Pedigree Added FIX.4.4
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 552 | NoSides | Added FIX.4.4 Updated EP141 |
| 54 | Side | Side | Y | Required when NoSides(552) > 0. | Added FIX.4.4 Updated EP141 |
| 2102 | ShortMarkingExemptIndicator | SMEInd | Added EP164 | ||
| 1427 | SideExecID | SideExecID | Added EP77 Updated EP141 | ||
| 1428 | OrderDelay | OrdDelay | Added EP77 | ||
| 1429 | OrderDelayUnit | OrdDelayUnit | Added EP77 | ||
| 1009 | SideLastQty | SideQty | Added EP-1 Updated EP141 | ||
| 1597 | SideClearingTradePrice | ClrTrdPx | Used to indicate a side specific alternate clearing price. | Added EP111 | |
| 1599 | SidePriceDifferential | SidePxDiff | Used to indicate the Price Differential between the first and second leg of a complex instrument. | Added EP111 | |
| 1598 | SideClearingTradePriceType | ClrTrdPxType | Used to indicate whether the trade is clearing using execution price (LastPx) or alternate clearing price (ClrTrdPx) | Added EP111 | |
| 1005 | SideTradeReportID | RptID | Added EP-1 Updated EP141 | ||
| 1506 | SideTradeID | TrdID | Added EP107 | ||
| 1507 | SideOrigTradeID | OrigTrdID | Added EP107 | ||
| 1006 | SideFillStationCd | FillStationCd | Added EP-1 Updated EP141 | ||
| 1007 | SideReasonCd | RsnCD | Added EP-1 Updated EP141 | ||
| 83 | RptSeq | RptSeq | Added EP-1 Updated EP141 | ||
| 1008 | SideTrdSubType | TrdSubTyp | Added EP-1 Updated EP141 | ||
| 430 | NetGrossInd | NetGrossInd | Added EP-1 Updated EP141 | ||
| 1154 | SideCurrency | Ccy | Added EP-1 Updated EP141 | ||
| 2901 | SideCurrencyCodeSource | CcySrc | Added EP273 | ||
| 1155 | SideSettlCurrency | SettlCcy | Added EP-1 Updated EP141 | ||
| 2902 | SideSettlCurrencyCodeSource | SettlCcySrc | Added EP273 | ||
| Component(-) | Parties | Pty | Added FIX.4.4 Updated EP141 |
| 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(-) | PartyDetailGrp | PtyDetl | PartyDetailID(1619) must reference an existing entry in Parties component or a previous entry in RelatedPartyDetailGrp. The instance must have the same role as the referenced entry. The embedded RelatedPartyDetailID(1563) should introduce a new party identifier not previously reported. | Added EP217 |
| Repeating Group 1671 | NoPartyDetails | Added EP105 |
| 1691 | PartyDetailID | ID | The identification of the party. Required when NoPartyDetails(1671) > 0. | Added EP105 Updated EP128 | |
| 1692 | PartyDetailIDSource | Src | Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0. | Added EP105 Updated EP128 | |
| 1693 | PartyDetailRole | R | Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0. | Added EP105 Updated EP128 | |
| 1674 | PartyDetailRoleQualifier | Qual | Added EP105 | ||
| Component(-) | PartyDetailSubGrp | Sub | Added EP105 |
| Repeating Group 1694 | NoPartyDetailSubIDs | Added EP105 Updated EP208 |
| 1695 | PartyDetailSubID | ID | Required when NoPartyDetailSubIDs > 0. | Added EP105 | |
| 1696 | PartyDetailSubIDType | Typ | Required when NoPartyDetailSubIDs > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| Component(-) | PartyDetailAltIDGrp | AltPty | Optionally used to specify alternate IDs to identify the party specified. | Added EP105 |
| Repeating Group 1516 | NoPartyDetailAltID | Added EP105 |
| 1517 | PartyDetailAltID | ID | Required when NoPartyDetailAltID > 0. | Added EP105 | |
| 1518 | PartyDetailAltIDSource | Src | Required when NoPartyDetailAltID > 0. | Added EP105 | |
| Component(-) | PartyDetailAltSubGrp | Sub | Added EP105 |
| Repeating Group 1519 | NoPartyDetailAltSubIDs | Added EP105 |
| 1520 | PartyDetailAltSubID | ID | Required when NoPartyDetailAltSubIDs > 0. | Added EP105 | |
| 1521 | PartyDetailAltSubIDType | Typ | Required when NoPartyDetailAltSubIDs > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | RelatedPartyDetailGrp | ReltdPtyDetl | May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete) | Added EP105 Updated EP128 |
| Repeating Group 1562 | NoRelatedPartyDetailID | Added EP105 |
| 1563 | RelatedPartyDetailID | ID | Required if NoRelatedPartyDetails > 0. | Added EP105 | |
| 1564 | RelatedPartyDetailIDSource | Src | Required if NoRelatedPartyDetails > 0. | Added EP105 | |
| 1565 | RelatedPartyDetailRole | R | Required if NoRelatedPartyDetails > 0. | Added EP105 | |
| 1675 | RelatedPartyDetailRoleQualifier | Qual | Added EP105 | ||
| Component(-) | RelatedPartyDetailSubGrp | Sub | Added EP105 |
| Repeating Group 1566 | NoRelatedPartyDetailSubIDs | Added EP105 |
| 1567 | RelatedPartyDetailSubID | ID | Required when NoRelatedPartyDetailSubIDs > 0. | Added EP105 | |
| 1568 | RelatedPartyDetailSubIDType | Typ | Required when NoRelatedPartyDetailSubIDs > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| Component(-) | RelatedPartyDetailAltIDGrp | AltPty | Added EP105 |
| Repeating Group 1569 | NoRelatedPartyDetailAltID | Added EP105 |
| 1570 | RelatedPartyDetailAltID | ID | Required when NoRelatedPartyDetailAltID > 0. | Added EP105 | |
| 1571 | RelatedPartyDetailAltIDSource | Src | Required when NoRelatedPartyDetailAltID > 0. | Added EP105 | |
| Component(-) | RelatedPartyDetailAltSubGrp | Sub | Added EP105 |
| Repeating Group 1572 | NoRelatedPartyDetailAltSubIDs | Added EP105 |
| 1573 | RelatedPartyDetailAltSubID | ID | Required when NoRelatedPartyDetailAltSubIDs > 0. | Added EP105 | |
| 1574 | RelatedPartyDetailAltSubIDType | Typ | Required when NoRelatedPartyDetailAltSubIDs > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | PartyRelationshipGrp | Rltnshp | Added EP105 |
| Repeating Group 1514 | NoPartyRelationships | Added EP105 |
| 1515 | PartyRelationship | Rltnshp | Identifies the type of party relationship requested. Required if NoPartyRelationships > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1672 | PartyDetailStatus | Stat | Added EP105 Updated EP171 |
| end Repeating Group |
| end Component |
| 1 | Account | Acct | Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary. | Added FIX.4.4 Updated EP141 | |
| 660 | AcctIDSource | AcctIDSrc | Added FIX.4.4 | ||
| 581 | AccountType | AcctTyp | Added FIX.4.4 Updated EP141 | ||
| 522 | OwnerType | OwnerTyp | Added EP253 | ||
| Component(-) | LimitAmts | LmtAmts | Insert here the set of LimitAmtsfields defined in Common Components | Added EP100 |
| Repeating Group 1630 | NoLimitAmts | Number of limit amount occurrences. | Added EP100 Updated EP271 |
| 1631 | LimitAmtType | LmtAmtTyp | Required when NoLimitAmts > 0 | Added EP100 Updated EP180 | |
| 1632 | LastLimitAmt | LastLmtAmt | Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. | Added EP100 Updated EP180 | |
| 1633 | LimitAmtRemaining | LmtAmtRem | Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. | Added EP100 Updated EP180 | |
| 2394 | LimitUtilizationAmt | LmtUtilztnAmt | Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. | Added EP180 | |
| 2395 | LimitAmt | LmtAmt | Added EP180 | ||
| 1634 | LimitAmtCurrency | LmtAmtCcy | Added EP100 | ||
| 2935 | LimitAmtCurrencyCodeSource | LmtAmtCcySrc | Added EP273 | ||
| 2396 | LimitRole | LmtR | Added EP180 |
| end Repeating Group |
| end Component |
| 81 | ProcessCode | ProcCode | Used to specify Step-out trades. | Added FIX.4.4 Updated EP141 | |
| 575 | OddLot | OddLot | Added FIX.4.4 Deprecated FIX.5.0 | ||
| Component(-) | ClrInstGrp | ClrInst | Added FIX.4.4 |
| Repeating Group 576 | NoClearingInstructions | Added FIX.4.4 Updated EP95 |
| 577 | ClearingInstruction | ClrngInstrctn | Required if NoClearingInstructions > 0 | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| 635 | ClearingFeeIndicator | ClrFeeInd | Added EP271 | ||
| Component(-) | SideRegulatoryTradeIDGrp | RegTrdID | Added EP161 |
| Repeating Group 1971 | NoSideRegulatoryTradeIDs | Added EP161 |
| 1972 | SideRegulatoryTradeID | ID | Required if NoSideRegulatoryTradeIDs(1971) > 0. | Added EP161 | |
| 1973 | SideRegulatoryTradeIDSource | Src | Added EP161 | ||
| 1974 | SideRegulatoryTradeIDEvent | Evnt | Added EP161 | ||
| 1975 | SideRegulatoryTradeIDType | Typ | Added EP161 | ||
| 2416 | SideRegulatoryLegRefID | LegRefID | This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. | Added EP181 | |
| 2398 | SideRegulatoryTradeIDScope | Scope | Added EP181 |
| end Repeating Group |
| end Component |
| 2671 | SideTradeReportingIndicator | TrdRptngInd | May be used to bilaterally inform counterparty of trade reporting status for this side of the trade. | Added EP222 | |
| 2418 | FirmTradeEventID | FirmTrdEvntID | Added EP187 | ||
| 578 | TradeInputSource | InptSrc | Added FIX.4.4 | ||
| 579 | TradeInputDevice | InptDev | Added FIX.4.4 | ||
| 376 | ComplianceID | ComplianceID | Added FIX.4.4 | ||
| 2404 | ComplianceText | ComplianceTxt | Added EP185 | ||
| 2351 | EncodedComplianceTextLen | EncComplianceTxtLen | Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. | Added EP185 | |
| 2352 | EncodedComplianceText | EncComplianceTxt | Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. | Added EP185 | |
| 377 | SolicitedFlag | SolFlag | Added FIX.4.4 | ||
| 582 | CustOrderCapacity | CustCpcty | The customer capacity for this trade | Added FIX.4.4 | |
| 336 | TradingSessionID | SesID | Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID(336) then applies to all sides of the trade. | Added FIX.4.4 Updated EP141 | |
| 625 | TradingSessionSubID | SesSub | Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID(625) then applies to all sides of the trade. | Added FIX.4.4 Updated EP141 | |
| 943 | TimeBracket | TmBkt | Added FIX.4.4 | ||
| 2356 | RemunerationIndicator | RmntnInd | Added EP209 |
| Component(-) | CommissionData | Comm | Added FIX.4.4 Updated EP141 |
| 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 |
| 157 | NumDaysInterest | NumDaysInt | Added FIX.4.4 | ||
| 230 | ExDate | ExDt | Added FIX.4.4 | ||
| 158 | AccruedInterestRate | AcrdIntRt | Added FIX.4.4 | ||
| 159 | AccruedInterestAmt | AcrdIntAmt | Added FIX.4.4 | ||
| 738 | InterestAtMaturity | IntAtMat | Added FIX.4.4 | ||
| 920 | EndAccruedInterestAmt | EndAcrdIntAmt | For repurchase agreements the accrued interest on termination. | Added FIX.4.4 | |
| 921 | StartCash | StartCsh | For repurchase agreements the start (dirty) cash consideration. | Added FIX.4.4 Updated EP141 | |
| 922 | EndCash | EndCsh | For repurchase agreements the end (dirty) cash consideration. | Added FIX.4.4 Updated EP141 | |
| 238 | Concession | Concession | Added FIX.4.4 | ||
| 237 | TotalTakedown | TotTakedown | Added FIX.4.4 | ||
| 118 | NetMoney | NetMny | Value expressed in the currency reflected by the Currency(15) field. | Added FIX.4.4 Updated EP141 | |
| 119 | SettlCurrAmt | SettlCurrAmt | Added FIX.4.4 Updated EP141 | ||
| 155 | SettlCurrFxRate | SettlCurrFxRt | Added FIX.4.4 Updated EP141 | ||
| 156 | SettlCurrFxRateCalc | SettlCurrFxRtCalc | Added FIX.4.4 Updated EP141 | ||
| 77 | PositionEffect | PosEfct | Can be used for derivatives omnibus accounting. | Added FIX.4.4 Updated EP141 | |
| 58 | Text | Txt | Can be used by the executing market to record any execution details that are particular to that market. | Added FIX.4.4 Updated EP141 | |
| 354 | EncodedTextLen | EncTxtLen | Must be set if EncodedText field is specified and must immediately precede it. | Added FIX.4.4 | |
| 355 | EncodedText | EncTxt | Added FIX.4.4 Updated EP141 | ||
| 752 | SideMultiLegReportingType | MLegRptTyp | Can be used to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument. | Added FIX.4.4 Updated EP141 | |
| Component(-) | ContAmtGrp | ContAmt | Added FIX.4.4 |
| Repeating Group 518 | NoContAmts | Number of contract details in this message (number of repeating groups to follow) | Added FIX.4.4 |
| 519 | ContAmtType | ContAmtTyp | Must be first field in the repeating group. | Added FIX.4.4 | |
| 520 | ContAmtValue | ContAmtValu | Added FIX.4.4 | ||
| 521 | ContAmtCurr | ContAmtCurr | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| Component(-) | Stipulations | Stip | Added FIX.4.4 |
| Repeating Group 232 | NoStipulations | Added FIX.4.3 |
| 233 | StipulationType | Typ | Required if NoStipulations >0 | Added FIX.4.3 | |
| 234 | StipulationValue | Val | Added FIX.4.3 |
| end Repeating Group |
| end Component |
| Component(-) | MiscFeesGrp | MiscFees | Added FIX.4.4 |
| Repeating Group 136 | NoMiscFees | Required if any miscellaneous fees are reported. Indicates number of repeating entries. | Added FIX.4.4 Updated EP95 |
| 137 | MiscFeeAmt | Amt | Required if NoMiscFees(136) > 0. | Added FIX.4.4 Updated EP196 | |
| 138 | MiscFeeCurr | Curr | Added FIX.4.4 | ||
| 139 | MiscFeeType | Typ | Required if NoMiscFees(136) > 0. | Added FIX.4.4 Updated EP196 | |
| 2712 | MiscFeeQualifier | Qual | Added EP231 | ||
| Component(-) | MiscFeesSubGrp | MiscFeesSub | Added EP196 |
| Repeating Group 2633 | NoMiscFeeSubTypes | Added EP196 |
| 2634 | MiscFeeSubType | Typ | Required if NoMiscFeeSubTypes(2633) > 0. | Added EP196 | |
| 2635 | MiscFeeSubTypeAmt | Amt | Added EP196 | ||
| 2636 | MiscFeeSubTypeDesc | Desc | Added EP196 | ||
| 2637 | EncodedMiscFeeSubTypeDescLen | EncDescLen | Must be set if EncodedMiscFeeSubTypeDesc(2638) field is specified and must immediately precede it. | Added EP196 | |
| 2638 | EncodedMiscFeeSubTypeDesc | EncDesc | Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field. | Added EP196 |
| end Repeating Group |
| end Component |
| 891 | MiscFeeBasis | Basis | Added FIX.4.4 | ||
| 2216 | MiscFeeRate | Rt | Added EP169 | ||
| 2217 | MiscFeeAmountDue | AmtDue | Added EP169 | ||
| 2713 | MiscFeeDesc | Desc | Added EP231 |
| end Repeating Group |
| end Component |
| 825 | ExchangeRule | ExchRule | Added FIX.4.4 Updated EP141 | ||
| 826 | TradeAllocIndicator | AllocInd | Added FIX.4.4 Updated EP141 | ||
| 1848 | TradeAllocGroupInstruction | AllocGrpInst | Added EP141 | ||
| 1730 | AllocGroupID | GrpID | Added EP240 | ||
| 2771 | PreviousAllocGroupID | PrevGrpID | Identifies the previous AllocGroupID(1730) being changed by this message when AllocGroupStatus(2767)=3 (Changed). | Added EP241 | |
| 2759 | GroupAmount | GrpAmt | Added EP240 | ||
| 2767 | AllocGroupStatus | GrpStat | Added EP240 | ||
| 1853 | SideAvgPxIndicator | AvgPxInd | Added EP141 | ||
| 1854 | SideAvgPxGroupID | AvgPxGrpID | Added EP141 | ||
| 1852 | SideAvgPx | AvgPx | Added EP141 | ||
| 591 | PreallocMethod | PreallocMeth | Added FIX.4.4 | ||
| 70 | AllocID | AllocID | Used to assign an ID to the block of preallocations. | Added FIX.4.4 Updated EP141 | |
| Component(-) | TrdAllocGrp | Alloc | Added FIX.4.4 |
| Repeating Group 78 | NoAllocs | Added FIX.4.4 Updated EP141 |
| 79 | AllocAccount | Acct | Required if NoAllocs(78) > 0. | Added FIX.4.4 Updated EP141 | |
| 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 | ||
| 1593 | ParentAllocID | ParentAllocID | Added EP107 | ||
| 2727 | AllocLegRefID | LegRefID | The field may not be used in any message where there are no legs. | Added EP234 | |
| Component(-) | AllocRegulatoryTradeIDGrp | RegTrdID | Added EP161 |
| Repeating Group 1908 | NoAllocRegulatoryTradeIDs | Added EP161 |
| 1909 | AllocRegulatoryTradeID | ID | Required if NoAllocRegulatoryTradeIDs(1908) > 0. | Added EP161 | |
| 1910 | AllocRegulatoryTradeIDSource | Src | Added EP161 | ||
| 1911 | AllocRegulatoryTradeIDEvent | Evnt | Added EP161 | ||
| 1912 | AllocRegulatoryTradeIDType | Typ | Added EP161 | ||
| 2406 | AllocRegulatoryLegRefID | LegRefID | This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. | Added EP181 | |
| 2399 | AllocRegulatoryTradeIDScope | Scope | Added EP181 |
| end Repeating Group |
| end Component |
| 1729 | FirmMnemonic | FirmMnem | Added EP141 | ||
| Component(-) | NestedParties2 | Pty | Added FIX.4.4 Updated EP141 |
| 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 |
| 209 | AllocHandlInst | HandlInst | Added EP245 | ||
| 80 | AllocQty | Qty | Added FIX.4.4 | ||
| 2515 | AllocCalculatedCcyQty | CalcCcyQty | Added EP193 | ||
| 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 | |
| 993 | AllocCustomerCapacity | CustCpcty | Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. | Added EP-1 | |
| 1002 | AllocMethod | Meth | Added EP-1 Updated EP141 | ||
| 989 | SecondaryIndividualAllocID | IndAllocID2 | Added EP-1 Updated EP141 | ||
| 1136 | AllocClearingFeeIndicator | ClrFeeInd | Added EP-1 | ||
| Component(-) | TradeAllocAmtGrp | Amt | Added EP141 |
| Repeating Group 1844 | NoTradeAllocAmts | Added EP141 |
| 1845 | TradeAllocAmtType | Typ | Required if NoTradeAllocAmts(1844) > 0. | Added EP141 | |
| 1846 | TradeAllocAmt | Amt | Required if NoTradeAllocAmts(1844) > 0. | Added EP141 | |
| 1847 | TradeAllocCurrency | Ccy | Added EP141 | ||
| 2933 | TradeAllocCurrencyCodeSource | CcySrc | Added EP273 | ||
| 1850 | TradeAllocAmtReason | Rsn | Added EP141 |
| end Repeating Group |
| end Component |
| 1840 | TradeAllocStatus | Stat | Added EP141 | ||
| 1735 | AllocationRollupInstruction | AllocRollupInst | Added EP141 | ||
| 161 | AllocText | Txt | Added EP141 | ||
| 360 | EncodedAllocTextLen | EncAllocTextLen | Added EP141 | ||
| 361 | EncodedAllocText | EncAllocText | Added EP141 | ||
| 1732 | FirmAllocText | FirmTxt | Added EP141 | ||
| 1733 | EncodedFirmAllocTextLen | EncFirmTxtLen | Added EP141 | ||
| 1734 | EncodedFirmAllocText | EncFirmTxt | Added EP141 | ||
| 2392 | AllocRefRiskLimitCheckID | RefRiskLmtChkID | Added EP180 | ||
| 2393 | AllocRefRiskLimitCheckIDType | RefRiskLmtChkIDTyp | Added EP180 | ||
| Component(-) | AllocCommissionDataGrp | CommData | Added EP204 |
| Repeating Group 2653 | NoAllocCommissions | Added EP204 |
| 2654 | AllocCommissionAmount | Amt | Required if NoAllocCommissions(2653) > 0. If the commission is based on a percentage of trade quantity or a factor of unit of measure, AllocCommissionRate(2660) and AllocCommissionUnitOfMeasure(2658) may also be specified as appropriate. | Added EP204 | |
| 2655 | AllocCommissionAmountType | Typ | Required if NoAllocCommissions(2653) > 0. | Added EP204 | |
| 2726 | AllocCommissionAmountSubType | SubTyp | Added EP233 | ||
| 2656 | AllocCommissionBasis | Basis | Required if NoAllocCommissions(2653) > 0. | Added EP204 | |
| 2657 | AllocCommissionCurrency | Ccy | Added EP204 | ||
| 2925 | AllocCommissionCurrencyCodeSource | CcySrc | Added EP273 | ||
| 2658 | AllocCommissionUnitOfMeasure | UOM | Added EP204 | ||
| 2659 | AllocCommissionUnitOfMeasureCurrency | UOMCcy | Added EP204 | ||
| 2926 | AllocCommissionUnitOfMeasureCurrencyCodeSource | UOMCcySrc | Added EP273 | ||
| 2660 | AllocCommissionRate | Rt | Added EP204 | ||
| 2661 | AllocCommissionSharedIndicator | SharedInd | Added EP204 | ||
| 2662 | AllocCommissionAmountShared | AmtShared | If specified, AllocCommissionSharedIndicator(2661) must be set to Y. | Added EP204 | |
| 2663 | AllocCommissionLegRefID | 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 | |
| 2664 | AllocCommissionDesc | Desc | Added EP204 | ||
| 2665 | EncodedAllocCommissionDescLen | EncDescLen | Must be set if EncodedAllocCommissionDesc(2666) is specified and must immediately precede it. | Added EP204 | |
| 2666 | EncodedAllocCommissionDesc | EncDesc | Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. | Added EP204 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | SideTrdRegTS | TrdRegTS | Added EP-1 Updated EP141 |
| Repeating Group 1016 | NoSideTrdRegTS | Added EP-1 |
| 1012 | SideTrdRegTimestamp | TS | Added EP-1 | ||
| 1013 | SideTrdRegTimestampType | Typ | Added EP-1 | ||
| 1014 | SideTrdRegTimestampSrc | Src | Added EP-1 |
| end Repeating Group |
| end Component |
| Component(-) | SettlDetails | SettlDetails | Conveys settlement account details reported as part of obligation. | Added EP-1 Updated EP141 |
| Repeating Group 1158 | NoSettlDetails | Number of settlement parties | Added EP-1 |
| 1164 | SettlObligSource | SettlSrc | Indicates the Source of the Settlement Instructions | Added EP-1 | |
| 169 | StandInstDbType | StandInstDbTyp | Added EP249 | ||
| 170 | StandInstDbName | StandInstDbName | Added EP249 | ||
| 171 | StandInstDbID | StandInstDbID | Added EP249 | ||
| Component(-) | SettlParties | Pty | Carries settlement account information | Added EP-1 |
| Repeating Group 781 | NoSettlPartyIDs | Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole | Added FIX.4.4 |
| 782 | SettlPartyID | ID | Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. | Added FIX.4.4 | |
| 783 | SettlPartyIDSource | Src | Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. | Added FIX.4.4 | |
| 784 | SettlPartyRole | R | Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. | Added FIX.4.4 | |
| 2389 | SettlPartyRoleQualifier | Qual | Added EP179 | ||
| Component(-) | SettlPtysSubGrp | Sub | Repeating group of SettlParty sub-identifiers. | Added FIX.4.4 |
| Repeating Group 801 | NoSettlPartySubIDs | Added FIX.4.4 |
| 785 | SettlPartySubID | ID | Added FIX.4.4 | ||
| 786 | SettlPartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1072 | SideGrossTradeAmt | SideGrossTradeAmt | Added EP-1 | ||
| 1057 | AggressorIndicator | AgrsrInd | Added EP-1 | ||
| 1139 | ExchangeSpecialInstructions | ExchSpeclInstr | Added EP-1 | ||
| 1690 | SideShortSaleExemptionReason | ShrtSaleExmptnRsn | Optional when Side (54) = 6 (Sell short exempt) | Added EP121 | |
| 1115 | OrderCategory | OrdCat | Added EP77 | ||
| 1444 | SideLiquidityInd | LqdtyInd | Added EP81 | ||
| 1851 | StrategyLinkID | StrategyLinkID | Added EP141 |
| Component(-) | TradeReportOrderDetail | TrdRptOrdDetl | Order details for the order associated with this side of the trade. | Added EP77 Updated EP141 |
| 37 | OrderID | OrdID | Added EP77 | ||
| 198 | SecondaryOrderID | OrdID2 | Added EP77 | ||
| 11 | ClOrdID | ClOrdID | In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). | Added EP77 Updated EP95 | |
| 526 | SecondaryClOrdID | ClOrdID2 | In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). | Added EP77 Updated EP95 | |
| 66 | ListID | ListID | Added EP77 | ||
| 1080 | RefOrderID | RefOrdID | Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs. | Added EP77 | |
| 1081 | RefOrderIDSource | RefOrdIDSrc | Added EP77 | ||
| 1431 | RefOrdIDReason | RefOrdIDRsn | The reason for updating the RefOrdID | Added EP77 | |
| Component(-) | RelatedOrderGrp | ReltdOrd | Added EP259 |
| Repeating Group 73 | NoOrders | Added EP259 |
| 2887 | RelatedOrderID | ID | Required if NoOrders(73) > 0. | Added EP259 | |
| 2888 | RelatedOrderIDSource | Src | The same value must be used for all orders having the same OrderRelationship(2890) value. | Added EP259 | |
| 2836 | RelatedOrderTime | Tm | Added EP259 | ||
| 2889 | RelatedOrderQty | Qty | Added EP259 | ||
| 2890 | OrderRelationship | Rltnshp | May be used to explicitly express the type of relationship or to provide orders having different relationships. | Added EP259 | |
| 2835 | OrderOriginationFirmID | OrigntnFirmID | May be used when aggregating orders that were originally submitted by different firms, e.g. due to a merger or acquisition. | Added EP259 |
| end Repeating Group |
| end Component |
| 1091 | PreTradeAnonymity | PrTrdAnon | Added EP101 | ||
| 40 | OrdType | OrdTyp | Order type from the order associated with the trade | Added EP77 | |
| 44 | Price | Px | Order price at time of trade | Added EP77 | |
| 99 | StopPx | StopPx | Stop/Limit order price | Added EP77 | |
| 18 | ExecInst | ExecInst | Execution Instruction from the order associated with the trade | Added EP77 | |
| 39 | OrdStatus | OrdStat | Status of order as of this trade report | Added EP77 |
| Component(-) | OrderQtyData | OrdQty | Order quantity at time of trade | Added EP77 |
| 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 |
| 151 | LeavesQty | LeavesQty | Added EP77 | ||
| 14 | CumQty | CumQty | Added EP77 | ||
| 59 | TimeInForce | TmInForce | Added EP77 | ||
| 126 | ExpireTime | ExpireTm | The order expiration date/time in UTC | Added EP77 | |
| Component(-) | MatchingInstructions | MtchgInst | Added EP99 |
| Repeating Group 1624 | NoMatchInst | Added EP99 |
| 1625 | MatchInst | Inst | Required if NoMatchInst > 0. | Added EP99 | |
| 1673 | MatchInstMarketID | MktID | Added EP99 | ||
| 1626 | MatchAttribTagID | ID | Required if NoMatchInst > 0. | Added EP99 | |
| 1627 | MatchAttribValue | Valu | Required if NoMatchInst > 0. | Added EP99 |
| end Repeating Group |
| end Component |
| 2362 | SelfMatchPreventionID | SlfMtchPrvntnID | May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. | Added EP211 | |
| 2964 | SelfMatchPreventionInstruction | SlfMtchPrvntnInst | Added EP280 | ||
| 1629 | ExposureDuration | ExpsreDur | The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire). | Added EP100 Updated EP159 | |
| 1916 | ExposureDurationUnit | ExpsreDurUnit | Added EP159 |
| Component(-) | DisplayInstruction | DsplyInstr | Added EP77 |
| 1138 | DisplayQty | DisplayQty | Added EP-1 | ||
| 1082 | SecondaryDisplayQty | SecDspQty | Added EP-1 | ||
| 1608 | InitialDisplayQty | InitDsplyQty | Only to be used in the ExecutionReport | Added EP115 | |
| 2828 | CurrentDisplayPrice | CurDspPx | Added EP253 | ||
| 1083 | DisplayWhen | DspWhn | Added EP-1 | ||
| 1084 | DisplayMethod | DspMthd | Added EP-1 | ||
| 1085 | DisplayLowQty | DsplLwQty | Required when DisplayMethod = 3 | Added EP-1 | |
| 1086 | DisplayHighQty | DisplayHighQty | Required when DisplayMethod = 3 | Added EP-1 | |
| 1087 | DisplayMinIncr | DspMinIncr | Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 | Added EP-1 | |
| 1088 | RefreshQty | RfrshQty | Required when DisplayMethod = 2 | Added EP-1 |
| end Component |
| 528 | OrderCapacity | Cpcty | Added EP77 | ||
| 529 | OrderRestrictions | Rstctions | Added EP77 | ||
| 775 | BookingType | BkngTyp | Added EP78 | ||
| 1432 | OrigCustOrderCapacity | OrigCustOrdCpcty | Added EP77 | ||
| 1724 | OrderOrigination | OrdOrigntn | Added EP222 | ||
| Component(-) | OrderAttributeGrp | OrdAttrib | Added EP222 |
| Repeating Group 2593 | NoOrderAttributes | Added EP222 |
| 2594 | OrderAttributeType | Typ | Required if NoOrderAttributes(2593) > 0. | Added EP222 | |
| 2595 | OrderAttributeValue | Val | Required if NoOrderAttributes(2593) > 0. | Added EP222 |
| end Repeating Group |
| end Component |
| 2704 | ExDestinationType | ExDestTyp | Added EP228 | ||
| 821 | OrderInputDevice | OrdInptDev | Added EP77 | ||
| 1093 | LotType | LotTyp | Added EP77 | ||
| 483 | TransBkdTime | TransBkdTm | Added EP77 | ||
| 586 | OrigOrdModTime | OrigOrdModTm | Added EP77 | ||
| 2766 | OrderPercentOfTotalVolume | TotVolPct | Added EP240 |
| end Component |
| 1031 | CustOrderHandlingInst | CustOrdHdlInst | Added EP133 | ||
| 1032 | OrderHandlingInstSource | OrdHndlInstSrc | Added EP133 | ||
| Component(-) | TradePositionQty | Qty | Added EP141 |
| Repeating Group 702 | NoPositions | Added EP141 |
| 703 | PosType | Typ | Required if NoPositions > 0. | Added EP141 | |
| 704 | LongQty | Long | Added EP141 | ||
| 705 | ShortQty | Short | Added EP141 | ||
| 1654 | CoveredQty | CvrdQty | Added EP141 | ||
| 706 | PosQtyStatus | Stat | Added EP141 | ||
| 976 | QuantityDate | QtyDt | Added EP141 |
| end Repeating Group |
| end Component |
| Component(-) | RelatedTradeGrp | ReltdTrd | Added EP142 |
| Repeating Group 1855 | NoRelatedTrades | Added EP142 |
| 1856 | RelatedTradeID | ID | Required if NoRelatedTrades(1855) > 0. | Added EP142 | |
| 1857 | RelatedTradeIDSource | Src | Added EP142 | ||
| 2103 | RelatedRegulatoryTradeIDSource | RegSrc | Optionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities. | Added EP165 | |
| 1858 | RelatedTradeDate | Dt | Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days. | Added EP142 | |
| 1859 | RelatedTradeMarketID | MktID | Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets. | Added EP142 | |
| 1860 | RelatedTradeQuantity | Qty | Added EP142 |
| end Repeating Group |
| end Component |
| Component(-) | RelatedPositionGrp | ReltdPos | Added EP142 |
| Repeating Group 1861 | NoRelatedPositions | Added EP142 |
| 1862 | RelatedPositionID | ID | Required if NoRelatedPositions(1861) > 0. | Added EP142 | |
| 1863 | RelatedPositionIDSource | Src | Added EP142 | ||
| 1864 | RelatedPositionDate | Dt | Added EP142 |
| end Repeating Group |
| end Component |
| 1980 | BlockTrdAllocIndicator | BlckTrdAllocInd | Added EP161 | ||
| 2344 | SideRiskLimitCheckStatus | RiskLmtChkStat | Added EP172 Updated EP180 | ||
| 29 | LastCapacity | LastCpcty | In the context of regulatory trade reporting, this specifies the trading capacity of the reporting party. | Added EP179 | |
| 2334 | RefRiskLimitCheckID | RefRiskLmtChkID | Added EP180 | ||
| 2335 | RefRiskLimitCheckIDType | RefRiskLmtChkIDTyp | Added EP180 | ||
| 2361 | CompressionGroupID | CmprsnGrpID | Added EP211 | ||
| Component(-) | SideCollateralAmountGrp | CollAmt | Added EP227 |
| Repeating Group 2691 | NoSideCollateralAmounts | Added EP227 |
| 2702 | SideCurrentCollateralAmount | Amt | Required if NoSideCollateralAmounts(2691) > 0. | Added EP227 | |
| 2695 | SideCollateralCurrency | Ccy | Can be used to specify the currency of SideCollateralAmount(2702) if Currency(15) is not specified or is not the same. | Added EP227 | |
| 2930 | SideCollateralCurrencyCodeSource | CcySrc | Added EP273 | ||
| 2694 | SideCollateralAmountType | AmtTyp | Added EP227 | ||
| 2696 | SideCollateralFXRate | FxRt | Added EP227 | ||
| 2697 | SideCollateralFXRateCalc | FxRtCalc | Added EP227 | ||
| 2701 | SideCollateralType | Typ | Added EP227 | ||
| 2693 | SideCollateralAmountMarketSegmentID | MktSegID | Added EP227 | ||
| 2692 | SideCollateralAmountMarketID | MktID | Added EP227 | ||
| 2703 | SideHaircutIndicator | HrctInd | Added EP227 | ||
| 2700 | SideCollateralPortfolioID | PrtflioID | Added EP227 | ||
| 2699 | SideCollateralPercentOverage | PctOvrg | Added EP227 | ||
| 2698 | SideCollateralMarketPrice | MktPx | Added EP227 | ||
| 2862 | SideCollateralReinvestmentRate | RnvstmntRt | When multiple instances of the SideCollateralReinvestmentGrp component are present this field specifies the average reinvestment rate. | Added EP254 |
| Component(-) | SideCollateralReinvestmentGrp | CollRnvstmnt | Added EP254 |
| Repeating Group 2864 | NoSideCollateralReinvestments | Added EP254 |
| 2867 | SideCollateralReinvestmentType | Typ | Required if NoSideCollateralReinvestments(2864) > 0. | Added EP254 | |
| 2865 | SideCollateralReinvestmentAmount | Amt | Added EP254 | ||
| 2866 | SideCollateralReinvestmentCurrency | Ccy | Added EP254 | ||
| 2932 | SideCollateralReinvestmentCurrencyCodeSource | CcySrc | Added EP273 |
| end Repeating Group |
| end Component |
| 2863 | SideUnderlyingRefID | UndlyRefID | May be used to indicate that this entry applies to the underlying collateral instrument being referenced by the value in UnderlyingID(2874). | Added EP254 |
| end Repeating Group |
| end Component |
| end Repeating Group |
|