| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 78 | AS | AllocRpt |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.4 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | Hdr | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 755 | AllocReportID | RptID | required | SYNOPSIS:
Unique identifier for Allocation Report message.
|
| 70 | AllocID | AllocID | optional | SYNOPSIS:
Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int)
|
| 71 | AllocTransType | TransTyp | required | SYNOPSIS:
Identifies allocation transaction type
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
|
| 795 | AllocReportRefID | RptRefID | optional | SYNOPSIS:
Reference identifier to be used with AllocTransType (7) = Replace or Cancel
|
| 796 | AllocCancReplaceReason | CxlRplcRsn | optional | SYNOPSIS:
Reason for cancelling or replacing an Allocation Instruction or Allocation Report message
|
| 793 | SecondaryAllocID | AllocID2 | optional | SYNOPSIS:
Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).
|
| 794 | AllocReportType | RptTyp | required | SYNOPSIS:
Describes the specific type or purpose of an Allocation Report message
|
| 87 | AllocStatus | Stat | required | SYNOPSIS:
Identifies status of allocation
|
| 88 | AllocRejCode | RejCode | optional | SYNOPSIS:
Identifies reason for rejection
|
| 72 | RefAllocID | RefAllocID | optional | SYNOPSIS:
Reference identifier to be used with AllocTransType (7) =Replace or Cancel.
(Prior to FIX 4.1 this field was of type int)
|
| 808 | AllocIntermedReqType | IntermedReqTyp | optional | SYNOPSIS:
Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"
|
| 196 | AllocLinkID | LinkID | optional | SYNOPSIS:
Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique.
|
| 197 | AllocLinkType | LinkTyp | optional | SYNOPSIS:
Identifies the type of Allocation linkage when AllocLinkID (96) is used.
|
| 466 | BookingRefID | BkngRefID | optional | SYNOPSIS:
Common reference passed to a post-trade booking process (e.g. industry matching utility).
|
| 857 | AllocNoOrdersType | NoOrdsTyp | required | SYNOPSIS:
Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the NoOrders group or not.
|
| 2036 | OrdAllocGrp | OrdAlloc | optional | SYNOPSIS: ELABORATION: |
| 2014 | ExecAllocGrp | AllExc | optional | SYNOPSIS: ELABORATION: |
| 570 | PreviouslyReported | PrevlyRpted | optional | SYNOPSIS:
Indicates if the trade capture report was previously reported to the counterparty
|
| 700 | ReversalIndicator | ReversalInd | optional | SYNOPSIS:
Indicates a trade that reverses a previous trade.
|
| 574 | MatchType | MtchTyp | optional | SYNOPSIS:
The point in the matching process at which this trade was matched
|
| 54 | Side | Side | required | SYNOPSIS:
Side of order
|
| 1003 | Instrument | Instrmt | required | SYNOPSIS:
The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.
ELABORATION: |
| 1004 | InstrumentExtension | InstrmtExt | optional | SYNOPSIS:
The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.
ELABORATION: |
| 1002 | FinancingDetails | FinDetls | optional | SYNOPSIS:
Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.
ELABORATION: |
| 2066 | UndInstrmtGrp | Undly | optional | SYNOPSIS: ELABORATION: |
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 53 | Quantity | Qty | required | SYNOPSIS:
Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int)
|
| 854 | QtyType | QtyTyp | optional | SYNOPSIS:
Type of quantity specified in a quantity field
|
| 30 | LastMkt | LastMkt | optional | SYNOPSIS:
Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C"
|
| 229 | TradeOriginationDate | OrignDt | optional | SYNOPSIS:
Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
|
| 336 | TradingSessionID | SesID | optional | SYNOPSIS:
Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).
|
| 625 | TradingSessionSubID | SesSub | optional | SYNOPSIS:
Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.
|
| 423 | PriceType | PxTyp | optional | SYNOPSIS:
Code to represent the price type
|
| 6 | AvgPx | AvgPx | required | SYNOPSIS:
Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (3). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.
|
| 860 | AvgParPx | AvgParPx | optional | SYNOPSIS:
Used to express average price as percent of par (used where AvgPx field is expressed in some other way)
|
| 1018 | SpreadOrBenchmarkCurveData | SprdBnchmkCurve | optional | SYNOPSIS:
The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.
ELABORATION: |
| 15 | Currency | Ccy | 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 6-A: Valid Currency Codes" for information on obtaining valid values.
|
| 74 | AvgPxPrecision | AvgPxPrcsn | 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.
|
| 1012 | Parties | Pty | optional | SYNOPSIS:
The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.
ELABORATION: |
| 75 | TradeDate | TrdDt | 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 | TxnTm | optional | SYNOPSIS:
Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 63 | SettlType | SettlTyp | optional | SYNOPSIS:
Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
|
| 64 | SettlDate | SettlDt | optional | SYNOPSIS:
Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement)
|
| 775 | BookingType | BkngTyp | optional | SYNOPSIS:
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).
|
| 381 | GrossTradeAmt | GrossTrdAmt | optional | SYNOPSIS:
Total amount traded (e.g. CumQty (4) * AvgPx (6)) expressed in units of currency.
|
| 238 | Concession | Concession | optional | SYNOPSIS:
Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 237 | TotalTakedown | TotTakedown | optional | SYNOPSIS:
The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 118 | NetMoney | NetMny | 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 | PositionEffect | PosEfct | 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.
|
| 754 | AutoAcceptIndicator | AutoAcceptInd | optional | SYNOPSIS:
Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.
|
| 58 | Text | Txt | optional | SYNOPSIS:
Free format text string
(Note: this field does not have a specified maximum length)
|
| 354 | EncodedTextLen | EncTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedText (355) field.
|
| 355 | EncodedText | EncTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.
|
| 157 | NumDaysInterest | NumDaysInt | optional | SYNOPSIS:
Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.
|
| 158 | AccruedInterestRate | AcrdIntRt | optional | SYNOPSIS:
The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.
|
| 159 | AccruedInterestAmt | AcrdIntAmt | optional | SYNOPSIS:
Amount of Accrued Interest for convertible bonds and fixed income
|
| 540 | TotalAccruedInterestAmt | TotAcrdIntAmt | optional | SYNOPSIS:
*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***
Total Amount of Accrued Interest for convertible bonds and fixed income
|
| 738 | InterestAtMaturity | IntAtMat | optional | SYNOPSIS:
Amount of interest (i.e. lump-sum) at maturity.
|
| 920 | EndAccruedInterestAmt | EndAcrdIntAmt | optional | SYNOPSIS:
Accrued Interest Amount applicable to a financing transaction on the End Date.
|
| 921 | StartCash | StartCsh | optional | SYNOPSIS:
Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.
|
| 922 | EndCash | EndCsh | optional | SYNOPSIS:
Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.
|
| 650 | LegalConfirm | LegalCnfm | optional | SYNOPSIS:
Indicates that this message is to serve as the final and legal confirmation.
|
| 1019 | Stipulations | Stip | optional | SYNOPSIS:
The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.
ELABORATION: |
| 1022 | YieldData | Yield | optional | SYNOPSIS:
The YieldData component block conveys yield information for a given Fixed Income security.
ELABORATION: |
| 892 | TotNoAllocs | TotNoAllocs | optional | SYNOPSIS:
Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation.
|
| 893 | LastFragment | LastFragment | optional | SYNOPSIS:
Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
|
| 2003 | AllocGrp | Alloc | optional | SYNOPSIS: ELABORATION: |
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |