| ID |
Name |
Abbr |
Presence |
Description |
| 299 | QuoteEntryID | EntryID |
optional |
SYNOPSIS:
Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated.
|
| 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:
|
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS:
ELABORATION:
|
| 132 | BidPx | BidPx |
optional |
SYNOPSIS:
Bid price/rate
|
| 133 | OfferPx | OfrPx |
optional |
SYNOPSIS:
Offer price/rate
|
| 134 | BidSize | BidSz |
optional |
SYNOPSIS:
Quantity of bid
(Prior to FIX 4.2 this field was of type int)
|
| 135 | OfferSize | OfrSz |
optional |
SYNOPSIS:
Quantity of offer
(Prior to FIX 4.2 this field was of type int)
|
| 62 | ValidUntilTime | ValidUntilTm |
optional |
SYNOPSIS:
Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 188 | BidSpotRate | BidSpotRt |
optional |
SYNOPSIS:
Bid F/X spot rate.
|
| 190 | OfferSpotRate | OfrSpotRt |
optional |
SYNOPSIS:
Offer F/X spot rate.
|
| 189 | BidForwardPoints | BidFwdPnts |
optional |
SYNOPSIS:
Bid F/X forward points added to spot rate. May be a negative value.
|
| 191 | OfferForwardPoints | OfrFwdPnts |
optional |
SYNOPSIS:
Offer F/X forward points added to spot rate. May be a negative value.
|
| 631 | MidPx | MidPx |
optional |
SYNOPSIS:
Mid price/rate.
For OTC swaps this is the mid-market mark (for example, as defined by CFTC).
For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive.
|
| 632 | BidYield | BidYld |
optional |
SYNOPSIS:
Bid yield
|
| 633 | MidYield | MidYld |
optional |
SYNOPSIS:
Mid yield
|
| 634 | OfferYield | OfrYld |
optional |
SYNOPSIS:
Offer yield
|
| 60 | TransactTime | TxnTm |
optional |
SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 336 | TradingSessionID | SesID |
optional |
SYNOPSIS:
Identifier for a trading session.
A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.
To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).
Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.
|
| 625 | TradingSessionSubID | SesSub |
optional |
SYNOPSIS:
Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility
|
| 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)
|
| 40 | OrdType | OrdTyp |
optional |
SYNOPSIS:
Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
|
| 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.
|
| 642 | BidForwardPoints2 | BidFwdPnts2 |
optional |
SYNOPSIS:
Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.
|
| 643 | OfferForwardPoints2 | OfrFwdPnts2 |
optional |
SYNOPSIS:
Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.
|
| 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.
|
| 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).
|
| 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.
|
| 1167 | QuoteEntryStatus | QtEntSts |
optional |
SYNOPSIS:
Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes.
|
| 368 | QuoteEntryRejectReason | EntryRejRsn |
optional |
SYNOPSIS:
Reason Quote Entry was rejected:
|