Code Set TradeConditionCodeSet Scenario base

SYNOPSIS: Type of market data entry.

ID Datatype
277MultipleStringValue

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
277001CashASYNOPSIS: Cash (only) Market
FIX.4.2
277002AveragePriceTradeBSYNOPSIS: Average Price Trade
FIX.4.2
277003CashTradeCSYNOPSIS: Cash Trade (same day clearing)
FIX.4.2
277004NextDayDSYNOPSIS: Next Day (only)Market
FIX.4.2
277005OpeningESYNOPSIS: Opening/Reopening Trade Detail
FIX.4.2
277006IntradayTradeDetailFSYNOPSIS: Intraday Trade Detail
FIX.4.2
277007Rule127TradeGSYNOPSIS: Rule 127 Trade (NYSE)
FIX.4.2
277008Rule155TradeHSYNOPSIS: Rule 155 Trade (AMEX)
FIX.4.2
277009SoldLastISYNOPSIS: Sold Last (late reporting)
FIX.4.2
277010NextDayTradeJSYNOPSIS: Next Day Trade (next day clearing)
FIX.4.2
277011OpenedKSYNOPSIS: Opened (late report of opened trade)
FIX.4.2
277012SellerLSYNOPSIS: Seller
FIX.4.2
277013SoldMSYNOPSIS: Sold (out of sequence)
FIX.4.2
277014StoppedStockNSYNOPSIS: Stopped Stock (guarantee of price but does not execute the order)
FIX.4.2
277015ImbalanceMoreBuyersPSYNOPSIS: Imbalance More Buyers (cannot be used in combination with Q)
FIX.4.3
277016ImbalanceMoreSellersQSYNOPSIS: Imbalance More Sellers (cannot be used in combination with P)
FIX.4.3
277017OpeningPriceRSYNOPSIS: Opening Price
FIX.4.3
277018BargainConditionSSYNOPSIS: Bargain Condition (LSE)
FIX.4.47
277019ConvertedPriceIndicatorTSYNOPSIS: Converted Price Indicator
FIX.4.47
277020ExchangeLastUSYNOPSIS: Exchange Last
FIX.4.47
277021FinalPriceOfSessionVSYNOPSIS: Final Price of Session
FIX.4.47
277022ExPitWSYNOPSIS: Ex-pit
FIX.4.47
277023CrossedXSYNOPSIS: Crossed
FIX.4.47
277024TradesResultingFromManualYSYNOPSIS: Trades resulting from manual/slow quote
FIX.4.46
277025TradesResultingFromIntermarketSweepZSYNOPSIS: Trades resulting from intermarket sweep
FIX.4.46
277026VolumeOnlyaSYNOPSIS: Volume Only
FIX.4.47
277027DirectPlusbSYNOPSIS: Direct Plus
FIX.4.47
277028AcquisitioncSYNOPSIS: Acquisition
FIX.4.47
277029BuncheddSYNOPSIS: Bunched
FIX.4.47
277030DistributioneSYNOPSIS: Distribution
FIX.4.47
277031BunchedSalefSYNOPSIS: Bunched Sale
FIX.4.47
277032SplitTradegSYNOPSIS: Split Trade
FIX.4.47
277033CancelStoppedhSYNOPSIS: Cancel Stopped
FIX.4.47
277034CancelETHiSYNOPSIS: Cancel ETH
FIX.4.47
277035CancelStoppedETHjSYNOPSIS: Cancel Stopped ETH
FIX.4.47
277036OutOfSequenceETHkSYNOPSIS: Out of Sequence ETH
FIX.4.47
277037CancelLastETHlSYNOPSIS: Cancel Last ETH
FIX.4.47
277038SoldLastSaleETHmSYNOPSIS: Sold Last Sale ETH
FIX.4.47
277039CancelLastnSYNOPSIS: Cancel Last
FIX.4.47
277040SoldLastSaleoSYNOPSIS: Sold Last Sale
FIX.4.47
277041CancelOpenpSYNOPSIS: Cancel Open
FIX.4.47
277042CancelOpenETHqSYNOPSIS: Cancel Open ETH
FIX.4.47
277043OpenedSaleETHrSYNOPSIS: Opened Sale ETH
FIX.4.47
277044CancelOnlysSYNOPSIS: Cancel Only
FIX.4.47
277045CancelOnlyETHtSYNOPSIS: Cancel Only ETH
FIX.4.47
277046LateOpenETHuSYNOPSIS: Late Open ETH
FIX.4.47
277047AutoExecutionETHvSYNOPSIS: Auto Execution ETH
FIX.4.47
277048ReopenwSYNOPSIS: Reopen
FIX.4.47
277049ReopenETHxSYNOPSIS: Reopen ETH
FIX.4.47
277050AdjustedySYNOPSIS: Adjusted
FIX.4.47
277051AdjustedETHzSYNOPSIS: Adjusted ETH
FIX.4.47
277052SpreadAASYNOPSIS: Spread
FIX.4.47
277053SpreadETHABSYNOPSIS: Spread ETH
FIX.4.47
277054StraddleACSYNOPSIS: Straddle
FIX.4.47
277055StraddleETHADSYNOPSIS: Straddle ETH
FIX.4.47
277056StoppedAESYNOPSIS: Stopped
FIX.4.47
277057StoppedETHAFSYNOPSIS: Stopped ETH
FIX.4.47
277058RegularETHAGSYNOPSIS: Regular ETH
FIX.4.47
277059ComboAHSYNOPSIS: Combo
FIX.4.47
277060ComboETHAISYNOPSIS: Combo ETH
FIX.4.47
277061OfficialClosingPriceAJSYNOPSIS: Official Closing Price
FIX.4.47
277062PriorReferencePriceAKSYNOPSIS: Prior Reference Price
FIX.4.47
277063Cancel0SYNOPSIS: Cancel
FIX.4.47
277064StoppedSoldLastALSYNOPSIS: Stopped Sold Last
FIX.4.47
277065StoppedOutOfSequenceAMSYNOPSIS: Stopped Out of Sequence
FIX.4.47
277066OfficalClosingPriceANSYNOPSIS: Offical Closing Price (duplicate enumeration - use 'AJ' instead)
FIX.4.47
277067CrossedOldAOSYNOPSIS: Crossed (duplicate enumeration - use 'X' instead)
FIX.4.47
277068FastMarketAPSYNOPSIS: Fast Market
FIX.4.47
277069AutomaticExecutionAQSYNOPSIS: Automatic Execution
FIX.4.47
277070FormTARSYNOPSIS: Form T
FIX.4.47
277071BasketIndexASSYNOPSIS: Basket Index
FIX.4.47
277072BurstBasketATSYNOPSIS: Burst Basket
FIX.4.47
277073TradeThroughExemptAUSYNOPSIS: Trade through exempt
ELABORATION: Trade ignored prices on away markets.
FIX.5.0SP2190
277074QuoteSpreadAVSYNOPSIS: Quote spread
FIX.5.047FIX.5.0SP2190
277075LastAuctionPriceAWSYNOPSIS: Last auction price
ELABORATION: Trade represents outcome of last auction
FIX.5.0SP2190
277076HighPriceAXSYNOPSIS: High price
ELABORATION: Trade establishes new high price for the session
FIX.5.0SP2190
277077LowPriceAYSYNOPSIS: Low price
ELABORATION: Trade establishes new low price for the session
FIX.5.0SP2190
277078SystematicInternaliserAZSYNOPSIS: Systematic Internaliser (SI)
ELABORATION: Trade conducted by Systematic Internaliser (SI).
FIX.5.0SP2190FIX.5.0SP2228
277079AwayMarketBASYNOPSIS: Away market
ELABORATION: Trade conducted on away market
FIX.5.0SP2190
277080MidpointPriceBBSYNOPSIS: Mid-point price
ELABORATION: Trade represents current midpoint price
FIX.5.0SP2190
277081TradedBeforeIssueDateBCSYNOPSIS: Traded before issue date
ELABORATION: Trade conducted during subscription phase of new issue
FIX.5.0SP2190
277082PreviousClosingPriceBDSYNOPSIS: Previous closing price
ELABORATION: Trade represents closing price of previous business day
FIX.5.0SP2190
277083NationalBestBidOfferBESYNOPSIS: National Best Bid and Offer
ELABORATION: Trade price within National Best Bid and Offer (NBBO)
FIX.5.0SP2190
277084ImpliedTrade1SYNOPSIS: Implied Trade
FIX.4.47
277085MarketplaceEnteredTrade2SYNOPSIS: Marketplace entered trade
FIX.4.47
277086MultiAssetClassMultilegTrade3SYNOPSIS: Multi-asset class multileg trade
FIX.4.47FIX.5.0SP2204
277087MultilegToMultilegTrade4SYNOPSIS: Multileg-to-Multileg Trade
FIX.4.47
277088ShortSaleMinPrice5SYNOPSIS: Short Sale Minimum Price
FIX.5.0SP2123
277089Benchmark6SYNOPSIS: Benchmark
ELABORATION: Market Model Typology (MMT) terminology: The "benchmark" price depends on a benchmark which has no current price but derived from a time series such as a VWAP.
FIX.5.0SP2163FIX.Latest268