| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 2059 | SideCrossMod | 552 | NoSides |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.4 | FIX.5.0SP2 | 131 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 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.
|
| 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.
|
| 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: |
| 2204 | SideCrossLegGrp | SideCrossLeg | optional | SYNOPSIS:
Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group.
ELABORATION: |
| 1690 | SideShortSaleExemptionReason | ShrtSaleExmptnRsn | optional | SYNOPSIS:
Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)
|
| 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).
|
| 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: |
| 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: |
| 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.
|
| 1724 | OrderOrigination | OrdOrigntn | optional | SYNOPSIS:
Identifies the origin of the order.
|
| 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.
|
| 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. |
| 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.
|
| 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. |
| 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.
|
| 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.
|
| 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
|
| 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):
|
| 377 | SolicitedFlag | SolFlag | optional | SYNOPSIS:
Indicates whether or not the order was solicited.
|
| 659 | SideComplianceID | SideComplianceID | optional | SYNOPSIS:
ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).
|
| 962 | SideTimeInForce | SideTmFrc | optional | SYNOPSIS:
Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided.
|