| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 52 | s | NewOrdCrss |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.3 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | Hdr | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 548 | CrossID | CrssID | required | 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.
|
| 549 | CrossType | CrssTyp | required | SYNOPSIS:
Type of cross being submitted to a market
|
| 550 | CrossPrioritization | CrssPriortstn | required | SYNOPSIS:
Indicates if one side or the other of a cross order should be prioritized.
The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).
|
| 2059 | SideCrossOrdModGrp | SideCrossMod | required | SYNOPSIS: 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: |
| 2066 | UndInstrmtGrp | Undly | optional | SYNOPSIS: ELABORATION: |
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 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)
|
| 21 | HandlInst | HandlInst | optional | SYNOPSIS:
Instructions for order handling on Broker trading floor
|
| 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.
|
| 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)
|
| 100 | ExDestination | ExDest | optional | SYNOPSIS:
Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C"
|
| 2064 | TrdgSesGrp | TrdSes | optional | SYNOPSIS: ELABORATION: |
| 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.
|
| 140 | PrevClosePx | PrevClsPx | optional | SYNOPSIS:
Previous closing price of security.
|
| 114 | LocateReqd | LocReqd | optional | SYNOPSIS:
Indicates whether the broker is to locate the stock in conjunction with a short sell order.
|
| 60 | TransactTime | TxnTm | required | SYNOPSIS:
Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 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: |
| 40 | OrdType | OrdTyp | required | 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)
|
| 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: |
| 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).
|
| 23 | IOIID | IOIID | optional | SYNOPSIS:
Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int)
|
| 117 | QuoteID | QID | optional | SYNOPSIS:
Unique identifier for quote
|
| 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.
|
| 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
|
| 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)
|
| 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: |
| 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)
|
| 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.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |