| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 106 | BU | MktDef |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0 | FIX.5.0SP2 | 195 |
| 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: |
| 1394 | MarketReportID | MktRptID | required | SYNOPSIS:
Market Definition message identifier.
|
| 1393 | MarketReqID | MktReqID | optional | SYNOPSIS:
Unique ID of a Market Definition Request message.
|
| 1301 | MarketID | MktID | required | SYNOPSIS:
Identifies the market
|
| 1300 | MarketSegmentID | MktSegID | optional | SYNOPSIS:
Identifies the market segment
|
| 1396 | MarketSegmentDesc | MarketSegmentDesc | optional | SYNOPSIS:
Description or name of Market Segment
|
| 1397 | EncodedMktSegmDescLen | EncodedMktSegmDescLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field.
|
| 1398 | EncodedMktSegmDesc | EncodedMktSegmDesc | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field.
|
| 1325 | ParentMktSegmID | ParentMktSegmID | optional | SYNOPSIS:
Reference to a parent Market Segment. See MarketSegmentID(1300)
|
| 2542 | MarketSegmentStatus | MktSegStat | optional | SYNOPSIS:
Status of market segment.
|
| 2543 | MarketSegmentType | MktSegTyp | optional | SYNOPSIS:
Used to classify the type of market segment.
|
| 2544 | MarketSegmentSubType | MktSegSubTyp | optional | SYNOPSIS:
Used to further categorize market segments within a MarketSegmentType(2543).
|
| 2178 | InstrumentScopeGrp | InstrmtScope | optional | SYNOPSIS:
Repeating group of InstrumentScope Components. Used to specify the instruments to which a request applies.
ELABORATION: |
| 2257 | RelatedMarketSegmentGrp | ReltdMktSeg | optional | SYNOPSIS:
This component is used to identify market segments that are related to each other for a business purpose. This component should not be used in lieu of available explicit FIX fields that denote specific relationships (e.g. ParentMktSegmID(1325) for parent market segments), but rather should be used when no such fields exist.
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.
|
| 2131 | BaseTradingRules | BaseTrdgRules | optional | SYNOPSIS:
Trading rules that are applicable to a market, market segment or individual security independent of a trading session.
ELABORATION: |
| 2128 | OrdTypeRules | OrdTypRules | optional | SYNOPSIS: ELABORATION: |
| 2127 | TimeInForceRules | TmInForceRules | optional | SYNOPSIS: ELABORATION: |
| 2126 | ExecInstRules | ExecInstRules | optional | SYNOPSIS: ELABORATION: |
| 2253 | AuctionTypeRuleGrp | AuctTypRule | optional | SYNOPSIS:
The AuctionTypeRuleGrp component is used to specify the auction rule applicable for a given product group or complex, for example.
ELABORATION: |
| 2123 | MarketDataFeedTypes | MDFeedTyps | optional | SYNOPSIS:
The MarketDataFeedTypes component is used to specify the different available feed types and sub-types, and additional market data feed related attributes, such as the market depth of the specified feed type.
ELABORATION: |
| 2125 | MatchRules | MtchRules | optional | SYNOPSIS:
The MatchRules component is used to specify the details of order matching rules for specified product group or complex.
ELABORATION: |
| 2254 | FlexProductEligibilityGrp | FlexProdElig | optional | SYNOPSIS:
The FlexProductEligibilityGrp component is used to specify whether securities within a product group or complex are eligible for creating flexible securities.
ELABORATION: |
| 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: |
| 2035 | MiscFeesGrp | MiscFees | optional | SYNOPSIS:
The MiscFeesGrp component is used to provide details of trade and transaction fees other than commissions, e.g. regulatory, exchange, taxes, levies, markup, trade reporting, etc. In the context of ESMA RTS 27 Best Execution Reporting, it may also be used to collect and publish the nature and level of current venue fees, rebates and payouts. Use MiscFeeQualifier(2712) to communicate whether the fee affects trade economics.
ELABORATION: MiscFeesGrp should be used to convey fees related to the transaction (e.g. taxes, transaction based fees, etc.) and should not be used to specify payments based on the price or terms of the contract (e.g. upfront fee, premium amount, security lending fee, contract-based rebates, related fee resets, payment frequency, etc.). For contractual payments use the PaymentGrp component instead. |
| 2400 | EffectiveBusinessDate | EfctvBizDt | optional | SYNOPSIS:
Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific.
|
| 60 | TransactTime | TxnTm | optional | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 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: |