Unique identifier of advertisement message.

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

Broker's side of advertised trade

Calculated average price of all fills on this order.

For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (3). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.

Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)

Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)

Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05.

Total quantity (e.g. number of shares) filled.

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

Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

Instructions for order handling on Broker trading floor

Unique identifier of IOI message.

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

Reference identifier used with CANCEL and REPLACE, transaction types.

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

Identifies IOI message transaction type

Market of execution for last fill, or an indication of the market where an order was routed

Valid values:

See "Appendix 6-C"

Quantity (e.g. shares) bought/sold on this (last) fill.

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

Integer message sequence number

New sequence number

Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.

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

Order type

*** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" ***

(see Volume : "Glossary" for value definitions)

Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))

Price per unit of quantity (e.g. per share)

Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.

Assigned value used to identify specific message originator (desk, trader, etc.)

Overall/total quantity (e.g. number of shares)

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

Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)

Use "[N/A]" for products which do not have a 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. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)

Regular is defined as the default settlement period for the particular security on the exchange of execution.

In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (67).

Valid values:

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

Fixed Income use:

WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN

CD = a EUCP with lump-sum interest rather than discount price

Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . )

Free format text message containing list handling and execution instructions.

Identifies allocation transaction type

*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

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).

Number of repeating AllocAccount (79)/AllocPrice (366) entries.

Quantity to be allocated to specific sub-account

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

Total number of reports within series.

Total quantity canceled for this order.

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

Identifies status of allocation

Electronic signature

Actual encrypted data stream

Email message type

Unformatted raw data, can include bitmaps, word processor documents, etc.

Method of encryption

Execution destination as defined by institution when order is entered.

Valid values:

See "Appendix 6-C"

Code to identify reason for order rejection.

Name of security issuer (e.g. International Business Machines, GNMA).

see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

Heartbeat interval (seconds)

Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time.

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

Identifies party of trade responsible for exchange reporting.

Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field.

Unique identifier for quote

Total amount due expressed in settlement currency (includes the effect of the forex transaction)

Indicates request for forex accommodation trade to be executed along with security transaction.

Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.

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

The meaning of expiration is specific to the context where the field is used.

For orders, this is the expiration time of a Good Til Date TimeInForce.

For Quotes - this is the expiration of the quote.

Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.

For collateral requests, this is the time by which collateral must be assigned.

For collateral assignments, this is the time by which a response to the assignment is expected.

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 (56) 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 (39) will always identify the current order status (i.e. Partially Filled)

*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages.

NetMoney (8) for a specific AllocAccount (79)

Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided

The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.

Indicates mode used for Settlement Instructions message.

*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

Unique identifier for Settlement Instruction.

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

Indicates type of security. See also the Product (460) and CFICode (46) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties):

* Identify the Issuer in the "Issuer" field(06)

*** REPLACED values - See "Replaced Features and Supported Approach" ***

NOTE: Additional values may be used by mutual agreement of the counterparties)

Identifies the Standing Instruction database used

Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.

Bid F/X spot rate.

Offer F/X spot rate.

OrderQty (38) 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 (70)) 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 (37) used by an exchange or executing system.

Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options).

Format:

YYYYMM (i.e. 199903)

YYYYMMDD (20030323)

YYYYMMwN (200303w) for week

A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date).

Strike Price for an Option.

Can be used for SecurityType (67) =OPT to identify a particular security.

Valid values vary by SecurityExchange:

*** REPLACED values - See "Replaced Features and Supported Approach" ***

For Exchange: MONEP (Paris)

L = Long (a.k.a. "American")

S = Short (a.k.a. "European")

For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich)

0-9 = single digit "version" number assigned by exchange following capital adjustments (0=current, =prior, 2=prior to , etc).

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

Maximum quantity (e.g. 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 (62) with Cancel and Replace SettlInstTransType (63) transaction types.

Indicates the type of RoutingID (27) specified

For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type.

Spread to Benchmark: 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 BenchmarkCurveName (22) field). Note: Basis points can be negative.

Swap Spread: Target spread for a swap.

Name of benchmark curve.

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.

The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date")

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***

Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)

Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc.

In general quantities for all calsses should be expressed in the basic unit of the instrument, e.g. shares for equities, norminal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions.

Type of Stipulation

Type of yield

The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Underlying security’s CouponPaymentDate.

See CouponPaymentDate (224) field for description

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***

Underlying security’s RepurchaseRate.

See RepurchaseRate (227) field for description

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***

Underlying security’s RedemptionDate.

See RedemptionDate (240) field for description

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)

Multileg instrument's individual leg security’s IssueDate.

See IssueDate (225) field for description

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***

Multileg instrument's individual leg security's RepurchaseTerm.

See RepurchaseTerm (226) field for description

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Multileg instrument's individual leg security’s Factor.

See Factor (228) field for description

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Multileg instrument's individual leg security’s CreditRating.

See CreditRating (255) field for description

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)

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.

(prior to FIX 4.4 field was of type UTCDate)

Direction of the "tick"

Space-delimited list of conditions describing a quote

Unique Market Data Entry identifier.

Refers to a previous MDEntryID (278).

Originator of a Market Data Entry

Identification of a Market Maker’s desk

Flag that identifies a market data entry

(Prior to FIX 4.3 this field was of type char)

Buying party in a trade

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

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 (295) in each message that has repeating quotes that are part of the same quote set.

(Prior to FIX 4.4 this field was named TotQuoteEntries)

Underlying security’s Issuer.

See Issuer (06) field for description

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

Valid values: see SecurityExchange (207)

Underlying security’s SecurityType.

Valid values: see SecurityType (67) field

(see below for details concerning this fields use in conjunction with SecurityType=REPO)

The following applies when used in conjunction with SecurityType=REPO

Represents the general or specific type of security that underlies a financing agreement

Valid values for SecurityType=REPO:

TREASURY = Federal government or treasury

PROVINCE = State, province, region, etc.

AGENCY = Federal agency

MORTGAGE = Mortgage passthrough

CP = Commercial paper

CORP = Corporate

EQUITY = Equity

SUPRA = Supra-national agency

CASH

If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.:

SecurityType=REPO

UnderlyingSecurityType=MORTGAGE

UnderlyingIssuer=GNMA

or

SecurityType=REPO

UnderlyingSecurityType=AGENCY

UnderlyingIssuer=CA Housing Trust

UnderlyingCountryOfIssue=CA

or

SecurityType=REPO

UnderlyingSecurityType=CORP

UnderlyingNoStipulations=

UnderlyingStipulationType=RATING

UnderlyingStipulationValue=>bbb-

Underlying security’s SymbolSfx.

See SymbolSfx (65) field for description

Underlying security’s PutOrCall.

See PutOrCall field for description

Underlying security’s OptAttribute.

See OptAttribute (206) field for description

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.

Quantity 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", "TOSTNET", "TOSTNET2", etc).

To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.

Values should be bi-laterally agreed to between counterparties.

Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

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 (349) field.

Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (35) field.

Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.

Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.

Byte length of encoded (non-ASCII characters) EncodedAllocText (36) field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).

Reason Quote Entry was rejected

The tag number of the FIX field being referenced.

Code to identify reason for a session-level Reject message

Identifies contra broker. Standard NASD market-maker mnemonic is preferred.

Indicates whether or not the order was solicited.

The value of the business-level "ID" field on the message being referenced.

Total amount traded (e.g. CumQty (4) * AvgPx (6)) expressed in units of currency.

Maximum number of bytes supported for a single message.

Specifies the direction of the messsage

Total volume (quantity) traded.

Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842)

(Prior to FIX 4.4 this field was of type PriceOffset)

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

Total number of securities.

(Prior to FIX 4.4 this field was named TotalNumSecurities)

Total number of tickets.

Amounts in currency

Code to identify the type of BidDescriptor (400)

Code to identify which "SideValue" the value refers to. SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.

Upper liquidity indicator if TotalNumSecurities (393) > . Represented as a percentage.

Eg Used in EFP trades 2% (EFP – Exchange for Physical ). Represented as a percentage.

Used in EFP trades. Represented as a percentage.

Code to identify the type of liquidity indicator

Indicates whether or not to exchange for phsyical.

Percentage of program that crosses in Currency. Represented as a percentage.

Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status.