| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 27 | S | Quot |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.0 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | Hdr | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 131 | QuoteReqID | ReqID | optional | SYNOPSIS:
Unique identifier for quote request
|
| 117 | QuoteID | QID | required | SYNOPSIS:
Unique identifier for quote
|
| 693 | QuoteRespID | RspID | optional | SYNOPSIS:
Message reference for Quote Response
|
| 537 | QuoteType | Typ | optional | SYNOPSIS:
Identifies the type of quote.
An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade.
A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market.
A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order.
A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage.
|
| 2044 | QuotQualGrp | QuotQual | optional | SYNOPSIS: ELABORATION: |
| 301 | QuoteResponseLevel | RspLvl | optional | SYNOPSIS:
Level of Response requested from receiver of quote messages.
|
| 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: |
| 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.
|
| 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 | optional | SYNOPSIS:
Side of order
|
| 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: |
| 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)
|
| 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.
|
| 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.
|
| 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: |
| 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
|
| 2027 | LegQuotGrp | Quot | optional | SYNOPSIS: ELABORATION: |
| 132 | BidPx | BidPx | optional | SYNOPSIS:
Bid price/rate
|
| 133 | OfferPx | OfrPx | optional | SYNOPSIS:
Offer price/rate
|
| 645 | MktBidPx | MktBidPx | optional | SYNOPSIS:
Used to indicate the best bid in a market
|
| 646 | MktOfferPx | MktOfrPx | optional | SYNOPSIS:
Used to indicate the best offer in a market
|
| 647 | MinBidSize | MinBidSz | optional | SYNOPSIS:
Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size
|
| 134 | BidSize | BidSz | optional | SYNOPSIS:
Quantity of bid
(Prior to FIX 4.2 this field was of type int)
|
| 648 | MinOfferSize | MinOfrSz | optional | SYNOPSIS:
Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size.
|
| 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")
|
| 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)
|
| 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.
|
| 656 | SettlCurrBidFxRate | SettlCurrBidFxRt | optional | SYNOPSIS:
Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)
|
| 657 | SettlCurrOfferFxRate | SettlCurrOfrFxRt | optional | SYNOPSIS:
Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)
|
| 156 | SettlCurrFxRateCalc | SettlCurrFxRtCalc | optional | SYNOPSIS:
Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided
|
| 13 | CommType | CommTyp | optional | SYNOPSIS:
Commission type
|
| 12 | Commission | Comm | optional | SYNOPSIS:
Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05.
|
| 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).
|
| 100 | ExDestination | ExDest | optional | SYNOPSIS:
Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C"
|
| 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)
|
| 423 | PriceType | PxTyp | optional | SYNOPSIS:
Code to represent the price type
|
| 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: |
| 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: |