Account mnemonic as agreed between broker and institution.

Reference identifier used with CANCEL and REPLACE transaction types.

(Prior to FIX 4.1 this field was of type int)

Identifies advertisement message transaction type

Message sequence number of first message in range to be resent

Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)

Unique identifier for Order as assigned by institution (identified by SenderCompID or OnBehalfOfCompID as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods,should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

Commission type

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A: Valid Currency Codes for information on obtaining valid values.

Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (Status)).

Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.

(Prior to FIX 4.1 this field was of type int)

Reference identifier used with Cancel and Correct transaction types.

(Prior to FIX 4.1 this field was of type int)

Instructions for order handling on Broker trading floor

Unique identifier of IOI message.

(Prior to FIX 4.1 this field was of type int)

Relative quality of indication

Number of shares in numeric or relative size.

Broker capacity in order execution

Price of this (last) fill. Field not required for ExecTransType = 3 (Status)

Identifies number of lines of text body

Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)

Note: A "U" as the first character in the MsgType field (i.e. U1, U2, etc) indicates that the message format is privately defined between the sender and receiver.

Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.

Identifies current status of order.

ClOrdID of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.

Indicates possible retransmission of message with this sequence number

Reference message sequence number

Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.

Assigned value used to identify firm sending message.

Number of shares

(Prior to FIX 4.2 this field was of type int)

Ticker symbol

Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user.

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.

Urgency flag

Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution.

Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.

Valid values:

As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory

Sequence of individual order within list (i.e. ListSeqNo of ListNoOrds, 2 of 25, 3 of 25, . . . )

Free format text message containing list handling and execution instructions.

Identifies allocation transaction type

Indicates number of orders to be combined for average pricing and allocation.

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

Sub-account mnemonic

Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/AllocShares / ProcessCode instance indicates regular trade.

Sequence number of message within report series.

Identifies status of allocation.

Electronic signature

Actual encrypted data stream

Number of bytes in signature field.

Number of bytes in raw data field.

Indicates that message may contain information that has been sent under another sequence number.

Price per share

Code to identify reason for cancel rejection.

Code to qualify IOI use.

Company name of security issuer (e.g. International Business Machines)

Heartbeat interval (seconds)

Minimum quantity of an order to be executed.

(Prior to FIX 4.2 this field was of type int)

Identifier included in Test Request message to be returned in resulting Heartbeat

Indicates whether the broker is to locate the stock in conjunction with a short sell order.

Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party

Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.

Currency code of settlement denomination.

Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request.

No of execution repeating group entries to follow.

Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID field and the ultimate receiver firm ID in this field.

Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.

Bid price/rate

Quantity of bid

(Prior to FIX 4.2 this field was of type int)

Number of repeating groups of miscellaneous fees

Currency of miscellaneous fee

Previous closing price of security.

Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader)

Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party

Specifies the number of repeating symbols specified.

The headline of a News message

Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled)

Specifies the approximate order quantity desired in total monetary units vs. as a number of shares. The broker would be responsible for converting and calculating a share quantity (OrderQty) based upon this amount to be used for the actual order and subsequent messages.

NetMoney for a specific AllocAccount

Specifies whether or not SettlCurrFxRate should be multiplied or divided.

Accrued Interest Rate for convertible bonds and fixed income

Indicates mode used for Settlement Instructions

Unique identifier for Settlement Instructions message.

Unique identifier for an email thread (new and chain of replies)

Identifies Settlement Depository or Country Code (ISITC spec)

Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Name of the Standing Instruction database represented with StandInstDbType (i.e. the Global Custodian’s name).

Identifies type of settlement

BIC (Bank Identification Code—Swift managed) code of the broker involved (i.e. for multi-company brokerage firms)

Name of SettlInstSource's local agent bank if SettlLocation is not a depository

SettlInstSource's account number at local agent bank if SettlLocation is not a depository

Name of contact at local agent bank for SettlInstSource's account if SettlLocation is not a depository

Name of SettlInstSource's local agent bank if SettlDeliveryType=Free

SettlInstSource's account number at local agent bank if SettlDeliveryType=Free

Name of contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free

Bid F/X spot rate.y vary and not limited to four)

Offer F/X spot rate.

OrderQty of the future part of a F/X swap order.

F/X spot rate.

Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps". Should be unique.

Assigned by the party which accepts the order. Can be used to provide the OrderID used by an exchange or executing system.

Month and Year of the maturity for SecurityType=FUT or SecurityType=OPT. Required if MaturityDay is specified.

Format: YYYYMM

(i.e. 199903)

Strike Price for an Option.

Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself.

Can be used for SecurityType=OPT to identify a particular security.

Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).

Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI).

(Prior to FIX 4.2 this field was of type int)

Length of the XmlData data block.

Reference identifier for the SettlInstID with Cancel and Replace SettlInstTransType transaction types.

Indicates the type of RoutingID specified.

For Fixed Income. Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the Benchmark field). Note: Basis points can be negative.

For Fixed Income. Coupon rate of the bond. Will be zero for step-up bonds.

Unique identifier for Market Data Request

Depth of market for Book Snapshot

Specifies whether or not book entries should be aggregated.

Number of entries in Market Data message.

Price of the Market Data Entry.

Date of Market Data Entry.

Direction of the "tick".

Space-delimited list of conditions describing a quote.

Unique Market Data Entry identifier.

Refers to a previous MDEntryID.

Originator of a Market Data Entry

Identification of a Market Maker’s desk

Flag that identifies a price.

Buying party in a trade

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.

Identifies the type of Corporate Action.

Default Offer Size.

The number of sets of quotes in the message.

Identifies the type of quote cancel.

Reason Quote was rejected:

Unique id for the Quote Set.

Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set.

Underlying security’s Issuer.

See Issuer field for description

Underlying security’s SecurityExchange. Can be used to identify the underlying security.

Underlying security’s SecurityType.

Underlying security’s SymbolSfx.

See SymbolSfx field for description

Underlying security’s MaturityDay.

See MaturityDay field for description

Underlying security’s StrikePrice.

See StrikePrice field for description

Underlying security’s Currency.

See Currency field for description and valid values

Unique ID of a Security Definition Request.

Unique ID of a Security Definition message.

Unique ID of a Security Status Request message.

Identifies the trading status applicable to the transaction.

Indicates whether or not the halt was due to Common Stock trading being halted.

Number of shares bought.

Represents an indication of the high end of the price range for a security prior to the open or reopen

Identifies the type of adjustment.

Identifier for Trading Session

Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).

Values should be bi-laterally agreed to between counterparties.

Method of trading

State of the trading session.

Time of the opening of the trading session

Closing time of the trading session

Number of orders in the market.

Byte length of encoded (non-ASCII characters) EncodedIssuer field.

Byte length of encoded (non-ASCII characters) EncodedSecurityDesc field.

Byte length of encoded (non-ASCII characters) EncodedListExecInst field.

Byte length of encoded (non-ASCII characters) EncodedText field.

Byte length of encoded (non-ASCII characters) EncodedSubject field.

Byte length of encoded (non-ASCII characters) EncodedHeadline field.

Byte length of encoded (non-ASCII characters) EncodedAllocText field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc field.

Executed price for an AllocAccount entry used when using "executed price" vs. "average price" allocations (e.g. Japan).

Reason Quote Entry was rejected:

Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

The MsgType of the FIX message being referenced.

Identifies the Bid Request message type.

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.

Code to identify reason for a Business Message Reject message.

The number of ContraBroker entries.

Number of MsgTypes in repeating group.

Number of TradingSessionIDs in repeating group.

Code to identify the price a DiscretionOffset is related to and should be mathematically added to.

Unique identifier for Bid Response as assigned by broker. Uniqueness must be guaranteed within a single trading day.

Descriptive name for list order.

Code to identify the type of Bid Request.

Amounts in currency

Number of BidDescriptor entries.

BidDescriptor value. Usage depends upon BidDescriptorType.

Liquidity indicator or lower limit if TotalNumSecurities > 1. Represented as a percentage.

Value between LiquidityPctLow and LiquidityPctHigh in Currency

Used in EFP trades

Used in EFP trades

Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.

Value of stocks in Currency

Code to identify the desired frequency of progress reports.

Code to represent whether value is net (inclusive of tax) or gross.

Code to represent the type of trade.

Indicates the number of list entries.

Total number of strike price entries across all messages. Should be the sum of all NoStrikes in each message that has repeating strike price entries related to the same ListID. Used to support fragmentation.

For GT orders, the OrderQty less all shares (adjusted for stock splits) that traded on previous days. DayOrderQty = OrderQty – (CumQty - DayCumQty)

The average price of shares on a GT order that have traded today.

Number of list strike price entries.

Code to represent whether value is net (inclusive of tax) or gross.

Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices

Identifies the type of request that a Cancel Reject is in response to.

Underlying security’s ContractMultiplier.

See ContractMultiplier field for description

Identifes the time of the trade with the ContraBroker. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Supplemental accounting information forwared to clearing house/firm.

Used to indicate what an Execution Report represents (e.g. used with multi-leg securiteis, such as option strategies, spreads, etc.).

Free format text string related to List Status.

Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.