 | 2961 | AnonymousTradeIndicator | AnonymsTrdInd | | | Added EP274
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| 2667 | AlgorithmicTradeIndicator | AlgoTrdInd | | | Added EP216
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| 282 | MDEntryOriginator | Orig | | | Added FIX.4.4
Deprecated FIX.5.0 |
| 283 | LocationID | LctnID | | | Added FIX.4.4
Deprecated FIX.5.0 |
| 284 | DeskID | DeskID | | | Added FIX.4.4
Deprecated FIX.5.0 |
| 286 | OpenCloseSettlFlag | OpenClsSettlFlag | | Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). | Added FIX.4.4
Updated EP190
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| 59 | TimeInForce | TmInForce | | For optional use when this Bid or Offer represents an order | Added FIX.4.4
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| 432 | ExpireDate | ExpireDt | | For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. | Added FIX.4.4
Updated EP190
|
| 126 | ExpireTime | ExpireTm | | For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. | Added FIX.4.4
Updated EP190
|
| 1629 | ExposureDuration | ExpsreDur | | Conditionally required when TimeInForce(59) = A (Good for Time). | Added EP100
Updated EP190
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| 1916 | ExposureDurationUnit | ExpsreDurUnit | | | Added EP159
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| 110 | MinQty | MinQty | | For optional use when this Bid or Offer represents an order | Added FIX.4.4
|
| 18 | ExecInst | ExecInst | | Can contain multiple instructions, space delimited. | Added FIX.4.4
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| 287 | SellerDays | SellerDays | | | Added FIX.4.4
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| 37 | OrderID | OrdID | | For optional use when this Bid, Offer, or Trade represents an order | Added FIX.4.4
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| 198 | SecondaryOrderID | OrdID2 | | For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. | Added EP-1
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| 299 | QuoteEntryID | EntryID | | For optional use when this Bid, Offer, or Trade represents a quote | Added FIX.4.4
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| 1003 | TradeID | TrdID | | For optional use in reporting Trades. | Added EP201
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| 1851 | StrategyLinkID | StrategyLinkID | | For optional use in reporting Trades.
May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. | Added EP201
|
| 288 | MDEntryBuyer | Buyer | | For optional use in reporting Trades | Added FIX.4.4
|
| 289 | MDEntrySeller | Seller | | For optional use in reporting Trades | Added FIX.4.4
|
| 2449 | NumberOfBuyOrders | NumOfBuyOrds | | For optional use in reporting trades. | Added EP190
|
| 2450 | NumberOfSellOrders | NumOfSellOrds | | For optional use in reporting trades. | Added EP190
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| 346 | NumberOfOrders | NumOfOrds | | In an Aggregated Book, used to show how many individual orders make up an MDEntry | Added FIX.4.4
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| 290 | MDEntryPositionNo | PosNo | | | Added FIX.4.4
Updated EP271
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| 546 | Scope | Scope | | | Added FIX.4.4
|
| 811 | PriceDelta | PxDelta | | | Added FIX.4.4
|
| 828 | TrdType | TrdTyp | | Specifies trade type when a trade is being reported. For optional use in reporting trades. | Added EP84
Updated EP190
|
| 829 | TrdSubType | TrdSubTyp | | For optional use in reporting trades. | Added EP163
Updated EP190
|
| 855 | SecondaryTrdType | TrdTyp2 | | For optional use in reporting trades. Conditionally requires presence of TrdType(828). | Added EP268
|
| 2896 | TertiaryTrdType | TrdTyp3 | | For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855). | Added EP268
|
| Component(-) | TradeTypeGrp | TrdTyp | | For optional use in reporting trades as alternative to the use of individual fields. | Added EP289
|
| 1934 | RegulatoryReportType | RegRptTyp | | Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. | Added EP216
|
| 2963 | MultiJurisdictionReportingIndicator | MultiJrsdctnRptInd | | For optional use in reporting trades. | Added EP277
|
| 2405 | ExecMethod | ExecMeth | | | Added EP186
|
| 574 | MatchType | MtchTyp | | For optional use in reporting trades. | Added EP163
Updated EP190
|
| 1115 | OrderCategory | OrdCat | | | Added EP163
|
| 1390 | TradePublishIndicator | TrdPubInd | | For optional use in reporting trades. | Added EP163
Updated EP190
|
| 2373 | IntraFirmTradeIndicator | IntraFirmTrdInd | | | Added EP268
|
| 570 | PreviouslyReported | PrevlyRpted | | | Added EP216
|
| Component(-) | RelatedTradeGrp | ReltdTrd | | For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade. | Added EP190
|
| 58 | Text | Txt | | Text to describe the Market Data Entry. Part of repeating group. | Added FIX.4.4
|
| 354 | EncodedTextLen | EncTxtLen | | Must be set if EncodedText(355) field is specified and must immediately precede it. | Added FIX.4.4
Updated EP190
|
| 355 | EncodedText | EncTxt | | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.4
Updated EP190
|
| 1023 | MDPriceLevel | MDPxLvl | | | Added EP-1
Updated EP271
|
| 528 | OrderCapacity | Cpcty | | | Added EP-1
Updated EP190
|
| 1024 | MDOriginType | MDOrigTyp | | | Added EP-1
|
| 332 | HighPx | HighPx | | Used to report high price in association with trade, bid or ask rather than a separate entity | Added EP-1
|
| 333 | LowPx | LowPx | | Used to report low price in association with trade, bid or ask rather than a separate entity. | Added EP-1
Updated EP190
|
| 1025 | FirstPx | FirstPx | | Indicates the first price of a trading session; can be a bid, ask, or trade price. | Added EP84
|
| 31 | LastPx | LastPx | | Indicates the last price of a trading session; can be a bid, ask, or trade price. | Added EP84
|
| 1592 | DiscountFactor | DiscFctr | | | Added EP107
|
| 1020 | TradeVolume | TrdVol | | Used to report trade volume in association with trade, bid or ask rather than a separate entity | Added EP-1
|
| 1306 | PriceLimitType | PxLmtTyp | | Describes the how the price limits are expressed | Added EP-1
|
| 1148 | LowLimitPrice | LowLmtPx | | Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected | Added EP-1
|
| 1149 | HighLimitPrice | HiLmtPx | | Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected | Added EP-1
|
| 1150 | TradingReferencePrice | TrdgRefPx | | Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. | Added EP-1
|
| 1143 | MaxPriceVariation | MxPxVar | | | Added EP267
|
| 731 | SettlPriceType | SetPxTyp | | | Added EP190
|
| 2451 | SettlPriceDeterminationMethod | SettlPxDtrmnMeth | | | Added EP190
|
| 63 | SettlType | SettlTyp | | | Added EP-1
|
| 64 | SettlDate | SettlDt | | Indicates date on which instrument will settle.
For NDFs required for specifying the value date . | Added EP-1
Updated EP82
|
| 1070 | MDQuoteType | MDQteTyp | | | Added EP-1
|
| 83 | RptSeq | RptSeq | | Used to identify the sequence number within a feed type | Added EP-1
|
| 1048 | DealingCapacity | DealingCpcty | | | Added EP-1
Updated EP190
|
| 1026 | MDEntrySpotRate | MDEntrySpotRt | | | Added EP-1
|
| 1027 | MDEntryForwardPoints | MDEntryFwdPnts | | | Added EP-1
|