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.

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

Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Unit amount of the underlying security (par, shares, currency, etc.)

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

Specific to the <UnderlyingInstrument> (not in <Instrument>)

In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

Specific to the <UnderlyingInstrument> (not in <Instrument>)

In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

Specific to the <UnderlyingInstrument> (not in <Instrument>)

In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Currency value attributed to this collateral at the start of the agreement

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Currency value currently attributed to this collateral

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Currency value attributed to this collateral at the end of the agreement

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Insert here the contents of the <UnderlyingStipulations> Component Block

Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

Used to express option right

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.

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

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

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 and 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 and 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.

Indicator to determine if Instrument is Settle on Open.

Gives the current state of the instrument

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

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]

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

Method for price quotation

For futures, indicates type of valuation method applied

Indicates whether strikes 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

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

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

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.

Must be present for MBS or TBA

Required when trailer contains signature. Note: Not to be included within SecureData field

Note: Not to be included within SecureData field

(Always unencrypted, always last field in message)