) Payment
1 - "Free": Deliver (if Sell) or Receive (if Buy)
Free
2 - Tri-Party
3 - Hold In Custody
173 SettlDepositoryCode String Deprecated in FIX.4.3 Brokers account code at the
depository (i.e. CEDEL ID for CEDEL, FINS for
DTC, or Euroclear ID for Euroclear) if Settlement
Location is a depository
174 SettlBrkrCode String Deprecated in FIX.4.3 BIC (Bank Identification Code
- Swift managed) code of the broker involved (i.e. for
multi-company brokerage firms)
175 SettlInstCode String Deprecated in FIX.4.3 BIC (Bank Identification Code
- Swift managed) code of the institution involved (i.e.
for multi-company institution firms)
176 SecuritySettlAgentNa String Deprecated in FIX.4.3 Name of SettlInstSource's local
me agent bank if SettlLocation is not a depository
177 SecuritySettlAgentCo String Deprecated in FIX.4.3 BIC (Bank Identification
de Code--Swift managed) code of the SettlInstSource's
local agent bank if SettlLocation is not a depository
178 SecuritySettlAgentAc String Deprecated in FIX.4.3 SettlInstSource's account
ctNum number at local agent bank if SettlLocation is not a
depository
179 SecuritySettlAgentAc String Deprecated in FIX.4.3 Name of SettlInstSource's
ctName account at local agent bank if SettlLocation is not a
depository
180 SecuritySettlAgentCo String Deprecated in FIX.4.3 Name of contact at local agent
ntactName bank for SettlInstSource's account if SettlLocation is
not a depository
181 SecuritySettlAgentCo String Deprecated in FIX.4.3 Phone number for contact at
ntactPhone local agent bank if SettlLocation is not a depository
182 CashSettlAgentName String Deprecated in FIX.4.3 Name of SettlInstSource's local
agent bank if SettlDeliveryType=Free
Valid values:
0 - FX Netting
1 - FX Swap
198 SecondaryOrderID String Assigned by the party which accepts the order. Can
be used to provide the OrderID (37) used by an
exchange or executing system.
199 NoIOIQualifiers NumInGr Number of repeating groups of IOIQualifiers (04).
oup
200 MaturityMonthYear MonthYea Can be used with standardized derivatives vs. the
r MaturityDate (54) field. Month and Year of the
maturity (used for standardized futures and options).
Format:
YYYYMM (i.e. 99903)
YYYYMMDD (20030323)
YYYYMMwN (200303w) for week
A specific date or can be appended to the
MaturityMonthYear. For instance, if multiple standard
products exist that mature in the same Year and
Month, but actually mature at a different time, a value
can be appended, such as "w" or "w2" to indicate
week as opposed to week 2 expiration. Likewise, the
date (0-3) can be appended to indicate a specific
expiration (maturity date).
201 PutOrCall int Indicates whether an option contract is a put or call
Valid values:
0 - Put
1 - Call
202 StrikePrice Price Strike Price for an Option.
203 CoveredOrUncovered int Used for derivative products, such as options
Valid values:
0 - Covered
1 - Uncovered
204 CustomerOrFirm int Deprecated in FIX.4.2 Used for options when
XB = Special ex Bonus
CR = Special cum Rights
XR = Special ex Rights
CP = Special cum Capital Repayments
XP = Special ex Capital Repayments
CS = Cash Settlement
SP = Special Price
TR = Report for European Equity Market
Securities in accordance with Chapter 8 of the Rules.
GD = Guaranteed Delivery
CONTRACOSTA", etc.
(Note tag # was reserved in FIX 4.1, added
in FIX 4.3)
235 YieldType String Type of yield. (Note tag # was reserved in FIX 4.1,
added in FIX 4.3)
Valid values:
AFTERTAX - After Tax Yield (Municipals)
ANNUAL - Annual Yield
ATISSUE - Yield At Issue (Municipals)
AVGMATURITY - Yield To Avg Maturity
BOOK - Book Yield
CALL - Yield to Next Call
CHANGE - Yield Change Since Close
CLOSE - Closing Yield
COMPOUND - Compound Yield
CURRENT - Current Yield
GOVTEQUIV - Gvnt Equivalent Yield
GROSS - True Gross Yield
INFLATION - Yield with Inflation Assumption
INVERSEFLOATER - Inverse Floater Bond
Yield
LASTCLOSE - Most Recent Closing Yield
LASTMONTH - Closing Yield Most Recent
Month
LASTQUARTER - Closing Yield Most Recent
Quarter
LASTYEAR - Closing Yield Most Recent Year
LONGAVGLIFE - Yield to Longest Average Life
MARK - Mark to Market Yield
MATURITY - Yield to Maturity
NEXTREFUND - Yield to Next Refund (Sinking
Fund Bonds)
OPENAVG - Open Average Yield
PREVCLOSE - Previous Close Yield
PROCEEDS - Proceeds Yield
PUT - Yield to Next Put
SEMIANNUAL - Semi-annual Yield
SHORTAVGLIFE - Yield to Shortest Average
Life
SIMPLE - Simple Yield
4.3)
256 UnderlyingCreditRati String Underlying security’s CreditRating.
ng
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX
4.3)
257 LegCreditRating String Multileg instrument's individual leg security’s
CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX
4.3)
258 TradedFlatSwitch Boolean 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)
Valid values:
N - Not Traded Flat
Y - Traded Flat
259 BasisFeatureDate LocalMkt BasisFeatureDate allows requesting firms within fixed
Date income the ability to request an alternative yield-to-
worst, -maturity, -extended or other call. This flows
through the confirm process.
(Note tag # was reserved in FIX 4.1, added in FIX
4.3)
(prior to FIX 4.4 field was of type UTCDate)
260 BasisFeaturePrice Price Price for BasisFeatureDate.
See BasisFeatureDate (259)
(Note tag # was reserved in FIX 4.1, added in FIX
4.3)
261 Reserved/Allocated to
the Fixed Income
proposal
262 MDReqID String Unique identifier for Market Data Request
263 SubscriptionRequestT char Subscription Request Type
3 - Zero-Minus Tick
275 MDMkt Exchange Deprecated in FIX.5.0 Market posting quote / trade.
Valid values:
See "Appendix 6-C"
276 QuoteCondition MultipleS Space-delimited list of conditions describing a quote.
tringValu
Valid values:
e
A - Open/Active
B - Closed/Inactive
C - Exchange Best
D - Consolidated Best
E - Locked
F - Crossed
G - Depth
H - Fast Trading
I - Non-Firm
L - Manual/Slow Quote
J - Outright Price
K - Implied Price
M - Depth on Offer
N - Depth on Bid
O - Closing
P - News Dissemination
Q - Trading Range
R - Order Influx
S - Due to Related
T - News Pending
U - Additional Info
V - Additional Info due to related
W - Resume
X - View of Common
Y - Volume Alert
Z - Order Imbalance
a - Equipment Changeover
b - No Open / No Resume
c - Regular ETH
d - Automatic Execution
e - Automatic Execution ETH
f - Fast Market ETH
g - Inactive ETH
h - Rotation
i - Rotation ETH
j - Halt
k - Halt ETH
l - Due to News Dissemination
m - Due to News Pending
n - Trading Resume
o - Out of Sequence
p - Bid Specialist
q - Offer Specialist
r - Bid Offer Specialist
s - End of Day SAM
t - Forbidden SAM
u - Frozen SAM
v - PreOpening SAM
w - Opening SAM
x - Open SAM
y - Surveillance SAM
z - Suspended SAM
0 - Reserved SAM
1 - No Active SAM
2 - Restricted
3 - Rest of Book VWAP
4 - Better Prices in Conditional Orders
5 - Median Price
277 TradeCondition MultipleS Space-delimited list of conditions describing a trade
tringValu
Valid values:
e
A - Cash (only) Market
B - Average Price Trade
C - Cash Trade (same day clearing)
D - Next Day (only)Market
E - Opening/Reopening Trade Detail
F - Intraday Trade Detail
G - Rule 127 Trade (NYSE)
H - Rule 155 Trade (AMEX)
I - Sold Last (late reporting)
J - Next Day Trade (next day clearing)
K - Opened (late report of opened trade)
L - Seller
z - Adjusted ETH
AA - Spread
AB - Spread ETH
AC - Straddle
AD - Straddle ETH
AE - Stopped
AF - Stopped ETH
AG - Regular ETH
AH - Combo
AI - Combo ETH
AJ - Official Closing Price
AK - Prior Reference Price
0 - Cancel
AL - Stopped Sold Last
AM - Stopped Out of Sequence
AN - Offical Closing Price (duplicate
enumeration - use 'AJ' instead)
AO - Crossed (duplicate enumeration - use 'X'
instead)
AP - Fast Market
AQ - Automatic Execution
AR - Form T
AS - Basket Index
AT - Burst Basket
AV - Outside Spread
1 - Implied Trade
2 - Marketplace entered trade
3 - Mult Asset Class Multileg Trade
4 - Multileg-to-Multileg Trade
278 MDEntryID String Unique Market Data Entry identifier.
279 MDUpdateAction char Type of Market Data update action.
Valid values:
0 - New
1 - Change
2 - Delete
3 - Delete Thru
4 - Delete From
5 - Overlay
280 MDEntryRefID String Refers to a previous MDEntryID (278).
281 MDReqRejReason char Reason for the rejection of a Market Data request.
Valid values:
0 - Unknown symbol
1 - Duplicate MDReqID
2 - Insufficient Bandwidth
3 - Insufficient Permissions
4 - Unsupported SubscriptionRequestType
5 - Unsupported MarketDepth
6 - Unsupported MDUpdateType
7 - Unsupported AggregatedBook
8 - Unsupported MDEntryType
9 - Unsupported TradingSessionID
A - Unsupported Scope
B - Unsupported OpenCloseSettleFlag
C - Unsupported MDImplicitDelete
D - Insufficient credit
282 MDEntryOriginator String Deprecated in FIX.5.0 Originator of a Market Data
Entry
283 LocationID String Identification of a Market Maker’s location
284 DeskID String Identification of a Market Maker’s desk
285 DeleteReason char Reason for deletion.
Valid values:
0 - Cancellation / Trade Bust
1 - Error
286 OpenCloseSettlFlag MultipleC Flag that identifies a market data entry. (Prior to FIX
harValue 4.3 this field was of type char)
Valid values:
0 - Daily Open / Close / Settlement entry
1 - Session Open / Close / Settlement entry
2 - Delivery Settlement entry
3 - Expected entry
4 - Entry from previous business day
5 - Theoretical Price value
287 SellerDays int Specifies the number of days that may elapse before
delivery of the security
CB - Convertible Bond
DUAL - Dual Currency
EUCORP - Euro Corporate Bond
EUFRN - Euro Corporate Floating Rate Notes
FRN - US Corporate Floating Rate Notes
XLINKD - Indexed Linked
STRUCT - Structured Notes
YANK - Yankee Corporate Bond
Currency
FOR - Foreign Exchange Contract
Derivatives
CDS - Credit Default Swap
FUT - Future
OPT - Option
OOF - Options on Futures
OOP - Options on Physical - use not
recommended
IRS - Interest Rate Swap
OOC - Options on Combo
Equity
CS - Common Stock
PS - Preferred Stock
Financing
REPO - Repurchase
FORWARD - Forward
BUYSELL - Buy Sellback
SECLOAN - Securities Loan
SECPLEDGE - Securities Pledge
Government
BRADY - Brady Bond
CAN - Canadian Treasury Notes
CTB - Canadian Treasury Bills
EUSOV - Euro Sovereigns *
PROV - Canadian Provincial Bonds
TB - Treasury Bill - non US
TBOND - US Treasury Bond
TINT - Interest Strip From Any Bond Or Note
TBILL - US Treasury Bill
TIPS - Treasury Inflation Protected Securities
TCAL - Principal Strip Of A Callable Bond Or
Note
1 - Day
2 - HalfDay
3 - Morning
4 - Afternoon
5 - Evening
6 - After-hours
stamp
342 TradSesOpenTime UTCTime Time of the opening of the trading session
stamp
343 TradSesPreCloseTime UTCTime Time of the pre-closed of the trading session
stamp
344 TradSesCloseTime UTCTime Closing time of the trading session
stamp
345 TradSesEndTime UTCTime End time of the trading session
stamp
346 NumberOfOrders int Number of orders in the market.
347 MessageEncoding String Type of message encoding (non-ASCII (non-English)
characters) used in a message’s "Encoded" fields.
348 EncodedIssuerLen Length Byte length of encoded (non-ASCII characters)
EncodedIssuer (349) field.
349 EncodedIssuer data 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.
350 EncodedSecurityDesc Length Byte length of encoded (non-ASCII characters)
Len EncodedSecurityDesc (351) field.
351 EncodedSecurityDesc data 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.
352 EncodedListExecInst Length Byte length of encoded (non-ASCII characters)
Len EncodedListExecInst (353) field.
353 EncodedListExecInst data 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.
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters)
AJ - Quote Response
AK - Confirmation
AL - Position Maintenance Request
AM - Position Maintenance Report
AN - Request For Positions
AO - Request For Positions Ack
AP - Position Report
AQ - Trade Capture Report Request Ack
AR - Trade Capture Report Ack
AS - Allocation Report (a.k.a. Allocation Claim)
AT - Allocation Report Ack (a.k.a. Allocation
Claim Ack)
AU - Confirmation Ack (a.k.a. Affirmation)
AV - Settlement Instruction Request
AW - Assignment Report
AX - Collateral Request
AY - Collateral Assignment
AZ - Collateral Response
BA - Collateral Report
BB - Collateral Inquiry
BC - Network Counterparty System Status
Request
BD - Network Counterparty System Status
Response
BE - User Request
BF - User Response
BG - Collateral Inquiry Ack
BH - Confirmation Request
BI - Trading Session List Request
BJ - Trading Session List
BK - Security List Update Report
BL - Adjusted Position Report
BM - Allocation Instruction Alert
BN - Execution Acknowledgement
BO - Contrary Intention Report
BP - Security Definition Update Report
BQ - SettlementObligationReport
BR - DerivativeSecurityListUpdateReport
BS - TradingSessionListUpdateReport
BT - MarketDefinitionRequest
BU - MarketDefinition
BV - MarketDefinitionUpdateReport
BW - ApplicationMessageRequest
BX - ApplicationMessageRequestAck
BY - ApplicationMessageReport
BZ - OrderMassActionReport
CA - OrderMassActionRequest
CB - UserNotification
373 SessionRejectReason int Code to identify reason for a session-level Reject
message.
Valid values:
0 - Invalid Tag Number
1 - Required Tag Missing
2 - Tag not defined for this message type
3 - Undefined tag
4 - Tag specified without a value
5 - Value is incorrect (out of range) for this tag
6 - Incorrect data format for value
7 - Decryption problem
8 - Signature problem
9 - CompID problem
10 - SendingTime Accuracy Problem
11 - Invalid MsgType
12 - XML Validation Error
13 - Tag appears more than once
14 - Tag specified out of required order
15 - Repeating group fields out of order
16 - Incorrect NumInGroup count for repeating
group
17 - Non "Data" value includes field delimiter
(<SOH> character)
18 - Invalid/Unsupported Application Version
99 - Other
N - New
375 ContraBroker String Identifies contra broker. Standard NASD market-
maker mnemonic is preferred.
376 ComplianceID String ID used to represent this transaction for compliance
purposes (e.g. OATS reporting).
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Valid values:
N - Was not solicited
Y - Was solicited
378 ExecRestatementReas int Code to identify reason for an ExecutionRpt message
on sent with ExecType=Restated or used when
communicating an unsolicited cancel.
Valid values:
0 - GT corporate action
1 - GT renewal / restatement (no corporate
action)
2 - Verbal change
3 - Repricing of order
4 - Broker option
5 - Partial decline of OrderQty (e.g. exchange
initiated partial cancel)
6 - Cancel on Trading Halt
7 - Cancel on System Failure
8 - Market (Exchange) option
9 - Canceled, not best
10 - Warehouse Recap
11 - Peg Refresh
99 - Other
Valid values:
0 - Other
1 - Unknown ID
2 - Unknown Security
3 - Unknown Message Type
4 - Application not available
5 - Conditionally required field missing
6 - Not Authorized
7 - DeliverTo firm not available at this time
18 - Invalid price increment
381 GrossTradeAmt Amt Total amount traded (e.g. CumQty (14) * AvgPx (6))
expressed in units of currency. For FX Futures this is
used to express the notional value of a fill when
LastQty and other quantity fields are express in terms
of contract size.
382 NoContraBrokers NumInGr The number of ContraBroker (375) entries.
oup
383 MaxMessageSize Length Maximum number of bytes supported for a single
message.
384 NoMsgTypes NumInGr Number of MsgTypes (35) in repeating group.
oup
385 MsgDirection char Specifies the direction of the messsage.
Valid values:
R - Receive
S - Send
386 NoTradingSessions NumInGr Number of TradingSessionIDs (336) in repeating
oup group.
387 TotalVolumeTraded Qty Total volume (quantity) traded.
388 DiscretionInst char Code to identify the price a DiscretionOffsetValue
(389) is related to and should be mathematically
added to.
Valid values:
0 - Related to displayed price
1 - Related to market price
2 - Related to primary price
2 - Country
3 - Index
400 BidDescriptor String BidDescriptor value. Usage depends upon
BidDescriptorTyp (399).
If BidDescriptorType = 1
Industrials etc - Free text
If BidDescriptorType = 2
"FR" etc - ISO Country Codes
If BidDescriptorType = 3
FT00, FT250, STOX - Free text
401 SideValueInd int 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.
Valid values:
1 - Side Value 1
2 - Side Value 2
402 LiquidityPctLow Percentag Liquidity indicator or lower limit if
e TotalNumSecurities (393) > 1. Represented as a
percentage.
403 LiquidityPctHigh Percentag Upper liquidity indicator if TotalNumSecurities (393)
e > 1. Represented as a percentage.
404 LiquidityValue Amt Value between LiquidityPctLow (402) and
LiquidityPctHigh (403) in Currency
405 EFPTrackingError Percentag Eg Used in EFP trades 2% (EFP – Exchange for
e Physical ). Represented as a percentage.
406 FairValue Amt Used in EFP trades
407 OutsideIndexPct Percentag Used in EFP trades. Represented as a percentage.
e
408 ValueOfFutures Amt Used in EFP trades
409 LiquidityIndType int Code to identify the type of liquidity indicator.
Valid values:
1 - 5-day moving average
2 - 20-day moving average
3 - Normal market size
4 - Other
410 WtAverageLiquidity Percentag Overall weighted average liquidity expressed as a %
e of average daily volume. Represented as a
percentage.
411 ExchangeForPhysical Boolean Indicates whether or not to exchange for phsyical.
Valid values:
N - False
Y - True
412 OutMainCntryUIndex Amt Value of stocks in Currency
413 CrossPercent Percentag Percentage of program that crosses in Currency.
e Represented as a percentage.
414 ProgRptReqs int Code to identify the desired frequency of progress
reports.
Valid values:
1 - Buy-side explicitly requests status using
Statue Request (default), the sell-side firm can,
however, send a DONE status List STatus Response in
an unsolicited fashion
2 - Sell-side periodically sends status using List
Status. Period optionally specified in ProgressPeriod.
3 - Real-time execution reports (to be discourage)
415 ProgPeriodInterval int Time in minutes between each ListStatus report sent
by SellSide. Zero means don’t send status.
416 IncTaxInd int Code to represent whether value is net (inclusive of
tax) or gross.
Valid values:
1 - Net
2 - Gross
417 NumBidders int Indicates the total number of bidders on the list
418 BidTradeType char Code to represent the type of trade.
444 ListStatusText String Free format text string related to List Status.
445 EncodedListStatusTex Length Byte length of encoded (non-ASCII characters)
tLen EncodedListStatusText (446) field.
446 EncodedListStatusTex data Encoded (non-ASCII characters) representation of the
t 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.
447 PartyIDSource char Identifies class or source of the PartyID (448) value.
Required if PartyID is specified. Note: applicable
values depend upon PartyRole (452) specified.
See "Appendix 6-G – Use of <Parties> Component
Block"
Valid values:
For all PartyRoles
B - BIC (Bank Identification Code - SWIFT
managed) code (ISO9362 - See "Appendix 6-B")
C - Generally accepted market participant
identifier (e.g. NASD mnemonic)
D - Proprietary / Custom code
E - ISO Country Code
F - Settlement Entity Location (note if Local
Market Settlement use "E=ISO Country Code") (see
"Appendix 6-G" for valid values)
G - MIC (ISO 10383 - Market Identificer Code)
(See "Appendix 6-C")
H - CSD participant/member code (e.g..
Euroclear, DTC, CREST or Kassenverein number)
For PartyRole = "InvestorID" and for CIV
6 - UK National Insurance or Pension Number
7 - US Social Security Number
8 - US Employer or Tax ID Number
9 - Australian Business Number
A - Australian Tax File Number
For PartyRole = "InvestorID" and for Equities
1 - Korean Investor ID
2 - Taiwanese Qualified Foreign Investor ID
QFII/FID
SettlLocation)
11 - Order Origination Trader (associated with
Order Origination Firm - i.e. trader who
initiates/submits the order)
12 - Executing Trader (associated with Executing
Firm - actually executes)
13 - Order Origination Firm (e.g. buy-side firm)
14 - Giveup Clearing Firm (firm to which trade is
given up)
15 - Correspondant Clearing Firm
16 - Executing System
17 - Contra Firm
18 - Contra Clearing Firm
19 - Sponsoring Firm
20 - Underlying Contra Firm
21 - Clearing Organization
22 - Exchange
24 - Customer Account
25 - Correspondent Clearing Organization
26 - Correspondent Broker
27 - Buyer/Seller (Receiver/Deliverer)
28 - Custodian
29 - Intermediary
30 - Agent
31 - Sub-custodian
32 - Beneficiary
33 - Interested party
34 - Regulatory body
35 - Liquidity provider
36 - Entering trader
37 - Contra trader
38 - Position account
39 - Contra Investor ID
40 - Transfer to Firm
41 - Contra Position Account
42 - Contra Exchange
43 - Internal Carry Account
44 - Order Entry Operator ID
45 - Secondary Account Number
46 - Foriegn Firm
47 - Third Party Allocation Firm
48 - Claiming Account
49 - Asset Manager
50 - Pledgor Account
51 - Pledgee Account
52 - Large Trader Reportable Account
53 - Trader mnemonic
54 - Sender Location
55 - Session ID
56 - Acceptable Counterparty
57 - Unacceptable Counterparty
58 - Entering Unit
59 - Executing Unit
60 - Introducing Broker
61 - Quote originator
62 - Report originator
63 - Systematic internaliser (SI)
64 - Multilateral Trading Facility (MTF)
65 - Regulated Market (RM)
66 - Market Maker
67 - Investment Firm
68 - Host Competent Authority (Host CA)
69 - Home Competent Authority (Home CA)
70 - Competent Authority of the most relevant
market in terms of liquidity (CAL)
71 - Competent Authority of the Transaction
(Execution) Venue (CATV)
72 - Reporting intermediary (medium/vendor via
which report has been published)
73 - Execution Venue
74 - Market data entry originator
75 - Location ID
76 - Desk ID
77 - Market data market
78 - Allocation Entity
79 - Prime Broker providing General Trade
Services
80 - Step-Out Firm (Prime Broker)
81 - BrokerClearingID
453 NoPartyIDs NumInGr Number of PartyID (448), PartyIDSource (447), and
oup PartyRole (452) entries
458 UnderlyingSecurityAl String Alternate Security identifier value for this underlying
tID security of UnderlyingSecurityAltIDSource (459) type
(e.g. CUSIP, SEDOL, ISIN, etc). Requires
UnderlyingSecurityAltIDSource.
459 UnderlyingSecurityAl String Identifies class or source of the
tIDSource UnderlyingSecurityAltID (458) value. Required if
UnderlyingSecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22)
field
Valid values:
1 - CUSIP
2 - SEDOL
3 - QUIK
4 - ISIN number
5 - RIC code
6 - ISO Currency Code
7 - ISO Country Code
8 - Exchange Symbol
9 - Consolidated Tape Association (CTA) Symbol
(SIAC CTS/CQS line format)
A - Bloomberg Symbol
B - Wertpapier
C - Dutch
D - Valoren
E - Sicovam
F - Belgian
G - "Common" (Clearstream and Euroclear)
H - Clearing House / Clearing Organization
I - ISDA/FpML Product Specification (XML in
EncodedSecurityDesc)
J - Option Price Reporting Authority
K - ISDA/FpML Product URL (URL in
SecurityID)
L - Letter of Credit
M - Marketplace-assigned Identifier
460 Product int Indicates the type of product the security is associated
with. See also the CFICode (461) and SecurityType
(167) fields.
Valid values:
1 - AGENCY
2 - COMMODITY
3 - CORPORATE
4 - CURRENCY
5 - EQUITY
6 - GOVERNMENT
7 - INDEX
8 - LOAN
9 - MONEYMARKET
10 - MORTGAGE
11 - MUNICIPAL
12 - OTHER
13 - FINANCING
461 CFICode String 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.
A subset of possible values applicable to
FIX usage are identified in "Appendix 6-D CFICode
Usage - ISO 10962 Classification of Financial
Instruments (CFI code)"
462 UnderlyingProduct int Underlying security’s Product.
Valid values: see Product(460) field
Valid values:
1 - AGENCY
2 - COMMODITY
3 - CORPORATE
4 - CURRENCY
5 - EQUITY
6 - GOVERNMENT
7 - INDEX
8 - LOAN
9 - MONEYMARKET
10 - MORTGAGE
11 - MUNICIPAL
12 - OTHER
13 - FINANCING
463 UnderlyingCFICode String Underlying security’s CFICode.
Valid values: see CFICode (461) field
464 TestMessageIndicator Boolean Indicates whether or not this FIX Session is a "test"
vs. "production" connection. Useful for preventing
"accidents".
Valid values:
N - Fales (Production)
Y - True (Test)
465 QuantityType int Deprecated in FIX.4.4 Designates the type of
quantities (e.g. OrderQty) specified. Used for MBS
and TIPS Fixed Income security types.
Valid values:
1 - SHARES
2 - BONDS
3 - CURRENTFACE
4 - ORIGINALFACE
5 - CURRENCY
6 - CONTRACTS
7 - OTHER
8 - PAR
466 BookingRefID String Common reference passed to a post-trade booking
process (e.g. industry matching utility).
467 IndividualAllocID String Unique identifier for a specific NoAllocs (78)
repeating group instance (e.g. for an AllocAccount).
468 RoundingDirection char 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.
480 CancellationRights char For CIV – A one character code identifying whether
Cancellation rights/Cooling off period applies.
Valid values:
Y - Yes
N - No - Execution Only
M - No - Waiver agreement
O - No - Institutional
481 MoneyLaunderingStat char A one character code identifying Money laundering
us status.
Valid values:
Y - Passed
N - Not Checked
1 - Exempt - Below the Limit
2 - Exempt - Client Money Type exemption
3 - Exempt - Authorised Credit or financial
institution
482 MailingInst String Free format text to specify mailing instruction
requirements, e.g. "no third party mailings".
483 TransBkdTime UTCTime For CIV A date and time stamp to indicate the time a
stamp CIV order was booked by the fund manager.
For derivatives a date and time stamp to indicate
when this order was booked with the agent prior to
submission to the VMU. Indicates the time at which
the order was finalized between the buyer and seller
prior to submission.
484 ExecPriceType char For CIV - Identifies how the execution price LastPx
(31) was calculated from the fund unit/share price(s)
calculated at the fund valuation point.
Valid values:
B - Bid price
C - Creation price
D - Creation price plus adjustment percent
E - Creation price plus adjustment amount
O - Offer price
P - Offer price minus adjustment percent
Q - Offer price minus adjustment amount
S - Single price
485 ExecPriceAdjustment float For CIV the amount or percentage by which the fund
unit/share price was adjusted, as indicated by
ExecPriceType (484)
486 DateOfBirth LocalMkt The date of birth applicable to the individual, e.g.
Date required to open some types of tax-exempt account.
487 TradeReportTransTyp int Identifies Trade Report message transaction type
e
(Prior to FIX 4.4 this field was of type char)
Valid values:
0 - New
1 - Cancel
2 - Replace
3 - Release
4 - Reverse
5 - Cancel Due To Back Out of Trade
488 CardHolderName String The name of the payment card holder as specified on
the card being used for payment.
489 CardNumber String The number of the payment card as specified on the
card being used for payment.
490 CardExpDate LocalMkt The expiry date of the payment card as specified on
Date the card being used for payment.
491 CardIssNum String 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.
492 PaymentMethod int A code identifying the Settlement payment method.
16 through 998 are reserved for future use
Values above 1000 are available for use by
private agreement among counterparties
Valid values:
1 - CREST
2 - NSCC
3 - Euroclear
4 - Clearstream
5 - Cheque
6 - Telegraphic Transfer
7 - Fed Wire
8 - Debit Card
9 - Direct Debit (BECS)
10 - Direct Credit (BECS)
11 - Credit Card
12 - ACH Debit
13 - ACH Credit
14 - BPAY
15 - High Value Clearing System (HVACS)
2 - Cancel
1 - Replace
515 ExecValuationPoint UTCTime For CIV - a date and time stamp to indicate the fund
stamp valuation point with respect to which a order was
priced by the fund manager.
516 OrderPercent Percentag For CIV specifies the approximate order quantity
e 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.
517 OwnershipType char The relationship between Registration parties.
Valid values:
J - Joint Investors
T - Tenants in Common
2 - Joint Trustees
518 NoContAmts NumInGr The number of Contract Amount details on an
oup Execution Report message
519 ContAmtType int Type of ContAmtValue (520).
NOTE That Commission Amount / % in Contract
Amounts is the commission actually charged, rather
than the commission instructions given in Fields 2/3.
For UK valid values include:
Valid values:
1 - Commission amount (actual)
2 - Commission percent (actual)
3 - Initial Charge Amount
4 - Initial Charge Percent
5 - Discount Amount
6 - Discount Percent
7 - Dilution Levy Amount
8 - Dilution Levy Percent
9 - Exit Charge Amount
10 - Exit Charge Percent
528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47)
--used in conjunction with OrderRestrictions (529)
field)
(see Volume : "Glossary" for value definitions)
Valid values:
A - Agency
G - Proprietary
I - Individual
P - Principal (Note for CMS purposes, "Principal"
includes "Proprietary")
R - Riskless Principal
W - Agent for Other Member
529 OrderRestrictions MultipleC Restrictions associated with an order. If more than
harValue one restriction is applicable to an order, this field can
contain multiple instructions separated by space.
Valid values:
1 - Program Trade
2 - Index Arbitrage
3 - Non-Index Arbitrage
4 - Competing Market Maker
5 - Acting as Market Maker or Specialist in the
security
6 - Acting as Market Maker of Specialist in the
underlying security of a derivative seucirty
7 - Foreign Entity (of foreign government or
regulatory jurisdiction)
8 - External Market Participant
9 - Extneral Inter-connected Market Linkage
A - Riskless Arbitrage
B - Issuer Holding
C - Issue Price Stabilization
D - Non-algorithmic
E - Algorithmic
530 MassCancelRequestT char Specifies scope of Order Mass Cancel Request.
ype
Valid values:
1 - Cancel orders for a security
Valid values:
1 - Executing Firm (formerly FIX 4.2
ExecBroker)
2 - Broker of Credit (formerly FIX 4.2
BrokerOfCredit)
3 - Client ID (formerly FIX 4.2 ClientID)
4 - Clearing Firm (formerly FIX 4.2
ClearingFirm)
5 - Investor ID
6 - Introducing Firm
7 - Entering Firm
8 - Locate / Lending Firm (for short-sales)
9 - Fund Manager Client ID (for CIV)
10 - Settlement Location (formerly FIX 4.2
SettlLocation)
11 - Order Origination Trader (associated with
Order Origination Firm - i.e. trader who
initiates/submits the order)
12 - Executing Trader (associated with Executing
Firm - actually executes)
13 - Order Origination Firm (e.g. buy-side firm)
14 - Giveup Clearing Firm (firm to which trade is
given up)
15 - Correspondant Clearing Firm
16 - Executing System
17 - Contra Firm
18 - Contra Clearing Firm
19 - Sponsoring Firm
20 - Underlying Contra Firm
21 - Clearing Organization
22 - Exchange
24 - Customer Account
25 - Correspondent Clearing Organization
26 - Correspondent Broker
27 - Buyer/Seller (Receiver/Deliverer)
28 - Custodian
29 - Intermediary
30 - Agent
31 - Sub-custodian
32 - Beneficiary
33 - Interested party
34 - Regulatory body
35 - Liquidity provider
36 - Entering trader
37 - Contra trader
38 - Position account
39 - Contra Investor ID
40 - Transfer to Firm
41 - Contra Position Account
42 - Contra Exchange
43 - Internal Carry Account
44 - Order Entry Operator ID
45 - Secondary Account Number
46 - Foriegn Firm
47 - Third Party Allocation Firm
48 - Claiming Account
49 - Asset Manager
50 - Pledgor Account
51 - Pledgee Account
52 - Large Trader Reportable Account
53 - Trader mnemonic
54 - Sender Location
55 - Session ID
56 - Acceptable Counterparty
57 - Unacceptable Counterparty
58 - Entering Unit
59 - Executing Unit
60 - Introducing Broker
61 - Quote originator
62 - Report originator
63 - Systematic internaliser (SI)
64 - Multilateral Trading Facility (MTF)
65 - Regulated Market (RM)
66 - Market Maker
67 - Investment Firm
68 - Host Competent Authority (Host CA)
69 - Home Competent Authority (Home CA)
70 - Competent Authority of the most relevant
market in terms of liquidity (CAL)
71 - Competent Authority of the Transaction
(Execution) Venue (CATV)
72 - Reporting intermediary (medium/vendor via
Valid values:
C - Close
F - FIFO
O - Open
R - Rolled
N - Close but notify on open
D - Default
565 LegCoveredOrUncove int CoveredOrUncovered for leg of a multileg
red
See CoveredOrUncovered (203) field for
description
Valid values:
0 - Covered
1 - Uncovered
566 LegPrice Price Price for leg of a multileg
See Price (44) field for description
567 TradSesStatusRejReas int Indicates the reason a Trading Session Status Request
on was rejected.
Valid values:
1 - Unknown or invalid TradingSessionID
99 - Other
two-minute window)
A2 - Exact match on Trade Date, Stock Symbol,
Quantity, Price, Trade Type, and Special Trade
Indicator, plus four badges
A3 - Exact match on Trade Date, Stock Symbol,
Quantity, Price, Trade Type, and Special Trade
Indicator, plus two badges and execution time (within
two-minute window)
A4 - Exact match on Trade Date, Stock Symbol,
Quantity, Price, Trade Type, and Special Trade
Indicator, plus two badges
A5 - Exact match on Trade Date, Stock Symbol,
Quantity, Price, TradeType, and Special Trade
Indicator plus execution time (within two-minute
window)
AQ - Compared records resulting from stamped
advisories or specialist accepts/pair-offs
S1 - Summarized match using A1 exact match
criteria except quantity is summaried
S2 - Summarized match using A2 exact match
criteria except quantity is summarized
S3 - Summarized match using A3 exact match
criteria except quantity is summarized
S4 - Summarized match using A4 exact match
criteria except quantity is summarized
S5 - Summarized match using A5 exact match
criteria except quantity is summarized
NYSE, AMEX and NASDAQ
M1 - Exact match on Trade Date, Stock Symbol,
Quantity, Price, Trade Type, and Special Trade
Indicator minus badges And times: ACT M1 match
M2 - Summarized match minus badges and times:
ACT M2 Match
MT - OCS Locked In: Non-ACT
575 OddLot Boolean Deprecated in FIX.5.0 This trade is to be treated as an
odd lot
If this field is not specified, the default will
be "N"
Valid values:
N - Treat as round lot (default)
4 - Floor Trader
6 - Account is carried on non-customer side of
books and is cross margined
7 - Account is house trader and is cross margined
8 - Joint back office account (JBO)
582 CustOrderCapacity int Capacity of customer placing the order
Primarily used by futures exchanges to indicate
the CTICode (customer type indicator) as required by
the US CFTC (Commodity Futures Trading
Commission).
Valid values:
1 - Member trading for their own account
2 - Clearing Firm trading for its proprietary
account
3 - Member trading for another member
4 - All other
583 ClOrdLinkID String 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.
584 MassStatusReqID String Value assigned by issuer of Mass Status Request to
uniquely identify the request
585 MassStatusReqType int Mass Status Request Type
Valid values:
1 - Status for orders for a Security
2 - Status for orders for an Underlying Security
3 - Status for orders for a Product
4 - Status for orders for a CFICode
5 - Status for orders for a SecurityType
6 - Status for orders for a trading session
7 - Status for all orders
8 - Status for orders for a PartyID
586 OrigOrdModTime UTCTime The most recent (or current) modification
stamp TransactTime (tag 60) reported on an Execution
Report for the order. The OrigOrdModTime is
SecurityID)
L - Letter of Credit
M - Marketplace-assigned Identifier
607 LegProduct int Multileg instrument's individual security’s Product.
See Product (460) field for description
Valid values:
1 - AGENCY
2 - COMMODITY
3 - CORPORATE
4 - CURRENCY
5 - EQUITY
6 - GOVERNMENT
7 - INDEX
8 - LOAN
9 - MONEYMARKET
10 - MORTGAGE
11 - MUNICIPAL
12 - OTHER
13 - FINANCING
608 LegCFICode String Multileg instrument's individual security’s CFICode.
See CFICode (461) field for description
609 LegSecurityType String Refer to definition of SecurityType(167)
Valid values:
UST - US Treasury Note (Deprecated Value Use
TNOTE) ( Deprecated in FIX 4.4 )
USTB - US Treasury Bill (Deprecated Value Use
TBILL) ( Deprecated in FIX 4.4 )
Agency
EUSUPRA - Euro Supranational Coupons *
FAC - Federal Agency Coupon
FADN - Federal Agency Discount Note
PEF - Private Export Funding *
SUPRA - USD Supranational Coupons *
Corporate
CORP - Corporate Bond
CPP - Corporate Private Placement
CB - Convertible Bond
Bond Or Note
TNOTE - US Treasury Note
Loan
TERM - Term Loan
RVLV - Revolver Loan
RVLVTRM - Revolver/Term Loan
BRIDGE - Bridge Loan
LOFC - Letter Of Credit
SWING - Swing Line Facility
DINP - Debtor In Possession
DEFLTED - Defaulted
WITHDRN - Withdrawn
REPLACD - Replaced
MATURED - Matured
AMENDED - Amended & Restated
RETIRED - Retired
Money Market
BA - Bankers Acceptance
BDN - Bank Depository Note
BN - Bank Notes
BOX - Bill Of Exchanges
CAMM - Canadian Money Markets
CD - Certificate Of Deposit
CL - Call Loans
CP - Commercial Paper
DN - Deposit Notes
EUCD - Euro Certificate Of Deposit
EUCP - Euro Commercial Paper
LQN - Liquidity Note
MTN - Medium Term Notes
ONITE - Overnight
PN - Promissory Note
STN - Short Term Loan Note
PZFJ - Plazos Fijos
SLQN - Secured Liquidity Note
TD - Time Deposit
TLQN - Term Liquidity Note
XCN - Extended Comm Note
YCD - Yankee Certificate Of Deposit
Mortgage
ABS - Asset-backed Securities
escLen EncodedSecurityDescLen.
See EncodedSecurityDescLen (350) field for
description
622 EncodedLegSecurityD data Multileg instrument's individual security’s
esc EncodedSecurityDesc.
See EncodedSecurityDesc (35) field for
description
623 LegRatioQty float The ratio of quantity for this individual leg relative to
the entire multileg security.
624 LegSide char The side of this individual leg (multileg security).
See Side (54) field for description and values
Valid values:
1 - Buy
2 - Sell
3 - Buy minus
4 - Sell plus
5 - Sell short
6 - Sell short exempt
7 - Undisclosed (valid for IOI and List Order
messages only)
8 - Cross (orders where counterparty is an
exchange, valid for all messages except IOIs)
9 - Cross short
A - Cross short exxmpt
B - "As Defined" (for use with multileg
instruments)
C - "Opposite" (for use with multileg instruments)
D - Subscribe (e.g. CIV)
E - Redeem (e.g. CIV)
F - Lend (FINANCING - identifies direction of
collateral)
G - Borrow (FINANCING - identifies direction of
collateral)
625 TradingSessionSubID String 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
11 - Accept Pending
12 - Incomplete Group
13 - Complete Group
14 - Reversal Pending
627 NoHops NumInGr Number of HopCompID entries in repeating group.
oup
628 HopCompID String 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.
Applicable when messages are communicated/re-
distributed via third parties which function as service
bureaus or "hubs". Only applicable if
OnBehalfOfCompID (115) is being used.
629 HopSendingTime UTCTime Time that HopCompID (628) sent the message. It is
stamp recommended that this value be the SendingTime (52)
of the message sent by the third party.
Applicable when messages are communicated/re-
distributed via third parties which function as service
bureaus or "hubs". Only applicable if
OnBehalfOfCompID (115) is being used.
630 HopRefID SeqNum 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.
Applicable when messages are communicated/re-
distributed via third parties which function as service
bureaus or "hubs". Only applicable if
OnBehalfOfCompID (115) is being used.
631 MidPx Price Mid price/rate
632 BidYield Percentag Bid yield
e
633 MidYield Percentag Mid yield
e
634 OfferYield Percentag Offer yield
e
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer
for trade executions at an exchange. Applicable for
futures markets only at this time.
(Values source CBOT, CME, NYBOT, and
NYMEX):
Valid values:
1 - 1st year delegate trading for own account
2 - 2nd year delegate trading for own account
3 - 3rd year delegate trading for own account
4 - 4th year delegate trading for own account
5 - 5th year delegate trading for own account
9 - 6th year delegate trading for own account
B - CBOE Member
C - Non-member and Customer
E - Equity Member and Clearing Member
F - Full and Associate Member trading for own
account and as floor brokers
H - 106.H and 106.J firms
I - GIM, IDEM and COM Membership Interest
Holders
L - Lessee 106.F Employees
M - All other ownership types
636 WorkingIndicator Boolean 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.
Valid values:
N - Order has been accepted but not yet in a
working state
Y - Order is currently being worked
637 LegLastPx Price Execution price assigned to a leg of a multileg
instrument.
Valid values:
N - Does not consitute a Legal Confirm
Y - Legal Confirm
651 UnderlyingLastPx Price 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.
652 UnderlyingLastQty Qty 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.
653 SecDefStatus int Deprecated in FIX.4.2 State of a security definition
request made to a market. Useful for markets, such as
derivatives markets, where market participants are
permitted to define instruments for subsequent trading
Valid values:
0 - Pending Approval
1 - Approved (Accepted)
2 - Rejected
3 - Unauthorized Request
4 - Invalid Definition Request
654 LegRefID String Unique indicator for a specific leg.
655 ContraLegRefID String Unique indicator for a specific leg for the
ContraBroker (375).
656 SettlCurrBidFxRate float Foreign exchange rate used to compute the bid
"SettlCurrAmt" (119) from Currency (15) to
SettlCurrency (120)
657 SettlCurrOfferFxRate float Foreign exchange rate used to compute the offer
"SettlCurrAmt" (119) from Currency (15) to
SettlCurrency (120)
658 QuoteRequestRejectR int Reason Quote was rejected:
eason
Valid values:
1 - Unknown Symbol (Security)
2 - Exchange (Security) Closed
3 - Quote Request Exceeds Limit
Valid values:
0 - New
1 - Replace
2 - Cancel
667 ContractSettlMonth MonthYea Specifies when the contract (i.e. MBS/TBA) will
r settle.
668 DeliveryForm int Identifies the form of delivery.
Valid values:
1 - Book Entry (default)
2 - Bearer
669 LastParPx Price 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.
Usage: Execution Report and Allocation Report
repeating executions block (from sellside).
670 NoLegAllocs NumInGr Number of Allocations for the leg
oup
671 LegAllocAccount String Allocation Account for the leg
See AllocAccount (79) for description and valid
values.
672 LegIndividualAllocID String Reference for the individual allocation ticket
See IndividualAllocID (467) for description and
valid values.
673 LegAllocQty Qty Leg allocation quantity.
See AllocQty (80) for description and valid
values.
674 LegAllocAcctIDSourc String The source of the LegAllocAccount (671)
e
See AllocAcctIDSource (661) for description and
valid values.
675 LegSettlCurrency Currency Identifies settlement currency for the Leg.
See SettlCurrency (20) for description and valid
values
676 LegBenchmarkCurve Currency LegBenchmarkPrice (679) currency
Currency
See BenchmarkCurveCurrency (220) for
description and valid values.
677 LegBenchmarkCurve String Name of the Leg Benchmark Curve.
Name
See BenchmarkCurveName (22) for description
and valid values.
Valid values:
EONIA - EONIA
EUREPO - EUREPO
Euribor - Euribor
FutureSWAP - FutureSWAP
LIBID - LIBID
LIBOR - LIBOR (London Inter-Bank Offer)
MuniAAA - MuniAAA
OTHER - OTHER
Pfandbriefe - Pfandbriefe
SONIA - SONIA
SWAP - SWAP
Treasury - Treasury
678 LegBenchmarkCurve String Identifies the point on the Leg Benchmark Curve.
Point
See BenchmarkCurvePoint (222) for description
and valid values.
679 LegBenchmarkPrice Price Used to identify the price of the benchmark security.
See BenchmarkPrice (662) for description and
valid values.
680 LegBenchmarkPriceT int The price type of the LegBenchmarkPrice.
ype
See BenchmarkPriceType (663) for description
and valid values.
681 LegBidPx Price Bid price of this leg.
See BidPx (32) for description and valid values.
682 LegIOIQty String Leg-specific IOI quantity.
See IOIQty (27) for description and valid values
Valid values:
0 - 1000000000
S - Small
M - Medium
L - Large
U - Undisclosed Quantity
683 NoLegStipulations NumInGr Number of leg stipulation entries
oup
684 LegOfferPx Price Offer price of this leg.
See OfferPx (133) for description and valid values
685 LegOrderQty Qty Quantity ordered of this leg.
See OrderQty (38) for description and valid values
686 LegPriceType int The price type of the LegBidPx (681) and/or
LegOfferPx (684).
See PriceType (423) for description and valid
values
Valid values:
1 - Percentage (i.e. percent of par) (often called
"dollar price" for fixed income)
2 - Per unit (i.e. per share or contract)
3 - Fixed amount (absolute value)
4 - Discount - percentage points below par
5 - Premium - percentage points over par
6 - Spread (basis points spread)
7 - TED Price
8 - TED Yield
9 - Yield
10 - Fixed cabinet trade price (primarily for listed
futures and options)
11 - Variable cabinet trade price (primarily for
listed futures and options)
13 - Product ticks in halfs
14 - Product ticks in fourths
15 - Product ticks in eights
16 - Product ticks in sixteenths
17 - Product ticks in thirty-seconds
18 - Product ticks in sixty-forths
Valid values:
A - All or None (AON)
B - Market On Close (MOC) (held to close)
C - At the close (around/not held to close)
D - VWAP (Volume Weighted Average Price)
I - In touch with
L - Limit
M - More Behind
O - At the Open
P - Taking a Position
Q - At the Market (previously called Current
Quote)
R - Ready to Trade
S - Portfolio Shown
T - Through the Day
V - Versus
W - Indidcation - Working Away
X - Crossing Opportunity
Y - At the Midpoint
Z - Pre-open
696 YieldRedemptionDate LocalMkt Date to which the yield has been calculated (i.e.
Date maturity, par call or current call, pre-refunded date).
697 YieldRedemptionPric Price Price to which the yield has been calculated.
e
698 YieldRedemptionPric int The price type of the YieldRedemptionPrice (697)
eType
See PriceType (423) for description and valid
values.
Valid values:
1 - Percentage (i.e. percent of par) (often called
"dollar price" for fixed income)
2 - Per unit (i.e. per share or contract)
3 - Fixed amount (absolute value)
4 - Discount - percentage points below par
5 - Premium - percentage points over par
6 - Spread (basis points spread)
7 - TED Price
8 - TED Yield
9 - Yield
718 AdjustmentType int Type of adjustment to be applied, used for PCS and
PAJ
Valid values:
0 - Process Request As Margin Disposition
1 - Delta Plus
2 - Delta Minus
3 - Final
719 ContraryInstructionIn Boolean Used to indicate when a contrary instruction for
dicator exercise or abandonment is being submitted
720 PriorSpreadIndicator Boolean Indicates if requesting a rollover of prior day’s spread
submissions.
721 PosMaintRptID String Unique identifier for this position report
722 PosMaintStatus int Status of Position Maintenance Request
Valid values:
0 - Accepted
1 - Accepted With Warnings
2 - Rejected
3 - Completed
4 - Completed With Warnings
723 PosMaintResult int Result of Position Maintenance Request.
4000+ Reserved and available for bi-laterally agreed
upon user-defined values
Valid values:
0 - Successful Completion - no warnings or errors
1 - Rejected
99 - Other
2 - Exercises
3 - Assignments
4 - Settlement Activity
5 - Backout Message
725 ResponseTransportTy int Identifies how the response to the request should be
pe transmitted.
Details specified via ResponseDestination (726).
Valid values:
0 - Inband - transport the request was sent over
(default)
1 - Out of Band - pre-arranged out-of-band
delivery mechanizm (i.e. FTP, HTTP, NDM, etc.)
between counterparties. Details specified via
ResponseDestination (726).
726 ResponseDestination String 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.
See "Appendix 6-B FIX Fields Based Upon Other
Standards"
727 TotalNumPosReports int Total number of Position Reports being returned.
728 PosReqResult int Result of Request for Position
4000+ Reserved and available for bi-laterally agreed
upon user-defined values
Valid values:
0 - Valid request
1 - Invalid or unsupported request
2 - No positions found that match criteria
3 - Not authorized to request positions
4 - Request for position not supported
99 - Other (use Text (58) in conjunction with this
code for an explaination)
26 - Correspondent Broker
27 - Buyer/Seller (Receiver/Deliverer)
28 - Custodian
29 - Intermediary
30 - Agent
31 - Sub-custodian
32 - Beneficiary
33 - Interested party
34 - Regulatory body
35 - Liquidity provider
36 - Entering trader
37 - Contra trader
38 - Position account
39 - Contra Investor ID
40 - Transfer to Firm
41 - Contra Position Account
42 - Contra Exchange
43 - Internal Carry Account
44 - Order Entry Operator ID
45 - Secondary Account Number
46 - Foriegn Firm
47 - Third Party Allocation Firm
48 - Claiming Account
49 - Asset Manager
50 - Pledgor Account
51 - Pledgee Account
52 - Large Trader Reportable Account
53 - Trader mnemonic
54 - Sender Location
55 - Session ID
56 - Acceptable Counterparty
57 - Unacceptable Counterparty
58 - Entering Unit
59 - Executing Unit
60 - Introducing Broker
61 - Quote originator
62 - Report originator
63 - Systematic internaliser (SI)
64 - Multilateral Trading Facility (MTF)
65 - Regulated Market (RM)
66 - Market Maker
67 - Investment Firm
68 - Host Competent Authority (Host CA)
69 - Home Competent Authority (Home CA)
70 - Competent Authority of the most relevant
market in terms of liquidity (CAL)
71 - Competent Authority of the Transaction
(Execution) Venue (CATV)
72 - Reporting intermediary (medium/vendor via
which report has been published)
73 - Execution Venue
74 - Market data entry originator
75 - Location ID
76 - Desk ID
77 - Market data market
78 - Allocation Entity
79 - Prime Broker providing General Trade
Services
80 - Step-Out Firm (Prime Broker)
81 - BrokerClearingID
760 Nested2PartySubID String PartySubID value within a "second instance" Nested
repeating group.
Same values as PartySubID (523)
761 BenchmarkSecurityID String Identifies class or source of the BenchmarkSecurityID
Source (699) value. Required if BenchmarkSecurityID is
specified.
Same values as the SecurityIDSource (22) field
Valid values:
1 - CUSIP
2 - SEDOL
3 - QUIK
4 - ISIN number
5 - RIC code
6 - ISO Currency Code
7 - ISO Country Code
8 - Exchange Symbol
9 - Consolidated Tape Association (CTA) Symbol
(SIAC CTS/CQS line format)
A - Bloomberg Symbol
B - Wertpapier
C - Dutch
D - Valoren
E - Sicovam
F - Belgian
G - "Common" (Clearstream and Euroclear)
H - Clearing House / Clearing Organization
I - ISDA/FpML Product Specification (XML in
EncodedSecurityDesc)
J - Option Price Reporting Authority
K - ISDA/FpML Product URL (URL in
SecurityID)
L - Letter of Credit
M - Marketplace-assigned Identifier
762 SecuritySubType String Sub-type qualification/identification of the
SecurityType (e.g. for SecurityType="REPO"), or the
CFICode if SecurityType is not specified. If
specified, SecuirtyType or CFICode is required.
Example Values:
General = General Collateral (for
SecurityType=REPO)
Valid values:
1 - Mismatched account
2 - Missing settlement instructions
99 - Other
779 LastUpdateTime UTCTime Timestamp of last update to data item (or creation if
stamp no updates made since creation).
780 AllocSettlInstType int Used to indicate whether settlement instructions are
provided on an allocation instruction message, and if
not, how they are to be derived.
Valid values:
0 - Use default instructions
1 - Derive from parameters provided
2 - Full details provided
3 - SSI DB IDs provided
4 - Phone for instructions
781 NoSettlPartyIDs NumInGr Number of SettlPartyID (782), SettlPartyIDSource
oup (783), and SettlPartyRole (784) entries
782 SettlPartyID String PartyID value within a settlement parties component.
Nested repeating group.
Same values as PartyID (448)
783 SettlPartyIDSource char PartyIDSource value within a settlement parties
component.
Same values as PartyIDSource (447)
Valid values:
For all PartyRoles
B - BIC (Bank Identification Code - SWIFT
managed) code (ISO9362 - See "Appendix 6-B")
C - Generally accepted market participant
identifier (e.g. NASD mnemonic)
D - Proprietary / Custom code
E - ISO Country Code
F - Settlement Entity Location (note if Local
Market Settlement use "E=ISO Country Code") (see
"Appendix 6-G" for valid values)
G - MIC (ISO 10383 - Market Identificer Code)
(See "Appendix 6-C")
H - CSD participant/member code (e.g..
Euroclear, DTC, CREST or Kassenverein number)
For PartyRole = "InvestorID" and for CIV
6 - UK National Insurance or Pension Number
7 - US Social Security Number
57 - Unacceptable Counterparty
58 - Entering Unit
59 - Executing Unit
60 - Introducing Broker
61 - Quote originator
62 - Report originator
63 - Systematic internaliser (SI)
64 - Multilateral Trading Facility (MTF)
65 - Regulated Market (RM)
66 - Market Maker
67 - Investment Firm
68 - Host Competent Authority (Host CA)
69 - Home Competent Authority (Home CA)
70 - Competent Authority of the most relevant
market in terms of liquidity (CAL)
71 - Competent Authority of the Transaction
(Execution) Venue (CATV)
72 - Reporting intermediary (medium/vendor via
which report has been published)
73 - Execution Venue
74 - Market data entry originator
75 - Location ID
76 - Desk ID
77 - Market data market
78 - Allocation Entity
79 - Prime Broker providing General Trade
Services
80 - Step-Out Firm (Prime Broker)
81 - BrokerClearingID
785 SettlPartySubID String PartySubID value within a settlement parties
component.
Same values as PartySubID (523)
786 SettlPartySubIDType int Type of SettlPartySubID (785) value.
Same values as PartySubIDType (803)
Valid values:
1 - Firm
2 - Person
3 - System
4 - Application
5 - Full legal name of firm
6 - Postal address
7 - Phone number
8 - Email address
9 - Contact name
10 - Securities account number (for settlement
instructions)
11 - Registration number (for settlement
instructions and confirmations)
12 - Registered address (for confirmation
purposes)
13 - Regulatory status (for confirmation purposes)
14 - Registration name (for settlement
instructions)
15 - Cash account number (for settlement
instructions)
16 - BIC
17 - CSD participant member code
18 - Registered address
19 - Fund account name
20 - Telex number
21 - Fax number
22 - Securities account name
23 - Cash account name
24 - Department
25 - Location desk
26 - Position account type
27 - Security locate ID
28 - Market maker
29 - Eligible counterparty
30 - Professional client
31 - Location
32 - Execution venue
33 - Currency delivery identifier
787 DlvyInstType char Used to indicate whether a delivery instruction is used
for securities or cash settlement.
Valid values:
C - Cash
S - Securities
800 OrderBookingQty Qty Quantity of the order that is being booked out as part
of an Allocation Instruction or Allocation Report
message
801 NoSettlPartySubIDs NumInGr Number of SettlPartySubID (785) and
oup SettlPartySubIDType (786) entries
802 NoPartySubIDs NumInGr Number of PartySubID (523)and PartySubIDType
oup (803) entries
803 PartySubIDType int Type of PartySubID (523) value
4000+ = Reserved and available for bi-laterally
agreed upon user defined values
Valid values:
1 - Firm
2 - Person
3 - System
4 - Application
5 - Full legal name of firm
6 - Postal address
7 - Phone number
8 - Email address
9 - Contact name
10 - Securities account number (for settlement
instructions)
11 - Registration number (for settlement
instructions and confirmations)
12 - Registered address (for confirmation
purposes)
13 - Regulatory status (for confirmation purposes)
14 - Registration name (for settlement
instructions)
15 - Cash account number (for settlement
instructions)
16 - BIC
17 - CSD participant member code
18 - Registered address
19 - Fund account name
20 - Telex number
21 - Fax number
22 - Securities account name
instructions)
16 - BIC
17 - CSD participant member code
18 - Registered address
19 - Fund account name
20 - Telex number
21 - Fax number
22 - Securities account name
23 - Cash account name
24 - Department
25 - Location desk
26 - Position account type
27 - Security locate ID
28 - Market maker
29 - Eligible counterparty
30 - Professional client
31 - Location
32 - Execution venue
33 - Currency delivery identifier
806 NoNested2PartySubI NumInGr Number of Nested2PartySubID (760) and
Ds oup Nested2PartySubIDType (807) entries. Second
instance of <NestedParties>.
807 Nested2PartySubIDTy int Type of Nested2PartySubID (760) value. Second
pe instance of <NestedParties>.
Same values as PartySubIDType (803)
Valid values:
1 - Firm
2 - Person
3 - System
4 - Application
5 - Full legal name of firm
6 - Postal address
7 - Phone number
8 - Email address
9 - Contact name
10 - Securities account number (for settlement
instructions)
11 - Registration number (for settlement
instructions and confirmations)
10 - Pended
11 - Alleged New
12 - Alleged Addendum
13 - Alleged No/Was
14 - Alleged Trade Report Cancel
15 - Alleged (Locked-In) Trade Break
857 AllocNoOrdersType int Indicates how the orders being booked and allocated
by an Allocation Instruction or Allocation Report
message are identified, i.e. by explicit definition in
the NoOrders group or not.
Valid values:
0 - Not Specified
1 - Explicit List Provided
858 SharedCommission Amt Commission to be shared with a third party, e.g. as
part of a directed brokerage commission sharing
arrangement.
859 ConfirmReqID String Unique identifier for a Confirmation Request message
860 AvgParPx Price Used to express average price as percent of par (used
where AvgPx field is expressed in some other way)
861 ReportedPx Price Reported price (used to differentiate from AvgPx on a
confirmation of a marked-up or marked-down
principal trade)
862 NoCapacities NumInGr Number of repeating OrderCapacity entries.
oup
863 OrderCapacityQty Qty Quantity executed under a specific OrderCapacity
(e.g. quantity executed as agent, quantity executed as
principal)
864 NoEvents NumInGr Number of repeating EventType entries.
oup
865 EventType int Code to represent the type of event
Valid values:
1 - Put
2 - Call
3 - Tender
4 - Sinking Fund Call
5 - Activation
6 - Inactiviation
7 - Last Eligible Trade Date
8 - Swap Start Date
9 - Swap End Date
10 - Swap Roll Date
11 - Swap Next Start Date
12 - Swap Next Roll Date
13 - First Delivery Date
14 - Last Delivery Date
15 - Initial Inventory Due Date
16 - Final Inventory Due Date
17 - First Intent Date
18 - Last Intent Date
19 - Position Removal Date
99 - Other
Date
874 InterestAccrualDate LocalMkt The start date used for calculating accrued interest on
Date debt instruments which are being sold between
interest payment dates. Often but not always the same
as the Issue Date and the Dated Date
875 CPProgram int The program under which a commercial paper is
issued
Valid values:
1 - 3(a)(3)
2 - 4(2)
99 - Other
6 - Fully Assigned
7 - Outstanding Trades (Today < end date)
897 NoTrades NumInGr Number of trades in repeating group.
oup
898 MarginRatio Percentag The fraction of the cash consideration that must be
e 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%.
899 MarginExcess Amt Excess margin amount (deficit if value is negative)
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue
is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the
sum of (UnderlyingCurrentValue * (1-haircut)).
2 - Declined
3 - Rejected
906 CollAsgnRejectReaso int Collateral Assignment Reject Reason
n
Valid values:
0 - Unknown deal (order / trade)
1 - Unknown or invalid instrument
2 - Unauthorized transaction
3 - Insufficient collateral
4 - Invalid type of collateral
5 - Excessive substitution
99 - Other
1 - Log On User
2 - Log Off User
3 - Change Password For User
4 - Request Individual User Status
925 NewPassword String New Password or passphrase
926 UserStatus int Indicates the status of a user
Valid values:
1 - Logged In
2 - Not Logged In
3 - User Not Recognised
4 - Password Incorrect
5 - Password Changed
6 - Other
7 - Forced user logout by Exchange
8 - Session shutdown warning
927 UserStatusText String A text description associated with a user status.
928 StatusValue int Indicates the status of a network connection
Valid values:
1 - Connected
2 - Not Connected - down expected up
3 - Not Connected - down expected down
4 - In Process
929 StatusText String A text description associated with a network status.
930 RefCompID String Assigned value used to identify a firm.
931 RefSubID String Assigned value used to identify specific elements
within a firm.
932 NetworkResponseID String Unique identifier for a network response.
933 NetworkRequestID String Unique identifier for a network resquest.
934 LastNetworkResponse String Identifier of the previous Network Response message
ID sent to a counterparty, used to allow incremental
updates.
935 NetworkRequestType int Indicates the type and level of details required for a
Network Status Request Message
(95) entries
949 Nested3PartyID String PartyID value within a "third instance" Nested
repeating group.
Same values as PartyID (448)
950 Nested3PartyIDSourc char PartyIDSource value within a "third instance" Nested
e repeating group.
Same values as PartyIDSource (447)
Valid values:
For all PartyRoles
B - BIC (Bank Identification Code - SWIFT
managed) code (ISO9362 - See "Appendix 6-B")
C - Generally accepted market participant
identifier (e.g. NASD mnemonic)
D - Proprietary / Custom code
E - ISO Country Code
F - Settlement Entity Location (note if Local
Market Settlement use "E=ISO Country Code") (see
"Appendix 6-G" for valid values)
G - MIC (ISO 10383 - Market Identificer Code)
(See "Appendix 6-C")
H - CSD participant/member code (e.g..
Euroclear, DTC, CREST or Kassenverein number)
For PartyRole = "InvestorID" and for CIV
6 - UK National Insurance or Pension Number
7 - US Social Security Number
8 - US Employer or Tax ID Number
9 - Australian Business Number
A - Australian Tax File Number
For PartyRole = "InvestorID" and for Equities
1 - Korean Investor ID
2 - Taiwanese Qualified Foreign Investor ID
QFII/FID
3 - Taiwanese Trading Acct
4 - Malaysian Central Depository (MCD) number
5 - Chinese Investor ID
For PartyRole="Broker of Credit"
I - Directed broker three character acronym as
defined in ISITC "ETC Best Practice" guidelines
document
951 Nested3PartyRole int PartyRole value within a "third instance" Nested
repeating group.
Same values as PartyRole (452)
Valid values:
1 - Executing Firm (formerly FIX 4.2
ExecBroker)
2 - Broker of Credit (formerly FIX 4.2
BrokerOfCredit)
3 - Client ID (formerly FIX 4.2 ClientID)
4 - Clearing Firm (formerly FIX 4.2
ClearingFirm)
5 - Investor ID
6 - Introducing Firm
7 - Entering Firm
8 - Locate / Lending Firm (for short-sales)
9 - Fund Manager Client ID (for CIV)
10 - Settlement Location (formerly FIX 4.2
SettlLocation)
11 - Order Origination Trader (associated with
Order Origination Firm - i.e. trader who
initiates/submits the order)
12 - Executing Trader (associated with Executing
Firm - actually executes)
13 - Order Origination Firm (e.g. buy-side firm)
14 - Giveup Clearing Firm (firm to which trade is
given up)
15 - Correspondant Clearing Firm
16 - Executing System
17 - Contra Firm
18 - Contra Clearing Firm
19 - Sponsoring Firm
20 - Underlying Contra Firm
21 - Clearing Organization
22 - Exchange
24 - Customer Account
25 - Correspondent Clearing Organization
26 - Correspondent Broker
27 - Buyer/Seller (Receiver/Deliverer)
28 - Custodian
29 - Intermediary
30 - Agent
31 - Sub-custodian
32 - Beneficiary
33 - Interested party
34 - Regulatory body
35 - Liquidity provider
36 - Entering trader
37 - Contra trader
38 - Position account
39 - Contra Investor ID
40 - Transfer to Firm
41 - Contra Position Account
42 - Contra Exchange
43 - Internal Carry Account
44 - Order Entry Operator ID
45 - Secondary Account Number
46 - Foriegn Firm
47 - Third Party Allocation Firm
48 - Claiming Account
49 - Asset Manager
50 - Pledgor Account
51 - Pledgee Account
52 - Large Trader Reportable Account
53 - Trader mnemonic
54 - Sender Location
55 - Session ID
56 - Acceptable Counterparty
57 - Unacceptable Counterparty
58 - Entering Unit
59 - Executing Unit
60 - Introducing Broker
61 - Quote originator
62 - Report originator
63 - Systematic internaliser (SI)
64 - Multilateral Trading Facility (MTF)
65 - Regulated Market (RM)
66 - Market Maker
67 - Investment Firm
68 - Host Competent Authority (Host CA)
69 - Home Competent Authority (Home CA)
2 - Length
3 - NumInGroup
4 - SeqNum
5 - TagNum
6 - Float
7 - Qty
8 - Price
9 - PriceOffset
10 - Amt
11 - Percentage
12 - Char
13 - Boolean
14 - String
15 - MultipleCharValue
16 - Currency
17 - Exchange
18 - Month-Year
19 - UTCTimeStamp
20 - UTCTimeOnly
21 - LocalMktTime
22 - UTCDate
23 - Data
24 - MultipleStringValue
960 StrategyParameterVal String Value of the parameter
ue
961 HostCrossID String 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.
962 SideTimeInForce UTCTime Indicates how long the order as specified in the side
stamp 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
2 - T+1
4 - T+3
5 - T+4
976 QuantityDate LocalMkt Date associated to the quantity that is being reported
Date for the position.
977 ContIntRptID String Unique identifier for the Contrary Intention report
978 LateIndicator Boolean Indicates if the contrary intention was received after
the exchange imposed cutoff time
979 InputSource String Source of the contrary intention
980 SecurityUpdateAction char
Valid values:
A - Add
D - Delete
M - Modify
981 NoExpiration NumInGr Number of Expiration Qty entries
oup
982 ExpirationQtyType int Expiration Quantity type
Valid values:
1 - Auto Exercise
2 - Non Auto Exercise
3 - Final Will Be Exercised
4 - Contrary Intention
5 - Difference
983 ExpQty Qty Expiration Quantity associated with the Expiration
Type
984 NoUnderlyingAmount NumInGr Total number of occurrences of Amount to pay in
s oup order to receive the underlying instrument
985 UnderlyingPayAmoun Amt Amount to pay in order to receive the underlying
t instrument
986 UnderlyingCollectAm Amt Amount to collect in order to deliver the underlying
ount instrument
987 UnderlyingSettlement LocalMkt Date the underlying instrument will settle. Used for
Date Date derivatives that deliver into more than one underlying
Examples:
For lean cattle futures contracts, a UnitOfMeasure of
'lbs' with a UnitOfMeasureQty(1147) of 40,000,
means each lean cattle futures contract represents
40,000 lbs of lean cattle.
For Eurodollars futures contracts, a UnitOfMeasure of
USD with a UnitOfMeasureQty(1147) of 1,000,000,
means a Eurodollar futures contract represents
1,000,000 USD.
For gold futures contracts, a UnitOfMeasure is oz_tr
(Troy ounce) with a UnitOfMeasureQty(1147) of
1,000, means each gold futures contract represents
1,000 troy ounces of gold.
Valid values:
Fixed Magnitude UOM
Bcf - Billion cubic feet
MMbbl - Million Barrels ( Deprecated in
FIX.5.0SP1 )
MMBtu - One Million BTU
MWh - Megawatt hours
Variable Quantity UOM
Bbl - Barrels
Bu - Bushels
lbs - pounds
Gal - Gallons
oz_tr - Troy Ounces
t - Metric Tons (aka Tonne)
tn - Tons (US)
USD - US Dollars
997 TimeUnit String Unit of time associated with the contract.
NOTE: Additional values may be used by mutual
agreement of the counterparties
Valid values:
H - Hour
Min - Minute
S - Second
D - Day
Wk - Week
Mo - Month
Yr - Year
998 UnderlyingUnitOfMea String Refer to defintion of UnitOfMeasure(996)
sure
Valid values:
Fixed Magnitude UOM
Bcf - Billion cubic feet
MMbbl - Million Barrels ( Deprecated in
FIX.5.0SP1 )
MMBtu - One Million BTU
MWh - Megawatt hours
Variable Quantity UOM
Bbl - Barrels
Bu - Bushels
lbs - pounds
Gal - Gallons
oz_tr - Troy Ounces
t - Metric Tons (aka Tonne)
tn - Tons (US)
USD - US Dollars
999 LegUnitOfMeasure String Refer to defintion of UnitOfMeasure(996)
Valid values:
Fixed Magnitude UOM
Bcf - Billion cubic feet
MMbbl - Million Barrels ( Deprecated in
FIX.5.0SP1 )
MMBtu - One Million BTU
MWh - Megawatt hours
Variable Quantity UOM
Bbl - Barrels
Bu - Bushels
lbs - pounds
Gal - Gallons
oz_tr - Troy Ounces
t - Metric Tons (aka Tonne)
tn - Tons (US)
USD - US Dollars
1000 UnderlyingTimeUnit String Same as TimeUnit.
Valid values:
H - Hour
Min - Minute
S - Second
D - Day
Wk - Week
Mo - Month
Yr - Year
1001 LegTimeUnit String Same as TimeUnit.
Valid values:
H - Hour
Min - Minute
S - Second
D - Day
Wk - Week
Mo - Month
Yr - Year
1002 AllocMethod int Specifies the method under which a trade quantity was
allocated.
Valid values:
1 - Automatic
2 - Guarantor
3 - Manual
1003 TradeID String The unique ID assigned to the trade entity once it is
received or matched by the exchange or central
counterparty.
1005 SideTradeReportID String Used on a multi-sided trade to designate the ReportID
1006 SideFillStationCd String Used on a multi-sided trade to convey order routing
information
1007 SideReasonCd String Used on a multi-sided trade to convey reason for
execution
1008 SideTrdSubTyp int Used on a multi-sided trade to specify the type of
trade for a given side
Valid values:
0 - CMTA
1 - Internal Transfer
2 - External Transfer
3 - Reject for Submitting Trade
4 - Advisory for Contra Side
5 - Offset due to an allocation
6 - Onset due to an allocation
7 - Differential Spread
8 - Implied Spread leg executed against an
outright
9 - Transaction from Exercise
10 - Transaction from Assignment
1009 SideQty int Used to indicate the quantity on one of a multi-sided
Trade Capture Report
1011 MessageEventSource String Used to identify the event or source which gave rise
to a message.
Valid values will be based on an exchange's
implementation.
Example values are:
"MQM" (originated at Firm Back Office)
"Clear" (originated in Clearing System)
"Reg" (static data generated via Register
request)
1012 SideTrdRegTimestam UTCTime Will be used in a multi-sided message.
p stamp
Traded Regulatory timestamp value Use to store time
information required by government regulators or self
regulatory organizations such as an exchange or
clearing house
1013 SideTrdRegTimestam int Same as TrdRegTimeStampType
pType
1014 SideTrdRegTimestam String Same as TrdRegTimestampOrigin
pSrc
Text which identifies the origin i.e. system which was
used to generate the time stamp for the Traded
Regulatory timestamp value
1015 AsOfIndicator char Used to indicate that a floor-trade was originally
Valid values:
0 - Book
1 - Off-Book
2 - Cross
1025 FirstPx Price Indicates the first trade price of the day/session
1026 MDEntrySpotRate float The spot rate for an FX entry
1027 MDEntryForwardPoin PriceOffse Used for an F/X entry. The forward points to be
ts t 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
1028 ManualOrderIndicator Boolean Indicates if the order was initially received manually
(as opposed to electronically)
1029 CustDirectedOrder Boolean Indicates if the customer directed this order to a
specific execution venue (Y) or not (N). A default of
N – customer didn’t direct this order – should beused
in the case where the information is both missing and
essential.
1030 ReceivedDeptID String Identifies the Broker / Dealer Department that first
took the order.
1031 CustOrderHandlingIns MultipleS Codes that apply special information that the Broker /
t tringValu Dealer needs to report, as specified by the customer.
e
NOTE: This field and its values have no bearing on
the ExecInst and TimeInForce fields. These values
should not be used instead of ExecInst or
TimeInForce. This field and its values are intended for
compliance reporting only.
For DeskTypeSource (1034) = 1 (NASD OATS), valid
values are (as of OATS Phase 3 as provided by
NASD. See also http://www.nasd.com/oats/PhaseIII
for a complete list.
Valid values:
ADD - Add-on Order
AON - All or None
CNH - Cash Not Held
IS - Institutional
O - Other
PF - Preferred Trading
PR - Proprietary
PT - Program Trading
S - Sales
T - Trading
1034 DeskTypeSource int
Valid values:
1 - NASD OATS
1035 DeskOrderHandlingIn MultipleS
st tringValu
Valid values:
e
ADD - Add-on Order
AON - All or None
CNH - Cash Not Held
DIR - Directed Order
E.W - Exchange for Physical Transaction
FOK - Fill or Kill
IO - Imbalance Only
IOC - Immediate or Cancel
LOO - Limit On Open
LOC - Limit on Close
MAO - Market at Open
MAC - Market at Close
MOO - Market on Open
MOC - Market On Close
MQT - Minimum Quantity
NH - Not Held
OVD - Over the Day
PEG - Pegged
RSV - Reserve Size Order
S.W - Stop Stock Transaction
SCL - Scale
TMO - Time Order
TS - Trailing Stop
WRK - Work
1036 ExecAckStatus char The status of this execution acknowledgement
message.
Valid values:
0 - Received, not yet processed
1 - Accepted
2 - Don't know / Rejected
1037 UnderlyingDeliveryA Amt Indicates the underlying position amount to be
mount delivered
1038 UnderlyingCapValue Amt Maximum notional value for a capped financial
instrument
1039 UnderlyingSettlMetho String
d
1040 SecondaryTradeID String Used to carry an internal trade entity ID which may
or may not be reported to the firm
1041 FirmTradeID String 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
1042 SecondaryFirmTradeI String Used to carry an internal firm assigned ID which may
D or may not be reported to the exchange or central
counterpary
1043 CollApplType int conveys how the collateral should be/has been applied
Valid values:
0 - Specific Deposit
1 - General
1044 UnderlyingAdjustedQ Qty Unit amount of the underlying security (shares)
uantity adjusted for pending corporate action not yet
allocated.
1045 UnderlyingFXRate float Foreign exchange rate used to compute
UnderlyingCurrentValue(885) (or market value) from
UnderlyingCurrency(318) to Currency(15).
1046 UnderlyingFXRateCal char Specifies whether the UnderlyingFxRate(1045) should
c be multiplied or divided.
Valid values:
D - Divide
M - Multiply
1047 AllocPositionEffect char 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.
Valid values:
O - Open
C - Close
R - Rolled
F - FIFO
1048 DealingCapacity PriceOffse Identifies role of dealer; Agent, Principal,
t RisklessPrincipal
1049 InstrmtAssignmentMe char Method under which assignment was conducted
thod
Valid values:
R = Random
P = ProRata
1050 InstrumentPartyIDSou char PartyIDSource value within an instrument
rce partyrepeating group.
Same values as PartyIDSource
(447)
Valid values:
For all PartyRoles
B - BIC (Bank Identification Code - SWIFT
managed) code (ISO9362 - See "Appendix 6-B")
C - Generally accepted market participant
identifier (e.g. NASD mnemonic)
D - Proprietary / Custom code
E - ISO Country Code
F - Settlement Entity Location (note if Local
Market Settlement use "E=ISO Country Code") (see
"Appendix 6-G" for valid values)
G - MIC (ISO 10383 - Market Identificer Code)
(See "Appendix 6-C")
H - CSD participant/member code (e.g..
Euroclear, DTC, CREST or Kassenverein number)
For PartyRole = "InvestorID" and for CIV
6 - UK National Insurance or Pension Number
given up)
15 - Correspondant Clearing Firm
16 - Executing System
17 - Contra Firm
18 - Contra Clearing Firm
19 - Sponsoring Firm
20 - Underlying Contra Firm
21 - Clearing Organization
22 - Exchange
24 - Customer Account
25 - Correspondent Clearing Organization
26 - Correspondent Broker
27 - Buyer/Seller (Receiver/Deliverer)
28 - Custodian
29 - Intermediary
30 - Agent
31 - Sub-custodian
32 - Beneficiary
33 - Interested party
34 - Regulatory body
35 - Liquidity provider
36 - Entering trader
37 - Contra trader
38 - Position account
39 - Contra Investor ID
40 - Transfer to Firm
41 - Contra Position Account
42 - Contra Exchange
43 - Internal Carry Account
44 - Order Entry Operator ID
45 - Secondary Account Number
46 - Foriegn Firm
47 - Third Party Allocation Firm
48 - Claiming Account
49 - Asset Manager
50 - Pledgor Account
51 - Pledgee Account
52 - Large Trader Reportable Account
53 - Trader mnemonic
54 - Sender Location
55 - Session ID
56 - Acceptable Counterparty
57 - Unacceptable Counterparty
58 - Entering Unit
59 - Executing Unit
60 - Introducing Broker
61 - Quote originator
62 - Report originator
63 - Systematic internaliser (SI)
64 - Multilateral Trading Facility (MTF)
65 - Regulated Market (RM)
66 - Market Maker
67 - Investment Firm
68 - Host Competent Authority (Host CA)
69 - Home Competent Authority (Home CA)
70 - Competent Authority of the most relevant
market in terms of liquidity (CAL)
71 - Competent Authority of the Transaction
(Execution) Venue (CATV)
72 - Reporting intermediary (medium/vendor via
which report has been published)
73 - Execution Venue
74 - Market data entry originator
75 - Location ID
76 - Desk ID
77 - Market data market
78 - Allocation Entity
79 - Prime Broker providing General Trade
Services
80 - Step-Out Firm (Prime Broker)
81 - BrokerClearingID
1052 NoInstrumentPartySu NumInGr Number of InstrumentPartySubID (1053) and
bIDs oup InstrumentPartySubIDType (1054) entries
1053 InstrumentPartySubID String PartySubID value within an instrument party
repeating group.
Same values as PartySubID (523)
1054 InstrumentPartySubID int Type of InstrumentPartySubID (1053) value.
Type
Same values as PartySubIDType
(803)
Valid values:
1 - Firm
2 - Person
3 - System
4 - Application
5 - Full legal name of firm
6 - Postal address
7 - Phone number
8 - Email address
9 - Contact name
10 - Securities account number (for settlement
instructions)
11 - Registration number (for settlement
instructions and confirmations)
12 - Registered address (for confirmation
purposes)
13 - Regulatory status (for confirmation purposes)
14 - Registration name (for settlement
instructions)
15 - Cash account number (for settlement
instructions)
16 - BIC
17 - CSD participant member code
18 - Registered address
19 - Fund account name
20 - Telex number
21 - Fax number
22 - Securities account name
23 - Cash account name
24 - Department
25 - Location desk
26 - Position account type
27 - Security locate ID
28 - Market maker
29 - Eligible counterparty
30 - Professional client
31 - Location
32 - Execution venue
33 - Currency delivery identifier
1055 PositionCurrency String The Currency in which the position Amount is
denominated
1056 CalculatedCcyLastQty Qty Used for the calculated quantity of the other side of
the currency trade. Can be derived from LastQty and
LastPx.
1057 AggressorIndicator Boolean Used to identify whether the order initiator is an
aggressor or not in the trade.
Valid values:
Y - Order initiator is aggressor
N - Order initiator is passive
1058 NoUndlyInstrumentPa NumInGr Identifies the number of parties identified with an
rties oup underlying instrument
1059 UndlyInstrumentParty String PartyID value within an underlying instrument party
ID repeating group.
Same values as PartyID (448)
1060 UndlyInstrumentParty char PartyIDSource value within an underlying instrument
IDSource partyrepeating group.
Same values as PartyIDSource
(447)
Valid values:
For all PartyRoles
B - BIC (Bank Identification Code - SWIFT
managed) code (ISO9362 - See "Appendix 6-B")
C - Generally accepted market participant
identifier (e.g. NASD mnemonic)
D - Proprietary / Custom code
E - ISO Country Code
F - Settlement Entity Location (note if Local
Market Settlement use "E=ISO Country Code") (see
"Appendix 6-G" for valid values)
G - MIC (ISO 10383 - Market Identificer Code)
(See "Appendix 6-C")
H - CSD participant/member code (e.g..
Euroclear, DTC, CREST or Kassenverein number)
For PartyRole = "InvestorID" and for CIV
6 - UK National Insurance or Pension Number
7 - US Social Security Number
8 - US Employer or Tax ID Number
9 - Australian Business Number
17 - Contra Firm
18 - Contra Clearing Firm
19 - Sponsoring Firm
20 - Underlying Contra Firm
21 - Clearing Organization
22 - Exchange
24 - Customer Account
25 - Correspondent Clearing Organization
26 - Correspondent Broker
27 - Buyer/Seller (Receiver/Deliverer)
28 - Custodian
29 - Intermediary
30 - Agent
31 - Sub-custodian
32 - Beneficiary
33 - Interested party
34 - Regulatory body
35 - Liquidity provider
36 - Entering trader
37 - Contra trader
38 - Position account
39 - Contra Investor ID
40 - Transfer to Firm
41 - Contra Position Account
42 - Contra Exchange
43 - Internal Carry Account
44 - Order Entry Operator ID
45 - Secondary Account Number
46 - Foriegn Firm
47 - Third Party Allocation Firm
48 - Claiming Account
49 - Asset Manager
50 - Pledgor Account
51 - Pledgee Account
52 - Large Trader Reportable Account
53 - Trader mnemonic
54 - Sender Location
55 - Session ID
56 - Acceptable Counterparty
57 - Unacceptable Counterparty
58 - Entering Unit
59 - Executing Unit
60 - Introducing Broker
61 - Quote originator
62 - Report originator
63 - Systematic internaliser (SI)
64 - Multilateral Trading Facility (MTF)
65 - Regulated Market (RM)
66 - Market Maker
67 - Investment Firm
68 - Host Competent Authority (Host CA)
69 - Home Competent Authority (Home CA)
70 - Competent Authority of the most relevant
market in terms of liquidity (CAL)
71 - Competent Authority of the Transaction
(Execution) Venue (CATV)
72 - Reporting intermediary (medium/vendor via
which report has been published)
73 - Execution Venue
74 - Market data entry originator
75 - Location ID
76 - Desk ID
77 - Market data market
78 - Allocation Entity
79 - Prime Broker providing General Trade
Services
80 - Step-Out Firm (Prime Broker)
81 - BrokerClearingID
1062 NoUndlyInstrumentPa NumInGr Number of Underlying InstrumentPartySubID (1053)
rtySubIDs oup and InstrumentPartySubIDType (1054) entries
1063 UndlyInstrumentParty String PartySubID value within an underlying instrument
SubID party repeating group.
Same values as PartySubID (523)
1064 UndlyInstrumentParty int Type of underlying InstrumentPartySubID (1053)
SubIDType value.
Same values as PartySubIDType
(803)
Valid values:
1 - Firm
2 - Person
3 - System
4 - Application
5 - Full legal name of firm
6 - Postal address
7 - Phone number
8 - Email address
9 - Contact name
10 - Securities account number (for settlement
instructions)
11 - Registration number (for settlement
instructions and confirmations)
12 - Registered address (for confirmation
purposes)
13 - Regulatory status (for confirmation purposes)
14 - Registration name (for settlement
instructions)
15 - Cash account number (for settlement
instructions)
16 - BIC
17 - CSD participant member code
18 - Registered address
19 - Fund account name
20 - Telex number
21 - Fax number
22 - Securities account name
23 - Cash account name
24 - Department
25 - Location desk
26 - Position account type
27 - Security locate ID
28 - Market maker
29 - Eligible counterparty
30 - Professional client
31 - Location
32 - Execution venue
33 - Currency delivery identifier
1065 BidSwapPoints PriceOffse The bid FX Swap points for an FX Swap. It is the "far
t 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
1066 OfferSwapPoints PriceOffse The offer FX Swap points for an FX Swap. It is the
t "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
1067 LegBidForwardPoints PriceOffse The bid FX forward points for the leg of an FX Swap.
t Value can be negative. Expressed in decimal form.
For example, 61.99 points is expressed and sent as
0.006199
1068 LegOfferForwardPoin PriceOffse The offer FX forward points for the leg of an FX
ts t Swap. Value can be negative. Expressed in decimal
form. For example, 61.99 points is expressed and sent
as 0.006199
1069 SwapPoints PriceOffse For FX Swap, this is used to express the differential
t 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
1070 MDQuoteType int Identifies market data quote type.
Valid values:
0 - Indicative
1 - Tradeable
2 - Restricted Tradeable
3 - Counter
4 - Indicative and Tradeable
1071 LastSwapPoints PriceOffse For FX Swap, this is used to express the last market
t 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
1072 SideGrossTradeAmt Amt The gross trade amount for this side of the trade. See
also GrossTradeAmt (381) for additional definition.
1073 LegLastForwardPoints PriceOffse The forward points for this leg's fill event. Value can
t be negative. Expressed in decimal form. For
1093 LotType char Defines the lot type assigned to the order.
Valid values:
1 - Odd Lot
2 - Round Lot
3 - Block Lot
1094 PegPriceType int Defines the type of peg.
Valid values:
1 - Last peg (last sale)
2 - Mid-price peg (midprice of inside quote)
3 - Opening peg
4 - Market peg
5 - Primary peg (primary market - buy at bid or
sell at offer)
7 - Peg to VWAP
8 - Trailing Stop Peg
9 - Peg to Limit Price
1095 PeggedRefPrice Price 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.
1096 PegSecurityIDSource String Defines the identity of the security off whose prices
the order will peg. Same values as SecurityIDSource
(22)
Valid values:
1 - CUSIP
2 - SEDOL
3 - QUIK
4 - ISIN number
5 - RIC code
6 - ISO Currency Code
7 - ISO Country Code
8 - Exchange Symbol
9 - Consolidated Tape Association (CTA) Symbol
(SIAC CTS/CQS line format)
A - Bloomberg Symbol
B - Wertpapier
C - Dutch
D - Valoren
E - Sicovam
F - Belgian
G - "Common" (Clearstream and Euroclear)
H - Clearing House / Clearing Organization
I - ISDA/FpML Product Specification (XML in
EncodedSecurityDesc)
J - Option Price Reporting Authority
K - ISDA/FpML Product URL (URL in
SecurityID)
L - Letter of Credit
M - Marketplace-assigned Identifier
1097 PegSecurityID String Defines the identity of the security off whose prices
the order will peg.
1098 PegSymbol String Defines the common, 'human understood'
representation of the security off whose prices the
order will Peg.
1099 PegSecurityDesc String Security description of the security off whose prices
the order will Peg.
1100 TriggerType char Defines when the trigger will hit, i.e. the action
specified by the trigger instructions will come into
effect.
Valid values:
1 - Partial Execution
2 - Specified Trading Session
3 - Next Auction
4 - Price Movement
1101 TriggerAction char Defines the type of action to take when the trigger
hits.
Valid values:
1 - Activate
2 - Modify
3 - Cancel
1102 TriggerPrice Price The price at which the trigger should hit.
1103 TriggerSymbol String Defines the common, 'human understood'
representation of the security whose prices will be
3 - Best Bid
4 - Best Bid or Last Trade
5 - Best Offer or Last Trade
6 - Best Mid
1108 TriggerPriceTypeScop char Defines the type of price protection the customer
e requires on their order.
Valid values:
0 - None
1 - Local (Exchange, ECN, ATS)
2 - National (Across all national markets)
3 - Global (Across all markets)
1109 TriggerPriceDirection char The side from which the trigger price is reached.
Valid values:
U - Trigger if the price of the specified type goes
UP to or through the specified Trigger Price.
D - Trigger if the price of the specified type goes
DOWN to or through the specified Trigger Price.
1110 TriggerNewPrice Price 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.
1111 TriggerOrderType char 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.
Valid values:
1 - Market
2 - Limit
1112 TriggerNewQty Qty The Quantity the order should have after the trigger
has hit.
1113 TriggerTradingSessio String Defines the trading session at which the order will be
nID activated.
1114 TriggerTradingSessio String Defines the subordinate trading session at which the
nSubID order will be activated.
1115 OrderCategory char Defines the type of interest behind a trade (fill or
partial fill).
Valid values:
1 - Order
2 - Quote
3 - Privately Negotiated Trade
4 - Multileg order
5 - Linked order
6 - Quote Request
7 - Implied Order
8 - Cross Order
9 - Streaming price (quote)
1116 NoRootPartyIDs NumInGr Number of RootPartyID (1117), RootPartyIDSource
oup (1118), and RootPartyRole (1119) entries
1117 RootPartyID String PartyID value within a root parties component. Same
values as PartyID (448)
1118 RootPartyIDSource char PartyIDSource value within a root parties component.
Same values as PartyIDSource (447)
Valid values:
For all PartyRoles
B - BIC (Bank Identification Code - SWIFT
managed) code (ISO9362 - See "Appendix 6-B")
C - Generally accepted market participant
identifier (e.g. NASD mnemonic)
D - Proprietary / Custom code
E - ISO Country Code
F - Settlement Entity Location (note if Local
Market Settlement use "E=ISO Country Code") (see
"Appendix 6-G" for valid values)
G - MIC (ISO 10383 - Market Identificer Code)
(See "Appendix 6-C")
H - CSD participant/member code (e.g..
Euroclear, DTC, CREST or Kassenverein number)
For PartyRole = "InvestorID" and for CIV
6 - UK National Insurance or Pension Number
7 - US Social Security Number
8 - US Employer or Tax ID Number
9 - Australian Business Number
A - Australian Tax File Number
19 - Sponsoring Firm
20 - Underlying Contra Firm
21 - Clearing Organization
22 - Exchange
24 - Customer Account
25 - Correspondent Clearing Organization
26 - Correspondent Broker
27 - Buyer/Seller (Receiver/Deliverer)
28 - Custodian
29 - Intermediary
30 - Agent
31 - Sub-custodian
32 - Beneficiary
33 - Interested party
34 - Regulatory body
35 - Liquidity provider
36 - Entering trader
37 - Contra trader
38 - Position account
39 - Contra Investor ID
40 - Transfer to Firm
41 - Contra Position Account
42 - Contra Exchange
43 - Internal Carry Account
44 - Order Entry Operator ID
45 - Secondary Account Number
46 - Foriegn Firm
47 - Third Party Allocation Firm
48 - Claiming Account
49 - Asset Manager
50 - Pledgor Account
51 - Pledgee Account
52 - Large Trader Reportable Account
53 - Trader mnemonic
54 - Sender Location
55 - Session ID
56 - Acceptable Counterparty
57 - Unacceptable Counterparty
58 - Entering Unit
59 - Executing Unit
60 - Introducing Broker
61 - Quote originator
62 - Report originator
63 - Systematic internaliser (SI)
64 - Multilateral Trading Facility (MTF)
65 - Regulated Market (RM)
66 - Market Maker
67 - Investment Firm
68 - Host Competent Authority (Host CA)
69 - Home Competent Authority (Home CA)
70 - Competent Authority of the most relevant
market in terms of liquidity (CAL)
71 - Competent Authority of the Transaction
(Execution) Venue (CATV)
72 - Reporting intermediary (medium/vendor via
which report has been published)
73 - Execution Venue
74 - Market data entry originator
75 - Location ID
76 - Desk ID
77 - Market data market
78 - Allocation Entity
79 - Prime Broker providing General Trade
Services
80 - Step-Out Firm (Prime Broker)
81 - BrokerClearingID
1120 NoRootPartySubIDs NumInGr Number of RootPartySubID (1121) and
oup RootPartySubIDType (1122) entries
1121 RootPartySubID String PartySubID value within a root parties component.
Same values as PartySubID (523)
1122 RootPartySubIDType int Type of RootPartySubID (1121) value. Same values
as PartySubIDType (803)
Valid values:
1 - Firm
2 - Person
3 - System
4 - Application
5 - Full legal name of firm
6 - Postal address
7 - Phone number
8 - Email address
9 - Contact name
10 - Securities account number (for settlement
instructions)
11 - Registration number (for settlement
instructions and confirmations)
12 - Registered address (for confirmation
purposes)
13 - Regulatory status (for confirmation purposes)
14 - Registration name (for settlement
instructions)
15 - Cash account number (for settlement
instructions)
16 - BIC
17 - CSD participant member code
18 - Registered address
19 - Fund account name
20 - Telex number
21 - Fax number
22 - Securities account name
23 - Cash account name
24 - Department
25 - Location desk
26 - Position account type
27 - Security locate ID
28 - Market maker
29 - Eligible counterparty
30 - Professional client
31 - Location
32 - Execution venue
33 - Currency delivery identifier
1123 TradeHandlingInstr char Specified how the Trade Capture Report should be
handled by the Respondent.
Valid values:
0 - Trade Confirmation
1 - Two-Party Report
2 - One-Party Report for Matching
3 - One-Party Report for Pass Through
4 - Automated Floor Order Routing
5 - Two Party Report for Claim
Valid values:
0 - FIX27
1 - FIX30
2 - FIX40
3 - FIX41
4 - FIX42
5 - FIX43
6 - FIX44
7 - FIX50
8 - FIX50SP1
1138 DisplayQty Qty The quantity to be displayed . Required for reserve
orders. On orders specifies the qty to be displayed, on
execution reports the currently displayed quantity.
1139 ExchangeSpecialInstr String Free format test string related to exchange.
uctions
1140 MaxTradeVol Qty The maximum order quantity that can be submitted
for a security.
1141 NoMDFeedTypes NumInGr The number of feed types and corresponding book
oup depths associated with a security
1142 MatchAlgorithm String 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.
1143 MaxPriceVariation float The maximum price variation of an execution from
one event to the next for a given security.
1144 ImpliedMarketIndicat int Indicates that an implied market should be created for
or 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.
Valid values:
0 - Not implied
1 - Implied-in - The existence of a multi-leg
instrument is implied by the legs of that instrument
2 - Implied-out - The existence of the underlying
was generated
1154 SideCurrency Currency Used to identify the trading currency on the Trade
Capture Report Side
1155 SideSettlCurrency Currency Used to identify the settlement currency on the Trade
Capture Report Side
1156 ApplExtID int The extension pack number associated with an
application message.
1157 CcyAmt Amt Net flow of Currency 1
1158 NoSettlDetails NumInGr Used to group Each Settlement Party
oup
1159 SettlObligMode int Used to identify the reporting mode of the settlement
obligation which is either preliminary or final
Valid values:
1 - Preliminary
2 - Final
1160 SettlObligMsgID String Message identifier for Settlement Obligation Report
1161 SettlObligID String Unique ID for this settlement instruction.
1162 SettlObligTransType char Transaction Type - required except where
SettlInstMode is 5=Reject SSI request
Valid values:
C - Cancel
N - New
R - Replace
T - Restate
1163 SettlObligRefID String Required where SettlInstTransType is Cancel or
Replace
1164 SettlObligSource char Used to identify whether these delivery instructions
are for the buyside or the sellside.
Valid values:
1 - Instructions of Broker
2 - Instructions for Institution
3 - Investor
Valid values:
Valid values:
Fixed Magnitude UOM
Bcf - Billion cubic feet
MMbbl - Million Barrels ( Deprecated in
FIX.5.0SP1 )
MMBtu - One Million BTU
MWh - Megawatt hours
Variable Quantity UOM
Bbl - Barrels
Bu - Bushels
lbs - pounds
Gal - Gallons
oz_tr - Troy Ounces
t - Metric Tons (aka Tonne)
tn - Tons (US)
USD - US Dollars
1192 PriceUnitOfMeasureQ Qty Used to express the UOM Quantity of the price if
ty 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.
1193 SettlMethod char Settlement method for a contract. Can be used as an
alternative to CFI Code value
Valid values:
C - Cash settlement required
P - Physical settlement required
1194 ExerciseStyle int Type of exercise of a derivatives security
Valid values:
0 - European
1 - American
2 - Bermuda
1195 OptPayAmount Amt Cash amount indicating the pay out associated with an
option. For binary options this is a fixed amount
1196 PriceQuoteMethod String Method for price quotation
Valid values:
STD - Standard, money per unit of a physical
INX - Index
INT - Interest rate Index
1197 FuturesValuationMeth String For futures, indicates type of valuation method
od applied
Valid values:
EQTY - premium style
FUT - futures style mark-to-market
FUTDA - futures style with an attached cash
adjustment
1198 ListMethod int Indicates whether instruments are pre-listed only or
can also be defined via user request
Valid values:
0 - pre-listed only
1 - user requested
1199 CapPrice Price Used to express the ceiling price of a capped call
1200 FloorPrice Price Used to express the floor price of a capped put
1201 NoStrikeRules NumInGr Number of strike rule entries. This block specifies the
oup rules for determining how new strikes should be listed
within the stated price range of the underlying
instrument
1202 StartStrikePxRange Price Starting price for the range to which the
StrikeIncrement applies. Price refers to the price of
the underlying
1203 EndStrikePxRange Price Ending price of the range to which the
StrikeIncrement applies. Price refers to the price of
the underlying
1204 StrikeIncrement float Value by which strike price should be incremented
within the specified price range.
1205 NoTickRules NumInGr Number of tick rules. This block specifies the rules for
oup 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
1206 StartTickPriceRange Price Starting price range for specified tick increment
1207 EndTickPriceRange Price Ending price range for the specified tick increment
1208 TickIncrement Price Tick increment for stated price range. Specifies the
valid price increments at which a security can be
quoted and traded
1209 TickRuleType int Specifies the type of tick rule which is being
described
Valid values:
0 - Regular
1 - Variable
2 - Fixed
3 - Traded as a spread leg
4 - Settled as a spread leg
1210 NestedInstrAttribType int Code to represent the type of instrument attribute
Valid values:
1 - Flat (securities pay interest on a current basis
but are traded without interest)
2 - Zero coupon
3 - Interest bearing (for Euro commercial paper
when not issued at discount)
4 - No periodic payments
5 - Variable rate
6 - Less fee for put
7 - Stepped coupon
8 - Coupon period (if not semi-annual). Supply
redemption date in the InstrAttribValue (872) field.
9 - When [and if] issued
10 - Original issue discount
11 - Callable, puttable
12 - Escrowed to Maturity
13 - Escrowed to redemption date - callable.
Supply redemption date in the InstrAttribValue (872)
field
14 - Pre-refunded
15 - In default
16 - Unrated
17 - Taxable
18 - Indexed
19 - Subject To Alternative Minimum Tax
20 - Original issue discount price. Supply price in
the InstrAttribValue (872) field
8 - Exchange Symbol
9 - Consolidated Tape Association (CTA) Symbol
(SIAC CTS/CQS line format)
A - Bloomberg Symbol
B - Wertpapier
C - Dutch
D - Valoren
E - Sicovam
F - Belgian
G - "Common" (Clearstream and Euroclear)
H - Clearing House / Clearing Organization
I - ISDA/FpML Product Specification (XML in
EncodedSecurityDesc)
J - Option Price Reporting Authority
K - ISDA/FpML Product URL (URL in
SecurityID)
L - Letter of Credit
M - Marketplace-assigned Identifier
1218 NoDerivativeSecurity NumInGr Refer to definition for NoSecurityAltID(454)
AltID oup
1219 DerivativeSecurityAlt String Refer to definition for SecurityAltID(455)
ID
1220 DerivativeSecurityAlt String Refer to definition for SecurityAltIDSource(456)
IDSource
Valid values:
1 - CUSIP
2 - SEDOL
3 - QUIK
4 - ISIN number
5 - RIC code
6 - ISO Currency Code
7 - ISO Country Code
8 - Exchange Symbol
9 - Consolidated Tape Association (CTA) Symbol
(SIAC CTS/CQS line format)
A - Bloomberg Symbol
B - Wertpapier
C - Dutch
D - Valoren
E - Sicovam
F - Belgian
G - "Common" (Clearstream and Euroclear)
H - Clearing House / Clearing Organization
I - ISDA/FpML Product Specification (XML in
EncodedSecurityDesc)
J - Option Price Reporting Authority
K - ISDA/FpML Product URL (URL in
SecurityID)
L - Letter of Credit
M - Marketplace-assigned Identifier
1221 SecondaryLowLimitP Price Refer to definition of LowLimitPrice(1148)
rice
1222 MaturityRuleID String Allows maturity rule to be referenced via an identifier
so that rules do not need to be explicitly enumerated
1223 StrikeRuleID String Allows strike rule to be referenced via an identifier so
that rules do not need to be explicitly enumerated
1224 LegUnitOfMeasureQt Qty Refer to definition of UnitOfMeasureQty(1147)
y
1225 DerivativeOptPayAm Amt Cash amount indicating the pay out associated with an
ount option. For binary options this is a fixed amount
1226 EndMaturityMonthYe MonthYea Ending maturity month year for an option class
ar r
1227 ProductComplex String Identifies an entire suite of products for a given
market. In Futures this may be "interest rates",
"agricultural", "equity indexes", etc.
1228 DerivativeProductCo String Refer to ProductComplex(1227)
mplex
1229 MaturityMonthYearIn int Increment between successive maturities for an option
crement class
1230 SecondaryHighLimitP Price Refer to definition of HighLimitPrice(1149)
rice
1231 MinLotSize Qty Minimum lot size allowed based on lot type specified
in LotType(1093)
1232 NoExecInstRules NumInGr Number of execution instructions
oup
1234 NoLotTypeRules NumInGr Number of Lot Type Rules
oup
1235 NoMatchRules NumInGr Number of Match Rules
oup
1236 NoMaturityRules NumInGr Number of maturity rules in MarurityRules
oup component block
1237 NoOrdTypeRules NumInGr Number of order types
oup
1239 NoTimeInForceRules NumInGr Number of time in force techniques
oup
1240 SecondaryTradingRef Price Refer to definition for TradingReferencePrice(1150)
erencePrice
1241 StartMaturityMonthY MonthYea Starting maturity month year for an option class
ear r
1242 FlexProductEligibility Boolean Used to indicate if a product or group of product
Indicator supports the creation of flexible securities
1243 DerivFlexProductEligi Boolean Refer to FlexProductEligibilityIndicator(1242)
bilityIndicator
1244 FlexibleIndicator Boolean 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.
1245 TradingCurrency Currency Used when the trading currency can differ from the
price currency
1246 DerivativeProduct int
Valid values:
1 - AGENCY
2 - COMMODITY
3 - CORPORATE
4 - CURRENCY
5 - EQUITY
6 - GOVERNMENT
7 - INDEX
8 - LOAN
9 - MONEYMARKET
10 - MORTGAGE
11 - MUNICIPAL
12 - OTHER
13 - FINANCING
1247 DerivativeSecurityGro String
up
1248 DerivativeCFICode String
1249 DerivativeSecurityTy String
pe
Valid values:
UST - US Treasury Note (Deprecated Value Use
TNOTE) ( Deprecated in FIX 4.4 )
USTB - US Treasury Bill (Deprecated Value Use
TBILL) ( Deprecated in FIX 4.4 )
Agency
EUSUPRA - Euro Supranational Coupons *
FAC - Federal Agency Coupon
FADN - Federal Agency Discount Note
PEF - Private Export Funding *
SUPRA - USD Supranational Coupons *
Corporate
CORP - Corporate Bond
CPP - Corporate Private Placement
CB - Convertible Bond
DUAL - Dual Currency
EUCORP - Euro Corporate Bond
EUFRN - Euro Corporate Floating Rate Notes
FRN - US Corporate Floating Rate Notes
XLINKD - Indexed Linked
STRUCT - Structured Notes
YANK - Yankee Corporate Bond
Currency
FOR - Foreign Exchange Contract
Derivatives
CDS - Credit Default Swap
FUT - Future
OPT - Option
OOF - Options on Futures
OOP - Options on Physical - use not
recommended
IRS - Interest Rate Swap
OOC - Options on Combo
Equity
CS - Common Stock
PS - Preferred Stock
Financing
REPO - Repurchase
FORWARD - Forward
BUYSELL - Buy Sellback
SECLOAN - Securities Loan
SECPLEDGE - Securities Pledge
Government
BRADY - Brady Bond
CAN - Canadian Treasury Notes
CTB - Canadian Treasury Bills
EUSOV - Euro Sovereigns *
PROV - Canadian Provincial Bonds
TB - Treasury Bill - non US
TBOND - US Treasury Bond
TINT - Interest Strip From Any Bond Or Note
TBILL - US Treasury Bill
TIPS - Treasury Inflation Protected Securities
TCAL - Principal Strip Of A Callable Bond Or
Note
TPRN - Principal Strip From A Non-Callable
Bond Or Note
TNOTE - US Treasury Note
Loan
TERM - Term Loan
RVLV - Revolver Loan
RVLVTRM - Revolver/Term Loan
BRIDGE - Bridge Loan
LOFC - Letter Of Credit
SWING - Swing Line Facility
DINP - Debtor In Possession
DEFLTED - Defaulted
WITHDRN - Withdrawn
REPLACD - Replaced
MATURED - Matured
AMENDED - Amended & Restated
RETIRED - Retired
Money Market
BA - Bankers Acceptance
BDN - Bank Depository Note
BN - Bank Notes
BOX - Bill Of Exchanges
CAMM - Canadian Money Markets
CD - Certificate Of Deposit
CL - Call Loans
CP - Commercial Paper
DN - Deposit Notes
EUCD - Euro Certificate Of Deposit
EUCP - Euro Commercial Paper
LQN - Liquidity Note
MTN - Medium Term Notes
ONITE - Overnight
PN - Promissory Note
STN - Short Term Loan Note
PZFJ - Plazos Fijos
SLQN - Secured Liquidity Note
TD - Time Deposit
TLQN - Term Liquidity Note
XCN - Extended Comm Note
YCD - Yankee Certificate Of Deposit
Mortgage
ABS - Asset-backed Securities
CMB - Canadian Mortgage Bonds
CMBS - Corp. Mortgage-backed Securities
CMO - Collateralized Mortgage Obligation
IET - IOETTE Mortgage
MBS - Mortgage-backed Securities
MIO - Mortgage Interest Only
MPO - Mortgage Principal Only
MPP - Mortgage Private Placement
MPT - Miscellaneous Pass-through
PFAND - Pfandbriefe *
TBA - To Be Announced
Municipal
us Valid values:
1 - Active
2 - Inactive
1257 DerivativeInstrRegistr String
y
1258 DerivativeCountryOfI Country
ssue
1259 DerivativeStateOrPro String
vinceOfIssue
1260 DerivativeLocaleOfIss String
ue
1261 DerivativeStrikePrice Price
1262 DerivativeStrikeCurre Currency
ncy
1263 DerivativeStrikeMulti float
plier
1264 DerivativeStrikeValue float
1265 DerivativeOptAttribut char
e
1266 DerivativeContractMu float
ltiplier
1267 DerivativeMinPriceIn float
crement
1268 DerivativeMinPriceIn Amt
crementAmount
1269 DerivativeUnitOfMea String
sure
Valid values:
Fixed Magnitude UOM
Bcf - Billion cubic feet
MMbbl - Million Barrels ( Deprecated in
FIX.5.0SP1 )
MMBtu - One Million BTU
MWh - Megawatt hours
26 - Correspondent Broker
27 - Buyer/Seller (Receiver/Deliverer)
28 - Custodian
29 - Intermediary
30 - Agent
31 - Sub-custodian
32 - Beneficiary
33 - Interested party
34 - Regulatory body
35 - Liquidity provider
36 - Entering trader
37 - Contra trader
38 - Position account
39 - Contra Investor ID
40 - Transfer to Firm
41 - Contra Position Account
42 - Contra Exchange
43 - Internal Carry Account
44 - Order Entry Operator ID
45 - Secondary Account Number
46 - Foriegn Firm
47 - Third Party Allocation Firm
48 - Claiming Account
49 - Asset Manager
50 - Pledgor Account
51 - Pledgee Account
52 - Large Trader Reportable Account
53 - Trader mnemonic
54 - Sender Location
55 - Session ID
56 - Acceptable Counterparty
57 - Unacceptable Counterparty
58 - Entering Unit
59 - Executing Unit
60 - Introducing Broker
61 - Quote originator
62 - Report originator
63 - Systematic internaliser (SI)
64 - Multilateral Trading Facility (MTF)
65 - Regulated Market (RM)
66 - Market Maker
67 - Investment Firm
68 - Host Competent Authority (Host CA)
69 - Home Competent Authority (Home CA)
70 - Competent Authority of the most relevant
market in terms of liquidity (CAL)
71 - Competent Authority of the Transaction
(Execution) Venue (CATV)
72 - Reporting intermediary (medium/vendor via
which report has been published)
73 - Execution Venue
74 - Market data entry originator
75 - Location ID
76 - Desk ID
77 - Market data market
78 - Allocation Entity
79 - Prime Broker providing General Trade
Services
80 - Step-Out Firm (Prime Broker)
81 - BrokerClearingID
1296 NoDerivativeInstrume NumInGr Refer to definition for NoPartySubIDs(802)
ntPartySubIDs oup
1297 DerivativeInstrumentP String Refer to definition for PartySubID(523)
artySubID
1298 DerivativeInstrumentP int Refer to definition for PartySubIDType(803)
artySubIDType
Valid values:
1 - Firm
2 - Person
3 - System
4 - Application
5 - Full legal name of firm
6 - Postal address
7 - Phone number
8 - Email address
9 - Contact name
10 - Securities account number (for settlement
instructions)
11 - Registration number (for settlement
instructions and confirmations)
12 - Registered address (for confirmation
purposes)
13 - Regulatory status (for confirmation purposes)
14 - Registration name (for settlement
instructions)
15 - Cash account number (for settlement
instructions)
16 - BIC
17 - CSD participant member code
18 - Registered address
19 - Fund account name
20 - Telex number
21 - Fax number
22 - Securities account name
23 - Cash account name
24 - Department
25 - Location desk
26 - Position account type
27 - Security locate ID
28 - Market maker
29 - Eligible counterparty
30 - Professional client
31 - Location
32 - Execution venue
33 - Currency delivery identifier
1299 DerivativeExerciseSty char Type of exercise of a derivatives security
le
Valid values:
0 - European
1 - American
2 - Bermuda
1300 MarketSegmentID String Identifies the market segment
1301 MarketID Exchange Identifies the Market
1302 MaturityMonthYearIn int Unit of measure for the Maturity Month Year
crementUnits Increment
Valid values:
0 - Months
1 - Days
2 - Weeks
3 - Years
oup
1313 DerivativeInstrAttribT int Refer to definition of InstrAttribType(871)
ype
Valid values:
1 - Flat (securities pay interest on a current basis
but are traded without interest)
2 - Zero coupon
3 - Interest bearing (for Euro commercial paper
when not issued at discount)
4 - No periodic payments
5 - Variable rate
6 - Less fee for put
7 - Stepped coupon
8 - Coupon period (if not semi-annual). Supply
redemption date in the InstrAttribValue (872) field.
9 - When [and if] issued
10 - Original issue discount
11 - Callable, puttable
12 - Escrowed to Maturity
13 - Escrowed to redemption date - callable.
Supply redemption date in the InstrAttribValue (872)
field
14 - Pre-refunded
15 - In default
16 - Unrated
17 - Taxable
18 - Indexed
19 - Subject To Alternative Minimum Tax
20 - Original issue discount price. Supply price in
the InstrAttribValue (872) field
21 - Callable below maturity value
22 - Callable without notice by mail to holder
unless registered
23 - Price tick rules for security.
24 - Trade type eligibility details for security.
25 - Instrument Denominator
26 - Instrument Numerator
27 - Instrument Price Precision
28 - Instrument Strike Price
29 - Tradeable Indicator
99 - Text. Supply the text of the attribute or
adjustment
1320 DerivativeListMethod int Indicates whether instruments are pre-listed only or
can also be defined via user request
Valid values:
0 - pre-listed only
1 - user requested
1321 DerivativeCapPrice Price Refer to definition of CapPrice(1199)
1322 DerivativeFloorPrice Price Refer to definition of FloorPrice(1200)
1323 DerivativePutOrCall int Indicates whether an Option is for a put or call
Valid values:
0 - Put
1 - Call
1324 ListUpdateAction char If provided, then Instrument occurrence has explicitly
changed
Valid values:
A - Add
D - Delete
M - Modify
1325 ParentMktSegmID String Reference to a parent Market Segment. See
MarketSegmentID(1300)
1326 TradingSessionDesc String Trading Session description
1327 TradSesUpdateAction char Specifies the action taken for the specified trading
sessions.
Valid values:
A - Add
D - Delete
M - Modify
1328 RejectText String Those will be used by Firms to send a reason for
rejecting a trade in an allocate claim model.
1329 FeeMultiplier float This is a multiplier that Clearing (Fee system) will use
to calculate fees and will be sent to the firms on their
confirms.
1330 UnderlyingLegSymbo String Refer to definition for Symbol(55)
l
1331 UnderlyingLegSymbo String Refer to definition for SymbolSfx(65)
lSfx
1332 UnderlyingLegSecurit String Refer to definition for SecurityID(48)
yID
1333 UnderlyingLegSecurit String Refer to definition for SecurityIDSource(22)
yIDSource
1334 NoUnderlyingLegSec NumInGr Refer to definition for NoSecurityAltID(454)
urityAltID oup
1335 UnderlyingLegSecurit String Refer to definition for SecurityAltID(455)
yAltID
1336 UnderlyingLegSecurit String Refer to definition for SecurityAltIDSource(456)
yAltIDSource
1337 UnderlyingLegSecurit String Refer to definition for SecurityType(167)
yType
1338 UnderlyingLegSecurit String Refer to definition for SecuritySubType(762)
ySubType
1339 UnderlyingLegMaturit MonthYea Refer to definition for MaturityMonthYear(200)
yMonthYear r
1340 UnderlyingLegStrikeP Price Refer to definition for StrikePrice(202)
rice
1341 UnderlyingLegSecurit String Refer to definition for SecurityExchange(207)
yExchange
1342 NoOfLegUnderlyings NumInGr Number of Underlyings, Identifies the Underlying of
oup the Leg
1343 UnderlyingLegPutOrC int Refer to definition for PutOrCall(201)
all
1344 UnderlyingLegCFICo String Refer to definition for CFICode(461)
de
1345 UnderlyingLegMaturit LocalMkt Date of maturity.
yDate Date
1346 ApplReqID String Unique identifier for request
3 - Individual
4 - Contract Weighted Average Price
5 - Multiplied Price
1379 LegVolatility float Specifies the volatility of an instrument leg.
1380 DividendYield Percentag The continuously-compounded annualized dividend
e yield of the underlying(s) of an option. Used as a
parameter to theoretical option pricing models.
1381 LegDividendYield Percentag Refer to definition for DividendYield(1380).
e
1382 CurrencyRatio float 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
1383 LegCurrencyRatio float 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
1384 LegExecInst MultipleC Refer to ExecInst(18)
harValue
Same values as ExecInst(18)
Valid values:
0 - Stay on offer side
1 - Not held
2 - Work
3 - Go along
4 - Over the day
5 - Held
6 - Participant don't initiate
7 - Strict scale
8 - Try to scale
9 - Stay on bid side
A - No cross (cross is forbidden)
B - OK to cross
C - Call first
D - Percent of volume (indicates that the sender
does not want to be all of the volume on the floor vs. a
specific percentage)
E - Do not increase - DNI
F - Do not reduce - DNR
G - All or none - AON
H - Reinstate on system failure (mutually
exclusive with Q and l)
I - Institutions only
J - Reinstate on Trading Halt (mutually exclusive
with K and m)
K - Cancel on Trading Halt (mutually exclusive
with J and m)
L - Last peg (last sale) ( Deprecated in FIX 5.0 )
M - Mid-price peg (midprice of inside quote)
( Deprecated in FIX 5.0 )
N - Non-negotiable
O - Opening peg ( Deprecated in FIX 5.0 )
P - Market peg ( Deprecated in FIX 5.0 )
Q - Cancel on system failure (mutually exclusive
with H and l)
R - Primary peg (primary market - buy at bid/sell
at offer) ( Deprecated in FIX 5.0 )
S - Suspend
T - Fixed Peg to Local best bid or offer at time of
order ( Deprecated in FIX 5.0 )
U - Customer Display Instruction (Rule 11Ac1-
1/4)
V - Netting (for Forex)
W - Peg to VWAP ( Deprecated in FIX 5.0 )
X - Trade Along
Y - Try To Stop
Z - Cancel if not best
a - Trailing Stop Peg ( Deprecated in FIX 5.0 )
b - Strict Limit (No price improvement)
c - Ignore Price Validity Checks
d - Peg to Limit Price ( Deprecated in FIX 5.0 )
e - Work to Target Strategy
f - Intermarket Sweep
g - External Routing Allowed
h - External Routing Not Allowed
i - Imbalance Only
j - Single execution requested for block trade
k - Best Execution
l - Suspend on system failure (mutually exclusive
with H and Q)
m - Suspend on Trading Halt (mutually exclusive
with J and K)
n - Reinstate on connection loss (mutually
exclusive with o and p)
o - Cancel on connection loss (mutually exclusive
with n and p)
p - Suspend on connection loss (mutually
exclusive with n and o)
q - Release from suspension (mutually exclusive
with S)
r - Execute as delta neutral using volatility
provided
s - Execute as duration neutral
t - Execute as FX neutral
1385 ContingencyType int Defines the type of contingency.
Valid values:
1 - One Cancels the Other (OCO)
2 - One Triggers the Other (OTO)
3 - One Updates the Other (OUO) - Absolute
Quantity Reduction
4 - One Updates the Other (OUO) - Proportional
Quantity Reduction
21 - Clearing Organization
22 - Exchange
24 - Customer Account
25 - Correspondent Clearing Organization
26 - Correspondent Broker
27 - Buyer/Seller (Receiver/Deliverer)
28 - Custodian
29 - Intermediary
30 - Agent
31 - Sub-custodian
32 - Beneficiary
33 - Interested party
34 - Regulatory body
35 - Liquidity provider
36 - Entering trader
37 - Contra trader
38 - Position account
39 - Contra Investor ID
40 - Transfer to Firm
41 - Contra Position Account
42 - Contra Exchange
43 - Internal Carry Account
44 - Order Entry Operator ID
45 - Secondary Account Number
46 - Foriegn Firm
47 - Third Party Allocation Firm
48 - Claiming Account
49 - Asset Manager
50 - Pledgor Account
51 - Pledgee Account
52 - Large Trader Reportable Account
53 - Trader mnemonic
54 - Sender Location
55 - Session ID
56 - Acceptable Counterparty
57 - Unacceptable Counterparty
58 - Entering Unit
59 - Executing Unit
60 - Introducing Broker
61 - Quote originator
62 - Report originator
4 - Application
5 - Full legal name of firm
6 - Postal address
7 - Phone number
8 - Email address
9 - Contact name
10 - Securities account number (for settlement
instructions)
11 - Registration number (for settlement
instructions and confirmations)
12 - Registered address (for confirmation
purposes)
13 - Regulatory status (for confirmation purposes)
14 - Registration name (for settlement
instructions)
15 - Cash account number (for settlement
instructions)
16 - BIC
17 - CSD participant member code
18 - Registered address
19 - Fund account name
20 - Telex number
21 - Fax number
22 - Securities account name
23 - Cash account name
24 - Department
25 - Location desk
26 - Position account type
27 - Security locate ID
28 - Market maker
29 - Eligible counterparty
30 - Professional client
31 - Location
32 - Execution venue
33 - Currency delivery identifier
1412 Nested4PartySubID String Refer to definition of PartySubID(523)
1413 NoNested4PartySubI NumInGr Refer to definition of NoPartySubIDs(802)
Ds oup
1414 NoNested4PartyIDs NumInGr Refer to definition of NoPartyIDs(453)
oup
1415 Nested4PartyID String Refer to definition of PartyID(448)
1416 Nested4PartyIDSourc char Refer to definition of PartyIDSource(447)
e
Valid values:
For all PartyRoles
B - BIC (Bank Identification Code - SWIFT
managed) code (ISO9362 - See "Appendix 6-B")
C - Generally accepted market participant
identifier (e.g. NASD mnemonic)
D - Proprietary / Custom code
E - ISO Country Code
F - Settlement Entity Location (note if Local
Market Settlement use "E=ISO Country Code") (see
"Appendix 6-G" for valid values)
G - MIC (ISO 10383 - Market Identificer Code)
(See "Appendix 6-C")
H - CSD participant/member code (e.g..
Euroclear, DTC, CREST or Kassenverein number)
For PartyRole = "InvestorID" and for CIV
6 - UK National Insurance or Pension Number
7 - US Social Security Number
8 - US Employer or Tax ID Number
9 - Australian Business Number
A - Australian Tax File Number
For PartyRole = "InvestorID" and for Equities
1 - Korean Investor ID
2 - Taiwanese Qualified Foreign Investor ID
QFII/FID
3 - Taiwanese Trading Acct
4 - Malaysian Central Depository (MCD) number
5 - Chinese Investor ID
For PartyRole="Broker of Credit"
I - Directed broker three character acronym as
defined in ISITC "ETC Best Practice" guidelines
document
1417 Nested4PartyRole int Refer to definition of PartyRole(452)
Valid values:
1 - Executing Firm (formerly FIX 4.2
ExecBroker)
2 - Broker of Credit (formerly FIX 4.2
BrokerOfCredit)
3 - Client ID (formerly FIX 4.2 ClientID)
4 - Clearing Firm (formerly FIX 4.2
ClearingFirm)
5 - Investor ID
6 - Introducing Firm
7 - Entering Firm
8 - Locate / Lending Firm (for short-sales)
9 - Fund Manager Client ID (for CIV)
10 - Settlement Location (formerly FIX 4.2
SettlLocation)
11 - Order Origination Trader (associated with
Order Origination Firm - i.e. trader who
initiates/submits the order)
12 - Executing Trader (associated with Executing
Firm - actually executes)
13 - Order Origination Firm (e.g. buy-side firm)
14 - Giveup Clearing Firm (firm to which trade is
given up)
15 - Correspondant Clearing Firm
16 - Executing System
17 - Contra Firm
18 - Contra Clearing Firm
19 - Sponsoring Firm
20 - Underlying Contra Firm
21 - Clearing Organization
22 - Exchange
24 - Customer Account
25 - Correspondent Clearing Organization
26 - Correspondent Broker
27 - Buyer/Seller (Receiver/Deliverer)
28 - Custodian
29 - Intermediary
30 - Agent
31 - Sub-custodian
32 - Beneficiary
33 - Interested party
34 - Regulatory body
35 - Liquidity provider
36 - Entering trader
37 - Contra trader
38 - Position account
39 - Contra Investor ID
40 - Transfer to Firm
41 - Contra Position Account
42 - Contra Exchange
43 - Internal Carry Account
44 - Order Entry Operator ID
45 - Secondary Account Number
46 - Foriegn Firm
47 - Third Party Allocation Firm
48 - Claiming Account
49 - Asset Manager
50 - Pledgor Account
51 - Pledgee Account
52 - Large Trader Reportable Account
53 - Trader mnemonic
54 - Sender Location
55 - Session ID
56 - Acceptable Counterparty
57 - Unacceptable Counterparty
58 - Entering Unit
59 - Executing Unit
60 - Introducing Broker
61 - Quote originator
62 - Report originator
63 - Systematic internaliser (SI)
64 - Multilateral Trading Facility (MTF)
65 - Regulated Market (RM)
66 - Market Maker
67 - Investment Firm
68 - Host Competent Authority (Host CA)
69 - Home Competent Authority (Home CA)
70 - Competent Authority of the most relevant
market in terms of liquidity (CAL)
71 - Competent Authority of the Transaction
(Execution) Venue (CATV)
72 - Reporting intermediary (medium/vendor via
which report has been published)
73 - Execution Venue
1007 SideReasonCd
1008 SideTrdSubTyp
1009 SideQty
1011 MessageEventSource
1012 SideTrdRegTimestamp
1013 SideTrdRegTimestampType
1014 SideTrdRegTimestampSrc
1015 AsOfIndicator
1016 NoSideTrdRegTS
1017 LegOptionRatio
1018 NoInstrumentParties
1019 InstrumentPartyID
1020 TradeVolume
1021 MDBookType
1022 MDFeedType
1023 MDPriceLevel
1024 MDOriginType
1025 FirstPx
1026 MDEntrySpotRate
1027 MDEntryForwardPoints
1028 ManualOrderIndicator
1029 CustDirectedOrder
1030 ReceivedDeptID
1031 CustOrderHandlingInst
1032 OrderHandlingInstSource
1033 DeskType
1409 SessionStatus
1410 DefaultVerIndicator
1411 Nested4PartySubIDType
1412 Nested4PartySubID
1413 NoNested4PartySubIDs
1414 NoNested4PartyIDs
1415 Nested4PartyID
1416 Nested4PartyIDSource
1417 Nested4PartyRole
1418 LegLastQty
1419 UnderlyingExerciseStyle
1420 LegExerciseStyle
1421 LegPriceUnitOfMeasure
1422 LegPriceUnitOfMeasureQty
1423 UnderlyingUnitOfMeasureQt
y
1424 UnderlyingPriceUnitOfMeas
ure
1425 UnderlyingPriceUnitOfMeas
ureQty
1426 ApplReportType
Note: Prices defined in FIX messages should be made consistent with the currency code used. In some markets, prices are quoted as multiples or fractions of
the currency, FIX messages should normalize the amount to coincide with the indicated code (e.g. UK securities are quoted in pence but must be
represented in FIX messages as pounds).
Appendix 6-B
FIX Fields Based Upon Other Standards
Values for many of the fields within the FIX Protocol specification are based upon several ISO standards. See http://www.iso.ch for the official ISO
website.
Tel. + 33 1 55 34 55 86
Fax + 33 1 55 34 57 71
http://www.anna-nna.com
As of FIX 4.3, Exchange Codes used in FIX are those defined in ISO 10383 standard: Market Identifier Code (MIC). The cross-reference list below is a
subset of ISO 10383 values as of the time of this publication. It is provided to facilitate the transition from the Reuters exchange suffix codes which versions
of FIX prior to FIX 4.2 were based upon. The official standard and set of values are maintained by the ISO 10383 standard and any discrepancies below
should be considered typographical errors using the ISO 10383 standard as the correct set of values. These values are maintained by ISO 10383 secretariat
(see "Appendix 6-B") and as of the time of this publication the website link to view current list of MIC values is:
http://www.iso15022.org/MIC/homepageMIC.htm
Note that "Old FIX 4.2" values which are underlined represent "numeric codes" assigned by the FIX organization in lieu of a valid Reuters exchange suffix.
Such values which have a valid MIC value should use the MIC value. Markets without a MIC value should apply to the ISO 10383 Registration Authority
(SWIFT) for an appropriate value. The FIX organization will maintain numeric values for required market identifiers which are unable to establish a MIC
value for some reason.
Disclaimer: Please refer to the current ISO 10383 standard for the complete list. The following list is a subset and designed primarily to support cross-
referencing mapping from FIX versions <= 4.2 to FIX versions >= 4.3 (when the FIX specification standard changed from Reuters exchange suffix to ISO
10383 MIC code).
As of FIX 4.3, the CFICode field was added to the FIX Protocol in an attempt to provide a standards-based source of security type values by using values
defined in ISO 10962 standard: Classification of Financial Instruments (CFI code). Prior to FIX 4.3, the SecurityType field was used to identify security
types and was based upon a set of values published by ISITC (International Securities Association for Institutional Trade Communication) which ISITC no
longer maintains.
It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments as it is based upon an ISO standard and supports non-
Fixed Income products in a manner consistent with the needs of FIX Protocol users. As of FIX 4.3, the SecurityType field was expanded and re-organized to
support the requirements of Fixed Income products for FIX Protocol users, as the present ISO 10962 standard did not meet those needs.
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.
A subset of ISO 10962 values applicable to FIX usage are identified below. The official standard and set of possible values are maintained by the ISO 10962
standard and any discrepancies below should be considered typographical errors using the ISO 10962 standard as the correct set of values. To obtain the ISO
10962 standard, please contact the ISO 10962 secretariat (see "Appendix 6-B") and/or visit the ISO website at http://www.iso.ch
The ISO 10962 standard defines a 6 character code in which each character’s position value carries a special significance (attribute) and set of values. Note
that "X" represents an unspecified or unknown attribute, thus it is not always necessary to specify every attribute (character position value).
Futures:
Definition for Futures (code defined by character position):
Char 1 Char 2 Char 3 Char 4 Char 5 Char 6
Category Group Underlying Asset Delivery Stdized/Non-Std N/A
Undefined
F=Future F=Financial A=Agriculture, P=Physical S=Standardized X=Not
s Futures forestry, and fishing terms (maturity applicable /
C=Cash date, strike price, undefined
C=Commod B=Basket
X=Unknow contract size)
ity Futures
S=Stock-Equities (for n(n/a) N=Non-
M=Others financial future) or
standardized
Services (for
X=Unknow terms
commodities futures)
n(n/a)
X=Unknown(n/a)
D=Interest
rate/notional debt sec
C=Currencies
I=Indices (for
financial futures ) or
Industrial Products
(for commodities
futures)
O=Options
F=Futures
W=Swaps
M=Other
X=Unknown(n/a)
-- See Volume 7: "PRODUCT: DERIVATIVES" - "Use of the CFICode for Derivatives"
Examples:
FXXXS Standardized Future
FFICN Nonstandard (flex) Financial Future on
an index with cash delivery
FCEPN Nonstandard (flex) Commodity Future
on an extraction resource with physical
delivery
FXXXN Nonstandard (flex) future – contract
type specified in symbology – not
provided in CFICode
Appendix 6-E
Deprecated (Phased-out) Features and Supported Approach
Certain features of the FIX Protocol that were implemented in earlier versions of the FIX Protocol specification, have been replaced by a different approach.
Such features have been labeled as "Deprecated" throughout the FIX Specification document. This means that feature is being phased out, systems that
implement the FIX Protocol should be adjusted to use the new, supported approach, and the next version of the FIX Specification will remove the feature
altogether.
The new, supported approach for each deprecated feature is identified below:
Deprecated the use of SettlCurrAmt (119) and SettlCurrency (120) fields within Allocation
messaging NoAllocs repeating group [deprecated in FIX 4.4]
AllocSettlCurrAmt (737) and AllocSettlCurrency (736) fields should be used instead of SettlCurrAmt (119) and SettlCurrency (120) within the NoAllocs
repeating group. Affects Allocation messaging.
Deprecated "UST" and "USTB" values from the SecurityType (tag 167) field [deprecated in
FIX 4.4]
Mapping of the deprecated SecurityType field's values is as follows:
Deprecated Value within SecurityType (167)
SecurityType (167) field
UST US Treasury Note TNOTE US Treasury Note
USTB US Treasury Bill TBILL US Treasury Bill
Deprecated LegQty (tag 687) from certain message types [deprecated in FIX 5.0]
Deprecated LegQty (tag 687) from the following message types: QuoteRequest, QuoteResponse, QuoteRequestReject, Quote, QuoteStatusReport, New
Order - Multileg, and Execution Report.
The LegOrderQty (tag 685) should be used instead to convey the order quantity at the leg level. In an Execution Report the LegOrderQty is used to echo
back the order quantity from the order submission.
Deprecated TargetStrategyParameters (848) and ParticipationRate (849) [deprecated in FIX
5.0]
Deprecated TargetStrategyParameters (848) and ParticipationRate (849) from the following message types: New Order - Single, New Order - Multileg,
Order Cancel/Replace Request, Multileg Order Cancel/Replace Request, Execution Report, New Order - Cross, Cross Order Cancel/Replace Request,
New Order - List
The NoStrategyParameters repeating group is used instead to convey target strategy parameters and values. See Equities section of Volume 7 for
additional usage.
The following table shows the deprecated enumeration values from ExecInst and the mapping to PegPriceType (1094), the new supported functionality
for identifying the type of pegging for the order.
Deprecated LocationID (283) and DeskID (284) from Market Data messages only [deprecated
in FIX 5.0]
The following fields are being deprecated only from the Market Data messages: LocationID (283) and DeskID (284). Its usage is replaced by
corresponding values in PartyRole (452).
Deprecated LegQty (tag 687) from the specification [deprecated in FIX 5.0 SP1]
Deprecated LegQty from other messages where it was not depreciated earlier in FIX 5.0 release. These include Execution Report, TradeCaptureReport
and TradeCaptureReportAck. For these messages LegQty usage has been replaced by LegLastQty (1418).
Deprecated PublishTrdIndicator (tag 852) from the specification [deprecated in FIX 5.0 SP1]
Deprecated PublishTrdIndicator from TradeCaptureReport and TradeCaptureReportAck messages. This has been replaced by TradePublishIndicator
(1390).
Deprecated OrderID (tag 37) and SecondaryOrderID (tag 198) from OrderMassCancelReport
message only [deprecated in FIX 5.0 SP1]
Deprecated OrderID and SecondaryOrderID from OrderMassCancelReport. For this message the MassActionReportID (1369) is used to identify the
message.
Deprecated the fields Signature (89), SecureDataLen (90), SecureData (91), SignatureLength
(93) [deprecated in FIXT.1.1]
Deprecated the following enumerations from SecurityRequestType (321)
Request ListSecurity Types (2), Request List Security (3)
Certain features of the FIX Protocol which were implemented in earlier versions of the FIX Protocol specification, have been removed and replaced by a
different approach. Such features have been labeled as "Removed" or "Replaced" throughout the FIX Specification document. The removed or replaced
feature is no longer supported by this version of the FIX Protocol specification.
These features may or may not have been "Deprecated" in a previous version. Deprecation implies that implementations must support both approaches during
the deprecation period. Removing and replacing a features without a deprecation period is based upon:
• Supporting both approaches would result in a high degree of complexity and/or ambiguity.
The new, supported approach for each removed feature is identified below:
Replaced Field: ExecTransType (tag 20) and values in ExecType and OrdStatus fields
[Replaced in FIX 4.3]
The ExecTransType field introduced in FIX 2.7 has been removed and its values have been incorporated within the ExecType field. The ExecType field
introducted in FIX 4.1 has had several values removed and a new value to represent the combination of the removed values. The ExecTransType and
ExecType fields have effectively been merged into the ExecType field thus the removal of ExecTransType. Each field attempted to designate the type of
Execution Report message received in a slightly different way. Both fields were designated as required. This became confusing and should be simplified
by a single, merged field with the following mapping table:
Replaced Fields: MaturityDay (tag 205) and UnderlyingMaturityDay (tag 314) [Replaced in
FIX 4.3]
The MaturityDay field (tag 205) introduced in FIX 4.1 has been removed and replaced by the MaturityDate field (tag 541). The MaturityMonthYear field
(tag 200) can still be used for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).
The UnderlyingMaturityDay field (tag 314) introduced in FIX 4.2 has been removed and replaced by the UnderlyingMaturityDate field (tag 542). The
UnderlyingMaturityMonthYear field (tag 313) can still be used for standardized derivatives which are typically only referenced by month and year (e.g.
S&P futures).
Replaced Fields: ExecBroker (tag 76), BrokerOfCredit (tag 92), ClientID (tag 109),
ClearingFirm (tag 439), ClearingAccount (tag 440), and SettlLocation (tag 166) [Replaced in
FIX 4.3]
The ExecBroker (tag 76), BrokerOfCredit (tag 92), ClientID (tag 109), ClearingFirm (tag 439), ClearingAccount (tag 440), and SettlLocation (tag 166)
fields introduced prior to FIX 4.3 have been removed and the equivalent values can now be specified via PartyRole, PartyID, and PartyIDSource. In
addition this <Parties> "component block" (see Volume 1: "Common Components of Application Messages") is flexible enough to allow new "roles" or
types of firm identification to be specified without a corresponding increase in the number of FIX fields. All of the old field values can be specified via
the following mapping table:
Replaced Field Enumerations for Futures and Options for SecurityType (tag 167) with
CFICode (tag 461) [Replaced in FIX 4.3]
The CFICode was introduced to improve granularity in specifying security type. The adoption of CFICode has made the values for futures and options in
SecurityType (tag 167) redundant.
The following Security Type values can be specified using CFICode via the following mapping table:
Value Removed From CFICode (tag 461) value
SecurityType (tag 167)
“FUT” Future First position of CFICode = “F”
“OPT” Option First position of CFICode = “O”
Replaced Field: PutOrCall (tag 201) and UnderlyingPutOrCall (tag 315) with CFICode (tag
461) [Replaced in FIX 4.3]
The CFICode was introduced to improve granularity in specifying security type. The adoption of CFICode has made the PutOrCall (tag 201) redundant. The
PutOrCall values are numeric and this has led to confusion on their usage as the data is not self describing. The CFICode uses a more readable format of “P”
and “C” for put and call.
PutOrCall values can be specified using CFICode via the following mapping table:
Removed field CFICode (tag 461) value
PutOrCall (tag201)
values
0 Put First position of CFICode = “O”
Second position of CFICode = “P”
1 Call First position of CFICode = “O”
Second position of CFICode = “C”
Replaced Field: CustomerOrFirm (tag 204) with OrderCapacity (tag 528) [Replaced in FIX 4.3]
The Rule80A (tag 47) and CustomerOrFirm (tag 204) values have been merged and generalized into the new OrderCapacity (tag 528) field. This was done to
provide a more generalized approach to identifying order capacity across markets.
CustomerOrFim values can be specified using OrderCapacity via the following mapping table:
Removed Field OrderCapacity (tag 528) value
CustomerOrFirm (tag 204)
values
0 Customer A - Agency
1 Firm P - Principal
Replaced values: OptAttribute (tag 206) with values in CFICode (tag 461) [Replaced in FIX
4.3]
The CFICode (tag 461) permits specification of the expiration style for options using more meaningful acronyms “A” for American and “E” for European.
These values will replace the values currently used by some markets in the OptAttribute field. OptAttribute will still be used for versioning the option contract
in the event of a corporate action, such as a split or merger, but will eliminate the problem when both the expiration style and a version number must be
specified.
Certain OptAttribute values can be specified using CFICode via the following mapping table:
Values Removed From CFICode (tag 461)
OptAttribute (tag 206)
L American First Position “O”
Second Position “C” or “P”
Third Position “A” for American Style
Expiration
S European First Position “O”
Second Position “C” or “P”
Third Position “E” for European Style
Expiration
Replaced values: AllocTransType (tag 71) with values in AllocType (tag 626) [Replaced in FIX
4.3]
The AllocTransType (tag 71) field specified both the type of "transaction": new, cancel, replace and the type or purpose of the Allocation message. A
new field AllocType was introducted in FIX 4.3 which specifies the type or purpose of the Allocation message. Three fields were removed from
AllocTransType and are now part of AllocType. In addition, AllocType supports additional values which were not defined in AllocTransType.
Certain AllocTransType values can be specified using AllocType via the following mapping table:
Replaced Field: RelatdSym (tag 46) with Symbol (tag 55) [Replaced in FIX 4.3]
The RelatdSym (tag 46) field used in the News and Email messages prior to FIX 4.3 has been replaced by the Symbol (tag 55) field thus allowing the
News and Email messages to use the same <Instrument> component block as other FIX application messages.
Removed Deprecated Field: Benchmark (tag 219) [Deprecated in FIX 4.3, Removed in FIX
4.4]
Affected Volume 3: field removed from Indication of Interest message.
The Benchmark field introduced in FIX 4.2 was deprecated in FIX 4.3 by the combined use of BenchmarkCurveCurrency, BenchmarkCurveName, and
BenchmarkCurvePoint fields. (see Volume 1, SpreadOrBenchmarkCurveData component block) The Benchmark field was removed in FIX 4.4.
Mapping of the replaced Benchmark field's values is as follows:
Removed Deprecated "On Close"-related Values for OrdType Field [Deprecated in FIX 4.3,
Removed in FIX 4.4]
Affected Volume 1: Glossary, Business Terms.
Affected Volume 6: values removed from OnClose field in Field Definitions.
Three "on close"-related values in the OrdType field were deprecated in FIX 4.3 by the combined use of a new TimeInForce "At the Close" value and
OrdType values. These OrdType values were removed in FIX 4.4. This makes "On close" handling consistent with "On open" (as a TimeInForce vs.
OrdType). Note that CMS (e.g. used by NYSE) uses a TimeInForce for On Open (OPG) and an OrdType for On Close. FIX 4.3 implemented a
consistent handling of the two vs. a continuation of following CMS-based semantics. Mapping of the deprecated OrdType field's values is as follows:
Replaced Value within TimeInForce (59) OrdType (38)
OrdType field
5 Market on close 7 "At the Close" 1 "Market"
A On close 7 "At the Close" 1 "Market"
B Limit on close 7 "At the Close" 2 "Limit"
Removed Deprecated Field: Rule80A (tag 47) [Deprecated and Replaced in FIX 4.3, Removed
in FIX 4.4]
Affected Volume 4: field removed from New Order – Single, Order Cancel/Replace Request (aka Order Modification Request), and New Order List
messages.
The Rule80A field (known prior to FIX 4.2 as "Rule80A" and in FIX 4.2 as "Rule80A (aka OrderCapacity)") was deprecated and replaced in FIX 4.3 by
the combined use of the new to FIX 4.3 OrderCapacity and Order Restrictions fields. The Rule80A field was removed in FIX 4.4. The "(aka
OrderCapacity)" designation has been removed from the Rule80A field. Mapping of the replaced Rule80A field's values is as follows:
Removed three Deprecated "Forex - "-related Values for OrdType Field [Deprecated and
Replaced in FIX 4.3, Removed in FIX 4.4]
Affected Volume 1: Glossary, Business Terms.
Affected Volume 6: values removed from OrdType field in Field Definitions.
Three "Forex - "-related values in the OrdType field were deprecated and replaced in FIX 4.3 by the combined use of a specifying Currency in the
Product field and use of “regular” OrdType values. These OrdType values were removed in FIX 4.4. Mapping of the replaced OrdType field's
values is as follows:
Replaced Value within Product (460) OrdType (38)
OrdType field
C Forex - Market 4 "Currency" 1 "Market"
F Forex – Limit 4 "Currency" 2 "Limit"
H Forex – 4 "Currency" D "Previously
Previously Quoted"
Quoted
Replaced value: "A = T+1" with value with "2 = Next Day (T+1)" in SettlmntTyp (tag 63) field
[Replaced in FIX 4.4]
The value "A = T+1" was inadvertantly added to the SettlmntType (tag 63) field in FIX 4.3, however, the FIX specification already specified "2 = Next
Day" which is synonymous. FIX 4.4 removed the "A=T+1" value and added " (T+1)" suffix to the "Next Day" value for clarification.
Replaced "Fixed Peg to Local best bid or offer at time of order" value from ExecInst (tag 18)
Field [Replaced in FIX 4.4]
See "Volume 4 - Order Handling Instructions – pegged orders". Mapping of the removed ExecInst field's value is as follows:
Replaced Value within ExecInst PegMoveType PegScope (840) ExecInst (18)
(18) field (835)
T Fixed Peg to Local best bid or 1 Fixed 1 Local R Primary peg
offer at time of
Removed several values from AllocType (tag 626) field [Replaced in FIX 4.4]
Removed values: "Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)", "Sellside Calculated Without Preliminary (sent unsolicited
by sellside, includes MiscFees and NetMoney)", and "Buyside Ready-To-Book - Combined Set of Orders". Renamed value "Buyside Ready-To-Book -
Single Order" to "Buyside Ready-To-Book" in FIX 4.4.
Removed several values from YieldType (tag 235) field [Replaced in FIX 4.4]
Removing the following values from the YieldType field: "AVGLIFE = Yield To Average Life", "LONGEST = Yield to Longest Average (Sinking Fund
Bonds)", and "SHORTEST = Yield to Shortest Average (Sinking Fund Bonds)" keeping "LONGAVGLIFE " and "SHORTAVGLIFE" values.
Appendix 6-G
Use of <Parties> Component Block: PartyRole, PartyIDSource, PartyID, and PartySubID
The <Parties> "component block" (see “Volume 1: Common Components of Application Messages”) is a flexible mechnaism used to allow new "roles" or
types of firm identification to be specified without a corresponding increase in the number of FIX fields. What previously would have required at least one a
new field to many messages for each new “role” can now be supported via an additional value to the PartyRole field. In addition, the <Parties> component
block makes it possible to identify the “source” or type of value (e.g. “BIC” code) you are specifying via the PartyIDSource field. The PartyID field contains
the actual value and a repeating group of PartySubID and PartySubIDType fields may be optionally used to provide an additional level of subdivision. The
PartySubIDType field can be used to identify the type of PartySubID value (i.e. "Firm", "Phone number", "Contact name", "Full legal name of firm", etc.)
The matrix below identifies the various PartyRole values and the anticipated PartyIDSource values which may be associated with each PartyRole. It is
important to note that other combinations may exist. In addition, see “Volume 7 – Products” for any documented product-specific anticipated PartyRole
mapping and guidance.
Confirmation
SettlDeliveryType NoDlvyInst SettlInstSource DlvyInstType
0 – Versus Payment 2 1 (broker's) S – securities
2 (institution's) S – securities
1 – Free 4 1 (broker's) S – securities
1 (broker's) C – cash
2 (institution's) S – securities
2 (institution's) C – cash
The actual instructions themselves are held within the SettlParties component block inside the NoDlvyInst repeating group. This contains a repeating
group of party identifiers and sub ids which is used to hold the identifiers of all parties involved in settlement (e.g. agent, custodian, depository) together
with any required account numbers, registration details or similar.
Settlement instructions for German domestic settlement with Citibank Frankfurt as local agent, into account 11921500:
<SettlParties>
Tag Field Name Value Comments
781 NoSettlPartyIDs 3
782 SettlPartyID DAKVDEFF PSET for German domestic settlement
783 SettlPartyIDSource B BIC is used as the identifier in 782
784 SettlPartyRole 10 Settlement location (PSET)
782 SettlPartyID 7671 Broker’s agent’s Kassenverein number
CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
783 SettlPartyIDSource H
As the settlement location here is ‘German domestic’, this identifier is therefore a Kassenverein number
784 SettlPartyRole 30 Agent – maps to SWIFT DEAG or REAG (depending on Side)
801 NoSettlPartySubIDs 1
This agent’s BIC
785 SettlPartySubID CITIDEFF This is held here as a PartySubID, though could also have been held as the PartyID with the Kassenverein
number held as PartySubID instead
SettlPartySubID
786 16 BIC
Type
782 SettlPartyID 9427 Broker or broker's custodian’s Kassenverein number
CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number) (KV no. in this case)
783 SettlPartyIDSource H
As the settlement location here is ‘German domestic’, this identifier is therefore a Kassenverein number
27 (client) or
784 SettlPartyRole Deliverer/receiver of securities (or custodian) – maps to SWIFT DECU or RECU (depending on Side)
28 (custodian)
801 NoSettlPartySubIDs 1
785 SettlPartySubID 11921500 Securities account number
SettlPartySubID
786 10 Securities Account – maps to ISO15022 Tag 97 SAFE (Safekeeping account)
Type
</SettlParties>
SWIFT settlement instruction for an example trade, using settlement instructions derived from the above FIX data:
:16R:GENL
:20C::SEME//011204000064001
:23G:NEWM
:16S:GENL
:16R:TRADDET
:94B::TRAD//EXCH/XETR
:98A::SETT//20011206
:98A::TRAD//20011204
:35B:ISIN DE0005557508
:16S:TRADDET
:16R:FIAC
:36B::SETT//UNIT/3000,
:97A::SAFE//11921500 Securities account number (taken from third SettlParty in the table above).
:16S:FIAC
:16R:SETDET
:22F::SETR//TRAD
:16R:SETPRTY Agent – the second SettlParty in the table above. The DAKV identifies the number 7671 as being a Kassenverein
:95R::DEAG/DAKV/7671 number and is derived from a combination of this party’s SettlPartyIDSource (H - CSD code) and the SettlPartyID of the
:16S:SETPRTY settlement agent.
:16R:SETPRTY
:95P:PSET//DAKVDEFF Settlement location – the first SettlParty in the table above.
:16S:SETPRTY
:16R:SETPRTY
:95R::SELL/DAKV/9427 Custodian/client – the third SettlParty in the table above.
:16S:SETPRTY
:16R:AMT
:19A::SETT//EUR50700,
:16S:AMT
:16S:SETDET
However, this equally contrived combination would not be allowed because the values in SettlPartyRole are identical (784= 4 and 784=4) even though
the BICs are different.
<SettlParties>
Tag Field Name Value Comments
781 NoSettlPartyIDs 2
782 SettlPartyID DAKV1234
783 SettlPartyIDSource C Generally accepted market code
784 SettlPartyRole 4 Clearing firm
782 SettlPartyID DEUTFF2LXXX
783 SettlPartyIDSource B BIC
784 SettlPartyRole 4 Clearing firm
</SettlParties>