| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 9 | 8 | ExecRpt |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.2.7 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | Hdr | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 37 | OrderID | OrdID | required | SYNOPSIS:
Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). 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.
|
| 198 | SecondaryOrderID | OrdID2 | optional | SYNOPSIS:
Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.
|
| 526 | SecondaryClOrdID | ClOrdID2 | optional | SYNOPSIS:
Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.
|
| 527 | SecondaryExecID | ExecID2 | optional | SYNOPSIS:
Assigned by the party which accepts the order. Can be used to provide the ExecID (7) used by an exchange or executing system.
|
| 11 | ClOrdID | ClOrdID | optional | SYNOPSIS:
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) 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.
|
| 41 | OrigClOrdID | OrigClOrdID | optional | 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.
|
| 583 | ClOrdLinkID | ClOrdLinkID | optional | SYNOPSIS:
Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.
|
| 693 | QuoteRespID | RspID | optional | SYNOPSIS:
Message reference for Quote Response
|
| 790 | OrdStatusReqID | StatReqID | optional | SYNOPSIS:
Can be used to uniquely identify a specific Order Status Request message.
|
| 584 | MassStatusReqID | MassStatReqID | optional | SYNOPSIS:
Value assigned by issuer of Mass Status Request to uniquely identify the request
|
| 911 | TotNumReports | TotNumRpts | optional | SYNOPSIS:
Total number or reports returned in response to a request
|
| 912 | LastRptRequested | LastRptReqed | optional | SYNOPSIS:
Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request.
|
| 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: |
| 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)
|
| 2012 | ContraGrp | Contra | optional | SYNOPSIS: ELABORATION: |
| 66 | ListID | 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.
|
| 548 | CrossID | CrssID | optional | SYNOPSIS:
Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.
|
| 551 | OrigCrossID | OrigCrssID | optional | SYNOPSIS:
CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests.
|
| 549 | CrossType | CrssTyp | optional | SYNOPSIS:
Type of cross being submitted to a market
|
| 17 | ExecID | ExecID | required | SYNOPSIS:
Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int)
|
| 19 | ExecRefID | ExecRefID | optional | SYNOPSIS:
Reference identifier used with Trade Cancel and Trade Correct execution types.
(Prior to FIX 4.1 this field was of type int)
|
| 150 | ExecType | ExecTyp | required | SYNOPSIS:
Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled)
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
|
| 39 | OrdStatus | OrdStat | required | SYNOPSIS:
Identifies current status of order.
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
(see Volume : "Glossary" for value definitions)
|
| 636 | WorkingIndicator | WorkingInd | optional | SYNOPSIS:
Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order.
|
| 103 | OrdRejReason | RejRsn | optional | SYNOPSIS:
Code to identify reason for order rejection.
|
| 378 | ExecRestatementReason | ExecRstmtRsn | optional | SYNOPSIS:
Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.
|
| 1 | Account | Acct | optional | SYNOPSIS:
Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.
|
| 660 | AcctIDSource | AcctIDSrc | optional | SYNOPSIS:
Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
|
| 581 | AccountType | AcctTyp | optional | SYNOPSIS:
Type of account associated with an order
|
| 589 | DayBookingInst | DayBkngInst | optional | SYNOPSIS:
Indicates whether or not automatic booking can occur.
|
| 590 | BookingUnit | BkngUnit | optional | SYNOPSIS:
Indicates what constitutes a bookable unit.
|
| 591 | PreallocMethod | PreallocMeth | optional | SYNOPSIS:
Indicates the method of preallocation.
|
| 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)
|
| 544 | CashMargin | CshMgn | optional | SYNOPSIS:
Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
|
| 635 | ClearingFeeIndicator | ClrFeeInd | optional | SYNOPSIS:
Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
|
| 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: |
| 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: |
| 54 | Side | Side | required | SYNOPSIS:
Side of order
|
| 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: |
| 854 | QtyType | QtyTyp | optional | SYNOPSIS:
Type of quantity specified in a quantity field
|
| 1011 | OrderQtyData | OrdQty | optional | SYNOPSIS:
The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).
ELABORATION: |
| 40 | OrdType | OrdTyp | optional | SYNOPSIS:
Order type
*** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" ***
(see Volume : "Glossary" for value definitions)
|
| 423 | PriceType | PxTyp | optional | SYNOPSIS:
Code to represent the price type
|
| 44 | Price | Px | optional | SYNOPSIS:
Price per unit of quantity (e.g. per share)
|
| 99 | StopPx | StopPx | optional | SYNOPSIS:
Price per unit of quantity (e.g. per share)
|
| 1013 | PegInstructions | PegInstr | optional | SYNOPSIS:
The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.
ELABORATION: |
| 1001 | DiscretionInstructions | DiscInstr | optional | SYNOPSIS:
The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price.
ELABORATION: |
| 839 | PeggedPrice | PeggedPx | optional | SYNOPSIS:
The price the order is currently pegged at
|
| 845 | DiscretionPrice | DsctnPx | optional | SYNOPSIS:
The current discretionary price of the order
|
| 847 | TargetStrategy | TgtStrategy | optional | SYNOPSIS:
The target strategy of the order
1000+ = Reserved and available for bi-laterally agreed upon user defined values
|
| 848 | TargetStrategyParameters | TgtStrategyParameters | optional | SYNOPSIS:
Field to allow further specification of the TargetStrategy – usage to be agreed between counterparties
|
| 849 | ParticipationRate | ParticipationRt | optional | SYNOPSIS:
For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume)
|
| 850 | TargetStrategyPerformance | TgtStrategyPerformance | optional | SYNOPSIS:
For communication of the performance of the order versus the target strategy
|
| 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.
|
| 376 | ComplianceID | ComplianceID | optional | SYNOPSIS:
ID used to represent this transaction for compliance purposes (e.g. OATS reporting).
|
| 377 | SolicitedFlag | SolFlag | optional | SYNOPSIS:
Indicates whether or not the order was solicited.
|
| 59 | TimeInForce | TmInForce | optional | SYNOPSIS:
Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.
|
| 168 | EffectiveTime | EfctvTm | optional | SYNOPSIS:
Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 432 | ExpireDate | ExpireDt | 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 | ExpireTm | optional | SYNOPSIS:
Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
The meaning of expiration is specific to the context where the field is used.
For orders, this is the expiration time of a Good Til Date TimeInForce.
For Quotes - this is the expiration of the quote.
Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.
For collateral requests, this is the time by which collateral must be assigned.
For collateral assignments, this is the time by which a response to the assignment is expected.
|
| 18 | ExecInst | 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.
|
| 528 | OrderCapacity | Cpcty | optional | SYNOPSIS:
Designates the capacity of the firm placing the order
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
|
| 529 | OrderRestrictions | Rstctions | optional | SYNOPSIS:
Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
|
| 582 | CustOrderCapacity | CustCpcty | optional | SYNOPSIS:
Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
|
| 32 | LastQty | LastQty | optional | SYNOPSIS:
Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int)
|
| 652 | UnderlyingLastQty | UndLastQty | optional | SYNOPSIS:
The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.
|
| 31 | LastPx | LastPx | optional | SYNOPSIS:
Price of this (last) fill.
|
| 651 | UnderlyingLastPx | UndLastPx | optional | SYNOPSIS:
The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.
|
| 669 | LastParPx | LastParPx | optional | SYNOPSIS:
Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (3) is expressed in Yield, Spread, Discount or any other type.
Usage: Execution Report and Allocation Report repeating executions block (from sellside).
|
| 194 | LastSpotRate | LastSpotRt | optional | SYNOPSIS:
F/X spot rate.
|
| 195 | LastForwardPoints | LastFwdPnts | optional | SYNOPSIS:
F/X forward points added to LastSpotRate (94). May be a negative value.
|
| 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"
|
| 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.
|
| 943 | TimeBracket | TmBkt | optional | SYNOPSIS:
A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets.
|
| 29 | LastCapacity | LastCpcty | optional | SYNOPSIS:
Broker capacity in order execution
|
| 151 | LeavesQty | LeavesQty | required | SYNOPSIS:
Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) – CumQty (4).
(Prior to FIX 4.2 this field was of type int)
|
| 14 | CumQty | CumQty | required | SYNOPSIS:
Total quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int)
|
| 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.
|
| 424 | DayOrderQty | DayOrdQty | optional | SYNOPSIS:
For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty – (CumQty (4) – DayCumQty (425))
|
| 425 | DayCumQty | DayCumQty | optional | SYNOPSIS:
Quantity on a GT order that has traded today.
|
| 426 | DayAvgPx | DayAvgPx | optional | SYNOPSIS:
The average price for quantity on a GT order that has traded today.
|
| 427 | GTBookingInst | GTBkngInst | optional | SYNOPSIS:
Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate
|
| 75 | TradeDate | TrdDt | optional | 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")
|
| 113 | ReportToExch | RptToExch | optional | SYNOPSIS:
Identifies party of trade responsible for exchange reporting.
|
| 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: |
| 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: |
| 1022 | YieldData | Yield | optional | SYNOPSIS:
The YieldData component block conveys yield information for a given Fixed Income security.
ELABORATION: |
| 381 | GrossTradeAmt | GrossTrdAmt | optional | 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.
|
| 258 | TradedFlatSwitch | TrddFlatSwitch | optional | SYNOPSIS:
Driver and part of trade in the event that the Security Master file was wrong at the point of entry
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 259 | BasisFeatureDate | BasisFeatureDt | optional | SYNOPSIS:
BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
|
| 260 | BasisFeaturePrice | BasisFeaturePx | optional | SYNOPSIS:
Price for BasisFeatureDate.
See BasisFeatureDate (259)
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 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.
|
| 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
|
| 21 | HandlInst | HandlInst | optional | SYNOPSIS:
Instructions for order handling on Broker trading floor
|
| 110 | MinQty | MinQty | optional | SYNOPSIS:
Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int)
|
| 111 | MaxFloor | MaxFloor | optional | SYNOPSIS:
Maximum quantity (e.g. 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)
|
| 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.
|
| 210 | MaxShow | MaxShow | optional | SYNOPSIS:
Maximum quantity (e.g. 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)
|
| 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).
|
| 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.
|
| 193 | SettlDate2 | SettlDt2 | optional | SYNOPSIS:
SettDate (64) of the future part of a F/X swap order.
|
| 192 | OrderQty2 | Qty2 | optional | SYNOPSIS:
OrderQty (38) of the future part of a F/X swap order.
|
| 641 | LastForwardPoints2 | LastFwdPnts2 | optional | SYNOPSIS:
F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value.
|
| 442 | MultiLegReportingType | MLEGRptTyp | optional | SYNOPSIS:
Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).
|
| 480 | CancellationRights | CxllationRights | optional | SYNOPSIS:
For CIV – A one character code identifying whether Cancellation rights/Cooling off period applies
|
| 481 | MoneyLaunderingStatus | MnyLaunderingStat | optional | SYNOPSIS:
A one character code identifying Money laundering status
|
| 513 | RegistID | RegistID | optional | SYNOPSIS:
Unique identifier of the registration details as assigned by institution or intermediary.
|
| 494 | Designation | Designation | optional | SYNOPSIS:
Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker’s nominee or street name.
|
| 483 | TransBkdTime | TransBkdTm | optional | SYNOPSIS:
For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.
|
| 515 | ExecValuationPoint | ExecValuationPoint | optional | SYNOPSIS:
For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.
|
| 484 | ExecPriceType | ExecPxTyp | optional | SYNOPSIS:
For CIV - Identifies how the execution price LastPx (3) was calculated from the fund unit/share price(s) calculated at the fund valuation point
|
| 485 | ExecPriceAdjustment | ExecPxAdjment | optional | SYNOPSIS:
For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)
|
| 638 | PriorityIndicator | PriInd | optional | SYNOPSIS:
Indicates if a Cancel/Replace has caused an order to lose book priority
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| 639 | PriceImprovement | PxImprvmnt | optional | SYNOPSIS:
Amount of price improvement.
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| 851 | LastLiquidityInd | LastLqdtyInd | optional | SYNOPSIS:
Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.
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| 2011 | ContAmtGrp | ContAmt | optional | SYNOPSIS: ELABORATION: |
| 2018 | InstrmtLegExecGrp | Exec | optional | SYNOPSIS: ELABORATION: |
| 797 | CopyMsgIndicator | CopyMsgInd | optional | SYNOPSIS:
Indicates whether or not this message is a drop copy of another message.
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| 2035 | MiscFeesGrp | MiscFees | optional | SYNOPSIS: ELABORATION: |
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |