FIXT.1.1 (Always unencrypted, must be first field in message)

(Always unencrypted, must be second field in message)

(Always unencrypted, must be third field in message)

Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.

Used to support bilaterally agreed custom functionality

(Always unencrypted)

(Always unencrypted)

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

Required to identify length of encrypted section of message. (Always unencrypted)

Required when message body is encrypted. Always immediately follows SecureDataLen field.

(Can be embedded within encrypted data section.)

(Can be embedded within encrypted data section.)

Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

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.)

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

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.)

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.)

Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

(Can be embedded within encrypted data section.)

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.)

Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

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

Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.

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.

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.

Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1

Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order.

Required when NoOrders(73) > 0 and must be the first repeating field in the group.

Can be used to provide order id used by exchange or executing system.

Required for List Orders.

Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages"

This is used to identify the executing broker for step in/give in trades

Average price for this order.

For FX, if specified, expressed in terms of Currency(15).

Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty)

Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field)

Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs.

Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0

Price of individual execution. Required if NoExecs > 0.

For FX, if specified, expressed in terms of Currency(15).

Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type

Used to identify whether the trade was executed on an agency or principal basis.

Common, "human understood" representation of the security. SecurityID 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.

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

Required if SecurityID is specified.

Number of alternate Security Identifiers

Indicates the type of product the security is associated with (high-level category)

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

Required for Fixed Income. Refer to Volume 7 - Fixed Income

Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.

Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field.

When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.

For NDFs this represents the fixing date of the contract.

For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.

Indicator to determine if Instrument is Settle on Open.

Gives the current state of the instrument

Date interest is to be paid. Used in identifying Corporate Bond issues.

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index.

Qty * Factor * Price = Gross Trade Amount

For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.

(Qty * Price) * Factor = Nominal Value

The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

A two-character state or province abbreviation.

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

Used for derivatives, such as options and covered warrants

Used for derivatives

Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

Minimum price increment for the instrument. Could also be used to represent tick value.

Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

0

Settlement method for a contract. Can be used as an alternative to CFI Code value

Type of exercise of a derivatives security

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

Method for price quotation

Indicates type of valuation method used.

Indicates whether the instruments are pre-listed only or can also be defined via user request

Used to express the ceiling price of a capped call

Used to express the floor price of a capped put

Used to express option right

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator

Used to indicate if a product or group of product supports the creation of flexible securities

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

For Fixed Income.

Can be used to identify the security.

Position Limit for the instrument.

Near-term Position Limit for the instrument.

Must be set if EncodedIssuer field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

Embedded XML document describing security.

Identifies MBS / ABS pool

Must be present for MBS/TBA

The program under which a commercial paper is issued

The registration type of a commercial paper issuance

Number of repeating EventType group entries.

If different from IssueDate

If different from IssueDate and DatedDate

Used to identify the parties listing a specific instrument

Identifies the form of delivery.

Percent at risk due to lowest possible call.

Number of repeating InstrAttrib group entries.

The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

A common reference to the applicable standing agreement between the principals

A reference to the date the underlying agreement was executed.

Currency of the underlying agreement.

For Repos the timing or method for terminating the agreement.

Settlement date of the beginning of the deal

Repayment / repurchase date

Delivery or custody arrangement for the underlying securities

Percentage of cash value that underlying security collateral must meet.

Number of underlyings

Must be provided if Number of underlyings > 0

Number of legs

Must be provided if Number of legs > 0

For Fixed Income

Must be present if BenchmarkPrice is used.

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

Repeating group of Party sub-identifiers.

Required if NoStipulations >0

Number of Position Amount entries

Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction

May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs > 0. Must be first field in repeating group.

Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction".

Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx.

Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction".

Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system.

Specifies the method under which a trade quantity was allocated.

Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.

Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"

Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc.

Note: this field can be used for settlement location (PSET) information.

Free format text field related to this AllocAccount

Must be set if EncodedAllocText field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field.

Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"

AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency(15). For Fixed Income always express value as "percent of par".

NetMoney for this AllocAccount

((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell.

((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy.

For FX, if specified, expressed in terms of Currency(15).

AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency

AllocSettlCurrency for this AllocAccount if different from "overall" Currency.

Required if AllocSettlCurrAmt is specified.

Required for NDFs.

Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency

Specifies whether the SettlCurrFxRate should be multiplied or divided

Applicable for Convertible Bonds and fixed income

Applicable for securities that pay interest in lump-sum at maturity

Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived.

Absence of this field implies use of default instructions.

Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"

Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3.