| ID |
Name |
Abbr |
Presence |
Description |
| 299 | QuoteEntryID | EntryID |
required |
SYNOPSIS:
Uniquely identifies the quote as part of a QuoteSet.
|
| 1003 | Instrument | Instrmt | optional | 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:
|
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS:
ELABORATION:
|
| 132 | BidPx | BidPx |
optional |
SYNOPSIS:
Bid price/rate
|
| 133 | OfferPx | OfrPx |
optional |
SYNOPSIS:
Offer price/rate
|
| 134 | BidSize | BidSz |
optional |
SYNOPSIS:
Quantity of bid
(Prior to FIX 4.2 this field was of type int)
|
| 135 | OfferSize | OfrSz |
optional |
SYNOPSIS:
Quantity of offer
(Prior to FIX 4.2 this field was of type int)
|
| 62 | ValidUntilTime | ValidUntilTm |
optional |
SYNOPSIS:
Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 188 | BidSpotRate | BidSpotRt |
optional |
SYNOPSIS:
Bid F/X spot rate.
|
| 190 | OfferSpotRate | OfrSpotRt |
optional |
SYNOPSIS:
Offer F/X spot rate.
|
| 189 | BidForwardPoints | BidFwdPnts |
optional |
SYNOPSIS:
Bid F/X forward points added to spot rate. May be a negative value.
|
| 191 | OfferForwardPoints | OfrFwdPnts |
optional |
SYNOPSIS:
Offer F/X forward points added to spot rate. May be a negative value.
|
| 631 | MidPx | MidPx |
optional |
SYNOPSIS:
Mid price/rate
|
| 632 | BidYield | BidYld |
optional |
SYNOPSIS:
Bid yield
|
| 633 | MidYield | MidYld |
optional |
SYNOPSIS:
Mid yield
|
| 634 | OfferYield | OfrYld |
optional |
SYNOPSIS:
Offer yield
|
| 60 | TransactTime | TxnTm |
optional |
SYNOPSIS:
Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 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.
|
| 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)
|
| 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)
|
| 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.
|
| 642 | BidForwardPoints2 | BidFwdPnts2 |
optional |
SYNOPSIS:
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.
|
| 643 | OfferForwardPoints2 | OfrFwdPnts2 |
optional |
SYNOPSIS:
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.
|
| 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.
|