Message IOI Scenario base

SYNOPSIS: Indication of interest messages market merchandise which the broker is buying or selling in either a proprietary or agency capacity.

ID MsgType Abbr Flow
76

Pedigree

Added EP Updated EP Deprecated EP
FIX.2.7

Responses

None

Members

IOI base members
ID Name Abbr Presence Description
1001StandardHeaderrequiredSYNOPSIS: The standard FIX message header
ELABORATION:
23IOIid required SYNOPSIS: Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int)
28IOITransType required SYNOPSIS: Identifies IOI message transaction type
26IOIRefID optional SYNOPSIS: Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int)
55Symbol required SYNOPSIS: Ticker symbol
65SymbolSfx 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
48SecurityID optional SYNOPSIS: CUSIP or other alternate security identifier
22IDSource optional SYNOPSIS: Identifies class of alternative SecurityID
167SecurityType optional SYNOPSIS: Indicates type of security (ISITC spec)
200MaturityMonthYear optional SYNOPSIS: Month and Year of the maturity for SecurityType=FUT or SecurityType=OPT. Required if MaturityDay is specified. Format: YYYYMM (i.e. 199903)
205MaturityDay optional SYNOPSIS: Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT.
201PutOrCall optional SYNOPSIS: Indicates whether an Option is for a put or call.
202StrikePrice optional SYNOPSIS: Strike Price for an Option.
206OptAttribute optional SYNOPSIS: Can be used for SecurityType=OPT to identify a particular security.
231ContractMultiplier 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.
223CouponRate optional SYNOPSIS: For Fixed Income. Coupon rate of the bond. Will be zero for step-up bonds.
207SecurityExchange optional SYNOPSIS: Market used to help identify a security.
106Issuer optional SYNOPSIS: Company name of security issuer (e.g. International Business Machines)
348EncodedIssuerLen optional SYNOPSIS: Byte length of encoded (non-ASCII characters) EncodedIssuer field.
349EncodedIssuer 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.
107SecurityDesc optional SYNOPSIS: Security description.
350EncodedSecurityDescLen optional SYNOPSIS: Byte length of encoded (non-ASCII characters) EncodedSecurityDesc field.
351EncodedSecurityDesc 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.
54Side required SYNOPSIS: Side of order
27IOIShares required SYNOPSIS: Number of shares in numeric or relative size.
44Price optional SYNOPSIS: Price per share
15Currency 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.
62ValidUntilTime optional SYNOPSIS: Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
25IOIQltyInd optional SYNOPSIS: Relative quality of indication
130IOINaturalFlag optional SYNOPSIS: 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.
2024IOIQualGrpoptional Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers.
58Text optional SYNOPSIS: Free format text string (Note: this field does not have a specified maximum length)
354EncodedTextLen optional SYNOPSIS: Byte length of encoded (non-ASCII characters) EncodedText field.
355EncodedText 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.
60TransactTime optional SYNOPSIS: Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")
149URLLink optional SYNOPSIS: A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
2054RoutingGrpoptional Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
218SpreadToBenchmark optional SYNOPSIS: For Fixed Income. Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the Benchmark field). Note: Basis points can be negative.
219Benchmark optional SYNOPSIS: For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field).
1002StandardTrailerrequiredSYNOPSIS: The standard FIX message trailer
ELABORATION: