 | 8 | BeginString | BeginString | Y | FIXT.1.1 (Always unencrypted, must be first field in message) | Added FIX.4.0
|
| 9 | BodyLength | BodyLength | Y | (Always unencrypted, must be second field in message) | Added FIX.4.0
|
| 35 | MsgType | MsgTyp | Y | (Always unencrypted, must be third field in message) | Added FIX.4.0
|
| 1128 | ApplVerID | ApplVerID | | Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. | Added EP-1
|
| 1156 | ApplExtID | ApplExtID | | | Added EP-1
|
| 1129 | CstmApplVerID | CstmApplVerID | | Used to support bilaterally agreed custom functionality | Added EP-1
|
| 49 | SenderCompID | SID | Y | (Always unencrypted) | Added FIX.4.0
|
| 56 | TargetCompID | TID | Y | (Always unencrypted) | Added FIX.4.0
|
| 115 | OnBehalfOfCompID | OBID | | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | Added FIX.4.0
|
| 128 | DeliverToCompID | D2ID | | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | Added FIX.4.0
|
| 90 | SecureDataLen | SecureDataLen | | Required to identify length of encrypted section of message. (Always unencrypted) | Added FIX.4.0
Updated EP195
Deprecated EP195 |
| 91 | SecureData | SecureData | | Required when message body is encrypted. Always immediately follows SecureDataLen field. | Added FIX.4.0
Updated EP195
Deprecated EP195 |
| 34 | MsgSeqNum | SeqNum | Y | (Can be embedded within encrypted data section.) | Added FIX.4.0
|
| 50 | SenderSubID | SSub | | (Can be embedded within encrypted data section.) | Added FIX.4.0
|
| 142 | SenderLocationID | SLoc | | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | Added FIX.4.1
|
| 57 | TargetSubID | TSub | | ADMIN reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | Added FIX.4.0
|
| 143 | TargetLocationID | TLoc | | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | Added FIX.4.1
|
| 116 | OnBehalfOfSubID | OBSub | | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.0
|
| 144 | OnBehalfOfLocationID | OBLoc | | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.1
|
| 129 | DeliverToSubID | D2Sub | | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.0
|
| 145 | DeliverToLocationID | D2Loc | | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.1
|
| 43 | PossDupFlag | PosDup | | Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) | Added FIX.4.0
|
| 97 | PossResend | PosRsnd | | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) | Added FIX.4.0
|
| 52 | SendingTime | Snt | Y | (Can be embedded within encrypted data section.) | Added FIX.4.0
|
| 122 | OrigSendingTime | OrigSnt | | Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) | Added FIX.4.0
|
| 212 | XmlDataLen | XmlDataLen | | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | Added FIX.4.2
|
| 213 | XmlData | XmlData | | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)
See Volume 1: FIXML Support | Added FIX.4.2
|
| 347 | MessageEncoding | MsgEncd | | Type of message encoding (non-ASCII characters) used in a message's Encoded fields. Required if any Encoding fields are used. | Added FIX.4.2
|
| 369 | LastMsgSeqNumProcessed | LastMsgSeqNumProced | | The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. | Added FIX.4.2
|
| Component(-) | HopGrp | Hop | | Number of repeating groups of historical hop information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. | Added EP-1
|
| 1180 | ApplID | ApplID | | Identifies the application with which a message is associated. Used only if application sequencing is in effect. | Added EP-1
|
| 1181 | ApplSeqNum | ApplSeqNum | | Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. | Added EP-1
|
| 1350 | ApplLastSeqNum | ApplLastSeqNum | | The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified | Added EP-1
|
| 1352 | ApplResendFlag | ApplResendFlag | | Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. | Added EP-1
|
| 1394 | MarketReportID | MktRptID | Y | Unique identifier for each market definition message. | Added EP-1
Updated EP195
|
| 1393 | MarketReqID | MktReqID | | | Added EP-1
|
| 1395 | MarketUpdateAction | MktUpdtActn | | Specifies the action taken | Added EP-1
|
| 1301 | MarketID | MktID | Y | | Added EP-1
|
| 1300 | MarketSegmentID | MktSegID | | | Added EP-1
|
| 1396 | MarketSegmentDesc | MarketSegmentDesc | | | Added EP-1
|
| 1397 | EncodedMktSegmDescLen | EncodedMktSegmDescLen | | Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. | Added EP-1
Updated EP195
|
| 1398 | EncodedMktSegmDesc | EncodedMktSegmDesc | | Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. | Added EP-1
Updated EP195
|
| 1325 | ParentMktSegmID | ParentMktSegmID | | Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. | Added EP-1
Updated EP195
|
| 2542 | MarketSegmentStatus | MktSegStat | | | Added EP195
|
| 2543 | MarketSegmentType | MktSegTyp | | Used to specify the purpose of a special market segment identified by MarketSegmentID(1300).
Conditionally required if MarketSegmentSubType(2544) is specified. | Added EP195
|
| 2544 | MarketSegmentSubType | MktSegSubTyp | | | Added EP195
|
| Component(-) | InstrumentScopeGrp | InstrmtScope | | Used to specify the types of securities that belong to the market segment. | Added EP195
|
| 1535 | InstrumentScopeOperator | Oper | | Required when NoInstrumentScopes > 0. | Added EP105
|
| 1536 | InstrumentScopeSymbol | Sym | | | Added EP105
|
| 1537 | InstrumentScopeSymbolSfx | Sfx | | | Added EP105
|
| 1538 | InstrumentScopeSecurityID | ID | | | Added EP105
|
| 1539 | InstrumentScopeSecurityIDSource | Src | | | Added EP105
|
| Component(-) | RelatedMarketSegmentGrp | ReltdMktSeg | | Used to specify market segments that have a relationship to the market segment defined in this message. | Added EP195
|
| 15 | Currency | Ccy | | The default trading currency | Added EP-1
|
| 2897 | CurrencyCodeSource | CcySrc | | | Added EP273
|
| Component(-) | BaseTradingRules | BaseTrdgRules | | Used to specify the valid base trading rules for the identified market or market segment. | Added EP-1
Updated EP195
|
| Component(-) | TickRules | TickRules | | Specifies price tick rules for the security. | Added EP-1
Updated EP195
|
| Component(-) | LotTypeRules | LotTypeRules | | Specifies the lot types that are valid for trading. | Added EP-1
|
| 1093 | LotType | LotTyp | | Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231).
LotType + MinLotSize (max is next level minus 1).
Required if NoLotTypeRules(1234) > 0. | Added EP-1
Updated EP271
|
| 1231 | MinLotSize | MinLotSz | | Minimum lot size allowed based on lot type specified in LotType(1093) | Added EP-1
|
| Component(-) | PriceLimits | PxLmts | | Specifies the price limits that are valid for trading. | 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
|
| Component(-) | PriceRangeRuleGrp | PxRngRule | | Specifies the valid price range tables for trading. | Added EP195
|
| Component(-) | QuoteSizeRuleGrp | QteSzRule | | Specifies the valid quote sizes for trading. | Added EP195
|
| 827 | ExpirationCycle | ExpirationCycle | | | Added EP-1
|
| 1786 | TradeVolType | TrdVolTyp | | | Added EP130
Updated EP195
|
| 562 | MinTradeVol | MinTrdVol | | | Added EP-1
Updated EP195
|
| 1140 | MaxTradeVol | MaxTrdVol | | For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade. | Added EP-1
Updated EP195
|
| 1143 | MaxPriceVariation | MxPxVar | | | Added EP-1
Updated EP195
|
| 1144 | ImpliedMarketIndicator | ImpldMktInd | | | Added EP-1
|
| 1245 | TradingCurrency | TrdCcy | | | Added EP-1
Updated EP195
|
| 2934 | TradingCurrencyCodeSource | TrdCcySrc | | | Added EP273
|
| 561 | RoundLot | RndLot | | | Added EP-1
Updated EP195
|
| 1377 | MultilegModel | MlegModel | | Used for multileg security only. | Added EP-1
Updated EP195
|
| 1378 | MultilegPriceMethod | MlegPxMeth | | Used for multileg security only. | Added EP-1
Updated EP195
|
| 423 | PriceType | PxTyp | | Defines the default price type used for trading. | Added EP-1
Updated EP195
|
| 2557 | FastMarketPercentage | FastMktPctage | | Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor. | Added EP195
|
| 2559 | QuoteSideIndicator | QuotSideInd | | | Added EP195
|
| Component(-) | OrdTypeRules | OrdTypRules | | Used to specify the order types that are valid for trading on the identified market or market segment. | Added EP-1
Updated EP195
|
| 40 | OrdType | OrdTyp | | Indicates order types that are valid for the specified market segment. | Added EP-1
|
| Component(-) | TimeInForceRules | TmInForceRules | | Used to specify the time in force rules that are valid for trading on the identified market or market segment. | Added EP-1
Updated EP195
|
| Component(-) | ExecInstRules | ExecInstRules | | Used to specify the execution instructions that are valid for trading on the identified market or market segment. | Added EP-1
Updated EP195
|
| Component(-) | AuctionTypeRuleGrp | AuctTypRule | | Used to specify the auction order types that are valid for trading on the identified market or market segment. | Added EP195
|
| 1803 | AuctionType | AuctTyp | | Required if NoAuctionTypeRules(2548) > 0.
AuctionType(1803) = 0 (None) can be used to invalidate all auction types on the instrument level that are defined on a market segment level. | Added EP195
Updated EP223
|
| 2549 | AuctionTypeProductComplex | AuctTypProdCmplx | | Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported. | Added EP195
|
| Component(-) | MarketDataFeedTypes | MDFeedTyps | | Used to specify the market data feed types that are valid for trading on the identified market or market segment. | Added EP195
|
| Component(-) | MatchRules | MtchRules | | Used to specify the matching rules that are valid for trading on the identified market or market segment. | Added EP195
|
| Component(-) | FlexProductEligibilityGrp | FlexProdElig | | Specifies the eligibility indicators for the creation of flexible securities. | Added EP195
|
| Component(-) | Parties | Pty | | Specifies parties relevant for the market or market segment, e.g. market makers. | Added EP195
|
| 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
|
| 2400 | EffectiveBusinessDate | EfctvBizDt | | | Added EP195
|
| 60 | TransactTime | TxnTm | | | Added EP-1
|
| 58 | Text | Txt | | | Added EP-1
Updated EP195
|
| 354 | EncodedTextLen | EncTxtLen | | Must be set if EncodedText(355) field is specified and must immediately precede it. | Added EP-1
Updated EP195
|
| 355 | EncodedText | EncTxt | | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | Added EP-1
Updated EP195
|
| 93 | SignatureLength | SignatureLength | | Required when trailer contains signature. Note: Not to be included within SecureData field | Added FIX.4.0
Updated EP195
Deprecated EP195 |
| 89 | Signature | Signature | | Note: Not to be included within SecureData field | Added FIX.4.0
Updated EP195
Deprecated EP195 |
| 10 | CheckSum | CheckSum | Y | (Always unencrypted, always last field in message) | Added FIX.4.0
|