| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 2061 | RptSide | 552 | NoSides |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.4 | FIX.5.0SP2 | 141 |
| 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.
|
| 1427 | SideExecID | SideExecID | optional | SYNOPSIS:
When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade.
|
| 1428 | OrderDelay | OrdDelay | optional | SYNOPSIS:
Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade).
|
| 1429 | OrderDelayUnit | OrdDelayUnit | optional | SYNOPSIS:
Time unit in which the OrderDelay(1428) is expressed
|
| 1009 | SideLastQty | SideQty | optional | SYNOPSIS:
Used to indicate the quantity on one side of a multi-sided trade.
|
| 1597 | SideClearingTradePrice | ClrTrdPx | optional | SYNOPSIS:
Alternate clearing price for the side being reported.
|
| 1599 | SidePriceDifferential | SidePxDiff | optional | SYNOPSIS:
Price Differential between the front and back leg of a spread or complex instrument.
|
| 1598 | SideClearingTradePriceType | ClrTrdPxType | optional | SYNOPSIS:
Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597).
|
| 1005 | SideTradeReportID | RptID | optional | SYNOPSIS:
Used on a multi-sided trade to designate the ReportID
|
| 1506 | SideTradeID | TrdID | optional | SYNOPSIS:
Used to represent the trade ID for each side of the trade assigned by an intermediary.
|
| 1507 | SideOrigTradeID | OrigTrdID | optional | SYNOPSIS:
Used to capture the original trade id for each side of a trade undergoing novation to a standardized model.
|
| 1006 | SideFillStationCd | FillStationCd | optional | SYNOPSIS:
Used on a multi-sided trade to convey order routing information
|
| 1007 | SideReasonCd | RsnCD | optional | SYNOPSIS:
Used on a multi-sided trade to convey reason for execution
|
| 83 | RptSeq | RptSeq | optional | SYNOPSIS:
Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side.
|
| 1008 | SideTrdSubTyp | TrdSubTyp | optional | SYNOPSIS:
Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829).
|
| 430 | NetGrossInd | NetGrossInd | optional | SYNOPSIS:
Code to represent whether value is net (inclusive of tax) or gross.
|
| 1154 | SideCurrency | Ccy | optional | SYNOPSIS:
Used to identify the trading currency on the Trade Capture Report Side
|
| 1155 | SideSettlCurrency | SettlCcy | optional | SYNOPSIS:
Used to identify the settlement currency on the Trade Capture Report Side
|
| 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: |
| 2156 | PartyDetailGrp | PtyDetl | optional | SYNOPSIS:
Contains details for a party, including related parties and alternative party identifiers.
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.
|
| 1065 | LimitAmts | LmtAmts | optional | SYNOPSIS: ELABORATION: |
| 81 | ProcessCode | ProcCode | optional | SYNOPSIS:
Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
|
| 575 | OddLot | OddLot | optional | SYNOPSIS:
This trade is to be treated as an odd lot
If this field is not specified, the default will be "N"
|
| 2007 | ClrInstGrp | ClrInst | optional | SYNOPSIS: ELABORATION: |
| 2222 | SideRegulatoryTradeIDGrp | RegTrdID | optional | SYNOPSIS:
The SideRegulatoryTradeIDGrp is a repeating component within the TrdCapRptSideGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade side.
This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed.
ELABORATION: |
| 2671 | SideTradeReportingIndicator | TrdRptngInd | optional | SYNOPSIS:
Used between parties to convey trade reporting status.
ELABORATION: In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status. |
| 2418 | FirmTradeEventID | FirmTrdEvntID | optional | SYNOPSIS:
An identifier created by the trading party for the life cycle event associated with this report.
|
| 578 | TradeInputSource | InptSrc | optional | SYNOPSIS:
Type of input device or system from which the trade was entered.
|
| 579 | TradeInputDevice | InptDev | optional | SYNOPSIS:
Specific device number, terminal number or station where trade was entered
|
| 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.
|
| 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. |
| 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
|
| 943 | TimeBracket | TmBkt | optional | SYNOPSIS:
A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets.
|
| 2356 | RemunerationIndicator | RmntnInd | optional | SYNOPSIS:
Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid.
ELABORATION: In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. |
| 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. |
| 157 | NumDaysInterest | NumDaysInt | optional | SYNOPSIS:
Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.
|
| 230 | ExDate | ExDt | optional | SYNOPSIS:
The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
|
| 158 | AccruedInterestRate | AcrdIntRt | optional | SYNOPSIS:
The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.
|
| 159 | AccruedInterestAmt | AcrdIntAmt | optional | SYNOPSIS:
Amount of Accrued Interest for convertible bonds and fixed income
|
| 738 | InterestAtMaturity | IntAtMat | optional | SYNOPSIS:
Amount of interest (i.e. lump-sum) at maturity.
|
| 920 | EndAccruedInterestAmt | EndAcrdIntAmt | optional | SYNOPSIS:
Accrued Interest Amount applicable to a financing transaction on the End Date.
|
| 921 | StartCash | StartCsh | optional | SYNOPSIS:
Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.
|
| 922 | EndCash | EndCsh | optional | SYNOPSIS:
Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.
|
| 238 | Concession | Concession | optional | SYNOPSIS:
Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 237 | TotalTakedown | TotTakedown | optional | SYNOPSIS:
The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 118 | NetMoney | NetMny | optional | SYNOPSIS:
Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.
|
| 119 | SettlCurrAmt | SettlCurrAmt | optional | SYNOPSIS:
Total amount due expressed in settlement currency (includes the effect of the forex transaction)
|
| 155 | SettlCurrFxRate | SettlCurrFxRt | optional | SYNOPSIS:
Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20)
|
| 156 | SettlCurrFxRateCalc | SettlCurrFxRtCalc | optional | SYNOPSIS:
Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided.
|
| 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.
|
| 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.
|
| 752 | SideMultiLegReportingType | MLegRptTyp | optional | SYNOPSIS:
Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.
|
| 2011 | ContAmtGrp | ContAmt | 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: |
| 2035 | MiscFeesGrp | MiscFees | optional | SYNOPSIS:
The MiscFeesGrp component is used to provide details of trade and transaction fees other than commissions, e.g. regulatory, exchange, taxes, levies, markup, trade reporting, etc. In the context of ESMA RTS 27 Best Execution Reporting, it may also be used to collect and publish the nature and level of current venue fees, rebates and payouts. Use MiscFeeQualifier(2712) to communicate whether the fee affects trade economics.
ELABORATION: MiscFeesGrp should be used to convey fees related to the transaction (e.g. taxes, transaction based fees, etc.) and should not be used to specify payments based on the price or terms of the contract (e.g. upfront fee, premium amount, security lending fee, contract-based rebates, related fee resets, payment frequency, etc.). For contractual payments use the PaymentGrp component instead. |
| 825 | ExchangeRule | ExchRule | optional | SYNOPSIS:
Used to report any exchange rules that apply to this trade.
Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade.
|
| 826 | TradeAllocIndicator | AllocInd | optional | SYNOPSIS:
Identifies if, and how, the trade is to be allocated or split.
|
| 1848 | TradeAllocGroupInstruction | AllocGrpInst | optional | SYNOPSIS:
Instruction on how to add a trade to an allocation group when it is being given-up.
|
| 1730 | AllocGroupID | GrpID | optional | SYNOPSIS:
Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price.
|
| 2771 | PreviousAllocGroupID | PrevGrpID | optional | SYNOPSIS:
When reporting a group change by the central counterparty to allocations of trades for the same instrument traded at the same price this identifies the previous group identifier.
|
| 2759 | GroupAmount | GrpAmt | optional | SYNOPSIS:
Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount.
ELABORATION: Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor. |
| 2767 | AllocGroupStatus | GrpStat | optional | SYNOPSIS:
Status of the trade give-up relative to the group identified in AllocGroupID(1730).
|
| 1853 | SideAvgPxIndicator | AvgPxInd | optional | SYNOPSIS:
Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group.
|
| 1854 | SideAvgPxGroupID | AvgPxGrpID | optional | SYNOPSIS:
The identifier for the average price group for the trade side. See also AvgPxGroupID(1731).
|
| 1852 | SideAvgPx | AvgPx | optional | SYNOPSIS:
Calculated average price for this side of the trade.
|
| 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)
|
| 2060 | TrdAllocGrp | Alloc | optional | SYNOPSIS: ELABORATION: |
| 1028 | SideTrdRegTS | TrdRegTS | optional | SYNOPSIS:
The SideTrdRegTS component block is used to convey trading or regulatory timestamps associated with one side of a multi-sided trade event.
ELABORATION: |
| 2139 | SettlDetails | SettlDetails | optional | SYNOPSIS: ELABORATION: |
| 1072 | SideGrossTradeAmt | SideGrossTradeAmt | optional | SYNOPSIS:
The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition.
|
| 1057 | AggressorIndicator | AgrsrInd | optional | SYNOPSIS:
Used to identify whether the order initiator is an aggressor or not in the trade.
|
| 1139 | ExchangeSpecialInstructions | ExchSpeclInstr | optional | SYNOPSIS:
Free format text string related to exchange.
|
| 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.)
|
| 1115 | OrderCategory | OrdCat | optional | SYNOPSIS:
Defines the type of interest behind a trade (fill or partial fill).
|
| 1444 | SideLiquidityInd | LqdtyInd | optional | SYNOPSIS:
Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.
|
| 1851 | StrategyLinkID | StrategyLinkID | optional | SYNOPSIS:
Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event.
|
| 2143 | TradeReportOrderDetail | TrdRptOrdDetl | optional | SYNOPSIS: ELABORATION: |
| 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.
|
| 2208 | TradePositionQty | Qty | optional | SYNOPSIS:
The TradePositionQty component block specifies, for a single trade side, the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities.
ELABORATION: |
| 2209 | RelatedTradeGrp | ReltdTrd | optional | SYNOPSIS:
This component is used to identify trades that are related to each other for a business purpose, such as netting of forwards. This component should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist.
ELABORATION: |
| 2210 | RelatedPositionGrp | ReltdPos | optional | SYNOPSIS:
This component is used to identify positions that are related to each other or to other trades. This should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist.
ELABORATION: |
| 1980 | BlockTrdAllocIndicator | BlckTrdAllocInd | optional | SYNOPSIS:
Indication that a block trade will be allocated.
|
| 2344 | SideRiskLimitCheckStatus | RiskLmtChkStat | optional | SYNOPSIS:
Indicates the status of the risk limit check performed on the side of a trade.
|
| 29 | LastCapacity | LastCpcty | optional | SYNOPSIS:
Broker capacity in order execution
|
| 2334 | RefRiskLimitCheckID | RefRiskLmtChkID | optional | SYNOPSIS:
The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request.
|
| 2335 | RefRiskLimitCheckIDType | RefRiskLmtChkIDTyp | optional | SYNOPSIS:
Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field.
|
| 2361 | CompressionGroupID | CmprsnGrpID | optional | SYNOPSIS:
Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation.
|
| 2260 | SideCollateralAmountGrp | CollAmt | optional | SYNOPSIS:
The SideCollateralAmountGrp component block is a repeating group that provides the current value of the collateral type on deposit for a side of the trade report. The currency of the collateral value may be optionally included.
ELABORATION: |