| ID |
Name |
Abbr |
Presence |
Description |
| 1001 | StandardHeader | | required | SYNOPSIS:
The standard FIX message header
ELABORATION:
|
| 70 | AllocID | |
required |
SYNOPSIS:
Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int)
|
| 71 | AllocTransType | |
required |
SYNOPSIS:
Identifies allocation transaction type
|
| 72 | RefAllocID | |
optional |
SYNOPSIS:
Reference identifier to be used with Replace, Cancel, and Calculated AllocTransType messages.
(Prior to FIX 4.1 this field was of type int)
|
| 196 | AllocLinkID | |
optional |
SYNOPSIS:
Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps". Should be unique.
|
| 197 | AllocLinkType | |
optional |
SYNOPSIS:
Identifies the type of Allocation linkage when AllocLinkID is used.
|
| 2036 | OrdAllocGrp | | optional |
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).
|
| 2014 | ExecAllocGrp | | optional |
Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs.
|
| 54 | Side | |
required |
SYNOPSIS:
Side of order
|
| 55 | Symbol | |
required |
SYNOPSIS:
Ticker symbol
|
| 65 | SymbolSfx | |
optional |
SYNOPSIS:
Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory
|
| 48 | SecurityID | |
optional |
SYNOPSIS:
CUSIP or other alternate security identifier
|
| 22 | IDSource | |
optional |
SYNOPSIS:
Identifies class of alternative SecurityID
|
| 167 | SecurityType | |
optional |
SYNOPSIS:
Indicates type of security (ISITC spec)
|
| 200 | MaturityMonthYear | |
optional |
SYNOPSIS:
Month and Year of the maturity for SecurityType=FUT or SecurityType=OPT. Required if MaturityDay is specified.
Format: YYYYMM
(i.e. 199903)
|
| 205 | MaturityDay | |
optional |
SYNOPSIS:
Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT.
|
| 201 | PutOrCall | |
optional |
SYNOPSIS:
Indicates whether an Option is for a put or call.
|
| 202 | StrikePrice | |
optional |
SYNOPSIS:
Strike Price for an Option.
|
| 206 | OptAttribute | |
optional |
SYNOPSIS:
Can be used for SecurityType=OPT to identify a particular security.
|
| 231 | ContractMultiplier | |
optional |
SYNOPSIS:
Specifies the ratio or multiply factor to convert from contracts to shares (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
|
| 223 | CouponRate | |
optional |
SYNOPSIS:
For Fixed Income. Coupon rate of the bond. Will be zero for step-up bonds.
|
| 207 | SecurityExchange | |
optional |
SYNOPSIS:
Market used to help identify a security.
|
| 106 | Issuer | |
optional |
SYNOPSIS:
Company name of security issuer (e.g. International Business Machines)
|
| 348 | EncodedIssuerLen | |
optional |
SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedIssuer field.
|
| 349 | EncodedIssuer | |
optional |
SYNOPSIS:
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Issuer field.
|
| 107 | SecurityDesc | |
optional |
SYNOPSIS:
Security description.
|
| 350 | EncodedSecurityDescLen | |
optional |
SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedSecurityDesc field.
|
| 351 | EncodedSecurityDesc | |
optional |
SYNOPSIS:
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.
|
| 53 | Shares | |
required |
SYNOPSIS:
Number of shares
(Prior to FIX 4.2 this field was of type int)
|
| 30 | LastMkt | |
optional |
SYNOPSIS:
Market of execution for last fill
|
| 336 | TradingSessionID | |
optional |
SYNOPSIS:
Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties.
|
| 6 | AvgPx | |
required |
SYNOPSIS:
Calculated average price of all fills on this order.
|
| 15 | Currency | |
optional |
SYNOPSIS:
Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A: Valid Currency Codes for information on obtaining valid values.
|
| 74 | AvgPrxPrecision | |
optional |
SYNOPSIS:
Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.
|
| 75 | TradeDate | |
required |
SYNOPSIS:
Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).
|
| 60 | TransactTime | |
optional |
SYNOPSIS:
Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 63 | SettlmntTyp | |
optional |
SYNOPSIS:
Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution.
|
| 64 | FutSettDate | |
optional |
SYNOPSIS:
Specific date of trade settlement (SettlementDate) in YYYYMMDD format. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option). (expressed in local time at place of settlement)
|
| 381 | GrossTradeAmt | |
optional |
SYNOPSIS:
Total amount traded (e.g. CumQty * AvgPx) expressed in units of currency.
|
| 118 | NetMoney | |
optional |
SYNOPSIS:
Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.
|
| 77 | OpenClose | |
optional |
SYNOPSIS:
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.
|
| 58 | Text | |
optional |
SYNOPSIS:
Free format text string
(Note: this field does not have a specified maximum length)
|
| 354 | EncodedTextLen | |
optional |
SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedText field.
|
| 355 | EncodedText | |
optional |
SYNOPSIS:
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Text field.
|
| 157 | NumDaysInterest | |
optional |
SYNOPSIS:
Number of Days of Interest for convertible bonds and fixed income
|
| 158 | AccruedInterestRate | |
optional |
SYNOPSIS:
Accrued Interest Rate for convertible bonds and fixed income
|
| 2003 | AllocGrp | | optional |
Indicates number of allocation groups to follow.
|
| 1002 | StandardTrailer | | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION:
|