| ID |
Name |
Abbr |
Presence |
Description |
| 11 | ClOrdID | |
required |
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.
|
| 67 | ListSeqNo | |
required |
SYNOPSIS:
Sequence of individual order within list (i.e. ListSeqNo of ListNoOrds, 2 of 25, 3 of 25, . . . )
|
| 160 | SettlInstMode | |
optional |
SYNOPSIS:
Indicates mode used for Settlement Instructions
|
| 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.
|
| 1 | Account | |
optional |
SYNOPSIS:
Account mnemonic as agreed between broker and institution.
|
| 2039 | PreAllocGrp | | optional |
Number of repeating groups for pre-trade allocation
|
| 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)
|
| 21 | HandlInst | |
optional |
SYNOPSIS:
Instructions for order handling on Broker trading floor
|
| 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.
|
| 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)
|
| 100 | ExDestination | |
optional |
SYNOPSIS:
Execution destination as defined by institution when order is entered.
Valid values:
See Appendix C
|
| 2064 | TrdgSesGrp | | optional |
Specifies the number of repeating TradingSessionIDs
|
| 81 | ProcessCode | |
optional |
SYNOPSIS:
Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/AllocShares / ProcessCode instance indicates regular trade.
|
| 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.
|
| 140 | PrevClosePx | |
optional |
SYNOPSIS:
Previous closing price of security.
|
| 54 | Side | |
required |
SYNOPSIS:
Side of order
|
| 401 | SideValueInd | |
optional |
SYNOPSIS:
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.
|
| 114 | LocateReqd | |
optional |
SYNOPSIS:
Indicates whether the broker is to locate the stock in conjunction with a short sell order.
|
| 60 | TransactTime | |
optional |
SYNOPSIS:
Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 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
|
| 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.
|
| 23 | IOIid | |
optional |
SYNOPSIS:
Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int)
|
| 117 | QuoteID | |
optional |
SYNOPSIS:
Unique identifier for quote
|
| 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")
|
| 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.
|
| 12 | Commission | |
optional |
SYNOPSIS:
Commission. Note if CommType is percentage, Commission of 5% should be represented as .05.
|
| 13 | CommType | |
optional |
SYNOPSIS:
Commission type
|
| 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.
|
| 121 | ForexReq | |
optional |
SYNOPSIS:
Indicates request for forex accommodation trade to be executed along with security transaction.
|
| 120 | SettlCurrency | |
optional |
SYNOPSIS:
Currency code of settlement denomination.
|
| 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.
|
| 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.
|
| 203 | CoveredOrUncovered | |
optional |
SYNOPSIS:
Used for options
|
| 204 | CustomerOrFirm | |
optional |
SYNOPSIS:
Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself.
|
| 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)
|
| 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.
|
| 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.
|