| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 27 | S | Quot |
| 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: |
| 131 | QuoteReqID | ReqID | optional | SYNOPSIS:
Unique identifier for a QuoteRequest(35=R).
|
| 117 | QuoteID | QID | required | SYNOPSIS:
Unique identifier for quote
|
| 390 | BidID | BidID | optional | SYNOPSIS:
For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.
For quotes, unique identifier for the bid side of the quote assigned by the quote issuer.
|
| 1867 | OfferID | OfrID | optional | SYNOPSIS:
Unique identifier for the ask side of the quote assigned by the quote issuer.
|
| 1751 | SecondaryQuoteID | QID2 | optional | SYNOPSIS:
Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system.
|
| 1166 | QuoteMsgID | QtMsgID | optional | SYNOPSIS:
Unique identifier for a quote message.
|
| 693 | QuoteRespID | RspID | optional | SYNOPSIS:
Message reference for Quote Response
|
| 1080 | RefOrderID | RefOrdID | optional | SYNOPSIS:
The ID reference to the order being hit or taken.
For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check.
|
| 1081 | RefOrderIDSource | RefOrdIDSrc | optional | SYNOPSIS:
Used to specify the source for the identifier in RefOrderID(1080). This can be an identifier provided in order depth market data when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. In the context of US CAT this can be used to identify related orders and quotes which are parent, previous, or manual orders or quotes. Previous relates to orders changing their unique system assigned order identifier.
|
| 537 | QuoteType | Typ | optional | SYNOPSIS:
Identifies the type of quote.
An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade.
A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market.
A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order.
A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage.
|
| 2403 | QuoteModelType | QModelTyp | optional | SYNOPSIS:
Quote model type
|
| 1171 | PrivateQuote | PrvtQt | optional | SYNOPSIS:
Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only.
|
| 2837 | SingleQuoteIndicator | SnglQteInd | optional | SYNOPSIS:
Used to indicate whether the quoting system allows only one quote to be active at a time for the quote issuer or market maker.
|
| 2044 | QuotQualGrp | QuotQual | optional | SYNOPSIS: ELABORATION: |
| 828 | TrdType | TrdTyp | optional | SYNOPSIS:
Type of trade assigned to a trade.
ELABORATION: Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. |
| 2115 | NegotiationMethod | NegottnMeth | optional | SYNOPSIS:
Specifies the negotiation method to be used.
|
| 301 | QuoteResponseLevel | RspLvl | optional | SYNOPSIS:
Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed.
|
| 2261 | QuoteAttributeGrp | QteAttrib | optional | SYNOPSIS:
The QuoteAttributeGrp component provides additional attributes about the quote. 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: |
| 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: |
| 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: |
| 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
|
| 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 | optional | SYNOPSIS:
Side of order (see Volume : "Glossary" for value definitions)
|
| 1011 | OrderQtyData | OrdQty | optional | 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: |
| 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)
|
| 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.
|
| 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.
|
| 120 | SettlCurrency | SettlCcy | optional | SYNOPSIS:
Currency code of settlement denomination.
|
| 1062 | RateSource | RtSrc | optional | SYNOPSIS: ELABORATION: |
| 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: |
| 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
|
| 522 | OwnerType | OwnerTyp | optional | SYNOPSIS:
Identifies the type of owner.
|
| 377 | SolicitedFlag | SolFlag | optional | SYNOPSIS:
Indicates whether or not the order was solicited.
|
| 2027 | LegQuotGrp | Quot | optional | SYNOPSIS: ELABORATION: |
| 132 | BidPx | BidPx | optional | SYNOPSIS:
Bid price/rate
|
| 133 | OfferPx | OfrPx | optional | SYNOPSIS:
Offer price/rate
|
| 645 | MktBidPx | MktBidPx | optional | SYNOPSIS:
Used to indicate the best bid in a market
|
| 646 | MktOfferPx | MktOfrPx | optional | SYNOPSIS:
Used to indicate the best offer in a market
|
| 647 | MinBidSize | MinBidSz | optional | SYNOPSIS:
Used to indicate a minimum quantity for a bid.
|
| 134 | BidSize | BidSz | optional | SYNOPSIS:
Quantity of bid
(Prior to FIX 4.2 this field was of type int)
|
| 1749 | TotalBidSize | TotBidSz | optional | SYNOPSIS:
Specifies the total bid size.
|
| 648 | MinOfferSize | MinOfrSz | optional | SYNOPSIS:
Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size.
|
| 135 | OfferSize | OfrSz | optional | SYNOPSIS:
Quantity of offer
(Prior to FIX 4.2 this field was of type int)
|
| 1750 | TotalOfferSize | TotOfrSz | optional | SYNOPSIS:
Specifies the total offer size.
|
| 110 | MinQty | MinQty | optional | SYNOPSIS:
Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int)
|
| 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.
|
| 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.
|
| 1065 | BidSwapPoints | BidSwapPnts | optional | SYNOPSIS:
The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
|
| 1066 | OfferSwapPoints | OfrSwapPnts | optional | SYNOPSIS:
The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
|
| 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.
|
| 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: |
| 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)
|
| 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.
|
| 656 | SettlCurrBidFxRate | SettlCurrBidFxRt | optional | SYNOPSIS:
Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)
|
| 657 | SettlCurrOfferFxRate | SettlCurrOfrFxRt | optional | SYNOPSIS:
Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)
|
| 156 | SettlCurrFxRateCalc | SettlCurrFxRtCalc | optional | SYNOPSIS:
Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided.
|
| 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. |
| 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. |
| 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
|
| 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.
|
| 1934 | RegulatoryReportType | RegRptTyp | optional | SYNOPSIS:
Type of regulatory report.
|
| 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. |
| 1074 | PriceQualifierGrp | PxQual | optional | SYNOPSIS:
The PriceQualifierGrp component clarifies the composition of the price when standard market practice for the security calls for a price that is atypical when traded in other markets, or when a price can be expressed in more than one way.
ELABORATION: |
| 2533 | BidSpread | BidSpread | optional | SYNOPSIS:
Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component.
|
| 2534 | OfferSpread | OfrSpread | optional | SYNOPSIS:
Basis points relative to a benchmark curve on the offer side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component.
|
| 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: |
| 2252 | RelativeValueGrp | ReltvVal | optional | SYNOPSIS:
The RelativeValueGrp component is used to convey relative valuation metrics or analytics for a given instrument.
ELABORATION: Relative valuation metrics or analytics are commonly provided by the trading party providing pricing as part of fixed income cash bonds or OTC derivatives indication or quoting activities. |
| 1022 | YieldData | Yield | optional | SYNOPSIS:
The YieldData component block conveys yield information for a given Fixed Income security.
ELABORATION: |
| 2054 | RoutingGrp | Rtg | optional | SYNOPSIS:
The RoutingGrp is used to allow the application message sender to instruct the intermediary distributing the message who to further send the application message to. The original sender may also instruct who is not allowed to receive the message. When provided, the routing instructions provided in this component are effective on a message by message basis.
ELABORATION: |
| 1937 | TradeContinuation | TrdContntn | optional | SYNOPSIS:
Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.
|
| 2374 | TradeContinuationText | TrdContntnTxt | optional | SYNOPSIS:
Free form text to specify additional trade continuation information or data.
|
| 2372 | EncodedTradeContinuationTextLen | EncTrdContntnTextLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field.
|
| 2371 | EncodedTradeContinuationText | EncTrdContntnText | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field.
|
| 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.
|
| 1685 | ThrottleInst | ThrttlInst | optional | SYNOPSIS:
Describes action recipient should take if a throttle limit were exceeded.
|
| 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.
|
| 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.
|
| 443 | StrikeTime | StrkTm | optional | SYNOPSIS:
The time at which current market prices are used to determine the value of a basket.
In negotiation workflows where a spread-to-benchmark price is negotiated, this is the pre-determined time at which the benchmark is to be spotted.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |