| 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.
|
| 11 | ClOrdID | ClOrdID |
required |
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.
|
| 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.
|
| 41 | OrigClOrdID | 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.
|
| 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.
|
| 586 | OrigOrdModTime | OrigOrdModTm |
optional |
SYNOPSIS:
The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order.
The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued.
This is provided to support markets similar to Eurex and A/C/E.
|
| 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.
|
| 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
|
| 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)
|
| 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")
|
| 434 | CxlRejResponseTo | CxlRejRspTo |
required |
SYNOPSIS:
Identifies the type of request that a Cancel Reject is in response to
|
| 102 | CxlRejReason | CxlRejRsn |
optional |
SYNOPSIS:
Code to identify reason for cancel rejection
|
| 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.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION:
|