| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 70 | AK | Cnfm |
| 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: |
| 664 | ConfirmID | CnfmID | required | SYNOPSIS:
Message reference for Confirmation
|
| 772 | ConfirmRefID | CnfmRefID | optional | SYNOPSIS:
Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel
|
| 859 | ConfirmReqID | CnfmReqID | optional | SYNOPSIS:
Unique identifier for a Confirmation Request message
|
| 666 | ConfirmTransType | CnfmTransTyp | required | SYNOPSIS:
Identifies the Confirmation transaction type
|
| 773 | ConfirmType | CnfmTyp | required | SYNOPSIS:
Identifies the type of Confirmation message being sent
|
| 797 | CopyMsgIndicator | CopyMsgInd | optional | SYNOPSIS:
Indicates whether or not this message is a drop copy of another message.
|
| 650 | LegalConfirm | LegalCnfm | optional | SYNOPSIS:
Indicates that this message is to serve as the final and legal confirmation.
|
| 665 | ConfirmStatus | CnfmStat | required | SYNOPSIS:
Identifies the status of the Confirmation.
|
| 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: |
| 2036 | OrdAllocGrp | OrdAlloc | optional | SYNOPSIS: ELABORATION: |
| 70 | AllocID | AllocID | optional | SYNOPSIS:
Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int)
|
| 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.).
|
| 467 | IndividualAllocID | IndAllocID | optional | SYNOPSIS:
Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).
|
| 60 | TransactTime | TxnTm | required | SYNOPSIS:
Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 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).
|
| 1020 | TrdRegTimestamps | TrdRegTS | optional | SYNOPSIS:
The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.
ELABORATION: |
| 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 | required | SYNOPSIS: ELABORATION: |
| 2019 | InstrmtLegGrp | Leg | required | SYNOPSIS: ELABORATION: |
| 1022 | YieldData | Yield | optional | SYNOPSIS:
The YieldData component block conveys yield information for a given Fixed Income security.
ELABORATION: |
| 80 | AllocQty | Qty | required | SYNOPSIS:
Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int)
|
| 854 | QtyType | QtyTyp | optional | SYNOPSIS:
Type of quantity specified in a quantity field
|
| 54 | Side | Side | required | SYNOPSIS:
Side of order
|
| 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.
|
| 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"
|
| 2013 | CpctyConfGrp | Cpcty | required | SYNOPSIS: ELABORATION: |
| 79 | AllocAccount | Acct | required | SYNOPSIS:
Sub-account mnemonic
|
| 661 | AllocAcctIDSource | ActIDSrc | optional | SYNOPSIS:
Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values.
|
| 798 | AllocAccountType | AcctTyp | optional | SYNOPSIS:
Type of account associated with a confirmation or other trade-level message
|
| 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.
|
| 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.
|
| 423 | PriceType | PxTyp | optional | SYNOPSIS:
Code to represent the price type
|
| 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: |
| 861 | ReportedPx | RptedPx | optional | SYNOPSIS:
Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade)
|
| 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.
|
| 81 | ProcessCode | ProcCode | optional | SYNOPSIS:
Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
|
| 381 | GrossTradeAmt | GrossTrdAmt | required | SYNOPSIS:
Total amount traded (e.g. CumQty (4) * AvgPx (6)) expressed in units of currency.
|
| 157 | NumDaysInterest | NumDaysInt | optional | SYNOPSIS:
Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.
|
| 230 | ExDate | ExDt | optional | SYNOPSIS:
The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
|
| 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
|
| 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.
|
| 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 | required | SYNOPSIS:
Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.
|
| 890 | MaturityNetMoney | MatNetMny | optional | SYNOPSIS:
Net Money at maturity if Zero Coupon and maturity value is different from par value
|
| 119 | SettlCurrAmt | SettlCurrAmt | optional | SYNOPSIS:
Total amount due expressed in settlement currency (includes the effect of the forex transaction)
|
| 120 | SettlCurrency | SettlCcy | optional | SYNOPSIS:
Currency code of settlement denomination.
|
| 155 | SettlCurrFxRate | SettlCurrFxRt | optional | SYNOPSIS:
Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20)
|
| 156 | SettlCurrFxRateCalc | SettlCurrFxRtCalc | optional | SYNOPSIS:
Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided
|
| 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)
|
| 1016 | SettlInstructionsData | SetInstr | optional | SYNOPSIS:
The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties
ELABORATION: |
| 1000 | CommissionData | Comm | optional | SYNOPSIS:
The CommissionDate component block is used to carry commission information such as the type of commission and the rate.
ELABORATION: |
| 858 | SharedCommission | SharedComm | optional | SYNOPSIS:
Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.
|
| 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: |
| 2035 | MiscFeesGrp | MiscFees | optional | SYNOPSIS: ELABORATION: |
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |