| ID |
Name |
Abbr |
Presence |
Description |
| 1001 | StandardHeader | | required | SYNOPSIS:
The standard FIX message header
ELABORATION:
|
| 41 | OrigClOrdID | |
required |
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.
|
| 37 | OrderID | |
optional |
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.
|
| 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.
|
| 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.
|
| 1 | Account | |
optional |
SYNOPSIS:
Account mnemonic as agreed between broker and institution.
|
| 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.
|
| 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
|
| 60 | TransactTime | |
required |
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.
|
| 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.
|
| 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.
|
| 1002 | StandardTrailer | | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION:
|