Name | BaseType | Description | Example | XML |
|---|---|---|---|---|
| XID | The purpose of the XID datatype is to define a unique identifier that is global to a FIX message. An identifier defined using this datatype uniquely identifies its containing element, whatever its type and name is. The constraint added by this datatype is that the values of all the fields that have an XID datatype in a FIX message must be unique. |
Name |
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Name |
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Name | BaseType | Description | Example | XML |
|---|
| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1113 | 336 | Reserved100Plus | ||||||||||
| 1114 | 625 | Reserved100Plus | ||||||||||
| 41597 | The day of the week on which pricing takes place. | |||||||||||
| 1254 | SettlOnOpenFlag | |||||||||||
| 1225 | DerivativeOptPayoutAmount | |||||||||||
| 1853 | 819 | |||||||||||
| 848 | The StrategyParametersGrp repeating group is used instead to convey target strategy parameters and values. | |||||||||||
| 849 | The StrategyParametersGrp repeating group is used instead to convey target strategy parameters and values. | |||||||||||
| 1537 | 65 | |||||||||||
| 195 | F/X forward points added to LastSpotRate(194). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199. | |||||||||||
| 641 | F/X forward points of the future part of a F/X swap order added to LastSpotRate(194). May be a negative value. | |||||||||||
| 197 | Identifies the type of Allocation linkage when AllocLinkID(196) is used. | |||||||||||
| 200 | Can be used with standardized derivatives vs. the MaturityDate (541) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 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). | |||||||||||
| 508 | Reference identifier for the RegistID(513) with Cancel and Replace RegistTransType(514) transaction types. | |||||||||||
| 611 | Multileg instrument's individual security's MaturityDate. See MaturityDate(541) field for description. | |||||||||||
| 11 | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID(49) or OnBehalfOfCompID(115) 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(11) field. | |||||||||||
| 155 | Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). | |||||||||||
| 218 | 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(221) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. | |||||||||||
| 154 | NetMoney(118) for a specific AllocAccount(79). | |||||||||||
| 306 | Underlying security's Issuer. See Issuer(106) field for description. | |||||||||||
| 725 | Identifies how the response to the request should be transmitted. |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|
| 2387 | 0 | The trade is for an asset class that is not traded with contingency. | |||||
| 277 | 0 | 98 | |||||
| 447 | H | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number | |||||
| 660 | 6 | Also referred to as SPSA ID. The Special Segregated Account identifier issued by Hong Kong Exchanges and Clearing. | |||||
| 530 | 3 | Cancel orders for a product | |||||
| 530 | 5 | Cancel orders for a security type | |||||
| 530 | B | Cancel orders for an issuer | |||||
| 530 | C | Cancel orders for an issuer of underlying security | |||||
| 531 | 2 | Cancel orders for an underlying security | |||||
| 531 | 3 | Cancel orders for a product | |||||
| 531 | 4 | Cancel orders for a CFI Code | |||||
| 531 | 5 | Cancel orders for a security type | |||||
| 531 | 7 | Cancel all orders | |||||
| 531 | B | Cancel orders for an issuer | |||||
| 531 | C | Cancel orders for an issuer of underlying security | |||||
| 585 | 3 | Status for orders for a product | |||||
| 585 | 9 | Status for orders for an issuer | |||||
| 585 | 10 | Status for orders for an issuer of underlying security | |||||
| 1374 | 3 | All orders for a product | |||||
| 1374 | 4 | All orders for a CFI Code | |||||
| 1374 | 5 | All orders for a security type | |||||
| 1374 | 8 | All orders for a market | |||||
| 1374 | 10 | All orders for a security group | |||||
| 1374 | 11 | All orders for an issuer | |||||
| 1374 | 12 | All orders for an issuer of underlying security | |||||
| 1376 | 0 | Mass action not supported | |||||
| 1376 | 3 | Invalid or unknown product | |||||
| 1376 | 4 | Invalid or unknown CFI Code | |||||
| 1376 | 5 | Invalid or unknown security type | |||||
| 1376 | 7 | Invalid or unknown market | |||||
| 1376 | 8 | Invalid or unknown market segment | |||||
| 1376 | 9 | Invalid or unknown security group | |||||
| 1376 | 10 | Invalid or unknown issuer | |||||
| 1376 | 11 | Invalid or unknown issuer of underlying security | |||||
| 298 | 1 | Cancel quotes for one or more securities | |||||
| 298 | 2 | Cancel quotes for security type(s) | |||||
| 298 | 3 | Cancel quotes for underlying security | |||||
| 298 | 4 | Cancel all quotes | |||||
| 298 | 6 | Cancel by type of quote | |||||
| 298 | 7 | Cancel quotes for an issuer | |||||
| 298 | 8 | Cancel quotes for an issuer of underlying security | |||||
| 22 | W | Standard name of the index or rate index, e.g. "LIBOR" or "iTraxx Australia". | |||||
| 2405 | 0 | In the context of Market Model Typology (MMT), this value represents an off book non-automated transaction type. |
| Tag | Value |
|---|---|
| 1853 | 0 |
| 1853 | 1 |
| 1853 | 2 |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration |
|---|---|---|---|---|---|---|
| 2451 | 0 | Unknown | 0 | Unknown | ||
| 2451 | 1 | LastTradePrice | 1 | Last trade price | ||
| 2451 | 2 | LastBidPrice | 2 | Last bid price | ||
| 2451 | 3 | LastOfferPrice | 3 | Last offer price | ||
| 2451 | 4 | MidPrice | 4 | Mid price | The price at the mid-point between last bid and last offer price. | |
| 2451 | 5 | AverageLastTradePrice | 5 | Average last trade price | The average price across a bi-laterally agreed number of trades, e.g. last five trades. | |
| 2451 | 6 | AverageLastTradePeriod | 6 | Average last trade period | Average price across bi-laterally agreed time period, e.g. last minute of trading. | |
| 2451 | 7 | UnderlyingPrice | 7 | Underlying price | Based on price of underlying instrument. | |
| 2451 | 8 | CalculatedPrice | 8 | Calculated price | Other calculation method, e.g. theoretical price. | |
| 2451 | 9 | ManualPrice | 9 | Manual price | Manually entered price. |
| ComponentID | ComponentType | CategoryID | Name | AbbrName | NotReqXML | Volume | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|---|---|
| 1008 | The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | ||||||||
| 1009 | The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | ||||||||
| 1010 | The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 15 | 433 | Controls when execution should begin For CIV Orders indicates order of execution. | |||
| 17 | 11 | Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. | |||
| 26 | RootParties | Insert here the set of "Root Parties" fields defined in "common components of application messages". Used for acting parties that applies to the whole message, not individual legs, sides, etc. | |||
| 62 | 11 | Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. | |||
| 66 | RootParties | Insert here the set of "Root Parties" fields defined in "common components of application messages". Used for acting parties that applies to the whole message, not individual legs, sides, etc. | |||
| 4016 | ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevant underlying date. | |||
| 4305 | UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevant underlying date. | |||
| 78 | Instrument | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". For NDFs, fixing date (specified in MaturityDate(541)) is required. Fixing time (specified in MaturityTime(1079)) is optional. | |||
| 87 | Instrument | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". | |||
| 92 | Instrument | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". | |||
| 27 | 54 | Required for 1-sided tradeable or counter quotes of single instruments. Omit for 2-sided tradeable quote. | |||
| 96 | 1300 | Identifies the segment of the market to which the specific trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. | |||
| 164 | 2813 | Only PayRequestStatus(2813)=0 (Received) is applicable in this message. | |||
| 19 | 1728 | Group identifier assigned by the firm. |