| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 17 | G | OrdCxlRplcReq |
| 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: |
| 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.
|
| 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: |
| 1063 | TargetParties | TgtPty | optional | SYNOPSIS: ELABORATION: |
| 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)
|
| 75 | TradeDate | TrdDt | optional | SYNOPSIS:
Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).
|
| 41 | OrigClOrdID | OrigClOrdID | optional | SYNOPSIS:
ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.
|
| 11 | ClOrdID | ClOrdID | required | SYNOPSIS:
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.
|
| 526 | SecondaryClOrdID | ClOrdID2 | optional | SYNOPSIS:
Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.
|
| 583 | ClOrdLinkID | ClOrdLinkID | optional | SYNOPSIS:
Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.
|
| 2829 | DuplicateClOrdIDIndicator | DupClOrdIDInd | optional | SYNOPSIS:
Used to indicate that a ClOrdID(11) value is an intentional duplicate of a previously sent value. Allows to avoid the rejection of an order with OrdRejReason(103) = 6 (Duplicate Order).
ELABORATION: In the context of US CAT this can be used when the recipient of a previously routed order requires the same identifier to be re-used for a new route. |
| 66 | ListID | ListID | optional | SYNOPSIS:
Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.
|
| 586 | OrigOrdModTime | OrigOrdModTm | optional | SYNOPSIS:
The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended.
|
| 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.
|
| 660 | AcctIDSource | AcctIDSrc | optional | SYNOPSIS:
Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
|
| 581 | AccountType | AcctTyp | optional | SYNOPSIS:
Type of account associated with an order
|
| 589 | DayBookingInst | DayBkngInst | optional | SYNOPSIS:
Indicates whether or not automatic booking can occur.
|
| 590 | BookingUnit | BkngUnit | optional | SYNOPSIS:
Indicates what constitutes a bookable unit.
|
| 591 | PreallocMethod | PreallocMeth | optional | SYNOPSIS:
Indicates the method of preallocation.
|
| 70 | AllocID | AllocID | optional | SYNOPSIS:
Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int)
|
| 2039 | PreAllocGrp | PreAll | 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)
|
| 544 | CashMargin | CshMgn | optional | SYNOPSIS:
Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
|
| 635 | ClearingFeeIndicator | ClrFeeInd | optional | SYNOPSIS:
Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
|
| 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)
|
| 1805 | AuctionInstruction | AuctInst | optional | SYNOPSIS:
Instruction related to system generated auctions, e.g. flash order auctions.
|
| 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.
|
| 2676 | MaximumPricePercentage | MaxPxPctage | optional | SYNOPSIS:
Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event.
|
| 2211 | ValueChecksGrp | ValuChk | optional | SYNOPSIS:
This component can be used by the message submitter to provide a list of value types to be checked by the counterparty or message recipient.
ELABORATION: |
| 1064 | MatchingInstructions | MtchgInst | optional | SYNOPSIS: ELABORATION: |
| 2362 | SelfMatchPreventionID | SlfMtchPrvntnID | optional | SYNOPSIS:
Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm.
|
| 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: |
| 2203 | DisclosureInstructionGrp | DisclsrInst | optional | SYNOPSIS:
Repeating group of instructions, each of which relates to one or more elements of an order. The instruction itself conveys whether the information should be disclosed, e.g. in market data, or not.
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
|
| 2704 | ExDestinationType | ExDestTyp | optional | SYNOPSIS:
Identifies the type of execution destination for the order.
|
| 2064 | TrdgSesGrp | TrdSes | optional | 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: |
| 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: |
| 54 | Side | Side | required | SYNOPSIS:
Side of order (see Volume : "Glossary" for value definitions)
|
| 2102 | ShortMarkingExemptIndicator | SMEInd | optional | SYNOPSIS:
Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders.
|
| 1688 | ShortSaleExemptionReason | ShrtSaleExmptnRsn | optional | SYNOPSIS:
Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.).
|
| 60 | TransactTime | TxnTm | required | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 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).
|
| 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: |
| 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)
|
| 2838 | CurrentWorkingPrice | CurWrkngPx | optional | SYNOPSIS:
Current working price of the order relative to the state of the order.
ELABORATION: In the context of US CAT this can be used for the current price of the parent order when reporting a split into new (child) orders. |
| 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: |
| 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)
|
| 376 | ComplianceID | ComplianceID | optional | SYNOPSIS:
ID used to represent this transaction for compliance purposes (e.g. OATS reporting).
|
| 2404 | ComplianceText | ComplianceTxt | optional | SYNOPSIS:
Free text for compliance information required for regulatory reporting.
|
| 2351 | EncodedComplianceTextLen | EncComplianceTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field.
|
| 2352 | EncodedComplianceText | EncComplianceTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field.
|
| 377 | SolicitedFlag | SolFlag | optional | SYNOPSIS:
Indicates whether or not the order was solicited.
|
| 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.
|
| 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.
|
| 1000 | CommissionData | Comm | optional | SYNOPSIS:
The CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed.
ELABORATION: This component may be used to provide aggregated commission data of a given CommType(13) where the CommissionDataGrp maybe used to include the detail splits provided the commission is of the same commission basis type. For example, CommissionData may contain CommType(13) of 3 (Absolute) and a Commission(12) value of "15". CommissionDataGrp may be used to show how this Commission(12) value of "15" is split up as long as the CommissionBasis(2642) is also 3 (Absolute) for each of the instances added together. This method of aggregated commission data may also be applied to this component to provide a total when the instances of the detail splits in CommissionDataGrp contain leg level information (indicated by the usage of CommissionLegRefID(2649) in CommissionDataGrp). Note that it is only possible to aggregate values for a single commission basis type. |
| 1070 | CommissionDataGrp | CommData | optional | SYNOPSIS:
The CommissionDataGrp component block is used to carry commission information such as the type of commission and the rate. It provides an alternative to the CommissionData component if multiple commissions or enhanced attributes are needed.
ELABORATION: The CommissionLegRefID(2649) field is used to reference the LegID(1788) within the InstrumentLeg component, allowing for specifying instrument leg specific commission values when a multilegged security is fully expressed in the same message. This component is not intended for non-leg instances of the CommissionDataGrp component to represent aggregated values of the leg instances within the component when both leg and non-leg instances are included. |
| 528 | OrderCapacity | Cpcty | optional | SYNOPSIS:
Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
|
| 529 | OrderRestrictions | Rstctions | optional | SYNOPSIS:
Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
|
| 1815 | TradingCapacity | TrdgCpcty | optional | SYNOPSIS:
Designates the capacity in which the order is submitted for trading by the market participant.
|
| 1091 | PreTradeAnonymity | PrTrdAnon | optional | SYNOPSIS:
Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible.
|
| 1390 | TradePublishIndicator | TrdPubInd | optional | SYNOPSIS:
Indicates if a trade should be or has been published via a market publication service. The indicator governs all publication services of the recipient. Replaces PublishTrdIndicator(852).
|
| 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. |
| 1073 | OrderAttributeGrp | OrdAttrib | optional | SYNOPSIS:
The OrderAttributeGrp component provides additional attributes about the order. Attributes included in this component are primarily "indicators" that may be associated with regulatory requirements and are typically not part of normal trading activities.
ELABORATION: |
| 121 | ForexReq | ForexReq | optional | SYNOPSIS:
Indicates request for forex accommodation trade to be executed along with security transaction.
|
| 120 | SettlCurrency | SettlCcy | optional | SYNOPSIS:
Currency code of settlement denomination.
|
| 1062 | RateSource | RtSrc | optional | SYNOPSIS: ELABORATION: |
| 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.
|
| 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).
|
| 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.
|
| 193 | SettlDate2 | SettlDt2 | optional | SYNOPSIS:
SettDate (64) of the future part of a F/X swap order.
|
| 192 | OrderQty2 | Qty2 | optional | SYNOPSIS:
OrderQty (38) of the future part of a F/X swap order.
|
| 640 | Price2 | Px2 | optional | SYNOPSIS:
Price of the future part of a F/X swap order.
See Price (44) for description.
|
| 1816 | ClearingAccountType | ClrAcctTyp | optional | SYNOPSIS:
Designates the account type to be used for the order when submitted to clearing.
|
| 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.
|
| 203 | CoveredOrUncovered | Covered | optional | SYNOPSIS:
Used for derivative products, such as options
|
| 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)
|
| 114 | LocateReqd | LocReqd | optional | SYNOPSIS:
Indicates whether the broker is to locate the stock in conjunction with a short sell order.
|
| 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.
|
| 1028 | ManualOrderIndicator | ManOrdInd | optional | SYNOPSIS:
Indicates if an order, quote or trade was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software).
|
| 1029 | CustDirectedOrder | CustDrctdOrd | optional | SYNOPSIS:
Indicates if the customer directed this order to a specific execution venue "Y" or not "N".
A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential.
|
| 1030 | ReceivedDeptID | RcvdDptID | optional | SYNOPSIS:
Identifies the broker-dealer department that first took the order.
|
| 1031 | CustOrderHandlingInst | CustOrdHdlInst | optional | SYNOPSIS:
Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.
For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.
For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
|
| 1032 | OrderHandlingInstSource | OrdHndlInstSrc | optional | SYNOPSIS:
Identifies the class or source of the order handling instruction values. Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).
Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.
|
| 1724 | OrderOrigination | OrdOrigntn | optional | SYNOPSIS:
Identifies the origin of the order.
|
| 2882 | ContraOrderOrigination | CntraOrdOrigntn | optional | SYNOPSIS:
Identifies the origin of the order from the counterparty of the execution or trade.
|
| 1725 | OriginatingDeptID | OrigntngDeptID | optional | SYNOPSIS:
An identifier representing the department or desk within the firm that originated the order.
|
| 1726 | ReceivingDeptID | RcvgDeptID | optional | SYNOPSIS:
An identifier representing the department or desk within the firm that received the order.
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| 2883 | RoutingArrangmentIndicator | RtgArngmntInd | optional | SYNOPSIS:
Indicates whether a routing arrangement is in place, e.g. between two brokers. May be used together with OrderOrigination(1724) to further describe the origin of an order.
ELABORATION: An arrangement under which a participant of a marketplace permits a broker to electronically transmit orders containing the identifier of the participant. This can be either through the systems of the participant for automatic onward transmission to a marketplace or directly to a marketplace without being electronically transmitted through the systems of the participant. |
| 2884 | ContraRoutingArrangmentIndicator | CntraRtgArngmntInd | optional | SYNOPSIS:
Indicates whether a routing arrangement is in place, e.g. between two brokers. May be used together with ContraOrderOrigination(2882) to further describe the origin of an order.
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| 522 | OwnerType | OwnerTyp | optional | SYNOPSIS:
Identifies the type of owner.
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| 2679 | OrderOwnershipIndicator | OrdOwnershipInd | optional | SYNOPSIS:
Change of ownership of an order to a specific party.
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| 1020 | TrdRegTimestamps | TrdRegTS | optional | SYNOPSIS:
The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.
ELABORATION: |
| 1685 | ThrottleInst | ThrttlInst | optional | SYNOPSIS:
Describes action recipient should take if a throttle limit were exceeded.
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| 1803 | AuctionType | AuctTyp | optional | SYNOPSIS:
Type of auction order.
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| 1804 | AuctionAllocationPct | AuctPct | optional | SYNOPSIS:
Percentage of matched quantity to be allocated to the submitter of the response to an auction order.
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| 1810 | ReleaseInstruction | RlsInst | optional | SYNOPSIS:
Instruction to define conditions under which to release a locked order or parts of it.
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| 1811 | ReleaseQty | RlsQty | optional | SYNOPSIS:
Quantity to be made available, i.e. released from a lock.
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| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |