Pedigree Added FIX.4.4
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 552 | NoSides |
| 54 | Side | Side | Y | Required when NoSides(552) > 0. | Added FIX.4.4 Updated EP141 |
| 1427 | SideExecID | SideExecID | Added EP88 Updated EP141 | ||
| 1506 | SideTradeID | TrdID | Added EP107 | ||
| 1507 | SideOrigTradeID | OrigTrdID | Added EP107 | ||
| 1428 | OrderDelay | OrdDelay | Added EP88 | ||
| 1429 | OrderDelayUnit | OrdDelayUnit | Added EP88 Updated EP141 | ||
| Component(-) | Parties | Pty | Added FIX.4.4 Updated EP141 |
| Repeating Group 453 | NoPartyIDs | Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries |
| 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 | Number of PartySubID (523)and PartySubIDType (803) entries |
| 523 | PartySubID | ID | Added FIX.4.4 | ||
| 803 | PartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1 | Account | Acct | Added FIX.4.4 | ||
| 660 | AcctIDSource | AcctIDSrc | Added FIX.4.4 | ||
| 581 | AccountType | AcctTyp | Added FIX.4.4 | ||
| Component(-) | LimitAmts | LmtAmts | Insert here the set of LimitAmtsfield defined in Common Components | Added EP100 |
| Repeating Group 1630 | NoLimitAmts | The number of limit amount entries. |
| 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 | ||
| 2396 | LimitRole | LmtR | Added EP180 |
| end Repeating Group |
| end Component |
| 81 | ProcessCode | ProcCode | Added FIX.4.4 | ||
| 575 | OddLot | OddLot | Added FIX.4.4 Deprecated FIX.5.0 | ||
| Component(-) | ClrInstGrp | ClrInst | Added FIX.4.4 |
| Repeating Group 576 | NoClearingInstructions | Number of clearing instructions |
| 577 | ClearingInstruction | ClrngInstrctn | Required if NoClearingInstructions > 0 | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| 2671 | SideTradeReportingIndicator | TrdRptngInd | Added EP237 | ||
| 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 | Added FIX.4.4 | ||
| 336 | TradingSessionID | SesID | Added FIX.4.4 Updated EP141 | ||
| 625 | TradingSessionSubID | SesSub | Added FIX.4.4 Updated EP141 | ||
| 943 | TimeBracket | TmBkt | Added FIX.4.4 | ||
| 430 | NetGrossInd | NetGrossInd | Added FIX.5.0 Updated EP141 | ||
| 1154 | SideCurrency | Ccy | Added FIX.5.0 Updated EP141 | ||
| 1155 | SideSettlCurrency | SettlCcy | Added FIX.5.0 Updated EP141 |
| 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 | ||
| 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 | Number of commissions in the repeating group. |
| 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 | ||
| 2644 | CommissionUnitOfMeasure | UOM | Added EP204 | ||
| 2645 | CommissionUnitOfMeasureCurrency | UOMCcy | Added EP204 | ||
| 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 | Added FIX.4.4 | ||
| 921 | StartCash | StartCsh | Added FIX.4.4 | ||
| 922 | EndCash | EndCsh | Added FIX.4.4 | ||
| 238 | Concession | Concession | Added FIX.4.4 | ||
| 237 | TotalTakedown | TotTakedown | Added FIX.4.4 | ||
| 118 | NetMoney | NetMny | Added FIX.4.4 | ||
| 119 | SettlCurrAmt | SettlCurrAmt | Added FIX.4.4 | ||
| 155 | SettlCurrFxRate | SettlCurrFxRt | Added FIX.4.4 | ||
| 156 | SettlCurrFxRateCalc | SettlCurrFxRtCalc | Added FIX.4.4 | ||
| 77 | PositionEffect | PosEfct | Added FIX.4.4 | ||
| 752 | SideMultiLegReportingType | MLegRptTyp | Added FIX.4.4 | ||
| Component(-) | ContAmtGrp | ContAmt | Added FIX.4.4 |
| Repeating Group 518 | NoContAmts | The number of Contract Amount details on an Execution Report message |
| 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 Updated EP141 |
| Repeating Group 232 | NoStipulations | Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in 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 | Number of repeating groups of miscellaneous fees |
| 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 | Specifies the number of miscellaneous fee sub-types. |
| 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 | ||
| Component(-) | SettlDetails | SettlDetails | Conveys settlement account details reported as part of obligation. | Added FIX.5.0 Updated EP141 |
| Repeating Group 1158 | NoSettlDetails | Used to group Each Settlement Party |
| 1164 | SettlObligSource | SettlSrc | Indicates the Source of the Settlement Instructions | Added FIX.5.0 | |
| 169 | StandInstDbType | StandInstDbTyp | Added EP249 | ||
| 170 | StandInstDbName | StandInstDbName | Added EP249 | ||
| 171 | StandInstDbID | StandInstDbID | Added EP249 | ||
| Component(-) | SettlParties | Pty | Carries settlement account information | Added FIX.5.0 |
| Repeating Group 781 | NoSettlPartyIDs | Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries |
| 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 | Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries |
| 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 |
| 826 | TradeAllocIndicator | AllocInd | Added FIX.4.4 | ||
| 1730 | AllocGroupID | GrpID | Added EP240 | ||
| 2771 | PreviousAllocGroupID | PrevGrpID | Identifies the previous AllocGroupID(1730) being changed 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 | Added FIX.4.4 | ||
| Component(-) | TrdAllocGrp | Alloc | Added FIX.4.4 |
| Repeating Group 78 | NoAllocs | Number of repeating AllocAccount (79)/AllocPrice (366) entries. |
| 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 | ||
| 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 | Number of regulatory IDs in the repeating group. |
| 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 | Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries |
| 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 | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. |
| 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 FIX.4.4 | |
| 1002 | AllocMethod | Meth | Added FIX.4.4 Updated EP141 | ||
| 989 | SecondaryIndividualAllocID | IndAllocID2 | Added FIX.4.4 Updated EP141 | ||
| 1136 | AllocClearingFeeIndicator | ClrFeeInd | Added FIX.4.4 | ||
| Component(-) | TradeAllocAmtGrp | Amt | Added EP141 |
| Repeating Group 1844 | NoTradeAllocAmts | Number of trade allocation amount entries. |
| 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 | ||
| 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 | Number of commissions in the repeating group. |
| 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 | ||
| 2658 | AllocCommissionUnitOfMeasure | UOM | Added EP204 | ||
| 2659 | AllocCommissionUnitOfMeasureCurrency | UOMCcy | Added EP204 | ||
| 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 |
| 1072 | SideGrossTradeAmt | SideGrossTradeAmt | Added FIX.4.4 | ||
| 1057 | AggressorIndicator | AgrsrInd | Added FIX.4.4 | ||
| 1009 | SideLastQty | SideQty | Added FIX.4.4 | ||
| 1005 | SideTradeReportID | RptID | Added FIX.4.4 | ||
| 1006 | SideFillStationCd | FillStationCd | Added FIX.4.4 | ||
| 1007 | SideReasonCd | RsnCD | Added FIX.4.4 | ||
| 83 | RptSeq | RptSeq | Added FIX.4.4 | ||
| 1008 | SideTrdSubTyp | TrdSubTyp | Added FIX.4.4 | ||
| 1115 | OrderCategory | OrdCat | Added EP88 | ||
| 1851 | StrategyLinkID | StrategyLinkID | Added EP141 |
| Component(-) | TradeReportOrderDetail | TrdRptOrdDetl | Details of the order associated with this side of the trade. | Added EP88 |
| 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 | Indicates number of orders to be combined for average pricing and allocation. |
| 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 | Number of Instructions in the <MatchingInstructions> repeating group. |
| 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 | |
| 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 FIX.4.4 | ||
| 1082 | SecondaryDisplayQty | SecDspQty | Added FIX.4.4 | ||
| 1608 | InitialDisplayQty | InitDsplyQty | Only to be used in the ExecutionReport | Added EP115 | |
| 2828 | CurrentDisplayPrice | CurDspPx | Added EP253 | ||
| 1083 | DisplayWhen | DspWhn | Added FIX.4.4 | ||
| 1084 | DisplayMethod | DspMthd | Added FIX.4.4 | ||
| 1085 | DisplayLowQty | DsplLwQty | Required when DisplayMethod = 3 | Added FIX.4.4 | |
| 1086 | DisplayHighQty | DisplayHighQty | Required when DisplayMethod = 3 | Added FIX.4.4 | |
| 1087 | DisplayMinIncr | DspMinIncr | Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 | Added FIX.4.4 | |
| 1088 | RefreshQty | RfrshQty | Required when DisplayMethod = 2 | Added FIX.4.4 |
| 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 | Number of order attribute entries. |
| 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 |
| Component(-) | SideTrdRegTS | TrdRegTS | Added FIX.4.4 |
| Repeating Group 1016 | NoSideTrdRegTS | Indicates number of SideTimestamps contained in group |
| 1012 | SideTrdRegTimestamp | TS | Added FIX.4.4 | ||
| 1013 | SideTrdRegTimestampType | Typ | Added FIX.4.4 | ||
| 1014 | SideTrdRegTimestampSrc | Src | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| 1031 | CustOrderHandlingInst | CustOrdHdlInst | Added EP133 | ||
| 1032 | OrderHandlingInstSource | OrdHndlInstSrc | Added EP133 |
| Component(-) | RelatedTradeGrp | ReltdTrd | Added EP142 |
| Repeating Group 1855 | NoRelatedTrades | Number of related trades. |
| 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 | Number of related positions. |
| 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 |
| 2344 | SideRiskLimitCheckStatus | RiskLmtChkStat | Added EP172 |
| end Repeating Group |
|