| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 25 | Q | DkTrd |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.0 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 37 | OrderID | OrdID | required | 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.
|
| 198 | SecondaryOrderID | OrdID2 | optional | SYNOPSIS:
Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.
|
| 17 | ExecID | ExecID | required | SYNOPSIS:
Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)).
Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int).
|
| 127 | DKReason | DkRsn | required | SYNOPSIS:
Reason for execution rejection.
|
| 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: |
| 54 | Side | Side | required | SYNOPSIS:
Side of order (see Volume : "Glossary" for value definitions)
|
| 1011 | OrderQtyData | OrdQty | required | 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: |
| 32 | LastQty | LastQty | optional | SYNOPSIS:
Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int)
|
| 31 | LastPx | LastPx | optional | SYNOPSIS:
Price of this (last) fill.
|
| 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: |