| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 39 | f | SecStat |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.2 | FIX.5.0SP1 | 97 |
| 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: |
| 324 | SecurityStatusReqID | StatReqID | optional | SYNOPSIS:
Unique ID of a Security Status Request or a Security Mass Status Request message.
|
| 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: |
| 1004 | InstrumentExtension | InstrmtExt | optional | SYNOPSIS:
The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.
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: |
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 1066 | RelatedInstrumentGrp | ReltdInstrmt | optional | SYNOPSIS:
The RelatedInstrumentGrp is a repeating component at the same hierarchical level as the Instrument component, describing relationships and linkages between the Instrument, UnderlyingInstrument and InstrumentLeg entries. If all instances of the UnderlyingInstrument in the message are true underliers of the Instrument then the RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument has a different relationship, e.g. underlier of an InstrumentLeg, stream, equity equivalent or nearest exchange-traded contract or there are multiple instances of InstrumentLeg, then an entry for every relationship should be included in this component. When the RelatedInstrumentGrp appears within a repeating group, each entry only apply to the Instrument component at the same hierarchical level.
In messages, such as Email(35=C) and News(35=B), where Instrument and the InstrumentLeg are within their repeating groups, the RelatedInstrumentGrp component may be used to link legs and underliers to their appropriate base Instrument.
ELABORATION: For simple relationships such as identifying a "hedges for" security the entry simply defines the symbol or identifier of an externally known security. For relationships within strategies and swaps the entry refers up through one of the "related to" fields to the Instrument, InstrumentLeg, UnderlyingInstrument, stream or dividend period with which the related security has correlation. It then points down through RelatedSecurityID(1650) or RelatedSymbol(1649) to an UnderlyingInstrument instance in the current message defining the related security. The nature of the relationship is given in RelatedInstrumentType(1648). |
| 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.
|
| 1301 | MarketID | MktID | optional | SYNOPSIS:
Identifies the market
|
| 1300 | MarketSegmentID | MktSegID | optional | SYNOPSIS:
Identifies the market segment
|
| 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).
|
| 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
|
| 325 | UnsolicitedIndicator | Unsol | optional | SYNOPSIS:
Indicates whether or not message is being sent as a result of a subscription request or not.
|
| 326 | SecurityTradingStatus | TrdgStat | optional | SYNOPSIS:
Identifies the trading status applicable to the transaction.
|
| 1655 | MarketMakerActivity | MktMkrActvty | optional | SYNOPSIS:
Indicates market maker participation in security.
|
| 2447 | FastMarketIndicator | FastMktInd | optional | SYNOPSIS:
Indicates if the instrument is in "fast market" state.
ELABORATION: A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information. |
| 1174 | SecurityTradingEvent | SecTrdEvnt | optional | SYNOPSIS:
Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time.
|
| 2116 | NextAuctionTime | NxtAuctTm | optional | SYNOPSIS:
The time of the next auction.
|
| 291 | FinancialStatus | FinclStat | optional | SYNOPSIS:
Identifies a firm's or a security's financial status
|
| 292 | CorporateAction | CorpActn | optional | SYNOPSIS:
Identifies the type of Corporate Action.
|
| 327 | HaltReason | HaltRsn | optional | SYNOPSIS:
Denotes the reason for the Opening Delay or Trading Halt.
|
| 328 | InViewOfCommon | InViewOfCmn | optional | SYNOPSIS:
Indicates whether or not the halt was due to Common Stock trading being halted.
|
| 329 | DueToRelated | DueToReltd | optional | SYNOPSIS:
Indicates whether or not the halt was due to the Related Security being halted.
|
| 1021 | MDBookType | MDBkTyp | optional | SYNOPSIS:
Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection
|
| 264 | MarketDepth | MktDepth | optional | SYNOPSIS:
Depth of market for Book Snapshot / Incremental updates
0 - full book depth
1 - top of book
2 and above - book depth (number of levels)
|
| 330 | BuyVolume | BuyVol | optional | SYNOPSIS:
Quantity bought.
|
| 331 | SellVolume | SellVol | optional | SYNOPSIS:
Quantity sold.
|
| 332 | HighPx | HighPx | optional | SYNOPSIS:
Represents an indication of the high end of the price range for a security prior to the open or reopen
|
| 333 | LowPx | LowPx | optional | SYNOPSIS:
Represents an indication of the low end of the price range for a security prior to the open or reopen
|
| 31 | LastPx | LastPx | optional | SYNOPSIS:
Price of this (last) fill.
|
| 2258 | ClearingPriceParametersGrp | ClrPxPrm | optional | SYNOPSIS:
This component is used convey parameters that are relevant for the calculation of clearing prices that are different from the trading prices due to the nature of the product, e.g. variance futures.
ELABORATION: |
| 730 | SettlPrice | SetPx | optional | SYNOPSIS:
Settlement price
|
| 731 | SettlPriceType | SetPxTyp | optional | SYNOPSIS:
Type of settlement price
|
| 2451 | SettlPriceDeterminationMethod | SettlPxDtrmnMeth | optional | SYNOPSIS:
Calculation method used to determine settlement price.
|
| 60 | TransactTime | TxnTm | optional | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 334 | Adjustment | Adjmt | optional | SYNOPSIS:
Identifies the type of adjustment.
|
| 1025 | FirstPx | FirstPx | optional | SYNOPSIS:
Indicates the first trade price of the day/session
|
| 2448 | LinkageHandlingIndicator | LnkgHandlInd | optional | SYNOPSIS:
Indicate whether linkage handling is in effect for an instrument or not.
|
| 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: |