| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 53 | t | CrssOrdCxlRplcReq |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.3 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 37 | OrderID | OrdID | optional | SYNOPSIS:
Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
|
| 2422 | OrderRequestID | OrdReqID | optional | SYNOPSIS:
Unique message identifier for an order request as assigned by the submitter of the request.
|
| 548 | CrossID | CrssID | required | SYNOPSIS:
Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.
|
| 551 | OrigCrossID | OrigCrssID | required | SYNOPSIS:
CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests.
|
| 961 | HostCrossID | HstCxID | optional | SYNOPSIS:
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order.
|
| 549 | CrossType | CrssTyp | required | SYNOPSIS:
Type of cross being submitted to a market
|
| 550 | CrossPrioritization | CrssPriortstn | required | SYNOPSIS:
Indicates if one side or the other of a cross order should be prioritized.
The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).
|
| 1031 | RootParties | Pty | optional | SYNOPSIS:
The RootParties component block is a version of the Parties component block used to provide root information regarding the owning and entering parties of a transaction.
ELABORATION: |
| 2059 | SideCrossOrdModGrp | SideCrossMod | required | SYNOPSIS: ELABORATION: |
| 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: |
| 2066 | UndInstrmtGrp | Undly | optional | SYNOPSIS: ELABORATION: |
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: 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.
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)
|
| 21 | HandlInst | HandlInst | optional | SYNOPSIS:
Instructions for order handling on Broker trading floor
|
| 18 | ExecInst | ExecInst | optional | SYNOPSIS:
Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
|
| 110 | MinQty | MinQty | optional | SYNOPSIS:
Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int)
|
| 1822 | MinQtyMethod | MinQtyMeth | optional | SYNOPSIS:
Indicates how the minimum quantity should be applied when executing the order.
|
| 1089 | MatchIncrement | MtchInc | optional | SYNOPSIS:
Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement.
|
| 1090 | MaxPriceLevels | MxPxLvls | optional | SYNOPSIS:
Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit.
|
| 1029 | DisplayInstruction | DsplyInstr | optional | SYNOPSIS:
The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market.
ELABORATION: |
| 111 | MaxFloor | MaxFloor | optional | SYNOPSIS:
The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.
|
| 1300 | MarketSegmentID | MktSegID | optional | SYNOPSIS:
Identifies the market segment
|
| 100 | ExDestination | ExDest | optional | SYNOPSIS:
Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C"
|
| 1133 | ExDestinationIDSource | ExDestIDSrc | optional | SYNOPSIS:
The ID source of ExDestination
|
| 2064 | TrdgSesGrp | TrdSes | optional | SYNOPSIS: ELABORATION: |
| 81 | ProcessCode | ProcCode | optional | SYNOPSIS:
Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
|
| 140 | PrevClosePx | PrevClsPx | optional | SYNOPSIS:
Previous closing price of security.
|
| 114 | LocateReqd | LocReqd | optional | SYNOPSIS:
Indicates whether the broker is to locate the stock in conjunction with a short sell order.
|
| 60 | TransactTime | TxnTm | required | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 483 | TransBkdTime | TransBkdTm | optional | SYNOPSIS:
For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.
For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission.
|
| 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: |
| 40 | OrdType | OrdTyp | required | SYNOPSIS:
Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
|
| 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. |
| 44 | Price | Px | optional | SYNOPSIS:
Price per unit of quantity (e.g. per share)
|
| 1092 | PriceProtectionScope | PxPrtScp | optional | SYNOPSIS:
Defines the type of price protection the customer requires on their order.
|
| 99 | StopPx | StopPx | optional | SYNOPSIS:
Price per unit of quantity (e.g. per share)
|
| 1030 | TriggeringInstruction | TrgrInstr | optional | SYNOPSIS:
The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered.
ELABORATION: |
| 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: |
| 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.
|
| 376 | ComplianceID | ComplianceID | optional | SYNOPSIS:
ID used to represent this transaction for compliance purposes (e.g. OATS reporting).
|
| 23 | IOIID | IOIID | optional | SYNOPSIS:
Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int)
|
| 117 | QuoteID | QID | optional | SYNOPSIS:
Unique identifier for quote
|
| 59 | TimeInForce | TmInForce | optional | SYNOPSIS:
Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.
|
| 168 | EffectiveTime | EfctvTm | optional | SYNOPSIS:
Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 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
|
| 126 | ExpireTime | ExpireTm | optional | SYNOPSIS:
Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
The meaning of expiration is specific to the context where the field is used.
For orders, this is the expiration time of a Good Til Date TimeInForce.
For Quotes - this is the expiration of the quote.
Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.
For collateral requests, this is the time by which collateral must be assigned.
For collateral assignments, this is the time by which a response to the assignment is expected.
For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction.
|
| 427 | GTBookingInst | GTBkngInst | optional | SYNOPSIS:
Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.
|
| 1629 | ExposureDuration | ExpsreDur | optional | SYNOPSIS:
This is the time in seconds of a "Good for Time" (GFT) TimeInForce.
Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired).
Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours).
For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire).
|
| 1916 | ExposureDurationUnit | ExpsreDurUnit | optional | SYNOPSIS:
Time unit in which the ExposureDuration(1629) is expressed.
|
| 1815 | TradingCapacity | TrdgCpcty | optional | SYNOPSIS:
Designates the capacity in which the order is submitted for trading by the market participant.
|
| 210 | MaxShow | MaxShow | optional | SYNOPSIS:
Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int)
|
| 1013 | PegInstructions | PegInstr | optional | SYNOPSIS:
The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.
ELABORATION: |
| 1001 | DiscretionInstructions | DiscInstr | optional | SYNOPSIS:
The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price.
ELABORATION: |
| 847 | TargetStrategy | TgtStrategy | optional | SYNOPSIS:
The target strategy of the order
1000+ = Reserved and available for bi-laterally agreed upon user defined values
|
| 2086 | StrategyParametersGrp | StrtPrmGrp | optional | SYNOPSIS: ELABORATION: |
| 848 | TargetStrategyParameters | TgtStrategyParameters | optional | SYNOPSIS:
Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties
|
| 849 | ParticipationRate | ParticipationRt | optional | SYNOPSIS:
For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume)
|
| 480 | CancellationRights | CxllationRights | optional | SYNOPSIS:
For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies.
|
| 481 | MoneyLaunderingStatus | MnyLaunderingStat | optional | SYNOPSIS:
A one character code identifying Money laundering status.
|
| 513 | RegistID | RegistID | optional | SYNOPSIS:
Unique identifier of the registration details as assigned by institution or intermediary.
|
| 494 | Designation | Designation | optional | SYNOPSIS:
Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name.
|
| 1685 | ThrottleInst | ThrttlInst | optional | SYNOPSIS:
Describes action recipient should take if a throttle limit were exceeded.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |