| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 19 | J | AllocInstrctn |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.2.7 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 70 | AllocID | AllocID | required | SYNOPSIS:
Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int)
|
| 2758 | AllocRequestID | ReqID | optional | SYNOPSIS:
Unique identifier for the request message.
|
| 71 | AllocTransType | TransTyp | required | SYNOPSIS:
Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
|
| 626 | AllocType | AllocType | required | SYNOPSIS:
Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated")
(see Volume : "Glossary" for value definitions)
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
|
| 793 | SecondaryAllocID | AllocID2 | optional | SYNOPSIS:
Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).
|
| 72 | RefAllocID | RefAllocID | optional | SYNOPSIS:
Reference identifier to be used with AllocTransType (71) = Replace or Cancel.
(Prior to FIX 4.1 this field was of type int)
|
| 796 | AllocCancReplaceReason | CxlRplcRsn | optional | SYNOPSIS:
Reason for cancelling or replacing an Allocation Instruction or Allocation Report message
|
| 808 | AllocIntermedReqType | IntermedReqTyp | optional | SYNOPSIS:
Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"
|
| 196 | AllocLinkID | LinkID | optional | SYNOPSIS:
Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique.
|
| 197 | AllocLinkType | LinkTyp | optional | SYNOPSIS:
Identifies the type of Allocation linkage when AllocLinkID (96) is used.
|
| 1730 | AllocGroupID | GrpID | optional | SYNOPSIS:
Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price.
|
| 1728 | FirmGroupID | FirmGrpID | optional | SYNOPSIS:
Firm assigned group allocation entity identifier.
|
| 466 | BookingRefID | BkngRefID | optional | SYNOPSIS:
Common reference passed to a post-trade booking process (e.g. industry matching utility).
|
| 857 | AllocNoOrdersType | NoOrdsTyp | optional | SYNOPSIS:
Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly.
|
| 2036 | OrdAllocGrp | OrdAlloc | optional | SYNOPSIS: ELABORATION: |
| 2014 | ExecAllocGrp | AllExc | optional | SYNOPSIS: ELABORATION: |
| 570 | PreviouslyReported | PrevlyRpted | optional | SYNOPSIS:
Indicates if the transaction was previously reported to the counterparty or market.
|
| 700 | ReversalIndicator | ReversalInd | optional | SYNOPSIS:
Indicates a trade that reverses a previous trade.
|
| 574 | MatchType | MtchTyp | optional | SYNOPSIS:
The point in the matching process at which this trade was matched.
|
| 54 | Side | Side | required | SYNOPSIS:
Side of order (see Volume : "Glossary" for value definitions)
|
| 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: |
| 1004 | InstrumentExtension | InstrmtExt | optional | SYNOPSIS:
The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.
ELABORATION: |
| 1002 | FinancingDetails | FinDetls | optional | SYNOPSIS:
Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) 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: |
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 53 | Quantity | Qty | required | SYNOPSIS:
Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int)
|
| 854 | QtyType | QtyTyp | optional | SYNOPSIS:
Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
|
| 30 | LastMkt | LastMkt | optional | SYNOPSIS:
Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C"
ELABORATION: In the context of ESMA RTS 1 Annex I, Table 3, Field 6 "Venue of Execution" it is required that the "venue where the transaction was executed" be identified using ISO 10383 (MIC). Additionally, ESMA requires the use of "MIC code 'XOFF' for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is not executed on a trading venue, systematic internaliser or organized trading platform outside of the Union. Use 'SINT' for financial instruments admitted to trading or traded on a trading venue, where the transaction is executed on a systematic internaliser." |
| 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)
|
| 336 | TradingSessionID | SesID | optional | SYNOPSIS:
Identifier for a trading session.
A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.
To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).
Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.
|
| 625 | TradingSessionSubID | SesSub | optional | SYNOPSIS:
Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility
|
| 423 | PriceType | PxTyp | optional | SYNOPSIS:
Code to represent the price type.
ELABORATION: For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. |
| 1074 | PriceQualifierGrp | PxQual | optional | SYNOPSIS:
The PriceQualifierGrp component clarifies the composition of the price when standard market practice for the security calls for a price that is atypical when traded in other markets, or when a price can be expressed in more than one way.
ELABORATION: |
| 6 | AvgPx | AvgPx | optional | SYNOPSIS:
Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.
|
| 860 | AvgParPx | AvgParPx | optional | SYNOPSIS:
Used to express average price as percent of par (used where AvgPx field is expressed in some other way)
|
| 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: |
| 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.
|
| 74 | AvgPxPrecision | AvgPxPrcsn | optional | SYNOPSIS:
Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.
|
| 2795 | OffshoreIndicator | OffshrInd | optional | SYNOPSIS:
Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate.
|
| 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: |
| 75 | TradeDate | TrdDt | required | SYNOPSIS:
Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).
|
| 60 | TransactTime | TxnTm | optional | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 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.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
|
| 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)
|
| 775 | BookingType | BkngTyp | optional | SYNOPSIS:
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).
|
| 381 | GrossTradeAmt | GrossTrdAmt | optional | SYNOPSIS:
Total amount traded expressed in units of currency - usually quantity * price. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size).
|
| 238 | Concession | Concession | optional | SYNOPSIS:
Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 237 | TotalTakedown | TotTakedown | optional | SYNOPSIS:
The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 118 | NetMoney | NetMny | optional | SYNOPSIS:
Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.
|
| 77 | PositionEffect | PosEfct | optional | SYNOPSIS:
Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
|
| 754 | AutoAcceptIndicator | AutoAcceptInd | optional | SYNOPSIS:
Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.
|
| 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(58) field.
|
| 157 | NumDaysInterest | NumDaysInt | optional | SYNOPSIS:
Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.
|
| 158 | AccruedInterestRate | AcrdIntRt | optional | SYNOPSIS:
The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.
|
| 159 | AccruedInterestAmt | AcrdIntAmt | optional | SYNOPSIS:
Amount of Accrued Interest for convertible bonds and fixed income
|
| 540 | TotalAccruedInterestAmt | TotAcrdIntAmt | optional | SYNOPSIS:
Total Amount of Accrued Interest for convertible bonds and fixed income
|
| 738 | InterestAtMaturity | IntAtMat | optional | SYNOPSIS:
Amount of interest (i.e. lump-sum) at maturity.
|
| 920 | EndAccruedInterestAmt | EndAcrdIntAmt | optional | SYNOPSIS:
Accrued Interest Amount applicable to a financing transaction on the End Date.
|
| 921 | StartCash | StartCsh | optional | SYNOPSIS:
Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.
|
| 922 | EndCash | EndCsh | optional | SYNOPSIS:
Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.
|
| 650 | LegalConfirm | LegalCnfm | optional | SYNOPSIS:
Indicates that this message is to serve as the final and legal confirmation.
|
| 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: |
| 1022 | YieldData | Yield | optional | SYNOPSIS:
The YieldData component block conveys yield information for a given Fixed Income security.
ELABORATION: |
| 2220 | RegulatoryTradeIDGrp | RegTrdID | optional | SYNOPSIS:
The RegulatoryTradeIDGrp is a repeating component within the TradeCaptureReport message used to report the source, value and relationship of multiple identifiers for the same trade or position.
This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) in the US or the Unique Trade Identifier (UTI) in Europe and Canada are required to be reported, showing the chaining of these identifiers as needed.
ELABORATION: |
| 1014 | PositionAmountData | Amt | optional | SYNOPSIS:
The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position.
ELABORATION: |
| 892 | TotNoAllocs | TotNoAllocs | optional | SYNOPSIS:
Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation.
|
| 893 | LastFragment | LastFragment | optional | SYNOPSIS:
Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
|
| 2003 | AllocGrp | Alloc | optional | SYNOPSIS:
This repeating group is optionally used for messages with AllocStatus(87) = 2 (account level reject), AllocStatus(87) = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus(87) has any other value.
ELABORATION: |
| 819 | AvgPxIndicator | AvgPxInd | optional | SYNOPSIS:
Average pricing indicator.
|
| 1731 | AvgPxGroupID | AvgPxGrpID | optional | SYNOPSIS:
Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group.
|
| 715 | ClearingBusinessDate | BizDt | optional | SYNOPSIS:
The business date for which the trade is expected to be cleared.
|
| 828 | TrdType | TrdTyp | optional | SYNOPSIS:
Type of trade assigned to a trade.
ELABORATION: Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. |
| 829 | TrdSubType | TrdSubTyp | optional | SYNOPSIS:
Further qualification to the trade type
|
| 855 | SecondaryTrdType | TrdTyp2 | optional | SYNOPSIS:
Type of trade assigned to a trade. Used in addition to TrdType(828). Must not be used when only one trade type needs to be assigned.
|
| 1937 | TradeContinuation | TrdContntn | optional | SYNOPSIS:
Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.
|
| 2374 | TradeContinuationText | TrdContntnTxt | optional | SYNOPSIS:
Free form text to specify additional trade continuation information or data.
|
| 2372 | EncodedTradeContinuationTextLen | EncTrdContntnTextLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field.
|
| 2371 | EncodedTradeContinuationText | EncTrdContntnText | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field.
|
| 582 | CustOrderCapacity | CustCpcty | optional | SYNOPSIS:
Capacity of customer placing the order.
ELABORATION: Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. |
| 578 | TradeInputSource | InptSrc | optional | SYNOPSIS:
Type of input device or system from which the trade was entered.
|
| 442 | MultiLegReportingType | MLegRptTyp | optional | SYNOPSIS:
Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported.
|
| 1011 | MessageEventSource | MsgEvtSrc | optional | SYNOPSIS:
Used to identify the event or source which gave rise to a message.
Valid values will be based on an exchange's implementation.
Example values are:
"MQM" (originated at Firm Back Office)
"Clear" (originated in Clearing System)
"Reg" (static data generated via Register request)
|
| 991 | RndPx | RndPx | optional | SYNOPSIS:
Specifies average price rounded to quoted precision.
|
| 1062 | RateSource | RtSrc | optional | SYNOPSIS: ELABORATION: |
| 1430 | VenueType | VenuTyp | optional | SYNOPSIS:
Identifies the type of venue where a trade was executed
|
| 2334 | RefRiskLimitCheckID | RefRiskLmtChkID | optional | SYNOPSIS:
The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request.
|
| 2335 | RefRiskLimitCheckIDType | RefRiskLmtChkIDTyp | optional | SYNOPSIS:
Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field.
|
| 2343 | RiskLimitCheckStatus | RiskLmtChkStat | optional | SYNOPSIS:
Indicates the status of the risk limit check performed on a trade.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |