| ID |
Name |
Abbr |
Presence |
Description |
| 1001 | StandardHeader | | required | SYNOPSIS:
The standard FIX message header
ELABORATION:
|
| 37 | OrderID | |
required |
SYNOPSIS:
Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
|
| 198 | SecondaryOrderID | |
optional |
SYNOPSIS:
Assigned by the party which accepts the order. Can be used to provide the OrderID used by an exchange or executing system.
|
| 11 | ClOrdID | |
optional |
SYNOPSIS:
Unique identifier for Order as assigned by institution (identified by SenderCompID or OnBehalfOfCompID as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods,should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.
|
| 41 | OrigClOrdID | |
optional |
SYNOPSIS:
ClOrdID 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.
|
| 109 | ClientID | |
optional |
SYNOPSIS:
Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).
|
| 76 | ExecBroker | |
optional |
SYNOPSIS:
Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred.
|
| 2012 | ContraGrp | | optional |
Number of ContraBrokers repeating group instances.
|
| 66 | ListID | |
optional |
SYNOPSIS:
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.
|
| 17 | ExecID | |
required |
SYNOPSIS:
Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (Status)).
Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int)
|
| 20 | ExecTransType | |
required |
SYNOPSIS:
Identifies transaction type
|
| 19 | ExecRefID | |
optional |
SYNOPSIS:
Reference identifier used with Cancel and Correct transaction types.
(Prior to FIX 4.1 this field was of type int)
|
| 150 | ExecType | |
required |
SYNOPSIS:
Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled)
|
| 39 | OrdStatus | |
required |
SYNOPSIS:
Identifies current status of order.
|
| 103 | OrdRejReason | |
optional |
SYNOPSIS:
Code to identify reason for order rejection.
|
| 378 | ExecRestatementReason | |
optional |
SYNOPSIS:
Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.
|
| 1 | Account | |
optional |
SYNOPSIS:
Account mnemonic as agreed between broker and institution.
|
| 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)
|
| 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.
|
| 54 | Side | |
required |
SYNOPSIS:
Side of order
|
| 38 | OrderQty | |
optional |
SYNOPSIS:
Number of shares ordered. This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc.
(Prior to FIX 4.2 this field was of type int)
|
| 152 | CashOrderQty | |
optional |
SYNOPSIS:
Specifies the approximate order quantity desired in total monetary units vs. as a number of shares. The broker would be responsible for converting and calculating a share quantity (OrderQty) based upon this amount to be used for the actual order and subsequent messages.
|
| 40 | OrdType | |
optional |
SYNOPSIS:
Order type.
|
| 44 | Price | |
optional |
SYNOPSIS:
Price per share
|
| 99 | StopPx | |
optional |
SYNOPSIS:
Price per share
|
| 211 | PegDifference | |
optional |
SYNOPSIS:
Amount (signed) added to the price of the peg for a pegged order.
|
| 388 | DiscretionInst | |
optional |
SYNOPSIS:
Code to identify the price a DiscretionOffset is related to and should be mathematically added to.
|
| 389 | DiscretionOffset | |
optional |
SYNOPSIS:
Amount (signed) added to the "related to" price specified via DiscretionInst.
|
| 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.
|
| 376 | ComplianceID | |
optional |
SYNOPSIS:
ID used to represent this transaction for compliance purposes (e.g. OATS reporting).
|
| 377 | SolicitedFlag | |
optional |
SYNOPSIS:
Indicates whether or not the order was solicited.
|
| 59 | TimeInForce | |
optional |
SYNOPSIS:
Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.
|
| 168 | EffectiveTime | |
optional |
SYNOPSIS:
Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 432 | ExpireDate | |
optional |
SYNOPSIS:
Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices
|
| 126 | ExpireTime | |
optional |
SYNOPSIS:
Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 18 | ExecInst | |
optional |
SYNOPSIS:
Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.
|
| 47 | Rule80A | |
optional |
SYNOPSIS:
Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.
|
| 32 | LastShares | |
optional |
SYNOPSIS:
Quantity of shares bought/sold on this (last) fill. Field not required for ExecTransType = 3 (Status)
(Prior to FIX 4.2 this field was of type int)
|
| 31 | LastPx | |
optional |
SYNOPSIS:
Price of this (last) fill. Field not required for ExecTransType = 3 (Status)
|
| 194 | LastSpotRate | |
optional |
SYNOPSIS:
F/X spot rate.
|
| 195 | LastForwardPoints | |
optional |
SYNOPSIS:
F/X forward points added to LastSpotRate. May be a negative value.
|
| 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.
|
| 29 | LastCapacity | |
optional |
SYNOPSIS:
Broker capacity in order execution
|
| 151 | LeavesQty | |
required |
SYNOPSIS:
Amount of shares open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.
(Prior to FIX 4.2 this field was of type int)
|
| 14 | CumQty | |
required |
SYNOPSIS:
Total number of shares filled.
(Prior to FIX 4.2 this field was of type int)
|
| 6 | AvgPx | |
required |
SYNOPSIS:
Calculated average price of all fills on this order.
|
| 424 | DayOrderQty | |
optional |
SYNOPSIS:
For GT orders, the OrderQty less all shares (adjusted for stock splits) that traded on previous days. DayOrderQty = OrderQty – (CumQty - DayCumQty)
|
| 425 | DayCumQty | |
optional |
SYNOPSIS:
The number of shares on a GT order that have traded today.
|
| 426 | DayAvgPx | |
optional |
SYNOPSIS:
The average price of shares on a GT order that have traded today.
|
| 427 | GTBookingInst | |
optional |
SYNOPSIS:
Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.
|
| 75 | TradeDate | |
optional |
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")
|
| 113 | ReportToExch | |
optional |
SYNOPSIS:
Identifies party of trade responsible for exchange reporting.
|
| 12 | Commission | |
optional |
SYNOPSIS:
Commission. Note if CommType is percentage, Commission of 5% should be represented as .05.
|
| 13 | CommType | |
optional |
SYNOPSIS:
Commission type
|
| 381 | GrossTradeAmt | |
optional |
SYNOPSIS:
Total amount traded (e.g. CumQty * AvgPx) expressed in units of currency.
|
| 119 | SettlCurrAmt | |
optional |
SYNOPSIS:
Total amount due expressed in settlement currency (includes the effect of the forex transaction)
|
| 120 | SettlCurrency | |
optional |
SYNOPSIS:
Currency code of settlement denomination.
|
| 155 | SettlCurrFxRate | |
optional |
SYNOPSIS:
Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
|
| 156 | SettlCurrFxRateCalc | |
optional |
SYNOPSIS:
Specifies whether or not SettlCurrFxRate should be multiplied or divided.
|
| 21 | HandlInst | |
optional |
SYNOPSIS:
Instructions for order handling on Broker trading floor
|
| 110 | MinQty | |
optional |
SYNOPSIS:
Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int)
|
| 111 | MaxFloor | |
optional |
SYNOPSIS:
Maximum number of shares within an order to be shown on the exchange floor at any given time.
(Prior to FIX 4.2 this field was of type int)
|
| 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.
|
| 210 | MaxShow | |
optional |
SYNOPSIS:
Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int)
|
| 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.
|
| 193 | FutSettDate2 | |
optional |
SYNOPSIS:
FutSettDate of the future part of a F/X swap order.
|
| 192 | OrderQty2 | |
optional |
SYNOPSIS:
OrderQty of the future part of a F/X swap order.
|
| 439 | ClearingFirm | |
optional |
SYNOPSIS:
Firm that will clear the trade. Used if different from the executing firm.
|
| 440 | ClearingAccount | |
optional |
SYNOPSIS:
Supplemental accounting information forwared to clearing house/firm.
|
| 442 | MultiLegReportingType | |
optional |
SYNOPSIS:
Used to indicate what an Execution Report represents (e.g. used with multi-leg securiteis, such as option strategies, spreads, etc.).
|
| 1002 | StandardTrailer | | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION:
|