| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 82 | AW | AsgnRpt |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.4 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 1057 | ApplicationSequenceControl | ApplSeqCtrl | optional | SYNOPSIS:
The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block.
ELABORATION: |
| 833 | AsgnRptID | RptID | required | SYNOPSIS:
Unique identifier for the Assignment Report
|
| 710 | PosReqID | ReqID | optional | SYNOPSIS:
Unique identifier for the position maintenance request as assigned by the submitter
|
| 832 | TotNumAssignmentReports | TotNumAsgnRpts | optional | SYNOPSIS:
Total Number of Assignment Reports being returned to a firm
|
| 912 | LastRptRequested | LastRptReqed | optional | SYNOPSIS:
Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).
|
| 1012 | Parties | Pty | required | 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: |
| 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.
|
| 581 | AccountType | AcctTyp | optional | SYNOPSIS:
Type of account associated with an order
|
| 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: |
| 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.
|
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 2066 | UndInstrmtGrp | Undly | optional | SYNOPSIS: ELABORATION: |
| 1015 | PositionQty | Qty | optional | SYNOPSIS:
The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities.
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: |
| 834 | ThresholdAmount | ThresholdAmt | optional | SYNOPSIS:
Amount that a position has to be in the money before it is exercised.
|
| 730 | SettlPrice | SetPx | optional | SYNOPSIS:
Settlement price
|
| 731 | SettlPriceType | SetPxTyp | optional | SYNOPSIS:
Type of settlement price
|
| 732 | UnderlyingSettlPrice | UndSetPx | optional | SYNOPSIS:
Underlying security's SettlPrice.
See SettlPrice (730) field for description
|
| 734 | PriorSettlPrice | PriSetPx | optional | SYNOPSIS:
Previous settlement price
|
| 1595 | PositionContingentPrice | CntgPx | optional | SYNOPSIS:
Risk adjusted price used to calculate variation margin on a position.
|
| 432 | ExpireDate | ExpireDt | optional | SYNOPSIS:
Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices
|
| 744 | AssignmentMethod | AsgnMeth | optional | SYNOPSIS:
Method by which short positions are assigned to an exercise notice during exercise and assignment processing
|
| 745 | AssignmentUnit | Unit | optional | SYNOPSIS:
Quantity Increment used in performing assignment.
|
| 746 | OpenInterest | OpenInt | optional | SYNOPSIS:
Open interest that was eligible for assignment.
|
| 747 | ExerciseMethod | ExrMethod | optional | SYNOPSIS:
Exercise Method used to in performing assignment.
|
| 716 | SettlSessID | SetSesID | optional | SYNOPSIS:
Identifies a specific settlement session
|
| 717 | SettlSessSubID | SetSesSub | optional | SYNOPSIS:
SubID value associated with SettlSessID(716)
|
| 715 | ClearingBusinessDate | BizDt | required | SYNOPSIS:
The business date for which the trade is expected to be cleared.
|
| 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.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |