Pedigree Added FIX.4.4
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 552 | NoSides | Must be 1 or 2 if CrossType(549)=1(All-or-none Cross), 2 otherwise. | Added FIX.4.4 Updated EP131 |
| 54 | Side | Side | Y | Required if NoSides(552) > 0. | Added FIX.4.4 Updated EP131 |
| 2102 | ShortMarkingExemptIndicator | SMEInd | Added EP164 | ||
| 41 | OrigClOrdID | OrigClOrdID | Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11) | Added EP-1 | |
| 11 | ClOrdID | ClOrdID | Y | Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. | Added FIX.4.4 |
| 526 | SecondaryClOrdID | ClOrdID2 | Added FIX.4.4 | ||
| 583 | ClOrdLinkID | ClOrdLinkID | Added FIX.4.4 | ||
| 586 | OrigOrdModTime | OrigOrdModTm | Added EP271 | ||
| Component(-) | Parties | Pty | Added FIX.4.4 Updated EP131 |
| Repeating Group 453 | NoPartyIDs | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | Added FIX.4.3 |
| 448 | PartyID | ID | Required if NoPartyIDs(453) > 0. Identification of the party. | Added FIX.4.3 Updated EP204 | |
| 447 | PartyIDSource | Src | Required if NoPartyIDs(453) > 0. Used to identify classification source. | Added FIX.4.3 Updated EP204 | |
| 452 | PartyRole | R | Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448). | Added FIX.4.3 Updated EP204 | |
| 2376 | PartyRoleQualifier | Qual | Added EP179 | ||
| Component(-) | PtysSubGrp | Sub | Repeating group of Party sub-identifiers. | Added FIX.4.4 |
| Repeating Group 802 | NoPartySubIDs | Added FIX.4.4 |
| 523 | PartySubID | ID | Added FIX.4.4 | ||
| 803 | PartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | SideCrossLegGrp | SideCrossLeg | Added EP131 |
| Repeating Group 1829 | NoCrossLegs | Added EP131 |
| 654 | LegRefID | RefID | Required if NoCrossLegs(1829) > 0. | Added EP131 | |
| 685 | LegOrderQty | OrdQty | Quantity ordered for this leg as provided during order entry. | Added EP131 | |
| 690 | LegSwapType | SwapTyp | Added EP131 | ||
| Component(-) | LegStipulations | Stip | Added EP131 |
| Repeating Group 683 | NoLegStipulations | Added FIX.4.4 |
| 688 | LegStipulationType | StipTyp | Required if NoLegStipulations >0 | Added FIX.4.4 | |
| 689 | LegStipulationValue | StipVal | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| 1366 | LegAllocID | LegAllocID | Added EP131 | ||
| Component(-) | LegPreAllocGrp | PreAll | Added EP131 |
| Repeating Group 670 | NoLegAllocs | Added FIX.4.4 |
| 671 | LegAllocAccount | AllocAcct | Added FIX.4.4 | ||
| 672 | LegIndividualAllocID | IndAllocID | Added FIX.4.4 | ||
| Component(-) | NestedParties2 | Pty | Added FIX.4.4 |
| Repeating Group 756 | NoNested2PartyIDs | Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole | Added FIX.4.4 |
| 757 | Nested2PartyID | ID | Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. | Added FIX.4.4 | |
| 758 | Nested2PartyIDSource | Src | Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. | Added FIX.4.4 | |
| 759 | Nested2PartyRole | R | Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. | Added FIX.4.4 | |
| 2381 | Nested2PartyRoleQualifier | Qual | Added EP179 | ||
| Component(-) | NstdPtys2SubGrp | Sub | Repeating group of Nested2Party sub-identifiers. | Added FIX.4.4 |
| Repeating Group 806 | NoNested2PartySubIDs | Added FIX.4.4 |
| 760 | Nested2PartySubID | ID | Added FIX.4.4 | ||
| 807 | Nested2PartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 673 | LegAllocQty | AllocQty | Added FIX.4.4 | ||
| 674 | LegAllocAcctIDSource | AllocAcctIDSrc | Added FIX.4.4 | ||
| 1367 | LegAllocSettlCurrency | AllocSettlCcy | Added EP-1 | ||
| 2928 | LegAllocSettlCurrencyCodeSource | AllocSettlCcySrc | Added EP273 | ||
| 1756 | LegCustodialLotID | CstdlLotID | Only used for specific lot trades. | Added EP127 | |
| 1757 | LegVersusPurchaseDate | VSPDt | Only used for specific lot trades. If this field is used, either LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759) should be specified. | Added EP127 | |
| 1758 | LegVersusPurchasePrice | VSPPx | Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified. | Added EP127 | |
| 1759 | LegCurrentCostBasis | CurCostBasis | Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified | Added EP127 |
| end Repeating Group |
| end Component |
| 1817 | LegClearingAccountType | ClrAcctTyp | Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. | Added EP131 | |
| 564 | LegPositionEffect | PosEfct | Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. | Added EP131 | |
| 565 | LegCoveredOrUncovered | Cover | Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. | Added EP131 | |
| Component(-) | NestedParties3 | Pty | Added EP131 |
| Repeating Group 948 | NoNested3PartyIDs | Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole | Added FIX.4.4 |
| 949 | Nested3PartyID | ID | Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. | Added FIX.4.4 | |
| 950 | Nested3PartyIDSource | Src | Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. | Added FIX.4.4 | |
| 951 | Nested3PartyRole | R | Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. | Added FIX.4.4 | |
| 2382 | Nested3PartyRoleQualifier | Qual | Added EP179 | ||
| Component(-) | NstdPtys3SubGrp | Sub | Repeating group of Nested3Party sub-identifiers. | Added FIX.4.4 |
| Repeating Group 952 | NoNested3PartySubIDs | Added FIX.4.4 |
| 953 | Nested3PartySubID | ID | Added FIX.4.4 | ||
| 954 | Nested3PartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 587 | LegSettlType | SettlTyp | Added EP131 | ||
| 588 | LegSettlDate | SettlDt | Added EP131 | ||
| 675 | LegSettlCurrency | SettlCcy | Added EP131 | ||
| 2900 | LegSettlCurrencyCodeSource | SettlCcySrc | Added EP273 | ||
| 1379 | LegVolatility | LegVolatility | Added EP131 | ||
| 1381 | LegDividendYield | LegDividendYield | Added EP131 | ||
| 1383 | LegCurrencyRatio | LegCurrencyRatio | Added EP131 | ||
| 1384 | LegExecInst | LegExecInst | Added EP131 | ||
| 1689 | LegShortSaleExemptionReason | ShrtSaleExmptnRsn | Available for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component. | Added EP131 |
| end Repeating Group |
| end Component |
| 1690 | SideShortSaleExemptionReason | ShrtSaleExmptnRsn | Available for optional use when Side(54) = 6 (Sell short exempt). | Added EP131 | |
| 229 | TradeOriginationDate | OrignDt | Added FIX.4.4 | ||
| 75 | TradeDate | TrdDt | Added FIX.4.4 | ||
| 1 | Account | Acct | Added FIX.4.4 | ||
| 660 | AcctIDSource | AcctIDSrc | Added FIX.4.4 | ||
| 581 | AccountType | AcctTyp | Added FIX.4.4 | ||
| 589 | DayBookingInst | DayBkngInst | Added FIX.4.4 | ||
| 590 | BookingUnit | BkngUnit | Added FIX.4.4 | ||
| 591 | PreallocMethod | PreallocMeth | Added FIX.4.4 | ||
| 70 | AllocID | AllocID | Use to assign an identifier to the block of preallocations | Added FIX.4.4 | |
| Component(-) | PreAllocGrp | PreAll | Added FIX.4.4 |
| Repeating Group 78 | NoAllocs | Number of repeating groups for pre-trade allocation | Added FIX.4.4 |
| 79 | AllocAccount | Acct | Required if NoAllocs > 0. Must be first field in repeating group. | Added FIX.4.4 | |
| 661 | AllocAcctIDSource | ActIDSrc | Added FIX.4.4 | ||
| 736 | AllocSettlCurrency | AllocSettlCcy | Added FIX.4.4 | ||
| 2927 | AllocSettlCurrencyCodeSource | AllocSettlCcySrc | Added EP273 | ||
| 467 | IndividualAllocID | IndAllocID | Added FIX.4.4 | ||
| 2727 | AllocLegRefID | LegRefID | The field may not be used in NewOrderSingle(35=D), OrderCancelReplaceRequest(35=G), NewOrderList(35=E) or any other message where there are no legs. | Added EP234 | |
| Component(-) | NestedParties | Pty | Insert here the set of Nested Parties(firm identification nestedwithin additional repeating group) fields defined in Common Components of Application Messages Used for NestedPartyRole=Clearing Firm | Added FIX.4.4 |
| Repeating Group 539 | NoNestedPartyIDs | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole | Added FIX.4.3 |
| 524 | NestedPartyID | ID | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. | Added FIX.4.3 | |
| 525 | NestedPartyIDSource | Src | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. | Added FIX.4.3 | |
| 538 | NestedPartyRole | R | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. | Added FIX.4.3 | |
| 2384 | NestedPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | NstdPtysSubGrp | Sub | Repeating group of NestedParty sub-identifiers. | Added FIX.4.4 |
| Repeating Group 804 | NoNestedPartySubIDs | Added FIX.4.4 |
| 545 | NestedPartySubID | ID | Added FIX.4.4 | ||
| 805 | NestedPartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 209 | AllocHandlInst | HandlInst | Added EP245 | ||
| 80 | AllocQty | Qty | Added FIX.4.4 | ||
| 1752 | CustodialLotID | CstdlLotID | Only used for specific lot trades. | Added EP127 | |
| 1753 | VersusPurchaseDate | VSPDt | Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. | Added EP127 | |
| 1754 | VersusPurchasePrice | VSPPx | Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. | Added EP127 | |
| 1755 | CurrentCostBasis | CurCostBasis | Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified | Added EP127 |
| end Repeating Group |
| end Component |
| 854 | QtyType | QtyTyp | Added FIX.4.4 |
| Component(-) | OrderQtyData | OrdQty | Y | Added FIX.4.4 Updated EP131 |
| 38 | OrderQty | Qty | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. | Added FIX.4.3 | |
| 152 | CashOrderQty | Cash | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate monetary quantityfor the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. | Added FIX.4.3 | |
| 516 | OrderPercent | Pct | For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. | Added FIX.4.3 | |
| 468 | RoundingDirection | RndDir | For CIV - Optional | Added FIX.4.3 | |
| 469 | RoundingModulus | RndMod | For CIV - Optional | Added FIX.4.3 |
| end Component |
| Component(-) | CommissionData | Comm | Added FIX.4.4 Updated EP131 |
| 12 | Commission | Comm | Added FIX.4.3 | ||
| 13 | CommType | CommTyp | Added FIX.4.3 | ||
| 479 | CommCurrency | Ccy | Added FIX.4.3 Updated EP95 | ||
| 2922 | CommCurrencyCodeSource | CcySrc | Added EP273 | ||
| 1233 | CommRate | Rt | Added EP169 | ||
| 1238 | CommUnitOfMeasure | UOM | Added EP169 | ||
| 497 | FundRenewWaiv | FundRenewWaiv | Added FIX.4.3 Updated EP95 |
| end Component |
| Component(-) | CommissionDataGrp | CommData | Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. | Added EP204 |
| Repeating Group 2639 | NoCommissions | Added EP204 |
| 2640 | CommissionAmount | Amt | Required if NoCommissions(2639) > 0. If the commission is based on a percentage of trade quantity or a factor of unit of measure, CommissionRate(2646) and CommissionUnitOfMeasure(2644) may also be specified as appropriate. | Added EP204 | |
| 2641 | CommissionAmountType | Typ | Required if NoCommissions(2639) > 0. | Added EP204 | |
| 2725 | CommissionAmountSubType | SubTyp | Added EP233 | ||
| 2642 | CommissionBasis | Basis | Required if NoCommissions(2639) > 0. | Added EP204 | |
| 2643 | CommissionCurrency | Ccy | Added EP204 | ||
| 2923 | CommissionCurrencyCodeSource | CcySrc | Added EP273 | ||
| 2644 | CommissionUnitOfMeasure | UOM | Added EP204 | ||
| 2645 | CommissionUnitOfMeasureCurrency | UOMCcy | Added EP204 | ||
| 2924 | CommissionUnitOfMeasureCurrencyCodeSource | UOMCcySrc | Added EP273 | ||
| 2646 | CommissionRate | Rt | Added EP204 | ||
| 2647 | CommissionSharedIndicator | SharedInd | Added EP204 | ||
| 2648 | CommissionAmountShared | AmtShared | If specified, CommissionSharedIndicator(2647) must be set to Y. | Added EP204 | |
| 2649 | CommissionLegRefID | LegRefID | This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. | Added EP204 | |
| 2650 | CommissionDesc | Desc | Added EP204 | ||
| 2651 | EncodedCommissionDescLen | EncDescLen | Must be set if EncodedCommissionDesc(2652) is specified and must immediately precede it. | Added EP204 | |
| 2652 | EncodedCommissionDesc | EncDesc | Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. | Added EP204 |
| end Repeating Group |
| end Component |
| 528 | OrderCapacity | Cpcty | Added FIX.4.4 | ||
| 529 | OrderRestrictions | Rstctions | Added FIX.4.4 | ||
| 1724 | OrderOrigination | OrdOrigntn | Added EP256 | ||
| 1725 | OriginatingDeptID | OrigntngDeptID | Added EP256 | ||
| 1726 | ReceivingDeptID | RcvgDeptID | Added EP256 | ||
| 2883 | RoutingArrangmentIndicator | RtgArngmntInd | Added EP256 | ||
| 1091 | PreTradeAnonymity | PrTrdAnon | Added EP-1 | ||
| 582 | CustOrderCapacity | CustCpcty | Added FIX.4.4 | ||
| 121 | ForexReq | ForexReq | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. | Added FIX.4.4 | |
| 120 | SettlCurrency | SettlCcy | Conditionally required when ForexReq(121) = Y. | Added FIX.4.4 Updated EP131 | |
| 2899 | SettlCurrencyCodeSource | SettlCcySrc | Added EP273 | ||
| 775 | BookingType | BkngTyp | 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). Absence of this field implies regular booking. | Added FIX.4.4 | |
| 58 | Text | Txt | Added FIX.4.4 | ||
| 354 | EncodedTextLen | EncTxtLen | Must be set if EncodedText field is specified and must immediately precede it. | Added FIX.4.4 | |
| 355 | EncodedText | EncTxt | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | Added FIX.4.4 | |
| 1816 | ClearingAccountType | ClrAcctTyp | Added EP131 | ||
| 77 | PositionEffect | PosEfct | For use in derivatives omnibus accounting | Added FIX.4.4 | |
| 203 | CoveredOrUncovered | Covered | For use with derivatives, such as options | Added FIX.4.4 | |
| 544 | CashMargin | CshMgn | Added FIX.4.4 | ||
| 635 | ClearingFeeIndicator | ClrFeeInd | Added FIX.4.4 | ||
| 377 | SolicitedFlag | SolFlag | Added FIX.4.4 | ||
| 659 | SideComplianceID | SideComplianceID | Added FIX.4.4 | ||
| 962 | SideTimeInForce | SideTmFrc | Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order. | Added EP-1 |
| end Repeating Group |
|