FIX Version FIX.5.0SP2 Extension Pack EP126

Approval Date 2010-09-09T00:00:00.000

Description EP126




Field Changes



New Fields

TagNameTypeDescriptionAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataType
1749TotalBidSizeQtySpecifies the total bid size.TotBidSz0
1750TotalOfferSizeQtySpecifies the total offer size.TotOfrSz0
1751SecondaryQuoteIDStringAssigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system.QID20



Enumerations

Updated Enumerations

TagValueSymbolicNameGroupSortDescriptionDefinition
29711Canceled for specific securities
29722Canceled for specific SecurityTypes(167)
29733Canceled for underlying
29744Canceled all
29766Removed from market
29799Quote not found
2971212Locked market warning
2971313Crossed market warning
2971414Canceled due to locked market
2971515Canceled due to locked market
2971616
2971717
2971818Unsolicited quote replenishment
2971919Pending end trade
2972020Too late to end
2985CancelSpecifiedSingleQuote5Cancel specified single quote
2986CancelByTypeOfQuote6Cancel by type of quote
53723Restricted tradeable

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionDefinition
5374InitiallyTradeable5Initially tradeable
29721Traded22Traded
29722TradedAndRemoved23Traded and removed
3033ConfirmQuote3Confirm quote

Message/Component Content

Message/Components Content Changes

ComponentIDTagTextIndentPositionReqdDescription
33117031Conditionally required when QuoteCancelType(298) = 5 (Cancel specified single quote) and SecondarlyQuoteID(1751) is not specified. Maps to QuoteID(117) of a single Quote(35=S) or QuoteEntryID(299) of a MassQuote(35=i)
3353704.10Conditionally required when QuoteCancelType(298)=6(Cancel by type of quote).

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
27175103.010Can be used when modifying an existing quote.
271749044.10
271750046.010
68175104.010
681749045.10
681750047.010
33175103.010Conditionally required when QuoteCancelType(298) = 5 (Cancel specific single quote) and QuoteID(117) is not specified.
204511717.10Can be used when QuoteRequestType(303) = 3(Confirm Quote).
2045175117.20Can be used when QuoteRequestType(303) = 3(Confirm Quote).