User Defined Fields

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The table below summarizes currently used custom fields.

At this time the available tag numbers in the user defined range of 5000 to 9999 have all been allocated. In December 2009 the Global Technical Committee Governance Board approved the use of tag numbers in the 20000 to 39999 range for use as user defined tags to be used bilaterally between parties. These tags do not need to be registered. The Global Technical Committee (GTC) Governance Board recommends that fields/tags and enumeration values from later versions of FIX which meets the business or implementation of FIX be retro-fitted into the implementation.

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At this time the available tag numbers in the user defined range of 5000 to 9999...

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User defined fields in the range 8000-8499 are reserved for the FIX Global Technical Committee for the support of regulatory requirements in supported legacy versions of FIX.  User defined fields in the range 8500-8999 are currently reserved for work-in-progress in China.

The Global Technical Committee’s policy with regards to user defined fields is for the community, where possible, to use tags, components or repeating groups from the latest Extension Pack in their legacy FIX implementation when these meet the requirements, as opposed to customised extensions through user defined fields, components repeating groups.

Tag Field FIX MsgTypes Description Created by
5000 OrdStatusReqType Discriminates between a standard Order Status Request (=0), and a non-standard Trade History query (=1) Terril Bisnauthsing –
OM Group
5001 ExchangeQuoteID Quote ID returned from exchange Terril Bisnauthsing –
OM Group
5002 BidVolMultiplier Bid Volume Multiplier for an Improvement Quote

Integer

Terril Bisnauthsing –
OM Group
5003 OfferVolMultiplier Offer Volume Multiplier for an Improvement Quote

Integer

Terril Bisnauthsing –
OM Group
5004 BidVolLimit ` Terril Bisnauthsing –
OM Group
5005 OfferVolLimit Offer Volume Limit for an Improvement Quote

Integer

Terril Bisnauthsing –
OM Group
5006 QuoteStatusReqType Discriminates between a Price Quote Status Request (=0), and an Improvement Quote Status Request (=1).

Char

Terril Bisnauthsing –
OM Group
5007 LockStatus Indicates whether an order is locked (temporarily) on the orderbook.

Boolean

Terril Bisnauthsing –
OM Group
5008 DepositoryID Clearing house security ID Terril Bisnauthsing –
OM Group
5009 DepositoryIDSource Type of Clearing house security ID: =1 (CUSIP)
=2 (SEDOL)
=4 (ISIN) 

String

Terril Bisnauthsing –
OM Group
5010 SecuritySuspended Indicates whether the security is suspended from trading

Boolean

Terril Bisnauthsing –
OM Group
5011 OrderMaxValue Maximum order value

Price

Terril Bisnauthsing –
OM Group
5012 OrderMinValue Minimum order value

Price

Terril Bisnauthsing –
OM Group
5013 TradeSequence When the deal is created during the day:=2 (trade entered by operations/administration staff)
=101 (normal trading)
=102 (traded out of sequence; used for trades that have been hedged) 

Integer

Terril Bisnauthsing –
OM Group
5014 TradeMode Trade type. =1 (Standard. The trade is a normally registered trade).
Other values (2-8) reserved for future use. 

Char

Terril Bisnauthsing –
OM Group
5015 TickBandLow Tick band low price

Price

Terril Bisnauthsing –
OM Group
5016 TickBandHigh Tick band high price

Price

Terril Bisnauthsing –
OM Group
5017 TickBandType Tick band type: =1 (DAY orders)
=2 (quotes and IOC orders) 

Char

Terril Bisnauthsing –
OM Group
5018 OrderBookID The identity of a market place partition.

String

Terril Bisnauthsing –
OM Group
5019 TradingSessionID2 The identity of a group of instruments which share trading session characteristics, e.g. when their state changes from Waiting to Trading

String

Terril Bisnauthsing –
OM Group
5020 SettlDate The settlement date for a trade.

UTCDateOnly

Terril Bisnauthsing –
OM Group
5021 ReportToOCS 8,Q Specifies if a block order average price trade is to be reported to OCS (Overnight Comparison System) Kevin Bilello –
Beta Systems
5022 NoTickBands Number of tick bands in the following repeating group.

Integer

Terril Bisnauthsing –
OM Group
5023 TickSize Tick size

Price

Terril Bisnauthsing –
OM Group
5024 InternalSeqNo message header This tag is to support internal sequence checking between front-end FIX session modules and back-office FIX application engines Kevin Bilello –
Beta Systems
5025 InternalAcknowledgementSw message header Used to allow front-end session modules communicate to back-end
application modules that the required acknowledgement for a given message
has already been generated in order to improve asyncronous processing.
Kevin Bilello –
Beta Systems
5026 DaylightSavingSw message header Used to allow front-end session modules communicate to back-end application modules whether we are observing daylight saving time. Kevin Bilello –
Beta Systems
5027 ExchangeSymbolName Security Definition Symbol name used to identify instrument on a local exchange. Terril Bisnauthsing –
OM Group
5028 BlkOrderDesk 8,Q Specifies the desk for a block order average price trade Kevin Bilello –
Beta Systems
5029 BlkOrderDeskNo 8,Q Specifies the desk number for a block order average price trade Kevin Bilello –
Beta Systems
5030 BlockOrderID D,8,Q,9,G,F This identifies a block order ID for grouping orders (i.e. orders for a queue and release system) Kevin Bilello –
Beta Systems
5031 ExpireTime New Order This field should contain the number of days from today, for which the order should be valid. The value must be less than six as GTD orders can only be valid for five days according to CSE (Colombo Stock Exchange)trading rules. Further this field is required only if TimeInForce is GTD. Priya Sampath –
Changepond Technologies
5032 SecurityType New Order Single Possible values are:
1 = Normal Board
2 = Odd lot Board
3 = Crossings board
4 = All or None board
Default value is Normal Board
Priya Sampath –
Changepond Technologies
5033 IsForeignBroker Ner Order Single Possible values are
0 = NO
1 = YES
Default value is No
Priya Sampath –
Changepond Technologies
5034 IsTaxable New Order Single Possible values are
0 = No
1 = Yes
Default value is No.
Priya Sampath –
Changepond Technologies
5035 Custodian Code New Order Single Three character Custodian Code Priya Sampath –
Changepond Technologies
5036 OldQty New Order Single Must be equal to the currently remaining quantity and not the original order quantity Priya Sampath –
Changepond Technologies
5037 OldPrice New Order Single Must be equal to the original Price Priya Sampath –
Changepond Technologies
5038 CMSText all order related messages The CMS message text equivalent with or without unprintable characters replaced by spaces Kevin Bilello –
Beta Systems
5039 ClientOrderIDFormat D,Q,8,F,G Allows the 2 sides to communicate what format the Client Order ID and Orig Client Order ID will be used to construct the tag(s). NOTE: Valid values must be agreed upon by both sender and target comps. Kevin Bilello –
Beta Systems
5040 JIWAYTradingStatus Indicates the current trading status of stocks listed on the Jiway Exchange. Michael Thompson –
OM
5041 ExchangeTradingStatus The trading status of stocks listed on ‘other’ exchanges. Michael Thompson –
OM
5042 MatchMultipleQty Executed quantity must be a multiple of this quantity. Lawrence Kastel –
GL Trade
5043 AltHandlInst Handling Instructions. Contains the same information as Tag-21, but possible values are 0, 1, and 2. No FIX message should contain both tags 21 and 5043.
0=Automated execution order, private, no Broker intervention
1=Automated execution order, public, Broker intervention OK
2=Manual order, best execution
Lawrence Kastel –
GL Trade
5044 Long Name This field is a string, consisting of a branch number and an account id. Lawrence Kastel –
GL Trade
5045 Password The password of a dealer or account. Lawrence Kastel –
GL Trade
5046 SLEUID D, F, G, AB, AC, 8, 9 GL-Trade User ID.
Integer, 0-999
Lawrence Kastel –
GL Trade
5047 AllocBrokerAccountID Allocation Allocation level. Used to match allocation account in the broker’s settlement system to the client’s account, where the client and broker account naming systems differ. Yemi Oluwi –
UBS Warburg
5048 OrdSubStatus 8, 9 Substatus of an order Lawrence Kastel –
GL Trade
5049 Deal Link Reference DealLinkRef This is a trade reference that is common to all Executions / Transaction Reporting Only and Settlement Only Transactions for a particular Order John Carroll –
Merrill Lynch
5050 TransStampStat Char Indicates if Stamp Liability / No Stampo Liability John Carroll –
Merrill Lynch International
5051 InstructNoInstruct Y/N Indicates whether or not a trade needs to be instructed for Settlement John Carroll –
Merrill Lynch International
5052 Maturity D, 8 Complete maturity date for Fixed Income trades. YYYYMMDD Brian Gay –
Bloomberg
5053 TradeType2 ? Describes Trade Types in more details
Values:
1. Stock & Cash DVP(Delivery versus Payment
2. Book to Book Transfer
3 Stock & Cash FOP (Free of Payment)
4. Foreign Exchange Trade
5 Reporting Only Transaction 6 Settlement Only Transaction
John Carroll –
Merrill Lynch International
5054 ClientMarketInd C or M Transaction reporting tag to establish the Side of the transaction that we are reporting:
C for Client Side
M for Market Side
John Carroll –
Merrill Lynch International
5055 TransReport Yes (Y) or No (N) Indicates that a trade needs to be transaction reported to the relevant regulatory body like the FSA, SFA, SEC etc etc. John Carroll –
Merrill Lynch International
5056 ClientCharID 8-10 digits in length. Numeric only Client Charity ID indicates the Client is exempt from paying stamp duty because of their Charity status – this needs to be reported to the Inland Revenue. John Carroll –
Merrill Lynch International
5057 AvgPxInd C = Average Price on SETS, A = Average Price off SETS, Blank Indicates – not an average Price The indicator denotes if / where the average price has been generated. This is an SFA Transaction Reporting Rule. John Carroll –
Merrill Lynch International
5058 StampConsid GBP Cash Amount / Value This is the Stampable Consideration on a trade. It must always be displayed in GBP and will consist of Price multiplied by Quantity for Agency Trades. For Principal Trades, the Stampable Consideration will be equal to Price multiplied by Quantity plus Commissions & fees (but not including the Stamp Amount) John Carroll –
Merrill Lynch International
5059 Coupon Float For Fixed Income; Coupon rate of the bond. Will be zero for step-up bonds. Daniel Doscas –
Merrill Lynch
5060 PSBidPrice The current price source bid price Paul Radbone –
Boot computers
5061 PSOfferPrice The current price source offer price Paul Radbone –
Boot computers
5062 PriceSource Indicates where the price has originated; H for House, M for Market Paul Radbone –
Boot computers
5063 FundingCharge Execution Report The funding charge applied to the price on extended settlement.
Datatype – Float
Ashley Coates –
Boot Computers Limited
5064 FundingConsideration Execution Report The funding consideration on extended settlement Ashley Coates –
Boot Computers Limited
5065 BidFundingCharge Quote The funding charge applied to the bid price on extended settlement Ashley Coates –
Boot Computers Limited
5066 BidFundingConsideration Quote The bid funding consideration on extended settlement Ashley Coates –
Boot Computers Limited
5067 DropID 8,Q Provides front-end flexibility to control message level drop copy processing. Kevin Bilello –
Thomson Beta Systems
5068 OfferFundingCharge Quote The funding charge applied to the offer price on extended settlement Ashley Coates –
Boot Computers Limited
5069 OfferFundingConsideration Quote The offer funding consideration on extended settlement Ashley Coates –
Boot Computers Limited
5070 UseSettlement Indicates whether or not settlement is requested.
Boolean ‘Y’ or ‘N’
Jose Tomas –
.
5071 TickBandNoDecPlaces Number of decimal places in premium price. Integer. Jose Tomas –
.
5072 ExchangeName Security Definition The name of the exchange that
lists this security. String.
Jose Tomas –
.
5073 SpreadMonicker Describes the Spread Type. STD=Straddle, STG=Strangle, BUL= Call Vertical, BLT=Call Calendar, BER=Put Vertical, BRT=Put Calendar Jon Dahl –
Liquidity Direct
5074 FundCommissionOption Allows the broker to specify the commission option to be used for a fund deal request. Richard Lockett –
Boot
5075 FundCommissionWaiver Any commission that the broker wishes to sacrifice. This figure is expressed as a amount to be deducted from the default commission. Richard Lockett –
Boot
5076 FundReInvestIncome Allows client to specify that any income gained from a holding should be re-invested into that holding. Richard Lockett –
Boot
5077 FundNomineeAccount A facility to allow clients to group their fund holdings in a logical and meaningful way. Richard Lockett –
Boot
5078 FundSpecialDealDiscount Future functionality; option to invoke pre-agreed discount per client. Richard Lockett –
Boot
5079 FundSellAll Specifies that the client wishes to sell all holdings relating to the combination of fund, broker, nominee account and customer designation. Richard Lockett –
Boot
5080 AsOfIndicator Specifies whether a trade is an As/Of Trade. Data type is Boolean. Lalin Dias –
Millennium Information Technologies
5081 AsOfTime Specifies the date and time an As/Of Trade took place. Data type is UTCTimestamp. Lalin Dias –
Millennium Information Technologies
5082 QuoteType Indicates whether a price is indicative or executable.
Valid Values:
1 = Indicative pricing
2 = Executable pricing
Diana Ding –
Bloomberg
5083 DripInterval The time interval for releasing drip qty. DataType is Integer. Specifies drip interval in seconds Mithila Somasiri –
Millennium Information Technologies Limited
5084 DripQty Quantity released per drip interval. Data type is integer. Mithila Somasiri –
Millennium Information Technologies Limited
5085 FundValuationDate The date on which a fund deal transaction will be valued. Richard Lockett –
Boot
5086 FundValuationSSM The time at which a fund deal transaction will be valued. Richard Lockett –
Boot
5087 FundExternalRef If a fund deal response has been provided by an external RSP then their reference will be provided within this field Richard Lockett –
Boot
5088 BidDelta The bid delta price – for FX SPOT Diana Ding –
Bloomberg
5089 AskDelta The ask delta price – for FX SPOT Diana Ding –
Bloomberg
5090 FundInitialCharge The total of all commission and other charges applied against an executed fund deal transaction. Richard Lockett –
Boot
5091 AllocationIndicator Determines whether an order should be “Public” allocated or “Crowd” Allocated during a parity allocation process. data Type is integer.
Valid Values:1- Crowd, 2 – Public
Mithila Somasiri –
Millennium Information Technologies Limited
5092 CrossVariant Identifies specific variant of defined cross type.
Data Type is Integer.
Valid Values 1=Cross, 2=Cross Only, 3=Mid point Cross, 4=IOC Cross, 5=PNP Cross)
Mithila Somasiri –
Millennium Information Technologies Limited
5093 CrossQualifier Identifies the cross qualifier. Data type in integer.

Valid values:1=CNP, 2=None

Mithila Somasiri –
Millennium Information Technologies Limited
5094 AmntBought Indicates the number of shares bought. Indika Ranamuggedara –
Millennuim IT
5095 AmntSold Indicates the number of shares sold. Indika Ranamuggedara –
Millennuim IT
5096 DeltaAmnt The change in position for a given instrument. Expressed as the number of shares, number of option series contracts etc. Indika Ranamuggedara –
Millennuim IT
5097 NoParam The number of parameters in the repeating group Indika Ranamuggedara –
Millennuim IT
5098 ParamType Parameter identifier/description. Indika Ranamuggedara –
Millennuim IT
5099 ParamValue The value of the parameter. Indika Ranamuggedara –
Millennuim IT
5100 FundSecurityType Specifies the type of security that this is. Richard Lockett –
Boot
5101 FundManagerName The name of the fund manager for this fund instrument. Richard Lockett –
Boot
5102 FundUnitType accumulated or income – indicates whether income from the fund should be re-invested Richard Lockett –
Boot
5103 FundBuyableFromDate Date from which fund may be bought. Richard Lockett –
Boot
5104 FundBuyableToDate Date to which fund may be bought. Richard Lockett –
Boot
5105 FundValuationPoint Free-format text – indicates when a given fund is valued. Richard Lockett –
Boot
5106 FundDesignation Designation against which a
fund deal transaction is to be executed.
Richard Lockett –
Boot
5107 FundGroup1Units D,8,F Group 1 Cofunds traded quantity Paul Radbone –
Boot computers
5108 FundGroup2Units D,8,F Group 2 Cofunds traded quantity Paul Radbone –
Boot computers
5109 WaitPrimaryExchange D, G Wait for the Primary Exchange to open before trading this order. Tad Knowles –
NASDAQ
5110 QuoteDepthOfMarket Quote Informs the client how many quote contributers there were is determining the quote Matthew McNeil –
Barclays Capital
5111 Contributor Quote A field identifying the quote provider Matthew McNeil –
Barclays Capital
5112 IssueDenomination Quote The denomination of the issue Matthew McNeil –
Barclays Capital
5113 CreditRatingAgency Instrument CreditRatingAgency
Instrument
Format: int Research Agency provided Credit Rating evaluation. Used in conjunction with CreditRating field ( tag 256 ) Beacon values: 0 – S&P 1 – Moody’s 2 – Fitch
Daniel Silvers –
Beacon Capital Strategies
5114 NoCreditRating Instrument Format: NumInGroup
Number of repeating CreditRating ( 255 )
and CreditRatingAgency ( 5113 )
entries.
use NoCreditRating == 0
when CreditRatingAgency and CreditRating is not provided.
Daniel Silvers –
Beacon Capital Strategies, LLC
5115 UnderlyingCreditRatingAgency Underlying Instrument Format: int
Research Agency provided Credit Rating evaluation.
Used in conjunction with
UnderlyingCreditRating field ( tag 256 )
Beacon values:
0 – S&P
1 – Moody’s
2 – Fitch
Daniel Silvers –
Beacon Capital Strategies
5116 NoUnderlyingCreditRating Underlying Instrument Format: NumInGroup Number of repeating UnderlyingCreditRating ( 256 ) and UnderlyingCreditRatingAgency ( 5115 ) entries. use NoUnderlyingCreditRating == 0 when UnderlyingCreditRatingAgency and UnderlyingCreditRating is not provided. Daniel Silvers –
Beacon Capital Strategies
5117 LegCreditRatingAgency Leg Instrument Format: int Research Agency provided Leg Credit Rating evaluation. Used in conjunction with LegCreditRating field ( tag 257 ) Beacon values: 0 – S&P 1 – Moody’s 2 – Fitch Daniel Silvers –
Beacon Capital Strategies
5118 NoLegCreditRating Leg Instrument Format: NumInGroup Number of repeating LegCreditRating ( 257 ) and LegCreditRatingAgency ( 5117 ) entries. use NoLegCreditRating == 0 when LegCreditRatingAgency and LegCreditRating is not provided. Daniel Silvers –
Beacon Capital Strategies
5119 NoRFQs int Specifies the number of RFQRequests.
Market data field
Daniel Silvers –
Beacon Capital Strategies
5120 FilterSource Request Format: String
FilterSource specifies which language type supported to create a Filter ( 5121 ).
valid values
“SQL”,
“REGEX”,
“JAVASCRIPT”,
“XPATH”,…
used in conjunction with
Filter(5121),
FilterReqID(5122).
Daniel Silvers –
Beacon Capital Strategies
5121 Filter Request Format: String
specifies algorithm source using language type specified in FilterSource ( 5120 ).
Daniel Silvers –
Beacon Capital Strategies
5122 FilterReqID Request Format: int
filter requester ID
see FilterID generated by filter provider to used to
cancel/update filters.
Daniel Silvers –
Beacon Capital Strategies
5123 FilterID Response Format: int ID provider echo FilterReqID(5122), new generated ID by provider for
Requested Filter.
Used to cancel/update filters.
Daniel Silvers –
Beacon Capital Strategies
5124 ConversionTick Used for CAP DI orders. Valid Values:

1 – Destabilising (Convert only on Destabilising tick)

2 – Stabilising (Convert only on Stabilising tick)

Mithila Somasiri –
Millennium Information Technologies Limited
5125 TradeNotificationID Unique Identifier Assigned to the trade notification open for allocation. Mithila Somasiri –
Millennium Information Technologies Limited
5126 CMSInternalData Internal data specific to CMS. Mithila Somasiri –
Millennium Information Technologies Limited
5127 Post Trading Post ID for the security. Mithila Somasiri –
Millennium Information Technologies Limited
5128 TurnAroundNumber Turn Around Number assigned for the order. Mithila Somasiri –
Millennium Information Technologies Limited
5129 NoIOIs int Used in IOIList.
Market data field
Daniel Silvers –
Beacon Capital Strategies
5130 TotNoIOIs int Used in IOIList, SecurityList, SecurityStatus
Number of Indications currently alive ( not expired based on validUntilTime )
Market data field
Daniel Silvers –
Beacon Capital Strategies
5131 PendingAllocation Execution Report Indicates whether the entering trader is responsible to allocate the execution and report allocations to the exchange in order to complete the transaction.

Valid Values : Y – YES, N- NO

Mithila Somasiri –
Millennium Information Technologies Limited
5132 ContraOrderOrigin Execution Report, Trade capture Indicates the type of the contra order. Possible values.

1 – Firm Order
2 – BARS Order
3 – Specialist Quote
4 – Market Maker Quote
5 – Away Market Inbound
6 – Away Market Outbound

Mithila Somasiri –
Millennium Information Technologies Limited
5133 Omnibus ExecutionReport Indicates whether the contra party is an omnibus name or not. Mithila Somasiri –
Millennium Information Technologies Limited
5134 MaxBestBidSize Security Status Specifies the maximum number of shares to buy for which the sender can quote at their best price. Shirin Baluch –
Dresdner Kleinwort Wasserstein
5135 MaxBestOfferSize Security Status Specifies the maximum number of shares to sell for which the sender can quote at their best price. Shirin Baluch –
Dresdner Kleinwort Wasserstein
5136 MaxQuotableBidSize Security Status Specifies the maximum number of shares to buy for which the sender will quote Shirin Baluch –
Dresdner Kleinwort Wasserstein
5137 MaxQuotableOfferSize Security Status Specifies the maximum number of shares to sell for which the sender will quote Shirin Baluch –
Dresdner Kleinwort Wasserstein
5138 SingleConversionQty New Order, Execution report Single conversion quantity of a CAP-DI order Mithila Somasiri –
Millennium Information Technologies Limited
5139 AggregateConversionQty New order, Execution Report. Aggregate conversion quantity of a CAP-DI order. Mithila Somasiri –
Millennium Information Technologies Limited
5140 ExecBy Execution report, Trade Capture Executing system/Person ID for order executions. Information generally used by back-office billing. Mithila Somasiri –
Millennium Information Technologies Limited
5141 PriceImprovementSide New Order Specifies the side to be price improved in a cross order.

Valid Values:

1 – Buy only
2 – Sell only
3 – Buy and Sell

Mithila Somasiri –
Millennium Information Technologies Limited
5142 AltRule80A D, G, AB, AC Rule80A with user-defined values and meanings. Lawrence Kastel –
GL Trade
5143 CCPTradeSuffixNumber 8 Extra Trade Identification Number on XETRA. Lawrence Kastel –
GL Trade
5144 CCPOrderCompletionFlag 8 Used for XETRA market. ‘P’ if the order has been partially filled, ‘F’ if completely filled. Lawrence Kastel –
GL Trade
5145 NettingLevel D, 8 Describes the level of netting assigned to an order. Guillaume Jamin –
GL Trade
5146 DealInstBroker D Describes the instruction assigned from a dealer to a broker Guillaume Jamin –
GL Trade
5147 NumExec 8 Indicates the number of market executions. Guillaume Jamin –
GL Trade
5148 TradOrdNum D,G This field is optional and contains the number assigned by the trader. This information is just conveyed in the Trade Leg Creation message. Guillaume Jamin –
GL Trade
5149 Memo D,G,8 Free format text field sent to the market. Guillaume Jamin –
GL Trade
5150 UserIDCmd 8 Indicates the original GL User ID who has submited the order command. Guillaume Jamin –
GL Trade
5151 TickSizeDenominator D,G,8 Tick denominator used to calculate the price for Liffe market. Guillaume Jamin –
GL Trade
5152 BoothID Booth ID to which the request should be routed. Mithila Somasiri –
Millennium Information Technologies Limited
5153 SalesInstBroker D,F,G,8 Describes the instruction assigned from a sales to a broker Guillaume Jamin –
GL TRADE
5154 CXFlag D,F,G,8 Indicates when a broker buys/sells shares because a client did not deliver scrip or pay on time for the original trade. Guillaume Jamin –
GL TRADE
5155 InstitutionID D,F,G,8 Specifies institution ID as assigned to the exchange. Guillaume Jamin –
GL TRADE
5156 UnreleasedDate D,F,G,8,9 Indicates the date for an unreleased order (order sent to exchange but inserted into the book at the indicated date). Guillaume Jamin –
GL TRADE
5157 UnreleasedTime D,F,G,8,9 Indicates the date/time for an unreleased order (order sent to exchange but inserted into the book at the indicated date and time). Guillaume Jamin –
GL TRADE
5158 UnreleasedText D,F,G,8,9 Indicates instructions for an unreleased order. Guillaume Jamin –
GL TRADE
5159 ClearingCode D,F,G,8,9 Indicates the code of the clearer. Guillaume Jamin –
GL TRADE
5160 ClearingAccountNDS D,F,G,8,9 Indicates the National Depositery of Securities clearer account. Guillaume Jamin –
GL TRADE
5161 AccountNDS D,F,G,8,9 Indicates the National Depositery of Securities client account. Guillaume Jamin –
GL TRADE
5162 TriggerType D,F,G,8,9 Indicates specific trigger conditions applied to the order. Guillaume Jamin –
GL TRADE
5163 StabilisationPx D,F,G,8 When an underwriter who tries to prevent a recent offering from dropping below the offering price by placing buy orders slightly above that price. Valid values: S=Stablisation, T=Takeover Guillaume Jamin –
GL TRADE
5164 SecondaryTransactTime 8 Time of execution at the exchange level when TransactTime is already used by the broker order management system. Guillaume Jamin –
GL TRADE
5165 SettlInstBroker J,P Describes the settlement instruction assigned from a sales to a broker. Guillaume Jamin –
GL TRADE
5166 NoTriggers D,G,AB,AC Number of triggers applied on an order. Guillaume Jamin –
GL TRADE
5167 TriggerPrice D,G,AB,AC Price applied for the trigger type Guillaume Jamin –
GL TRADE
5168 TriggerMaxFloor D,G,AB Minimum quantity to be displayed Guillaume Jamin –
GL TRADE
5169 TriggerDate D,G,AB Date of order activation. Guillaume Jamin –
GL TRADE
5170 TriggerDelay D,G,AB Count down to activate the order. Guillaume Jamin –
GL TRADE
5171 TriggerTradSesStat D,G,AB Trading session value used to trigger the order. Guillaume Jamin –
GL TRADE
5172 TriggerSymbol D,G,AB Contains the symbol used to trigger the order Guillaume Jamin –
GL TRADE
5173 TriggerIDSource D,G,AB Security source used to trigger the order. Guillaume Jamin –
GL TRADE
5174 TriggerSecurityIDSource D,G,AB Security ID used to trigger the order Guillaume Jamin –
GL TRADE
5175 Recycle D,G,AB Used to recycle a rejected order Guillaume Jamin –
GL TRADE
5176 ExTransactionType 8 Identifies transaction type
Valid Values: 20=4 – Distinguishes balances that will be reported to the FXBB system by a version of an ExecReport(35=8) message.
, 20=5 – Balance report ack message used to respond to balance report. 20=6 – Will be sent back if a balance is covered by the FX system.
Zara Munir –
Bloomberg
5177 Source 8 Identifies the system source. This tag will be a string i.e. “Tradebook” Zara Munir –
Bloomberg
5178 Dealer 8 – STRING Bank or the dealer that a trade was done with (This will be an optional field). Zara Munir –
Bloomberg
5179 TradeTime New Order, Execution Report Time at which the trade was negotiated between the parties. Mithila Somasiri –
Millennium Information Technologies Limited
5180 CATStrategy INT CAPIS Algorithmic Trading Strategy (1=VWAP, 2=TWAP, etc…) Rocky Sexton –
Capital Institutional Services
5181 CATExecStyle CHAR CAPIS Algorithmic Trading Execution Style (N = Normal, P = Patient, A = Aggressive) Rocky Sexton –
Capital Institutional Services
5182 MaxPercentVol INT Used with CAT Strategies. Valid Values: 0-99. Rocky Sexton –
Capital Institutional Services
5183 MinPercentVol INT Used with CAT Strategies. Valid Values: 0-50. Rocky Sexton –
Capital Institutional Services
5184 PingAllECN D, G Ping All ECN before sending the order to NYSE/ADOT. Tad Knowles –
NASDAQ
5185 AutoReplace D, G When order is direct to NYSE/ADOT, perform an Cancel/Replace before 5 minutes is reached. Tad Knowles –
NASDAQ
5186 CheapECN D, G For none directed orders, try accessing the CheapECN first. Tad Knowles –
NASDAQ
5187 Reserved Igor Nagirner –
ICAP
5188 BidForwardPointsDelta Don Scheurer –
Bloomberg
5189 OfferForwardPointsDelta Don Scheurer –
Bloomberg
5190 LegLastSpotRate LegLastSpotRate – Similar to tag 194 “LastSpotRate” but
for the Far leg of a FX Swap deal.
Don Scheurer –
Bloomberg
5191 LegLastForwardPoints Leg Last Forward Points – Same as Tag 195 “LastForwardPoints” but for the Far leg of a FX Swap Deal. Don Scheurer –
Bloomberg
5192 LegSplitTradeFlag Leg Split Trade Flag – Similar to tag 9101 “SplitTradeFlag”
but for the far leg of a FX Swap deal.
Don Scheurer –
Bloomberg
5193 LegMarketType Leg Market Type – Similar to tag 9102 “MarketType” but for
the far leg of a FX Swap leg.
Don Scheurer –
Bloomberg
5194 NYSE Direct + D, G DirectPlus eligible order. Route to DirectPlus if enabled and Requirements for DirectPlus are satisfied. Tad Knowles –
NASDAQ
5195 FMCNOE all It is the Notice of Execution Refernce Number Zul Kagalwalla ->
Financial Models Company.
5196 PrevFMCNOE all Used as reference for cancellation and correction of messages sent to FMC Zul Kagalwalla ->
Financial Models Company.
5197 GUID all Global UID Zul Kagalwalla ->
Financial Models Company.
5198 FMC Trade Block number all Account name for Trade Block Zul Kagalwalla ->
Financial Models Company.
5199 FMC Settlement Block all FMC Settlement block number Zul Kagalwalla ->
Financial Models Company.
5200 IOIAvailQty 6 Amount of an IOI offering (IOIQty) that is currently available to the sales force. David Case –
Thomson BETA Systems
5201 AutoExSize 8,D Maximum order size eligible for automated execution Donald Mendelson –
Capital Markets Consulting
5202 TradeThruTime D The time of a trade-through event Donald Mendelson –
Capital Markets Consulting
5203 TradeThruSize D Size of the trade causing a trade through Donald Mendelson –
Capital Markets Consulting
5204 TradeThruPrice D Price of the trade causing a trade through Donald Mendelson –
Capital Markets Consulting
5205 AdjustedPriceInd 8 Indicates an adjusted price on a satisfaction order due to a block trade Donald Mendelson –
Capital Markets Consulting
5206 SatisfactionOrdDisp 8 Indicates the disposition of a satisfaction order. Valid values are:
0 = Satisfied as specified in the order (default)
1 = Pro rata satisfaction distribution (partial cancellation of Satisfaction order)
2 = Satisfaction order requested size is greater than trade-through size
Donald Mendelson –
Capital Markets Consulting
5207 ExecReceiptTime Q Receipt time of the Execution Report being rejected by DK Trade Donald Mendelson –
Capital Markets Consulting
5208 OriginalOrderTime Q Specified in DK Trade if reason is Stale Execution Donald Mendelson –
Capital Markets Consulting
5209 OLAOrdRejReason 8 Reason for order rejection specific to Options Linkage Authority Donald Mendelson –
Capital Markets Consulting
5210 NonDirectedBrokerFINS1 D FINS number of 1st broker not allowed to execute order (up to 6 characters) Thomas Galvin –
Bank of America
5211 NonDirectedBrokerFINS2 D FINS number of 2nd broker not allowed to execute order (up to 6 characters) Thomas Galvin –
Bank of America
5212 ExecBrokerFINS 8 FINS number of broker executing the order (up to 6 characters) Thomas Galvin –
Bank of America
5213 OrderOrigin Execution Report, Trade Capture Indicates the origina of the order. Possible values. 1 – Firm Order 2 – BARS Order 3 – Specialist Quote 4 – Market Maker Quote 5 – Away Market Inbound 6 – Away Market Outbound Mithila Somasiri –
Millennium Information Technologies Limited
5214 MKTXTargetLevel NewOrder Optional indication of sought target-level. Anthony Merhi –
MarketAxess
5215 MKTXAllowPartialFill NewOrder Optional flag indicating client’s desire to allow a partial-fill (not the same as MinQty). Anthony Merhi –
MarketAxess
5216 MKTXSpottingProcess NewOrder Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades. Anthony Merhi –
MarketAxess
5217 StateSecurityID Instrument block State Securities Identification Number. Oksana Zheliabina –
B2BITS
5218 MKTXInquiryTimerDuration Integer representing the number of minutes through which the specified MKTXInquiryTimerType will down-count to expiry. Anthony Merhi –
MarketAxess
5219 MKTXRevealNumberOfDealers NewOrder, Boolean Optional flag indicating client’s desire to reveal to each dealer to which this inquiry is addressed the number of dealers to which the inquiry is addressed. Anthony Merhi –
MarketAxess
5220 ValidateOrd D, 8 Indicates that a new order message should only be validated versus business edits and not accepted as a new order by the receiving party. (Y = Validate) David Case –
Thomson BETA Systems
5221 MKTXDesiredDueAtTime NewOrder, UTCTimestamp Time of day indicating the time at which the client desires to see dealer responses Anthony Merhi –
MarketAxess
5222 MKTXActualDueAtTime NewOrder, UTCTimestamp Time of day indicating the time at which the client will see dealer responses Anthony Merhi –
MarketAxess
5223 ApplyIOIEdits D, 8 Instructs order receiving firm when to apply standard IOI offering edits to determine whether the order should be accepted or rejected. (Y = Apply all edits, N = Do not apply edits, B = Apply only Broker/Dealer edits) David Case –
Thomson BETA Systems
5224 CircleInd D, F, G, 8 Indicates that the order message type received should be treated as a circle request instead of a live order. (Y = circle request) David Case –
Thomson BETA Systems
5225 SACrossType D, 8 Text field for Cross Type option used with Agent order types. Christopher Acton –
Sungard Brass
5226 FutSettDate X, V Settlement date for near leg. Lincoln Corcoran –
Velocity Systems International
5227 FutSettDate2 X, V, AE Same as FutSettDate (tag 5226) but for the far leg of a FX Swap. Lincoln Corcoran –
Velocity Systems International
5228 BidForwardPoints X Near leg forward points Lincoln Corcoran –
Velocity Systems International
5229 OfferForwardPoints X Near leg forward points. Lincoln Corcoran –
Velocity Systems International
5230 BidForwardPoints2 X Far leg forward points. Lincoln Corcoran –
Velocity Systems International
5231 OfferForwardPoints2 X Far leg forward points. Lincoln Corcoran –
Velocity Systems International
5232 Currency V Specifies the denomination of the quantity fields. Lincoln Corcoran –
Velocity Systems International
5233 OrderQty V A notional dealt amount for an Outright (single legged), or the near dealt amount of a Swap. Lincoln Corcoran –
Velocity Systems International
5234 OrderQty2 V Applicable when subscribing for Swap prices. Represents the far dealt amount of the Swap. Lincoln Corcoran –
Velocity Systems International
5235 SpotRate X Spot rate represented in repeating group. Lincoln Corcoran –
Velocity Systems International
5236 MKTXLegBenchmarkSecurityID QuoteRequest, Quote, etc. Identifies a leg-specific benchmark security in multi-legged fixed-income trading Anthony Merhi –
MarketAxess
5237 MKTXLegBenchmarkSecurityIDSource QuoteRequest, Quote, etc. Designates the source of the identifier of a leg-specific benchmark security in multi-legged fixed-income trading Anthony Merhi –
MarketAxess
5238 MKTXLegTargetLevel QuoteRequest, etc. Optionally specifies the desired target level sought by the client in multi-leg fixed-income trading. Anthony Merhi –
MarketAxess
5239 Reserved Igor Nagirner –
ICAP
5240 OrderSequence Counter of order changes Gregor Malensek –
Novita
5241 Reserved Igor Nagirner –
ICAP
5242 Reserved Igor Nagirner –
ICAP
5243 Reserved Igor Nagirner –
ICAP
5244 Reserved Igor Nagirner –
ICAP
5245 Reserved Igor Nagirner –
ICAP
5246 Reserved Igor Nagirner –
ICAP
5247 Reserved Igor Nagirner –
ICAP
5248 Reserved Igor Nagirner –
ICAP
5249 SpotOptions String Use to store Stot Options Jenny Yeung –
Lehman Brothers
5250 CustomerType D,E,G,S,i Indicates the type of the subject who
commissioned the order/quote. Format=int. Valid values: 21=Member;22=Institutional customer (interconnected);23=Private customer (interconnected);24=Organizational unit (interconnected).
Antonio Caroselli –
GATE Tecnologie Informatiche
5251 TimeInForce D,E,G,S,i Specifies how long the order remains in effect. Absence of this field is interpreted as Good Till Cancel. Format=char.
Valid values:
0=Day;
1=Good Till Cancel (GTC);
2=At the Opening (OPG);
3=Immediate or Cancel (IOC);
4=Fill or Kill (FOK);
6=Good Till Date(GTD);
7=At the Close;
8=Deferred Display (DD);
9=Display On Book (DOB);
A=Good in Closing Auction (GCA);
B=Good Till Maturity (GTM);
C=Good for Intra-Day Auction (GFX);
D=Good for Auction (GFA).
E=Good Till Session (GTS)
Antonio Caroselli –
GATE Tecnologie Informatiche
5252 QtyParam D,E,G,S,i Expresses the quantity condition on which the security is to be traded. Format=char. Valid values: 4=Fill Minimum Quantity(FMQ);A=Odd Lot(ODL). Antonio Caroselli –
GATE Tecnologie Informatiche
5253 OrdTypeExt D,E,G,S,i Order type with added values. Format=char. Valid values:
1=Market;
2=Limit;
3=Stop;
4=Stop Limit;
J=Market If Touched (MIT);
K=Market with Leftover as Limit;
Q=Market at Any Price with Leftover as Limit;
R=Interbank;
S=Market Limit If Touched (MIT);
T=Committed Principal Order.
Antonio Caroselli –
GATE Tecnologie Informatiche
5254 OrigOrderID 8 OrderID of the previous order (NOT the initial order of the day) as assigned by the market. Format=String. Antonio Caroselli –
GATE Tecnologie Informatiche
5255 StopPxCondition D,G Stop condition. Format=char. 0=Last Trade price.1=Best Bid Price;2=Best Ask Price; Antonio Caroselli –
GATE Tecnologie Informatiche
5256 AccountOriginType D, G, 8 Segregated or non-segregated origin types for Futures order.
1 = Segregated- An account established by the clearing member solely for the purpose of clearing transactions on behalf of its customers.
2= Non-Segregated – An account established by the clearing member solely for the purpose of clearing transactions through proprietary accounts.
Rajat Singhal –
Philadelphia Stock Exchange
5257 NoPrompts d (Security Definition) Number of Valid Prompt Dates (Futures) or expiry dates (options) Devaka Corea –
Millennium Information Technolog
5258 SLCptyNetCredit Gurvinder Singh –
Indus Valley Partners
5259 SLCptyGrossCredit Gurvinder Singh –
Indus Valley Partners
5260 SLCptyID Gurvinder Singh –
Indus Valley Partners
5261 SLSecClassification Gurvinder Singh –
Indus Valley Partners
5262 SLRate Gurvinder Singh –
Indus Valley Partners
5263 SLTerm Gurvinder Singh –
Indus Valley Partners
5264 SLMargin Gurvinder Singh –
Indus Valley Partners
5265 SLRnd Gurvinder Singh –
Indus Valley Partners
5266 SLLocateID Gurvinder Singh –
Indus Valley Partners
5267 SLPositionID Gurvinder Singh –
Indus Valley Partners
5268 Reserved Igor Nagirner –
ICAP
5269 Reserved Igor Nagirner –
ICAP
5270 IsSLMessage Gurvinder Singh –
Indus Valley Partners
5271 SLMsgType Gurvinder Singh –
Indus Valley Partners
5272 SLBasis Gurvinder Singh –
Indus Valley Partners
5273 SLFee Gurvinder Singh –
Indus Valley Partners
5274 SLOfferID Gurvinder Singh –
Indus Valley Partners
5275 SLMsgID Gurvinder Singh –
Indus Valley Partners
5276 SLQuoteType Gurvinder Singh –
Indus Valley Partners
5277 Reserved Igor Nagirner –
ICAP
5278 Reserved Igor Nagirner –
ICAP
5279 Reserved Igor Nagirner –
ICAP
5280 FXall MDFilterInd1 V Filter market data according to specified criteria Zissis Perdikis –
FXall
5281 FXall MDFilterInd2 V Users may request filtering of Market Data as per predefined parameters Zissis Perdikis –
FXall
5282 FXall CrossExclusionInd d, G Exclude submitted order from crossing with certain orders Zissis Perdikis –
FXall
5283 FXall ContingentInd 8 Indicates if ER represents a contingent order. Zissis Perdikis –
FXall
5284 FXall Indicator_4 Zissis Perdikis –
FXall
5285 FXall Indicator_5 Zissis Perdikis –
FXall
5286 FXall Indicator_6 Zissis Perdikis –
FXall
5287 FXall Indicator_7 Zissis Perdikis –
FXall
5288 FXall Indicator_8 Zissis Perdikis –
FXall
5289 FXall Indicator_9 Zissis Perdikis –
FXall
5290 ShortCode d (Security Definition) A defined set of codes used to represent specific Prompt Dates (Futures) or Expiry Dates (options) Devaka Corea –
Millennium Information Technolog
5291 FXall Indicator_11 Zissis Perdikis –
FXall
5292 BidMarketSize W, X Aggregated quantity of Bid market orders. Magnus Kling –
OMX
5293 AskMarketSize W, X Aggregated quantity of Ask market orders. Magnus Kling –
OMX
5294 NoOfMarketMakers W, X The number of Market Makers that are quoting in the series on the side with the largest number of quotes. Magnus Kling –
OMX
5295 UnderlyingNumber W, X 16-bit Integer identifying the Underlying Magnus Kling –
OMX
5296 SeriesNumber W, X 16-bit Integer identifying the Series. Used together with the UnderlyingNumber (5295) to uniquely identify a Series. Magnus Kling –
OMX
5297 SendingTimeJavaEpoch W, X, f Time when the message is sent. 64-bit integer expressing the number of milliseconds since midnight January 1, 1970. Magnus Kling –
OMX
5298 4WayAgreement D, G, 8 Indicates the presence of a four way agreement between clients Devaka Corea –
Millennium Information Technolog
5299 MustRefresh Market Data Snapshot Indicates whether the market data recipient is required to process the message and refresh the order book. The data type is Boolean. Lalin Dias –
Millennium Information Technologies
5300 ContraID Execution Report This Alphanumeric field will contain the Order ID of the contra order that matched against with the order in focus. heshan jayawardena –
Millennium Information Technolog
5301 PSMM Flag U Indicates the pssive market making status of market participant on an Issue/security. Pavan Kumar R B –
SSIT
5302 MM Quote Open Time U Time at which market maker quote will be opened for neotiation. Pavan Kumar R B –
SSIT
5303 MM Quote Close Time U Time at which the quote of a market maker is closed for negotiation.
Should always be in hh:mm format
Pavan Kumar R B –
SSIT
5304 MM First Effective Date U The date from which market maker will be effective.
Should be in UTCDate format.
Pavan Kumar R B –
SSIT
5305 MM Last Effective Date U The date after which market maker will no longer be effective.
Should always be in UTCDate format
Pavan Kumar R B –
SSIT
5306 MM Aut o Quote Refresh Parameter. U Indicates the action to be taken on a replinshed Quote. Pavan Kumar R B –
SSIT
5307 Lock /Cross Indicator U Used to indicate whether the Quote has resulted in a lock or cross or none(Neither lock/cross) condition. Pavan Kumar R B –
SSIT
5308 Reserved Igor Nagirner –
ICAP
5309 Reserved Igor Nagirner –
ICAP
5310 MMBidSize Size of Bid side of the Quote for the Market Maker (Type – Qty) Lakshminarasimhan Rajabather –
SSI Technologies
5311 MMOfferSize Size of Offer side of the Quote for Market Maker (Type – Qty) Lakshminarasimhan Rajabather –
SSI Technologies
5312 MMBidSizeType Type of Market Maker Bid’s size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value
Lakshminarasimhan Rajabather –
SSI Technologies
5313 MMOfferSizeType Type of Market Maker’s Offer size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value
Lakshminarasimhan Rajabather –
SSI Technologies
5314 BDBidSize Broker-Dealer Bid Size.
Data Type: Qty
Lakshminarasimhan Rajabather –
SSI Technologies
5315 BDBidSizeType Type of Broker-Dealer Bid Size.
Data Type: Boolean
Valide Values:
Y = Size is percentage
N = Size is value
Lakshminarasimhan Rajabather –
SSI Technologies
5316 BDOfferSize Broker-Dealer Offer Size.
Data Type: Qty
Lakshminarasimhan Rajabather –
SSI Technologies
5317 BDOfferSizeType Type of Broker-Dealer Offer Size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value
Lakshminarasimhan Rajabather –
SSI Technologies
5318 Branch Source of the Order.
Data Type: String[4]
Lakshminarasimhan Rajabather –
SSI Technologies
5319 CrossMktProtection Indicated whether Cross-Market-Protection is on or off.
Data Type: Boolean
Valid Values:
Y = Protection type is ‘Crossed’
N = Protection type is not ‘Crossed’
Lakshminarasimhan Rajabather –
SSI Technologies
5320 CustBidSizeType Type of Customer Bid Size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value
Lakshminarasimhan Rajabather –
SSI Technologies
5321 CustOfferSizeType Type of the customer offer size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value
Lakshminarasimhan Rajabather –
SSI Technologies
5322 FirmID Firm’s ID.
Data Type: String[40]
Lakshminarasimhan Rajabather –
SSI Technologies
5323 IssueID Issue ID.
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5324 IsVolOnePct Setting for first level of volume for NBBO Step-up configuration Lakshminarasimhan Rajabather –
SSI Technologies
5325 IsVolTwoPct Setting for second level of voulme in NBBO Step-up configuration.
Data Type: Boolean
Valid Values:
Y = Percent
N = Not Percent
Lakshminarasimhan Rajabather –
SSI Technologies
5326 LockMktProtection Setting for locked market protection.
Data Type: Boolean
Valid Values: 

Y = Protection type is ‘Locked’
N = Protection type is not “Locked”

Lakshminarasimhan Rajabather –
SSI Technologies
5327 AORThreshold Automatic Opening Rotation Threshold (Type – int) Lakshminarasimhan Rajabather –
SSI Technologies
5328 AutoReplace Used for Automotic re-initiation of NBBO step-ups.

Data Type: Boolean
Valid Values:

Y = Yes
N = No

Lakshminarasimhan Rajabather –
SSI Technologies
5329 MinPxVar Minimum price variation.
Data Type: long
Lakshminarasimhan Rajabather –
SSI Technologies
5330 OrigQuoteID QuoteID of the current quote.
Data Type: long
Lakshminarasimhan Rajabather –
SSI Technologies
5331 OwnerID User ID of the owner.
Data Type: String[40]
Lakshminarasimhan Rajabather –
SSI Technologies
5332 ScriptLevel Number of levels
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5333 SeriesID Series ID.

Data Type: long

Lakshminarasimhan Rajabather –
SSI Technologies
5334 IssueStatus Status indicator for the issue.
Data Type: int
Valid Values:
1 = Pre-Open
2 = Ready to Trade
3 = Not available for Trading
4 = Trading Halt
5 = Testing
6 = Electronic Book Execution
7 = Maintenance
8 = Closed – but GTC orders allowed
9 = Expired
Lakshminarasimhan Rajabather –
SSI Technologies
5335 Tick Pricing Increment.
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5336 UnderlyingID ID of the underlying to which the issue belongs.
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5337 UpperLimit Upper limit in the range.
Data Type: long
Lakshminarasimhan Rajabather –
SSI Technologies
5338 OPRAClassCode OPRA Class Code.
Data Tye: char
Lakshminarasimhan Rajabather –
SSI Technologies
5339 OriginalSize Current Order/Quote Size.
Data Tye: int
Lakshminarasimhan Rajabather –
SSI Technologies
5340 NBBOStepUpMode NBBO Step Up Mode.
Data Type: Char
Valid Values:
1 = New
2 = Cancel
4 = Get By Owner & Series
5 = NBBO Reinitiate Response
Lakshminarasimhan Rajabather –
SSI Technologies
5341 MPRequestID Unique ID of the request.
Data Type: String[40]
Lakshminarasimhan Rajabather –
SSI Technologies
5342 NoSteps Number of steps (NBBO Configuration).
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5343 DisseminatedStatus Set Dissemination of NBBO for all series.
Data Type: Boolean
Valid Values:
Y = Disseminate
N = Do not disseminate
Lakshminarasimhan Rajabather –
SSI Technologies
5344 StepPosition Step Position (NBBO Step Up configuration).
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5345 SecDefnReqType Type of the Security Definition Request.
Data Type: Char
Valid Values:
1 = Issue ID
2 = Series by Series ID
3 = Series by Issue ID
4 = Series ID
Lakshminarasimhan Rajabather –
SSI Technologies
5346 NonCustSize Non-customer size (aggregated) at a particular price break
Data Type: Qty
Lakshminarasimhan Rajabather –
SSI Technologies
5347 NoExchanges Number of exchanges in the repeating group.
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5348 QuoteScriptDataType Quote Script Data Type.
Data Type: Char
Valid Values:
1 = Send Quote Size Table
2 = Cancel Quote Size Table
Lakshminarasimhan Rajabather –
SSI Technologies
5349 QuoteStatusRequestType Type of the Quote Status Request.
Data Type: Char
Valid Values:
1 = Get Simple Quotes by User
2 = Get Quote Size Table by Owner and Series
Lakshminarasimhan Rajabather –
SSI Technologies
5350 ReinitiateConfig Setting for re-initiation of NBBO Step-Up Configuration.
Data Type: Boolean
Valid Values:
Y = Reinitiate NBBO Steu-Up Configuration
N = Do not Reinitiate NBBO Step-Up Configuration
Lakshminarasimhan Rajabather –
SSI Technologies
5351 OPRAStrikeCode Code used by OPRA (Options Price Reporting Authority) to identify series. Concatenation of option symbol, strike code.
Data Type: String[7]
Lakshminarasimhan Rajabather –
SSI Technologies
5352 PCXQuoteID PCX generated ID for the Quote.
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5353 IsFastFirm Indicates whether BBO is coming from an exchange declared as Fast Firm
Data Type: Boolean
Valid Values:
Y = Fast Firm
N = Not Fast Firm
Lakshminarasimhan Rajabather –
SSI Technologies
5354 OptPxDenominator Denominator used to get actual option price. Lakshminarasimhan Rajabather –
SSI Technologies
5355 NoTick No of elements in the repeating group(Ticks)
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5356 OrderReqType Type of the Order Request.
Data Type: Char
Valid Values:
0 = Modify Orders
1 = Cancel Orders
Lakshminarasimhan Rajabather –
SSI Technologies
5357 NoQuoteSizes Number of elements in the repeating group (Quote Sizes)
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5358 ResponseID ID sent by PCX in some acknowledgements/notifications Lakshminarasimhan Rajabather –
SSI Technologies
5359 MktSize Volume in other exchange.
Data Type: Qty
Lakshminarasimhan Rajabather –
SSI Technologies
5360 OrigOwnerID Used to indicate the ID of the original owner.
Data Type: String
Lakshminarasimhan Rajabather –
SSI Technologies
5361 NoScriptLevel Indicates the number of nested levels for step-up configuration data.
Data Type: Int
Lakshminarasimhan Rajabather –
SSI Technologies
5362 FMCNETTradeNumber all Unique Trade Number Zul Kagalwalla ->
Financial Models Company.
5363 PrevFMCNETTradeNumber all Previous FMCNET trade Number Zul Kagalwalla ->
Financial Models Company.
5364 MemberName Descriptive name of the member firm Mithila Somasiri –
Millennium Information Technologies Limited
5365 MemberAddress Mailing address of the member Mithila Somasiri –
Millennium Information Technologies Limited
5366 ContactFax Contact FAX number Mithila Somasiri –
Millennium Information Technologies Limited
5367 AltPhone1 First Alternative Phone number Mithila Somasiri –
Millennium Information Technologies Limited
5368 AltPhone2 Second Alternative phone number Mithila Somasiri –
Millennium Information Technologies Limited
5369 NoBranch Number of Branches Mithila Somasiri –
Millennium Information Technologies Limited
5370 BranchID Unique Branch office ID Mithila Somasiri –
Millennium Information Technologies Limited
5371 Reserved Igor Nagirner –
ICAP
5372 Reserved Igor Nagirner –
ICAP
5373 Reserved Igor Nagirner –
ICAP
5374 Reserved Igor Nagirner –
ICAP
5375 Reserved Igor Nagirner –
ICAP
5376 Reserved Igor Nagirner –
ICAP
5377 Reserved Igor Nagirner –
ICAP
5378 Reserved Igor Nagirner –
ICAP
5379 Reserved Igor Nagirner –
ICAP
5380 Reserved Igor Nagirner –
ICAP
5381 ShortSecurityDesc Instrument block Short security description. Oksana Zheliabina –
B2BITS
5382 EncodedShortSecurityDescLen Instrument block Byte length of encoded (non-ASCII characters) EncodedShortSecurityDesc (5383) field. Oksana Zheliabina –
B2BITS
5383 EncodedShortSecurityDesc Instrument block Encoded (non-ASCII characters) representation of the ShortSecurityDesc (5381) field in the encoded format specified via the MessageEncoding (347) field. Oksana Zheliabina –
B2BITS
5384 AccruedInterestAmt W, X Amount of accrued interest. Oksana Zheliabina –
B2BITS
5385 MarketCode Security Definition Code of market where instrument is traded. Oksana Zheliabina –
B2BITS
5386 MinPriceIncrement Security Definition Used in pre-5.0 versions to provide same functionality as 5.0’s MinPriceIncrement(969). Oksana Zheliabina –
B2BITS
5387 MktShareLimit Security Definition Market share limit. Oksana Zheliabina –
B2BITS
5388 MktShareThreshold Security Definition Market share limit threshold. Oksana Zheliabina –
B2BITS
5389 MaxOrdersVolume Security Definition Maximum summary volume of active buy and sell orders. Oksana Zheliabina –
B2BITS
5390 SettlVenue A three character code representing a valid Settlement Venue Piero Cima –
GATE T.I.
5391 SettlAccType Settlement account type.
Valid values:
1 = Standing
2 = House
3 = Client.
Piero Cima –
GATE T.I.
5392 SenderGroupID Assigned value used to identify specific message originator group. Piero Cima –
GATE T.I.
5393 Reserved Piero Cima –
GATE T.I.
5394 Reserved Piero Cima –
GATE T.I.
5395 Reserved Piero Cima –
GATE T.I.
5396 Reserved Piero Cima –
GATE T.I.
5397 Reserved Piero Cima –
GATE T.I.
5398 Reserved Piero Cima –
GATE T.I.
5399 Reserved Piero Cima –
GATE T.I.
5400 CashOrCredit New Order – Single Custom field for users that want to electronically submit a NewOrder-Single for the Korea Stock Exchange Market.
10-Cash
21-Margin Buying by Brokers’ Credit
22-Liquidation of Margin Buying by Brokers’ Credit
23-Short Sale by Brokers’ Credit
24-Liquidation of Short Sale by Brokers’ Credit
31-Margin Buying by The Korea Securities Finance Corporation(KSFC)’s Credit
32-Liquidation of Margin Buying by KSFC’s Credit
33-Short Sale by KSFC’s Credit
34-Liquidation of Short Sale by KSFC’s Credit
Kimyung Song –
Korea Stock Exchange
5401 TradeType New order-single Identify the type of trade on the Korea Stock Exchange
3: Reported Block Trading
9: Trading of Treasury Stocks
72: After-hour Block Trading
79: After-hour Block Trading of Treasury Stocks
80: After-hour Basket Trading
Kyuha Yang –
Korea Stock Exchange
5402 LocalOrForeign New order-single Identify whether client is local or foreign investor
0: Local Investor
1: Foreign Investor
Kyuha Yang –
Korea Stock Exchange
5403 ForeignerID Kyuha Yang –
Korea Stock Exchange
5404 ClassiOfForInv New order-single Indicates the type of foreign investors
1: Non-resident Individuals
2: Non-resident Bank
3: Non-resident Insurance Company
4: Non-resident Securities Company
5: Non-resident Investment Company
6: Non-resident Investment Trust Company
7: Non-resident Other Company
8: Non-resident Korean with Permanent Foreign Residence
9: Non-resident Pension Fund
10: Resident
11: Resident Individuals
12: Resident Bank
13: Resident Insurance Company
14: Resident Securities Company
15: Resident Other Entity
20: Foreign Direct Invesment
21: FDI Individuals
22: FDI Bank
23: FDI Insurance Company
24: FDI Securities Company
25: FDI Other Company
30: Other
31: Acquirer of Korean Papers
Kyuha Yang –
Korea Stock Exchange
5405 ExecPrice New order-single Indicates the price at which client buys or sells and uses for reported block trading
1: Opening Price, 3: Closing Price
Kyuha Yang –
Korea Stock Exchange
5406 InvestorCode New order-single Indicate the type of investors to place order
1000: Securities Company
2000: Insurance Company
3000: Investment & Management Company
4000: Bank
5000: Merchant Bank
6000: Pension Fund
7000: Other Company
8000: Individuals
9000: Foreigner
Kyuha Yang –
Korea Stock Exchange
5407 Non-memberID New order-single Assigned value to identify specific non-member that passes client order to member company. Kyuha Yang –
Korea Stock Exchange
5408 ProgramTrade New order-single Indicates the type of program trade
0: Regular, 1: Arbitrage, 2: Non-arbitrage
Kyuha Yang –
Korea Stock Exchange
5409 ShortSaleType New order-single Indicates the type of short sale
0: Regular, 1: ShortSale with Price Restriction, 2: ShortSale without Price Restriction
Kyuha Yang –
Korea Stock Exchange
5410 OrderRoutingMethod New order-single Indicates the means through which a customer routes orders to broker
1: Sale Office Terminal, 2: Wire Communication, 3: Wireless Communication, 4: HTS, 5: Others
Kyuha Yang –
Korea Stock Exchange
5411 PriceIndi New order-single Uses for futures spread trade and indicates as “0”, “+” or “-“ Kyuha Yang –
Korea Stock Exchange
5412 TradePurpose New order-single Indicates the purpose of futures and option trade
1: arbitrage, 2: Hedge, 3: Others
Kyuha Yang –
Korea Stock Exchange
5413 ReceiptTime Execution Report Indicates time of order receipt in local time Kyuha Yang –
Korea Stock Exchange
5414 NearestSeries Price Execution Report Uses for futures spread trade and indicates contract price of the nearest month series Kyuha Yang –
Korea Stock Exchange
5415 FurthestSeriesPrice Execution Report Uses for futures spread trade and indicates furthest series price Kyuha Yang –
Korea Stock Exchange
5416 OrderDate NewOrder-single Indicate the order placing date in local time (YYYYMMDD) Kimyung Song –
Korea Stock Exchange
5417 AccountType NewOrder-Single 0=Accounts for participants in securities saving plans

1= Accounts for non-participants in securities saving plans

Kimyung Song –
Korea Stock Exchange
5418 ContractTime NewOrder-Single Indicate the local time in HHMMSSss that futures and options contract have been completed Kimyung Song –
Korea Stock Exchange
5419 BasketID NewOrder-Single Unique identifier for basket orders Kimyung Song –
Korea Stock Exchange
5420 CouponFrequency IOI Message This field indicates coupon frequency of Fixed Income securities. Jenny Yeung –
Lehman Brothers
5421 CallDate IOI Message This field indicates the call date of Agency Callables in Fixed Income. Jenny Yeung –
Lehman Brothers
5422 ReliabilityIndicator IOI Message This field indicates the reliability of a security. Jenny Yeung –
Lehman Brothers
5423 ModelType Quote Message Jenny Yeung –
Lehman Brothers
5424 PortfolioID Quote Message This field indicates the portfolio ID Jenny Yeung –
Lehman Brothers
5425 SerialNo String 2nd Part of unique Bloomberg serial number. (The 1st part of unique Bloomberg serial number is WorkStation) Jenny Yeung –
Lehman Brothers
5426 BrokerSeqNo String Broker Sequence Number Jenny Yeung –
Lehman Brothers
5427 InstrAttribType String “I” – Interest
“D” – Discount
Jenny Yeung –
Lehman Brothers
5428 AdjTargetLevel float adjusted target level Jenny Yeung –
Lehman Brothers
5429 NumberItems number Number of items/quote on the list Jenny Yeung –
Lehman Brothers
5430 SpotPrice float Treasury Price Jenny Yeung –
Lehman Brothers
5431 SpotYield float Treasury Yield Jenny Yeung –
Lehman Brothers
5432 CurveName String Curve Name
e.g. LIBOR
Jenny Yeung –
Lehman Brothers
5433 CurvePoint float Curve Point is the point on the benchmark curve Jenny Yeung –
Lehman Brothers
5434 AdjSpread float Broker Fee-Adjusted Spread Jenny Yeung –
Lehman Brothers
5435 FeeAdjToSpread float Fee adjustment to spread Jenny Yeung –
Lehman Brothers
5436 AdjYield float Fee-adjusted Yield Jenny Yeung –
Lehman Brothers
5437 OldPrice New Order Single Must be equal to the original Price Priya Sampath –
Changepond Technologies
5438 ReferenceID Trade Capture Report Tape print regional reference ID associated with a Trade report Mithila Somasiri –
Millennium Information Technologies Limited
5439 OldReferenceID Trade Capture Reports Original Reference ID of a correction/Cancellation Print sent to tape associated with a cancel/correct trade report Mithila Somasiri –
Millennium Information Technologies Limited
5440 ClearingStatus Execution Report Indicate the clearing status of the trade as communicated by the clearing house. Mithila Somasiri –
Millennium Information Technologies Limited
5441 ClearingMatchID Execution Report Unique Match ID assigned by the clearing system Mithila Somasiri –
Millennium Information Technologies Limited
5442 MatchingSlipID Execution Report Unique Slip ID assigned by the matching system Mithila Somasiri –
Millennium Information Technologies Limited
5443 ClearingSlipID Execution Report Unique Slip ID assigned by the Clearing System Mithila Somasiri –
Millennium Information Technologies Limited
5444 LegReport Execution Report Indicate whether the execution report is generated for a multi-leg order or an individual leg of a multi-leg order Mithila Somasiri –
Millennium Information Technologies Limited
5445 DownloadRequestID Unique ID assigned to a data download request. Mithila Somasiri –
Millennium Information Technologies Limited
5446 RequestType Download Request Type Mithila Somasiri –
Millennium Information Technologies Limited
5447 RequestID Download Request ID Mithila Somasiri –
Millennium Information Technologies Limited
5448 NumMsg Number of messages resulting from a download request. Mithila Somasiri –
Millennium Information Technologies Limited
5449 ReqResponseTo Indicate the Type of request being responded to Mithila Somasiri –
Millennium Information Technologies Limited
5450 MDElementName (string data type) The field is defined as a set of enumerated values providing one to one mapping of market data elements to entries in FIX messages. Igor Nagirner –
EBS
5451 MDStatScope (int data type) MDSnapshot, MDIncremental Describes a time dimension when distributing market data statistics. Values include: 1= current day, 2 = previous day, 3 = 1 minute, 4 = 10 seconds Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5452 MDCountType MDSnapshot, MDIncremental Describes the count type in MDCount in relation to MDStatScope. Values include:
1 = Peak, 2 = Record, 3 = Time interval, 4 = Running count
Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5453 TraderCount MDSnapshot, MDIncremental Number of unique traders quoting at a particular price level. Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5454 MarketZone MDSnapshot, MDIncremental Code identifying the market center/zone where market data entry originated from. Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5455 SmoothRateSrc MDSnapshot, MDIncremental The source that published the smooth rate. Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5456 MDStdDeviation MDSnapshot, MDIncremental The margin of error, confidence factor or standard deviation of a rate/price. Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5457 PriceTimestamp MDSnapshot, MDIncremental The timestamp (UTC) of when the statistic is calculated. This may be different from the time the statistic is published (as indicated in MDEntryTime and MDEntryDate). Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5458 MDDelayed MDIncremental, MDSnapshot Indicates whether the market data entry is being published on a delayed basis. Default is “N”. (Boolean field) Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5459 SettlType All where needed This custom field is used in pre-5.0 versions of FIX to support the FX tenor expressions as defined in 5.0. Maps directly to 5.0’s SettlType (63) inclusive of definition, all enums and patterns. Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5460 AggressorIndicator TCR & where needed Custom field to support identifying aggressor (taker) in a trade in pre-5.0 versions of FIX. This field maps directly to 5.0’s tag 1057 inclusive of definition and datatype. Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5461 TicketStatus Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5462 PrimeDealIndicator Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5463 TradeID TCR For use in pre-5.0 versions to provide same information as TradeID (1003) in 5.0. Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5464 SecondaryTradeID TCR Used in pre-5.0 versions to provide same functionality as 5.0’s SecondaryTradeID (1040) Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5465 CstmApplVerID Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5466 MDBookType MD messages This is used in pre-5.0 to allow the identification of book type. Same definition and usage as FIX 5.0’s MDBookType (1021). Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5467 MDPriceLevel MD messages This is used in pre-5.0. Same definition and usage as FIX 5.0’s MDPriceLevel (1023). Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5468 MDCount MD messages Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5469 ReqResponseStatus Processing Status of a download request Mithila Somasiri –
Millennium Information Technologies Limited
5470 PriceMvmLimit Security Definition Maximum deviation of prices from settlement price. Oksana Zheliabina –
B2BITS
5471 CalculatedCcyLastQty AE FX Deal Feed Field Igor Nagirner –
ICAP
5472 PriceMvmLimitT1 Security Definition Maximum deviation of prices from settlement price at T+1. Oksana Zheliabina –
B2BITS
5473 MguIndicator Custom Indicates whether a trade notification is generated as a result of a MGU order execution.

Valid values:

1 – MGU Execution
0 – Other

Mithila Somasiri –
Millennium Information Technologies Limited
5474 AbbreviatedPrice New Order, Execution Report Contract Price

Price of the leg can be expressed as

(a) Explicit Price (e.g. 7589)

Explicit Price is a positive number without any prefix.

(b) A price code expression (e.g. S + 10 which means settlement price plus ten)

Valid price codes are S, YS, C, V ,M & B (basis)

(c) A differential (e.g. -10 which means ten units lower than the price of the first leg)

A valid differential is a number prefixed with either (+) or( – )

Mithila Somasiri –
Millennium Information Technologies Limited
5475 PromptDate New Order, Execution Report Expiry(options) / Delivery(Futures) date of the contract

For Futures this is either entered as an explicit date in DDMMYY or as an abbreviated date code (e.g. T – Tomorrow, c – Two days, 3 – 3 months, MMMYY – Monthly).

For Options contracts, this field will be populated by the expiry month code in MMMYY

Mithila Somasiri –
Millennium Information Technologies Limited
5476 PrivateReference New Order, Execution Report Free form text up to 80 characters. Mithila Somasiri –
Millennium Information Technologies Limited
5477 PublicReferece New Order, Execution Report Free form text up to 80 characters Mithila Somasiri –
Millennium Information Technologies Limited
5478 CrossIndicator New Order, Execution Report Indicates a single trade half or a cross.
Value Meaning
0 Single Trade Half
1 Cross
Mithila Somasiri –
Millennium Information Technologies Limited
5479 CarryIndicator New Order, Execution Report Indicates whether this message contains a single trade half/cross or a carry trade half/cross.

Value Meaning
0 Outright
1 Carry

Mithila Somasiri –
Millennium Information Technologies Limited
5480 YieldTo String Yield to value = M.C. P&A Jenny Yeung –
Lehman Brothers
5481 CleanPx float Clean Price is Fee adjusted price Jenny Yeung –
Lehman Brothers
5482 GrossPx float Gross Price is Trade price without brokerage fee Jenny Yeung –
Lehman Brothers
5483 ProceedsCalBy String Dealer that calculates the trade proceeds Jenny Yeung –
Lehman Brothers
5484 Principal float fee-adjusted principal Jenny Yeung –
Lehman Brothers
5485 DealerPrincipal float trade principal without brokerage fee Jenny Yeung –
Lehman Brothers
5486 dealerNetMoney float trade net money without brokerage fee Jenny Yeung –
Lehman Brothers
5487 NoDealers integer number of dealers Jenny Yeung –
Lehman Brothers
5488 ListID String the unique identifier of the multi-quote or Inquiry list Jenny Yeung –
Lehman Brothers
5489 Direction String “F” – Forward
“R” – Reverse Inquiry
Jenny Yeung –
Lehman Brothers
5490 LongName String Client Long Name Jenny Yeung –
Lehman Brothers
5491 YieldAdjustment float Yield Adjustment Jenny Yeung –
Lehman Brothers
5492 QuoteYieldTo String Quote Yield To Jenny Yeung –
Lehman Brothers
5493 GrossCover float Gross Cover Jenny Yeung –
Lehman Brothers
5494 LastTrader String Last Trader Jenny Yeung –
Lehman Brothers
5495 STATE String state of the trading flow Jenny Yeung –
Lehman Brothers
5496 LastYield float Last Yield Jenny Yeung –
Lehman Brothers
5497 DaysToSettlement int number of business days to settlement date Jenny Yeung –
Lehman Brothers
5498 BindIndicator String This is the holding bind indicator for Corporate Bonds. The value options are “Y” – Yes, and “N” – No. Jenny Yeung –
Lehman Brothers
5499 OrdStatus number 1 = Accept
2 = Reject
3 = Expire
4 = Cancel
6 = Counter
9 = Pass
Jenny Yeung –
Lehman Brothers
5500 DivReinvest Y or N To specify whether to reinvest the dividend or not.
Y(Yes) or N(No) value.
Murali Takkalapati –
Performance Technologies, Inc.
5501 TransFeeIncluded Y or N To specify whether the transaction fee is included in the amount (Y), or not (N) Murali Takkalapati –
Performance Technologies, Inc.
5502 DIVINST Dividend Instructions -RR, CC , CR, CI The following types of instructions are possible

1. Reinvest Dividends and Capital Gains (RR) – default
2.Pay Dividends and Capital Gains in Cash (CC)
3.Pay Dividends in Cash and Reinvest Capital Gains (CR)
4.Current Instructions (CI)

Murali Takkalapati –
Performance Technologies, Inc.
5503 NumLinks Number of Links – Linked Trades Specifies the number of links in the particular trade. Murali Takkalapati –
Performance Technologies, Inc.
5504 LinkSymbol Linked Trades The NumLinks should be specified before using the LinkSymbol.
LinkSymbol and LinkPercent are children of NumLinks
Murali Takkalapati –
Performance Technologies, Inc.
5505 LinkPercent Linked/Exchange/Swap Trades The NumLinks should be specified before using the LinkPercent.
LinkPercent and LinkSymbol are children of NumLinks
Murali Takkalapati –
Performance Technologies, Inc.
5506 LinkPercent Linked/Exchange/Swap Trades The NumLinks should be specified before using the LinkPercent.
LinkPercent and LinkSymbol are children of NumLinks
Murali Takkalapati –
Performance Technologies, Inc.
5507 TrdMatchTime Execution Report date, time at which the trade was matched. format DDMMYYYY-HHMMSS Mithila Somasiri –
Millennium Information Technologies Limited
5508 FaceValue Security Definition Face value of security. Oksana Zheliabina –
B2BITS
5509 AuctionIndicator Security Status Indicates whether or not the auction is being held for the security. Oksana Zheliabina –
B2BITS
5510 ChgFromWAPrice W, X Indicates change from previous day’s weighted average price vs. last traded price. Oksana Zheliabina –
B2BITS
5511 ChgOpenInterest W, X Indicates change from previous day’s open interest. Oksana Zheliabina –
B2BITS
5512 FirstEligibleTradeDate Security Definition First eligible trade date. Oksana Zheliabina –
B2BITS
5513 LastEligibleTradeDate Security Definition Last eligible trade date. Similar to EventDate(866) with EventType(865) = ‘7’. Oksana Zheliabina –
B2BITS
5514 InstrumentPricePrecision Security Definition Number of decimals in prices. Similar to InstrAttribValue(872) with InstrAttribType(871) = ’27’. Oksana Zheliabina –
B2BITS
5515 Counterparty Account D, 8 Account identifier of a counterparty for Fixed Income orders & executions. Brian Gay –
Bloomberg
5516 MemberVolume Custom Volume traded by a particular member Mithila Somasiri –
Millennium Information Technologies Limited
5517 MasterAccount AE Master account identifier Gleb Skayansky –
Bloomberg LLP.
5518 AssumedCoupon AE Mortgage/assest backed security assumed coupon Gleb Skayansky –
Bloomberg LLP.
5519 PrepaymentSpeed AE Mortgage prepayment speed Gleb Skayansky –
Bloomberg LLP.
5520 BenchmarkOfferPx S Benchmark offer price for quote messages that inclue the SpreadOrBenchmarkCurveData component block. Joseph Fruchter –
Bloomberg LP
5521 BenchmarkBidYield S Benchmark bid yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block. Joseph Fruchter –
Bloomberg LP
5522 BenchmarkOfferYield S Benchmark offer yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block. Joseph Fruchter –
Bloomberg LP
5523 BenchmarkOfferSpread S Benchmark offer spread for quote messages that inclue the SpreadOrBenchmarkCurveData component block. Joseph Fruchter –
Bloomberg LP
5524 OriginalDestination 8, J To specify the original destination of a Drop copy message. Can be a platform, exchange or anything – Mutually agreed upon. Sheetal Chainraj –
Bloomberg L.P
5525 Haircut Execution Reports This term describes the way brokers and clients protect themselves from market risk in doing repos. Sheetal Chainraj –
5526 AllInPrice Execution Reports Sheetal Chainraj –
5527 AllocationIndicator Execution Reports Indicates if allocations are to follow (Most likely a Allocation Instruction FIX Message) for the trade indicated by this Execution Report.
Possible Values:
1 – No Allocations. 2 or More – Allocations Will follow. (They could indicate the possible number of accounts the allocations will occur to.)
Sheetal Chainraj –
5528 SalesBook 8 = Execution Report Identify the book for the salesperson doing the trade. Sheetal Chainraj –
5529 NoInvPositions 6 Repeating group count. No of Inventory positions advertised. Part of group (5529-5531) Sheetal Chainraj –
Bloomberg L.P
5530 InvPositionDate 6 Date of the inventory position. LocalMmktDate. Part of group (5529-5531) Sheetal Chainraj –
Bloomberg L.P
5531 InvPositionQty 6 The available amount associated with the InvPositionDate, expressed as par value. A short position will be specified as a negative par value. Part of group (5529-5531) Sheetal Chainraj –
Bloomberg L.P
5532 RateEffectiveDate 6 The date (last reset date) from which the coupon rate is effective for Variable Rate Demand Note and tender option bonds. Type= LocalMmktDate Sheetal Chainraj –
Bloomberg L.P
5533 TradeCorrectType AE, 8 Indicates the type of correct sent in the Trade Capture or Execution Report. (Ex: Material change or not) Sheetal Chainraj –
Bloomberg L.P
5534 AllocAccountSubID1 J Sub identifier for the Allocation Accounts. Will be part of the NoAllocs group. Sheetal Chainraj –
Bloomberg L.P
5535 AllocAccountSubID2 J Sub identifiers #2 for Allocation Accounts. Will be part of the NoAllocs group. Sheetal Chainraj –
Bloomberg L.P
5536 AllocAccountSubID3 J Sub identifier #3 for Allocation accounts. Will be part of the NoAllocs group. Sheetal Chainraj –
Bloomberg L.P
5537 CurrentFace 8, J Current face for Mortgages, ABS, CMO, CMBS etc. (Original face * Factor). Sheetal Chainraj –
Bloomberg L.P
5538 AllocCurrentFace J, AS Current Face allocated to this Allocation account. For MTGEs only. Part of “NoAllocs” repeating group. Sheetal Chainraj –
Bloomberg L.P
5539 AllocGrossTradeAmt J, AS Gross trade amount allocated to the Allocation account. Part of the “NoAllocs” repeating group. Sheetal Chainraj –
Bloomberg L.P
5540 CurveDateRate1 Sheetal Chainraj –
Bloomberg L.P
5541 CurveDateRate2 Sheetal Chainraj –
Bloomberg L.P
5542 AllocGrossTradeAmt Sheetal Chainraj –
Bloomberg L.P
5543 FirmAmount IOI Firm offering quantity for Municipal Commercial Paper. Sheetal Chainraj –
Bloomberg L.P
5544 SecondaryCurrency Execution Report (8) The denomination of the SecondaryQty (6054) field. Dmitry Gundorov –
Deutsche Bank
5545 BWitemID New Order, Execution Report Bids Wanted Item ID. Sheetal Chainraj –
Bloomberg L.P
5546 AllocGrossTradeAmt-New Sheetal Chainraj –
Bloomberg L.P
5547 AllocCurrentFace-New Sheetal Chainraj –
Bloomberg L.P
5548 AdjustedSwapPoints Execution Report (8) (Deprecated) Swap points of a trade, adjusted to the Spot price denomination (multiplied by the forward tick size) Dmitry Gundorov –
Deutsche Bank
5549 ClientFullName Execution Report (8) Full name of a client that has executed the trade Dmitry Gundorov –
Deutsche Bank
5550 BalanceGroupID New Order Single Specifies the Unique Identifier of the BalanceGroup to which this Order should be assigned to. Kiran K Pingali –
JapanCross Securities
5551 BuyLimit New Order Single, New Order List Describes the BuyLimit for that Balance Group Kiran K Pingali –
JapanCross Securities
5552 SellLimit New Order Single, New Order List Specifies the SellLimit of the BalanceGroup, of which this order is part of. The Identifier of the BalanceGroup is specified in the BalanceGroupID Tag. Kiran K Pingali –
JapanCross Securities
5553 MinimumValueType New Order Single, New Order List (To be used if MinQty– Tag 110 is used)
Valid values
‘S’ – Shares
‘V’ – Value
Kiran K Pingali –
JapanCross Securities
5554 RolloverFlag New Order-List Speicies how long the Order would be valid in the books of the Crossing System. Vaild values:
blank – No rollovers
S – same cross until good-through date has expired
U – Unlimited
n – (1-9) rollover to the next cross, decrement n until 0
Kiran K Pingali –
JapanCross Securities
5555 ReturnCode all message types This field will be used to indicate a specific error message or informational message that may or may not exist in the Text tag (58) of an acknowledgement response. NOTE: This field may contain repeating values delimited by a hexidecimal ’40’ character. Kevin Bilello –
Beta Systems
5556 BaseSwapPx Instrument block Base SWAP price. Oksana Zheliabina –
B2BITS
5557 AggregatedOrderExecRefIDs Execution Report (8) Comma separated list of aggregated trades ids Dmitry Gundorov –
Deutsche Bank
5558 BuyBackPx Instrument block Buy back price. Oksana Zheliabina –
B2BITS
5559 BuyBackDate Instrument block Buy back date. Oksana Zheliabina –
B2BITS
5560 Reserved Igor Nagirner –
ICAP
5561 Reserved Igor Nagirner –
ICAP
5562 Reserved Igor Nagirner –
ICAP
5563 Reserved Igor Nagirner –
ICAP
5564 Reserved Igor Nagirner –
ICAP
5565 Reserved Igor Nagirner –
ICAP
5566 Reserved Igor Nagirner –
ICAP
5567 Reserved Igor Nagirner –
ICAP
5568 Reserved Igor Nagirner –
ICAP
5569 Reserved Igor Nagirner –
ICAP
5570 Reserved Igor Nagirner –
ICAP
5571 Reserved Igor Nagirner –
ICAP
5572 Reserved Igor Nagirner –
ICAP
5573 Reserved Igor Nagirner –
ICAP
5574 Reserved Igor Nagirner –
ICAP
5575 Reserved Igor Nagirner –
ICAP
5576 Reserved Igor Nagirner –
ICAP
5577 Reserved Igor Nagirner –
ICAP
5578 Reserved Igor Nagirner –
ICAP
5579 Reserved Igor Nagirner –
ICAP
5580 Reserved Igor Nagirner –
ICAP
5581 Reserved Igor Nagirner –
ICAP
5582 Reserved Igor Nagirner –
ICAP
5583 Reserved Igor Nagirner –
ICAP
5584 Reserved Igor Nagirner –
ICAP
5585 Reserved Igor Nagirner –
ICAP
5586 Reserved Igor Nagirner –
ICAP
5587 Reserved Igor Nagirner –
ICAP
5588 Reserved Igor Nagirner –
ICAP
5589 Reserved Igor Nagirner –
ICAP
5590 Reserved Igor Nagirner –
ICAP
5591 Reserved Igor Nagirner –
ICAP
5592 Reserved Igor Nagirner –
ICAP
5593 Reserved Igor Nagirner –
ICAP
5594 Reserved Igor Nagirner –
ICAP
5595 Reserved Igor Nagirner –
ICAP
5596 Reserved Igor Nagirner –
ICAP
5597 Reserved Igor Nagirner –
ICAP
5598 Reserved Igor Nagirner –
ICAP
5599 Reserved Igor Nagirner –
ICAP
5600 Thomson UDF Matthew Godin –
Thomson
5601 Thomson UDF Matthew Godin –
Thomson
5602 Thomson UDF Matthew Godin –
Thomson
5603 Thomson UDF Matthew Godin –
Thomson
5604 Thomson UDF Matthew Godin –
Thomson
5605 Thomson UDF Matthew Godin –
Thomson
5606 Thomson UDF Matthew Godin –
Thomson
5607 Thomson UDF Matthew Godin –
Thomson
5608 Thomson UDF Matthew Godin –
Thomson
5609 Thomson UDF Matthew Godin –
Thomson
5610 Thomson UDF Matthew Godin –
Thomson
5611 Start Time Start time for an algorithmic order Chris Chaffee –
5612 End Time End time for an algorithmic order Chris Chaffee –
5613 Urgency Urgency or aggressiveness for an algorithmic order Chris Chaffee –
5614 NumberOfSlices Number of slices for an algorithmic order Chris Chaffee –
5615 IncludeMarketOpen Indicates whether or not an algorithmic order should participate in opening crosses Chris Chaffee –
5616 IncludeMarketClose Indicates whether or not an algorithmic order should participate in closing crosses Chris Chaffee –
5617 MinPctParticipation Indicates the minimum participation rate for an algorithmic order Chris Chaffee –
5618 TgtPctParticipation Indicates the target participation rate for an algorithmic order Chris Chaffee –
5619 MaxPctParticipation Indicates the maximum participation rate for an algorithmic order Chris Chaffee –
5620 TargetPrice Indicates the target price for an algorithmic order Chris Chaffee –
5621 DisplaySize Indicates the quantity to be displayed on an algorithmic order Chris Chaffee –
5622 SweepType Type of sweep algorithm to be employed prior to routing the order to a broker or exchange. Chris Chaffee –
5623 SweepPriceEnum Pricing algorithm to be employed when sweeping an order. Chris Chaffee –
5624 SuppTacticsFlag Supplemental flags to implement specific algorithm features. Chris Chaffee –
5625 MKTXInquiryType QuoteRequest Enumeration used to indicate MarkeAxess Quote Release model.
Supported Values: 1-ASAP, 2-Holding Bin
Daniel Jacobson –
MarketAxess
5626 MKTXPricingProcess QuoteRequest,QuoteStatusReport Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades.
Supported Values:1 = Manual,2 = Phone, 3 = Auto, 4 = OneStep, 5 = Standard
Daniel Jacobson –
MarketAxess
5627 MKTXInquiryState Quote, QuoteStatusReport Enumeration indicating MarketAxess Inquiry States Daniel Jacobson –
MarketAxess
5628 MKTXReleaseTime QuoteRequest UTCTimestamp
Time of day indicating the time at which the client will see dealer responses
Daniel Jacobson –
MarketAxess
5629 MKTXQuoteReponseRejectReason QuoteResponseReject Text indicating rejection reason
e.g. “Action invalid in this state”
Daniel Jacobson –
MarketAxess
5630 MKTXAvailableActions Quote,QuoteStatusReport Comma separated list of available actions, e.g.
“CANCEL”
“PASS,ACCEPT,COUNTER”
“NONE”
Daniel Jacobson –
MarketAxess
5631 MKTXListType custom Indicates the type of MarketAxess inquiry-list.
Valid values are:
1 = High Grade
2 = High Yield
3 = Euro (Spread)
4 = Euro (Price)
5 = Emerging Markets
Daniel Jacobson –
MarketAxess
5632 MKTXListComment ListQuoteRequest Client-trader’s comment to dealers Daniel Jacobson –
MarketAxess
5633 MKTXListRejectMode ListQuoteRequest Indicates whether MarketAxess should reject all list-items or only invalid list-items, if list contains invalid items.
Values:
1 = RejectInvalidItemsOnly
2 = RejectAllItems
The client OMS can use this field to control the action that MarketAxess will take, if MarketAxess validation finds that the list contains one or more invalid list-items.
Daniel Jacobson –
MarketAxess
5634 MKTXListName custom Names an inquirty-list Daniel Jacobson –
MarketAxess
5635 MADataID W Numeric field identifying each traded security in MarketAxess system. Unique per trade being reported in BTDS feed Anthony Merhi –
MarketAxess
5636 DataSource W Identifier of system sending the market data.
DataType=String
Anthony Merhi –
MarketAxess
5637 MDEntryTransType W Trade Type reported in Market Data, used when MDEntryType = 2(Trade).
DataType=char
Values: 0=Done (New Trade), 1=Cancel, 2=Corrected
Anthony Merhi –
MarketAxess
5638 BTDSSaleCondition W Sale condition code for trades as reported by FINRA
DataType=char
Values: @ = Regular Trade
C = Cash Trade
N = Next Day
R = Sellers Option
A = Trades outside market hours
W = Weighted Average Price
Z = Sold Late
S = No special condition applied
Anthony Merhi –
MarketAxess
5639 BTDSCommissionIndicator W Boolean field indicating if the price is inclusive of dealer commission. Anthony Merhi –
MarketAxess
5640 BTDSQuantityIndicator W Indicates in Quantity reported is actual or estimated.
DataType=Char
Values: A=Actual, E=Estimated
Anthony Merhi –
MarketAxess
5641 BTDSSecondModifier W Indicates whether there is a second sale condition that is
applicable to the trade.
DataType=char
Values: A = Trades outside the market hours
Z =Sold Late (Out of Sequence)
S = No Second Modifier Applicable
Anthony Merhi –
MarketAxess
5642 BTDSPriceChangeCode W Describes the summary price change(s) the transaction
caused for the issue traded.
DataType=char
Values: 0 = No Price/Yield Changed
1 = Last Price/Yield Changed
2 = Low Price-Yield Changed
3 = Last Price/Yield and Low Price/Yield Changed
4 = High Price/Yield Changed
5 = Last Price/Yield and High/Price/Yield Changed
6 = High Price/Yield and Low Price/Yield Changed
7 = All Prices/Yields Changed
Anthony Merhi –
MarketAxess
5643 BTDSSpecialPriceIndicator W Boolean field indicating whether the transaction is a ‘Special
Price Trade’ or not
Anthony Merhi –
MarketAxess
5644 BTDSReportingPartySide MarketData Full Snapshot One character field to describe the side of trade being reported. Values: B=dealer bought securities from the customer, S= dealer sold securities to the customer, D= inter-dealer transaction (always from the sell side) Pomeli Ghosh –
MarketAxess
5645 OASSpread W MarketAxess estimated option adjusted spread for the traded security. Datatype=float Anthony Merhi –
MarketAxess
5646 ParSpread W MarketAxess estimated par spread for the traded security. Datatype=float Anthony Merhi –
MarketAxess
5647 MktSpread W MarketAxess estimated market spread for the traded security. Datatype=float Anthony Merhi –
MarketAxess
5648 SuspectTradeIndicator W Boolean flag indicating if trade is a suspect trade. Anthony Merhi –
MarketAxess
5649 OrigBCastSeqNo W Exists for a Cancel (5637=1) or Corrected (5637=2) trade report.
This field contains the BCastSeqNo (tag 6103) of the trade that is being cancelled or corrected.
DataType=SeqNum
Anthony Merhi –
MarketAxess
5650 MKTXEstimatedQuantity W Reports the MarketAxess estimated quantity for a trade where tag 5640=E, i.e. the quantity falls beyond the range disseminated by FINRA for High Grade and High Yield bonds.
DataType=Qty
Anthony Merhi –
MarketAxess
5651 MKTXDeltaDaySpread W Day over day change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day.
DataType=float
Anthony Merhi –
MarketAxess
5652 MKTXDeltaWeekSpread W Week over week change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week.
DataType=float
Anthony Merhi –
MarketAxess
5653 MKTXDeltaMtdSpread W Month-to-date change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month.
DataType=float
Anthony Merhi –
MarketAxess
5654 MKTXDeltaWeekPrice W Week over week change in price with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week.
DataType=float
Anthony Merhi –
MarketAxess
5655 MKTXDeltaDayPrice W Day over day change in price with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day.
DataType=float
Anthony Merhi –
MarketAxess
5656 MKTXDeltaMtdPrice W Month-to-date change in price with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month.
DataType=float
Anthony Merhi –
MarketAxess
5657 MKTXDeltaDayYield W Day over day change in yield with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day.
DataType=float
Anthony Merhi –
MarketAxess
5658 MKTXDeltaWeekYield W Week over week change in yield with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week.
DataType=float
Anthony Merhi –
MarketAxess
5659 MKTXDeltaMtdYield W Month-to-date change in yield with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month.
DataType=float
Anthony Merhi –
MarketAxess
5660 IncludeSIs Quote Request, New Order Valid Values = Y or N.
For quote requests or orders that are submitted to multiple Retail Service Providers (RSPs) for best execution, this field specifies whether RSPs acting as Systematic Internalizers (SIs) should be included (Y) or not included (N).
Stephen Irwin –
Thomson Financial
5661 NoMKTXCostAnalysis ExecutionReport Repeating Custom Block for showing MKTX cost analysis calcs to clients.
Exists if at least one type of cost analysis data is available.
DataType: NumInGroup
Value: 1..N, for number of cost analysis information provided
Pomeli Ghosh –
MarketAxess
5662 MKTXAnalysisTo ExecutionReport Req’d field if 5661 exists.
Defines the value against which cost analysis is being reported.
DataType: String
Defined Values are:
Cover, Avg, BondTicker
Pomeli Ghosh –
MarketAxess
5663 MKTXBenefit ExecutionReport Difference between Traded Principle and calculated principle for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker)
DataType: Amt
Value: float field with 2 decimal point precision
Pomeli Ghosh –
MarketAxess
5664 MKTXComparisonPrice ExecutionReport Price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker)
DataType: Price
Value: float field with 4 decimal point precision
Pomeli Ghosh –
MarketAxess
5665 MKTXPriceDiff ExecutionReport Difference between Traded Price and calculated price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker)
DataType: Price
Value: float field with 4 decimal point precision
Pomeli Ghosh –
MarketAxess
5666 MaturitySize 6 – IOI Size available corresponding to Maturity range.
Part of NoDateRates (5538) repeating group.
Sheetal Chainraj –
Bloomberg L.P
5667 MatDatStartYield 6 – IOI Yield corresponding to Maturity start date.
Part of NoDateRates (5538) repeating group.
Sheetal Chainraj –
Bloomberg L.P
5668 MatDatEndYield 6 – IOI Yield corresponding to Maturity end date.
Part of NoDateRates (5538) repeating group.
Sheetal Chainraj –
Bloomberg L.P
5669 FillOrKillAmount 6 – IOI Fill or Kill Quantity. Sheetal Chainraj –
Bloomberg L.P
5670 PositionAccount 6 – IOI Account / Fund / Book name of the position. Sheetal Chainraj –
Bloomberg L.P
5671 FOKPosition 6 FOK Position in an account. Sheetal Chainraj –
Bloomberg L.P
5672 SecondaryIndividualAllocID J Secondary Alloc ID per allocation account. Sheetal Chainraj –
Bloomberg L.P
5673 SettlCurrAccruedInterestAmt 8, J Accrued Interest in the Settlement currency. Sheetal Chainraj –
Bloomberg L.P
5674 SettlCurrNetMoney 8, J Net money in Settlment Currency. Sheetal Chainraj –
Bloomberg L.P
5675 TaxRate AE Tax rate. Sheetal Chainraj –
Bloomberg L.P
5676 Reserved Sheetal Chainraj –
Bloomberg L.P
5677 Repo2Px Instrument block Price of the second part of REPO. Oksana Zheliabina –
B2BITS
5678 ReceivePendings Logon (MsgType = A) Used to indicate that the receipt of Execution Reports pending confirmation is required or not, that is those Execution Reports with OrdStatus [39] = A (Pending New), E (Pending Replace) or 6 (Pending Cancel) Francesc Prats –
MEFF
5679 FixEngineName Logon (MsgType = A) A string value that contains a descriptive chain of software used by the client for the FIX connection. Only used for informative purposes. Francesc Prats –
MEFF
5680 ProprietaryFixProtocolVersion Logon (MsgType = A) Exact identification of the protocol used and expected by the initiator (String) Francesc Prats –
MEFF
5681 ExchangeTradeType Execution Report (Msg Type = 8) Exchange defined type of trade(String) Francesc Prats –
MEFF
5682 NewSecuritySubscription Security List Request (MsgType = x) Specifies whether to subscribe to “New Securities” (Char) Francesc Prats –
MEFF
5683 SecondaryConfirmStatus Confirmation (MsgType = AK) Describes the Give-up state (Char) Francesc Prats –
MEFF
5684 TotalBustedQty Execution Report Total number of shares busted. Oksana Zheliabina –
B2BITS
5685 Ordered Quantity Leg 2 Ordered quantity for leg 2 of a 2-legged strategy. Amit Chilgunde –
Barclays Capital
5686 InWorkup Market Data Snapshot Indicates that an order is tradable in a workup that is currently in progress. Michael Merold –
ICAP
5687 Executed Quantity Leg2 Executed quantity on fills for leg 2 of a 2-legged strategy. Amit Chilgunde –
Barclays Capital
5688 Draft Algo Flag D,F,G,8 Indicating draft algo status Tao Shen –
Guosen Securities Co.,Ltd
5689 VersionID D,F,G,8 Version identifier tag Tao Shen –
Guosen Securities Co.,Ltd
5690 TargetStrategy D,F,G,8 Base strategy Tao Shen –
Guosen Securities Co.,Ltd
5691 ReferencePrice D,G Reference price for an algo, not binding as limit price Tao Shen –
Guosen Securities Co.,Ltd
5692 ReferenceVolume D,G Referred volume of char type.Valid value: A)total market volume;B)market volume with given limitpx; Tao Shen –
Guosen Securities Co.,Ltd
5693 PegTo D,E,F,G,8,9 A = SHCOMP
B = SZCNST
C = CSI300
D = SME
E = CHINEXT
S = SMART
P = PORTFOLIO
Tao Shen –
Guosen Securities Co.,Ltd
5694 CatchUp D,E,F,G,8,9 A = NOW
B = Redistribute
C = Tilt-Dist
Tao Shen –
Guosen Securities Co.,Ltd
5695 LimitWRT D,E,F,G,8,9 A = fill
B = leaves
Tao Shen –
Guosen Securities Co.,Ltd
5696 SoftLimit D,E,F,G,8,9 Y = Yes
N = No
Tao Shen –
Guosen Securities Co.,Ltd
5697 IPO Subscription Venue D,8 1 = Online
2 = Offline
Tao Shen –
Guosen Securities Co.,Ltd
5698 Desk confirm, confirm request Kelly Calnan –
Fidelity Investments
5699 Restricted Brokers New Order Single, Cancel/Replace used with aggregator connections to confirm counterparties a security cannot be traded with Kelly Calnan –
Fidelity Investments
5700 LocateBroker NASD Rule 3370 (Short Sell Rule) requires that every short sell order specify a Locate (Tag 114=Y), identifying which broker has loaned the stock to settle the short sale. Joel Greenwood –
RBC Capital Markets
5701 LocateIdentifier The actual locate identifier/reference provided by the LocateBroker (5700). Scott Atwell –
American Century Investments
5702 PreBorrowQty D Share quantity in pre-borrow agreement. Used with 5700 and 5701 to resolve Threshold-list Short Sell locates. Kevin Maroney –
Piper Jaffray
5703 OriginalSource ExecutionReport The field indicates the trade source Andrey Tapekha –
Deutsche Bank
5704 BusinessLine String The field indicates the business line owner of orders. Nikolay Volnov –
Deutsche Bank
5705 NIMAllowed Security List and Definition Indicates whether NIM is allowed for this instrument. Michael Merold –
ICAP
5706 FixedRate floating fixed rate in Swap Jenny Yeung –
Lehman Brothers
5707 PayPeriodMultiplier integer period multiplier of payment dates Jenny Yeung –
Lehman Brothers
5708 AdjDayRegion String business center of the adjusted business Day convention used in Swap. Jenny Yeung –
Lehman Brothers
5709 ADJSDT Date accrual period start Day adjustment convention Jenny Yeung –
Lehman Brothers
5710 PnlLocation String the location of PnL:
NY – New York
LD – London
TK – Tokyo
Jenny Yeung –
Lehman Brothers
5711 AckStatus two int value options:
1 : Accept
2 : Reject
Jenny Yeung –
Lehman Brothers
5712 AckType String representing the Bloomberg Ack Name Jenny Yeung –
Lehman Brothers
5713 TicketStatus QuoteRequest TicketStatus represents the internal status of the ticket.

Possible Status:
New – The client requested a quote
Quoted – The trader sent a quote
CustDone – The client accepted within the OTW time
CustDoneConfirmed – Bloomberg confirmed the client accepted within the OTW
CustEnd – The client passed
Subject – The client accepted outside the OTW time
DealerDone – The trader accepted
DealerEnd – The trader passed
CustTimeOut – The ticket timed out on the client
DealerTimeOut – The ticket timed out on the trader

Jenny Yeung –
Lehman Brothers
5714 TicketTraders QuoteRequest represents a list of traders (comma delimited) who received the ticket Jenny Yeung –
Lehman Brothers
5715 TicketOwner QuoteRequest Represents the trader who too ownership of the ticket Jenny Yeung –
Lehman Brothers
5716 TimespanToQuote QuoteRequest This field would contain the time (in seconds) the trader has to submit his quote. Jenny Yeung –
Lehman Brothers
5717 ExpireBy String Type. Valid values: Client, Dealer Jenny Yeung –
Lehman Brothers
5718 BBRespType this is an integer field. Jenny Yeung –
Lehman Brothers
5719 StartPaymentDate ExecutionReport date format. This indicates the starting payment date of interest rate. Jenny Yeung –
Lehman Brothers
5720 EndPaymentDate ExecutionReport Date Type. GMT format. this is the end payment date of interest rate in SWAP Jenny Yeung –
Lehman Brothers
5721 FloatingPaymentFreq Quote data type: int.
this is the payment frequency of floating interest rates in interest rate swap.
Jenny Yeung –
Lehman Brothers
5722 FixedPaymentFreq Quote Data Type: int
this is the payment frequency of Fixed interest rate payment in Interest Rate Swap
Jenny Yeung –
Lehman Brothers
5723 behaviour String type
D – Drain
A – Abort
Jenny Yeung –
Lehman Brothers
5724 readyToPrice int

0-yes
1-no

Jenny Yeung –
Lehman Brothers
5725 readyToTrade integer type:
0-yes
1-no
Jenny Yeung –
Lehman Brothers
5726 U_QuoteRespType Quote Response This tag inherits all properties of QuoteRespType in FIX, and has an additional value option “100 – DoingAway” Jenny Yeung –
Lehman Brothers
5727 PPT Override execution Allow user to override a Prevent Principal Trade edit. Rich Kiehl –
Thomson Financial – TTS
5728 BenchmarkSecurityAltID Jenny Yeung –
Lehman Brothers
5729 AuctionDate TIME Indicates the auction date of the security when it’s initially issued. Jenny Yeung –
Lehman Brothers
5730 CompQuote Float Composite Quote Jenny Yeung –
Lehman Brothers
5731 DV01 float Dollar Price change per basis point in Yield Jenny Yeung –
Lehman Brothers
5732 AdjMidPx float adjusted mid price Jenny Yeung –
Lehman Brothers
5733 Requotable String Valid Values:
Y – allow the other party to re-quote 

N – re-quote is not allowed

Jenny Yeung –
Lehman Brothers
5734 MrkupQuote Jenny Yeung –
Lehman Brothers
5735 BAMT The dollar amount that will be recovered from the dealer as a customer execution fee Jenny Yeung –
Lehman Brothers
5736 PBRKR String The prime broker’s dealer acronym Jenny Yeung –
Lehman Brothers
5737 PBSVC String The prime broker service. Values: Give-UP, GTS Jenny Yeung –
Lehman Brothers
5738 PBRESP String The prime broker’s advice status. Values: PENDGIVEUP, ACCEPT Jenny Yeung –
Lehman Brothers
5739 BoblBid Jenny Yeung –
Lehman Brothers
5740 boblask Jenny Yeung –
Lehman Brothers
5741 bundsBid Jenny Yeung –
Lehman Brothers
5742 bundsask Jenny Yeung –
Lehman Brothers
5743 schatzBid Jenny Yeung –
Lehman Brothers
5744 schatzask Jenny Yeung –
Lehman Brothers
5745 MTKT number number of tickets/account trade requires Jenny Yeung –
Lehman Brothers
5746 IRSTYPE String Valid Values: BMK, IMM or OIM Jenny Yeung –
Lehman Brothers
5747 IRSEOM String end of month roll. possible value: YES or NO Jenny Yeung –
Lehman Brothers
5748 ROLLSON String The convention for determining the sequence of calculation period end dates. Valid Values: 1 to 31, EOM, or IMM Jenny Yeung –
Lehman Brothers
5749 ADJDT String Termination(END) date business day adjustment convention. Possible values: MODFOLLOW Jenny Yeung –
Lehman Brothers
5750 MATDTADJ Datetime Adjusted maturity (Termination) date Jenny Yeung –
Lehman Brothers
5751 VSPDate Allocation; 35=J Used on allocation to match to the original date of the order – Citigroup Inc. Martin Jiang –
Citigroup Inc
5752 VSPPrice Allocation, 35=J Used on allocation to match to the original price of the order – Citigroup Inc. Martin Jiang –
5753 DECPLCS String Maximum number of decimal places to be used for Rate Jenny Yeung –
Lehman Brothers
5754 DECRND String The quote in the QUOTE message must be divisible by the amount specified by this field. Jenny Yeung –
Lehman Brothers
5755 CMPND String Indicates whether the floating leg of the trade is compounding or not. Considered NO if not present. Jenny Yeung –
Lehman Brothers
5756 CMPB Floating Composite quote at the time of QUOTE REQUEST Jenny Yeung –
Lehman Brothers
5757 CMPA Floating Composite pay rate for an USD Interest Rate Swap switch Jenny Yeung –
Lehman Brothers
5758 CMPM Floating composite receiving rate for an USD Insterest Rate Swap Switch Jenny Yeung –
Lehman Brothers
5759 CMPSP Floating composite spread contributed by the dealers for an DSWP (USD Interest Rate Swap) benchmark trade Jenny Yeung –
Lehman Brothers
5760 ADJDTCP String Calculation (Accrual) Period Business Day Adjustment Convention. Possible values Floating Leg: MODFOLLOW Jenny Yeung –
Lehman Brothers
5761 ADJDTPD String Payment date business day adjustment convention.
Possible values Floating leg: MODFOLLOW
Jenny Yeung –
Lehman Brothers
5762 ADJDTRES String Required for Floating Rate Leg. Reset Date business day adjustment convention. Possible Values Floating leg: MODFOLLOW Jenny Yeung –
Lehman Brothers
5763 DYCTBAS String Day count basis. leg values: 30/360, 30E/360, ACT/360. Floating Leg values: ACT/360 Jenny Yeung –
Lehman Brothers
5764 FRREF String Required for Floating Rate Leg. Floating rate reference. Values: LIBOR3M Jenny Yeung –
Lehman Brothers
5765 FRESDAYS Number Required for Floating Rate Leg. Reset Days for floating payments. Values: 2 Jenny Yeung –
Lehman Brothers
5766 IRSSWTYPE String Jenny Yeung –
Lehman Brothers
5767 SWSPRD String This is the diference in the rates for each side of the switch. For benchmark trades it is the composite spread at the time of trade. Max precision 5 decimal places, rounded to .00125 for benchmark spreads, .0001 for switches. Jenny Yeung –
Lehman Brothers
5768 CNFCO String Jenny Yeung –
Lehman Brothers
5769 fe String reserved Jenny Yeung –
Lehman Brothers
5770 PriceRatio d Used for price calculation in spread and leg pricing. Fred Malabre –
Chicago Mercantile Exchange
5771 ECV String Electronic confirmation vendor – values None, Parallel or Tradeweb Jenny Yeung –
Lehman Brothers
5772 ISMN String Forward months for OIS forward runs and forward starting swaps Jenny Yeung –
Lehman Brothers
5773 ISDY Integer Number of months in the tenor (0, 3, 6, 12, 24, etc) Jenny Yeung –
Lehman Brothers
5774 reserved Jenny Yeung –
Lehman Brothers
5775 FixedLegDayCount String Fixed leg day-count basis. 30/360, ACT/360, ACT/ACTM or ACT/ACTD Jenny Yeung –
Lehman Brothers
5776 FloatingLegDayCount String Floating leg day-count basis. ACT/360 Jenny Yeung –
Lehman Brothers
5777 CUSTPRC string Yes Indicates whether this is a customer bid/ask trade. Value: NO Jenny Yeung –
Lehman Brothers
5778 AORGID String The accountNet organization identifier of the customer. present for AccountNet-enabled customers only. Jenny Yeung –
Lehman Brothers
5779 AORGID String the accountNet organization identifier of the customer. Present for AccountNet enabled customers only Jenny Yeung –
Lehman Brothers
5780 ACODE String AccountNet ACODE. Present for AccountNet-enabled customers only. Jenny Yeung –
Lehman Brothers
5781 ACCTACR String Account Acronym assigned by the dealer. Jenny Yeung –
Lehman Brothers
5782 BRKNA String Breakdown active indicator used in allocation instruction message. Jenny Yeung –
Lehman Brothers
5783 Exchange Gateway ID The gateway id (or name) for the exchange in the broker system. (one exchange can have multiple gateways from a broker system) Amit Chilgunde –
Barclays Capital
5784 EndPointExchangeOrderId Mostly for algo orders. Exchangeorderid of the child order. Amit Chilgunde –
Barclays Capital
5785 EndpointExchangeExecutionId Mostly for algo orders. ExchangeExecutionId of the child order. Amit Chilgunde –
Barclays Capital
5786 NIMTimeRemaining Quote Status Report Number of seconds remaining in the current phase of the NIM. Michael Merold –
ICAP
5787 ClearingQType Execution Report Indicates whether allocated qty was executed in the IF-CLEARED or WHEN-CLEARED queue. Valid values are “I” for IF-CLEARED and “W” for WHEN-CLEARED. Michael Merold –
ICAP
5788 QueryToken Order Mass Status Rqst & ER Token used to maintain query context for result paging. Michael Merold –
ICAP
5789 ClientInfo New Order – Single, Execution Rp Free form string containing client-specific information associated with an order. Information is provided in New Order Single, and Order Cancel Replace messages. Trading system will return ClientInfo in Execution Report. Michael Merold –
ICAP
5790 FixingBraket X Identifies the time braket the fixing price is for. Fred Malabre –
CME Group
5791 TotalVolume x Total volume for a given security, cross venues. Fred Malabre –
CME Group
5792 OpenInterestQty x Quantity of the open interest in a given security. Fred Malabre –
CME Group
5793 MassQuoteMessagesCount b Total number of mass quote messages received in a given time interval. Fred Malabre –
CME Group
5794 QuoteEntriesCount b Total number of quote entries received in a given time interval. Fred Malabre –
CME Group
5795 LegSecurityGroup InstrumentLeg Multileg instrument’s individual security’s group.
See SecurityGroup (1151) field for description
Fred Malabre –
CME Group
5796 TradingReferenceDate D Contains the date to which the TradingReferencePrice correspond. Fred Malabre –
CME Group
5797 AggressorSide X Aggressor side of a trade in a central order book.
1: Buyer
2: Seller
Fred Malabre –
CME Group
5798 DayCount f Day count used to calculate interest rates. Fred Malabre –
CME Group
5799 MatchEventStartIndicator 35=X Boolean to indicate the beginning of a match event for a central order book system. Fred Malabre –
CME Group
5800 CDNAccountType CDNAccountType Indicates the type of the trading account. Valid values include:”NC” non-client (ME, TSX*, TSXV*)”CL” client (ME, TSX, TSXV)”ST” equities specialist (TSX)”IN” inventory (ME, TSX, TSXV)”OF” options firm account (TSX) “OT” options market maker (TSX, TSXV)Notes: * Indicates default exchange.There is no default for a Trade Modification from the ME. Tom May –
RBC
5801 CDNAnonymous CDNAnonymous An order flagged as Anonymous is forwarded to the exchange where they are published to the market without the members firm id.Valid values include “Y” | “N”.Default is “N”.TSX only. Tom May –
RBC
5802 CDNInternalCross CDNInternalCross A trade originating from a Participating Organization between managed accounts that have the same manager. Valid values include “Y” | “N”.Default “N”.TSX and TSXV. Tom May –
RBC
5803 CDNLotsOf CDNLotsOf A special term for an order specifying that each fill must be divided into equal lots. Total volume of order must be a multiple of LotsOf. LotsOf = Volume.No defaultTSX and TSXV. Tom May –
RBC
5804 CDNNonResident CDNNonResident A terms marker indicating that trade participant is not a Canadian resident. Valid values include “Y” | “N”Default is “N”.TSX only. Tom May –
RBC
5805 CDNPrincipalTrade CDNPrincipalTrade A transaction where the member as principal sells securities to or buys securities from its particular customer; i.e. a cross between a client and another account type. A.K.A. – DF MarkerValid values include “Y” | “N”.Default “N”.TSX and TSXV. Tom May –
RBC
5806 CDNUserId CDNUserId The trading system’s user id for a trader.No default.TSX and TSXV. Tom May –
RBC
5807 CDNBasketTrade A five digit number identifying the basket number for Toronto Stock Exchange, default is “N” Tom Tsai –
Cap-Mart, Inc.
5808 CDNSettlementTerm To specify to TSX the settelement term for an order. Valid values are Cash, CT (Cash today), YYYYMMDD, DD (Delayed delivery), MS (contingent equity trade), NN (non-net) Tom Tsai –
Cap-Mart, Inc.
5809 CDNShortExempt To indicate to the TSX trading engine that short sell order is exempt from the short selling rule. Tom Tsai –
Cap-Mart, Inc.
5810 CDNRTAutoFill A TSX fill report marker to indicate a system generated autofill against the responsible Equities Specialists account Tom Tsai –
Cap-Mart, Inc.
5811 CDNProgramTrade To indicate to the TSX trading engine that this order is generated by a program. Valid values are Y or N Tom Tsai –
Cap-Mart, Inc.
5812 CDNMGFCandidate To indicate to the Toronto Stock Exchange that this order is
entitled to the minimum guaranteed fill. Its value can be either “Y” or “N”
Tom Tsai –
Cap-Mart, Inc.
5813 CDNJitney To specify an order to the Toronto Stock Exchange that it is executed on behalf of another broker. Tom Tsai –
Cap-Mart, Inc.
5814 CDNMarketOnClose To specify this order is to be excuted on the TSX end of day closing auction. Possible values Y or N Tom Tsai –
Cap-Mart, Inc.
5815 SubMkt 8 Submarket code Juliette Vignola –
Nasdaq/OMX
5816 ClearingVenue 8 string Juliette Vignola –
Nasdaq/OMX
5817 ContraOrderRestrictions 8 Juliette Vignola –
Nasdaq/OMX
5818 DecayQuantity 35=d Indicates the quantity a contract will decay by once the decay start date is reached. Fred Malabre –
CME Group
5819 DecayStartDate 35=d The date at which a decaying product begins to decay. Fred Malabre –
CME Group
5820 LekSecuritiesCustomField1 stephen jose –
Lek Securities Corp
5821 LekSecuritiesCustomField2 stephen jose –
Lek Securities Corp
5822 LekSecuritiesCustomField3 stephen jose –
Lek Securities Corp
5823 CounterParty String account of the step in counter party in Swap/swaption Jenny Yeung –
Lehman Brothers
5824 CounterParty1 String account of the step out counter party in swap or swaption Jenny Yeung –
Lehman Brothers
5825 remainingParty String account of the remaining counter party in swap or swaption Jenny Yeung –
Lehman Brothers
5826 ClTrdIDRefType string Jenny Yeung –
Lehman Brothers
5827 OutstandingQty Floating out standing quantity in partial unwind or assignments Jenny Yeung –
Lehman Brothers
5828 RemainingParty1 String Jenny Yeung –
Lehman Brothers
5829 RESERVED string Jenny Yeung –
Lehman Brothers
5830 MiscFeeCCY String currency of payment Jenny Yeung –
Lehman Brothers
5831 StAllocType String allocation type. Valid Values:
101 – Block
102 – New Allocation
103 – Full Unwind
104 – Partial Unwind
105 – Step-in Assignment
106 – Full RP Assignment
107 – Partial RP Assignment
108 – Full Internal Assignment
109 – Partial Internal Assignment
110 – Full 4-way Assignment
111 – Partial 4-way Assignment
Jenny Yeung –
Lehman Brothers
5832 StraddleInd String Indicates if it’s straddle or not.
Y – Straddle
N – not
Jenny Yeung –
Lehman Brothers
5833 ThirdPartyFullCalcPeriod string Jenny Yeung –
Lehman Brothers
5834 FirstPaymentDate date first payment date of additional payments on IRS Swap Jenny Yeung –
Lehman Brothers
5835 MiscFeeReceiver STring fee receiver Jenny Yeung –
Lehman Brothers
5836 MiscFeePayer string Jenny Yeung –
Lehman Brothers
5837 RiskID String Jenny Yeung –
Lehman Brothers
5838 RESERVED Jenny Yeung –
Lehman Brothers
5839 AllocRefEventID String Jenny Yeung –
Lehman Brothers
5840 RESERVED Jenny Yeung –
Lehman Brothers
5841 RESERVED String Jenny Yeung –
Lehman Brothers
5842 RESERVED Jenny Yeung –
Lehman Brothers
5843 RemainingParty1 String Jenny Yeung –
Lehman Brothers
5844 PremiumFee Floating premium fee for swaption Jenny Yeung –
Lehman Brothers
5845 PremiumPayer String the payer of premium payer in swaption Jenny Yeung –
Lehman Brothers
5846 CreditRating <Instrument> To be used with Repeating group 5114 – NoCreditRating. Data type is same as standard tag 255. Used to show ratings associated with RatingAgency (5113) Pomeli Ghosh –
MarketAxess
5847 TargetStrategy Clone of Tag 847 from FIX 4.4. Introduced by the FIX Algorithmic Trading Working Party. Chris Sims –
Gartmore
5848 TargetStrategyParameters Clone of Tag 848 from FIX 4.4. Introduced by the Algorithmic Trading Working Party. Chris Sims –
Gartmore
5849 OriginalContractSize 35=d TBD. Fred Malabre –
CME Group
5850 OrigIssueAmt <Instrument> Face value of the original issuance of a bond. DataType: Amt Pomeli Ghosh –
MarketAxess
5851 DB Algo Billy Zhao –
Deutsche Bank
5852 InsuranceCode <Instrument> Insurance Code Identifier
DataType: String
Pomeli Ghosh –
MarketAxess
5853 NewIssueIndicator <Instrument> Boolean flag indicating if a corporate or municipal bond is a new issue Pomeli Ghosh –
MarketAxess
5854 DB Algo Billy Zhao –
Deutsche Bank
5855 QueryDirection Order Mass Status Rqst Indicates direction of query relative to QueryToken context. Valid values are either “1” to indicate the next result page or “-1” to indicate the previous result page. Michael Merold –
ICAP
5856 DB Algo Billy Zhao –
Deutsche Bank
5857 DB Algo Billy Zhao –
Deutsche Bank
5858 DB Algo Billy Zhao –
Deutsche Bank
5859 BidPostedQty Execution Report Quantity available for further execution on bid side. Michael Merold –
ICAP
5860 DB Algo Billy Zhao –
Deutsche Bank
5861 OfrPostedQty Execution Report Quantity available for further execution on the offer side. Michael Merold –
ICAP
5862 UpdateReason 8 Update Reason returned by GL SOM (for client EDA orders) Gilles Bui –
GL Trade
5863 DB Algo Billy Zhao –
Deutsche Bank
5864 DB Algo Billy Zhao –
Deutsche Bank
5865 Testing select tag test testo <>
5866 DB Algo Billy Zhao –
Deutsche Bank
5867 DB Algo Billy Zhao –
Deutsche Bank
5868 DB Algo Billy Zhao –
Deutsche Bank
5869 DB Algo Billy Zhao –
Deutsche Bank
5870 DB Algo Billy Zhao –
Deutsche Bank
5871 DB Algo Billy Zhao –
Deutsche Bank
5872 DB Algo Billy Zhao –
Deutsche Bank
5873 DB Algo Billy Zhao –
Deutsche Bank
5874 DB Algo Billy Zhao –
Deutsche Bank
5875 DB Algo Billy Zhao –
Deutsche Bank
5876 DB Algo Billy Zhao –
Deutsche Bank
5877 DB Algo Billy Zhao –
Deutsche Bank
5878 DB Algo Billy Zhao –
Deutsche Bank
5879 DB Algo Billy Zhao –
Deutsche Bank
5880 DB Algo Billy Zhao –
Deutsche Bank
5881 DB Algo Billy Zhao –
Deutsche Bank
5882 DB Algo Billy Zhao –
Deutsche Bank
5883 PackageID 8,s Trade Package Identifier Marc Abend –
NYSE Euronext
5884 Target Billy Zhao –
Deutsche Bank
5885 DB Algo Billy Zhao –
Deutsche Bank
5886 DB Algo Billy Zhao –
Deutsche Bank
5887 DB Algo Billy Zhao –
Deutsche Bank
5888 DB Algo Billy Zhao –
Deutsche Bank
5889 DB Algo Billy Zhao –
Deutsche Bank
5890 DB Algo Billy Zhao –
Deutsche Bank
5891 DB Algo Billy Zhao –
Deutsche Bank
5892 DB Algo Billy Zhao –
Deutsche Bank
5893 Execution Report Detail Execution Report 1 – ExecutionReport Log
2 – ExecutionReport Trade
3 – Others
Pablo Felipe –
5894 Reserved Reserved Reserved Pablo Felipe –
5899 SpotDate 8 Spot Value Date Dmitry Gundorov –
Deutsche Bank
5900 TargetStrategy EASE Electronic Trading Services Order 1=Volume Weighted Average Price (VWAP),
2=Target Volume (TVOL),
1001=Volume Weighted Average Price (VWAP) [same as 1],
1002=Target Volume (TVOL) [same as 2],
1003=Order Staging Model (OSM),
1004=Sensitivity (SENS),
1005=Time Weighted Average Price (TWAP),
1006=Arrival Price (AP),
1999=Custom (CUST)
N.B. This is a required field!
Erik Friis –
Banc of America Securities
5901 TargetStrategyParameters EASE Electronic Trading Services Order Reserved for future use. Erik Friis –
Banc of America Securities
5902 EffectiveTime EASE Electronic Trading Services Order Starting time as a UTC timestamp. Erik Friis –
Banc of America Securities
5903 ExpireTime EASE Electronic Trading Services Order Ending time as a UTC timestamp. Erik Friis –
Banc of America Securities
5904 Duration EASE Electronic Trading Services Order Duration in minutes. Valid values: (1 – 390, for US markets) Erik Friis –
Banc of America Securities
5905 ParticipationRate EASE Electronic Trading Services Order When TargetStrategy is TVOL (5900=2), this parameter represents the target participation rate. For other values, this parameter represents a volume limit.
Valid values: a percentage (0 – 100).
Erik Friis –
Banc of America Securities
5906 ExecutionMode EASE Electronic Trading Services Order Execution mode. Valid values: 0 = neutral, 1 = passive, 2 = aggressive. Erik Friis –
Banc of America Securities
5907 LEKInternationalOrderTypes Used to designate special order types for International Exchanges stephen jose –
Lek Securities Corp
5908 LEKInternationalOrderParams1 Parameters for order types for International Exchanges stephen jose –
Lek Securities Corp
5909 LEKInternationalOrderParams2 Parameters for order types for International Exchanges stephen jose –
Lek Securities Corp
5910 TriggerStopGap D,F,AB,AC Number of ticks between day low (for buy order) or day high (for sell order) and trigger price Guillaume Jamin –
GL TRADE
5911 TriggerLimitGap D,F,AB,AC Number of ticks between day low (for buy order) or day high (for sell order) and limit price Guillaume Jamin –
GL TRADE
5912 TriggerMinQty D,F,AB,AC Minimum quantity to trigger Guillaume Jamin –
GL TRADE
5913 AllowHiddenSize Security List and Definition Allow hidden size for given symbol Michael Merold –
ICAP
5914 MinNoDecimals Security List and Definition Minimum number of decimals to display Michael Merold –
ICAP
5915 MaxNoDecimals Security List and Definition Maximum number of decimals to display Michael Merold –
ICAP
5916 NIMPrivateDuration Security List and Definition Duration of NIM private phase in milliseconds. Michael Merold –
ICAP
5917 NIMPublicDuration Security List and Definition Duration of NIM public phase in milliseconds. Michael Merold –
ICAP
5918 TradeConvention Security List and Definition Price or yield Michael Merold –
ICAP
5919 LastFragment W Used in pre-4.4 versions to provide same functionality as 4.4’s LastFragment(893).
Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation.
Valid values: ‘Y’ (Last message), ‘N’ (Not last message).
Oksana Zheliabina –
B2BITS
5920 ExclusiveFlag S Values: R, A, or B. Determines whether the offering is exclusive to the Rep, ATS, or both. Joseph Fruchter –
Bloomberg LP
5921 ExternalMarkUp S Specifies trader’s mark up over the offering price. Joseph Fruchter –
Bloomberg LP
5922 AllowLimits S Values: Y/N. Joseph Fruchter –
Bloomberg LP
5923 BidPriceForDiscountQuotes S This field will contain the bid dollar price for discount-quoted securities. Joseph Fruchter –
Bloomberg LP
5924 OfferPriceForDiscountQuotes S This field will contain the offer dollar price for discount-quoted securities. Joseph Fruchter –
Bloomberg LP
5925 IndexRatio S This field is the Index Ratio. Joseph Fruchter –
Bloomberg LP
5926 OfferYTC S Offer Yield-to-call. Joseph Fruchter –
Bloomberg LP
5927 BidYTM S Bid Yield-to-maturity. Joseph Fruchter –
Bloomberg LP
5928 OfferYTM S Offer Yield-to-maturity. Joseph Fruchter –
Bloomberg LP
5929 YieldFlag S This is the Yield Flag. Joseph Fruchter –
Bloomberg LP
5930 StoryField S This is the story field. Joseph Fruchter –
Bloomberg LP
5931 MinAnytimeQty Qty Minimum anytime fill quantity on an order, for subsequent fills. Works alongside tag 110 as MinQty (which effectively acts as minimum initial quantity). Andrew Bowley –
Nomura International Plc
5932 MinLeavesQty Qty Minimum order quantity to be left on an order. Potential fills which take LeavesQty (tag 151) below this value will not be executed. Andrew Bowley –
Nomura International Plc
5933 GeneralLedgerAccount S This is the General Legder Account field. Joseph Fruchter –
Bloomberg LP
5934 ClearingRefNo 8 A unique reference number assigned by the clearing system Devaka Corea –
Millennium Information Technolog
5935 MatchRefNo 8 A unique reference number assigned by the matching system Devaka Corea –
Millennium Information Technolog
5936 ExplicitPromptDate 8 Displays the explicit date that is derived from a prompt date code Devaka Corea –
Millennium Information Technolog
5937 PriceCode Devaka Corea –
Millennium Information Technolog
5938 TradeOrigin Devaka Corea –
Millennium Information Technolog
5939 Reserved Devaka Corea –
Millennium Information Technolog
5940 Reserved Devaka Corea –
Millennium Information Technolog
5941 DPIFirm Specify “Directed Price Improvement” firm Magic Magee –
Chicago Board Options Exchange
5942 MinDeltaNeutrality Percentage The percentage change in long position minus the percentage change in short position Kunal Nandwani –
Nomura
5943 MaxDeltaNeutrality Percentage The percentage change in long position minus the percentage change in short position has to be less than this value. Kunal Nandwani –
Nomura
5944 InitialDisplayQty 8 Initial display quantity of a reserve order that can be returned in an ExecutionReport in addition to the currently displayed quantity contained in 1138 DisplayQty. It is intended as an echo of the input. Hanno Klein –
Deutsche Boerse
5945 TargetVolumeReference The target volume specification to be used in reference to primary market volume profile, or primary plus alternate market volume profiles Kunal Nandwani –
Nomura
5946 PendingReason 8 Explanation for a pending ExecType (150) value (Pending New, Pending
Replace, Pending Cancel) being returned (String).
Hanno Klein –
Deutsche Börse Systems
5947 ExecInst Same as ExecInst (tag 18). Added as a user-defined field in case ExecInst cannot be used. John Shields –
Nomura Securities Co.
5948 PartitionID BU, BV, BW, BX Identifier for a system partition that processes requests for a subset of all tradable entities. Hanno Klein –
Deutsche Börse Systems
5949 BinID BU, BV Identifier of market maker bin comprising one or more products. Hanno Klein –
Deutsche Börse Systems
5950 Slope D, G, 8 Indicates a slope to be used for TWAP David Tong –
RBC Capital Markets
5951 RemainingPortfolioNetDeltaMin Integer dollar value for portfolio strategies, this field would indicate the min delta in dollar terms for the remaining portfolio Kunal Nandwani –
Nomura
5952 RemainingPortfolioNetDeltaMax Integer dollar value for portfolio strategies, this field would indicate the max delta in dollar terms for the remaining portfolio Kunal Nandwani –
Nomura
5953 TradingPortfolioNetDeltaMin Integer Dollar Value for portfolio strategies, this field would indicate the min delta in dollar terms for the overall portfolio Kunal Nandwani –
Nomura
5954 TradingPortfolioNetDeltaMax Integer dollar value for portfolio strategies, this field would indicate the max delta in dollar terms for the overall portfolio Kunal Nandwani –
Nomura
5955 SchedulingDays Positive Integer No. of days for which a trade is scheduled to trade Kunal Nandwani –
Nomura
5956 Dark Block Limit Price Price valid limit price for dark block posting Kunal Nandwani –
Nomura
5957 NoStrategyParameters Indicates number of strategy parameters. Intended as alternative to new 957 tag introduced by the algorithmic trading working group. Chris Sims –
Gartmore
5958 StrategyParameterName Name of parameter. Intended as an alternative to the new 958 tag introduced by the Algorithmic Trading Working Group. Chris Sims –
Gartmore
5959 StrategyParameterType Datatype of the parameter. Intended as an alternative to the new 959 tag introduced by the Algorithmic Trading Working Group. Chris Sims –
Gartmore
5960 StrategyParameterValue Value of the parameter. Intended as an alternative to the new 960 tag introduced by the Algorithmic Trading Working Group. Chris Sims –
Gartmore
5961 TradingProtocol 8, AB, D,E The trading workflow used to negotiate the order. Thomas Hill –
Market Axess
5962 BidActivity Quote Indicates if the Bid Price is within the Price volatility band. Tanja Risovic –
Belgrade Stock Exchange
5963 OfferActivity QuoteStatusReport Indicates if the Offer Price is within the Price volatility band. Tanja Risovic –
Belgrade Stock Exchange
5964 NoPartitionIDs A, CB Repeating group of partition information Hanno Klein –
Deutsche Börse Systems
5965 LocateSource 8 Indicates the source of Locate,whether the Security is located from another broker or pre-borrowed or loacte details are not required. Sumeet Nagar –
UBS Investment Bank
5966 AllocQty2 Amount of allocation in dealt currency on far leg of a swap. Martin Long –
Thomson Reuters
5967 CalculatedAllocQty Amount of allocation in contra currency on near leg. Martin Long –
Thomson Reuters
5968 CalculatedAllocQty2 Amount of allocation in contra currency on far leg of a swap. Martin Long –
Thomson Reuters
5969 PartitionStatus A, CB Status of system partition identified by PartitionID (5948) Hanno Klein –
Deutsche Börse Systems
5970 LegCalculatedCcyLastQty Execution Report (8) The quantity of the other side in FX swap trade. Joshua Yoo –
5971 CalculatedCcyLastQty Execution Report (8) The quantity of the other side in FX trade. Joshua Yoo –
5972 STPOrderType D, AB Citi-FX custom OrderType to support orders for FX ECommerce. Joshua Yoo –
5973 STPExecType D, AB Citi-FX custom ExecType to support orders for FX ECommerce. Joshua Yoo –
5974 STPFixingName D, AB, 8 Citi-FX. Fixing Name. Joshua Yoo –
5975 OrderLinkID Execution Report (8) Citi-FX. Permits order originators to tie together groups of trades in which trades resulting from orders are associated for a specific purpose. Joshua Yoo –
5976 NoUserData all Number of following pairs of UserDataName(5977) and UserDataValue(5978). Joshua Yoo –
5977 UserDataName all User data name part. Joshua Yoo –
5978 UserDataValue all User data value part. Joshua Yoo –
5979 RequestTime <all reponses to requests> Information carried on a response to convey the time (UTCTimestamp) when the request was received that led to this response. RequestTime and SendingTime are part of the response, use the same system clock and allow the recipient of the response to calculate the processing time for his request. Hanno Klein –
Deutsche Börse Systems
5980 AltExDestination D, E, S Internal field to capture ExDestination when an order is routed internally via fix. Greg Johnston –
RBC Capital Markets
5981 IOILink 6 IOI Fix Link Greg Johnston –
RBC Capital Markets
5982 GroupID D,F,G,8 Ionel Vasilescu –
5983 InstrumentID D,F,G,8 Ionel Vasilescu –
5984 QuoteID Ionel Vasilescu –
5985 LegOrdStatus Ionel Vasilescu –
5986 LegErrorCode Ionel Vasilescu –
5987 LegErrorMsg Ionel Vasilescu –
5988 QuantitySign Ionel Vasilescu –
5989 AllinPriceFlag S This flag (Y/N) indicates whether it’s an all-in price. Joseph Fruchter –
Bloomberg LP
5990 PriceActivity ExecutionReport Indicates if the order price is within the volatility band. N = Not active, A = Active Tanja Risovic –
Belgrade Stock Exchange
5991 SumBidQuantity Market data Total bid quantity in the order book (all prices – active orders only) Tanja Risovic –
Belgrade Stock Exchange
5992 SumOfferQuantity Market data incremental refresh Total offer quantity in the order book (all prices – active orders only) Tanja Risovic –
Belgrade Stock Exchange
5993 UpperVolatilityBand Security List Upper volatility band boundary (absolute value) Tanja Risovic –
Belgrade Stock Exchange
5994 LowerVolatilityBand Security List Lower volatility ban boundary (absolute value) Tanja Risovic –
Belgrade Stock Exchange
5995 ExtendedVolatilityBand Security List Percentage of refernce price by which volatility bands can be extended in intra-day auction Tanja Risovic –
Belgrade Stock Exchange
5996 TradingMethod Security List Indicates trading method for security.
Values: MKT – Continuous trading, MPC – Fixing, MPP – Proportional, MVC – Multiple price fixing, MKP – Continuous selling, MMC – Minimum price
Tanja Risovic –
Belgrade Stock Exchange
5997 NoTradePriceConditions X,W,AE,AR,AD Number of trade price conditions associated that apply to a trade whose price is different than the current market price (MiFID) Jim Northey –
The LaSalle Technology Group
5998 TradePriceCondition X,W,AE,AR,AD Conditions, such as corporate actions or events or trade type that caused a trade price to differ from the market price. Integer enumerated fields – currently populated with Bargain Conditions defined by the LSE (MiFID) Jim Northey –
The LaSalle Technology Group
5999 EaseBaseTag EASE Electronic Trading Services Order Reserved for future use. Erik Friis –
Banc of America Securities
Tag Field FIX MsgTypes Description Created by
6000 DiscretionUsedSw D,F,G,8 Indicates whether or not discretion should be used Kevin Bilello –
Beta Systems
6001 AccountType D,F,G,8 Used to identify the account type Kevin Bilello –
Beta Systems
6002 ReportedTradePrice D,F,G,8 Used to identify the reported trade price Kevin Bilello –
Beta Systems
6003 ExchangeCode D,F,G,8 Used to identify the routing destination for an order or trade Kevin Bilello –
Beta Systems
6004 ContraAccount D,F,G,8 Used to identify a contra account Kevin Bilello –
Beta Systems
6005 ContraAccountType D,F,G,8 Used to identify the contra account type Kevin Bilello –
Beta Systems
6006 AccountSource D,G,8 Field identifies the source of the account value Kevin Bilello –
Beta Systems
6007 ContraAccountSource D,G,8 Field identifies the source of the contra account Kevin Bilello –
Beta Systems
6008 CancelRebillReason D,F,G,8 Used to identify a cancel rebill reason Kevin Bilello –
Beta Systems
6009 BasisPriceTradeInd D,F,G,8 Used to identify a basis price trade Kevin Bilello –
Beta Systems
6010 BypassPrimeBrokerSw 8,D,Q Provides the ability on a prime broker trade to indicate that the trade occurred outside. Kevin Bilello –
Beta Systems
6011 TTOSubNo 8,Q Used to validate a This Time Only Rep in a service bureau model Kevin Bilello –
Beta Systems
6012 TRACEReportSw all Used to suppress order events from TRACE reporting Kevin Bilello –
Beta Systems
6013 ContraSubNo 8 Used to validate ContraAccount in a service bureau model Kevin Bilello –
Beta Systems
6014 StandingInstOverride 8,D,G Standing instructions indicator used to override the account level code for the disposition of stock and money. Kevin Bilello –
Beta Systems
6015 CSIItemNo D,8,G Cash Standing Instruction item number used in conjunction with tag 6014. Kevin Bilello –
Beta Systems
6016 TTORepBranch D,8,Q This Time Only Rep Branch Kevin Bilello –
Beta Systems
6017 TradeRefDate 8 Date of original trade Rich Kiehl –
Beta Systems
6018 Gross D,F,G,8 Tag supports gross cents per share, gross percentage, and gross flat amounts Kevin Bilello –
Beta Systems
6019 GrossCode D,F,G,8 Used to identify a gross code Kevin Bilello –
Beta Systems
6020 Syndicate D,F,G,8 Used to identify a syndicate Kevin Bilello –
Beta Systems
6021 SyndicateTakedown D,F,G,8 Used to identify a syndicate takedown Kevin Bilello –
Beta Systems
6022 TTORep D,F,G,8 Used to identify a this time only rep Kevin Bilello –
Beta Systems
6023 RegwayAccountType D,F,G,8 Used to identify a regular way account type Kevin Bilello –
Beta Systems
6024 SpecialTypingCode D,F,G,8 Used to identify a special typing code. Repeating values are allowed for this tag. Values are to be delimited by space. Kevin Bilello –
Beta Systems
6025 OddLotDiffInd D,F,G,8 Used to identify an odd lot differential Kevin Bilello –
Beta Systems
6026 SellerCode D,F,G,8 Used to identify a seller code Kevin Bilello –
Beta Systems
6027 ReinvestCode D,F,G,8 Used to identify a reinvest code Kevin Bilello –
Beta Systems
6028 IOE D,F,G,8 Used to identify an investment objective exception Kevin Bilello –
Beta Systems
6029 OffsetCurrencyCode D,F,G,8 Used to identify an offset currency code Kevin Bilello –
Beta Systems
6030 ConfirmNote D,F,G,8 Used to identify a confirm note Kevin Bilello –
Beta Systems
6031 EnteringFirm D,F,G,8,Q,9 Used to identify a entering firm entity which may be a correspondent or subsidiary Kevin Bilello –
Beta Systems
6032 UniqueTradeID D,F,G,8,Q,9 Used to identify a trade unique id Kevin Bilello –
Beta Systems
6033 ConcessionType 8,Q Specifies whether the concession amount is cents per share or percent Kevin Bilello –
Beta Systems
6034 ConcessionAmt 8,Q Specifies the amount of concession. Kevin Bilello –
Beta Systems
6035 BondFactor 8,Q Specifies a bond factor. Kevin Bilello –
Beta Systems
6036 FXCurrencyOffsetAmt 8,Q Used to specify the full ‘TO’ currency amount in FX trades to eliminate rounding error and/or account for markup. Rich Kiehl –
Beta Systems
6037 OrderEnteredBy D,8,G,F Provides audit trail tracking who entered the order Kevin Bilello –
Beta Systems
6038 OrderEnteredTime D,8,G,F Provides audit trail tracking the time the order was entered Kevin Bilello –
Beta Systems
6039 OrderAcceptedBy D,8,G,F Provides audit trail tracking who accepted the order Kevin Bilello –
Beta Systems
6040 OrderAcceptedTime D,8,G,F Provides audit trail tracking the time the order was accepted Kevin Bilello –
Beta Systems
6041 NumberOfCxlReasons 8,Q Indicates how many cancel rebill reasons are included on a message Kevin Bilello –
Beta Systems
6042 CxlReason 8,Q Indicates the valid cancel reason (repeating tag) Kevin Bilello –
Beta Systems
6043 RebillValue 8,Q Indicates corresponding rebill value for the cancel reason (repeating tag) Kevin Bilello –
Beta Systems
6044 CommissionScheduleOverride 8, Q Used to override existing commission schedule Kevin Bilello –
Beta Systems
6045 AcceptedByDate D, F, G, 8 Provides audit trail tracking what date an order was accepted. Kevin Bilello –
Thomson Beta Systems
6046 ALRXCode Already Executed Code A free form text field indicating that the order placed on a thrid party system has already been executed. Rich Kiehl –
Beta Systems
6047 LOD Indicator 8 Limit Order Display indicator Rich Kiehl –
Beta Systems
6048 VersusPurchaseSw D,F,G,8 Indicates whether an order or execution event is versus purchase. Kevin Bilello –
Thomson Beta Systems
6049 OATSAcctType ndicates the account type for which an order is placed based on OATS definitions Valid Values:
R = Retail – an order received for the account of an investor, including institutional orders
W = Wholesale – an order received from another broker/dealer
P = Proprietary – an order placed by a firm for a proprietary account
E = Employee – an order received for the account of an employee or associated person of a member firm
C = Combined – an order placed for more than one type of account.
Rich Kiehl –
Beta Systems
6050 BidPx2 S The far leg bid in an FX swap Matthew McNeil –
Barclays Capital
6051 OfferPx2 S This is the far leg offer for an FX swap Matthew McNeil –
Barclays Capital
6052 BidSize2 S This is the far leg bid amount Matthew McNeil –
Barclays Capital
6053 OfferSize2 S This is the far leg offer amount Matthew McNeil –
Barclays Capital
6054 SecondaryQty 8 This is the calculated side amount on an FX swap Matthew McNeil –
Barclays Capital
6055 SecondaryQty2 8 This is the second calculated side amount for an FX Swap Matthew McNeil –
Barclays Capital
6056 CombinedPointsBid S Used for the Bid side of pre-caluclated combined points for FX-Swaps Sandeep Patel –
Barclays Capital
6057 CombinedPointsOffer S Used for the Offer side of pre-caluclated combined points for FX-Swaps Sandeep Patel –
Barclays Capital
6058 WhoseError 8 Determines the source of the error for t+n cancel requests Kevin Bilello –
Thomson Beta Systems
6059 ErrorRequestor 8 Determines the requestor of the error for t+n cancel requests Kevin Bilello –
Thomson Beta Systems
6060 Time0 Vishal Sood –
Credit Suisse First Boston
6061 ExecServProduct D,E,G,8 (Char) – valid product code Cindy Chan –
Credit Suisse First Boston
6062 StartTime D,E,G,8 Time of message transmission (always expressed in GMT) Cindy Chan –
Credit Suisse First Boston
6063 EndTime D,E,G,8 Time of message transmission (always expressed in GMT) Cindy Chan –
Credit Suisse First Boston
6064 MaxPctVolume D,E,G,8 (int) Cindy Chan –
Credit Suisse First Boston
6065 ExecutionStyle D,E,G,8 (char) Cindy Chan –
Credit Suisse First Boston
6066 DisplaySize D,E,G,8 (Qty) Cindy Chan –
Credit Suisse First Boston
6067 MinPctVolume D,E,G,8 (int) Cindy Chan –
Credit Suisse First Boston
6068 LongMoneyLimit D,E,G,8 Long exposure limit for pairs and portfolio trades Bernard Baldwin –
Credit Suisse First Boston
6069 ShortMoneyLimit D,E,G,8 Short exposure limit for pairs and portfolio trades Bernard Baldwin –
Credit Suisse First Boston
6070 PriceMultiplier D,E,G,8 Slope of the linear price constraint for pairs and portfolio trades Bernard Baldwin –
Credit Suisse First Boston
6071 PriceIntercept D,E,G,8 Intercept of the linear price constraint for pairs and portfolio trades Bernard Baldwin –
Credit Suisse First Boston
6072 PortfolioTactic D,E,G,8 Tactic for portfolio trades Bernard Baldwin –
Credit Suisse First Boston
6073 TrackingIndex D,E,G,8 Tracking index Bernard Baldwin –
Credit Suisse First Boston
6074 StopLossLimit Vishal Sood –
Credit Suisse First Boston
6075 Time2 Vishal Sood –
Credit Suisse First Boston
6076 Time3 Vishal Sood –
Credit Suisse First Boston
6077 Time4 Vishal Sood –
Credit Suisse First Boston
6078 Time5 Vishal Sood –
Credit Suisse First Boston
6079 Time6 Vishal Sood –
Credit Suisse First Boston
6080 Time7 Vishal Sood –
Credit Suisse First Boston
6081 Time7.1 Vishal Sood –
Credit Suisse First Boston
6082 Duration D,E,G Vishal Sood –
Credit Suisse First Boston
6083 Time8 Vishal Sood –
Credit Suisse First Boston
6084 Time9 D,E,G Vishal Sood –
Credit Suisse First Boston
6085 RegisteredRep 8, D, F, G Rep related to a specific order or execution. Kevin Bilello –
Thomson Beta Systems
6086 PegMode D,F,G,8 valid values: 1=Defensive, 2=Moderate, 3=Aggressive Keir Wolfenden –
UBS Warburg
6087 ReferencePrice D,E,G,8 Arrival price for a strategy. Sarah Bradley –
UBS Investment Bank
6088 Algo tag 1 D,E Vishal Sood –
Credit Suisse First Boston
6089 Algo tag 2 D, E Vishal Sood –
Credit Suisse First Boston
6090 Also tag 3 Vishal Sood –
Credit Suisse First Boston
6091 Algo tag 4 Vishal Sood –
Credit Suisse First Boston
6092 Algo tag 5 Vishal Sood –
Credit Suisse First Boston
6093 Algo tag 6 Vishal Sood –
Credit Suisse First Boston
6094 Algo tag 7 D,E Vishal Sood –
Credit Suisse First Boston
6095 Algo tag 8 Vishal Sood –
Credit Suisse First Boston
6096 Algo tag 9 Vishal Sood –
Credit Suisse First Boston
6097 Algo tag 10 D, E Vishal Sood –
Credit Suisse First Boston
6098 BuytoCoverIndicator D, E, G, H Order is a Buy to cover Vishal Sood –
Credit Suisse First Boston
6099 test price Price ranges: 0 -9 Mark Morcos –
Merco, Inc.
6100 AdjBasePx U Adjusted Base Price Georgia Bilis –
The Nasdaq Stock Market
6101 Anonymity U Indicates wether a Firm wants to remain anonymous during order negotiations. Values are ‘Y’- Yes, ‘N’- No Georgia Bilis –
The Nasdaq Stock Market
6102 BcastFilterFlag U To be used for filtering unwanted messages when requesting to recover lost broadcast messages. Values Y/N Georgia Bilis –
The Nasdaq Stock Market
6103 BcastSeqNo U Sequence number for broadcast messages. Georgia Bilis –
The Nasdaq Stock Market
6104 ClosePxType W Type of Closing Price. Values:
1- Last executed price of morning session. 2- Last executed price of morining session’s closing auction. 3- No trades during morning session (base price for reference). 4- Last execution price for day. 5- Last execution price of afternoon closing auction. 6- No trades during day (Price is used for reference).
Georgia Bilis –
The Nasdaq Stock Market
6105 ExecObjType H, 8 Further defines the type of execution report. Values: Q- Quote, O- Order, N- Negotiated, X- Exchange Reported, A- All Georgia Bilis –
The Nasdaq Stock Market
6106 IndexCMV U Adjusted base price market value. Georgia Bilis –
The Nasdaq Stock Market
6107 IndexID U Index identifier. Georgia Bilis –
The Nasdaq Stock Market
6108 IndexMode 6108 State of the Index. Values: O – Open, N – Normal, C – Closed Georgia Bilis –
The Nasdaq Stock Market
6109 IndexValue U Value of the Index. Georgia Bilis –
The Nasdaq Stock Market
6110 IndustryCode d Industry classification Georgia Bilis –
The Nasdaq Stock Market
6111 Margin U, D, 8, d Values: 0 – None, 1 – Buy, 2 – Sell, 3 – Both(buy and sell) Georgia Bilis –
The Nasdaq Stock Market
6112 MarketID h, f, g, d, U Identifier for a group of securities. Values: A – Group A, B – Group B, C- Group C, D – Group D. Georgia Bilis –
The Nasdaq Stock Market
6113 BookingRefID BookingReport (UB) Event reference for BookingReport Wei Koek –
TradeWeb
6114 Marketsection d Identifies section of market. Georgia Bilis –
The Nasdaq Stock Market
6115 MassCancelRequestType U Indicates type of mass cancel. Values: 1 – All orders for Firm, 2 – All orders for a Symbol, 3 – All orders for a ClientID, 4 – All orders for a Side, 5 – All orders for a Symbol and ClientID, 6 – All orders for a Symbol, ClientID and Side, 7 – All orders for a ClientID and Side, 8 – All orders for a Symbol and Side. Georgia Bilis –
The Nasdaq Stock Market
6116 MVEntryType U Type of Market Movement statistics. Values: 1 – Most advanced, 2 – Most declined, 3 – Most active by volume, 4 – Most active by value, 5 – Most active by number of trades, 6 – cumulative volume Georgia Bilis –
The Nasdaq Stock Market
6117 NetChg U Change of Index with reference to previous index value. Georgia Bilis –
The Nasdaq Stock Market
6118 NetChgDirection U Indicates the direction of the NetChg. Values: 0 – Plus tick, 1 – Zero Plus Tick, 2 – Minus Tick, 3 – Zero Minus Tick, 4 – No change. Georgia Bilis –
The Nasdaq Stock Market
6119 NetPctChg W, U Percentage value of the net change. Georgia Bilis –
The Nasdaq Stock Market
6120 NoMQEntries U Count of market quote entries to follow. Georgia Bilis –
The Nasdaq Stock Market
6121 NoMVEntries U Count of Market Movement entries to follow. Georgia Bilis –
The Nasdaq Stock Market
6122 Notes U, 8 To be used for additional information. Georgia Bilis –
The Nasdaq Stock Market
6123 OrdFillType D Used to further describe OrdType. Values: 0 – Partial Fill, 1 – Immediate of Cancel Georgia Bilis –
The Nasdaq Stock Market
6124 OrdStatusRequestType H Defines the search criteria. Values: 0 – ClOrdID, 1 – By Symbol and Side, 2 – By Symbol, 3 – All. Georgia Bilis –
The Nasdaq Stock Market
6125 OrigBidSize S The original buy side quantity of the quote as known to a Firm when sending a modification request. Georgia Bilis –
The Nasdaq Stock Market
6126 OrigLeavesQty G The original quantity of the order as known to the user when sending a modification request. Georgia Bilis –
The Nasdaq Stock Market
6127 OrigOfferSize S The original price of the order as known to the firm when sending a modification request. Georgia Bilis –
The Nasdaq Stock Market
6128 OrigPrice G The original price of the order as known to the firm when sending a modification request. Georgia Bilis –
The Nasdaq Stock Market
6129 ParValue d Georgia Bilis –
The Nasdaq Stock Market
6130 PrevSesID h, f Id of previous trading session. Georgia Bilis –
The Nasdaq Stock Market
6131 PxPctFlag 8 Values: P – Privious price, N – None. Georgia Bilis –
The Nasdaq Stock Market
6132 QuoteAction S, U Describes the quote action to be taken. Values: A – Add, M- Modify, D – Delete. Georgia Bilis –
The Nasdaq Stock Market
6133 QuoteRefID S, B, A, Z Quote Identifier assigned by the exchange. Georgia Bilis –
The Nasdaq Stock Market
6134 QuoteStatusReqType A Defines search criteria for quotes. Values: 0 – QuoteID and Side, 1- Symbol and Side, 2 – Side, 3 – All. Georgia Bilis –
The Nasdaq Stock Market
6135 ReplyMsgCount U Total count of messages making up reply. Georgia Bilis –
The Nasdaq Stock Market
6136 ReqID U, a, H, 8 Unique Id for the request assigned by requesting party. Georgia Bilis –
The Nasdaq Stock Market
6137 ThinlyTradedFlag d Values: Y – Yes, N – No. Georgia Bilis –
The Nasdaq Stock Market
6138 TickSize d Minimum permitted price change. Georgia Bilis –
The Nasdaq Stock Market
6139 TotalNumOfTrades W, U Total number of trades. Georgia Bilis –
The Nasdaq Stock Market
6140 TotalTurnover W Total turnover. Georgia Bilis –
The Nasdaq Stock Market
6141 TradeQty 8 Executed trade quantity. Georgia Bilis –
The Nasdaq Stock Market
6142 TradeTypeFlag 8 Modifier flag. Values: V – VWAP, N – None. Georgia Bilis –
The Nasdaq Stock Market
6143 TradeValue U Trade Value. Georgia Bilis –
The Nasdaq Stock Market
6144 RejectQty Execution Report Willl contain the quantity that was rejected Georgia Bilis –
The Nasdaq Stock Market
6145 OrigBidPx Quote The current price of the Bid side of the Quote Lakshminarasimhan Rajabather –
SSI Technologies
6146 OrigBidPx Quote The current price of the Bid side of the Quote Lakshminarasimhan Rajabather –
SSI Technologies
6147 OrigOfferPx Quote The current price of the Offer side of the Quote Lakshminarasimhan Rajabather –
SSI Technologies
6148 ExpiryDuration Order Negotiation (User Defined) Duration for the validity of the Negotiated Order. Specified in minutes. If not specified (or) greater than market’s default value, set to market’s default value. Lakshminarasimhan Rajabather –
SSI Technologies
6149 EndOfBatch Security Status Tag to indicate the end of a sequence of Security Status messages Shirin Baluch –
Dresdner Kleinwort Wasserstein
6150 QSBaseBidPx Quote Shows the market/VWAP bid price in the instrument currency Shirin Baluch –
Dresdner Kleinwort Wasserstein
6151 QSBaseOfferPx Quote Shows the market/VWAP offer price in the instrument currency Shirin Baluch –
Dresdner Kleinwort Wasserstein
6152 StaticRefPx Market Data – Snapshot/Full Refresh Lakshminarasimhan Rajabather –
SSI Technologies
6153 OwnerTraderID Execution Report Identifies the owner of the Order/Quote. Used when sending duplicate confirmations for execution, cancellation and expiry. Lakshminarasimhan Rajabather –
SSI Technologies
6154 SecurityHaltType Security Status Describes the type of Security Halt: N – Normal, D – Dynamic, S – Static Lakshminarasimhan Rajabather –
SSI Technologies
6155 OwnerTraderID Used to indicate the owner of the business object Lakshminarasimhan Rajabather –
SSI Technologies
6156 SubjectID Indicates the ID of the subject that is being disseminated in the message. Lakshminarasimhan Rajabather –
SSI Technologies
6157 AgreeDateTime Execution Report Used to indicate the Date and Time at which a Trade Report was agreed upon, between the Member Firm and its Client Lakshminarasimhan Rajabather –
SSI Technologies
6158 QBroker Quote Broker For FIX4.2 , provides the broker that supplied or rejected the Quote. Replaced by PartyIDs in FIX4.3 Rohit Lad –
Dresdner Kleinwort Wasserstein
6159 AvgPx2 8, Average Price of the far leg of a swap Claire Williams – Bank of America
6160 LastPx2 8 Price of the far leg of a swap Claire Williams –
Bank of America
6161 LastSpotRate2 8 Spot Rate of the far leg of a swap Claire Williams –
Bank of America
6162 BidSpotRate2 s,8 Bid Spot Rate of the far leg of a swap Claire Williams –
Bank of America
6163 OfferSpotRate2 S,8 Offer Spot Rate of the far leg of a swap Claire Williams –
Bank of America
6164 LeavesQty2 8 Leaves Quantity of the far leg of a swap Claire Williams –
Bank of America
6165 CumQty2 8 the deal amount (order quantity) of a far leg of a swap. Claire Williams –
Bank of America
6166 USDEquiv 8 USD Equivalent of the dealt currency Claire Williams –
Bank of America
6167 USDEquiv2 8 USD Equivalent of the dealt currency for the far leg for Swaps Claire Williams –
Bank of America
6168 Effective Time D,E,8,G For clients prior to FIX4.2 to indicate the effective time.
Requested execution Start date/time – UTC date/time yyyymmddhhmmss
Roseate L. Wagner –
Merrill Lynch
6169 DisseminationTime 8 Time of trade dissemination, for trades which dissemination is delayed. Juliette Vignola –
Nasdaq/OMX
6170 FracToTrade D,E,F,G Fraction to Trade (Int) Charlotte Copper –
ABN AMRO
6171 Strategy Style D,E,F,G 1 = Risk Aversion, 10 =Market Impact (int) Charlotte Copper –
ABN AMRO
6172 MaxCostFromStrike D,E,F,G Maximum cost from strike in basis points (int) Charlotte Copper –
ABN AMRO
6173 ABNCust1 D,E,F,G Charlotte Copper –
ABN AMRO
6174 ABNCust2 D,E,F,G Charlotte Copper –
ABN AMRO
6175 ABNCust D,E,F,G Charlotte Copper –
ABN AMRO
6176 EstimatedAmount float Teleinvest Custom Tag : Order Estimated Amount Sorin Benea –
Teleinvest SA
6177 TiCustom2 float Teleinvest Custom Tag Sorin Benea –
Teleinvest SA
6178 TiCustom3 float Teleinvest Custom Tag Sorin Benea –
Teleinvest SA
6179 TiCustom4 float Teleinvest Custom Tag Sorin Benea –
Teleinvest SA
6180 AMSessionPercent float Percentage of total quantity to be traded in the AM session. Peter Murray –
UBS
6181 OnAMOpenPercent float Percentage of total quantity to be sent on AM Open. Peter Murray –
UBS
6182 OnPMOpenPercent float Percentage of total quantity to be sent on PM Open. Peter Murray –
UBS
6183 MaxPriceLevels int Maximum number of price levels Peter Murray –
UBS
6184 MaxOrdersPerLevel int The maximum number of orders that can be placed at any one price level Peter Murray –
UBS
6185 QtyRandomizationPercent float A randomization percentage Peter Murray –
UBS
6186 MaxTimeDelay int Maximum delay in seconds Peter Murray –
UBS
6187 StrategyComponent D,F,G,8 Base strategy identifier Keir Wolfenden –
UBS Investment Bank
6188 CompletionPrice D,F,G,8 Price at which a strategy should become aggressive enough to complete Keir Wolfenden –
UBS Investment Bank
6189 MOCType D,F,G,8 Keir Wolfenden –
UBS Investment Bank
6190 MOCPercent D,F,G,8 Keir Wolfenden –
UBS Investment Bank
6191 DarkOnlyIndic D,F,G,8 Keir Wolfenden –
UBS Investment Bank
6192 TriggerPrice D,F,G,8 Keir Wolfenden –
UBS Investment Bank
6193 HomeCcyEquivQty 8 Home Ccy Equivalent Quantity Claire Williams –
Bank of America
6194 HomeCcyEquivRte 8 Home CCY Equivalent Rate Claire Williams –
Bank of America
6195 HomeCcyEquivQty2 8 Home CCY Equivalent Quantity for the Far leg of a swap Claire Williams –
Bank of America
6196 HomeCcyEquivRte2 8 Home Ccy Equivalent Rate for the far leg of a swap Claire Williams –
Bank of America
6197 HomeCcy 8 Home currency Claire Williams –
Bank of America
6198 BlockPrice D,F,G,8 Keir Wolfenden –
UBS Investment Bank
6199 IOCIndic D,F,G,8 Keir Wolfenden –
UBS Investment Bank
6200 MSCI IOI & Advert MSCI Industrial Classification Code of the instrument defined in Tag 48 SecurityID. Gordon Mitchell –
Reuters Ltd
6201 FTSEIntl IOI & Advert FTSE International Industrial Classification Code of the instrument defined in Tag 48 SecurityID. Gordon Mitchell –
Reuters Ltd
6202 DJSTOXX IOI & Advert Dow Jones STOXX Industrial Classification Code of the instrument defined in Tag 48 SecurityID. Gordon Mitchell –
Reuters Ltd
6203 FixingDate 8 The fixing date of a non-deliverable forward (NDF) trade. Scott Grunert –
Velocity Systems Ltd
6204 TimestampOwn 8 Juliette Vignola –
Nasdaq/OMX
6205 TimestampCounterpart 8 Juliette Vignola –
Nasdaq/OMX
6206 InternalExternal 8 Used to designate whether a trade being reported was executed on the exchange it is being reported to (Internal) or another exchange (External). Juliette Vignola –
Nasdaq/OMX
6207 TradeCancelTime 8 Juliette Vignola –
Nasdaq/OMX
6208 MDSecondaryCustomerSize W, X Customer quantity included in an order book entry. Only required if there are two customer categories for which the quantities have to be shown separately (see also 6709 MDCustomerSize) Hanno Klein –
Deutsche Börse Systems
6209 ClRefID 8, 9, D, F, AB, AC A client specified free format string reference field supplied on the order and echoed back on execution reports or cancel rejects. Jeremy Sutton –
Patsystems llc
6210 RawPrice Order entry & report A natively entered Limit price from the source system that is passed onwards to the exchange without change. Used where price conversion and validation is not required because it might cause trailing/leading zeroes to be dropped. Jeremy Sutton –
Patsystems llc
6211 RawStopPx orders As per 6210 only for Stop price. Jeremy Sutton –
Patsystems llc
6212 RawLegPrice orders As per 6210 but for leg prices in multi-leg orders. Jeremy Sutton –
Patsystems llc
6213 RawLastPx orders as per 6210 only for trade fill price Jeremy Sutton –
Patsystems llc
6214 ESAReference orders Exchange adapter reference field, for passing things like ClOrdId or OrderId or other order reference codes. Jeremy Sutton –
Patsystems llc
6215 TenorValue D, R, 8, AE Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order.

Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year

Jack Utley –
Barclays Capital
6216 TenorValue2 D, R, 8, AE Secondary TenorValue for Swaps. Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order.

Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year

Jack Utley –
Barclays Capital
6217 OrderChangeSourceID D,G,F,8 Order change source ID Kevin Bilello –
Thomson Beta Systems
6218 ExecChangeSourceID D,G,F,8 Execution Change Source ID Kevin Bilello –
Thomson Beta Systems
6219 APIMuser NewOrderSingle, Cancel/Replace Contains the Liffe APIM user code for black box user recognition. Jeremy Sutton –
patsystems
6220 ICSNearLeg New Order Single, Cancel/Replace Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4 Jeremy Sutton –
patsystems
6221 ICSFarLeg New Order Single, Cancel/Replace Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4 Jeremy Sutton –
patsystems
6222 % Volume Overrides D, E, G, 8 Text field. Allows entry of multiple % volume Targets. Alvin Mullan –
UBS Investment Bank
6223 NoUnderlyingReinvCoupon Repeating group count. Number of coupon reinvestments. Part of group (6223-6226) Angus Ip –
Bloomberg L.P.
6224 UnderlyingReinvCouponDate Coupon reinvestment date. Part of group (6223-6226) Angus Ip –
Bloomberg L.P.
6225 UnderlyingReinvCouponRate Rate at which the coupon is reinvested. Part of group (6223-6226) Angus Ip –
Bloomberg L.P.
6226 UnderlyingReinvCouponAmt Coupon reinvestment amount. Part of group (6223-6226) Angus Ip –
Bloomberg L.P.
6227 DisplayRange 8, AB, AC, D, E, G, s, t Used with MaxFloor for reserve orders. Randomises the quantity to replenish to to within ‘DisplayRange’ of the MaxFloor. (For example, a MaxFloor of 2000 shares and a DisplayRange value of 200 will replenish to anything from 1800 to 2200 shares.) Tim Billinge –
6228 CompletionIndicator <all responses to requests> Boolean. Indicates whether current response is the last message triggered by a single request. Hanno Klein –
Deutsche Börse Systems
6229 RequestCountIndicator <all responses to requests> Conveys impact of current response to the number of outstanding requests in the context of a throttle mechanism. 0 = Message counter unchanged (default), 1 = Message counter decreased. Hanno Klein –
Deutsche Börse Systems
6230 BlackoutStart NewOrderSingle, ExecutionReport Data type: UTCTimeOnly.
Beginning of period of time of business day within which order should not be executed.
Andrey Nartov –
Deutsche Bank
6231 BlackoutEnd NewOrderSingle, ExecutionReport Data type: UTCTimeOnly.
End of period of time of business day within which order should not be executed.
Andrey Nartov –
Deutsche Bank
6232 OrderTTL NewOrderSingle, ExecutionReport Data type: int.
Number of milliseconds within which exchange can try to execute order again, if it failed on previous attempt.
Andrey Nartov –
Deutsche Bank
6233 OrdStatusReqID H, 8 Data type: String. For FIX 4.3.
Can be used to uniquely identify a specific Order Status Request message.
Andrey Nartov –
Deutsche Bank
6234 NoChildMsgs int Generic field to describe number of nested child messages within a parent. P Basu –
6235 Risk Aversion Risk Aversion Parameter Kevin Skorzewski –
Bear Stearns & Co.
6236 Dollar Neutrality Limit Dollar neutrality limit Kevin Skorzewski –
Bear Stearns & Co.
6237 Ratio Neutrality Limit Ratio neutrality limit in percent Kevin Skorzewski –
Bear Stearns & Co.
6238 Beta Neutrality Limit beta neutrality limit in dollars Kevin Skorzewski –
Bear Stearns & Co.
6239 Spread Formula Int Value Kevin Skorzewski –
Bear Stearns & Co.
6240 Spread Float Value Kevin Skorzewski –
Bear Stearns & Co.
6241 Order Ratio Decimal value Kevin Skorzewski –
Bear Stearns & Co.
6242 Max Shares Int Value Kevin Skorzewski –
Bear Stearns & Co.
6243 Spread Type Int Value Kevin Skorzewski –
Bear Stearns & Co.
6244 Bid Difference Double Value Kevin Skorzewski –
Bear Stearns & Co.
6245 Ask Difference Double Value Kevin Skorzewski –
Bear Stearns & Co.
6246 MktTickSizeRatio Double Value Kevin Skorzewski –
Bear Stearns & Co.
6247 LmtTickSizeRatio Double Value Kevin Skorzewski –
Bear Stearns & Co.
6248 Cash Risk Arb Cash Value Kevin Skorzewski –
Bear Stearns & Co.
6249 Dollar Neutral Boolean Value Kevin Skorzewski –
Bear Stearns & Co.
6250 ConfigSet John Prewett –
Lava Trading
6251 RefreshQty John Prewett –
Lava Trading
6252 PriceInstruction John Prewett –
Lava Trading
6253 PriceOffset John Prewett –
Lava Trading
6254 StartTime John Prewett –
Lava Trading
6255 EndTime John Prewett –
Lava Trading
6256 Duration John Prewett –
Lava Trading
6257 WorkDuration John Prewett –
Lava Trading
6258 Strategy John Prewett –
Lava Trading
6259 MinPctVol John Prewett –
Lava Trading
6260 MaxPctVol John Prewett –
Lava Trading
6261 ExecutionStyle John Prewett –
Lava Trading
6262 PriceBenchmark John Prewett –
Lava Trading
6263 CancelPrice John Prewett –
Lava Trading
6264 ToleranceLimit1 John Prewett –
Lava Trading
6265 ToleranceLimit2 John Prewett –
Lava Trading
6266 ToleranceLimit3 John Prewett –
Lava Trading
6267 NearFwdPoints W, 8 Forward Points of a Forward Outright trade or on the near leg of a Swap trade. Dmitry Gundorov –
Deutsche Bank
6268 FarFwdPoints W, 8 Forward Points on the far leg of a Swap trade. Dmitry Gundorov –
Deutsche Bank
6269 SwapPoints W, 8 Swap Points Dmitry Gundorov –
Deutsche Bank
6270 WouldDark Y/N. Indicates that the user is willing to override any previous schedule or volume constraints on their Algo order if liquidity can be sourced from a dark pool. Miles Dugmore –
6271 AlgorithmicField1 John Prewett –
Lava Trading
6272 AlgorithmicField2 John Prewett –
Lava Trading
6273 AlgorithmicField3 John Prewett –
Lava Trading
6274 AlgorithmicField4 John Prewett –
Lava Trading
6275 AlgorithmicField5 John Prewett –
Lava Trading
6276 AlgorithmicField6 John Prewett –
Lava Trading
6277 AlgorithmicField7 John Prewett –
Lava Trading
6278 AlgorithmicField8 John Prewett –
Lava Trading
6279 AlgorithmicField9 John Prewett –
Lava Trading
6280 AlgorithmicField10 John Prewett –
Lava Trading
6281 AlgorithmicField11 John Prewett –
Lava Trading
6282 AlgorithmicField12 John Prewett –
Lava Trading
6283 AlgorithmicField13 John Prewett –
Lava Trading
6284 AlgorithmicField14 John Prewett –
Lava Trading
6285 AlgorithmicField15 John Prewett –
Lava Trading
6286 BrokerOrderReceiveTime D;G;F OATS v3 tag indicating the time the broker first received the order from the customer.
This field is of type UTCTimeStamp.
John Prewett –
Lava Trading
6287 CustomerDirectedOrder D;G OATS v3 tag indicating if the customer directed this order to a specific execution venue (Y) or not (N).
This field is of type Boolean.
John Prewett –
Lava Trading
6288 DeskSpecialHandlingCode D, 8, F, G OATS v3 field for Desk Special Handling Code.
Values are: ‘FOK’, ‘AON’, ‘NH’, ‘IOC’, ‘MAO’, ‘LOC’, ‘MAC’, ‘MOO’, ‘MOC’, ‘OVD’, ‘SCL’, ‘WRK’, ‘PEG’, ‘MQT’, ‘TS’, ‘RSV’, ‘IO’, ‘LOO’,‘E.W’, ‘S.W’, ‘CNH’, ‘ADD’, ‘TMO’, or ‘DIR’.
Case sensitive, must be capital letters.
Christopher Acton –
Sungard Trading Systems
6289 ManualOrderIndicator D; G; ManualOrderIndicator=Y signifies that the order was entered manually. ManualOrderIndicator=N signifies that the order was entered electronically. If this field is missing, it should be assumed that the order was not manually entered. This field is of type Boolean. John Prewett –
Lava Trading
6290 Active Boolean value, active or not Kevin Skorzewski –
Bear Stearns & Co.
6291 VenueReferenceID 8 Reference number for executions that result from orders that are routed to a secondary destination. Will be sent when order status is 1 or 2. Christopher Acton –
Sungard Brass
6292 LastMkt2 8 The real venue where the fill executed. John Prewett –
Lava Trading
6293 UnderlyingStartAcrdIntAmt Underlying accrued interest amount at settlement Angus Ip –
Bloomberg L.P.
6294 UnderlyingEndAcrdIntAmt Underlying accrued interest amount at termination Angus Ip –
Bloomberg L.P.
6295 Discretion D, E, G, 8 To apply discretion to the placement of large orders in open and closing auction strategies. Alvin Mullan –
UBS Investment Bank
6296 WouldIfNat D, E, G, 8 Parameter to control crossing of the order quantity relative to the target execution of the strategy. Alvin Mullan –
UBS Investment Bank
6297 ResetEligibleVolOnAmend D,G,8 sunilkumar T M –
UBS
6298 CountEligibleVolInLimitPx D,G,8 sunilkumar T M –
UBS
6299 RetainVolumeCountHistory D,G,8 sunilkumar T M –
UBS
6300 UnderlyingLowerRange D, G The lower range of the underlying price Keir Wolfenden –
UBS Investment Bank
6301 UnderlyingUpperRange D, G The upper range of the underlying price Keir Wolfenden –
UBS Investment Bank
6302 SliceMethod D, G Slice Method Keir Wolfenden –
UBS Investment Bank
6303 MaxSliceSize D, G Maximum contracts per slice Keir Wolfenden –
UBS Investment Bank
6304 TimeInterval D,G Integer. This integer will indicate time in seconds. Trade X number of calls/puts at defined N secs timeinterval between start and endtimes. Rajarshi Ghosh –
6305 Delta D, G Value between 0 and 1 to 2 dp Keir Wolfenden –
UBS Investment Bank
6306 SpotReference D, G Reference for Spot used in a delta calculation Keir Wolfenden –
UBS Investment Bank
6307 SweepLevel D, G Depth under the NBBO Keir Wolfenden –
UBS Investment Bank
6308 Tactic D,F,G,8 Underlying tactic to be applied Keir Wolfenden –
UBS Investment Bank
6309 Bias D, G percentage value Keir Wolfenden –
UBS Investment Bank
6310 BidPriceImpAmount Quote Amount by which the BidPx has been improved. Robert Jones –
Merrill Lynch
6311 OfferPriceImpAmount Quote Amount by which the OfferPx has been improved. Robert Jones –
Merrill Lynch
6312 Tolerance D, G Percentage value Keir Wolfenden –
UBS Investment Bank
6313 UnderlyingAlgo D, G Base strategy identifier Keir Wolfenden –
UBS Investment Bank
6314 Portfolio Style D,F,G,8 Indicates the type of portfolio to be traded Keir Wolfenden –
UBS Investment Bank
6315 AlgoParameter D, G Reserved for future use. Manju Swamy –
6316 AlgoParameter D, G Reserved for future use. Manju Swamy –
Capital Institutional Services
6317 AlgoParameter D, G Reserved for future use. Manju Swamy –
Capital Institutional Services
6318 AlgoParameter D, G Reserved for future use. Manju Swamy –
Capital Institutional Services
6319 AlgoParameter D, G Reserved for future use. Manju Swamy –
Capital Institutional Services
6320 AlgoParameter D, G Reserved for future use. Manju Swamy –
Capital Institutional Services
6321 OldRiskClass String Old Risk Class for allocation P Basu –
6322 RiskClass String Risk class for a trade P Basu –
6323 StartTime D, G The time at which the order becomes active. StartTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone. Manju Swamy –
Capital Institutional Services
6324 EndTime D, G The time by which an order must be completed. EndTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone.
StartTime < EndTime.
Manju Swamy –
Capital Institutional Services
6325 ExecutionStyle D, G This parameter tells the engine how aggressively to work. Valid values include:
P = Passive
N = Normal
A = Aggressive
Manju Swamy –
Capital Institutional Services
6326 Start%Volume D, G The target percentage of volume that the algorithm will attempt to achieve at/or around the Benchmark price.
Valid values: 0-100.
Manju Swamy –
Capital Institutional Services
6327 Min%Volume D, G The minimum % of volume the algorithm will try to achieve. Valid values: 0-100.
Min%Volume < Max%Volume.
Manju Swamy –
Capital Institutional Services
6328 Max%Volume D, G The maximum % of volume the algorithm will try to achieve.
Valid values: 0-100.
Min%Volume < Max%Volume.
Manju Swamy –
Capital Institutional Services
6329 Target%Volume D, G Specifies the rate at which the order will be filled which affects the duration of the order and, ultimately, the end time of the order. Manju Swamy –
Capital Institutional Services
6330 MinReqComp D, G The minimum percentage of the order that must be completed by EndTime. Manju Swamy –
Capital Institutional Services
6331 WouldIfGood D, G When the “I Would price” is triggered, attempt to get done within the specified “I Would” limit. Manju Swamy –
Capital Institutional Services
6332 DisplaySize D, G The number of shares displayed to the market. The value should not be less than 100 shares or over the order quantity. Manju Swamy –
Capital Institutional Services
6333 RiskAversion D, G Controls the trading style for the order on a scale of 1 (passive) – 10 (aggressive). The higher the number the faster the order will trade. Valid values 1-10. Manju Swamy –
Capital Institutional Services
6334 ExecutionView D, G Reflects the trader’s view of how he wants the algorithm to behave when the securities price moves favorable or unfavorable relative to the order. Valid values include:
1=Reversion
2=Symmetrical
3=Breakout
4=Collar
Manju Swamy –
Capital Institutional Services
6335 AlgoParameter D, G Reserved for future use. Manju Swamy –
Capital Institutional Services
6336 Trading Session ID adoption of tag336 in FIX4.2 Roseate Wagner –
Merill Lynch
6337 SessionType D,F,G,8 Session type (Open or Close) defined in the Trading Session ID Keir Wolfenden –
UBS Investment Bank
6338 ExecutionID Kunihiko Saito –
INTERTRADE Co., Ltd.
6339 OrderStartTime Kunihiko Saito –
INTERTRADE Co., Ltd.
6340 QtyLimitRelease 0:no limit release
9:limit release
Kunihiko Saito –
INTERTRADE Co., Ltd.
6341 ReplacePrice 0:no replace
1:replace
Kunihiko Saito –
INTERTRADE Co., Ltd.
6342 ReplaceOrderQty 0:no replace
1:replace
Kunihiko Saito –
INTERTRADE Co., Ltd.
6343 ReplaceCashMargin 0:no replace
1:replace
Kunihiko Saito –
INTERTRADE Co., Ltd.
6344 ReplaceOrderCapacity 0:no replace
1:replace
Kunihiko Saito –
INTERTRADE Co., Ltd.
6345 ReplaceTimeInForce 0:no replace
1:replace
Kunihiko Saito –
INTERTRADE Co., Ltd.
6346 TimeInExecution 0:Continuous
2:Opening
7:Closing
D:Proportional Distribution
Kunihiko Saito –
INTERTRADE Co., Ltd.
6347 CounterpartyCompID Kunihiko Saito –
INTERTRADE Co., Ltd.
6348 OnlineStartTime Kunihiko Saito –
INTERTRADE Co., Ltd.
6349 OnlineCloseTime Kunihiko Saito –
INTERTRADE Co., Ltd.
6350 TickRule D up tick/down tick rules. Daniel Graham –
P E Lynch
6351 Position D 0 = Long, 1 = Short Daniel Graham –
P E Lynch
6352 AutoHedgePrice D Auto Option Hedge Price Daniel Graham –
P E Lynch
6353 RehedgePercent D Percentage to rehedge Daniel Graham –
P E Lynch
6354 StrikePrice D 0 = CLOSE, 2 = ARRIVAL Daniel Graham –
P E Lynch
6355 UpperPricePct D Dispersal Upper Limit Daniel Graham –
P E Lynch
6356 LowerPricePct D Dispersal Percentage Daniel Graham –
P E Lynch
6357 TrackSecurity D Other Equity to track with this order Daniel Graham –
P E Lynch
6358 TrackUpperPct D Dispersion Percentage Daniel Graham –
P E Lynch
6359 TrackLowerPct D Dispersion Percentage Daniel Graham –
P E Lynch
6360 Sector D Sector to track Daniel Graham –
P E Lynch
6361 SectorUpperPct D Dispersion Percentage Daniel Graham –
P E Lynch
6362 SectorLowerPct D Dispersion Percentage Daniel Graham –
P E Lynch
6363 Index D Index to track Daniel Graham –
P E Lynch
6364 IndexUpperPct D Dispersion Percentage Daniel Graham –
P E Lynch
6365 IndexLowerPct D Dispersion Percentage Daniel Graham –
P E Lynch
6366 TrackUpperSIT D 1 = Switch If Touched ™ Daniel Graham –
P E Lynch
6367 TrackLowerSIT D 1 = Switch If Touched ™ Daniel Graham –
P E Lynch
6368 SectorUpperSIT D 1 = Switch If Touched ™ Daniel Graham –
P E Lynch
6369 SectorLowerSIT D 1 = Switch If Touched ™ Daniel Graham –
P E Lynch
6370 IndexUpperSIT D 1 = Switch If Touched ™ Daniel Graham –
P E Lynch
6371 IndexLowerSIT D 1 = Switch If Touched ™ Daniel Graham –
P E Lynch
6372 HighLimitSIT D 1 = Switch If Touched ™ Daniel Graham –
P E Lynch
6373 LowLimitSIT D 1 = Switch If Touched ™ Daniel Graham –
P E Lynch
6374 UpperPricePctSIT D 1 = Switch If Touched ™ Daniel Graham –
P E Lynch
6375 LowerPricePctSIT D 1 = Switch If Touched ™ Daniel Graham –
P E Lynch
6376 BasketName D Name of Basket to which order belongs. Daniel Graham –
P E Lynch LLP
6377 Slices D Number of equal-sized sub orders to trade a TIME_SLICE order in. Daniel Graham –
P E Lynch LLP
6378 BLPProgType D AE 8 Security Program Type Sheetal Chainraj –
Bloomberg L.P
6379 AdjustedEndCash Ending cash consideration of a financing deal on the EndDate(917) adjusted for coupon and interest payments to the collateral
holder.
Angus Ip –
Bloomberg L.P.
6380 NonMemberAffiliate execution Indicates that the execution is on behalf of a non-member affiliate. Marie Mouser –
Thomson Rueters
6381 EnteringSubsidiary execution Identifies the subsidiary firm associated with the execution. Marie Mouser –
Thomson Rueters
6382 BuyTradeControlNumber 8 Used for Nordic Trade Reporting, this tag will carry the trade control number for the buy side of the trade. Juliette Vignola –
Nasdaq/OMX
6383 SellTradeControlNumber 8 Used for Nordic Trade Reporting, this tag will carry the trade control number for the sell side of the trade. Juliette Vignola –
Nasdaq/OMX
6384 CalcAgentLocation String Calcution Agent Location Jayaprakash Katari –
Bloomberg
6385 MatrixAgreementType String Matrix Agreement Type Jayaprakash Katari –
Bloomberg
6386 QtyVariance 8 Variance of a REPO trade, expressed as quantity of trade size. Wei Koek –
TradeWeb
6387 Peg Difference 4.0 Allows a 4.0 session to send equivalent of a 4.2 tag: 211=Peg Difference Denise Timmons –
Fidelity Capital Markets
6388 Discretion Instruction 4.0 Allows a 4.0 session to send the 4.2 tag 388.
Data type = Integer
Required field = no
Valid Values:
0=Related to displayed price
1=Related to market price
2=Related to primary price
4=Related to midpoint price
5=Related to trade price
Denise Timmons –
Fidelity Capital Markets
6389 Discretion Offset 4.0 Alls a 4.0 session to send a 4.3 tag.
Data type = Number
Required field = N
Valid Values = amount =/-
Whole nnumber portion = dollars, deciaml portion = cents, max two decimal places
Denise Timmons –
Fidelity Capital Markets
6390 MDReqRejReason Market Data Request Reject = 100 – Other Michael Merold –
ICAP
6391 PriceType Security Definition = 100 – Fractions (in Two-Fifty Sixths) Michael Merold –
ICAP
6392 SecurityTradingStatus Security Status = 100 – Order entry session for repo cross
= 101 – Position scrubbing session for repo cross
= 102 – Position scrubbing session for repo cross
= 103 – Closing session for repo cross
= 104 – Suspended
Michael Merold –
ICAP
6393 NewSubRank Security List Specifies the current sub rank of the security (for display ordering purposes). Michael Merold –
ICAP
6394 PreviousSubRank Security List Specifies the previous sub rank of a security. Applicable if the sub rank of the security changes. Michael Merold –
ICAP
6395 SourceIP various Optional field for source IP address identification and auditing perposes. Michael Merold –
ICAP
6396 RejectCode To specify reject reason in user-defined FIX message types Lalin Dias –
Millennium Information Technologies
6397 OtherParty 8,s ITM of the trader for the matching half trade submitted separately Marc Abend –
NYSE Euronext
6398 StreamingQuoteTime R Used for enabling/disabling FX mkt data Steven Tong –
6399 AccountCode D, s, E, I, 8 Type of Account Marc Abend –
NYSE Euronext
6400 MLBenchmarkPrice D,E,8,G ML Benchmark Price Roseate L. Wagner –
Merrill Lynch
6401 MLExecService D,E,8,G ML Execution Service Roseate L. Wagner –
Merrill Lynch
6402 MLGuarant D,E,8,G ML Guaranteed Indicator
Y – Guaranteed Price
N – Not Guaranteed
Roseate L. Wagner –
Merrill Lynch
6403 MLMaxParticipate D,E,8,G ML Maximum Participation %
Max % market volume to participate in execution of order nnn (0-100)
Roseate L. Wagner –
Merrill Lynch
6404 MLTargetParticipate D,E,8,G ML Minimum Participation %
Min % market volume to participate in execution of order nnn (0-100)
Roseate L. Wagner –
Merrill Lynch
6405 MLPrimaryFlag D,E,8,G ML Primary or Composite flag
P – Primary
C -Composite 

(Default = Primary)

Roseate L. Wagner –
Merrill Lynch
6406 MLPlanning D,E,8,G ML Planning indication Roseate L. Wagner –
Merrill Lynch
6407 MLOrderCompletionInstr D,E,8,G ML Order Completion Instruction
1 – Trade to Completion
2 – Leave Residual
Roseate L. Wagner –
Merrill Lynch
6408 MLRiskFactor D,E,8,G ML Benchmark Rick Factor Roseate L. Wagner –
Merrill Lynch
6409 ML Special Order Type D,E,8,G Extensions to the FIX Ordertype fields to support various ECN order types. Roseate L. Wagner –
Merrill Lynch
6410 ML Speed Price D,E,8,G Target Price for Speed trading Roseate L. Wagner –
Merrill Lynch
6411 ML Speed Target Percent D,E,8,G Target Percent for speed trading Roseate L. Wagner –
Merrill Lynch
6412 ML Execution Instruction D,E,8,G This tag can contain multiple instructions, space delimited Roseate L. Wagner –
Merrill Lynch
6413 ML Peg Option D,E,8,G Indication of pricing strategy
(Values:
0 = Market,
1 = Chase Market,
2 = Bid,
3 = Offer,
4 = Last,
5 = Mid )
Eric Siciliano –
Merrill Lynch
6414 ML Block Threshold D,E,8,G When calculating volume profile, ignore any block prints that are greater than the “ML Block Threshold”. Eric Siciliano –
Merrill Lynch
6415 Open Auction Rate D,E,8,G Open auction participation expressed as a percentage (0-100). Eric Siciliano –
Merrill Lynch
6416 Close Auction Rate D,E,8,G Close auction participation expressed as a percentage (0-100). Eric Siciliano –
Merrill Lynch
6417 MOO2 Percent D,E,8,G Open auction rate for 2nd(pm)open for markets with 2 sessions. Eric Siciliano –
Merrill Lynch
6418 MOC1 Percent D,E,8,G Close auction rate for 1st(am)close for markets with 2 sessions. Eric Siciliano –
Merrill Lynch
6419 ML Transaction FundType 8 Transaction fund type Patrick Bethon –
Merrill Lynch & Company
6420 CashRoundingIndicator D,E,8,G Indicate the rounding method when convert a cash base order to a share base order.
Required for Cash base order
U – Up
D – Down
Roseate L. Wagner –
Merrill Lynch
6421 NoOfExecutionDays D,E,8,G Indicate number of days for order to execute across. Can be used in conjuction with Market, GTC orders Roseate L. Wagner –
Merrill Lynch
6422 PrimaryBookingID D,8,G, F Primary BookingID Roseate L. Wagner –
Merrill Lynch
6423 SecondaryBookingID D,8,G,F Secondary Booking ID Roseate L. Wagner –
Merrill Lynch
6424 SpeedRiskFactor D,E,8,G Risk Factor for the Speed trading Roseate L. Wagner –
Merrill Lynch
6425 CriteriaCheckFlag D,E,8,G To indicate whether or not to apply criteria check to a strategy order Roseate L. Wagner –
Merrill Lynch
6426 Underlying Security D,8,F,G Underlying security symbol for stock Options Roseate L. Wagner –
Merrill Lynch
6427 MaxPostDest D,E,8,G Maxim number of destination/venues an order can be posted to Roseate L. Wagner –
Merrill Lynch
6428 PegDirection D,E,8,G Peg offset direction. Applying the pegging price if market moves into the applied direction:
1 – Up
2 – Down
3 – Either
Roseate L. Wagner –
Merrill Lynch
6429 Step size D,E,8,G Number of ticks to move a posted price Roseate L. Wagner –
Merrill Lynch
6430 EvalueInterval D,E,8,G Number of seconds to wait between evaluation Roseate L. Wagner –
Merrill Lynch
6431 ML UPDATEUSER 8 RAM update user Patrick Bethon –
Merrill Lynch & Company
6432 ML S_USER 8 RAM s_user Patrick Bethon –
Merrill Lynch & Company
6433 ExcludeDest 8,E,D,G Destination exclusion list. Roseate L. Wagner –
Merrill Lynch
6434 RelativeSecureID 8,E,D,G Roseate L. Wagner –
Merrill Lynch
6435 RelativeIDSource 8,E,D,G Roseate L. Wagner –
Merrill Lynch
6436 RelatviePrice 8,E,D,G Roseate L. Wagner –
Merrill Lynch
6437 Annonymous 8, D, G, E Roseate L. Wagner –
Merrill Lynch
6438 CrossExclusionIndicator Roseate L. Wagner –
Merrill Lynch
6439 MinCrossQty Roseate L. Wagner –
Merrill Lynch
6440 MaxCrossQty Roseate L. Wagner –
Merrill Lynch
6441 CrossPrice Roseate L. Wagner –
Merrill Lynch
6442 OrderBenchmarkPrice Roseate L. Wagner –
Merrill Lynch
6443 CrossDest Roseate L. Wagner –
Merrill Lynch
6444 CrossDestExclusion Roseate L. Wagner –
Merrill Lynch
6445 PostResidual Roseate L. Wagner –
Merrill Lynch
6446 CrossResidualRatio Roseate L. Wagner –
Merrill Lynch
6447 CrossCategory Roseate L. Wagner –
Merrill Lynch
6448 PrefDest Roseate L. Wagner –
Merrill Lynch
6449 RegulationID Roseate L. Wagner –
Merrill Lynch
6450 FidessaTradeFlags 8 MultipleValueString, containing a space separated list of trade flags. Graham Pearce –
royalblue
6451 PairExecutionMethod Roseate L. Wagner –
Merrill Lynch
6452 MLET 4 Roseate L. Wagner –
Merrill Lynch
6453 MLET 5 Roseate L. Wagner –
Merrill Lynch
6454 MLET 6 Roseate L. Wagner –
Merrill Lynch
6455 MLET 7 Roseate L. Wagner –
Merrill Lynch
6456 MLET 8 Roseate L. Wagner –
Merrill Lynch
6457 MLET 9 Roseate L. Wagner –
Merrill Lynch
6458 MLET 10 Roseate L. Wagner –
Merrill Lynch
6459 MLET 11 Roseate L. Wagner –
Merrill Lynch
6460 MLET 12 Roseate L. Wagner –
Merrill Lynch
6461 Pair 1 Roseate L. Wagner –
Merrill Lynch
6462 Pair 2 Roseate L. Wagner –
Merrill Lynch
6463 pair 3 Roseate L. Wagner –
Merrill Lynch
6464 Pair 4 Roseate L. Wagner –
Merrill Lynch
6465 Pair 5 Roseate L. Wagner –
Merrill Lynch
6466 RelativeLimitType Roseate L. Wagner –
Merrill Lynch
6467 DistributionType D,8,G,F Identify the distribution type of Futures:
1 – Actual
2 – Underlying
Roseate L. Wagner –
Merrill Lynch
6468 RelativeLimitInstruction Roseate L. Wagner –
Merrill Lynch
6469 MLMinParticipant Roseate L. Wagner –
Merrill Lynch
6470 ShowingFactor Roseate Wagner –
Merill Lynch
6471 StartingPrice Roseate Wagner –
Merill Lynch
6472 ReportFlowFlag 8 Controls reporting to various ML reporting systems. Patrick Bethon –
Merrill Lynch & Company
6473 PrefPostDest Roseate Wagner –
Merill Lynch
6474 ExcludePostDest Roseate Wagner –
Merill Lynch
6475 ClientIndicator Roseate Wagner –
Merill Lynch
6476 PassiveQty Roseate L. Wagner –
Merrill Lynch
6477 DynamicDriverType Roseate Wagner –
Merill Lynch
6478 SpeedRelSecurityID Roseate Wagner –
Merill Lynch
6479 SpeedRelIDSource Roseate Wagner –
Merill Lynch
6480 SpeedRelPrice Roseate Wagner –
Merill Lynch
6481 SpeedRelTarget% Roseate Wagner –
Merill Lynch
6482 SCAN Destination Roseate L. Wagner –
Merrill Lynch
6483 SCAN Indicator Roseate L. Wagner –
Merrill Lynch
6484 PariLegCoefficient Roseate L. Wagner –
Merrill Lynch
6485 PairFormulaOffset Roseate L. Wagner –
Merrill Lynch
6486 RelativeLimitDirection Roseate L. Wagner –
Merrill Lynch
6487 Scan Level Roseate L. Wagner –
Merrill Lynch
6488 Soft Limit Flag Roseate L. Wagner –
Merrill Lynch
6489 Trigger Indicator Roseate L. Wagner –
Merrill Lynch
6490 Indicative Order Type Roseate L. Wagner –
Merrill Lynch
6491 RelativeLimitBase D, G Reference for a relative price limit Keir Wolfenden –
UBS Investment Bank
6492 RelativeLimitOffset D, G Offset for a relative limit price Keir Wolfenden –
UBS Investment Bank
6493 CleanUp Roseate L. Wagner –
Merrill Lynch
6494 PairsSuspendStatus Roseate L. Wagner –
Merrill Lynch
6495 PairsRebalanceThreshold Roseate L. Wagner –
Merrill Lynch
6496 StopPxAnchor D, E, G Int: Identifies anchor price when stop price is specified in relative terms. John Leung –
Lehman Brothers
6497 StopPxOffset D, E, G Float: Offset relative to selected anchor for relative stop price. John Leung –
Lehman Brothers
6498 AnchorPxDirection D, E, G Int: Identifies units and direction of relative stop price offset. John Leung –
Lehman Brothers
6499 ApplyRestriction D, AB, G, AC To turn ON/OFF restriction such as ERISA for an Order coming to TW. Boolean type (Y/N). If omitted in the message, default to ‘Y’. Wei Koek –
TradeWeb
6500 Commission Handling Instructions TBD Future Use George Rosenberger –
BNY Brokerage
6501 Commission Treatment TBD Future Use George Rosenberger –
BNY Brokerage
6502 TrailerNoteSuppressionInd Suppression indcator for trailer line Joseph Young –
Thomson Reuters
6503 TrailerNote Allows trailer notes to be added to trades. Joseph Young –
Thomson Reuters
6504 AllocAgreementDesc String Allocation account MCA type Jayaprakash Katari –
Bloomberg
6505 AllocAgreementDate LocalMktDate Allocation account MCA Date Jayaprakash Katari –
Bloomberg
6506 AllocCalcAgentLocation String Allocation calculation agent location Jayaprakash Katari –
Bloomberg
6507 AllocMatrixAgreementType String Allocation account matrix agreement type Jayaprakash Katari –
Bloomberg
6508 AllocMcaAnnexDate LocalMktDate Allocation MCA annex date Jayaprakash Katari –
Bloomberg
6509 ParticipationRateOffSideAnchor D, F, G, 8 Reference price.
Values
Blank
1 – open
2 – prev close
3 – arrival
4 – other
Paul Rogers –
ICAP
6510 Any Price At Close D, G Indicates whether are willing to use a market order during the closing auction. Miles Dugmore –
6511 NumberOfWaves D, G Used specify the number of waves an order should be executed in. Miles Dugmore –
6512 QtyPerWave D, G Used to specify the quantity issued per wave. Miles Dugmore –
6513 ParticipationRate D, F, G, 8 Offside participation %
Values
Blank or 0.01 to 1.0
Paul Rogers –
ICAP
6514 IncludeAuction D, F, G, 8 Values
Blank
1 – None
2 – Close
3 – Open
4 – All
Paul Rogers –
ICAP
6515 NewsID B (News) The unique identifier of a textual message sent from the exchange and recorded on the newsboard. Roger Maumenée –
SWX Swiss Exchange
6516 NewsValidUntil B (News) The date after which the associated information is no longer relevant / applicable. Roger Maumenée –
SWX Swiss Exchange
6517 NewsEventDate B (News) The date on which the event referred to in the associated newsboard message occurred. Roger Maumenée –
SWX Swiss Exchange
6518 NewsType B (News) Textual description of the news type or category. Roger Maumenée –
SWX Swiss Exchange
6519 QuoteReqRefID R (Quote Request) Required for Cancel and Replace QuoteReqTransType messages Roger Maumenée –
SWX Swiss Exchange
6520 TradeTypeCodeList D, 8, AE List of SIX Swiss Exchange Trade Type Codes. Roger Maumenee –
SIX Swiss Exchange
6521 CounterpartyReference D, 8 The free text identification of a counterparty who is not a member of the
exchange.
Roger Maumenée –
SWX Swiss Exchange
6522 ClientDomicile D, 8 Client’s domicile Roger Maumenée –
SWX Swiss Exchange
6523 CounterpartyType D, 8 The unique Identifies of a Counterparty type.

ASSD (Associated Dealers), CUST (Customers),
EFFH (Effektenhändler),
MEMB (Member),
EXCH (Designated Exchange)

Roger Maumenée –
SWX Swiss Exchange
6524 TransactionType D, 8 Identifies an SWX specific transaction type.
0 = Order, 1 = Trade Confirmation, 2 = Bilateral Trade Reverse, 3 = Reported Trade, 4 = Unilateral Trade Reverse, 5 = Correction
Roger Maumenée –
SWX Swiss Exchange
6525 SegrClearingAccountType D, 8 The segregated clearing account type. For example, Client Clearing Account or House Clearing Account.
0 = DF (Default), 1 = CL (Client = Risk is covered by client collateral), 2 = HO (House = Risk is covered by “In House” collateral)
Roger Maumenée –
SWX Swiss Exchange
6526 SegrSettleAccountType D, 8 The segregated settlement account type. For example, can be used to distinguish different taxation treatments in settlement.
0 = DF (Default)
Roger Maumenée –
SWX Swiss Exchange
6527 SettlementInst D, 8 Defines to which degree the clearing and settlement of an off order book trade should be automatically instructed. For example, settled manually, automatic clearing and settlement or only automatic settlement i.e. no clearing.

0=Automatic (Settlement & Clearing), 1 = Settlement only, 2 = Manual

Roger Maumenée –
SWX Swiss Exchange
6528 OrderCapacity D,G,8 Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field
Designates the capacity of the firm placing the order.
Valid values:
A = Agency
G = Proprietary
I = Individual
P = Principal (Note for CMS purposes, Principal includes Proprietary)
R = Riskless Principal
W = Agent for Other Member
(as of FIX 4.3, this field replaced Rule80A (tag 47) –used in conjunction with OrderRestrictions field)
(see Volume 1: “Glossary” for value definitions)
Jim Northey –
Chicago Board Options Exchange
6529 OrderRestrictions D,G,8 Custom field for FIX 4.2 users that want to adopt the FIX 4.3 field.
Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Valid values:
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
Jim Northey –
Chicago Board Options Exchange
6530 QuoteReqTransType R (QuoteRequest) Identifies Quote Request message transaction type

Data type: char

Valid values:

N = New
C = Cancel
R = Replace

Roger Maumenée –
SWX Swiss Exchange
6531 InclSettlementAmount D, 8, S An amount added to the calculated settlement amount. Roger Maumenée –
SWX Swiss Exchange
6532 InclSettlementCurrencyCode D, 8, S Currency identifier of 6531 InclSettlementAmount Roger Maumenée –
SWX Swiss Exchange
6533 PublicTradeTypeCodeList 8, S, X Published list of SWX trade type codes. Roger Maumenée –
SWX Swiss Exchange
6534 CounterpartyClientDomicile D, 8 Counterparty Client’s domicile Roger Maumenée –
SWX Swiss Exchange
6535 CounterpartyClientReference D, 8 Counterparty Member Reference Roger Maumenée –
SWX Swiss Exchange
6536 CounterpartyOrderCapacity D, G, 8 Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field Designates the capacity of the counterparty of the order. Valid values: A = Agency G = Proprietary I = Individual P = Principal (Note for CMS purposes, Principal includes Proprietary) R = Riskless Principal W = Agent for Other Member (as of FIX 4.3, this field replaced Rule80A (tag 47) –used in conjunction with OrderRestrictions field) (see Volume 1: “Glossary” for value definitions) Roger Maumenée –
SWX Swiss Exchange
6537 PrimaryOnly D, F, G, 8 Used to specify Track Volume. Values: 1 – Primary, 2 – Consolidated Paul Rogers –
ICAP
6538 IfIncomplete D, F, G, 8 Values
1 – cancel balance
2 – IS
3 – inline 10%
4 – inline 15%
5 – inline 20%
6 – inline 25%
7 – inline 30%
8 – VWAP 1 hour
9 – VWAP to close
10 – Target close
Paul Rogers –
ICAP
6539 PriceReferenceId D, F, G, 8 Relative to instrument Paul Rogers –
ICAP
6540 PriceOffset D, F, G, 8 Percentage. Values: 0 to 0.25 Paul Rogers –
ICAP
6541 PriceReferenceAnchor D, F, G, 8 Values:
1 – none
2 – open
3 – prev close
4 – arrival
Paul Rogers –
ICAP
6542 AuctionAway D, F, G, 8 Auction protection (% from cont last). Values: 0 to 0.7 Paul Rogers –
ICAP
6543 Max2BX D, F, G, 8 Max of order to BlockCross (%)Percentage. Values: 0 to 100. Paul Rogers –
ICAP
6544 TimeInBX D, F, G, 8 Values:
1 – zero
2 – indefinitely
3 – 5 min
4 – 45 min
5 – 1 hour
6 – until auction
7 – other
Paul Rogers –
ICAP
6545 TimeInBXValue D, F, G, 8 Rest order in BX before printing for. Values: Null or > 5 Paul Rogers –
ICAP
6546 TargAuctPart D, F, G, 8 Target auction participation (%). Values: 0.01 to 0.7 Paul Rogers –
ICAP
6547 TargetDayVolAuction D, F, G, 8 Target % of days volume in auction. Values: 0.01 to 0.7 Paul Rogers –
ICAP
6548 CrossID Adoption of 548 for FIX 4.2 & Prior FIX version users Roseate L. Wagner –
Merrill Lynch
6549 CrossType Adoption of tag549 for FIX 4.2 & Prior FIX version users Roseate L. Wagner –
Merrill Lynch
6550 ContMarketPart D, F, G, 8 continuous market participation (%). Values 0.01 to 0.7 Paul Rogers –
ICAP
6551 PostInLit D, F, G, 8 Post for liquidity in ‘lit’ venues. Values: True, False Paul Rogers –
ICAP
6552 NoSides Cross-orders Number of Side repeating group instances. Format=int. Custom field for FIX4.2 users that want to adopt FIX4.3 field 552. Antonio Caroselli –
GATE Tecnologie Informatiche
6553 Username Logon Custom field for FIX4.2 users that want to adopt FIX4.3 field 553 Jonathan Scott –
Future Dynamics Ltd
6554 Password Logon Custom field for FIX4.2 users that want to adopt FIX4.3 field 554 Jonathan Scott –
Future Dynamics Ltd
6555 OrigTrdMatchID AE, AR, AK Trade id of the original trade. This is indicated when either a trade reversal or a nostro correction is transacted. Roger Maumenée –
SWX Swiss Exchange
6556 BusinessTransactionType AE, AR Indication of the business transaction.
Valid value:
TradeAdvice
Roger Maumenée –
SWX Swiss Exchange
6557 ConfirmReasonCode AK (Confirmation) The reason for this confirmation.
Valid values:
NCBC = BuyNostroCorrectionCancel
NCBR = BuyNostroCorrectionResend
CCPR = CCPRejection
ECCA = ExchangeControlCancel
ECIS = ExchangeControlISINChange
ECRS = ExchangeControlResend
ECRB = ExchangeControlResendBilateral
ORIG = OriginalTrade
PRHB = ProcessHeldBackTrade
NCSC = SellNostroCorrectionCancel
NCSR = SellNostroCorrectionResend
TREV = TradeReversal
Roger Maumenée –
SWX Swiss Exchange
6558 ParticipantRoleIndicator AK (Confirmation) Indication of the participant’s role in the context of a confirmation.
Valid values:
0 = Buyer
1 = SettlementAgentBuyersSide
2 = GCMBuyersSide
6 = GCMSellersSide
7 = SettlementAgentSellersSide
8 = Seller
Roger Maumenée –
SWX Swiss Exchange
6559 CalcInclSettlCurrAmt AK (Confirmation) Is required if a commission has been entered by the trading participant.
The amount in the instrument’s settlement currency added to the trade’s settlement amount due to the Commission and CommCurrency.
Roger Maumenée –
SWX Swiss Exchange
6560 InterestPaymentCurrency AK (Confirmation) The currency applicable to an accrued interest amount. Roger Maumenée –
SWX Swiss Exchange
6561 SettlCurrAmtValid AK (Confirmation) Indicates how the settlement amount has been calculated.
Valid values:
NSAZ = NotCalculatedSettlAmountInvalid
NFWT = NotCalculatedStandardForwardTrade
NMIS = NotCalculatedStaticDataMissing
NTRD = NotCalculatedTradeDateMarketHoliday
NTPZ = NotCalculatedTradePriceInvalid
NTSZ = NotCalculatedTradeSizeInvalid
NVAD = NotCalculatedValueDateEntered
CALC = SettlementAmountCalculatedNormalCase
Roger Maumenée –
SWX Swiss Exchange
6562 SettlementChainControlCode AK (Confirmation) The unique identifier of a settlement chain control.
Valid values:
BAUT = BilateralAutomaticSettlementFlagOff
BCPO = BilateralClrgPreventionSettlOnly
BCPF = BilateralClrgPrevNoClrgNoSettl
BBRS = BilateralExchControlResendBilateral
BMCO = BilateralManualClearingTypeAS
BMCF = BilateralManualClearingTypeManual
BNCC = BilateralNoCCP
BNSA = BilateralNoSettlAmountCalculated
BNSC = BilateralNoSettlChainsDetermined
BOOC = BilateralOobClearingFlagOff
BOOT = BilateralOutsideClearingOpeningTime
MUSE = MultilateralViaCCP
Roger Maumenée –
SWX Swiss Exchange
6563 SettlementStatusCode AK (Confirmation) The unique identifier of a settlement status.
Valid values:
CA = CancelAccepted
CP = CancelPending
CR = CancelRejected
CS = CancelSent
CN = CancelTechNOK
CW = CancelWithoutMsg
RN = ClrgRuleNotReady
IC = InterfaceClosed
MA = MissingAccruedInt
MC = MissingChangeFix
MS = MissingSettleDate
MD = MissingStaticData
NA = NoAutomaticCandS
SA = SettlMsgAccepted
SR = SettlMsgRejected
SS = SettlMsgSent
SN = SettlMsgTechNOK
Roger Maumenée –
SWX Swiss Exchange
6564 IsCancelled B (News) Indicates whether or not a textual message, sent from the exchange has been cancelled by the exchange. Roger Maumenée –
SWX Swiss Exchange
6565 SourceExchange B, X The exchange from where the news message or book information origins. Roger Maumenée –
SWX Swiss Exchange
6566 NumberOfQuotes W, X Number of quotes in a book entry. Roger Maumenée –
SWX Swiss Exchange
6567 ReferencePriceType W, X Indication of the reference price type which indicates the source of the corresponding reference price.
Valid values:
0 = Adjusted Price
1 = Adjustment Home Market
2 = Input Price
3 = Last Paid Price
4 = Mistrade Adjustment
5 = System Adjusted Price
Roger Maumenée –
SWX Swiss Exchange
6568 RandomisedInterval h (TradingSessionStatus) Time spread for randomised transitions (of trading schedules).
Format HH:MM:SS.
Roger Maumenée –
SWX Swiss Exchange
6569 TransitionStatus h (TradingSessionStatus) Status of a trading schedule transition.
Valid values:
0 = Pending
1 = Triggered
2 = Deleted
3 = Failed
Roger Maumenée –
SWX Swiss Exchange
6570 BookCondition f (SecurityStatus) The current condition of a book.
Valid values:
0 = Delayed Opening
1 = Delayed Opening with Non Opening
2 = Non Opening
3 = None
4 = Stop Trading
5 = Stop Trading with Non Opening
6 = Underlying Condition
7 = Underlying Condition with Non Opening
Roger Maumenée –
SWX Swiss Exchange
6571 MDExecDate X (MarketDataIncrementalRefresh) Execution date. Roger Maumenée –
SWX Swiss Exchange
6572 MDExecTime X (MarketDataIncrementalRefresh) Execution time. Roger Maumenée –
SWX Swiss Exchange
6573 NumberOfTrades X (MarketDataIncrementalRefresh) Number of trades cumulated in a message. Roger Maumenée –
SWX Swiss Exchange
6574 TradeOrigin 8 System/Firm where the trade originated Murari Cholappadi –
JPMorganChase
6575 StampTax 8 Stamp Tax when choosing to send an exclusive field instead of using MiscFee repeating group Murari Cholappadi –
JPMorganChase
6576 Levy 8 Levy Murari Cholappadi –
JPMorganChase
6577 Tariff 8 Tariff Murari Cholappadi –
JPMorganChase
6578 BrokerDealerServiceFee 8 Broker Dealer Service Fee Murari Cholappadi –
JPMorganChase
6579 SettlCommunicationService 8 Communication service required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Murari Cholappadi –
JPMorganChase
6580 BeneficiaryName 8 Beneficiary Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Murari Cholappadi –
JPMorganChase
6581 BeneficiaryCode 8 Beneficiary Code e.g. BIC etc required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Murari Cholappadi –
JPMorganChase
6582 CustOrderCapacity 8,D,G Capacity of customer placing the order. FIX 4.3 tag 582 – included as a custom field for FIX 4.2 early adopters. Jim Northey –
Chicago Board Options Exchange
6583 SpreadPremium D, E, F, G Spread premium in dollars. John Leung –
6584 SpreadPctPremium D, E, F, G spread % premium John Leung –
Lehman Brothers
6585 SpreadPctDiscount D, E, F, G Spread discount in percentage John Leung –
Lehman Brothers
6586 CashOffset D, E, F, G cash offset amount John Leung –
Lehman Brothers
6587 ExecutionMethod D, E, F, G 1 – Lean Buy
2 – Lean Sell
John Leung –
Lehman Brothers
6588 TradeClipShares D, E, F, G Trade clip in shares John Leung –
Lehman Brothers
6589 TradeClipPct D, E, F, G Trade clip in percentage John Leung –
Lehman Brothers
6590 TradeClip D, E, F, G Trade clip in dollars John Leung –
Lehman Brothers
6591 BlockSeqNumber Block Sequence Number. Mikael Vessgård –
Nasdaq OMX
6592 VersionID Version Identification in Block Header. Mikael Vessgård –
Nasdaq OMX
6593 BeneficiaryAcctNum 8 Beneficiary Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Murari Cholappadi –
JPMorganChase
6594 LocalAgentName 8 Local Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Murari Cholappadi –
JPMorganChase
6595 LocalAgentCode 8 Local Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Murari Cholappadi –
JPMorganChase
6596 LocalAgentAcctNum 8 Local Agent Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Murari Cholappadi –
JPMorganChase
6597 GlobalAgentName 8 Global Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Murari Cholappadi –
JPMorganChase
6598 GlobalAgentCode 8 Global Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Murari Cholappadi –
JPMorganChase
6599 GlobalAgentAcctNum 8 Global Agent Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Murari Cholappadi –
JPMorganChase
6600 TestMessageIndicator Logon Flags session as a Test rather than Production session
<p>
** ADDED TO FIX 4.3 AS TAG: 464 TestMessageIndicator **
Wei Seong Koek –
TradeWeb LLC
6601 Password Optionally used in Logon message. Wei Seong Koek –
TradeWeb LLC
6602 MultilegComponent 8 boolean. A value of Y indicates the trade is a component of a multi-part order – swap, switch, butterfly, cross etc. Wei Seong Koek –
TradeWeb LLC
6603 LotSize Fill quantity increment above the initial fill size. Wei Seong Koek –
TradeWeb LLC
6604 Replenish BOolean: Replenish trade quantity from OrderQty after the first fill. Used together with MaxFloor (111) for hidden-quantity trading. Wei Seong Koek –
TradeWeb LLC
6605 Spread ExecutionReport Either swap spread or spread-to-benchmark
<p>
** ADDED TO FIX 4.3 AS TAG: 218 Spread **
Wei Seong Koek –
TradeWeb LLC
6606 TraderID NewOrderSingle, ExecutionReport Buyside trader initiating the order
<p>
** ADDED TO FIX 4.3 through &ltParties&gt component block **
Wei Seong Koek –
TradeWeb LLC
6607 ExDividend [4.2] Boolean: Instrument is trading ex-dividend. Supported in [4.4] using SymbolSfx(65)=EX. Wei Seong Koek –
TradeWeb LLC
6608 Yield ExecutionReport Yield percentage
<p>
** ADDED TO FIX 4.3 AS TAG: 236 Yield **
Wei Seong Koek –
TradeWeb LLC
6609 SecurityTypeExtended NewOrderSingle, ExecutionReport, Allocation Extends FIX field 167 for Fixed Income
<p>** 167 SecurityType was extended in FIX 4.3 **
Wei Seong Koek –
TradeWeb LLC
6610 BrokerClearingID Identifier of Broker’s clearing instructions. Wei Seong Koek –
TradeWeb LLC
6611 TotalAccruedInterestAmt ExecutionReport, Allocation Block level accrued interest
<p>
** 540 TotalAccruedInterestAmt was added to appropriate messages in FIX 4.3 **
Wei Seong Koek –
TradeWeb LLC
6612 NetMoney ExecutionReport, Allocation Block level net money<p>** 118 NetMoney was added to appropriate messages in FIX 4.3 ** Wei Seong Koek –
TradeWeb LLC
6613 ProductExtended NewOrderSingle, ExecutionReport, Allocation Extends FIX field 460 for Fixed Income.<p>** 460 Product was extended in FIX 4.3 ** Wei Seong Koek –
TradeWeb LLC
6614 PriceType NewOrderSingle, ExecutionReport, Allocation Specifies the how the price field is expressed1-Percentage, 4-Discount, 9-Spread<p>** Added to FIX 4.3 as tag: 423 PriceType ** Wei Seong Koek –
TradeWeb LLC
6615 AllocStatus [4.2] Valid values
0: Accepted, Processed – allocations were sent to the counterparty.
3: Received, not yet processed – allocations have been saved but not sent.
In 4.4 as tag AllocStatus 87
Wei Seong Koek –
TradeWeb LLC
6616 OrderCreateTime UTC timestamp when the order was created. Wei Seong Koek –
TradeWeb LLC
6617 SecondaryOrdID The unique trade reference assigned by the ATS. UDF 6617 is needed only in the DontKnowTrade message. In all others use tag 198. Wei Seong Koek –
TradeWeb LLC
6618 AllocGiveUpBroker [4.2] In an Allocation instance, identifier of the Prime Broker serving as Give-Up Firm. Wei Seong Koek –
TradeWeb LLC
6619 AllocGTSBroker [4.2] In an Allocation instance, identifier of the Prime Broker providing General Trade Services. Wei Seong Koek –
TradeWeb LLC
6620 IssueDate NewOrderSingle, ExecutionReport, Allocation Date bond was issued<p>** Added to FIX 4.3 as tag: 225 IssueDate ** Wei Seong Koek –
TradeWeb LLC
6621 Factor NewOrderSingle, ExecutionReport, Allocation Fraction for deriving Current Value from Qty <p>** Added to FIX 4.3 as tag: 228 Factor ** Wei Seong Koek –
TradeWeb LLC
6622 BenchmarkYield Yield of the benchmark security. Wei Seong Koek –
TradeWeb LLC
6623 AssetSwapSpread The difference between the bond yield and the LIBOR curve, expressed in basis points. Wei Seong Koek –
TradeWeb LLC
6624 ISpread The difference in basis points between a bond’s yield-to-maturity and the projected/interpolated swap rate on the bond’s maturity/workout date. Wei Seong Koek –
TradeWeb LLC
6625 ZSpread The number of basis points one needs to apply to a series of zero rates such that, the present value of the bond, accounted for accrued interest, equals to the sum of all future cashflows discounted using the adjusted zero rate. Wei Seong Koek –
TradeWeb LLC
6626 MDEntryHiddenSize W Hidden size (Qty) – shown only to the originating dealer Wei Seong Koek –
TradeWeb LLC
6627 ContraFeesSw 8 Indicator used to determine if fees should be applied to contra side of trade. Rich Kiehl –
Thomson Financial – BETA Systems
6628 NoYields ExecutionReport Number of yields. Allows repeating groups consisting of YieldType (235), Yield (236), and BasisFeatureDate (259). Kevin Bilello –
Thomson Beta Systems
6629 YieldType ExecutionReport Specifies how Yield is expressed <p>** Added to FIX 4.3 as tag: 235 YieldType ** Wei Seong Koek –
TradeWeb LLC
6630 ListID Customer-assigned identifier for List Orders. ListID(6630) is used in NewOrder and OrderReplace. Tag ListID(66) is used in ExecutionReport and AllocationReport. Wei Seong Koek –
TradeWeb LLC
6631 Username [4.2] Used in Logon. Replaced in 4.4 by Username(533). Wei Seong Koek –
TradeWeb LLC
6632 BenchmarkSecurityDesc Benchmark security description. Wei Seong Koek –
TradeWeb LLC
6633 BenchmarkSymbolSfx “WI” if When Issued. Wei Seong Koek –
TradeWeb LLC
6634 NoStipulations NewOrderSingle, ExecutionReport Number of stipulation entries<p>** Added to FIX 4.3 as tag: 232 NoStipulations ** Wei Seong Koek –
TradeWeb LLC
6635 StipulationType NewOrderSingle, ExecutionReport Stipulation type – see 4.3 spec<p>** Added to FIX 4.3 as tag: 233 StipulationType ** Wei Seong Koek –
TradeWeb LLC
6636 StipulationValue NewOrderSingle, ExecutionReport Structured stipulation value – see 4.3 spec<p>** Added to FIX 4.3 as tag: 234 StipulationValue ** Wei Seong Koek –
TradeWeb LLC
6637 MaturityDate NewOrderSingle, ExecutionReport, Allocation Bond maturity date<p>** Added to FIX 4.3 as tag: 541 MaturityDate ** Wei Seong Koek –
TradeWeb LLC
6638 AllocClearingFirm NewOrderSingle,Allocation For instructing and reporting allocation clearing for non-US issues<p>** Added to FIX 4.3 through &ltNestedParties&gt component block ** Wei Seong Koek –
TradeWeb LLC
6639 LegLastParPx Last price for the leg expressed in percent-of-par. Conditionally required when LegLastPx is expressed in Yield, Spread, Discount or any other type and the product supports a percent-of-par price. Wei Seong Koek –
TradeWeb LLC
6640 LastParPx ExecutionReport Price expressed in percent-of-par when ParPx is in discount or spread Wei Seong Koek –
TradeWeb LLC
6641 BookingID BookingReport (UB) Event reference for BookingReport Wei Seong Koek –
TradeWeb LLC
6642 BookingTransType BookingReport (UB) Enumeration: 0-New, 1-Cancel, 2-Correct Wei Seong Koek –
TradeWeb LLC
6643 BookingStatus BookingReport (UB) Enumeration: 1-Affirmed, 2-Unknown account, 3-Missing settlement instructions, 4-Canceled Wei Seong Koek –
TradeWeb LLC
6644 BenchmarkPrice [4.2] Specifies the price of the benchmark. Wei Seong Koek –
TradeWeb LLC
6645 BenchmarkPriceType [4.2] Identifies the denomination of BenchmarkPrice(6645). Same values as PriceType(423). Wei Seong Koek –
TradeWeb LLC
6646 BenchmarkSecurityIDSource [4.2] Identifies the source of the Benchmark Security ID. Valid values are 1=CUSIP 2=SEDOL 4=ISIN Wei Seong Koek –
TradeWeb LLC
6647 FloatingRate Boolean: Identifies a Floating Rate Note. Wei Seong Koek –
TradeWeb LLC
6648 AllocStepOutBroker [4.2] In an Allocation instance, identifier of the Prime Broker serving as Step-Out Firm. Wei Seong Koek –
TradeWeb LLC
6649 PreFactored Boolean: Unlike TIPS, MBS or EUR-denominated Inflation Linked Bonds, GBP ILBs trade with the inflation ratio already factored into the price. PreFactored=Y clarifies that attribute. Wei Seong Koek –
TradeWeb LLC
6650 MsgVersion Identifies the message version number, e.g. 1.0. Wei Seong Koek –
TradeWeb LLC
6651 TerminationType [4.2] USRP Values
1=Overnight
2=Term
3=Flexible
4=Open
Replaced in 4.4 by tag 788.
Wei Seong Koek –
TradeWeb LLC
6652 NoUnderlyings [4.2] begins the Underlyings repeating group. Wei Seong Koek –
TradeWeb LLC
6653 UnderlyingSecurityType Values: TREASURY MORTGAGE AGENCY OTHER Wei Seong Koek –
TradeWeb LLC
6654 UnderlyingSecuritySubtype [4.2] E.g. GENERAL Wei Seong Koek –
TradeWeb LLC
6655 FinOrderQty Execution Report Final order quantity. Used to support an inquiry model where the final inquiry size may be different than the original order size (OrderQty). Jessica Zahnow –
Market Axess
6656 NoUnderlyingStips [4.2] Begins the UnderlyingStips repeating group. Wei Seong Koek –
TradeWeb LLC
6657 UnderlyingStipType [4.2] Stipulation type: Values include MATURITY TYPE SCHEDULE Wei Seong Koek –
TradeWeb LLC
6658 UnderlyingStipValue [4.2] MATURITY Values:
0Y-1Y – Less than 1 year
1Y-5Y – Less than 5 years
5Y-10Y – Less than 10 years
10Y-30Y – Less than 30 years
TYPE Value: STRIPS
SCHEDULE Value: Schedule ID, usually a digit
Wei Seong Koek –
TradeWeb LLC
6659 DatedDate [4.2] The date the security is dated if different from the first IssueDate, in YYYYMMDD format. Wei Seong Koek –
TradeWeb LLC
6660 LegDatedDate [4.2] The date the leg security is dated if different from the first LegIssueDate, in YYYYMMDD format. Wei Seong Koek –
TradeWeb LLC
6661 GiveUpBroker [4.2] Identifier of the Prime Broker serving as Give-Up Firm. Wei Seong Koek –
TradeWeb LLC
6662 GTSBroker [4.2] Identifier of the Prime Broker providing General Trade Services. Wei Seong Koek –
TradeWeb LLC
6663 StepOutBroker [4.2] Identifier of the Prime Broker serving as Step-Out Firm. Wei Seong Koek –
TradeWeb LLC
6664 Term Encoded term of a deposit or derivative trade: 1D, 3M, 10Y, etc. Wei Seong Koek –
TradeWeb LLC
6665 NoLegs NewOrderSingle, ExecutionReport Number of Legs in a multi-issue trade<p>** Added to FIX 4.3 as tag: 555 NoLegs ** Wei Seong Koek –
TradeWeb LLC
6666 LegSide NewOrderSingle, ExecutionReport Buy or Sell leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 624 LegSide ** Wei Seong Koek –
TradeWeb LLC
6667 LegOrderQty NewOrderSingle, ExecutionReport Order quantity of one leg of a multi-issue trade Wei Seong Koek –
TradeWeb LLC
6668 LegSwapType NewOrderSingle, ExecutionReport Substitute for LegOrderQty (6667) for one leg of a multi-issue trade: ParForPar, Duration, Risk, Proceeds Wei Seong Koek –
TradeWeb LLC
6669 LegFactor NewOrderSingle, ExecutionReport Fraction for deriving current value from Qty for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 253 LegFactor ** Wei Seong Koek –
TradeWeb LLC
6670 LegSecurityID NewOrderSingle, ExecutionReport CUSIP or ISIN of one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 602 LegSecurityID ** Wei Seong Koek –
TradeWeb LLC
6671 LegIDSource NewOrderSingle, ExecutionReport Security ID source for one leg of a multi-issue trade – see values for IDSource<p>** Added to FIX 4.3 as tag: 603 LegIDSource ** Wei Seong Koek –
TradeWeb LLC
6672 LegProduct NewOrderSingle, ExecutionReport Product for one leg of a multi-issue trade – see Product 6613<p>** Added to FIX 4.3 as tag: 607 LegProduct ** Wei Seong Koek –
TradeWeb LLC
6673 LegSecurityType NewOrderSingle, ExecutionReport SecurityType for one leg of a multi-issue trade – see SecurityType 6609<p>** Added to FIX 4.3 as tag: 609 LegSecurityType ** Wei Seong Koek –
TradeWeb LLC
6674 LegIssuer NewOrderSingle, ExecutionReport Issuer for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 617 LegIssuer ** Wei Seong Koek –
TradeWeb LLC
6675 LegCouponRate NewOrderSingle, ExecutionReport Coupon rate for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 615 LegCouponRate ** Wei Seong Koek –
TradeWeb LLC
6676 LegMaturityDate NewOrderSingle, ExecutionReport Maturity date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 611 LegMaturityDate ** Wei Seong Koek –
TradeWeb LLC
6677 LegSecurityDesc NewOrderSingle, ExecutionReport Security description for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 620 LegSecurityDesc ** Wei Seong Koek –
TradeWeb LLC
6678 LegCurrency NewOrderSingle, ExecutionReport Currency for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 556 LegCurrency ** Wei Seong Koek –
TradeWeb LLC
6679 LegSettlmntTyp NewOrderSingle, ExecutionReport Settlement type for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 587 LegSettlmntTyp ** Wei Seong Koek –
TradeWeb LLC
6680 LegFutSettDate NewOrderSingle, ExecutionReport Future settlement date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 588 LegFutSettDate ** Wei Seong Koek –
TradeWeb LLC
6681 LegNoAllocs NewOrderSingle Number of allocations for one leg of a multi-issue trade Wei Seong Koek –
TradeWeb LLC
6682 LegAllocAccount NewOrderSingle Allocation account for one leg of a multi-issue trade Wei Seong Koek –
TradeWeb LLC
6683 LegAllocQty NewOrderSingle Allocation quantity for one leg of a multi-issue trade Wei Seong Koek –
TradeWeb LLC
6684 LegAllocClearingFirm NewOrderSingle Allocation clearing firm for one leg of a multi-issue trade Wei Seong Koek –
TradeWeb LLC
6685 MDAggressorSide W In MD Trade entries. Values: 1 = Take 2 = Hit Wei Seong Koek –
TradeWeb LLC
6686 LegNoStipulations NewOrderSingle, ExecutionReport Number of stipulation entries for one leg of a multi-issue trade Wei Seong Koek –
TradeWeb LLC
6687 LegStipulationType NewOrderSingle, ExecutionReport Stipulation type for one leg of a multi-issue trade – see 4.3 spec Wei Seong Koek –
TradeWeb LLC
6688 LegStipulationValue NewOrderSingle, ExecutionReport Structured stipulation value for one leg of a multi-issue trade – see 4.3 spec Wei Seong Koek –
TradeWeb LLC
6689 ContractSettlementMonth NewOrderSingle,ExecutionReport, Allocation Month that a TBA contract settles Wei Seong Koek –
TradeWeb LLC
6690 LegContractSettlmntMonth NewOrderSingle, ExecutionReport Month that a TBA contract settles for one leg of a multi-issue trade Wei Seong Koek –
TradeWeb LLC
6691 WhenIssued Boolean: Indicates that the instrument described by the CUSIP or ISIN on the order is being traded “when-issued”. This attribute is supported in [4.4] through SymbolSfx(65)=WI Wei Seong Koek –
TradeWeb LLC
6692 LegIssueDate NewOrderSingle, ExecutionReport Issue date for one leg of a multi-issue trade Wei Seong Koek –
TradeWeb LLC
6693 BenchmarkSecurityID ExecutionReport CUSIP or ISIN of the benchmark instrument Wei Seong Koek –
TradeWeb LLC
6694 LegClearingFirm NewOrderSingle, ExecutionReport Clearing firm for one leg of a multi-issue trade Wei Seong Koek –
TradeWeb LLC
6695 InterestAtMaturity Execution Report, Allocations For communicating, at the block level, the interest payment at maturity for interest bearing CPs and CDs Lisa Taikitsadaporn –
Brook Path Partners, Inc.
6696 AllocInterestAtMaturity Allocations For communicating, at the allocation breakdown level, the interest payment at maturity for interest bearing CPs and CDs. Lisa Taikitsadaporn –
Brook Path Partners, Inc.
6697 BenchIDSource Execution Report To be used with Tag 6693 (BenchmarkSecurityID). ID Source of the benchmark security – same values as Tag 22 (SecurityIDSource) Thomas Hill –
Market Axess
6698 CrossExecID Execution Report For fixed income cross/swap trades – ExecID of the Execution Report for the other side of a cross/swap trade Thomas Hill –
Market Axess
6699 ApplicationQueueDepth All Custom header field that provides the number of application level events that are queued for processing behind this current message. For instance, the ApplicationQueueDepth > 0 on an Execution Report – indicates that there are still ApplicationQueueDepth # of reports that have to be generated and transmitted. This information is provided to help counterparties manage throughput and backlog issues. Jim Northey –
LTG
6700 ApplicationQueueAction All Optional customer header field that indicates what action should be taken to resolve an Application queue (backlog).
0- No action taken
1- Flush Queue
2- Overlay last
3- End session
Jim Northey –
LTG
6701 ApplicationQueueResolution All Optional header field that is used to indicate to the message recipient the action that was taken in response to application messages being queued for delivery:

0-No Action Taken
1-Queue Flushed
2-Session will be disconnected

Jim Northey –
LTG
6702 InCompete Quote Request (MsgType=R) Boolean field allowing the Quote Request (MsgType=R) initiator to indicate to respondent whether the quote request is in competition (i.e. quote request was also sent to other respondents). Default is “N” if field is not specified. Lisa Taikitsadaporn –
Brook Path Partners, Inc.
6703 CompetitorCount AJ,R Competitive Rqeuest for Quote dealer count.
The total numnber of competitors in the quote request
Dwight Browne –
JPMorganChase
6704 CompetitionStatus AJ Used in a competitive RFQ response
Values: 0 – Done (if 694 =1), 1 – Tied, 2 – Cover, 3 – Traded Away,
Dwight Browne –
JPMorganChase
6705 CoverPrice AJ Required if 6704 = 0 Dwight Browne –
JPMorganChase
6706 NoOfLegsList D,E,8,9 Vivek Beniwal –
CBOE
6707 NestedPartyIdList D,E,8,9 Vivek Beniwal –
CBOE
6708 LegMaturityDayList D,E,8,9 Magic Magee –
Chicago Board Options Exchange
6709 MDCustomerSize W, X Indicates the customer quantity for Book feed from CBOE. Vivek Beniwal –
CBOE
6710 MDProcessIndicator W Indicates if Snapshot can be ignored by the client, or if it definitely needs to be processed for processing Snapshot and Incremental book feed. Vivek Beniwal –
CBOE
6711 LegSecurityTypeList D,E,8,9 Vivek Beniwal –
CBOE
6712 LegSymbolList D,E,8,9 Vivek Beniwal –
CBOE
6713 LegSecurityIdList D,E,8,9 Vivek Beniwal –
CBOE
6714 LegSideList D,E,8,9 Vivek Beniwal –
CBOE
6715 LegRatioQtyList D,E,8,9 Vivek Beniwal –
CBOE
6716 LegPriceList D,E,8,9 Vivek Beniwal –
CBOE
6717 LegMaturityMonthYearList D,E,8,9 Vivek Beniwal –
CBOE
6718 LegStrikePriceList D,E,8,9 Vivek Beniwal –
CBOE
6719 LegOptAttributeList D,E,8,9 Vivek Beniwal –
CBOE
6720 LegCoveredUncoveredList D,E,8,9 Vivek Beniwal –
CBOE
6721 LegPositionEffectList D,E,8,9 Vivek Beniwal –
CBOE
6722 LegRefIdList D,E,8,9 Vivek Beniwal –
CBOE
6723 LegGrossTradeAmt Gross principal amount of the trade leg. Wei Seong Koek –
TradeWeb LLC
6724 LetAccruedInterestAmt Accrued interest of the trade leg. Wei Seong Koek –
TradeWeb LLC
6725 LegNumDaysInterest Number of days accrued interest of the trade leg. Wei Seong Koek –
TradeWeb LLC
6726 LegNetMoney Net money of the trade leg. Wei Seong Koek –
TradeWeb LLC
6727 DestFirmID An optional routing identifier associated with the firm to which this message is directed. Wei Seong Koek –
TradeWeb LLC
6728 DocType Name of the FpML document type in the embedded XML Message. Wei Seong Koek –
TradeWeb LLC
6729 RelativeStart Effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with StartDate. Wei Seong Koek –
TradeWeb LLC
6730 MultilegPartNum Trade number within a swap or butterfly plus the number of trades separated by “/”. E.g. 9729=2/3 represents the body of a butterfly. Wei Seong Koek –
TradeWeb LLC
6731 TradingSystemID The full ATS trade identifier. Wei Seong Koek –
TradeWeb LLC
6732 DealerNote Free-form text to be sent to the dealer(s) participating in the trade during negotiation. Wei Seong Koek –
TradeWeb LLC
6733 TaxStatus Tax Status of the buy-side customer: 0 = Clean (the default if omitted) 1 = Dirty Wei Seong Koek –
TradeWeb LLC
6734 LegRefID An optional unique reference assigned by the ordering customer to each leg of a swap or butterfly. Wei Seong Koek –
TradeWeb LLC
6735 MultilegRefID The optional unique reference assigned by the ordering customer to each leg of a swap or butterfly. Same as LegRefID but outside the NoLegs repeating group in ER, AR and Confirmation. Wei Seong Koek –
TradeWeb LLC
6736 CalcFrequency Encoded IRS calculation period frequency: 3M, 6M, 1Y, T [term] etc. Wei Seong Koek –
TradeWeb LLC
6737 RollConvention IRS roll convention for NewOrder – default ‘STD’. Values:
STD – standard product-based roll
IMM – roll on IMM dates
ECB – roll on ECB dates
NONE – for bullet payments
Wei Seong Koek –
TradeWeb LLC
6738 LegRelativeStart Leg effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with LegStartDate. Wei Seong Koek –
TradeWeb LLC
6739 Compounding Boolean: IRS floating rate compounding – default ‘N’. Values:
Y – flat compounding
N – no compounding
Wei Seong Koek –
TradeWeb LLC
6740 LegTerm Leg termination date expressed as a period relative to effective date, e.g. 1Y or 3M. Mutually exclusive with LegEndDate. Wei Seong Koek –
TradeWeb LLC
6741 LegEndDate Leg absolute termination date, e.g. 20100118. Mutually exclusive with LegTerm. Wei Seong Koek –
TradeWeb LLC
6742 LegCalcFrequency IRS calculation period frequency for the trade leg. Wei Seong Koek –
TradeWeb LLC
6743 LegRollConvention IRS roll convention – default ‘STD’. Values:
STD – standard product-based roll
IMM – roll on IMM dates
ECB – roll on ECB dates
NONE – for bullet payments
Wei Seong Koek –
TradeWeb LLC
6744 LegFloatRatePayFrequency IRS floating rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T. Wei Seong Koek –
TradeWeb LLC
6745 LegCompounding Boolean: IRS floating rate compounding – default ‘N’. Values:
Y – flat compounding
N – no compounding
Wei Seong Koek –
TradeWeb LLC
6746 LegFixedRatePayFrequency IRS fixed rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T. Wei Seong Koek –
TradeWeb LLC
6747 LegFixedRateDayCount String: IRS fixed stream – payment day-count fraction. FpML values. Wei Seong Koek –
TradeWeb LLC
6748 LegStartDate IRS absolute effective date, e.g. 20080818. Mutually exclusive with LegRelativeStart. Wei Seong Koek –
TradeWeb LLC
6749 UpFrontFee Additional payment for an IRS My Coupon RFQ – positive if from the dealer to the customer, negative if from the customer to the dealer. Wei Seong Koek –
TradeWeb LLC
6750 TSXAccountType D,G,8 Type of the trading account.
Valid values:
NC = Non-client (default)
CL = Client
ST = Equities Specialist
IN = Inventory
MP = ME Pro Order
OF = Options Firm Account
OT = Options Market Maker
BU = Bundled order
John Lee –
TSX Group
6751 TSXUserId D,F,G,8,9,f,MC,MR The trading system’s user ID for a trader. John Lee –
TSX Group
6752 TMX UDF John Lee –
TSX Group
6753 TMX UDF John Lee –
TSX Group
6754 TSXBasketTrade D,G,8 Identifies the order as part of a basket trade. John Lee –
TSX Group
6755 TSXProgramTrade D,G,8 A marker to indicate that the order is part of a specialized basket trade comprised of Index securities to offset an options or futures position.
Y = Yes
N = No
John Lee –
TSX Group
6756 TMX UDF John Lee –
TSX Group
6757 TSXJitney D,G,8 An order is marked as being executed on behalf of another broker. John Lee –
TSX Group
6758 TMX UDF John Lee –
TSX Group
6759 TSXMGFCandidate D,G,8 A marker to indicate if an order is eligible for minimum guaranteed fill.
Valid values:
Y = Yes
N = No (default)
B = Yes, bypass size checks
John Lee –
TSX Group
6760 TSXActionSource D,F,G,8 Source of the action performed on an order. John Lee –
TSX Group
6761 TSXAnonymous D,G,8 Flag to indicate if order is anonymous.
Valid values:
Y = Yes
N = No (default)
John Lee –
TSX Group
6762 TSXExchangeUserID 8 The user ID for an exchange staff member (for example, Customer Service Representative). John Lee –
TSX Group
6763 TSXRegulationID D,G,8 Identification marker for UMIR-specific designations to orders and trades.
Valid values:
IA = Insider Account
NA = Not Applicable
SS = Significant Shareholder
John Lee –
TSX Group
6764 TMX UDF John Lee –
TSX Group
6765 TSXReferenceVolume The existing volume of the order that is to be OMRd. John Lee –
TSX Group
6766 TMX UDF John Lee –
TSX Group
6767 TSXBuyAccountType D The buyer’s type of the trading account.
For valid values see tag 6750 (TSXAccountType)
John Lee –
TSX Group
6768 TSXSellAccountType D The seller’s type of trading account.
For valid values see tag 6750 (TSXAccountType)
John Lee –
TSX Group
6769 TSXBuyAccountId D Identifies the buyer’s trading account. John Lee –
TSX Group
6770 TSXSellAccountId D The seller’s trading account identification. John Lee –
TSX Group
6771 TSXBuyRegulationID D Identification marker for UMIR-specific designations to orders and trades.
For valid values see tag 6763 (TSXRegulationID)
John Lee –
TSX Group
6772 TSXSellRegulationID D Identification marker for UMIR-specific designations to orders and trades
For valid values see tag 6763 (TSXRegulationID)
John Lee –
TSX Group
6773 TSXCrossType D,8 Identifies the type of an intentional cross. All cross types other than Regular and Derivative-Related are specialty crosses, which are treated differently from regular crosses regarding interference and/or price validation.
Valid values:
B = Basis
C = Contingent
D = Derivative-related
I = Internal
S = Special Trading Session
R = Regular (default)
V = Volume Weighted Average Price
John Lee –
TSX Group
6774 TSXBrokerNumber F,f An Exchange-assigned three-digit private PO number identifying a Member Firm. Anonymous orders are assigned a public broker number of 001 on the feeds. John Lee –
TSX Group
6775 TSXATSName The Alternative Trading System where the transaction originated. John Lee –
TSX Group
6776 TSXPrincipalTrade 8 A transaction where the member as principal sells securities to or buys securities from its particular customer; that is, a cross between a client and another account type.
Valid values:
Y = Yes
N = No (default)
John Lee –
TSX Group
6777 TSXWashTrade 8 A trade that has occurred between proprietary accounts of the same Member Firm.
Valid values:
Y = Yes
N = No (default)
John Lee –
TSX Group
6778 TSXTradeCorrection 8 A marker to indicate if the Fill report is a trade correction or a normal fill.
Valid values:
Y = Yes
N = No (default)
John Lee –
TSX Group
6779 TSXErrorNumber 9 The error number for an Error Response message. John Lee –
TSX Group
6780 TSXExchangeAdmin 8 An assigned marker to transmit information. The TSXExchangeAdmin tag is a string of 36 AlphaNumeric markers. John Lee –
TSX Group
6781 TSXBuyJitney D An order is marked as being executed on behalf of another broker. John Lee –
TSX Group
6782 TSXSellJitney D An order is marked as being executed on behalf of another broker. John Lee –
TSX Group
6783 TSXNonResident D,G,8 A terms marker indicating that trade participant is not a Canadian resident for income tax purposes.
Valid values:
Y = Yes
N = No (default)
John Lee –
TSX Group
6784 TSXRTAutoFill 8 A marker to indicate a system-produced autofill against the responsible equities specialist’s account or an odd lot trader.
Valid values:
A = Odd Lot
C = Closing Allocation
G = Guaranteed Fill
P = Participation
John Lee –
TSX Group
6785 TSXBuyParticipation MC,MR To indicate if the responsible equities specialist’s participation on the buy side is active.
Valid values:
On
Off
John Lee –
TSX Group
6786 TSXSellParticipation MC,MR To indicate if the responsible equities specialist’s participation on the sell side is active.
Valid values:
On
Off
John Lee –
TSX Group
6787 TMX UDF John Lee –
TSX Group
6788 TSXSpreadGoal f A unique price range assigned to a stock for purposes of registered trader spread goal maintenance. John Lee –
TSX Group
6789 TSXMessageId 8,MC,MR Unique identifier assigned by a Member Firm to a message that is not an order. Unsolicited Market Command Acknowledgement messages sent by the Exchange will have a random string of characters as the TSXMessageID. John Lee –
TSX Group
6790 TSXOrderKey D Unique key identifying orders in the system. John Lee –
TSX Group
6791 TSXByPass D,G,8 To indicate orders are tradable against only visible/disclosed volumes and bypass the undisclosed volume of Iceberg orders, registered trader participation and autofill, and special terms book. Any part of the OrderQty balance not filled immediately is “killed/cancelled”.
Valid values:
Y = Yes
N = No (default)
John Lee –
TSX Group
6792 TSXNCIB D,G,8 Identifies Normal-Course Issuer Bid (NCIB) orders; the action of a company buying back its own outstanding shares from the markets so it can cancel them.
Valid values:
Y = Yes
N = No (default)
John Lee –
TSX Group
6793 TSXMinInteractionSize D,G,8 Prevents fills smaller than the minimum interaction size specified until the order’s volume is depleted to the point that the remaining volume is less than the minimum interaction size. Supported on Dark and SDL orders only. John Lee –
TSX Group
6794 TSXCustomerType D,G,8 Identifies the customer account type. John Lee –
TSX Group
6795 TSXOrigTradeID 8 Used with trade corrections to reference previously reported executions and the side initiating the cancel/correct. John Lee –
TSX Group
6796 TSXPrivateOrigPrice 8 The original price type of an order when entered into the trading system.
Valid values:
MBF = Must Be Filled
John Lee –
TSX Group
6797 TSXBuyCustomerType D identifies the Cross Buy side customer account type. John Lee –
TSX Group
6798 TSXSellCustomerType D Identifies the Cross Sell side customer account type. John Lee –
TSX Group
6799 TSXMGFVolume MC,MR The minimum guaranteed volume that the registered trader is willing to fill. John Lee –
TSX Group
6800 NetworkRequestType MsgType = BC From FIX 4.4 Network Status message. Must be set to “1” – ie Snapshot. Mark Reece –
London Stock Exchange
6801 NetworkRequestID MsgType = BC From FIX 4.4 Network Status Request message. Mark Reece –
London Stock Exchange
6802 NetworkStatusResponseType MsgType = BD From Network Status Response message in FIX 4.4. Valid values 1=Full and 2=Incremental. Mark Reece –
London Stock Exchange
6803 NetworkResponseID MsgType = BD From Network Status Response message in FIX 4.4. Mark Reece –
London Stock Exchange
6804 NoCompIDs MsgType = BD Based on Network Status Response message from FIX 4.4. Count CompIDs being reported on. Mark Reece –
London Stock Exchange
6805 RefCompID MsgType = BD Based on Network Status Response message in FIX 4.4 and CompID field in repeating group. Identifies CompID being reported on. Mark Reece –
London Stock Exchange
6806 StatusValue MsgType = BD Based on Network Status Message in FIX 4.4. Valid values are 1=Connected, 3=Not Connected, 4=In Process. Mark Reece –
London Stock Exchange
6807 Counter MsgType=AJ Indicates if counter is allowed on hit/lift. When this tag is not present, counter is not allowed on hit/lift. Default value is N. (Tradeweb Retail)

Valid values:

Y = Hit/lift can be countered

N = Hit/lift cannot be countered.

Wei Koek –
TradeWeb
6808 LastQty2 8 Last Quantity for the far leg of a swap. Steven Tong –
Merrill Lynch
6809 ExternalExchangeRef 8 External Exchange Reference Patrick Bethon –
Merrill Lynch & Company
6810 ExternalCustomerName 8 ML customer name Patrick Bethon –
Merrill Lynch & Company
6811 MLContraId 8 Merrill Lynch Contra Identifier Patrick Bethon –
Merrill Lynch & Company
6812 DepoActionType FX deposit, values: N = New, R = Rollover. Wenhuan Zhao –
Bloomberg L.P.
6813 DepoDayCount FX Deposit day count fraction, values: 0=ACT/360, 1=ACT/360(Comp), 3=30/360, 5=ACT/365, 6=ACT/365(Comp), B=BIZ/252, C=BIZ/252(Comp) Wenhuan Zhao –
Bloomberg L.P.
6814 Reserved FX Reserved Wenhuan Zhao –
Bloomberg L.P.
6815 Reserved FX reserved Wenhuan Zhao –
Bloomberg L.P.
6816 Reserved FX reserved Wenhuan Zhao –
Bloomberg L.P.
6817 NetGrossInd2 For the flag leg of an FX swap, used to indicate if the settlement will be handled net or gross
1 = Net
2 = Gross
Tomas Zikas –
Bloomberg L.P.
6818 RoutingAwayBroker D, E, F, G This tag supports CBSX Order Routing Vendor Selection for Stock Linkage. Vivek Beniwal –
CBOE
6819 TriggerQtyADVPct Strategy trigger quantity specified as a percentage of ADV. John Shields –
Nomura Securities Co.
6820 TriggerQtyNotional Strategy trigger quantity specified as a notional value in local currency. John Shields –
Nomura Securities Co.
6821 TriggerQtyOrderPct Strategy trigger quantity specified as a percentage of the order size. John Shields –
Nomura Securities Co.
6822 CounterpartyTraderID Counter party trader id Wei Koek –
TradeWeb
6823 TW Reserved Wei Koek –
TradeWeb
6824 TW Reserved Wei Koek –
TradeWeb
6825 TW Reserved Wei Koek –
TradeWeb
6826 TW Reserved Wei Koek –
TradeWeb
6827 TW Reserved Wei Koek –
TradeWeb
6828 ManualOrderIndicatorClone Clone of FIX.4.4 tag 1028(ManualOrderIndicator) for use by firms / vendors who are unable to use the official tag. John Prewett –
Lava Trading
6829 CustomerDirectedOrderClone Clone of FIX.4.4 tag 1029(CustomerDirectedOrder) for use by firms / vendors who are unable to use the official tag. John Prewett –
Lava Trading
6830 ReceivedDeptIDClone Clone of FIX.4.4 tag 1030(ReceivedDeptID) for use by firms / vendors who are unable to use the official tag. John Prewett –
Lava Trading
6831 CustOrderHandlingInstClone Clone of FIX.4.4 tag 1031(CustOrderHandlingInst) for use by firms / vendors who are unable to use the official tag. John Prewett –
Lava Trading
6832 OrderHandlingInstSourceClone Clone of FIX.4.4 tag 1032(OrderHandlingInstSource) for use by firms / vendors who are unable to use the official tag. John Prewett –
Lava Trading
6833 DeskTypeClone Clone of FIX.4.4 tag 1033(DeskType) for use by firms / vendors who are unable to use the official tag. John Prewett –
Lava Trading
6834 DeskTypeSourceClone Clone of FIX.4.4 tag 1034(DeskTypeSource) for use by firms / vendors who are unable to use the official tag. John Prewett –
Lava Trading
6835 DeskOrderHandlingInstClone Clone of FIX.4.4 tag 1035(DeskOrderHandlingInst) for use by firms / vendors who are unable to use the official tag. John Prewett –
Lava Trading
6836 TrdRegTimestampClone Clone of FIX.4.4 component block TrdRegTimestamp for use by firms / vendors who are unable to use the official tag. Please read OATS v3 document. John Prewett –
Lava Trading
6837 SISUpdOnlyTransaction G This transaction is to be used to update Broadridge SIS information only and will not be sent to an execution destination.
Valid values:
Y = Update only
N = Cancel/Replace and Update both
Roger Douglass –
Broadridge Financial Solutions
6838 SISAddlinstructions G, D SIS Additional Instructions Roger Douglass –
Broadridge Financial Solutions
6839 SISTrailerInd G, D A valid SIS trailer Indicator, Alphanumeric, 1 character length Roger Douglass –
Broadridge Financial Solutions
6840 SISTrailer G, D Trailer text that can be up to a maximum of 30 characters Roger Douglass –
Broadridge Financial Solutions
6841 SISEnhTrailer G, D Enhanced trailer codes. There can be up to 20 codes Roger Douglass –
Broadridge Financial Solutions
6842 SISBopsind G, D BOPS Indicator Valid values:
Y = Make BOPS eligible
N = Is not BOPS eligible
Roger Douglass –
Broadridge Financial Solutions
6843 SISVantraTrailer 8 SIS reply of CNESS floor trailer Roger Douglass –
Broadridge Financial Solutions
6844 SISVerifyTerminal D Optional tag on New Order to indicate the Verify Terminal where the order will be send for verification. Roger Douglass –
Broadridge Financial Solutions
6845 AllowReversal D,E,F,G,8,9 Y,N Tao Shen –
Guosen Securities Co.,Ltd
6846 AutoPlace DE Auto place parameters Max Shcherbakov –
Charles River Brokerage
6847 TotalNumOfParts Total number of parts or entries in QuoteRequest for list trading. Wei Koek –
TradeWeb
6848 AutoQuote D,E,F,G,8,9 Y=YES
N=NO
Tao Shen –
Guosen Securities Co.,Ltd
6849 PartNum Part number of the entry in QuoteRequest for list trading. Wei Koek –
TradeWeb
6850 BuyWeight D,E,F,G,8,9 Tao Shen –
Guosen Securities Co.,Ltd
6851 SellWeight D,E,F,G,8,9 Tao Shen –
Guosen Securities Co.,Ltd
6852 ScaleUpLevel D,E,F,G,8,9 numeric Tao Shen –
Guosen Securities Co.,Ltd
6853 ScaleDownLevel D,E,F,G,8,9 numeric Tao Shen –
Guosen Securities Co.,Ltd
6854 ScaleUpAction D,E,F,G,8,9 A = None
B = speed2x
D = speed4x
E = speed5x
J = speed10x
b = Part10
d = Part20
j = Part50
p = Part80
z = Iwould
Tao Shen –
Guosen Securities Co.,Ltd
6855 ScaleDownAction D,E,F,G,8,9 1 = None
2 = SlowHalf
3 = SlowOneThird
4 = SlowOneFourth
5 = SlowOneFifth
0 = Pause
Tao Shen –
Guosen Securities Co.,Ltd
6856 ChildPriceLevels D,E,F,G,8,9 int, 1-10 Tao Shen –
Guosen Securities Co.,Ltd
6857 MaxChildVolPct D,E,F,G,8,9 participation rate for a child order wrt some benchmark reference volume such as inside quote size,etc. Tao Shen –
Guosen Securities Co.,Ltd
6858 RefChildVol D,E,F,G,8,9 Reference vol of type char for child order.
0=PrimarySide Size(bid for buy,offer for sell)
1=MarketSide Size(bid for sell,offer for buy)
2=BidSize
3=OfferSize
4=BidSize+OfferSize
5=Effective BidSize
6=Effective OfferSize
7=PrimarySide Book Depth(5 levels) Size
8=MarketSide Book Depth(5 levels) Size
9=Total Book Depth(5 levels) Size
A=Last 1 Minute Total Market Volume
B=Last 5 Minutes Total Market Volume
Tao Shen –
Guosen Securities Co.,Ltd
6859 Regulatory RptID Tao Shen –
Guosen Securities Co.,Ltd
6860 Regulatory RptDate Tao Shen –
Guosen Securities Co.,Ltd
6861 SpotTickSize W, 8 Size of Spot Tick Dmitry Gundorov –
Deutsche Bank
6862 SpotPrecision W, 8 Minimum change of Spot Price Dmitry Gundorov –
Deutsche Bank
6863 FwdTickSize W, 8 Tick size of Forward points in the denomination of Spot price, so that Outright Price = Spot Price + Fwd Points * Fwd Tick Size Dmitry Gundorov –
Deutsche Bank
6864 FwdPrecision W, 8 Minimum change of Forward Points Dmitry Gundorov –
Deutsche Bank
6865 AutoProbe D,E,F,G,8,9 Y=YES
N=NO
Tao Shen –
Guosen Securities Co.,Ltd
6866 AAD New Order Single Auto-Aggress with Discretion price differential. Represents the maximum number of ticks an order’s price may be improved to achieve a match with a contra-side resting order. Michael Merold –
ICAP
6867 CancelOnDisconnect A If this field is set then it will mean that a mass cancellation of non-GTC orders, will be triggered on any type of logoff (ie logoff request, disconnection on failure, forced disconnection) Marc Abend –
NYSE Euronext
6868 NoTrdRegTimestampsClone Clone of FIX.4.4 tag 768(NoTrdRegTimestamps) for use by firms / vendors who are unable to use the official tag. John Prewett –
Lava Trading
6869 TrdRegTimestamp Clone of FIX.4.4 tag 769(TrdRegTimestamp) for use by firms / vendors who are unable to use the official tag. John Prewett –
Lava Trading
6870 TrdRegTimestampTypeClone Clone of FIX.4.4 tag 770(TrdRegTimestampType) for use by firms / vendors who are unable to use the official tag. John Prewett –
Lava Trading
6871 TrdRegTimestampOriginClone Clone of FIX.4.4 tag 771(TrdRegTimestampOrigin) for use by firms / vendors who are unable to use the official tag. John Prewett –
Lava Trading
6872 Fiduciary Boolean: Fiduciary Money Deposit. Values:
‘Y’ = Yes Fiduciary Money
{omitted} NOS: apply user preferences. ER: Not Fiduciary Money
Wei Seong Koek –
TradeWeb LLC
6873 PosRejectReason In Position Exception Notice the cause of the exception. Valid values:
1 = Account exists but position exists elsewhere
2 = Account does not exist and position exists elsewhere
Wei Seong Koek –
TradeWeb LLC
6874 ProhibitedLocales One or more comma-separated abbreviations of locales in which an investor is prohibited from owning the security. In the US it applies to some corporate bonds and CDs and ISO 3166-2 state abbreviations are used. AKA “Blue Sky Data” Wei Seong Koek –
TradeWeb LLC
6875 MDCumTradeSize W In MD Trade entries cumulative quantity negotiated (Qty) Wei Seong Koek –
TradeWeb LLC
6876 MDWorkupState W In MD Trade entries. Values: 0 = Private 1 = Public Wei Seong Koek –
TradeWeb LLC
6877 MDAvailBuySize W In MD Trade entries available buy quantity (Qty) Wei Seong Koek –
TradeWeb LLC
6878 MDAvailSellSize W In MD Trade entries available sell quantity (Qty) Wei Seong Koek –
TradeWeb LLC
6879 CPProgram Same usage as 4.4 CPProgram (875) Wei Seong Koek –
TradeWeb LLC
6880 FirmAccount Firm trading account. Chirag Patel –
Tradeweb LLC
6881 Managed Boolean: Flags a managed trading account. Chirag Patel –
Tradeweb LLC
6882 PershingOrderReceiptTime Time the order was received at Pershing. Chirag Patel –
Tradeweb LLC
6883 PershingOrderReceiveFrom The person or entity placing the order. Chirag Patel –
Tradeweb LLC
6884 OfferType Offer type. Chirag Patel –
Tradeweb LLC
6885 ExecutionConcession The difference between the original dealer price sent on the order and the filled price. Chirag Patel –
Tradeweb LLC
6886 ValidSeconds Quote valid time expressed in seconds. Chirag Patel –
Tradeweb LLC
6887 DueInSeconds Quote due-in time expressed in seconds. Chirag Patel –
Tradeweb LLC
6888 ManagedAccount Boolean. Flags a managed account (DBAB). Chirag Patel –
Tradeweb LLC
6889 RelationToBroker Investor’s relationship to broker. Required on new issue preferred. Chirag Patel –
Tradeweb LLC
6890 StateOfResidence Investor’s state of residence: 2-character ISO 3166-2 abbreviation. Chirag Patel –
Tradeweb LLC
6891 NASDRegistered Boolean: Indicates whether investor is registered with NASD. Chirag Patel –
Tradeweb LLC
6892 PosQty Positive or negative position quantity. Chirag Patel –
Tradeweb LLC
6893 Profit Positive or negative profit amount. Chirag Patel –
Tradeweb LLC
6894 AvgCost Positive or negative average cost. Chirag Patel –
Tradeweb LLC
6895 DaysHeld Number of days the position was held in the account. Chirag Patel –
Tradeweb LLC
6896 SecuritySource Where to obtain securities for trade. Values: C = Customer will deliver security. L = Security is Long in account. R = Receive Security vs Payment. B = Receive Security from Broker Dealer. Chirag Patel –
Tradeweb LLC
6897 NoTWRPositions Number of entries in the TWRPositions repeating group. Chirag Patel –
Tradeweb LLC
6898 PendingSettl Boolean: Flags that the bond is pending factor reset. Chirag Patel –
Tradeweb LLC
6899 Occupation Occupation of investor identified in Account (1). Required on new issue preferred. Chirag Patel –
Tradeweb LLC
6900 DealRatio AB, AC, c, d Spread order deal ratio (float). Walter Pitio –
Carlin Financial Group
6901 TradeRatio AB, AC, c, d Spread order trading ratio (float). Walter Pitio –
Carlin Financial Group
6902 DealCash AB, AC, c, d Spread order deal cash component (Price). Walter Pitio –
Carlin Financial Group
6903 SpreadSide AB, AC Spread order side or type (char). Walter Pitio –
Carlin Financial Group
6904 SpreadLimit AB, AC Breach spread limit (Price). Walter Pitio –
Carlin Financial Group
6905 BenchmarkCurvePoint2 D Denote the long float rate period of IRS Dollar Swap Basis Trade. Wei Koek –
TradeWeb
6906 MaxHedge AB, AC Control of maximum allowed pending hedge orders (int). Walter Pitio –
Carlin Financial Group
6907 SuppressOatsReport D, 8, G, F Possible values are 0 = NO 1 = YES Default value is 0. This field is used when OATS reporting is managed in one or many order management systems. Greg Johnston –
RBC Capital Markets
6908 AggressiveInTheMoney D Dynamically adjusts the level of aggressiveness to a higher level of aggression when the security is trading at more favorable prices when AggressiveInTheMoney = “Y” (true) Walter Pitio –
RBC Capital Markets
6909 DelayResponsibility AllocationInstruction (J) FIXML: @DelayResp. Used to indicate which entity is responsible for a given delay in a specific situation. Currently being used to indicate who is responsible for the delay in allocation scenarios (int)

Valid values (subject to expansion):

1 – Give-up Originator
2 – Give-up Recipient
3 – Exchange

Andrei Goldchleger –
Bolsa de Mercadorias & Futuros
6910 GapLimit AB, AC Delay parameter for routing new limit orders (int). Walter Pitio –
Carlin Financial Group
6911 HaltBeforeClose AB, AC Control to halt spreads before market close (int). Walter Pitio –
Carlin Financial Group
6912 PriceSensitivity AB, AC Price slippage control (char). Walter Pitio –
Carlin Financial Group
6913 MarketMarketOn AB, AC Multiple market order enable (char). Walter Pitio –
Carlin Financial Group
6914 SpreadRatio AB, AC Ratio fo dollar neutral spreads (float). Walter Pitio –
Carlin Financial Group
6915 ReHedgeBase AB, AC Rehedge base selection (char). Walter Pitio –
Carlin Financial Group
6916 LeadWith AB, AC Lead off order selection (char). Walter Pitio –
Carlin Financial Group
6917 NotionalAmt To describe notional amount of Option trade. Wei Koek –
TradeWeb
6918 RunHalt AB, AC Spread run control (char). Walter Pitio –
Carlin Financial Group
6919 IndexPct y Percentage of the stock in an index. Jochen Mielke de Lima –
BM&FBOVESPA
6920 OrderSize AB, AC Dollar neutral order size (Price). Walter Pitio –
Carlin Financial Group
6921 LotSize AB, AC Dollar neutral order lot size control (Price). Walter Pitio –
Carlin Financial Group
6922 GivePrice AB, AC Price movement threshold for automatic order cancel (Price). Walter Pitio –
Carlin Financial Group
6923 LingerTime AB, AC Order cancel delay after un-breach (int). Walter Pitio –
Carlin Financial Group
6924 DwellTime AB, AC Un-breach duration hysteresis control(int). Walter Pitio –
Carlin Financial Group
6925 LegRoute AB, AC Routing destination for leg of spread order (char). Walter Pitio –
Carlin Financial Group
6926 FlashDuration AB, AC Limit order flash time (int). Walter Pitio –
Carlin Financial Group
6927 OrderOptions AB, AC Options for spread generated orders (MultipleValueString). Walter Pitio –
Carlin Financial Group
6928 CounterPartyIpAddress Optional tag used to relay the IP address (in the format nnn.nnn.nnn.nnn) of the connecting counterparty for auditing purposes. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6929 CounterPartyOSIdentifier Optional tag to relay counterparty OS identification (free-format string) for auditing purposes. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6930 ApplicationLogonRspCode Optional tag that relays information on the result of an application level logon process. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6931 DaysBeforePwdExpiration Optional tag indicating the number of days before a user password expires. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6932 NoReferentialPrices X, W Number of referential prices (price tunnels) in the referential prices repeating group. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6933 ReferentialPx X, W Referential Price, i.e. the price of a tunnel. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6934 ReferentialPxType X, W The type of the referential price (6933). For example:
– Adjustment price;
– Reference price;
– Upper limit – operational tunnel;
– Lower limit – operational tunnel;
etc.
Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6935 SecurityUpdatesSince x Optional field that indicates the response to this security list request should be only the list of securities modified/added since the timestamp indicated (in UTC format). Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6936 Language B This field represents the ISO 639 standard code (2 letters) for a language. Used in News messages (and possibly others), and allows for specifying the language the news is in. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6937 Asset y String field which indicates the asset of the security, for example BGI (cattle), DOL (USD), WIN (mini-Ibovespa Index), DI1 (1 day interbank deposit), etc. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6938 SecurityValidityTimestamp y UTCTimestamp field, containing the timestamp till which the instrument will be eligible to trade. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6939 PriceBandType Indicates the type of price banding (tunnel), e.g. 0 = rejection tunnel, 1 = auction tunnel, etc. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6940 NewsSource B String containing the news source for the News Message (e.g. “Market surveillance”, “Media department”, “RSS feed”). Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6941 MaxBidQty Indicates the maximum allowable quantity of an individual bid. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6942 MaxOfferQty Indicates the maximum allowable quantity of an individual offer. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6943 ImbalanceQty The imbalance of executed orders of a market participant, in total quantity. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6944 NoFirms Number of repeating group instances of brokerage firm identifiers. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6945 MDEntrySizeType Market Data (snapshot-full refresh & incremental) 1 = explicit|2 = implied
default value is 1
this tag will be used to differenciate a price that is explicit from a price that is implied. explicit prices are provided based on orders sitting in the central order book. implied prices are calculated based on explicit prices and are contingent (e.g. a spread combination may offer an implied bid price if the first leg has an explicit bid price and the second leg an ask explicit price).
Nicolas Cheronet –
tradingbox ltd
6946 NoInstrumentLimitsConfig Indicates the number of repeating group instances containing pre-trade credit check configuration for an instrument. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6947 EquivalentInstrument String field which identifies the equivalent instrument of an instrument, for example, WIN (Ibovespa index mini) or DOL (USD minis + full size contracts). Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6948 NoEquivalentIxmLimitsConfig NumInGroup which indicates the number of equivalent instrument trading limits configuration repeating group instances. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6949 AcctClassCode D,G relfects the account class type on an order Rich Kiehl –
Thomson Financial – TTS
6950 Slippage D Maximum price slippage for orders.
(pips)
Kunihiko Saito –
INTERTRADE Co., Ltd.
6951 NoContractLimitsConfig Indicates the number of repeating group instances containing information on default limits for a contract in pre-trade credit checks. Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6952 SettlText1 8 Settlement Text 1 required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Murari Cholappadi –
JPMorganChase
6953 SettlText2 8 Additional Settle Text required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Murari Cholappadi –
JPMorganChase
6954 TrailerCode1 8 Trailer Code 1 Murari Cholappadi –
JPMorganChase
6955 TrailerCode2 8 Trailer Code 2 Murari Cholappadi –
JPMorganChase
6956 TrailerCode3 8 Trailer Code 3 Murari Cholappadi –
JPMorganChase
6957 SettlPx Previous day’s settlement price. Oksana Zheliabina –
B2BITS
6958 ProductType Uf Product type. Oksana Zheliabina –
B2BITS
6959 ProductStatus Uf Product status. Oksana Zheliabina –
B2BITS
6960 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6961 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6962 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6963 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6964 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6965 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6966 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6967 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6968 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6969 CustomOrderType D, G This is allow order entry system to specify orders for Wofex that are not currently supported by FIX order type mix. Walter Wong –
Wofex, Inc.
6970 Trade Origin D,G A text field to indicate the subscriber ID of the Wofex ATS when user sends in an order Walter Wong –
Wofex, Inc.
6971 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6972 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6973 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6974 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6975 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6976 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6977 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6978 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6979 ML ET Reserved Roseate L. Wagner –
Merrill Lynch
6980 HSFXTradeType String Xiheng Xu –
Knight Capital Group
6981 Reserved by Doug Xiheng Xu –
Knight Capital Group
6982 Reserved by Doug Xiheng Xu –
6983 HSFXBrokerage Xiheng Xu –
6984 HSFXOpenBalance Xiheng Xu –
6985 HSFXEffectiveOpenBalance Xiheng Xu –
6986 HSFXUnrealizedLockedPL Xiheng Xu –
6987 HSFXUnrealizedOpenPL Xiheng Xu –
6988 HSFXRealizedPL Xiheng Xu –
6989 HSFXAdjustmentAmt Xiheng Xu –
6990 HSFXWithdrawAmt Xiheng Xu –
6991 HSFXDepositAmt Xiheng Xu –
6992 HSFXFinanceAmt Xiheng Xu –
6993 HSFXInterest Xiheng Xu –
6994 HSFXCloseBalance Xiheng Xu –
6995 HSFXTotalBalance Xiheng Xu –
6996 HSFXUnrealizedLockedDayPL Xiheng Xu –
6997 HSFXCollateralID Xiheng Xu –
6998 HSFXUserID Xiheng Xu –
6999 OldQty New Order Single Must be equal to the currently remaining quantity and not the original order quantity Priya Sampath –
Changepond Technologies
Tag Field FIX MsgTypes Description Created by
7000 Internalize D, G, 8 Flag denoting whether to Internalize the order (Y) or not (N). Tag not being present is assumed to be Internalize = N. heshan jayawardena –
Millennium Information Technolog
7001 SettlLocation J Country or Depository in which the security will be settled.

valid values:
BRC = Broker Custody
CED = CEDEL
DTC = DTCC
EUR = Euroclear
FED = Federal Reserve Bank of NY
FNB = First Nat’l. Bank of Chicago
PTC = Participant’s Trust Company
US = US Physical

Lisa Linton –
The Depository Trust Company
7002 AgentIDNumber J Identification number for the Agent. Lisa Linton –
The Depository Trust Company
7003 AgentInternalAcct J The Agent’s internal account number. Lisa Linton –
The Depository Trust Company
7004 StepOutReasonCode1 J The reason an institution is stepping out of an allocation.

valid values:
000 = unspecified
001 = research
002 = client directed
003 = client recapture
004 = liquidation
005 = soft dollar
006 = client soft dollar
007 = contracted services
008 = minority firm
009 = custodial expenses

Lisa Linton –
The Depository Trust Company
7005 StepOutReasonCode2 J The reason an institution is stepping out of an allocation.

valid values:
000 = unspecified
001 = research
002 = client directed
003 = client recapture
004 = liquidation
005 = soft dollar
006 = client soft dollar
007 = contracted services
008 = minority firm
009 = custodial expenses

Lisa Linton –
The Depository Trust Company
7006 StepOutReasonCode3 J The reason an institution is stepping out of an allocation.

valid values:
000 = unspecified
001 = research
002 = client directed
003 = client recapture
004 = liquidation
005 = soft dollar
006 = client soft dollar
007 = contracted services
008 = minority firm
009 = custodial expenses

Lisa Linton –
The Depository Trust Company
7007 StepOutText J Free-form text reason an institution is stepping out of an allocation. Lisa Linton –
The Depository Trust Company
7008 CxlAfterMatching J This indicator is used if the institution has attempted to cancel an allocation after at least one of the sub-accounts has matched to a confirmation. Lisa Linton –
The Depository Trust Company
7009 MatchedIndicator J Indicates whether the allocation has matched the trade input.

valid values:
0 = not destined for matching
1 = destined for matching
2 = allocation has matched
3 = unmatched allocation

Lisa Linton –
The Depository Trust Company
7010 StepInClearingBkrID J The entity who will receive or deliver on behalf of the Step-in broker-dealer. Lisa Linton –
The Depository Trust Company
7011 StepInClearingAcct J The step-in broker’s account number at the step-in clearing broker. Lisa Linton –
The Depository Trust Company
7012 ExecClearingBkrID J The entity who will receive or deliver on behalf of the executing broker. Lisa Linton –
The Depository Trust Company
7013 ExecClearingBkrAcct J The executing broker’s account number at the clearing broker. Lisa Linton –
The Depository Trust Company
7014 RecipientRole J The recipient’s role in the allocation.

valid values:
03 = executing broker-dealer
08 = executing broker-dealer’s clearing broker
21 = submitting institution
23 = executing broker-dealer’s branch
25 = step-in broker-dealer
27 = step-in broker-dealer’s branch
31 = step-in broker-dealer’s clearing broker

Lisa Linton –
The Depository Trust Company
7015 FidStrategyParameter Nevin Patton –
fidessa
7016 FidStrategyParameter Nevin Patton –
fidessa
7017 VolumeIndicator X Type of volume reported Fred Malabre –
CME Group
7018 SecuritySubType D Same usage as [4.4] SecuritySubType (762) for [4.2] Wei Seong Koek –
TradeWeb LLC
7019 DealerTradeID D Deposit CDs: Dealer’s reference to the trade being rolled or closed. Wei Seong Koek –
TradeWeb LLC
7020 ClearingMember D 4.2: Clearing member identifier. Wei Seong Koek –
TradeWeb LLC
7021 LegClearingMember 4.2: Clearing member identifier for a multi-leg trade. Wei Seong Koek –
TradeWeb LLC
7022 AllocClearingMember 4.2: Clearing member identifier in an allocation. Wei Seong Koek –
TradeWeb LLC
7023 LegAllocClearingMember 4.2: Clearing member identifier in an allocation of multileg trade. Wei Seong Koek –
TradeWeb LLC
7024 TradeEvent 8 Supplemental information about a derivative trade. Wei Seong Koek –
TradeWeb LLC
7025 EnhancedCxlRe A To enable enhanced Cancel Replace behavior for CBOE. Possible values
0 = OFF
1 = ON
Arun Ramachandran –
Chicago Board Options Exchange
7026 EndWorkUp Execution Report Indicates that workup has ended. Michael Merold –
ICAP
7027 NoVolRules Security List and Definition Number of volume rules in repeating group. Michael Merold –
ICAP
7028 VolRuleType Security List and Definition Volume rule type. Valid values are “NORMAL” and “NIM”. Michael Merold –
ICAP
7029 IsLastTrade Trade Capture Report The last trade you’ll ever receive (for your last request anyway). Michael Merold –
ICAP
7030 FIX reserved David Lam –
Standard Chartered Bank
7031 FIX reserved David Lam –
Standard Chartered Bank
7032 FIX reserved David Lam –
Standard Chartered Bank
7033 FIX reserved David Lam –
Standard Chartered Bank
7034 FIX reserved David Lam –
Standard Chartered Bank
7035 FIX reserved David Lam –
Standard Chartered Bank
7036 FIX reserved David Lam –
Standard Chartered Bank
7037 FIX reserved David Lam –
Standard Chartered Bank
7038 FIX reserved David Lam –
Standard Chartered Bank
7039 FIX reserved David Lam –
Standard Chartered Bank
7040 FIX reserved David Lam –
Standard Chartered Bank
7041 FIX reserved David Lam –
Standard Chartered Bank
7042 FIX reserved David Lam –
Standard Chartered Bank
7043 FIX reserved David Lam –
Standard Chartered Bank
7044 FIX reserved David Lam –
Standard Chartered Bank
7045 FIX reserved David Lam –
Standard Chartered Bank
7046 TimeSpanStartTime David Lam –
Standard Chartered Bank
7047 AllocPositionEffect AE,J Added this to include Position Effect for each of the Allocations in repeating TradeAllocGroup Venkat rao –
CHICAGO BOARD OPTIONS EXCHANGE
7048 Customer Id AE,J This field is used to represent customer id for CBOE client identification purpose. Indravadan Merai –
CBOE
7049 TriggerList D,F,G,8,s Used to identify specific in-house tactics when running with GL Tactics. Valid values:
a:VWAP;
A/B:Linked Trigger Order on last price (A:last superior, B:last superior);
h/i:Linked Trigger Order on underlying (h:underlying superior bid, i:underlying superior ask);
j/k:Linked Trigger Order on underlying (j:underlying inferior bid, k:underlying inferior ask)
C:Trailing Stop;
D:Peg;
E:Linked Peg;
F:With A Tick;
G:Market Phase;
H:Time Trigger(unreleased);
I:Iceberg;
J:Iceberg Random;
K:Iceberg Ghost;
L:Countdown;
M:MIT Last;
N:MIT Ask;
O:MIT Bid;
S:Stop last;
T:Stop Ask;
U:Stop Bid;
V:Stop Max Cap;
W:TWAP(native);
Y:Percentage Volume.
Gilles Bui –
GL Trade
7050 WorkList D,F,G,8,s Used to identify specific ALGO when running with GL Tactics. Valid values: a=VWAP; D=Peg; E=Link Peg; F=WithATick; W=TWAP(native); Y=%Volume. Gilles Bui –
GL Trade
7051 WorkReferencePrice D,F,G,8,s Used for GL Tactics. Valid values: 1=Ask; 2=Bid; 3=Last; 4=Mid. Gilles Bui –
GL Trade
7052 WorkDoNotExceedReference D,F,G,8,s Used for GL Tactics. Valid value: 1=Market Limit. Gilles Bui –
GL Trade
7053 WorkGapPrice D,F,G,8,s Used for GL Tactics. Gilles Bui –
GL Trade
7054 WorkPriceGapType D,F,G,8,s Used for GL Tactics and with Fix Tag 7053. Valid values: 1=Percentage; 2=Tick; 3=Absolute. Gilles Bui –
GL Trade
7055 WorkDelay D,F,G,8 Work max update delay : defines the maximum delay for sending the order (usually it should be a few minutes or seconds). Specific to GL Tactics. Gilles Bui –
GL Trade
7056 WorkSentQty 8 Indicates the quantity already sent in case of %Volume and TWAP algos. Specific for GL Tactics. Gilles Bui –
GL Trade
7057 WorkNbSentWaves 8 Indicates the number of waves alreday sent in case of algos %Volume and TWAP. Specific to GL Tactics. Gilles Bui –
GL Trade
7058 ClearingClCodType D,F,G,8 GL clearing client code type. Valid values: 1=Client; 5=House. Gilles Bui –
GL Trade
7059 ClearingDest D,F,G,8 GL Clearing destination. Gilles Bui –
GL Trade
7060 MidPointFlag D,G,s,8 Flag to identify a midpoint order (specific XETRA). Valid values: 1=Yes; 2=No. Gilles Bui –
GL Trade
7061 ClearingOrderID 8 Indicates the reference of the clearing message.
This reference is given by the exchange
Gilles Bui –
GL Trade
7062 ContraCreationDate 8 Creation Date of a forward contra creation, mandatory for offset order. Gilles Bui –
GL Trade
7063 ContraCreationRef 8 Reference for a forward contra creation, mandatory for offset order. Gilles Bui –
GL Trade
7064 PreAllocPct J,8 Percentage of the order quantity in case of a splitted (pre)allocation type message. Used for GL OMS. Gilles Bui –
GL Trade
7065 Quoting Duration R Quoting Duration is a user defined integer field for users to specify the type of quoting or quote streaming desired from the price making system. Valid Values:

0 = One-shot Quoting (RFQ) (A maximum of only one Quote is allowed per Quote Request. If the price maker withdraws a quoted price, the Quote Request associated with that transaction will be terminated. Price taker decision to accept or reject the quote will also terminate the process)

>0 = Auction Period Streaming (The price maker can quote as often as it likes within a specified time period. Each new quote intended to replace the previous. In this case, price maker withdrawals of a previous quoted price will not terminate the Quote Request process. Only an explicit request to abort the Quote Request by the price maker will terminate the process. Price taker decision to accept or reject the quote will also terminate the process.)

. -1 = Stream Till Done (Similar to Auction Period Streaming model with the exception that there is no pre-defined auction period. Price taker decision to accept or reject the quote will also terminate the process)

-2 = Stream Till Cancelled (Similar to the Stream Till Done model with the exception that when the price taker accepts a given quote it does not result in the termination of the quoting process. Quoting continues indefinitely until one of the parties explicitly cancels the Quote Request transaction).

Matthew Whitaker –
Velocity Systems International
7066 Reserved * Sheetal Chainraj –
Bloomberg L.P
7067 Reserved * Sheetal Chainraj –
Bloomberg L.P
7068 Reserved * Sheetal Chainraj –
Bloomberg L.P
7069 Reserved * Sheetal Chainraj –
Bloomberg L.P
7070 RefSpotDate R Defines the spot date in the Financial Calendar of the requesting party. Used to verify that both sides define an identical spot date. Sven Stolz –
360T
7071 ProductType R, S, AG, Z, D, 8 Defines 360T specific product type. Sven Stolz –
360T
7072 DayCount R,D Defines day count convention for Money Market requests Sven Stolz –
360T
7073 Fiduciary R, D Flag indicating whether a deposit request is intended to be a fiduciary investment Sven Stolz –
360T
7074 IsInCompetition R 360T sends this optional flag to indicate whether the market maker is in competition with others in a specific RFQ. Sven Stolz –
360T
7075 360T reserved Sven Stolz –
360T
7076 360T reserved Sven Stolz –
360T
7077 360T reserved Sven Stolz –
360T
7078 360T reserved Sven Stolz –
360T
7079 360T reserved Sven Stolz –
360T
7080 PrevDeskOrderID D, 8 Field to map an order to the order version at a previous internal desk. Daniel Pense –
Raptor Trading Systems
7081 OrderContainerID D, 8 Field to tie version of orders at various desks together. Daniel Pense –
Raptor Trading Systems
7082 LastSale D, 8 Field to show the previous sale. Daniel Pense –
Raptor Trading Systems
7083 SrcOfExecution D, 8 To identify an execution’s system source. Daniel Pense –
Raptor Trading Systems
7084 SUFICapacity D, 8 To identify a capacity. Daniel Pense –
Raptor Trading Systems
7085 TraderName D, 8 To identify a system login. Daniel Pense –
Raptor Trading Systems
7086 RoundLotInstrument Security List and Definition Used to associate given odd lot instrument with its associated round lot instrument. Field contains symbol of round lot instrument. Michael Merold –
ICAP
7087 OddLotInstrument Security List and Definition Used to associate an odd lot instrument with a given round lot instrument. Field contains symbol of odd lot instrument. Michael Merold –
ICAP
7088 NetPresentValue 8 Net present value of derivative contract. Wei Koek –
TradeWeb
7089 Price1 D, G, 8 Price Tier 1 Ronen Goldstein –
RBC Capital Markets
7090 Price2 D, G, 8 Price Tier 2 Ronen Goldstein –
RBC Capital Markets
7091 Price3 D, G, 8 Price Tier 3 Ronen Goldstein –
RBC Capital Markets
7092 Price4 D, G, 8 Price Tier 4 Ronen Goldstein –
RBC Capital Markets
7093 Price5 D, G, 8 Price Tier 5 Ronen Goldstein –
RBC Capital Markets
7094 ParticipationRate1 D, G, 8 Participation Rate 1 Ronen Goldstein –
RBC Capital Markets
7095 ParticipationRate2 D, G, 8 Participation Rate 2 Ronen Goldstein –
RBC Capital Markets
7096 ParticipationRate3 D, G, 8 Participation Rate 3 Ronen Goldstein –
RBC Capital Markets
7097 ParticipationRate4 D, G, 8 Participation Rate 4 Ronen Goldstein –
RBC Capital Markets
7098 ParticipationRate5 D, G, 8 Participation Rate 5 Ronen Goldstein –
RBC Capital Markets
7099 ParticipationRate6 D, G, 8 Participation Rate 6 Ronen Goldstein –
RBC Capital Markets
7100 TW Equities Reserved Wei Koek –
TradeWeb
7101 AllocationAcct P The internal account number used by the Institution to identify the client
data type: char
Lisa Linton –
The Depository Trust Company
7102 DTCCMatchedIndicator P Indicates the matching status of the trade.
Valid Values: 0 = Not intended for matching, 1 = Intended for matching ut unmatched, 2 = Trade has matched Institution Instructions (Allocation)
Lisa Linton –
The Depository Trust Company
7103 ConfirmType P Indicates the type of confirmation transaction.
Valid Values: 1 = New Confirmation, 3 = Cancellation, 4 = Resubmission, 6 = Affirm/Confirm reversal
Lisa Linton –
The Depository Trust Company
7104 ConfirmCancCorr P Indicates whether an Advice of Correction/Cancellation has been received from the Institution.
Valid Values: Y = Yes, N = No
Lisa Linton –
The Depository Trust Company
7105 CancAftAck P Indicates that an attempt to cancel a trade was made after an affirmation has been received.
Value Values: Y = Yes, N = No
Lisa Linton –
The Depository Trust Company
7106 DisaffirmInd P Indicates whether the trade was disaffirmed by the prime broker.
Valid values: Y = Yes, N= No
Lisa Linton –
The Depository Trust Company
7107 MatchingVariance P The difference between the net amount of the trade and the net amount of the matching allocation.
data type: float
Lisa Linton –
The Depository Trust Company
7108 VarianceDirection P The direction of the Matching Variance.
Valid Values: I = Allocation net amount is greater than Trade Input, B = Broker Trade Input net amount is greater than Institution net amount, E = Institution net amount equals broker net amount, or confirm not intended for matching
Lisa Linton –
The Depository Trust Company
7109 AffirmationIndicator P Indicates the role of the party affirming the trade.
Valid Values: 0 = Trade not yet affirmed (in confirmation stage), 1 = trade affirmed by Agent, 2 = trade affirmed by Institution, 3 = affirming party not specified (trade affirmed by Agent as determined by DTCC), 4 = affirming party not specified (trade affirmed by Institution as determined by DTCC), 5 = trade affirmed by customer or interested party
Lisa Linton –
The Depository Trust Company
7110 FidStrategyParameter Graham Pearce –
royalblue
7111 FidStrategyParameter Graham Pearce –
royalblue
7112 FidStrategyParameter Graham Pearce –
royalblue
7113 FidStrategyParameter Graham Pearce –
royalblue
7114 FidStrategyParameter Graham Pearce –
royalblue
7115 FidStrategyParameter Graham Pearce –
royalblue
7116 FidStrategyParameter Graham Pearce –
royalblue
7117 FidStrategyParameter Graham Pearce –
royalblue
7118 FidStrategyParameter Graham Pearce –
royalblue
7119 FidStrategyParameter Graham Pearce –
royalblue
7120 FidStrategyParameter Graham Pearce –
royalblue
7121 FidStrategyParameter Graham Pearce –
royalblue
7122 FidStrategyParameter Graham Pearce –
royalblue
7123 FidStrategyParameter Graham Pearce –
royalblue
7124 FidStrategyParameter Graham Pearce –
royalblue
7125 FidStrategyParameter Graham Pearce –
royalblue
7126 FidStrategyParameter Graham Pearce –
royalblue
7127 FidStrategyParameter Graham Pearce –
royalblue
7128 FidStrategyParameter Graham Pearce –
royalblue
7129 FidStrategyParameter Graham Pearce –
royalblue
7130 FidStrategyParameter Graham Pearce –
royalblue
7131 FidStrategyParameter Graham Pearce –
royalblue
7132 FidStrategyParameter Graham Pearce –
royalblue
7133 FidStrategyParameter Graham Pearce –
royalblue
7134 FidStrategyParameter Graham Pearce –
royalblue
7135 FidStrategyParameter Graham Pearce –
royalblue
7136 FidStrategyParameter Graham Pearce –
royalblue
7137 FidStrategyParameter Graham Pearce –
royalblue
7138 FidStrategyParameter Graham Pearce –
royalblue
7139 FidStrategyParameter Graham Pearce –
royalblue
7140 FidStrategyParameter Graham Pearce –
royalblue
7141 FidStrategyParameter Graham Pearce –
royalblue
7142 FidStrategyParameter Graham Pearce –
royalblue
7143 FidStrategyParameter Graham Pearce –
royalblue
7144 FidStrategyParameter Graham Pearce –
royalblue
7145 FidStrategyParameter Graham Pearce –
royalblue
7146 FidStrategyParameter Graham Pearce –
royalblue
7147 FidStrategyParameter Graham Pearce –
royalblue
7148 FidStrategyParameter Graham Pearce –
royalblue
7149 FidStrategyParameter Graham Pearce –
royalblue
7150 FidStrategyParameter Graham Pearce –
royalblue
7151 FidStrategyParameter Graham Pearce –
royalblue
7152 FidStrategyParameter Graham Pearce –
royalblue
7153 FidStrategyParameter Graham Pearce –
royalblue
7154 FidStrategyParameter Graham Pearce –
royalblue
7155 FidStrategyParameter Graham Pearce –
royalblue
7156 FidStrategyParameter Graham Pearce –
royalblue
7157 FidStrategyParameter Graham Pearce –
royalblue
7158 FidStrategyParameter Graham Pearce –
royalblue
7159 FidStrategyParameter Graham Pearce –
royalblue
7160 RejectStatus Trade Capture Report Indicates whether the trade has been confirmed by the trader Michael Merold –
ICAP
7161 PartyRole Trade Capture Report 100 – Contra Account (Clearing)
101 – Owner
102 – Contra Owner
Michael Merold –
ICAP
7162 CommisionValue Trade Capture Report Commission – Dollar Value for the trade Michael Merold –
ICAP
7163 CommissionType Trade Capture Report 103 – Dollars per Million
104 – Dollars per Trade
105 – Basis per Million
106 – Cents per Contract
107 – By Basis Point
108 – Fixed Currency Units in Millions
109 – Fixed Basis Units in Millions
Michael Merold –
ICAP
7164 AdjustedConsideration Trade Capture Report Commission Adjusted Consideration Michael Merold –
ICAP
7165 CommissionAdjLastPx Trade Capture Report Commission Adjusted Price Michael Merold –
ICAP
7166 DirtyPrice Trade Capture Report Dirty price Michael Merold –
ICAP
7167 SummaryStatus Trade Capture Report TradeCaptureReport Summary at end of Work-Up or Repo Auction Michael Merold –
ICAP
7168 BinaryReporting Trade Capture Report Binary execution method applies to reported trade. Michael Merold –
ICAP
7169 Consideration Trade Capture Report Consideration for financial deal Michael Merold –
ICAP
7170 TradeError Trade Capture Report Specifies trade error reason Michael Merold –
ICAP
7171 TradeSequence Trade Capture Report Sequence number of the trade Michael Merold –
ICAP
7172 ETCMarketID Trade Capture Report ETC Market ID Michael Merold –
ICAP
7173 TradeRequestType Trade Capture Report Request 110 – Trades within the specified start and end trade sequence Michael Merold –
ICAP
7174 StartTradeSequence Trade Capture Report Request Start Trade Sequence Michael Merold –
ICAP
7175 EndTradeSequence Trade Capture Report Request End Trade Sequence Michael Merold –
ICAP
7176 MarketID Security List Market Id where security is traded Michael Merold –
ICAP
7177 Symbol Security List Symbol for security Michael Merold –
ICAP
7178 Product Security List Product grouping for security. Michael Merold –
ICAP
7179 SecurityType Security List Security type specifier Michael Merold –
ICAP
7180 NoDisplayGroupEntries Security List Specifies the number of display groups sent in the repeating block of the logon message Michael Merold –
ICAP
7181 DisplayGroup Security List Specifies the name of the display group Michael Merold –
ICAP
7182 NoTBAGroupEntries Security List Specifies the number of TBA instrument groups sent in the repeating block of the logon message Michael Merold –
ICAP
7183 TBAGroup Security List Specifies the name of the TBA group. Michael Merold –
ICAP
7184 SecurityListResponseType Security List Indicates the type of response sent via the Security List message Michael Merold –
ICAP
7185 TradeInfoID Market Data Snapshot Specifies the Trade information identifier. This identifier can be used by the client request for resends of trade information within the trading day Michael Merold –
ICAP
7186 TradeInfoRequestID Market Data Request Client specified unique identifier when requesting for past trade information Michael Merold –
ICAP
7187 NoBookStatusEntries Market Data Snapshot Number of book status entries sent in the repeating block Michael Merold –
ICAP
7188 BookStatus Market Data Snapshot Indicates the status of the order book Michael Merold –
ICAP
7189 WorkUpPhase Market Data Snapshot Indicates if the work up session is in private phase or public phase Michael Merold –
ICAP
7190 BookStatusApplicableSide Market Data Snapshot Indicates to which side the BookStatus field is applicable Michael Merold –
ICAP
7191 Ownership Market Data Snapshot Specifies the owner of the work up private phase Michael Merold –
ICAP
7192 MDPriceUpdateType Market Data Snapshot Indicates the price update type Michael Merold –
ICAP
7193 Action Security List Specifies the action to be taken on the symbol provided
0 = Add
1 = Change
2 = Remove
Michael Merold –
ICAP
7194 NewRank Security List Specifies the new rank of the security Michael Merold –
ICAP
7195 PreviousRank Security List Specifies the previous rank of the security Michael Merold –
ICAP
7196 TBAMonth Security List Indicates if the TBA instrument is back month or front month Michael Merold –
ICAP
7197 TradeHistoryFlag Market Data Snapshot Indicates the trade information history data is included in message Michael Merold –
ICAP
7198 MDEntryType Market Data Request = 100 – Total trade volume (for the day)
= 101 – Total trades
= 102 – Price Update (not applicable for market data incremental refresh message)
= 103 – Trade history request (applicable only for the Market Data Request message)
Michael Merold –
ICAP
7199 SecurityListRequest Security List Request = 100 – Display group names
= 101 – TBA group names
= 102 – Display group content
= 103 – TBA group content
Michael Merold –
ICAP
7200 AccountSell AccountSell Account of the Sell Side of a Cross.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7201 AccountType AccountType Account Type of the Order.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7202 AccountTypeSell AccountTypeSell Account Type of the Sell Side of a Cross Message.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7203 ProgramTrade ProgramTrade Designates order as part of a program trade.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7204 BasketTrade BasketTrade Designates order as part of a basket trade.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7205 InternalCross InternalCross Designates order as an Internal Cross.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7206 OrderIDSell OrderIDSell OrderID of the Sell Side of a Cross.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7207 MGF_Candidate MGF_Candidate Defines if order is eligble as a MGF Candidate.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7208 Jitney Jitney Designates order as a Jitney.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7209 ShortExempt ShortExempt Designates order as being Short Exempt.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7210 CDNExchangeID CDNExchangeID Canadian Exchange ID of the order.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7211 UserMessageId UserMessageId User Message ID of the message.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7212 Anonymous Anonymous Order is marked as Anonymous. Used to support message translation between FIX-STAMP for Canadian Equities. Stephen Plut –
Integrated Transaction Systems Ltd
7213 RegulationId RegulationId Order RegulationID. Used to support message translation between FIX-STAMP for Canadian Equities. Stephen Plut –
Integrated Transaction Systems Ltd
7214 RegulationIdSell RegulationIdSell RegulationID of the Sell Side for a Cross message. Used to support message translation between FIX-STAMP for Canadian Equities. Stephen Plut –
Integrated Transaction Systems Ltd
7215 TransferRejReason Execution Report Reason for reject of order transfer request Michael Merold –
ICAP
7216 MDHiddenSize Market Data Snapshot Hidden size in market data update and snapshot Michael Merold –
ICAP
7217 MDGatewayIDs Security List Indicates gateways that provide market data for given display group Michael Merold –
ICAP
7218 NoDPFormatTags Security List and Definition Number of price formats for given security Michael Merold –
ICAP
7219 DPFormatTag Security List and Definition Price formats applicable to security Michael Merold –
ICAP
7220 PortfolioName PortfolioName Assigned the PortfolioName to an order. Used to support message translation between FIX-STAMP for Canadian Equities. Stephen Plut –
Integrated Transaction Systems Ltd
7221 SettlementTerms SettlementTerms Provides the required Settlement Terms for the order. Used to support message translation between FIX-STAMP for Canadian Equities. Stephen Plut –
Integrated Transaction Systems Ltd
7222 ItemNumber ItemNumber SpecialTerms ItemNumber to allow trading against Special Terms market. Used to support message translation between FIX-STAMP for Canadian Equities. Stephen Plut –
Integrated Transaction Systems Ltd
7223 HSFXTradeviewIterations Xiheng Xu –
Knight Capital Group
7224 HSFXTradeviewChase Xiheng Xu –
Knight Capital Group
7225 HSFXQuoteLayer S Type: integer in [1, n]
Used in Streaming Quotes
Xiheng Xu –
Knight Capital Group
7226 HSFXTradeStatus 8 Xiheng Xu –
Knight Capital Group
7227 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7228 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7229 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7230 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7231 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7232 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7233 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7234 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7235 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7236 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7237 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7238 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7239 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7240 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7241 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7242 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7243 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7244 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7245 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7246 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7247 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7248 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7249 Reserved for Hotspot FX Xiheng Xu –
Knight Capital Group
7250 TenorCode R,S,D,8 Indicates type of Tenor requested & can be used instead of Tag 64 for all common value dates and ensures the appropriate SCB value date is used.
Possible values are : 

TOD = Today (T+0)
TOM = Tomorrow (T+1)
SP = Spot
NEXT = Next Business Day after Spot
xW = x weeks from spot
xM = x months from spot
xY = x years from spot

John Gill –
Standard Chartered Bank
7251 LegTenorCode R,S,D,8 Tenor code used in multileg instruments.
This can be used instead of tag 588 (Leg Sett Date) in the repeating leg group section & has the same values as Tag 7250.
John Gill –
Standard Chartered Bank
7252 LegMinBidSize S The minimum bid amount for this leg (used in multileg quotes). cf tag 647 MinBidSize John Gill –
Standard Chartered Bank
7253 LegBidSize S The maximum bid amount for this leg (used in multileg quotes). cf tag 134 BidSize John Gill –
Standard Chartered Bank
7254 LegMinOfferSize S The minimum offer amount for this leg (used in multileg quotes) cf tag 648 MinOfferSize John Gill –
Standard Chartered Bank
7255 LegOfferSize S The maximum offer amount for this leg (used in multileg quotes) cf tag 135 OfferSize John Gill –
Standard Chartered Bank
7256 SCB_FIX_Parameter John Gill –
Standard Chartered Bank
7257 SCB_FIX_Parameter John Gill –
Standard Chartered Bank
7258 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7259 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7260 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7261 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7262 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7263 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7264 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7265 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7266 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7267 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7268 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7269 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7270 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7271 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7272 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7273 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7274 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7275 SCB_FIX_Paramater John Gill –
Standard Chartered Bank
7276 Manageability New Order – Single Indicates if the order is a managed order or a leave order Michael Merold –
ICAP
7277 QuoteRepID Quote Status Report Unique identifier for a quote status report generated by the system Michael Merold –
ICAP
7278 OrdActiveStatus New Order – Single Allows the client to submit inactive orders and to inactivate/activate live orders. Michael Merold –
ICAP
7279 OTFQty New Order – Single Specifies the On The Follow quantity for managed orders. Michael Merold –
ICAP
7280 ADOSA New Order – Single Enable or disable ADOSA qualifier. Michael Merold –
ICAP
7281 PROSA New Order – Single Enable or disable PROSA qualifier Michael Merold –
ICAP
7282 FaF New Order – Single Enable Fill and Follow qualifier. Michael Merold –
ICAP
7283 TransferID Order Transfer Specifies the unique identifier assigned by the server to a transfer request Michael Merold –
ICAP
7284 TransferAction Order Transfer Request Allows client to request, accept or reject the order transfer Michael Merold –
ICAP
7285 TransferReason Order Transfer Request Client can specify the reason for the order transfer Michael Merold –
ICAP
7286 Value Execution Report Used to specify the quoted value for discount rate traded instruments Michael Merold –
ICAP
7287 ExecutedPrice Execution Report Specifies the executed price Michael Merold –
ICAP
7288 ExecutedYield Execution Report Specifies the executed yield Michael Merold –
ICAP
7289 WorkUpExecQty Execution Report States the executed quantity during a single work up session. Reset to zero on work up termination Michael Merold –
ICAP
7290 AllocatedQty Execution Report States the quantity allocated for orders that are if/when cleared. Michael Merold –
ICAP
7291 NegotiationPhase Quote Status Report States the private/public phase of the NIM session Michael Merold –
ICAP
7292 TransferStatus Order Transfer Indicates if the transfer was initiated or if the transfer time has expired Michael Merold –
ICAP
7293 QuoteType Quote = 100 – Hit/Lift
= 101 – Pass (Reject)
Enumeration allows the NIM initiator to accept or reject the counter NIM
Michael Merold –
ICAP
7294 QuoteStatus Quote Status Report = 100 – Counter
= 101 – Pass (Reject)
Enumeration is used to inform the NIM participant the NIM was countered
Michael Merold –
ICAP
7295 MassCancelRequestType Order Mass Cancel Request = 100 – Cancel all own orders
= 101 – Cancel all firm’s orders
Enumeration allows the client to cancel all own or all firm orders
Michael Merold –
ICAP
7296 MassStatusReqType Order Status Request = 100 – Status of own orders for a symbol
= 101 – Cancel all own orders
Enumeration allows traders to cancel all own orders or all own orders of a symbol
Michael Merold –
ICAP
7297 PartyRole New Order – Single = 101 – Owner
Identifies the actual investor/owner of the order
= 102 = Contra Owner
Identifies the target owner in the order transfer request message
Michael Merold –
ICAP
7298 OrgTrdMatchID Trade Capture Report Original unique identifier assigned to a trade by the matching system. Michael Merold –
ICAP
7299 TrdCptRepResult Trade Capture Report Result of Trade Capture Report sent to the client Michael Merold –
ICAP
7300 OrderSource New Order – Single, Execution Report, Order Cancel/Replace Request 0 – broker on behalf of a client
1 – broker trading on behalf of themself or a firm
2 – any trade by a foreign party
3 – large institutional investor
4 – securities issuer
5 – exchange control
6 – insider of a security
Dennis Wiatzka –
Computershare
7301 PricePegType New Order Single Required for Euro-Millennium pegged order. Valid values:-
B – Best Bid
O – Best Offer
L – Last Sell
M – BBO Mid-Point
Daniel Mathews –
NYFIX Euro-Millennium
7302 BofA Algo Param Ben Liu –
Bank of America
7303 BofA Algo Param Ben Liu –
Bank of America
7304 BofA Algo Param Ben Liu –
Bank of America
7305 BofA Algo Param Ben Liu –
Bank of America
7306 BofA Algo Param Ben Liu –
Bank of America
7307 BofA Algo Param Ben Liu –
Bank of America
7308 BofA Algo Param Ben Liu –
Bank of America
7309 BofA Algo Param Ben Liu –
Bank of America
7310 Algo Param Ben Liu –
Bank of America
7311 Algo Param Ben Liu –
Bank of America
7312 Algo Param Ben Liu –
Bank of America
7313 Algo Param Ben Liu –
Bank of America
7314 Algo Param Ben Liu –
Bank of America
7315 Algo Param Ben Liu –
Bank of America
7316 Algo Param Ben Liu –
Bank of America
7317 Algo Param Ben Liu –
Bank of America
7318 Algo Param Ben Liu –
Bank of America
7319 Algo Param Ben Liu –
Bank of America
7320 Algo Param Ben Liu –
Bank of America
7321 Algo Param Ben Liu –
Bank of America
7322 OfficeCode String Represents the office code P Basu –
7323 TradingSystemId String Trading System Id used for identifying the trading system. Rishikesh Chaudhari –
7324 PositionId String Used to specify PositionId for APEX trading system Gaurav Karhadkar –
7325 OmgeoIMVersionOfTradeSide This field is present on response messages to help the Instructing Party determine if the trade information they are currently receiving is in sync with the prior version of the trade information they may have retrieved. Dharmendra Makhijani –
Omgeo LLC
7326 OmgeoEBVersionOfTradeSide This field is present only on response messages to help the Executing Broker determine if the trade information they are currently receiving is in sync with the prior version of the trade information they may have retrieved. Dharmendra Makhijani –
Omgeo LLC
7327 OmgeoBySideCompleteIndicator This field tells client that the trade requires no further action on their side, meaning if the Trade Side is NOT MATCH AGREED (NMAG) then some condition on the counterparty side of the trade is preventing it from going to MATCH AGREED (MAGR) Dharmendra Makhijani –
Omgeo LLC
7328 BlockErrorParamFlag This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Block trade. DEBASHIS DAS –
Omgeo LLC.
7329 AllocConfirmErrorParamFlag This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Allocation or Confirmation trade. DEBASHIS DAS –
Omgeo LLC.
7330 OmgeoOmnibusExpected J, AS Flag/Indicator which indicates that the client would be submitting an omnibus allocation for the given block trade. DEBASHIS DAS –
Omgeo LLC.
7331 OmgeoPoolReference J, AS This is the common Pool Reference Number which links the Omnibus allocation with its dependents. DEBASHIS DAS –
Omgeo LLC.
7332 OmgeoTotSettlInstructionNum AS This corresponds to the Total Number of Settlement Instructions for a specific Omnibus Allocation. This field corresponds to the SWIFT TOSE code. DEBASHIS DAS –
Omgeo LLC.
7333 OmgeoCurrSettlInstructionNum AS This corresponds to the Current Settlement Instruction Number for a Dependent/Omnibus Allocation. This field corresponds to the SWIFT SETT code. DEBASHIS DAS –
Omgeo LLC.
7334 OmgeoBlockSettlementIndicator AS Flag/Indicator (Y – only) which specifies whether a given allocation was eligible for Block Settlement. DEBASHIS DAS –
Omgeo LLC.
7335 NIMLotSize Security List and Definition Incremental order quantity of a NIM-enabled security Michael Merold –
ICAP
7336 NIMMinimumSize Security List and Definition Minimum order quantity of a NIM-enabled security Michael Merold –
ICAP
7337 AccruedDays Number of days accrued Wei Koek –
TradeWeb
7338 IssuerLongName IOI Full name of the issuer Wei Koek –
TradeWeb
7339 TW Reserved Wei Koek –
TradeWeb
7340 OmgeoNoErrorParameter AR, AQ, j, AE Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Block trade. DEBASHIS DAS –
Omgeo LLC.
7341 OmgeoNoIndividualErrorParameter AU, j, AE,AT Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Allocation/Confirmation trade. DEBASHIS DAS –
Omgeo LLC.
7342 OmgeoErrorParamValue AR, AQ, j, AE Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for a Block trade. DEBASHIS DAS –
Omgeo LLC.
7343 OmgeoIndividualErrorParamValue AU, j, AE,AT Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for an Allocation/Confirmation trade. DEBASHIS DAS –
Omgeo LLC.
7344 OmgeoPremiumAmount J, AS, AE Omgeo CTM FIX Interface specific field. The amount paid by the buyer to the seller of the contract. This amount is calculated from the execution price and the number of contracts. DEBASHIS DAS –
Omgeo LLC.
7345 OmgeoInitialMarginTypeCode J, AS, AE Omgeo CTM FIX Interface specific field. This field defines the Initial Margin Type. DEBASHIS DAS –
Omgeo LLC.
7346 OmgeoInitialMarginAmount J, AS, AE Omgeo CTM FIX Interface specific field. This field indicates the Initial Margin Amount. DEBASHIS DAS –
Omgeo LLC.
7347 OmgeoNoSecurityTypeGroups AD Omgeo CTM FIX Interface specific field. This field denotes the Number of OmgeoSecurityTypeGroup. DEBASHIS DAS –
Omgeo LLC.
7348 OmgeoSecurityTypeGroup AD, AE, J, AS Omgeo CTM FIX Interface specific field. This field is used to denote the SecurityTypeGroup (Asset Class). DEBASHIS DAS –
Omgeo LLC.
7349 OmgeoTypeOfPriceIndicator J, AS, AE Omgeo CTM FIX Interface specific field. Used to denote the Price type. Possible values are: AVER – Average, EXEC – Execution. DEBASHIS DAS –
Omgeo LLC.
7350 OmgeoNoBlockChargesOrTaxes J Number of repeating groups of Charge or Tax types at the Block level. DEBASHIS DAS –
Omgeo LLC.
7351 OmgeoBlockChargesOrTaxesType J Field identifying the Block level Charge or Tax type. DEBASHIS DAS –
Omgeo LLC.
7352 OmgeoBlockChargesOrTaxesCurrency J Currency associated with the Block level Charge or Tax type. DEBASHIS DAS –
Omgeo LLC.
7353 OmgeoBlockChargesOrTaxesAmount J Amount associated with the Block level Charge or Tax type. DEBASHIS DAS –
Omgeo LLC.
7354 OmgeoMarkupMarkdown AS, AK Amount of MarkUp/MarkDown DEBASHIS DAS –
Omgeo LLC.
7355 OmgeoBrokerRestrictions AS Indicates restrictions on a Broker confirm trade. Following are the enumerations:
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
DEBASHIS DAS –
Omgeo LLC.
7356 OmgeoNoRegMemberships AS, AK Number of repeating groups of Regulatory Membership. DEBASHIS DAS –
Omgeo LLC.
7357 OmgeoBrokerRegMembership AS, AK Enumeration for Regulatory Memberships: 1=SIPC, 2=FINRA. DEBASHIS DAS –
Omgeo LLC.
7358 OmgeoNoDisclosures AS, AK Number of repeating groups of 10b-10 Disclosure Statement. DEBASHIS DAS –
Omgeo LLC.
7359 OmgeoDisclosureType AS, AK Enumeration for 10b-10 Disclosure Statement :
1 = Other Remuneration, 2 = Odd Lot, 3 = Order Flow, 4 = Redemption, 5 = Asset backed.
DEBASHIS DAS –
Omgeo LLC.
7360 OmgeoDisclosureIndicator AS, AK Indicator (Y/N) for certain Disclosures namely Other Remuneration, Odd Lot Differential and Asset Backed. DEBASHIS DAS –
Omgeo LLC.
7361 OmgeoDisclosureStatement AS, AK 10b-10 field to capture the Disclosure/Disclaimer statement. DEBASHIS DAS –
Omgeo LLC.
7362 OmgeoBrokerCapacity AS Broker Capacity on a trade. DEBASHIS DAS –
Omgeo LLC.
7363 OmgeoErrorFIXTag AR, AQ, j, AE FIX Tag which was cause of error at the Block level. DEBASHIS DAS –
Omgeo LLC.
7364 OmgeoIndividualErrorFIXTag AU, j, AE FIX Tag which was cause of error at the confirm level. DEBASHIS DAS –
Omgeo LLC.
7365 OmgeoAlertSettlementModelName AS, AK The ALERT Settlement Model Name used for ALERT settlement instruction lookup. DEBASHIS DAS –
Omgeo LLC.
7366 OmgeoContinuationString AD, AQ, AE Indicator to get more records when querying. Valid Values: Y/N. DEBASHIS DAS –
Omgeo LLC.
7367 OmgeoMinLastUpdateDateTime AD Used for querying to get all details from last time the query was executed. DEBASHIS DAS –
Omgeo LLC.
7368 OmgeoMoreFlag AQ, AE Indicates in the query response if there are additional records when querying. Valid Values: Y/N. DEBASHIS DAS –
Omgeo LLC.
7369 OmgeoGoodThroughDateTime AQ, AE Used to indicate on a query response all records retrieved till a certain time when the response was returned. DEBASHIS DAS –
Omgeo LLC.
7370 OmgeoTLVersionOfTradeComponent J, AE Indicates the version number of a Block trade. DEBASHIS DAS –
Omgeo LLC.
7371 OmgeoTDVersionOfTradeComponent J, AS, AE Indicates the version number of a Confirm Trade. DEBASHIS DAS –
Omgeo LLC.
7372 OmgeoTLISITCRejectReasonCode P, AR, J, AE ISITC Reject Reason Code while rejecting a Block trade. DEBASHIS DAS –
Omgeo LLC.
7373 OmgeoTLRejectDateTime J, AE DateTime at which the Block trade is rejected. DEBASHIS DAS –
Omgeo LLC.
7374 OmgeoTDISITCRejectReasonCode J, AE ISITC Reject Reason Code while rejecting a Confirm trade. DEBASHIS DAS –
Omgeo LLC.
7375 OmgeoTDRejectDateTime J, AE DateTime at which the Confirmation trade is rejected. DEBASHIS DAS –
Omgeo LLC.
7376 OmgeoTLErrorSeverity AE Severity of the Asynchronous Error for the Broker’s Block trade. Valid values are: INFO, WARN and FATL. DEBASHIS DAS –
Omgeo LLC.
7377 OmgeoTLErrorStatus AE Status of Asynchronous Error for the Broker’s Block. Valid values are: OPEN (Open) and CLSD (Closed). DEBASHIS DAS –
Omgeo LLC.
7378 OmgeoTDErrorSeverity AE Severity of the Asynchronous Error for the Broker’s Confirmation trade. Valid values are: INFO, WARN and FATL. DEBASHIS DAS –
Omgeo LLC.
7379 OmgeoTDErrorStatus AE Status of Asynchronous Error for the Broker’s Confirmation trade. Valid values are: OPEN (Open) and CLSD (Closed). DEBASHIS DAS –
Omgeo LLC.
7380 OmgeoNoFieldComparisons AE Number of repeating groups of Block level Field Comparisons. DEBASHIS DAS –
Omgeo LLC.
7381 OmgeoTLInstructingPartyValue AE Investment Manager’s value of the Block level L2 Matching field. DEBASHIS DAS –
Omgeo LLC.
7382 OmgeoTLExecutingBrokerValue AE Match status of the Block level L2 matching field. DEBASHIS DAS –
Omgeo LLC.
7383 OmgeoTLFieldLevelMatchStatus AE Match status of the Block level L2 matching field. DEBASHIS DAS –
Omgeo LLC.
7384 OmgeoTLFieldLevelL2MatchRule AE Investment Manager set matching rule of the Block level L2 matching field. DEBASHIS DAS –
Omgeo LLC.
7385 OmgeoTDInstructingPartyValue AE Investment Manager’s value of the Allocation level L2 matching field. DEBASHIS DAS –
Omgeo LLC.
7386 OmgeoTDExecutingBrokerValue AE Executing Broker’s value of the Confirmation level L2 Matching field. DEBASHIS DAS –
Omgeo LLC.
7387 OmgeoTDFieldLevelMatchStatus AE Match status of the Confirmation level L2 Matching field. DEBASHIS DAS –
Omgeo LLC.
7388 OmgeoTDFieldLevelL2MatchRule AE Investment Manager set matching rule of the Allocation/Confirmation level L2 Matching field. DEBASHIS DAS –
Omgeo LLC.
7389 OmgeoTDMatchStatus J, P, AE Match Status of the Confirmation/Allocation trade. DEBASHIS DAS –
Omgeo LLC.
7390 OmgeoNoIndividualFieldComparison AE Number of repeating groups of Confirmation level Field Comparisons. DEBASHIS DAS –
Omgeo LLC.
7391 OmgeoCounterpartyTradeSideID P, AR, AK, AE Omgeo CTM assigned Counterparty Tradeside ID. DEBASHIS DAS –
Omgeo LLC.
7392 OmgeoTLRejectText J, AE Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Block level. DEBASHIS DAS –
Omgeo LLC.
7393 OmgeoTDRejectText J, AE Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Confirmation level. DEBASHIS DAS –
Omgeo LLC.
7394 OmgeoTDCancelText J, AE Omgeo CTM FIX interface specific field. This would have any Cancel Reason Text at the Confirmation level. DEBASHIS DAS –
Omgeo LLC.
7395 OmgeoConfirmCommissionReason AS, AK Omgeo CTM FIX interface specific field. Omgeo Commission Reason Code at the Confirmation level. DEBASHIS DAS –
Omgeo LLC.
7396 OmgeoConfirmCommissionType AS, AK Omgeo CTM FIX interface specific field. Omgeo Commission type at the Confirmation level. DEBASHIS DAS –
Omgeo LLC.
7397 OmgeoTradeAgreementMethod J, AS, AE Omgeo CTM FIX Interface specific field. Used to denote the Trade agreement method. Possible values: ELEC – electronic, VOIC – voice. DEBASHIS DAS –
Omgeo LLC.
7398 OmgeoAllSecurityTypeGroups AD Omgeo CTM FIX Interface specific field. Used in the query message to query for ALL asset classes (Security Type Groups). Value: Boolean – Y/N DEBASHIS DAS –
Omgeo LLC.
7399 OmgeoAlternateCurrency J, AS Omgeo CTM FIX Interface specific field. Alternate Currency code corresponding to the Alternate Cash Account of IM with the Custodian as defined by Omgeo ALERT SSI. DEBASHIS DAS –
Omgeo LLC.
7400 StratStartTime D, E, F, G, 8 hh:mm Simon Cornwell –
Citigroup Global Markets Ltd
7401 StratEndTime D, E, F, G, 8 hh:mm Simon Cornwell –
Citigroup Global Markets Ltd
7402 VwapPercent D, E, F, G, 8 0-100 (max 2dp) Simon Cornwell –
Citigroup Global Markets Ltd
7403 MinPctVol D, E, F, G, 8 0-100 (max 2dp) Simon Cornwell –
Citigroup Global Markets Ltd
7404 MaxPctVol D, E, F, G, 8 0-100 (max 2dp) Simon Cornwell –
Citigroup Global Markets Ltd
7405 PrcLmtBen D,E,F,G,8 (Char) – valid product code Simon Cornwell –
Citigroup Global Markets Ltd
7406 PrcLmtTol D, E, F, G, 8 0-100 (max 2dp) Simon Cornwell –
Citigroup Global Markets Ltd
7407 SectorLmtTol D, E, F, G, 8 0-100 (max 2dp) Simon Cornwell –
Citigroup Global Markets Ltd
7408 IndexLmt D, E, F, G, 8 0-100 (max 2dp) Simon Cornwell –
Citigroup Global Markets Ltd
7409 CatchUp D, E, F, G, 8 char Simon Cornwell –
Citigroup Global Markets Ltd
7410 TradingStyle D, E, F, G, 8 int Simon Cornwell –
Citigroup Global Markets Ltd
7411 SmartStrategy D, E, F, G, 8 char – valid product code Simon Cornwell –
Citigroup Global Markets Ltd
7412 MaxChildVol D, E, F, G, 8 Int>=0 Simon Cornwell –
Citigroup Global Markets Ltd
7413 Duration D,E, F, G, 8 Int Simon Cornwell –
Citigroup Global Markets Ltd
7414 TW Equities Reserved Wei Koek –
TradeWeb
7415 MaxAuction D, E, F, G, 8 0-100 (max 2dp Simon Cornwell –
Citigroup Global Markets Ltd
7416 CloseStrat D, E, F, G, 8 char – valid product code Simon Cornwell –
Citigroup Global Markets Ltd
7417 TargetPartAuction D, E, F, G, 8 0-100 (max 2dp) Simon Cornwell –
Citigroup Global Markets Ltd
7418 Duration D, E, F, G, 8 Integer 15-510 Simon Cornwell –
Citigroup Global Markets Ltd
7419 TwapBuckets D, E, F, G, 8 Integer 1-102 Simon Cornwell –
Citigroup Global Markets Ltd
7420 TradingStyle D, E, F, G, 8 char – valid product code Simon Cornwell –
Citigroup Global Markets Ltd
7421 StockBasketLimit D, E, F, G, 8 Integer 0-100 Simon Cornwell –
Citigroup Global Markets Ltd
7422 IndexLMTBen char, valid product code Simon Cornwell –
Citigroup Global Markets Ltd
7423 OpenCloseFlag char, valid product code Simon Cornwell –
Citigroup Global Markets Ltd
7424 CompletionLimit D E F G 8 . Simon Cornwell –
Citigroup Global Markets Ltd
7425 OpportunisticVol D E F G 8 . Simon Cornwell –
Citigroup Global Markets Ltd
7426 MomentumFactor D E F G 8 . Simon Cornwell –
Citigroup Global Markets Ltd
7427 RiskAversion D E F G 8 . Simon Cornwell –
Citigroup Global Markets Ltd
7428 ExpectedAlpha D E F G 8 . Simon Cornwell –
Citigroup Global Markets Ltd
7429 CatchUpStop D E F G 8 . Simon Cornwell –
Citigroup Global Markets Ltd
7430 LimitvLast D E F G 8 . Simon Cornwell –
Citigroup Global Markets Ltd
7431 VolProfSkew D E F G 8 as per spec Simon Cornwell –
Citigroup Global Markets Ltd
7432 OneDayOnly As per Spec Simon Cornwell –
Citigroup Global Markets Ltd
7433 OverrideValidation As per Spec Simon Cornwell –
Citigroup Global Markets Ltd
7434 NIMEnabled Security List and Definition Indicates negotiate in the middle is enabled for security Michael Merold –
ICAP
7435 Post Exchange Options Mark Chazen –
Citigroup Global Markets Inc.
7436 LegRank various Support correct ranking of leg instruments within a synthetic. Michael Merold –
ICAP
7437 BaseIndex 8 Tradeweb Base CPI @ Issuance – normally associated with TRSY TIPS. Wei Koek –
TradeWeb
7438 TW Reserved Wei Koek –
TradeWeb
7439 TradingVenueType D, G String with value within :
“L”=light
“D”=dark
“M”=midpoint
Sebastien Mournetas –
Credit Agricole Cheuvreux
7440 Cross Px Impr Cross Price Improvement Mark Chazen –
Citigroup Global Markets Inc.
7441 CrossPX Impr MinQty Cross Price Improvement Min Quantity Mark Chazen –
Citigroup Global Markets Inc.
7442 CrossPx Impr MaxQty Cross Price Impovement Max Quantity Mark Chazen –
Citigroup Global Markets Inc.
7443 PostingAction D,8,E,s Four character posting action code for the first 4 strategy legs Marc Abend –
NYSE Euronext
7444 7444 7444 Mike Slåttery –
Angel Networks
7445 7445 Reserved 7445 7445 Reserved Mike Slåttery –
Angel Networks
7446 TW Reserved Wei Koek –
TradeWeb
7447 TW Reserved Wei Koek –
TradeWeb
7448 TW Reserved Wei Koek –
TradeWeb
7449 TW Reserved Wei Koek –
TradeWeb
7450 CrossMaxQty Mark Chazen –
Citigroup Global Markets Inc.
7451 CrossDiscInstr Mark Chazen –
Citigroup Global Markets Inc.
7452 CrossDiscIncrement Mark Chazen –
Citigroup Global Markets Inc.
7453 Algo Field3 Mark Chazen –
Citigroup Global Markets Inc.
7454 CrossParentResPct Mark Chazen –
Citigroup Global Markets Inc.
7455 CrossOversizeLimit Mark Chazen –
Citigroup Global Markets Inc.
7456 CrossMinQty Mark Chazen –
Citigroup Global Markets Inc.
7457 CrossDoNotCrossPrincipal Mark Chazen –
Citigroup Global Markets Inc.
7458 Algo8 Mark Chazen –
Citigroup Global Markets Inc.
7459 Dark Book Rate Mark Chazen –
Citigroup Global Markets Inc.
7460 Pairs ID Mark Chazen –
Citigroup Global Markets Inc.
7461 Acq Ticker Mark Chazen –
Citigroup Global Markets Inc.
7462 Target Ticker Mark Chazen –
Citigroup Global Markets Inc.
7463 Stock Ratio Mark Chazen –
Citigroup Global Markets Inc.
7464 Hedge Ratio Mark Chazen –
Citigroup Global Markets Inc.
7465 Cash Mark Chazen –
Citigroup Global Markets Inc.
7466 Spread Mark Chazen –
Citigroup Global Markets Inc.
7467 Risk Tol Mark Chazen –
Citigroup Global Markets Inc.
7468 Basket ID Mark Chazen –
Citigroup Global Markets Inc.
7469 Max Spent Mark Chazen –
Citigroup Global Markets Inc.
7470 Min Raised Mark Chazen –
Citigroup Global Markets Inc.
7471 Cross Category Mark Chazen –
Citigroup Global Markets Inc.
7472 DMA Order Type Mark Chazen –
Citigroup Global Markets Inc.
7473 Max% – crossing Mark Chazen –
Citigroup Global Markets Inc.
7474 Mode Mark Chazen –
Citigroup Global Markets Inc.
7475 Pivot Rate Mark Chazen –
Citigroup Global Markets Inc.
7476 Pivot Price Mark Chazen –
Citigroup Global Markets Inc.
7477 Price Sensitivity Mark Chazen –
Citigroup Global Markets Inc.
7478 TW Reserved Wei Koek –
TradeWeb
7479 TW Reserved Wei Koek –
TradeWeb
7480 % Price Offset From IAP Close Ben Valentine –
Citigroup
7481 MarketShareCapClose Ben Valentine –
Citigroup
7482 % From Last Price Cap Ben Valentine –
Citigroup
7483 % Price Offset From IAP Open Ben Valentine –
Citigroup
7484 MarketShareCapOpen Ben Valentine –
Citigroup
7485 % From Close Price Cap Ben Valentine –
Citigroup
7486 Volume Profile Ben Valentine –
Citigroup
7487 Aussie Algo Mark Chazen –
Citigroup Global Markets Inc.
7488 Aussie Algo Mark Chazen –
Citigroup Global Markets Inc.
7489 OtherLegSecurityIDSource 8,s Defines the value in OtherLegSecurityID (602) Marc Abend –
NYSE Euronext
7490 Pivot Price Grace Lin –
Citigroup
7491 Custom Price 1 Grace Lin –
Citigroup
7492 Custom Price 2 Grace Lin –
Citigroup
7493 Custom Rate 1 Grace Lin –
Citigroup
7494 Custom Rate 2 Grace Lin –
Citigroup
7495 DiscIncr Type $
%
Mark Chazen –
Citigroup Global Markets Inc.
7496 Min% LQFI Min% LQFI Mark Chazen –
Citigroup Global Markets Inc.
7497 DaggerTradingStyle D Dagger Trading Style Simon Cornwell –
Citigroup Global Markets Ltd
7498 BuyBack Rules Mark Chazen –
Citigroup Global Markets Inc.
7499 AOLM New Order – Single Enables agress-on-locked-market order feature Michael Merold –
ICAP
7500 SrcSys D,F,G,9 2 Characters – Identifies originating system where transaction was captured. (ex. “BA” = Block Allocation System) Tom Grande –
PaineWebber
7501 NetTrdInd D,F,G,J Net Trade Indicator = whether correspondent/principal firm wants processed as Net Trade – 1 char – Yes/No (y/n) Tom Grande –
PaineWebber
7502 MrkUp D,F,G,J Markup/Markdown – Numeric – Format: +/- 12345.4321 Tom Grande –
PaineWebber
7503 SaleCrdt D,F,G,J Sales Credit (Numeric) +/- 12345.1234 Tom Grande –
PaineWebber
7504 SaleCrdtType D, F, G, J Similar to Fix 4.2 tag 13 CommType. Valid values: 1 = per share, 2 = percentage, 3 = absolute. Use in conjunction with tag 7503 as you would use tag 12. This field identifies sales credit type. Greg Johnston –
RBC Capital Markets
7505 OmgeoTLWorkflowType AS, AE Omgeo specific Block level field which would define the Workflow Type of the Block trade as been determined by CTM. DEBASHIS DAS –
Omgeo LLC.
7506 OmgeoTDWorkflowType AS, AE Omgeo specific Allocation/Confirmation level field which would define the Workflow Type of that Allocation/Confirmation as been determined by CTM. DEBASHIS DAS –
Omgeo LLC.
7507 OmgeoTLWorkflowModifier AS, AE Omgeo specific field which would define the Workflow Modifier of the Block trade as been determined by CTM. DEBASHIS DAS –
Omgeo LLC.
7508 OmgeoTDWorkflowModifier AS, AE Omgeo specific field which would define the Workflow Modifier of the Allocation/Confirmation trade as determined by CTM. DEBASHIS DAS –
Omgeo LLC.
7509 OmgeoNoTLWorkflowModifier AS, AE This would specify the Number of OmgeoTLWorkflowModifier which could be present within this NumInGroup field DEBASHIS DAS –
Omgeo LLC.
7510 OmgeoNoTDWorkflowModifier AS, AE This would specify the Number of OmgeoTDWorkflowModifier which could be present within this NumInGroup field DEBASHIS DAS –
Omgeo LLC.
7511 OmgeoSettlInstProcNarrative AS, AE This field would hold the entire SSI provided by Investment Manager or Executing Broker if 9048 or 7512=MANI DEBASHIS DAS –
Omgeo LLC.
7512 OmgeoCptySettlInstSourceInd J Indicates the source of Counterparty Settlement Instructions. Valid values:
MANI = Manual entry
ALRT = ALERT database
DEBASHIS DAS –
Omgeo LLC.
7513 OmgeoCptyAlertCountryCode J Omgeo specific field used for Counterparty ALERT SSI lookup. DEBASHIS DAS –
Omgeo LLC.
7514 OmgeoCptyAlertMethodType J Omgeo specific field used for Counterparty ALERT SSI lookup. DEBASHIS DAS –
Omgeo LLC.
7515 OmgeoCptyAlertSecurityType J Omgeo specific field used for Counterparty ALERT SSI lookup. DEBASHIS DAS –
Omgeo LLC.
7516 OmgeoTLExpected J, AE Omgeo specific field which would indicate that whether CTM FIX clients would like to send a Block trade or would want CTM to construct the Block (pseudo-block) trade for them. DEBASHIS DAS –
Omgeo LLC.
7517 OmgeoTradeTimeQualifier AS, AK, AE Omgeo defined TradeTime types. DEBASHIS DAS –
Omgeo LLC.
7518 OmgeoTimeZoneIndicator AS, AK, AE Omgeo defined Timezone Indicator. DEBASHIS DAS –
Omgeo LLC.
7519 OmgeoNoWorkflowType AD Omgeo specific field which would specify the number of OmgeoTLWorkflowType. DEBASHIS DAS –
Omgeo LLC.
7520 OmgeoTLMessageFieldType AE Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Block trade. DEBASHIS DAS –
Omgeo LLC.
7521 OmgeoTDMessageFieldType AE Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Allocation/Confirmation trade. DEBASHIS DAS –
Omgeo LLC.
7522 OmgeoTLFieldName AE Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for a Block trade. DEBASHIS DAS –
Omgeo LLC.
7523 OmgeoTDFieldName AE Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for an Allocation/Confirmation trade. DEBASHIS DAS –
Omgeo LLC.
7524 OmgeoTLFieldMatchRuleDescription AE Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for a Block trade. DEBASHIS DAS –
Omgeo LLC.
7525 OmgeoTDFieldMatchRuleDescription AE Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for an Allocation/Confirmation trade. DEBASHIS DAS –
Omgeo LLC.
7526 OmgeoTLFieldLevelMatchRule AE Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for a Block trade. DEBASHIS DAS –
Omgeo LLC.
7527 OmgeoTDFieldLevelMatchRule AE Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for an Allocation/Confirmation trade. DEBASHIS DAS –
Omgeo LLC.
7528 BenchmarkCurveName Name of benchmark curve – FIX 4.2 Wei Koek –
TradeWeb
7529 OptionSettlType [4.2] To describe TW derivative (option/future) settlement or delivery type:
P = Physical
C = Cash
Wei Koek –
TradeWeb
7530 OriginatorType All Order Types Defines the type of order sender, i.e., Customer, Firm, Market Maker, etc. Bill Harts –
Harts and Company
7531 PricePctFixed All Order Types Defines whether the price specified is a fixed amount or a percentage of another security Bill Harts –
Harts and Company
7532 SettlementTime All Option Order Types A=AM Settlement
P=PM Settlement
Bill Harts –
Harts and Company
7533 ClientTier R,S,D,8 This is used to identify which tier to map the quote request, or order to. Typical use would be for streaming prices to multiuser platforms. John Gill –
Standard Chartered Bank
7534 OptionStrategyType Option Definitions Complex option strategy type definitions, i.e., Call Spread, Straddle, Strangle, etc. Bill Harts –
Harts and Company
7535 LegRatio Option Definitions Ratio for an option leg Bill Harts –
Harts and Company
7536 RefHedgePriceType Option Definitions Attribute of RefHedgePrice field Bill Harts –
Harts and Company
7537 RefHedgePrice Option Definitions Reference or Hedge Price (see tag 7536) Bill Harts –
Harts and Company
7538 Delta Option Definitions -1.0 to +1.0 Bill Harts –
Harts and Company
7539 IntentToCross Option Definitions N=False, Y=True Bill Harts –
Harts and Company
7540 StripLength D, 8, AB, R, S, i, X, W Indicates the Instrument is a strip of consecutive maturities. The MaturityDate or MaturityMonthYear field indicates the first maturity. E.g. a strip of 12 monthly options would have 7540=12. Kent Vogel –
Parity Energy, Inc.
7541 NoCompetitiveQuotes Sven Stolz –
360T
7542 360T reserved Sven Stolz –
360T
7543 360T reserved Sven Stolz –
360T
7544 360T reserved Sven Stolz –
360T
7545 360T reserved Sven Stolz –
360T
7546 360T reserved Sven Stolz –
360T
7547 360T reserved Sven Stolz –
360T
7548 360T reserved Sven Stolz –
360T
7549 360T reserved Sven Stolz –
360T
7550 BOATdelay Boolean Flag set when a trade report has been kept a certain amount of time in the BOAT system, before being published. The time limit applied is system specific.
The tag is used in Market Data Message Incremental Refresh (Message type = “X”)
Peter Lenti –
Cinnober Financial Technology AB
7551 TradeReportVersion Int The version of a trade report Peter Lenti –
Cinnober Financial Technology AB
7552 DelayToTime UTCTimestamp The time the trade report was/will be made public Peter Lenti –
Cinnober Financial Technology AB
7553 OverrideDelay Boolean If TRUE (Y), the trade report will be published immediately, if FALSE (N), the system evaluates if the trade should be delayed Peter Lenti –
Cinnober Financial Technology AB
7554 TradeSeqNo Int Trade sequence number Peter Lenti –
Cinnober Financial Technology AB
7555 TradeSeqNoSeries Int Trade sequence number series Peter Lenti –
Cinnober Financial Technology AB
7556 TradeReportRefSystem String Reference to the Trade Report System of the previous version of the trade. Peter Lenti –
Cinnober Financial Technology AB
7557 LiquidShare Boolean Indicates whether this instrument is a “liquid share” or not. Peter Lenti –
Cinnober Financial Technology AB
7558 Sector String The ICB code for the sector that this share belongs to Peter Lenti –
Cinnober Financial Technology AB
7559 BasisOfTrade Int 1 = DMA
2 = Cash
3 = Proprietary
4 = Client interaction
Peter Lenti –
Cinnober Financial Technology AB
7560 SuspendReason Char E = End of day
O = Other
Peter Lenti –
Cinnober Financial Technology AB
7561 SecondaryQuoteID String Contributor’s internal quote reference ID. Peter Lenti –
Cinnober Financial Technology AB
7562 SecondaryTradeID String Contributor’s internal trade reference ID. Peter Lenti –
Cinnober Financial Technology AB
7563 NoWarningReasons Int Number of warning reasons. Peter Lenti –
Cinnober Financial Technology AB
7564 TradeReportWarningReason Int Trade report warning reasons Peter Lenti –
Cinnober Financial Technology AB
7565 NoTradeSeqNoSeries Int Number of trade sequence number series. Peter Lenti –
Cinnober Financial Technology AB
7566 TimezoneOffset Int Offset to the local time compared to UTC. E.g. -5 is Eastern time. Peter Lenti –
Cinnober Financial Technology AB
7567 ReportedPxDiff Boolean Indicates if the price differs from the market price Peter Lenti –
Cinnober Financial Technology AB
7568 ReportedPXReason Char Reason why price differs from market price:
D = Market Condition
N = Negotiated Trade
A = Amended trade
C = Cancelled Trade
Peter Lenti –
Cinnober Financial Technology AB
7569 RptSys String The system which has published the report. Peter Lenti –
Cinnober Financial Technology AB
7570 RptTime UTCTimestamp The time the trade report will be published. Peter Lenti –
Cinnober Financial Technology AB
7571 AVT Int The MiFID “average value of turnover” of the instrument. Peter Lenti –
Cinnober Financial Technology AB
7572 AVTCurrency Currency The currency in which the AVT is expressed Peter Lenti –
Cinnober Financial Technology AB
7573 ADT Int The MiFID “average daily turnover” of the instrument Peter Lenti –
Cinnober Financial Technology AB
7574 ADTCurrency Currency The currency in which the ADT is expressed Peter Lenti –
Cinnober Financial Technology AB
7575 SMS Int The MiFID “standard market size” of the instrument Peter Lenti –
Cinnober Financial Technology AB
7576 SILiquidSharesReqID String The request ID in a SI Liquid Shares message. Peter Lenti –
Cinnober Financial Technology AB
7577 SILiquidSharesStatus Int 0 = accepted
1 = rejected
Peter Lenti –
Cinnober Financial Technology AB
7578 SILiquidSharesRejectReason Int Reason for reject Peter Lenti –
Cinnober Financial Technology AB
7579 SuspendQuotingReqID String The request ID for suspend quoting. Peter Lenti –
Cinnober Financial Technology AB
7580 SuspendQuotingStatus Int 0 = Request accepted
1 = Request rejected
Peter Lenti –
Cinnober Financial Technology AB
7581 SuspendQuotingRejectReason Int Reason for reject Peter Lenti –
Cinnober Financial Technology AB
7582 NoQuotableCurrencies Int Number of quotable currencies for an instrument. Peter Lenti –
Cinnober Financial Technology AB
7583 QuotesClearedTime UTCTimestamp The timestamp when quotes where cleared in BOAT. Peter Lenti –
Cinnober Financial Technology AB
7584 TradeReportSystem String The trade report system of a trade report. Peter Lenti –
Cinnober Financial Technology AB
7585 TradeReportRefVersion Int The version of the previous trade report. Peter Lenti –
Cinnober Financial Technology AB
7586 NoQuotableInstruments Int Number of quotable instruments. Peter Lenti –
Cinnober Financial Technology AB
7587 ClientTrade Boolean Indicates if the trade is a Client Trade, i.e. eligible for delay. Peter Lenti –
Cinnober Financial Technology AB
7588 QuotableInstrumentStatusReqID String ID of a Quotable Instrument Status request. Peter Lenti –
Cinnober Financial Technology AB
7589 QuotableInstrStatusReqRejReason Int Reason for reject.
1 = Duplicate request ID
2 = Insufficient permissions
94 = Not allowed on current state
98 = Service not available
99 = Other
Peter Lenti –
Cinnober Financial Technology AB
7590 ReceivedTime UTCTimestamp The timestamp when the trade was received by BOAT. Peter Lenti –
Cinnober Financial Technology AB
7591 SecurityValidToTime UTCTimestamp The latest timestamp when the security is valid. Peter Lenti –
Cinnober Financial Technology AB
7592 SecurityChangedTime UTCTimestamp Timestamp of Security Change. Peter Lenti –
Cinnober Financial Technology AB
7593 SecurityValidFromTime UTCTimestamp The earliest timestamp when the security is valid. Peter Lenti –
Cinnober Financial Technology AB
7594 LiquidityLevel Int The liquidity level of the instrument. Peter Lenti –
Cinnober Financial Technology AB
7595 NoSharesIssued Long The number of shares issued. Peter Lenti –
Cinnober Financial Technology AB
7596 PxQtyReviewed Boolean Indicates if the trade price and trade quantity have been reviewed. Peter Lenti –
Cinnober Financial Technology AB
7597 QueriedTrade Boolean Indicates if the trade is queried, for example price or qty Peter Lenti –
Cinnober Financial Technology AB
7598 SystemUTIRef String Unique system specific trade indentifier reference. Required in Trade Capture Report (Message type = “AE”) for cancellations (ExecType=H) or amendments (ExecType=0 and 7556, 572, and 7585 submitted). References a SystemUTI. Peter Lenti –
Cinnober Financial Technology AB
7599 SystemUTI String Unique system specific trade indentifier. Returned in Trade Capture Report Ack (Message type = “AR”) when the trade report is accepted. Peter Lenti –
Cinnober Financial Technology AB
7600 WdnStrategyType string This is a required field! Michael Mook –
Weeden & Co. LP
7601 WdnStrategyMode string Indicate value. Michael Mook –
Weeden & Co. LP
7602 WdnStartTime time GMT, FIX standard format — missing means start immediately. Michael Mook –
Weeden & Co.
7603 WdnEndTime time GMT, FIX standard format — missing means trade to market close. Michael Mook –
Weeden & Co.
7604 WdnMOCFlag string Y or N — missing means N. Michael Mook –
Weeden & Co. LP
7605 WdnMaxParticipation integer missing is the same as zero. Michael Mook –
Weeden & Co. LP
7606 WdnTargetParticipation integer this tag is ignored if value is missing or zero. Michael Mook –
Weeden & Co. LP
7607 WdnStrategyParameter1 Michael Mook –
Weeden & Co. LP
7608 WdnStrategyParameter2 Michael Mook –
Weeden & Co. LP
7609 WdnStrategyParameter3 Michael Mook –
Weeden & Co. LP
7610 WdnStrategyParameter4 Michael Mook –
Weeden & Co. LP
7611 WdnStrategyParameter5 Michael Mook –
Weeden & Co. LP
7612 WdnStrategyParameter6 Michael Mook –
Weeden & Co. LP
7613 WdnStrategyParameter7 Michael Mook –
Weeden & Co. LP
7614 WdnStrategyParameter8 Michael Mook –
Weeden & Co.
7615 WdnStrategyParameter9 Michael Mook –
Weeden & Co.
7616 WdnStrategyParameter10 Michael Mook –
Weeden & Co.
7617 WdnStrategyParameter11 Michael Mook –
Weeden & Co.
7618 WdnStrategyParameter12 Michael Mook –
Weeden & Co.
7619 WdnStrategyParameter13 Michael Mook –
Weeden & Co.
7620 WdnStrategyParameter14 Michael Mook –
Weeden & Co.
7621 WdnStrategyParameter15 Michael Mook –
Weeden & Co.
7622 WdnStrategyParameter16 Michael Mook –
Weeden & Co.
7623 WdnStrategyParameter17 Michael Mook –
Weeden & Co.
7624 WdnStrategyParameter18 Michael Mook –
Weeden & Co.
7625 WdnStrategyParameter19 Michael Mook –
Weeden & Co.
7626 WdnStrategyParameter20 Michael Mook –
Weeden & Co.
7627 WdnStrategyParameter21 Michael Mook –
Weeden & Co.
7628 WdnStrategyParameter22 Michael Mook –
Weeden & Co.
7629 WdnStrategyParameter23 Michael Mook –
Weeden & Co.
7630 WdnStrategyParameter24 Michael Mook –
Weeden & Co.
7631 WdnStrategyParameter25 Michael Mook –
Weeden & Co.
7632 WdnStrategyParameter26 Michael Mook –
Weeden & Co.
7633 WdnStrategyParameter27 Michael Mook –
Weeden & Co.
7634 WdnStrategyParameter28 Michael Mook –
Weeden & Co.
7635 WdnStrategyParameter29 Michael Mook –
Weeden & Co.
7636 WdnStrategyParameter30 Michael Mook –
Weeden & Co.
7637 WdnStrategyParameter31 Michael Mook –
Weeden & Co.
7638 WdnStrategyParameter32 Michael Mook –
Weeden & Co.
7639 WdnStrategyParameter33 Michael Mook –
Weeden & Co.
7640 WdnStrategyParameter34 Michael Mook –
Weeden & Co.
7641 WdnStrategyParameter35 Michael Mook –
Weeden & Co.
7642 WdnStrategyParameter36 Michael Mook –
Weeden & Co.
7643 WdnStrategyParameter37 Michael Mook –
Weeden & Co.
7644 WdnStrategyParameter38 Michael Mook –
Weeden & Co.
7645 WdnStrategyParameter39 Michael Mook –
Weeden & Co.
7646 WdnStrategyParameter40 Michael Mook –
Weeden & Co.
7647 WdnStrategyParameter41 Michael Mook –
Weeden & Co.
7648 WdnStrategyParameter42 Michael Mook –
Weeden & Co.
7649 WdnStrategyParameter43 Michael Mook –
Weeden & Co.
7650 WdnStrategyParameter44 Michael Mook –
Weeden & Co.
7651 WdnStrategyParameter45 Michael Mook –
Weeden & Co.
7652 WdnStrategyParameter46 Michael Mook –
Weeden & Co.
7653 WdnStrategyParameter47 Michael Mook –
Weeden & Co.
7654 WdnStrategyParameter48 Michael Mook –
Weeden & Co.
7655 WdnStrategyParameter49 Michael Mook –
Weeden & Co.
7656 WdnStrategyParameter50 Michael Mook –
Weeden & Co.
7657 WdnStrategyParameter51 Michael Mook –
Weeden & Co.
7658 WdnStrategyParameter52 Michael Mook –
Weeden & Co.
7659 WdnStrategyParameter53 Michael Mook –
Weeden & Co.
7660 WdnStrategyParameter54 Michael Mook –
Weeden & Co.
7661 Institutional ID D,F,G,8,s This field contains the institutional ID (length is 7 characters). Gilles Bui –
GL Trade
7662 Trader Group ID D,F,G,8,s This field contains the ID of the trader group. Gilles Bui –
GL Trade
7663 SettlAccType D,F,G,8,s This field indicates the settlement account type. Valid values: 1=Standing; 2=House; 3=Client. Gilles Bui –
GL Trade
7664 Settlement Venue D,F,G,8,s Currently all London Stock Exchange instruments are applicable to a single settlement venue. Gilles Bui –
GL Trade
7665 Member Code Counterpart D,F,G,8,s This field indicates the Member code counterpart. For a cross order the possible values are: INTRAFIRM or NONMEMBER. Gilles Bui –
GL Trade
7666 Mandator ID 8 This field indicates the code of the mandator. Gilles Bui –
GL Trade
7667 Public Order Code 8 This field contains the public order code (i.e. the order code for the displayed quantity). Gilles Bui –
GL Trade
7668 LastCounterpartExec 8 Indicates the counterpart of the last trade. Gilles Bui –
GL Trade
7669 MIFID Order Type D,F,G,8,s Indicates the client order type in case the order is sent to the client matching engine.
Valid values: 1=Mid price (matching engine will maintain the price in real time as mid-price); 2= Soft limit (matching engine will manage an internal limit, and an external or exchange limit).
Gilles Bui –
GL Trade
7670 MIFID Internal Limite D,F,G,8,s In case the order type is soft-limit, this field indicates the internal limit. Gilles Bui –
GL Trade
7671 User Dealer D,F,G,8,P This field indicates the User Dealer (set in GL OMS) Gilles Bui –
GL Trade
7672 User Sales D,F,G,8,P This field indicates the User Sales (set in GL OMS) Gilles Bui –
GL Trade
7673 OrigClientID D,F,G,8,J,P Original Client ID of the order before amendment of Client ID Gilles Bui –
GL Trade
7674 PrevOrdQty D,F,G,8 Previous quantity of the order before amendment (used for GL OMS) Gilles Bui –
GL Trade
7675 PrevOrdPrice D,F,G,8 Previous price of the order before amendment(used for GL OMS) Gilles Bui –
GL Trade
7676 FloorQtyDay 8 Floor quantity of the day. Used for GL SOM to indicate the executed quantity for client order, at the end of the day. Gilles Bui –
GL Trade
7677 AllocExecID J Allocation ExecID used in Account Repeating Group (to link with Exec repeating Group) Gilles Bui –
GL Trade
7678 TotalRevCost 8,P Used for GL SOM. Sum of all (MatchedQty*RevisedPrice) Gilles Bui –
GL Trade
7679 AvgRevPrice 8,P Average Revised Price (Used for GL SOM) Gilles Bui –
GL Trade
7680 OTCInd D,F,G,AB,AC,J,s OTC (Off Exchange order) indicator. Used to set GL Class Order.
Valid values: 0=On Exchange Order; 1= Off Exchange Order; 2=OTC Initial Trade Notification.
Gilles Bui –
GL Trade
7681 TotalCostDay 8 Total cost of the day set by GL SOM for EDA orders. Gilles Bui –
GL Trade
7682 AvgPriceDay 8 Average Price of the day set by GL SOM (for EDA orders) Gilles Bui –
GL Trade
7683 CurrencyRate D,F,G,s,8 This field indicates the rate between the currency used for the trade and the currency used by the counterpart Gilles Bui –
GL Trade
7684 ComplSettlement D,F,G,s,8 Used to indicate a complementary information about the settlement Gilles Bui –
GL Trade
7685 ReminderInterval D,F,G,8,s Used for Jakarta Stock Exchange (required for Off-exchange) Gilles Bui –
GL Trade
7686 SuspensionInd f Suspension Indicator Gilles Bui –
GL Trade
7687 PercentageVar f Percentage Variation Gilles Bui –
GL Trade
7688 OTCSession D,F,G,8,y Indicates the period where the block can be traded.Valid values: 1=No; 1=Trading Hours; 2=After Hours; 3= Trading and After Hours. Gilles Bui –
GL Trade
7689 ThresholdExecQty 8 Indicates the maximum number contracts affected for an executed (used for XETRA best quote) Gilles Bui –
GL Trade
7690 LimitGap D,F,G,8,s,AB,AC Indicates the price delta relative to current market best price. Specific to XETRA market (best quote) Gilles Bui –
GL Trade
7691 ClientCapacity D,F,G,8 Indicates the client capacity. Valid values: 1=Agent; 2=Principal; 3=Riksless principal; 4=Individual; 5=Member agent. Gilles Bui –
GL Trade
7692 SubClCodType D,F,G,8 GL Sub Client Code Type (for clearing). Valid values: 1=Liquidity; 2=Specialist; 3=None; 4=Insider; 5=Shareholder. Gilles Bui –
GL Trade
7693 ClientAccID D,F,G,8 GL client account ID (for clearing) Gilles Bui –
GL Trade
7694 SubAccount D,F,G,8 Client sub-account (for clearing) Gilles Bui –
GL Trade
7695 CoverInd D,F,G,8 GL Covered Indicator. Valid values: 1=Covered; 2=Uncovered. Gilles Bui –
GL Trade
7696 TrusteeID D,F,G,8 Indicate a local reference ID. Gilles Bui –
GL Trade
7697 ShareGroupID D,F,G,8 GL Share Group ID (for clearing) Gilles Bui –
GL Trade
7698 Netting D,F,G,8 Indicates the condition used to group the orders.
Valid values: 1=Amalgate same price; 2=Don’t Amalgamate Against; 3=Amalgamate Manual average Price; 4=Amalgamate Automatic Average Price.
Gilles Bui –
GL Trade
7699 NettingGroup D,F,G,8 Only the orders with the same “Netting” letter will be amalgamated. This field allows differentiating all alphanumerical characters used. Gilles Bui –
GL Trade
7700 Book ID D,F,G,8 Group of PorfolioID. Specific Kuwait Stock Exchange for back office. Gilles Bui –
GL Trade
7701 QuoteEntryDate Date the quote was initiated by quote originator Robert Allison –
MarketAxess
7702 QuoteEntryTime Mass Quote Time quote was entered by orginator Robert Allison –
MarketAxess
7703 MarketSegment Quote Request The Market Segment allows the requester to set the Market Segment that will be sent in a Mass Quote Response Robert Allison –
MarketAxess
7704 MIFID ClientCodeType D,F,G,8,9,s Defines the client type.
Valid values: 1 Market Maker; 2 Eligible counterparty; 3 Investment Firms; 4 Retail.
Gilles Bui –
GL Trade
7705 MIFIDTradeExchange 8,9,s Contains the GL GLID of execution market Gilles Bui –
GL Trade
7706 OriginatorAcc D,F,G,s,8 Indicates the member’s own account to the end-client. Gilles Bui –
GL Trade
7707 NoDeposit U1 Repeating Group Index for GL SPAN message Gilles Bui –
GL Trade
7708 UnderlyingRisk U1 Risk level for the underlying symbol. (specific to GL SPAN message) Gilles Bui –
GL Trade
7709 MarginInit U1 Initial deposit value (specific to GL SPAN message) Gilles Bui –
GL Trade
7710 TSXSOROrderID1 D,F,G,8,9 Smart Order Router (SOR) order identifier. Derek Hwong –
TSX Group
7711 TSXSOROrderID2 D,F,G,8,9 Smart Order Router (SOR) order identifier. Derek Hwong –
TSX Group
7712 TSXParticipationOption MC,MR Identifies the type of incoming orders that a registered trader would like to participate with, when the other registered trader is not participating.
Valid values:
1 = Total MGF Size for eligibility and participation (default)
2 = Total MGF Size for eligibility, Individual MGF Size for participation
3 = Individual MGF Size for eligibility and participation
Derek Hwong –
TSX Group
7713 TSXNoTradeFeat D,G,8 A marker that is supplied by the Member Firm to prevent trading against that same Member Firm’s contra orders based on a matching TSXNoTradeKey.
Valid values:
NM = Cancel Newest
EM = Execute Match
OM = Cancel Oldest
DM = Decrement Larger and Cancel Smaller
Derek Hwong –
TSX Group
7714 TSXNoTradeKey D,G,8 A Member Firm produces these keys to prevent trading against that same Member Firm’s contra orders based on a matching TSXNoTradeKey. Note that the marketplace does not produce this key or enforce the uniqueness of this key. TSXNoTradeKey only prevents trades between orders produced by the same BrokerNumber (or if present, by PrivateBrokerNumber). Derek Hwong –
TSX Group
7715 TSXNoTradeOrderNum 8 The contra private order number that would have matched with the order, if not prevented by the no-trade feature. Derek Hwong –
TSX Group
7716 TSXNoTradeVol 8 The number of shares that would have matched, if not prevented by the no-trade feature. Derek Hwong –
TSX Group
7717 TSXNoTradePrice 8 The price the match would have occurred at, if not prevented by the no-trade feature. Derek Hwong –
TSX Group
7718 TMX UDF Derek Hwong –
TSX Group
7719 TSXBuyParticipationVolume MC,MR To assign the maximum buy participation volume for a symbol. Derek Hwong –
TSX Group
7720 TSXSellParticipationVolume MC,MR To assign the maximum sell participation volume for a symbol. Derek Hwong –
TSX Group
7721 TSXRemainingBuyParticipationVolume 8,MR The remaining buy participation volume for a symbol. Derek Hwong –
TSX Group
7722 TSXRemainingSellParticipationVolume 8,MR The remaining sell participation volume for a symbol. Derek Hwong –
TSX Group
7723 TSXPegType D,G,8 Peg to the protected NBBO. Available on undisplayed orders only.
Valid values:
C = Contra Midpoint Only Plus
D = Contra Midpoint Only Plus, Dark Sweep
M = Midpoint Peg
N = None (default)
P = Market Peg
R = Primary Peg
x = Minimum Price Improvement Peg
Derek Hwong –
TSX Group
7724 TSXATSTimestamp The time the quote changed on the ATS. Derek Hwong –
TSX Group
7725 TSXAL1Timestamp The time the ABBO provider generated the quote. Derek Hwong –
TSX Group
7726 TSXUndisplayed D,G,8 Indicates the order is completely undisplayed.
Y = Yes
N = No (default)
Derek Hwong –
TSX Group
7727 TSXExecCancelledReason 8 Indicates that the order was cancelled because of Cancel on Disconnect (COD). Derek Hwong –
TSX Group
7728 TSXRemainingMGFVolume MR The remaining available volume that the equities specialist may increase their MGF volume by. Derek Hwong –
TSX Group
7729 ShortMarkingExempt D,G,8 Marker for Short-Marking Exempt order designation. Required if applicable for Short-Marking Exempt.
Valid values:
0 = SME
1 = Buy Cross SME
2 = Sell Cross SME
3 = Both Buy and Sell Cross SME
Derek Hwong –
TSX Group
7730 TMX UDF Derek Hwong –
TSX Group
7731 TSXSeekDarkLiquidity D,8 Used on an IOC/FOK order to only match against dark liquidity.
Valid values:
1 = Trade with price improving dark only
2 = Trade with dark up to and including the NBBO
Derek Hwong –
TSX Group
7732 TSXMatchingPriority 8 Indicates the type of priority used to match the order in a trade.
Valid values:
1 = Indicates match was because of Broker Preferencing
Derek Hwong –
TSX Group
7733 TSXSelfTrade 8 Indicates if the trade is a Self Trade. Self Trades are suppressed on the public feed.
Valid values:
Y = Yes
N = No
Derek Hwong –
TSX Group
7734 TSXSpeedbump 8,9 Indicates whether a message was subject to a processing delay before interacting with the order book.
Valid values:
” ” (blank) = Feature is off or is not applicable to this order (default)
Y = Feature on, message goes through Speedbump
N = Feature on, message does not go through Speedbump
Derek Hwong –
TSX Group
7735 TSXLongLife D,8 Identifies the order as a LongLife eligible order.
Valid values:
Y = Yes
N = No (default)
Derek Hwong –
TSX Group
7736 UndisclTradedVol 8 The portion of traded volume attributed to the undisclosed volume of an Iceberg order. Derek Hwong –
TSX Group
7737 POComment D,F,G,8,9 A free-form, pass-through tag provided for use by POs. Derek Hwong –
TSX Group
7738 PriceBandInst D,G,8 Instructions to the Exchange when the order price exceeds TSX Marketplace threshold price band limits.
Valid values:
0 = Kill Order (default)
1 = Reprice
Derek Hwong –
TSX Group
7739 TSXMarketInst D,8 Instructions to the Exchange to identify certain order types.
Valid values:
CO = Closing Offset
Derek Hwong –
TSX Group
7740 CrossFlag D, G, 8 Boolean
Indicates whether or not the cross is allowed.
Valid values:
Y = OK to cross
N = No cross (cross is forbidden)
Sebastien Mournetas –
Credit Agricole Cheuvreux
7741 LegContraQty 8 Contra amount of the leg Claire Williams –
Bank of America
7742 OriginatorAccFinal D,8 Indicates the account of the person who initiates the order. Gilles Bui –
GL Trade
7743 ClientIdSOM D,F,G,s,8,9 Indicates the UserId set in GLSOM to identify the FIX Client. Gilles Bui –
GL Trade
7744 WorkChildMinQty D,G,AB,8 Defines the quantity below which the price modification will be triggered. Specific to algos %Volume and WithATick when running with GL Tactics. Gilles Bui –
GL Trade
7745 TriggerDateTime D,G,AB,8 Defines the date and time at which the order must be sent to the exchange. Specific to tactic Unreleased when running with GL Tactics. Gilles Bui –
GL Trade
7746 WorkMaxLimitPrice A,G,AB,8 Defines the Work Maximum Limit Price (specific to algos PEG + Linked Peg for GL Tactics) Gilles Bui –
GL Trade
7747 WorkPrice D,G,AB,8 Defines the Work Price (specific to algo Linked Peg for GL Tactics) Gilles Bui –
GL Trade
7748 WorkEndDate D,G,AB,8 Defines the date and time of the last wave. Specific to algo TWAP(native) when running with GL Tactics. Gilles Bui –
GL Trade
7749 WorkRefVolume 8 Used with GL algo %Volume, this field indicates the volume at the beginning. Gilles Bui –
GL Trade
7750 BookingTypeCustom Order Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD) or similar.
Valid values:
0 = Regular booking (DVP)
1 = CFD
2 = Swap
3 = Give Up
4 = Combined communication
Andrew Bowley –
Lehman Brothers
7751 SyntheticQtyType 0=Percentage
1=Quantity
Andrew Bowley –
Lehman Brothers
7752 NoSynthetics Number of SyntheticType, SyntheticQty, and SyntheticBroker entries Andrew Bowley –
Lehman Brothers
7753 SyntheticType 0=CFD
1=Swap
2=Give Up
Andrew Bowley –
Lehman Brothers
7754 SyntheticQty A percentage or quantity of the order’s quantity, as defined by SyntheticQtyType, that represents the associated SyntheticType Andrew Bowley –
Lehman Brothers
7755 SyntheticBroker Value representing the broker Andrew Bowley –
Lehman Brothers
7756 WorkSymbol D,G,AB,8 Contains the symbol used to trigger the order (specific Linked Peg for GL Tactics) Gilles Bui –
GL Trade
7757 WorkIDSource D,G,AB,8 Contains the ID Source used to trigger the order (specific Linked Peg for GL Tactics) Gilles Bui –
GL Trade
7758 WorkSecurityIDSource D,G,AB,8 Contains the Security ID Source used to trigger the order (specific Linked Peg for GL Tactics) Gilles Bui –
GL Trade
7759 RevisedFinal 8 Remaining payment due on any contract (specific to KMEFIC) Gilles Bui –
GL Trade
7760 Auction limit price All Limit price in % value terms Natasha Bonner-Fomes –
Lehman Brothers UK
7761 QuoteRank Execution Report Added to the custom repeating group “NoDealers” (9690) for dealer responses assigning a numeric rank to a dealer quote. Pomeli Ghosh –
MarketAxess
7762 Exclude New Order(Single,multi-leg,list) A boolean flag to indicate exclusion within a repeating block. Example: Used in NoDealers custom block (9690) to indicate exclusion of a particular DealerID (9691) from an order.
Value: 1/0
Pomeli Ghosh –
MarketAxess
7763 RequestIn Long The time when application received request Igor Tkachev –
Deutsche Bank
7764 RequestOut Long The time when application sent request Igor Tkachev –
Deutsche Bank
7765 ResponseIn Long The time when application received response Igor Tkachev –
Deutsche Bank
7766 ResponseOut Long The time when application sent response Igor Tkachev –
Deutsche Bank
7767 IsRelative String It points that OrderQty is relative value (LeavesQty = LeavesQty – OrderQty). Nikolay Volnov –
Deutsche Bank
7768 OptionTradeType TW Derivative Trade Type (Option/Future)
1 = Listed
2 = Flex
3 = Bilateral
Wei Koek –
TradeWeb
7769 DeltaTransfer Option Delta Transfer

1 = Delta Work
2 = Delta Exchange
3 = Risk

Wei Koek –
TradeWeb
7770 LockedQty 8 Locked quantity Matthew Burrows –
BATS Trading
7771 RouteOddToSlowExchange D Y = Route Odd Lot to slow* exchange
N = Do no route Odd Lot to slow* exchange 

*some exhchanges incur extra delay for odd-lot processing or do not process odd lot IOCs

Paul Rose –
BATS Trading
7772 CentralCounterParty The Central Counterparty. Martyn Thomas –
BATS Trading
7773 OtherLegSecurityID 8,s The AMR for the other component leg of an Asset Allocation or a Prof Trade / or / ISIN code for the underlying cash leg that is part of a Basis or Against Actuals trade Marc Abend –
NYSE Euronext
7774 OtherLegReferenceNo 8,s For basis trades only. Free text field that provides a identifying reference for the cash leg Marc Abend –
NYSE Euronext
7775 OtherLegLastPx 8,s For Basis and Against Actual trades only. Underlying cash leg price Marc Abend –
NYSE Euronext
7776 Volga Quote The Volga of an Option Alexey Erekhinsky –
Deutsche Bank
7777 LastMktBloomberg ioi Bloomberg recognized exchange code. This is a 2 character, alpha code. Don Scheurer –
BLOOMBERG LP.
7778 SecurityExchangeBloomberg new order single & ioi Bloomberg recognized exchange code. 2 character alpha code. Don Scheurer –
BLOOMBERG LP.
7779 Route to session All Used for fix-to-fix processing. No internal updates along the way. Strictly endpoint processing. Used to bypass local database updates. Don Scheurer –
Bloomberg
7780 Reserved Paulo Lai –
Object Trading
7781 Reserved Paulo Lai –
Object Trading
7782 Reserved Paulo Lai –
Object Trading
7783 Reserved Paulo Lai –
Object Trading
7784 Reserved Paulo Lai –
Object Trading
7785 Reserved Paulo Lai –
Object Trading
7786 Reserved Paulo Lai –
Object Trading
7787 Reserved Paulo Lai –
Object Trading
7788 Reserved Paulo Lai –
Object Trading
7789 Reserved Paulo Lai –
Object Trading
7790 Reserved Paulo Lai –
Object Trading
7791 Reserved Paulo Lai –
Object Trading
7792 Reserved Paulo Lai –
Object Trading
7793 Reserved Paulo Lai –
Object Trading
7794 Reserved Paulo Lai –
Object Trading
7795 Reserved Paulo Lai –
Object Trading
7796 Reserved Paulo Lai –
Object Trading
7797 Reserved . Paulo Lai –
Object Trading
7798 Reserved Paulo Lai –
Object Trading
7799 Reserved Paulo Lai –
Object Trading
7800 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7801 SourceApplication D, G, 8 Identifies Portfolio Trading flow (String) Daniel Yu –
JP Morgan
7802 GroupName D, G, 8 Group Identifier for Parent/Child orders(String) Daniel Yu –
JP Morgan
7803 Strategy D, G, 8 Indicates whether a strategy should be applied to a Program (String) Daniel Yu –
JP Morgan
7804 Algo reserved Algo reserved – APAC Product Billy Zhao –
Deutsche Bank
7805 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7806 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7807 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7808 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7809 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7810 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7811 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7812 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7813 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7814 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7815 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7816 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7817 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7818 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7819 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7820 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7821 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7822 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7823 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7824 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7825 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7826 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7827 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7828 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7829 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7830 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7831 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7832 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7833 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7834 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7835 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7836 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7837 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7838 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7839 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7840 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7841 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7842 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7843 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7844 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7845 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7846 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7847 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7848 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7849 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7850 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7851 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7852 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7853 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7854 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7855 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7856 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7857 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7858 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7859 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7860 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7861 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7862 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7863 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7864 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7865 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7866 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7867 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7868 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7869 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7870 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7871 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7872 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7873 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7874 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7875 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7876 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7877 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7878 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7879 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7880 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7881 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7882 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7883 Algo reserved Algo reserved – Would Criteria Billy Zhao –
Deutsche Bank
7884 Algo reserved Algo reserved – Perf Variation Billy Zhao –
Deutsche Bank
7885 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7886 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7887 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7888 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7889 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7890 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7891 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7892 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7893 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7894 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7895 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7896 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7897 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7898 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7899 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7900 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7901 Algo reserved Algo reserved – SOR Billy Zhao –
Deutsche Bank
7902 Algo reserved Algo reserved – SOR Billy Zhao –
Deutsche Bank
7903 Algo reserved Algo reserved – SOR Billy Zhao –
Deutsche Bank
7904 Algo reserved Algo reserved – SOR Billy Zhao –
Deutsche Bank
7905 Algo reserved Algo reserved Billy Zhao –
Deutsche Bank
7906 CombinedOrdType D,G,i 1 – Normal Order (controlled against NBBO)
2 – No NBBO controls
3 – No OLA routing
Jim Haworth –
CMC
7907 MarketPhase D Directing order to various market phases daryll petrie –
primeo
7908 MarketPhase D Directing order to various market phases daryll petrie –
primeo
7909 MarketPhase D Directing order to various market phases daryll petrie –
primeo
7910 DayCountFraction 8, J Describes the method used for calculating accrued interest for a bond.
A free text field, example values are:
1/1, 30/360, 30E/360, ACT/360, ACT/365.FIXED, ACT/ACT.AFB, ACT/ACT.ISDA, ACT/ACT.ISMA
George Macdonald –
Macdonald Associates
7911 LegTenorValue R, AG Tenor of a multi-leg trade Claire Williams –
Bank of America
7912 LegBidSize R, AG Quoted amount of a multi-leg deal (repeating group) Claire Williams –
Bank of America
7913 LegOfferSize R, AG Offer size of a multi-leg trade (repeating group) Claire Williams –
Bank of America
7914 LegBidSpotRate R, AG Spot Rate bid for a multi-leg deal (repeating group) Claire Williams –
Bank of America
7915 LegOfferSpotRate R, AG Spot Rate ask for a multi-leg trade (part of repeating group) Claire Williams –
Bank of America
7916 LegUSDEquiv 8 USD Equivalent of the dealt currency (multi-leg) Claire Williams –
Bank of America
7917 LegHomeCcyQty 8 Client’s home currency equivalent of the dealt currency (multi-leg) Claire Williams –
Bank of America
7918 LegHomeCcyRate 8 Client’s home currency rate against the dealt currency (Multi-leg) Claire Williams –
Bank of America
7919 LegAvgPx 8 average all-in rate of a multi-leg trade Claire Williams –
Bank of America
7920 ConvertedPriceIndicator Char Indicates whether the price and currency entered on the trade is the price and currency in which the transaction was dealt. Valid values ‘Y’, ‘N’ & ‘ ‘ Andrew Broughton –
7921 BargainCondition String Bargain condition of an order (GL). James Talbot –
7922 BestExecutionUniverse Int List of Markets, Alternative Venues,DarkpooL, Internal systems (matching engine for OTC, Systematic Internalisator,…) Cordon Eric –
BNPPARIBAS EQ&D
7923 ExchangeListCode Indicate the code (number or name) of the list of exchanges authorized. This is created to allow to route orders when no destination is specified ( tag 100 or 207 empty, …). This can be used to specify External Brokers (another region, another hub) , specify a list of limited exchanges for the client , …. Cordon Eric –
BNPPARIBAS EQ&D
7924 DeltaAheadThresholdQty Eugen Sarbu –
Lehman Brothers
7925 DeltaAheadThresholdValue Eugen Sarbu –
Lehman Brothers
7926 WorkingDelta Eugen Sarbu –
Lehman Brothers
7927 AggressivePost D,G Boolean Eugen Sarbu –
Barclays Capital
7928 SelfTradePreventFlag D, G Use of this field will indicate that you do not wish to trade against yourself on the NYSE Arca Equities exchange. Will be available late 2nd Qtr./Early 3rd Qtr. 2009. Marc Abend –
NYSE Euronext
7929 CAPStrategyIndicator Marc Abend –
NYSE Euronext
7930 ServiceID Svetlana Krin –
Mantara
7931 VenueID Venue of Target or Execution Svetlana Krin –
Mantara
7932 RouteToID Destination when Routing Away Svetlana Krin –
Mantara
7933 BrokerID Broker to Sponsor order Svetlana Krin –
Mantara
7934 FirmID Svetlana Krin –
Mantara
7935 DisplayInst Svetlana Krin –
Mantara
7936 UserID Svetlana Krin –
Mantara
7937 UserName Svetlana Krin –
Mantara
7938 BlotterID Svetlana Krin –
Mantara
7939 BlotterName Svetlana Krin –
Mantara
7940 StrategyID Svetlana Krin –
Mantara
7941 VenueStrategy Svetlana Krin –
Mantara
7942 CrossFirst Svetlana Krin –
Mantara
7943 CrossAfter Svetlana Krin –
Mantara
7944 RouteFirst Svetlana Krin –
Mantara
7945 TakeShown Svetlana Krin –
Mantara
7946 TakeWhenShown Svetlana Krin –
Mantara
7947 CanReprice Svetlana Krin –
Mantara
7948 PostOnly Svetlana Krin –
Mantara
7949 PostAwayTag Svetlana Krin –
Mantara
7950 RouteOut Svetlana Krin –
Mantara
7951 DialectID Svetlana Krin –
Mantara
7952 TradingDeskID Svetlana Krin –
Mantara
7953 RegionID Svetlana Krin –
Mantara
7954 MaxQtyPerLevel Svetlana Krin –
Mantara
7955 MaxPctRate Svetlana Krin –
Mantara
7956 MinPctRate Svetlana Krin –
Mantara
7957 Aggression Svetlana Krin –
Mantara
7958 ChildAggression Svetlana Krin –
Mantara
7959 AheadAllowed Svetlana Krin –
Mantara
7960 BehindAllowed Svetlana Krin –
Mantara
7961 Interval Svetlana Krin –
Mantara
7962 Alpha Svetlana Krin –
Mantara
7963 Lambda Svetlana Krin –
Mantara
7964 Beta Svetlana Krin –
Mantara
7965 Gamma Svetlana Krin –
Mantara
7966 Delta Svetlana Krin –
Mantara
7967 Theta Svetlana Krin –
Mantara
7968 Vega Svetlana Krin –
Mantara
7969 Omega Svetlana Krin –
Mantara
7970 Rho Svetlana Krin –
Mantara
7971 MinBlockSize Svetlana Krin –
Mantara
7972 MinBlockBasis Svetlana Krin –
Mantara
7973 CompleteOrder Svetlana Krin –
Mantara
7974 PreOpen Svetlana Krin –
Mantara
7975 OnOpenCross Svetlana Krin –
Mantara
7976 OnCloseCross Svetlana Krin –
Mantara
7977 OnCrossBasis Svetlana Krin –
Mantara
7978 DoNotCross Svetlana Krin –
Mantara
7979 ToBeRenameRx Svetlana Krin –
Mantara
7980 ToBeRenameTrigger Svetlana Krin –
Mantara
7981 CorpBuyback Svetlana Krin –
Mantara
7982 AdverseMoveAmt Svetlana Krin –
Mantara
7983 AdverseMoveRate Svetlana Krin –
Mantara
7984 FavorMoveAmt Svetlana Krin –
Mantara
7985 FavorMoveRate Svetlana Krin –
Mantara
7986 LegLimit Svetlana Krin –
Mantara
7987 LegRatio Svetlana Krin –
Mantara
7988 LegCash Svetlana Krin –
Mantara
7989 LeadingLeg Svetlana Krin –
Mantara
7990 PriceMultiplier Svetlana Krin –
Mantara
7991 PriceIntercept Svetlana Krin –
Mantara
7992 CashTolerance Svetlana Krin –
Mantara
7993 LongLimit Svetlana Krin –
Mantara
7994 ShortLimit Svetlana Krin –
Mantara
7995 Mantara1 Svetlana Krin –
Mantara
7996 Mantara2 Svetlana Krin –
Mantara
7997 Mantara3 Svetlana Krin –
Mantara
7998 Mantara4 Svetlana Krin –
Mantara
7999 Mantara5 Svetlana Krin –
Mantara
Tag Field FIX MsgTypes Description Created by
8000 ShortSaleRestriction Instrument component Same as tag 1687 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

Indicates whether a restriction applies to short selling a security.

Valid values:
0 = No restrictions
1 = Security is not shortable
2 = Security not shortable at or below the best bid

FPL Program Office –
FIX Protocol Ltd.
8001 ShortSaleExemptionReason D, E, G, 8 Same as tag 1688 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). 

Valid values:
0 = Exemption Reason Unknown
1 = Incoming Short Sale Exempt
2 = Above National Best Bid (Broker Dealer Provision)
3 = Delayed Delivery
4 = Odd-Lot
5 = Domestic Arbitrage
6 = International Arbitrage
7 = Underwriter or Syndicate Distribution
8 = Riskless Principal
9 = VWAP

FPL Program Office –
FIX Protocol Ltd.
8002 LegShortSaleExemptionReason (see description) Same as tag 1689 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
Use in LegOrdGrp, InstrmtLegExecGrp, TrdInstrmtLegGrp components. 

Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)

Uses same values as ShortSaleExemptionReason.

FPL Program Office –
FIX Protocol Ltd.
8003 SideShortSaleExemptionReason TrdCapRptSideGrp Same as tag 1690 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) 

Uses same values as ShortSaleExemptionReason.

FPL Program Office –
FIX Protocol Ltd.
8004 CustodialLotID (see description) String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. 

Used in AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

FPL Program Office –
FIX Protocol Ltd.
8005 CurrentCostBasis (see description) Amt datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. 

Used in AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

FPL Program Office –
FIX Protocol Ltd.
8006 LegCustodialLotID LegPreAllocGrp String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.
FPL Program Office –
FIX Protocol Ltd.
8007 LegVSPDate LegPreAllocGrp LocalMktDate datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
The Versus Purchase Date used to identify the lot in situations where a custodial lot identifier is not available.
FPL Program Office –
FIX Protocol Ltd.
8008 LegVSPPrice LegPreAllocGrp Price datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
The Versus Purchase Price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held.
FPL Program Office –
FIX Protocol Ltd.
8009 LegCurrentCostBasis LegPreAllocGrp Amt datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.
The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.
FPL Program Office –
FIX Protocol Ltd.
8010 LastLiquidityInd 8 Same as LastLiqudityInd, tag 851, in FIX 4.4 and above. To be used by implementations that cannot support tag 851 in FIX 4.3 and below. FPL Program Office –
FIX Protocol, Ltd.
8011 EventTimeUnit EvntGrp Component String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Time unit associated with the event. If present EventTimePeriod must also appear and EventDate and EventTime may be omitted.

Valid Values:
H – Hour
Min – Minute
S – Second
D – Day
Wk – Week
Mo – Month
Yr – Year

Added to the repeating group after EventTime.

FPL Program Office –
FIX Protocol, Ltd.
8012 EventTimePeriod EvntGrp component Int datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Time unit multiplier for the event. If present EventTimeUnit must also appear and EventDate and EventTime may be omitted.

Added to the repeating group after EventTimeUnit.

FPL Program Office –
FIX Protocol, Ltd.
8013 TrdRegPublicationReasons 8, AE, MDFullGrp, MDincGrp String datatype. Same as TrdRegPublicationReason(2670) in the standard TrdRegPublicationGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Reasons for pre-trade waiver or post-trade deferral. FPL Program Office –
FIX Protocol, Ltd.
8014 TradePriceConditions 8, AE, MDFullGrp, MDincGrp String datatype. Same as TrdePriceCondition(1839) in the standard TradePriceConditionGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Price conditions in effect at the time of the trade. FPL Program Office –
FIX Protocol, Ltd.
8015 OrderAttributeTypes D, AB, 8 String datatype. Same as OrderAttributeType(2594) in the standard OrderAttributeGrp component but string datatype to support space delimited integer values defined by the standard field. OrderAttributeValue(2595) implicitly assumed to be “Y”. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Types of order attribute. FPL Program Office –
FIX Protocol, Ltd.
8016 TradingVenueRegulatoryTradeID 8, AE String datatype. Same as RegulatoryTradeID(1903) in the standard RegulatoryTradeIDGrp component when RegulatoryTradeIDType(1905) = 5 (Trading venue transaction identifier). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. FPL Program Office –
FIX Protocol, Ltd.
8017 ValueCheckTypes D, AB, G, AC, 8 String datatype. Same as ValueCheckType(1869) in the standard ValueChecksGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Value checks to ignore at the time of order submission or modification, i.e. ValueCheckAction(1870) = 0 (Do not check). Absence of a type represents ValueCheckAction(1870) = 1 (Check). No support for ValueCheckAction(1870) = 2 (Best effort) as it is not a regulatory requirement. FPL Program Office – FIX Protocol, Ltd.
8018 BCANID D, AB, G, AC Used for the HK Northbound Stock Connect. BCAN ID is a broker-to-client assigned number assigned by brokers for their clients for northbound order submission into China via HKEx. The valid range of BCAN for assignment to broker’s specific individual or institutional clients is 100 to 9,999,999,999 while o to 99 are reserved by HKEX for specific BCAN type. A value with leading zero(s) will be rejected. It should be noted that the BCAN would not be echoed back in any of the ExecutionReport messages. BCAN are a type of short code to identifythe broker’s clients. FPL Program Office – FIX Protocol, Ltd.
8019 SPSAID D, AB, G, AC Special Segregated Accounts Investor ID that is 6 digitis long without leading zero(s) assigned by CCASS (Hong Kong).

HKSCC provides the SPSA services to the market to facilitate investors who maintain China Connect Securities with custodians but want to sell their China Connect Securities without having to pre-deliver the securities from their custodians to their executing brokers. The investor may designate at most 20 EPs as executing brokers which are authorised to use its Investor ID to execute orders in China Connect Securities on its behalf. When the designated EP inputs such investor’s sell order, it shall also input the Investor ID with the sell order.

FPL Program Office – FIX Protocol, Ltd.
8020 FDID D,AB,G,AC,8 String datatype. Same as PartyID(448) together with PartyIDSource(447)=S (FDID) and PartyRole(452)=24(Customer account) in the standard Parties component (also together with PartyRoleQualifier(2376)=18(Current) when modifying the FDID). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The firm designated identifier (FDID) is a unique identifier required by the SEC for each trading account designated by Industry Members for purposes of reporting to CAT (Consolidated Audit Trail). FPL Program Office – FIX Protocol, Ltd.
8021 NewFDID D,AB,G,AC,8 String datatype. Same as PartyID(448) together with PartyIDSource(447)=S (FDID), PartyRole(452)=24(Customer account) and PartyRoleQualifier(2376)=19(New) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The firm designated identifier (FDID) is a unique identifier required by the SEC for each trading account designated by Industry Members for purposes of reporting to CAT (Consolidated Audit Trail). Can be used when changing the FDID. FPL Program Office – FIX Protocol, Ltd.
8022 SIJurisdiction D, E, AB, G, AC, 8 String datatype. Same as PartyID(448) together with PartyIDSource(447)=G (MIC) and PartyRole(452)=63 (SI) in the standard Parties component and PartySubID(523) together with PartySubIDType(803)=70 (Jurisdiction) in the associated standard PtysSubGrp component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The SI jurisdiction is the one applicable to an order associated with an SI in that instrument. FPL Program Office – FIX Protocol, Ltd.
8023 ReportedJurisdictions 8 String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) or P (Short code identifier) and PartyRole(452)=116 (Reporting entity) in the standard Parties component and PartySubID(523) together with PartySubIDType(803)=70 (Jurisdiction) in the associated standard PtysSubGrp component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The reported jurisdictions are those that the trade has been or will be reported to. Required to also use TradeReportingIndicator(2524)=6 (Trade has been or will be reported). FPL Program Office – FIX Protocol, Ltd.
8024 VenueOrderTypes 8, D String datatype. Unique identifier representing the specific order type(s) offered by an execution venue. In the context of US CAT this is used for CAT field atsOrderType. ATSs provide their order types to CAT by submitting data dictionaries.” FPL Program Office – FIX Protocol, Ltd.
8025 CustomerAccount D, AB, G, AC, 8, s, t String datatype. Same as PartyID(448) together with PartyIDSource(447)=D (Proprietary) and PartyRole(452)=24 (Customer account) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. FPL Program Office – FIX Protocol, Ltd.
8026 AlgorithmID D, AB, G, AC, 8, s, t String datatype. Same as PartyID(448) together with PartyIDSource(447)=D (Proprietary), PartyRole(452)=122 (Investment Decision Maker), and PartyRoleQualifier(2376)=22 (Algorithm) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. FPL Program Office – FIX Protocol, Ltd.
8027 CustomerLEI D, AB, G, AC, 8, s, t String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) and PartyRole(452)=3 (Client ID) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. FPL Program Office – FIX Protocol, Ltd.
8028 BrokerLEI D, AB, G, AC, 8, s, t String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) and PartyRole(452)=26 (Correspondent Broker) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. FPL Program Office – FIX Protocol, Ltd.
Tag Field FIX MsgTypes Description Created by
9000 InvestorAdvisorCode D a.k.a – RR Code, Salesman Code, Representative Code Oleg Volossetski –
RoaylBlue Corporation
9001 MaxShow D Order: Inform broker the amount of the order to be shown via IOIs
<p>
** ADDED TO FIX 4.1 AS TAG: 210 (MaxShow) **
Charles Paclat –
State Street/ Lattice
9002 CrossSeqNum AE – TradeCaptureReport Sequence number of cross trade being reported to an exchange. The field can contain alpha-numeric values. Tad Knowles –
SunGard Trading Systems
9003 UDFSupportIndicator Valid Values
1- Supports UDF in the message
2- Supports UDF in repeating groups
Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9004 CustomerSize W Indicates the number of contracts that are customer in the top of the market message. Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9005 ProfessionalSize W Indicates the number of contracts that are professional (non-ICM)in the top of the market message. Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9006 QuoteUpdateControlId MassQuote [35=i] An Integer ID per quote for a product in the Mass Quote Message. Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9007 NoSettDays Number of Settlement Days For FIX4.2 . Defines the number of Settlement Days. Format is 1-25. This is used when SettlmntType is too restrictive. Rohit Lad –
Dresdner Kleinwort Wasserstein
9008 QuoteText Text on Quote For FIX4.2. Quote msg does not have Text. Rohit Lad –
Dresdner Kleinwort Wasserstein
9009 Trading System Ticket Number 8,J Propritary Trading system Ticket number Don Scheurer –
Bloomberg
9010 Trading System Reference Ticket Number 8,J Referernce number for Proprietary trading system ticket number Don Scheurer –
Bloomberg
9011 BLP Allocation ticket number J,P Inside the repeating group for allocations. This is unique to BLP Trading systems. Don Scheurer –
Bloomberg
9012 BLP Allocation ref. ticket number J,P UNique to BLP Trading system. Inside repeating group for allocations. Don Scheurer –
Bloomberg
9013 ADPBlotterCode ADP Blotter Code Neal Ramasamy –
Instinet
9014 BlotOrderStatus 8 State of the order on the blot screens.
0 = Sent
1 = Sent Ack
2 = Priced
3 = Covered
4 = Accepted
5 – Rejected
6 = Canceled
7 = Passed
8 = Traded Away
9 = Tied Traded Away
Don Scheurer –
Bloomberg
9015 ExecDeltaHedge RFQ, Quote, Order Execution Denotes whether a Delta Hedge trade should be booked to offset the risk of an option trade. Kenneth Bromberg –
Bloomberg L.P.
9016 HedgeTradeType RFQ, Quote, Order Execution Indicates a type of hedge trade to be executed for offset of option risk. Possible values: 1=Spot; 2=Forward Kenneth Bromberg –
Bloomberg L.P.
9017 LegNotionalCurrency RFQ, Quote, Order Execution The currency which the LegNotionalAmount field refers to, for an FX Option. Kenneth Bromberg –
Bloomberg L.P.
9018 LegNotionalAmount RFQ, Quote, Order Execution The number of units of currency that are being traded in a given leg of an FX Option. The currency being traded is denoted by the LegNotionalCurrency field, tag 9017. Kenneth Bromberg –
Bloomberg L.P.
9019 FXOptionStyle RFQ, Quote, Order Execution The style of FX Option. Possible values: 1=American; 2=European Kenneth Bromberg –
Bloomberg L.P.
9020 EQIQuoteResponseLevel Quote Indicates the level of acknowledgement expected for each quote that is submitted to NYSE as a Quote Advisory. Possible values:(0), or if the tag is not in the message, NYSE will not send any acknowledgement whatsoever for this message. (1), NYSE will send an acknowledgements only if this message fails one of NYSE validations.(2), NYSE will acknowledge this message in any case (rejection or acceptance). Jochen de Lima –
SIAC
9021 EQIAdvisoryType Indicates what kind of information is embedded in a quote advisory message.(0)Updated fully accepted quote.(1)Updated partially accepted quote.(2)Accepted quote but not updated.(3)Partially accepted quote but not updated.(4)Rejected quote Jochen de Lima –
SIAC
9022 NYSELiquidityBidPx Quote NYSE Liquidity Quote Bid Price. Jochen de Lima –
SIAC
9023 NYSELiquidityBidSize Quote NYSE Liquidity Quote bid size. Jochen de Lima –
SIAC
9024 NYSELiquidityOfferPx Quote NYSE Liquidity Quote offer price. Jochen de Lima –
SIAC
9025 NYSELiquidityOfferSize Quote NYSE Liquidity Quote offer size. Jochen de Lima –
SIAC
9026 EQIQuoteOrigin Indicates origin of the quote:whether the quote was generated by NYSE Display Book or by a quote submitted from the firm.(‘E’)The quote was generated because of a quote submitted by the firm.(‘D’)The quote was generated by NYSE DBK(e.g. manual quote entered by specialist). Jochen de Lima –
SIAC
9027 NYSEQuoteRefId Provides support for cross-referencing the quote in a Quote Advisory message to a quote submitted to NYSE. This tag contains the Quote ID of the quote sent by the firm that caused the Quote Advisory.It will be present only if the original quote submission EQIQuoteResponseLevel is 1 (if the submission failed some validation) or 2 (in all cases). Jochen de Lima –
SIAC
9028 NYSENoQuoteErrors The number of errors in quote validation that are present in a Quote Advisory message (used for repeating group). Jochen de Lima –
SIAC
9029 NYSEQuoteFieldCode Contains the indication of which quote element failed validation, and will be used in conjunction with the NYSEQuoteErrorCode tag to specify the complete error. Possible values:(0) Best Quote bid.(1) Best Quote offer.(2)Liquidity Quote bid.(3)Liquidity Quote offer.(4)Error not due to the quote data itself,but due to some generic reason(trading halt, stock frozen, etc). Jochen de Lima –
SIAC
9030 NYSEQuoteErrorCode Indicates the quote validation error code in a partially accepted or rejected quote submission(e.g. NYSE Xpress order restriction,auto quote suspended on side,invalid price,discarded due to throttling,etc) . Jochen de Lima –
SIAC
9031 QuoteUpdateRequestID Unique identifier issued for each Quote Update Request message in a connection(request to subscribe/unsubscribe for quotes). Jochen de Lima –
SIAC
9032 UpdateRequestRejectReason Indicates the encoded reason why the subscription/unsubscription request failed. Jochen de Lima –
SIAC
9033 EQIRole Identifies the role of an entering party in a Quote Submission. Jochen de Lima –
SIAC
9034 CallPutCurrency RFQ, Quote, Order Execution Denotes what currency a given leg of an FX Option is operating on. Works in conjunction with CallOrPut tag. Kenneth Bromberg –
Bloomberg L.P.
9035 OmgeoNoTDBusinessExceptionCodes AS Omgeo CTM specific field. Number of repeating groups for TradeDetail business exceptions. Shunichi Sueno –
Omgeo
9036 OmgeoTDBusinessExceptionCode AS Omgeo CTM specific field. A reason code for TradeDetail business exceptions. Shunichi Sueno –
Omgeo
9037 OmgeoTDHighestErrorSeverity AS Omgeo CTM specific field. The highest Error Severity code within the Trade detail. Shunichi Sueno –
Omgeo
9038 OmgeoTLBusinessExceptionCode AS Omgeo CTM specific field. A reason code for business exceptions. shunichi sueno –
Omgeo
9039 OmgeoNoTLBusinessExceptionCodes AS Omgeo CTM specific field. Number of repeating groups for business exceptions shunichi sueno –
Omgeo
9040 OmgeoShowHiddenFieldsIndicator J Omgeo CTM specific field. An indicator for hiding data from the counter party. shunichi sueno –
Omgeo
9041 OmgeoL2MatchingProfileName J Omgeo CTM specific field. Specifies the name of the L2 matching profile. shunichi sueno –
Omgeo
9042 OmgeoNoTradeTransCondIndicators J, AS Omgeo CTM specific field. Number of repeating OmgeoTradeTransactionIndicator entries. shunichi sueno –
Omgeo
9043 OmgeoTradeTransCondIndicator J, AS Omgeo CTM specific field. Indicates the bargain conditions vfor the trade. shunichi sueno –
Omgeo
9044 OmgeoNoSettlTransCondIndicators J, AS Omgeo CTM specific field. Number of repeating OmgeoSettlementTransactionIndicator entries. shunichi sueno –
Omgeo
9045 OmgeoSettlTransCondIndicator J, AS Omgeo CTM specific field. Indicates the bargain conditions for the trade. shunichi sueno –
Omgeo
9046 OmgeoTradeLevelMasterReference J, AS Omgeo CTM specific field. A unique identifier for the trade side that is supplied by the client. shunichi sueno –
Omgeo
9047 OmgeoTradeDetailTradeAmount J, AS Omgeo CTM specific field. Indicates the trade (deal) amount for the trade detail (i.e., the account allocation). shunichi sueno –
Omgeo
9048 OmgeoSettlInstrSourceIndicator J, AS Omgeo CTM specific field. Indicates the source of settlement instructions. If not present, settlement instructions will not be enriched and manual settlement instructions included in the message will not be processed. shunichi sueno –
Omgeo
9049 OmgeoAlertCountryCode J, AS Omgeo ALERT specific field. Used for ALERT settlement instruction lookup. Codes are not ISO country codes. shunichi sueno –
Omgeo
9050 OmgeoAlertMethodType J, AS Omgeo ALERT specific field. The ALERT clearing method type, used for ALERT settlement instruction lookup. shunichi sueno –
Omgeo
9051 OmgeoAlertSecurityType J, AS Omgeo ALERT specific field. The ALERT security type code used for ALERT settlement instruction lookup. shunichi sueno –
Omgeo
9052 OmgeoTradeSideID J, AS, P Omgeo CTM specific field. A unique identifier for a trade side that is generated by CTM. shunichi sueno –
Omgeo
9053 OmgeoSettlementViewIndicator AS Omgeo CTM specific field. Indicates whether an Allocation Report represents a Settlement view or describes a status change. shunichi sueno –
Omgeo
9054 OmgeoTLMatchStatus AS Omgeo CTM specific field. Indicates the match status at the trade level. shunichi sueno –
Omgeo
9055 OmgeoRejectComponentFlagBlock AS Omgeo CTM specific field. Indicates a Block has been rejected. shunichi sueno –
Omgeo
9056 OmgeoCompleteStatus AS Omgeo CTM specific field. Indicates the complete status. shunichi sueno –
Omgeo
9057 OmgeoMatchAgreedStatus AS Omgeo CTM specific field. Indicates the trade is matched at the trade level and trade details, is complete and has no errors. shunichi sueno –
Omgeo
9058 OmgeoTLHighestErrorSeverity AS Omgeo CTM specific field. Indicates the severity of an error against the trade level (i.e., the block). shunichi sueno –
Omgeo
9059 OmgeoTradeSideHighestErrSeverity AS Omgeo CTM specific field. Indicates the severity of an error against the trade side (i.e., the block and all of the associated account allocations). shunichi sueno –
Omgeo
9060 OmgeoBrokerCountryOfIssue AS Omgeo CTM specific field. Indicates CountryOfIssue as entered by the executing broker. shunichi sueno –
Omgeo
9061 OmgeoBrokerIDSource AS Omgeo CTM specific field. Indicates the IDSource as entered by the executing broker. shunichi sueno –
Omgeo
9062 OmgeoBrokerSecurityID AS Omgeo CTM specific field. The SecurityID as entered by the executing broker. shunichi sueno –
Omgeo
9063 OmgeoNoErrors P Omgeo CTM specific field. Number of repeating groups of block-level errors. shunichi sueno –
Omgeo
9064 OmgeoErrorKey P Omgeo CTM specific field. An identifier representing the error message. shunichi sueno –
Omgeo
9065 OmgeoErrorXPath P Omgeo CTM specific field. The XPath of the CTM field, which caused the error. shunichi sueno –
Omgeo
9066 OmgeoErrorText P Omgeo CTM specific field. A human-readable description of the error. shunichi sueno –
Omgeo
9067 OmgeoNoIndividualErrors Omgeo CTM specific field. Number of repeating groups of allocation account-level errors. shunichi sueno –
Omgeo
9068 OmgeoIndividualErrorKey P Omgeo CTM specific field. An identifier representing the error message. shunichi sueno –
Omgeo
9069 OmgeoIndividualErrorXPath P Omgeo CTM specific field. The XPath of the CTM field, which caused the error. shunichi sueno –
Omgeo
9070 OmgeoIndividualErrorText P Omgeo CTM specific field. A human-readable description of the error. shunichi sueno –
Omgeo
9071 OldQty New Order Single Must be equal to the currently remaining quantity and not the original order quantity Priya Sampath –
Changepond Technologies
9072 CallOrPut RFQ, Quote, Order Execution Denotes whether a particular leg of an FX Option trade is a Call or a Put. Possible Values: 1=Call; 2=Put Kenneth Bromberg –
Bloomberg L.P.
9073 Currency1 RFQ, Quote, Order Execution Denotes one of two currencies in an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9074 Currency2 RFQ, Quote, Order Execution Denotes the second of two currencies in an FX Options trade. Kenneth Bromberg –
Bloomberg L.P.
9075 DeltaLeg Quote, OrderExecution The per-leg Delta value for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9076 GammaLeg Quote, OrderExecution The per-leg Gamma value for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9077 VegaLeg Quote, OrderExecution The per-leg Vega value for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9078 ThetaLeg Quote, OrderExecution The per-leg Theta value for an FX Option trade Kenneth Bromberg –
Bloomberg L.P.
9079 RhoLeg Quote, OrderExecution The per-leg Rho value for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9080 SpotHedgeLeg Quote, OrderExecution The price of the instrument with which a given leg of an FX Option trade is being hedged. Kenneth Bromberg –
Bloomberg L.P.
9081 VommaLeg Quote, OrderExecution The per-leg Vomma value for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9082 VannaLeg Quote, OrderExecution The per-leg Vanna value for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9083 DeltaNet Quote, OrderExecution The net Delta value for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9084 OmgeoThirdPartyDetail This composite is present only if
notifications are sent from a third
party. This composite consists of
ThirdPartyDetailStatus,
ThirdPartyDetailStatusTime,
ThirdPartySummaryStatus,
ThirdPartyHighestErrorSeverity,
ThirdPartyError, and
ThirdPartySourceSettingAgentFro
mMessage
Dharmendra Makhijani –
Omgeo LLC
9085 GammaNet Quote, OrderExecution The net Gamma value for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9086 VegaNet Quote, OrderExecution The net Vega value for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9087 ThetaNet Quote, OrderExecution The net Theta value for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9088 RhoNet Quote, OrderExecution The net Rho value for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9089 SpotHedgeNet Quote, OrderExecution The net price of the instruments with which an FX Option trade is being hedged. Kenneth Bromberg –
Bloomberg L.P.
9090 CanTradeQuote FIX 4.2 Quote (S) This tag will be used to determine if an order with the same symbol can be traded after a certain period of wait time against a quote. This in regards to block trading of securities electronically. Kamron Awwal –
Bank of America
9091 QuoteStreamClosed FIX 4.2 Quote Ack (b) This is used to differentiate between a quote rejection and the actual closing of a quote stream for business reasons. Kamron Awwal –
Bank of America
9092 PBTFut1 Reserved for future Banc of America Securities PBT usage. Kamron Awwal –
Bank of America
9093 PBTFut2 Reserved for future Banc of America Securities PBT usage. Kamron Awwal –
Bank of America
9094 PBTFut3 Reserved for future Banc of America Securities PBT usage. Kamron Awwal –
Bank of America
9095 PBTFut4 Reserved for future Banc of America Securities PBT usage. Kamron Awwal –
Bank of America
9096 VommaNet Quote, OrderExecution The net Vomma value for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9097 VannaNet Quote, OrderExecution The net Vanna value for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9098 VolatilityLeg Quote, OrderExecution The per-leg volatility for an FX Option trade. Kenneth Bromberg –
Bloomberg L.P.
9099 ForwardRate Quote The value of the forward rate for an FX Option. Kenneth Bromberg –
Bloomberg L.P.
9100 ContraBroker 8 To report the contra broker(s) involved in trade. Can be up to 5 (currently), may need more in future.
<p>
** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) **
Paul Schaeffler –
Paine Webber Inc.
9101 FXSplitTradeFlag AE FX Split trade indicator – Split FX trade across multiple books – Y/N Don Scheurer –
Bloomberg
9102 FxMarketType AE,AR FX Non-deliverable forward indicator
R = regular
N = onshore
O = Offshore 

Default = R

Don Scheurer –
Bloomberg
9103 NoTickets Number of BLP trade tickets created as a result of the incoming trade message Don Scheurer –
Bloomberg
9104 RepeatingTicketNo AR FX trading creates multiple transactions. This will contain the ticket numbers returned. Don Scheurer –
Bloomberg
9105 Checkout J,P Y – Indicates a full allocation
N – Indicates partial or Dummy account’s
Don Scheurer –
Bloomberg
9106 AutoexFirmStatus A Trading System Firm Auto-Execution Status Tag
Y – Firm will automatically accept
N – Firm will reject all
P – Firm will pend for manual accept/reject
Don Scheurer –
Bloomberg
9107 Trading Strategy AE Trading strategy of a transaction (ex. hedge fund trading strategy) Gleb Skayansky –
Bloomberg LLP.
9108 Primary Security Identifier AE Primary money market security identifier Gleb Skayansky –
Bloomberg LLP.
9109 FRNIndex 8, AS Index used for calculating the current coupon value of a floating rate note Thomas Hill –
Market Axess
9110 PctOfVolume D Required/necessary to complement ExecInst tag 18 when set to enum=D, “percent of volume.” Paul Schaeffler –
Paine Webber Inc.
9111 SolicitedFlag D To flag whether the order was solicited (by broker) or unsolicited. Need to pass this information on to downstream clients/systems. Use of solicited/unsolicited not found in any other tags/enum values.
<p>
** ADDED TO FIX 4.2 AS TAG: 377 (SolicitedFlag) **
Paul Schaeffler –
Paine Webber Inc.
9112 DeltaHedgeSpotDate Quote Value/Spot date (settlement date) for the delta hedge of an FX Option Kenneth Bromberg –
Bloomberg L.P.
9113 DepositUnit Quote Deposit Unit for an FX Option trade. Possible Values: 1=Ann; 2=Semi; 3=Cont; 4=MMkt Kenneth Bromberg –
Bloomberg L.P.
9114 DepositAccrual Quote Accrual Unit for an FX Option trade. Possible values: 1=ACT/ACT; 2=20/360; 3=ACT/360; 4=ACT/365 Kenneth Bromberg –
Bloomberg L.P.
9115 DepositRate Quote Deposit rate in units and accrual convention specified in tags 9113 and 9114 Kenneth Bromberg –
Bloomberg L.P.
9116 CounterDepositUnit Quote Counter deposit unit for FX Option trade., Valid values:
• 1 = Ann
• 2 = Semi
• 3 = Cont
• 4 = M Mkt
Kenneth Bromberg –
Bloomberg L.P.
9117 CounterDepositAccrual Quote Counter accrual unit for FX Option trade. Valid values: • 1 = ACT/ACT
• 2 = 20/360
• 3 = ACT/360
• 4 = ACT/365
Kenneth Bromberg –
Bloomberg L.P.
9118 CounterDepositRate Quote Counter deposit rate in units and accrual convention specified in 9116 and 9117 Kenneth Bromberg –
Bloomberg L.P.
9119 SettlFixingDate D Settlement Fixing Date Mark Zelyony –
Bloomberg
9120 SettlCurrency2 D Settlement Currency for the second leg of NDF swap Mark Zelyony –
Bloomberg
9121 FixingDate2 D Fixing Date for the second leg of NDF swap. ( First leg is 6203 ) Mark Zelyony –
Bloomberg
9122 BBBankNum RFQ, Quote, OrderExecution The Bloomberg-specific ID associated with a particular dealer. Kenneth Bromberg –
Bloomberg L.P.
9123 SpotNotional Quote, OrderExecution The signed notional for a spot hedge trade for an FX Option. Always refers to the currency denoted as Currency1 (tag 9073). Kenneth Bromberg –
Bloomberg L.P.
9124 ExpiryTime RFQ, Quote, OrderExecution Time of FX Option expiry, expressed in GMT format. Example: 10:00:00 Kenneth Bromberg –
Bloomberg L.P.
9125 ExpiryTimeCode RFQ, Quote, OrderExecution Time of expiration of FX Option, encoded into enumeration of three major cuts. Possible values: 1=NY: 10:00:00; 2=Tokyo: 15:00:00; 3=London: 15:00:00; 4=Mexico: 11:30:00; 5=Frankfurt: 14:30:00; 6=Taiwan: 11:00:00; 7=Seoul: 17:30:00; 8=Istanbul 14:00:00 Mark Zelyony –
Bloomberg
9126 OptionStrategy RFQ, Quote, OrderExecution 1 — single leg, 2 — straddle, 3 — strangle, 4 — risk reversal, 5 — participating forward, 6 — diagonal spread, 7 — call/put spread, 8 — calendar spread, 9 — two leg Mark Zelyony –
Bloomberg
9127 DeliveryType RFQ, Quote, OrderExecution Type of delivery for an option trade. 1 — cash, 2 — delivery Mark Zelyony –
Bloomberg
9128 Tolerance Maximum allowed delta David Zinberg –
Lehman Brothers
9129 ToleranceUnit Unit of Tolerance Value (%, $) David Zinberg –
Lehman Brothers
9130 BarrierStyle RFQ, Quote, OrderExecution Style of a barrier for Barrier option. 1– knock-in, 2 — knock-out Mark Zelyony –
Bloomberg
9131 BarrierLevel RFQ, Quote, OrderExecution Price of the underlying at which the option comes in existance or ceases to exist. Mark Zelyony –
Bloomberg
9132 BarrierDirection RFQ, Quote, OrderExecution Designates the direction in which the Barrier needs to be crossed to activate the option. 1 — up, 2 — down. Mark Zelyony –
Bloomberg
9133 BarrierStartDate RFQ, Quote, OrderExecution The date the price monitoring starts. Mark Zelyony –
Bloomberg
9134 BarrierEndDate RFQ, Quote, OrderExecution The date the price monitoring ends. Mark Zelyony –
Bloomberg
9135 BarrierRebate RFQ, Quote, OrderExecution Predefined rebate for Barrier option Mark Zelyony –
Bloomberg
9136 OptionProductType RFQ, Quote, Order Execution Describes the standard optoin type: 1 — Vanilla, 2 — Knock-In, 3 — Knock-Out, 4 — One Touch, 5 — No Touch, 6 — Double Knock-In, 7 — Double Knock-Out Mark Zelyony –
Bloomberg
9137 BarrierLevel2 RFQ, Quote, OrderExecution Level of the second barrier for double barrier options Mark Zelyony –
Bloomberg
9138 BarrierRebate2 RFQ, Quote, OrderExecution Rebate for the second barrier for double barrier options Mark Zelyony –
Bloomberg
9139 AskPrice Quote Net ask price for 2-way pricing Mark Zelyony –
Bloomberg
9140 HoldIntrnl D Field indicating instruction to hold order internally for matching. Default=None, 1=Hold Internal Matthew Gordon –
GlobeNet
9141 DeltaNet AskValue Quote Delta Net value for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9142 GammaNet AskValue Quote Net Gamma value for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9143 VegaNet AskValue Quote Net Vega value for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9144 ThetaNet Ask Value Quote Net Theta value for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9145 Spot Hedge Net Ask Value Quote Net Theta value for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9146 VommaNet AskValue Quote Net Vomma value for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9147 VonnaNet AskValue Quote Net Vanna value for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9148 Leg Ask Price Quote Price of the option leg for ask quote in 2-way pricing. Mark Zelyony –
Bloomberg
9149 GammaLeg Ask Quote Gamma leg for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9150 BBExecSubType String For adding, updating and deleting securities as part of trade capture message, AE. Tom Healey –
Bloomberg
9151 VegaLeg Ask Quote Vega leg for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9152 Variation U00B1, U00B2, U0003, U0002, U0001, U0032 Concatenation of a sign and an absolute variation Pascal lacoste –
Euronext
9153 ThetaLeg Ask Quote Theta leg for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9154 SpotHedgeLeg Ask Quote Spot hedge leg for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9155 OmgeoRejectComponentFlagAlloc AS Omgeo CTM specific field. Indicates an allocation has been rejected. Shunichi Sueno –
Omgeo
9156 OmgeoTradeToleranceMatchStatus AS Omgeo CTM specific field. Indicates if the trade has matched agreed within the accepted Tolarence or has matched with exact value. Shunichi Sueno –
Omgeo
9157 VommaLeg Ask Quote Vomma leg for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9158 VannaLeg Ask Quote Vanna leg for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9159 VolatilityLeg Ask Quote Volatility leg for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9160 ForwardRateLeg Ask Quote Forward rate leg for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9161 DeltaLeg Ask Quote Delta leg for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9162 RhoLeg Ask Quote Rho leg for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9163 RhoNet AskValue Quote Net Rho value for ask quote in 2-way pricing Mark Zelyony –
Bloomberg
9164 TheoVariation U0030 Theoretical open price variation Pascal lacoste –
Euronext
9165 RFQReferenceNo 8 Request for Quote reference number Juliette Vignola –
Nasdaq/OMX
9166 OrigInfoMarket U0004, U0002 Origin of market information indicator Pascal lacoste –
Euronext
9167 BidNbOr U0004 Pascal lacoste –
Euronext
9168 OfferNbOr U0004 Number of sell orders Pascal lacoste –
Euronext
9169 BidNbOr U0004 Number of buy orders Pascal lacoste –
Euronext
9170 CLExecID 8 Client Execution id – A coresponding execution report from another system to send the original execution id sent. Execution report id for an fx trade done for a previous execution report sent to BLP Don Scheurer –
Bloomberg
9171 TradeVersion Execution Report Int that identifies the version of the Execution Report. Andre Mais –
Fannie Mae
9172 TradeDiscountRateDayCount Execution Report “ACT_360” Andre Mais –
Fannie Mae
9173 TradeIssueDate Execution Report The date that the Trade is executed. Andre Mais –
Fannie Mae
9174 CommRateDayCount Execution Report “ACT_360” Andre Mais –
Fannie Mae
9175 ProgramType Execution Report “DN” Andre Mais –
Fannie Mae
9176 ProgramSettleType Execution Report “FedWire” Andre Mais –
Fannie Mae
9177 Trade Principal Execution Report A boolean value indicating if the Trade is for principal. “Y | N” Andre Mais –
Fannie Mae
9178 ProgramOpen MassQuote A boolean value indicating if the Program is open. “Y | N” Andre Mais –
Fannie Mae
9179 CashOpen MassQuote A boolean value indicating if cash settlement is open. “Y | N” Andre Mais –
Fannie Mae
9180 ReversedInquiryAmt MassQuote Andre Mais –
Fannie Mae
9181 OfferingType MassQuote Specifies the type of offering. “DN” Andre Mais –
Fannie Mae
9182 QuoteEntryOpen MassQuote A boolean value indicating the status of a single bucket. “Y | N” Andre Mais –
Fannie Mae
9183 SettleTypeAlt MassQuote A char indicating the settlement type: 0 = Reg, 1 = Cash, 2 = Skip, 3 = Reg and Cash, 4 = Reg and Skip, 5 = Cash and Skip, 6 = Reg and Cash and Skip Andre Mais –
Fannie Mae
9184 MaturityDateEnd MassQuote The maturity end date for a single bucket. Andre Mais –
Fannie Mae
9185 OfferingTime MassQuote The date and time when the MassQuote message is created. Andre Mais –
Fannie Mae
9186 FMTradeStatus Execution Report Indicates the status of a Trade: 1 = Accepted, 2 = Updated, 3 = Canceled, 4 = Confirmed, 5 = Unconfirmed Andre Mais –
Fannie Mae
9187 TouchType RFQ, Quote, Order Execution Describes the type of exercising for touch options.
No touch — 1, Pay when hit — 2, Pat at expiry — 3
Mark Zelyony –
Bloomberg
9188 ExerciseStartDate RFQ, Quote, OrderExecution The beginning date of option exercise period. Mark Zelyony –
Bloomberg
9189 ExerciseEndDate RFQ, Quote, OrderExecution The end date of option exercise period. Mark Zelyony –
Bloomberg
9190 SectorVariable Enforce a sector-level constraint David Zinberg –
Lehman Brothers
9191 SuppressOrderStatus A Firm indicator for the types of execution report a firm would not like to receive. Possible values are same as for OrdStatus [Tag 39]. Example – a firm not wishing to receive “Done for Day” type Execution Reports can specify a value of 3 in the logon message. This tag can have multiple comma separated values. Vivek Beniwal –
CBOE
9192 EnhancedQuoteBehavior A Indicator on the Logon message that determines behavior of User Quotes on the CBOE system. Vivek Beniwal –
CBOE
9193 RemoveType U00A4, U00D4 Type of deletion indicator Pascal lacoste –
Euronext
9194 SpotAskRate Quote Used for 2-way pricing – spot rate of the ask quote Mark Zelyony –
Bloomberg
9195 OmgeoTPNotificationType If ThirdPartyData composite is
created for CDS, this field contains
DEPO; if created for third party, it
contains THRD.
Dharmendra Makhijani –
Omgeo LLC
9196 TradingStatus U0005 Instrument trading status indicator Pascal lacoste –
Euronext
9197 OmgeoTPMessageDelivery This composite contains information about the third party DeliveryChannel, MessageFormat,and HeaderFooterFormat. Dharmendra Makhijani –
Omgeo LLC
9198 SuspendTime U0005 Date time of instrument halting Pascal lacoste –
Euronext
9199 HighLimit U0037 Maximum authorized price at which an instrument can trade Pascal lacoste –
Euronext
9200 LowLimit U0037 Minimum authorized price at which an instrument can trade Pascal lacoste –
Euronext
9201 MatchBid S Needed in a Danish market. Used to verify that a client has got the latest instrument price when making an order. Martin Algesten –
Interbizz Financial Systems AB
9202 MatchAsk S Needed in Danish market. Used to verify that a client has got the latest pricing when making an order. Martin Algesten –
Interbizz Financial Systems AB
9203 CommPxLimit D If commission needs to be calculated by trading systems. Formula: IF (Price<=CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 Martin Algesten –
Interbizz Financial Systems AB
9204 CommMin D If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 Martin Algesten –
Interbizz Financial Systems AB
9205 CommMax D If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 Martin Algesten –
Interbizz Financial Systems AB
9206 CommPct1 D If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 Martin Algesten –
Interbizz Financial Systems AB
9207 EMS text Buy side vendor to provide the EMS software version that the trader is using to send in orders. For example: “BloombergEMS 1.0” Natasha Bonner-Fomes –
Lehman Brothers HK
9208 MessageKind U0023 Indicates the general contents of an E-mail Pascal lacoste –
Euronext
9209 MessageDestination U0023 Indicates the user to whom the message is adressed Pascal lacoste –
Euronext
9210 NbMaxPart U0023 Number of messages in this E-mail Pascal lacoste –
Euronext
9211 SMAttribFlag New Order Single, Cancel Replace For Supermontage orders, Indecates whether the order should be anonymous or not. If the tag is not present or if it is ‘N’ the order will be attributable. If the tag is ‘Y’ Supermontage will view the order as anonymous. Ramesh Kadambi –
NASDAQ
9212 SMAIQFlag New Order Single, Cancel Replace For Supermontage orders, this value is used to specify whether internalization is allowed on the order. Keep in mind that AIQ means anti-internalization.

Valid Values:
N – Internalize First.
I – Do not internalize first but allow this order to match orders with the same MPID.
Y – Never allow internalization.

Ramesh Kadambi –
NASDAQ
9213 SMPrImpFlag New Order Single, Cancel Replace For Supermontage orders, a 1 character flag (Y/N) to indicate that price improvement is in effect. This field is passed back on execution reports. Ramesh Kadambi –
NASDAQ
9214 SMBnchdFlag New Order Single, Cancel Replaces, Executions For Supermontage orders, 1 character keyword used to indicate bunched orders. The value if present should be ‘B’. This is passed back on execution reports. Ramesh Kadambi –
NASDAQ
9215 LiqProvOnly New Order Single, Cancel Replace Flag is used to specify a Summary/Liquidity provider only order. Ramesh Kadambi –
NASDAQ
9216 PortfolioBuyValue Dollar value of buys David Zinberg –
Lehman
9217 PortfolioSellValue Dollar value of sells David Zinberg –
Lehman
9218 OverallVolumeLimit Volume restriction on entire order. David Zinberg –
Lehman
9219 InstrumentID U0153, U0253 Security referential identifier Pascal lacoste –
Euronext
9220 HighTenorQuoteId D HighTenorQuoteId used for order message to indicate interpolated price calculation from FX streaming quote id Don Scheurer –
Bloomberg
9221 AuxAuctionInfo R for Optional Auction data in solicting an Auction Magic Magee –
Chicago Board Options Exchange
9222 SpotQuoteId D SpotQuoteId used for order message to indicate price from FX streaming quote id Don Scheurer –
Bloomberg
9223 AllocationType Used to indicate whether an existing template identified by Tag 70 should be used for pre-allocation or the allocation details are defined in the fix message body. Valid values are:
0 = No Pre allocation.
1 = Details provided in the message.
2 = Use a pre existing template identified by Tag 70.
Rajesh Khumanthem –
9224 LiquidityProvider Execution Report (FIX4.2) Contains the Legal entity long name or BIC code of dealer whose best quote on inquiry actually triggers the trade between MarketAxess and client trader.
DataType=String
Pomeli Ghosh –
MarketAxess
9225 MessageID U0023 Sequence number of message within this E-mail Pascal lacoste –
Euronext
9226 Vendor network Text Buy side to provide the Network that the trader is using to send in orders. For example: “NYFIX” Natasha Bonner-Fomes –
Lehman Brothers HK
9227 StockType U0153, U0253 Stock type Pascal lacoste –
Euronext
9228 OmgeoTPNErrorID A unique identifier for each error
on a given trade component.
Dharmendra Makhijani –
Omgeo LLC
9229 OmgeoTPNErrorSeverity This field represents the significance of the synchronous and asynchronous errors. Dharmendra Makhijani –
Omgeo LLC
9230 OmgeoTPNErrorText This field describes the error code. Dharmendra Makhijani –
Omgeo LLC
9231 TradeThruFlag Execution Reports The trade Through flag indicates if an execution in Supermontage Intermarket was traded through another market.

Values : Y/N

Ramesh Kadambi –
NASDAQ
9232 CommitIdent Execution Reports Commintment Indentifier. This field is populated with a 1-5 Alpha Numeric value on a Supermontage Intermarket execution report when an execution is effected with an ITS participant. Ramesh Kadambi –
NASDAQ
9233 ComplResp New Order Single This is a Supermontage Intermarket flag. This is used to indicate the complaint ID (1-5 Alpha) to indicate the complaint you are responding to. This ID is obtained from NASDAQ market watch. Ramesh Kadambi –
NASDAQ
9234 BlkOrdFlag New Order Single, Cancel Replace Used in Supermontage Inter Market. This flag indicates if the order is a block order. A block order is characterized by 10000 shares or more or $200000 or more.

Values : Y/N.
This is not a mandatory field.

Ramesh Kadambi –
NASDAQ
9235 OmgeoDeliveryChannel Part of the TPMessageDelivery composite, this field contains the delivery channel parameter for the third party destination profile for
this notification.
Dharmendra Makhijani –
Omgeo LLC
9236 OmgeoMessageFormat Part of the TPMessageDelivery composite, this is the message format parameter for the third party destination profile for this notification. Dharmendra Makhijani –
Omgeo LLC
9237 OmgeoHeaderFooterFormat Part of the TPMessageDelivery composite, this is the header footer format parameter for the third party destination profile for this notification. Dharmendra Makhijani –
Omgeo LLC
9238 LehmanATS9 D,G,8 Lehman ATS Field 9 Ryan Pierce –
Lehman Brothers
9239 LehmanATS10 D,G,8 Lehman ATS Field 10 Ryan Pierce –
Lehman Brothers
9240 TALAccountType D Integer corresponding to the account type within the TAL OMS. Ryan Pierce –
Townsend Analytics Ltd.
9241 LehmanATS1 D,G,8 Lehman ATS Field 1 Ryan Pierce –
Townsend Analytics
9242 LehmanATS2 D,G,8 Lehman ATS Field 2 Ryan Pierce –
Townsend Analytics, Ltd.
9243 LehmanATS3 D,G,8 Lehman ATS Field 3 Ryan Pierce –
Townsend Analytics, Ltd.
9244 LehmanATS4 D,G,8 Lehman ATS Field 4 Ryan Pierce –
Townsend Analytics
9245 LehmanATS5 D,G,8 Lehman ATS Field 5 Ryan Pierce –
Townsend Analytics
9246 LehmanATS6 D,G,8 Lehman ATS Field 6 Ryan Pierce –
Townsend Analytics
9247 LehmanATS7 D,G,8 Lehman ATS Field 7 Ryan Pierce –
Townsend Analytics
9248 LehmanATS8 D,G,8 Lehman ATS Field 8 Ryan Pierce –
Townsend Analytics
9249 TriggerQty Qty Strategy pounce trigger quantity (number of shares) Andrew Bowley –
Lehman Brothers
9250 IdealPrice D Price Goal. Serge Canizares –
Jefferies
9251 VolumeLimit D,G Volume limit orders are permitted to approach while trading.
Integer value from 0 – 100.
Serge Canizares –
Jefferies
9252 Urgency D,G The acceptable market impact that strategy orders are allowed to induce.
Signed integer value.
Serge Canizares –
Jefferies
9253 Tolerance D Price move tolerance. Used to create a firm limit price from a specified price target. Strictly positive double value. Serge Canizares –
Jefferies
9254 Duration D,G Specified lifetime for orders, i.e. 25 = 25 minutes. Integer value. Serge Canizares –
Jefferies
9255 MinTake D,G Minimum block size allowed when searching for liquidity levels. Integer Value. Serge Canizares –
Jefferies
9256 StartTime D Start time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM
Integer Value
Serge Canizares –
Jefferies
9257 EndTIme D End time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM
Integer Value.
Serge Canizares –
Jefferies
9258 Footprint D Specify the type of market footprint orders are permitted to take on.
Integer value.
Serge Canizares –
Jefferies
9259 Strategy Flags D Instructions for strategies. Integer value. Kevin Hester –
9260 ProcessCount U00A0 Total number of transmitter process Pascal lacoste –
Euronext
9261 OverridPrice U00A2 Overriding price Pascal lacoste –
Euronext
9262 MsgID 7, j, h, f, b, U00D3, U0023, U00D4, U0418, U0109, U00B5, U00B4, U00B6, U00B1, U00B2, U0005, U0004, U0003, U0002, U0001, 8, 7, U0421, U0037, U0034, U0032, U0030, B, U0151, U0150, U0153, U0038, U0039, U0253, U0250, U0251, U0007, U0010, U0133, U0016, This tag is used to identify each message for recovery purpose by the HUB Pascal lacoste –
Euronext
9263 ActionCode U00A3, U00D3 Indicate the type of update on the market sheet Pascal lacoste –
Euronext
9264 DisplayLimitPrice U00A3, U00D3 The price at which an order is listed on the market sheet Pascal lacoste –
Euronext
9265 PriorityTime U00A3 Pascal lacoste –
Euronext
9266 MaxFloorPercent Qty Max Floor Percent of Touch Andrew Bowley –
Lehman Brothers
9267 OrderIDPrev U00A3, U00D3 ID of previous order Pascal lacoste –
Euronext
9268 Lehman Natasha Bonner-Fomes –
Lehman Brothers HK
9269 OrderIDNext U00A3, U00D3 ID od next order Pascal lacoste –
Euronext
9270 LoanSupportFlag U0153, U0253 Indicator of underlying security on the lending market Pascal lacoste –
Euronext
9271 LoanSettleDate U0153, U0253 Expiry date of lending stock Pascal lacoste –
Euronext
9272 lehman2 reserved Natasha Bonner-Fomes –
Lehman Brothers HK
9273 lehman3 reserved Natasha Bonner-Fomes –
Lehman Brothers HK
9274 lehman4 reserved Natasha Bonner-Fomes –
Lehman Brothers HK
9275 MinSliceQty U00D3 Size of a trading block for an all or none order Pascal lacoste –
Euronext
9276 DisplayQty U00A3, U00D3 Amount of the order that can be view on the market Pascal lacoste –
Euronext
9277 RelatedMarketCenter TradeCaptureReport NASD plans to amend Rule 6130 to require members to identify on transaction reports
submitted to the TRF relating to clearing-only and other non-media entries, such as stepouts,
reversals and riskless principal transactions, the market where the underlying
transaction was reported, as applicable.
Stratos Efstratiou –
NASDAQ/BRUT
9278 Advertisement Instruction TradeCaptureReport An indication of whether or not the trade is to be subsequently advertised. Juliette Vignola –
9279 IncrementParticipationRate Increment for volume participation David Zinberg –
Lehman
9280 NominalValue U0153, U0253 Nominal market value of the security Pascal lacoste –
Euronext
9281 ReRoutedSettlDate 8 Denotes the Settlement Date of a Re-Routed Order Don Scheurer –
Bloomberg
9282 ReRoutedBrokerID 8 Denotes the Broker Code of a Re-Routed Order. Don Scheurer –
Bloomberg
9283 PriceDef U0153, U0253 Trading unit type Pascal lacoste –
Euronext
9284 InactivationRejReason Execution Report Reason for reject of order deactivate request Michael Merold –
ICAP
9285 TriggerPxDirection Designates Cents or BPS Better or Worse than a Trigger Price. David Zinberg –
Lehman
9286 BoardLot U0153, U0253 Minimum tradable quantity Pascal lacoste –
Euronext
9287 OmgeoPlaceOfSafekeeping AS, J Omgeo CTM specific field. Place where to the best of the fund manager’s knowledge, its securities are or should be kept (before settlement of a delivery or after settlement of a receive instruction). Catherine Allison –
Omgeo
9288 OmgeoPlaceOfSafekeepingType AS, J Omgeo CTM specific field. Indicates type of PSAFE value being provided: BIC or Country Code. Valid values:
BIC
COUN
Catherine Allison –
Omgeo
9289 OmgeoPlaceOfSafekeepingValue AS, J Omgeo CTM specific field. Indicates the PSAFE value. Will be either a BIC or an ISO Country Code. Catherine Allison –
Omgeo
9290 OmgeoPlaceOfSafekeepingPlace AS, J Omgeo specific field. Indicates whether BIC provided is for a Custodian NCSD, ICSD or Shares Held Elsewhere. Valid values:
CUST
NCSD
ICSD
SHHE
Catherine Allison –
Omgeo
9291 ReRoutedOrderQty 8 Denotes the Size of a Re-Routed Order. Don Scheurer –
Bloomberg
9292 MIC string Market Identifier Code – Used to identify market maker used in quote and execution reports. Sean Kornish –
9293 OmgeoThirdPartyDetailStatus Part of the ThirdPartyDetailStatus composite, this field indicates the status values when TPNotificationType is THRD. Dharmendra Makhijani –
Omgeo LLC
9294 OmgeoThirdPartyDetailStatusTime Part of the ThirdPartyDetailStatus composite, this field contains the most recent date and time change for ThirdPartyDetailStatus. Dharmendra Makhijani –
Omgeo LLC
9295 OmgeoThirdPartySummaryStatus Part of the ThirdPartyDetail composite, this field contains a roll up status of all underlying notifications generated when a third party detail is released for notification. This field is absent if the investment manager is not subscribed to Omgeo CTM Third Party Notification – MAGR. Dharmendra Makhijani –
Omgeo LLC
9296 OmgeoTPHighestErrorSeverity Part of the ThirdPartyDetail composite, this field contains the highest error severity of ThirdPartyErrors. Dharmendra Makhijani –
Omgeo LLC
9297 OmgeoThirdPartyError This composite contains errors generated during the third party eligibility and third party validation process. It consists of ErrorId, ErrorSeverity, and ErrorText. Dharmendra Makhijani –
Omgeo LLC
9298 MarketFlowID All U00nn Euronext market feed message Market feed indicator Pascal lacoste –
Euronext
9299 BetaExposure Range within which to maintain portfolio beta David Zinberg –
Lehman Brothers
9300 MessagePartID U0023 Sequence number of message in this E-mail Pascal lacoste –
Euronext
9301 MmkrCapacity D, G Capacity, Broker Market Maker status. Valid Values: A=Agency, P=Principle Tad Knowles –
Automated Security Clearance LTD
9302 OrderPrice F, G, H Customer price per share of Original Order. Tad Knowles –
Automated Security Clearance LTD
9303 RoutingInst D, G Order routing instruction for ECN. Valid Values B=Book (default), T=Through ECN to Prefered Market Maker, X=Order Cross, H=Hidden Order. Tad Knowles –
Automated Security Clearance LTD
9304 CxlQty 8 Unsolicited Partial Cancel Quantity. Tad Knowles –
Automated Security Clearance LTD
9305 SponsorBkr D, G, F The Sponsor Broker for the Institution. Only used with Institution Orders. Tad Knowles –
Automated Security Clearance LTD
9306 OrigOrderDate F, G, H, 8, 9 Date the Original Order was accepted by ECN. Tad Knowles –
Automated Security Clearance LTD
9307 PfdMktMkr D, G Prefered Market Maker with Through BRUT Order. Tad Knowles –
Automated Security Clearance LTD
9308 WeightedAvgBuyPx U0038 Average buy price Pascal lacoste –
Euronext
9309 WeightedAvgSellPx U0038 Average sell price Pascal lacoste –
Euronext
9310 CancelOpenQty 8,9,F,G Portion of Open Qty to be Cancelled. Jim Northey –
Chicago Board Options Exchange
9311 TLCQty 9 Too late to cancel quantity Jim Northey –
Chicago Board Options Exchange
9312 QuoteStatus S,b Status of Quote – same values as OrdStatus Jim Northey –
Chicago Board Options Exchange
9313 QuoteRequestSubscription a Presence of tag on Quote Status Request indicates that the counterparty wants to subscribe for Quote Requests for the product specified. Jim Northey –
Chicago Board Options Exchange
9314 OpenInterest W,X Open Interest in terms of number of contracts for a derivative security (such as, option) Jim Northey –
Chicago Board Options Exchange
9315 MDScope V,W,X Scope of market data being requested or returned – values are:
1-Local
2-National
3-Global
Jim Northey –
Chicago Board Options Exchange
9316 LegalMarket W,X Boolean value that when true indicates that the market data being reported is a legal market (for instance a valid bid-ask spread). Jim Northey –
Chicago Board Options Exchange
9317 InternalOrderStatus 8 Order Status Code from the trading system. Used for documentation purposes only – should not be used for maintaining status of the order Jim Northey –
Chicago Board Options Exchange
9318 MktMkerID U0153, U0253 ID of the member firm responsible for market making for this particular stock Pascal lacoste –
Euronext
9319 IndxIndic U0153, U0253 Index indicator Pascal lacoste –
Euronext
9320 OrderRejectReasonTxt 8 Textual description of the reason and order was rejected. Jim Northey –
Chicago Board Options Exchange
9321 SecondaryClOrdID D,F,G,8,9 Secondary Client Order ID – used when counterparties require a secondary client order id. Will be replaced by FIX 4.3 field of the same name.

** ADDED TO FIX 4.3 AS TAG: 526 (SecondaryClOrdID) **

Jim Northey –
Chicago Board Options Exchange
9322 MultilegPriceIncrement c,d Used to defined the price increment for generation of a multileg instrument. The price increment is used to indicate the increment to the price of the instrument defined in the security block for the next leg of the multileg security. Used for options strategy generation. Jim Northey –
Chicago Board Options Exchange
9323 MultilegMonthIncrement c,d Number of months to increment the next leg of a multileg instrument from an anchor leg. Used for option strategy definition. Jim Northey –
Chicago Board Options Exchange
9324 ClearingOptionalData 8,D,F,G Optional Data sent to clearing house on trades against the order Jim Northey –
Chicago Board Options Exchange
9325 LastTradeDate U0153 Date the instrument last traded Pascal lacoste –
Euronext
9326 CarryFwdISINCode U0153, U0253 ISIN code of underlying security on lending market Pascal lacoste –
Euronext
9327 WeightedAvgQty U0038 Weighted average spread quantity Pascal lacoste –
Euronext
9328 CountryIssuer U0153, U0253 Issuing country code Pascal lacoste –
Euronext
9329 PhysicalTradingGrp U0153, U0253 Trading group Pascal lacoste –
Euronext
9330 SICOVAMCode U0153, U0253, U00A8, U00A7 AFC (agence française de codification)Id code of a security Pascal lacoste –
Euronext
9331 MktIndic U0153, U0253 Indicates the market regulations governing the market on which the stock is traded Pascal lacoste –
Euronext
9332 ReemissionFlag U00A0 Beginning/end of transmission indicator Pascal lacoste –
Euronext
9333 DivNbCO U0153, U0253 Official quotation list classification: section number Pascal lacoste –
Euronext
9334 RubNbCO U0153, U0253 Official quotation list classification : Heading number Pascal lacoste –
Euronext
9335 PrevDayCapitalTrd U0153, U0253 Previous day’s capital traded Pascal lacoste –
Euronext
9336 TypeOfInstr U0153, U0253 Derivative instruments associated with the stock Pascal lacoste –
Euronext
9337 AlphaNbCO U0153, U0253 Alpebabetical sequence number in the official quotation list Pascal lacoste –
Euronext
9338 TradingGroup U0153, U0253 Trading group for french instruments Pascal lacoste –
Euronext
9339 TaxDeductCode U0153, U0253 Tax deduction code Pascal lacoste –
Euronext
9340 MMBidPx S, U00B4 Market maker bid price Pascal lacoste –
Euronext
9341 MMOfferPx S, U00B4 Market maker offer price Pascal lacoste –
Euronext
9342 FinancialMarketCode All Euronext market feed message Market of execution for last fill Pascal lacoste –
Euronext
9343 NoUnchangedSecurities U00B1 Number of stocks unchanged in the corresponding index Pascal lacoste –
Euronext
9344 NoNotTradedSecurities U00B1 Number of stocks not quoted in the corresponding index Pascal lacoste –
Euronext
9345 RoutedOrderID G,D To satisfy the OATS requirement of having a unique identifier for each order. This field is 20 characters or less. Tad Knowles –
SunGard Trading Systems
9346 PHLXRoutingInstruction D, 8 Allow passing through of routing instruction values for PHLX. Christopher Acton –
Sungard Brass
9347 TRACRoutingInstruction D, 8 Allow passing through of routing instruction for Track ECN. Christopher Acton –
Sungard Brass
9348 NSXHandlInst D, 8 Allow passing through of HandlInst for NSX. Christopher Acton –
Sungard Brass
9349 CHXHandlInst D, 8 Allow passing through of HandlInst for CHX. Christopher Acton –
Sungard Brass
9350 OmgeoTPSourceSettlingAgentFrmMsg Part of the ThirdPartyDetailStatus
composite, this field tells third party notification whether to send a notification to the IP3, Custodian or Sub-Agent listed on the message and how to handle Settling Agt and Settling Agt BIC fields on the UI.
Dharmendra Makhijani –
Omgeo LLC
9351 OmgeoSWIFTBuyerSeller Dharmendra Makhijani –
Omgeo LLC
9352 OmgeoThirdPartyCreatedAt Dharmendra Makhijani –
Omgeo LLC
9353 OmgeoSWIFTDifferenceFlag Dharmendra Makhijani –
Omgeo LLC
9354 OmgeoSWIFTDifferences Dharmendra Makhijani –
Omgeo LLC
9355 CrossTradeFlag U0001, U0002 Cross order indicator Pascal lacoste –
Euronext
9356 PrevPxVarSide U00A8, U0003, U0002, U0001, U0032 Sign of variation against previous price Pascal lacoste –
Euronext
9357 EndSamePxFlag U0001, U0002 Last of a serie of trades at the same price Pascal lacoste –
Euronext
9358 TradeSesPreopenTime U0039 Pre-opening time of the trading session Pascal lacoste –
Euronext
9359 TradeSessConsultTime U0039 Consult time of the trading session Pascal lacoste –
Euronext
9360 NoInitSecurities U0151, U0251 Number of instruments initialized Pascal lacoste –
Euronext
9361 PrevDayCumQty U0153 Previous day capital traded Pascal lacoste –
Euronext
9362 AllocAvgPx J Allocation: optional price for specific alloc within a ticket (avg across multiple executions)
<p>
** ADDED TO FIX 4.1 AS TAG: 153 (AllocAvgPx) **
Scott Atwell –
American Century
9363 PublishOrderStatus A Boolean used to indicate to counterparty that the logon initiator would like order status transmitted after successful login Jim Northey –
Chicago Board Options Exchange
9364 CFICode c,d 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. NOTE: This is a FIX 4.3 field for which we are assigning a user defined tag value so it can be used in pre-4.3 versions. Jim Northey –
Chicago Board Options Exchange
9365 PremPriceTickBreakPoint c,d Price at which the Premium Price Tick changes from the PremPriceTickBelow and the PremPriceTickAbove Jim Northey –
Chicago Board Options Exchange
9366 PremPriceTickAbove c,d Premium Price Tick Size above the PremPriceTickBreakPoint Jim Northey –
Chicago Board Options Exchange
9367 PremPriceTickBelow c,d Premium Price Tick Size Below the PremPriceTickBreakPoint Jim Northey –
Chicago Board Options Exchange
9368 LastBustShares 8 The number of shares reported as part of a trade bust Jim Northey –
Chicago Board Options Exchange
9369 PriceProtectionScope 8,D,G Defines the type of price protection the customer requires on their order
Valid values:
0 = None
1 = Local (Exchange, ECN, ATS)
2 = National (Across all national markets)
3 = Global (Across all markets)
Jim Northey –
Chicago Board Options Exchange
9370 MultilegPositionEffects 8,D,G MultipleValueString Array of open close codes for multileg orders **Will be obsoleted by FIX 4.3 Multileg Order Message ** Jim Northey –
Chicago Board Options Exchange
9371 MultilegCoveredOrUncovered 8,D,G Multivalue field containing the CoveredUncovered constants for the legs of a multileg instrument. Added for FIX 4.2 complex order support. *** OBSOLETE with FIX 4.3 Multileg Order (MsgType=AB) LegCoveredOrUncovered(tag 565) field *** Jim Northey –
Chicago Board Options Exchange
9372 MultilegStockClearingFirm 8,D,G The Clearing firm for the stock leg of a multileg option strategy added for complex order support in FIX 4.2. *** REPLACED in FIX 4.3 with the Multileg Order (MsgType=AB) Nested Parties block clearing firm party role. Jim Northey –
Chicago Board Options Exchange
9373 LiquidityFlag 8 Indicator of how BRUT executed the trade. Tad Knowles –
Automated Security Clearance LTD
9374 PeggingTicker D,G The adjustment price to calculate the order price from the NBBO of a pegged order. Tad Knowles –
SunGard Trading Systems
9375 SMRouteFlag D, G Field to specify the SuperMontage route field for
a given order.
Tad Knowles –
SunGard Trading Systems
9376 SMExecAlgorFlag D, G This field will be forwarded to SuperMontage for the Execution Algorthim. Tad Knowles –
SunGard Trading Systems
9377 PowerNet 8 A field used by PowerNet to define the source of order entry. Tad Knowles –
SunGard Trading Systems
9378 NoMDRefReqID Number of MDRefReqID entries in Market Data Request Reject message This is used to specify which previously subscribed MDReqID’s were affected by this reject. It is useful in the case where a new subscription automatically unsubscribes previous subscriptions, or if the server needs to unsubscribe certain subscriptions for performance or other reasons. Dmitry Volpyansky –
Financial Genetics Corporation
9379 MulitiLegPrice D,G Price for Individual Legs. Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9380 StockFirmName D,8 Stock Firm name used in Buy writes Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9381 StockFirmNameKey D,G,8 Stock firm name key used in Buy writes Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9382 MatchType E Type of match for internalized order. Valid Values: 1=Guaranteed Price, 2=Limit Price, 3=Auto Match Rick Simkin –
Chicago Board Options Exchange
9383 AuctionType a, R Type of auction. Valid values: 1=Paired orders for internalized execution, 2=Strategy (multi-leg) Rick Simkin –
Chicago Board Options Exchange
9384 AuctionContingency D,G,R,8 CBOE Contingency type of order. 1=none, 2=AON, 3=FOK, 4=IOC, 5=Opening only, 6=Minimum, 7=Not Held, 8=With Discretion, 9=Market if Touched, 10=Stop, 11=Stop Loss, 12=On close, 13=Stop Limit, 14=Response to Auction Rick Simkin –
Chicago Board Options Exchange
9385 AuctionID D,G,R,8 Identifier used to participate in an auction and report results from an auction. Rick Simkin –
Chicago Board Options Exchange
9386 TickIndicator 8 1 byte numeric that specifies the tick at the time of execution Samuel Taub –
SIAC
9387 OmnibusClearing 8 1 byte numeric designating the omnibus account against which the execution was done Samuel Taub –
SIAC
9388 SourceOf Order 8 1 byte numeric denoting the source of the order; i.e., from CMS, from BBSS, from DBK, etc. Samuel Taub –
SIAC
9389 UnitOf trade 8 1 byte numeric denoting the unit of trade; i.e., whether the stocks trades in lots of 100, 10, etc. Samuel Taub –
SIAC
9390 OrderTime 8 6-byte timestamp in HHMMSS format denoting the time the order arrived in the system Samuel Taub –
SIAC
9391 SourceOfReport 8 1 byte numeric denoting whether the execution was done in DBK, BBSS, etc. Samuel Taub –
SIAC
9392 SpecSymbol U8 1-4 alphas representing the Specialist firm’s mnemonic Samuel Taub –
SIAC
9393 PostID U8 2 numerics denoting the post at which the stock trades Samuel Taub –
SIAC
9394 TeeID U8 1 alpha denoting the tee location at the post where the stock trades Samuel Taub –
SIAC
9395 OddLotAlarmShares U8 Samuel Taub –
SIAC
9396 OddLotLineCode U8 Samuel Taub –
SIAC
9397 TotalOddLotSellAlarm U8 Samuel Taub –
SIAC
9398 MDRefReqID Reference MDReqID entry Previously subscribed MDReqID that has been affected. How it was affected is given in the the MDReqRejReason field. Dmitry Volpyansky –
Financial Genetics Corporation
9399 Bloomberg Price Eng Price Level S Numeric value between 1-3 to represent the Bloomberg Price Engine price level. Stacy Uster –
The McNamara Group
9400 ExecPhase 8 (Execution) Used to report current phase in trading zissis perdikis –
javelin technologies, inc.
9401 ReRoutedPrice 8 Denotes the Execution Price of a Re-Routed Order. Don Scheurer –
Bloomberg
9402 OppSidePeg D, G Tag had previously been named XpressIndicator, datatype remains Char. 4th Qtr, 2011. Opposite Side Pegging. This indicator specifies whether the customer has specified Pegging functionality be applied to the Opposite Side PBBO for the d-Quote or s-Quote. Value = “Y” or “N”. Not Boolean so invalid value will be rejected by CCG/ME, not Fix Parser.
Tag 9561, PegInd, used for same side Pegging and ‘Y’ value mutually exclusive with ‘Y’ value for OppSidePeg.
Peter Friel –
SIAC
9403 OffsetPrice D, G Price Format- tag had previously been named XpressTime datatype format UTCTimeOnly. 4th Qtr, 2011.
Retail Price Improvement Orders or CCG s-Quotes shall have a price improvement offset value in this tag which may have a value of zero to be filed better than the PBBO subject to limit price and cap rules.
This tag may also be used in Pegging d-quotes and s-quotes on same side or opposite side pegging to the PBBO, i.e. peg to PBO for buy pegging; PBB for sell pegging, offset by the price increments based on this tag’s absolute Offset value.
Peter Friel –
SIAC
9404 WriteInTime 8 NYSE – Front End Systemic Capture Field (FESC): This is an optional field that may be used in the case of a system failure or otherwise, to indicate the actual time an order was received on the Floor, if prior to the time that the order is actually recorded in the system. This field allows members to synchronize their electronic order records with time-stamped paper tickets when used in situations such as system failures.
Note that an “As Of” indicator flag must always be set when order details are being recorded late due to a system failure, regardless of whether a “Write In” time is entered.
Michael Fissell –
SIAC
9405 AsOfIndicator 8 NYSE – Front End Systemic Capture (FESC) Field: A flag that is manually entered by a user to indicate that an order or order modification was represented at a point of sale on the NYSE trading floor before being entered into a system. Such orders and order modifications are referred to as “late entered orders.” The AsOfIndicator should only be used in situations where orders are entered into a system late due to system failure. The AsOfIndicator must be transmitted to the NYSE with all late entered orders and order modifications and Drop Copies of such. Value, when tag is present = A. Michael Fissell –
SIAC
9406 DropCopyFlag 8 NYSE – A flag that indicates that a message is a Drop
Copy. This flag is required in all Drop Copy messages sent to FESC or from
CMS. Valid Values: C = CMS, D = FESC, 1 = Order Drop Copy, 2 = Execution
Report Drop Copy, 3 = Admin Inquiry Drop Copy, 4 = Admin Response Drop
Copy, 5 = Clearance Drop Copy. An alpha value must appear in combination
with a numeric value, separated by a space.
Michael Fissell –
SIAC
9407 HandlInst 8 Same as tag 21. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality. Avner Gelb –
SIAC
9408 MinQty 8 Same as tag 110. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality. Avner Gelb –
SIAC
9409 MaxFloor 8 Same as tag 111. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality. Avner Gelb –
SIAC
9410 MaxShow 8 Same as tag 210. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality. Avner Gelb –
SIAC
9411 PriceImprovement When placing an order based on a quote, in the UK it is a regulatory requirement that you mention any price improvement on the quoted price. Danny Shobrook –
Apt Computer Systems Limited
9412 OrigTime Security Status Indicates the time of the transaction as indicated by the Originating system. Peter Friel –
SIAC
9413 HighPxDenom Security Status NYSE – Institutional XPress – Indicates the trading denominator of the indication price. Peter Friel –
SIAC
9414 LowPxDenom Security Status NYSE – Institutional XPress – Indicates the trading denominator of the indication price. Peter Friel –
SIAC
9415 MDEntryPxDenom Market Data NYSE – Institutional XPress – Indicates the NYSE trading denominator. Peter Friel –
SIAC
9416 ExtendedExecInst D and G Used in various NYSE Arca order types. Currently supported values are:
“0” used to indicate that an order should not execute against a midpoint passive liquidity order, which could result in a sub penny fill. 

“1” to indicate an NYSE ARCA fast cancel

David Weiss –
NYSE Group
9417 ExtendedPNP D used in conjunction with a post no preference order (execinst=6). Currently supported values are “P” for a PNP Plus order and “B” for a PNP blind order. David Weiss –
NYSE Group
9418 OlrlprlCode 8 Odd-lot, round-lot, PRL indicator containing the values 1,2,or 3 Samuel Taub –
SIAC
9419 OrderTANumber 8 The TA number of the order assigned by SDOT Samuel Taub –
SIAC
9420 SpecUnitID 8 The Specialist Unit Number handling the stock. Contains a value from 1 to 100 Samuel Taub –
SIAC
9421 ContraBroker 8 FCS Report – Line 5,5A-D; ABCDnnnnn where ABCD is a 4-character mnemonic. Line 5 does not appear on Odd Lot orders Identifies the Contra side of the trade. Up to five Contra sets (Contra firm identification on an Execution Report). If NoContraBrokers [9423] is greater than 0, than ContraBroker [9421] is required. ContraBroker [9421] is for use in FIX 4.1 only and corresponds to tag ContraBroker[375] in FIX 4.2. FIX.4.1 Format: Char FIX.4.2 Format: See Tag #375
<p>
** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) **
Avner Gelb –
SIAC
9422 ContraTradeTime 8 FCS Report – Line 5, 5A-D, Field 4: format is hhmm(ss) Indicates the Execution time in hours, minutes, and – if the user wishes – seconds. ContraTradeTime [9422] is for use in FIX 4.1 only and corresponds to tag ContraTradeTime[438] in FIX 4.2. FIX.4.1 Format: Char FIX.4.2 Format: See Tag #438
<p>
** ADDED TO FIX 4.2 AS TAG: 438 (ContraTradeTime) **
Avner Gelb –
SIAC
9423 NoContraBrokers 8 FCS Report – Number of Line 5’s. Number of ContraBrokers repeating group instances. NoContraBrokers [9423] is required if the value is greater than 0 and if present, appears as the first tag in the repeating Contra group. NoContraBrokers [9423] is for use in FIX 4.1 only and corresponds to tag NoContraBrokers[382] in FIX 4.2. FIX.4.1 Format: Int FIX.4.2 Format: See Tag #382
<p>
** ADDED TO FIX 4.2 AS TAG: 382 (NoContraBrokers) **
Avner Gelb –
SIAC
9424 OrdStatReq H FCS Admin Request – Line 2, Field 1 Valid Values: 1 = Report Status 2 = Confirm Order Received 3 = Confirm Out 4 = B (Buy) 5 = BM (Buy Minus) 6 = S (Sell) 7 = SPL (Sell Plus) 8 = SS (Sell Short) 9 = SE (Sell Short exempt from rules) Contains Admin message type (i.e. Report Status) and must include the original order instruction. This field contains multiple values separated by a comma. FIX.4.1 Format: Char FIX.4.2 Format: String Avner Gelb –
SIAC
9425 StatusResp 8 FCS Admin Response – Line 2, Fields 1, 2
Valid Values:
1 = Busted Trade
2 = Names Later
3 = Corrected Price
4 = Price is Correct
5 = Report CHG
6 = BOT
7 = BOT^MINUS
8 = SLD
9 = SLD^PLUS
A = SLD^SHRT
B=SLD^SHRT^EXEMPT 

If more than one value is applicable, this field can contain multiple Admin responses separated by a comma.

Admin responses generated as a result of the Execution Report Correction (ERC) information.

FIX.4.1 Format: Char
FIX.4.2 Format: String

Avner Gelb –
SIAC
9426 BillingRate 8 May contain the Away Market ID with or without the MMID, (formats A, A/EDGA, N/MP…) or the Billing Indicator with or without the new Billing Tier (formats 1, 2, 2/1…).
Away Market is any valid value of the NYSE’s internal Exchange indicator (non-Fix standard). Billing Indicator or Tier is any valid value 0-9. Tag is used in Message Type 8, Report messages.
Avner Gelb –
SIAC
9427 CxlBal F, G FCS Cancel, Cancel/Repl– Line 2, Field 2
If CxlBal [9427] is present, set to |Y|. Cancels the remaining balance of an outstanding order without quantity specification. 

FIX.4.1 Format: Char
FIX.4.2 Format: String

Avner Gelb –
SIAC
9428 CxlQty F Same as Tag 84 FCS Cancel – Line 3C, Field 1
If present, set to the quantity to be canceled. Cannot be an Odd Lot. Used in conjunction with Cancel with Leaves. 

FIX.4.1 Format: Float
FIX.4.2 Format: Qty

Avner Gelb –
SIAC
9429 CMSLeavesQty F Same as Tag 151
FCS Cancel – Line 3E, Field 1 If present, set to the new quantity to take effect. Cannot be an Odd Lot. Corresponds to CMS LVS quantity 

FIX.4.1 Format: Float
FIX.4.2 Format: Qty

Avner Gelb –
SIAC
9430 NYSEDirect 8 FCS Report – Line 4B, Field 2 Valid Value = NX
Routing Code returned on the Execution Report 

FIX.4.1 Format: Char
FIX.4.2 Format: String

Avner Gelb –
SIAC
9431 GiveUpID D, 8 FCS Order – Line 4B, Field 1: 1-4 alpha characters
FCS Report – Line 4B, Field 5 Optional field: names the clearing member designated by another clearing or a non-clearing member for settlement of its Exchange transactions. 

FIX.4.1 Format: Char
FIX.4.2 Format: String

Avner Gelb –
SIAC
9432 MiscDataLine4 D, F, G, H FCS Order, Cancel, Cancel/Repl, Admin Req – Line 4, Field 1: 1-27 characters

FIX.4.1 Format: Char
FIX.4.2 Format: String

Avner Gelb –
SIAC
9433 ExecutionInformation 8 FCS Report – Line 5, 5A-D, Field 1: 1-4 digit number Indicates Specialists number. For any firm that routes orders to BBSS, the firm’s internal information (for example, firm clearing number or Broker Badge number) will be reported, if it conforms to the format. Execution information is also repeated here at the firm’s request.

FIX.4.1 Format: Char
FIX.4.2 Format: String

Avner Gelb –
SIAC
9434 ContraTradeQty 8 FCS Report – Line 5, 5A-D, Field 2: 1-5 digit number; nnnnn of field ABCDnnnnn where: Identifies the number of units traded on an Execution Report. If NoContraBrokers [9423] is greater than 0, than ContraTradeQty [9434] is required. Amounts for PRL trades show only the Round Lot units – for example: 575 shares of a 100 share trader = 5. ContraTradeQty [9434] is for use in FIX 4.1 only and corresponds to tag ContraTradeQty[437] in FIX 4.2.

FIX.4.1 Format: Float
FIX.4.2 Format: See Tag #437
<p>
** ADDED TO FIX 4.2 AS TAG: 437 (ContraTradeQty) **

Avner Gelb –
SIAC
9435 ExClearingHouse 8 FCS Report – Line 4B, Field 1.
If ExClearingHouse [9435] is present, set to |Y|. Optional Field: identifies a trade that will be settled outside the normal clearing processing. 

FIX.4.1 Format: Char
FIX.4.2 Format: String

Avner Gelb –
SIAC
9436 MemoAB 8 FCS Report – Line 4B, Field 56; 1-10 alphanumeric characters
4 characters for Memo A and 6 for Memo B; a period will be returned for any character not entered 

FIX.4.1 Format: Char
FIX.4.2 Format: String

Avner Gelb –
SIAC
9437 NYSEPrime 8 FCS Report– – Line 4B, Field 4; 1-10 alphanumeric characters
Identifies an Execution Report that has benefited from NYSE price improvement. Provides dollar and cents value saved from NYSE price improvement; the greater than sign is displayed only if the price improvement per share exceeds $3.00. 

FIX.4.1 Format: Char
FIX.4.2 Format: String

Avner Gelb –
SIAC
9438 TryToStop D, F, G FCS Order, Cancel, Cancel/Repl – Line 3A, Field 5:
If TryToStop [9438] is present, set to |T|. 

FIX.4.1 Format: Char
FIX.4.2 Format: String

Avner Gelb –
SIAC
9439 MiscDataLine4A F, G, H FCS Cancel and Cancel/Repl, Admin Req
– Line 4A, Field 5 

FIX.4.1 Format: Char
FIX.4.2 Format: String

Avner Gelb –
SIAC
9440 ERCReferenceNumber 8 FCS Report – Line 4C, Fields 2-4: 9 digit ascii numeric

The Activity ID is assigned by SuperDot and made up of the:
1. The Group number is the first three digits where nnn is a 3 digit number
2. The Reference number is the second three digits where nnn is a 3 digit number
3. The Sequence number is the last three digits and will start at 001 for the first activity against an order and increase by 1 for each subsequent activity where nnn is a 3 digit number.

FIX.4.1 Format: Char
FIX.4.2 Format: String

Avner Gelb –
SIAC
9441 ContraTrader 8 FCS Report– – Line 5, 5A-D, Field 1: 1-4 digit (Badge) number
ContraTrader [9441] is for use in FIX 4.1 only and corresponds to tag ContraTrader[337] in FIX 4.2. 

FIX.4.1 Format: Char
FIX.4.2 Format: See Tag #337

Avner Gelb –
SIAC
9442 SolicitedFlag D, F, G, 8 FCS Order, Cancel, Cancel/Repl, Report.
Indicates whether or not the order was solicited.
Valid Values:
Y = Was Solicited
N = Was Not Solicited
SolicitedFlag [9442] is for use in FIX 4.1 only and corresponds to tag SolicitedFlag [377] in FIX 4.2. 

FIX.4.1 Format: Char
FIX.4.2 Format: Boolean

Avner Gelb –
SIAC
9443 RepStatReq H FCS Admin Request – Line 2, Field 1

Valid Values:
1 = Check^Price
2 = Confirm^Contra
3 = Confirm^Qty^Executed
Contains Admin message type and must include the original order instruction. Tags OrdStatReq [9424] and RepStatReq [9443] are mutually exclusive, either [9424] or [9425] must appear in Message Type H.
FIX.4.1 Format: Char, FIX.4.2 Format: String.

Avner Gelb –
SIAC
9444 SponsoringFirm D, 8 Member firm sponsoring the institution submitting orders. Avner Gelb –
SIAC
9445 LvsTimeInForce F FCS Cancel – Line 3E, Field 2 Valid Values: 0 = DAY, 1 = GTC, 2 = OPG, 3 = OC, 4 = FOK, 5 = GTX, 6 = Reject Message, set Text[58] to |Good till date not supported|. Allows the user to change the Time In Force on a Cancel with Leaves. Absence of this field defaults to original order state. Note: Original Time In Force can be re-stated. FIX 4.1 Format: Char, FIX 4.2 Format: String Jeanne Breuer –
SIAC
9446 CMSType Message Type 8 Provides further classification of the Execution Report FIX Message Type 8 for CMS’ use. Valid values: A = Admin Response, P = SPARS, R = Execution Report, S = Status Message (Status Messages include Rejects, Restarts and Drop Copy). Format FIX 4.1 Char, FIX 4.2 String. Jeanne Breuer –
SIAC
9447 CAPIndicator D,F,G,H,8 NYSE – Indicates a conversion and parity order (CAP). Required on all CAP Orders, CAP Cancels and CAP Cancel Replace Requests. Valid Value = Y. Format = Char Jeanne Breuer –
SIAC
9448 BrokerBadge# D,F,G,H,8 Represents the initiating Broker Badge Number. Required on all CAP Orders. Value is up to 4 numeric characters. Format = Char Jeanne Breuer –
SIAC
9449 BillTo D,F,G,H, 8 Represents the Badge or Commission Billing Number.
Required on all CAP Orders.
Value = up to 4 alpha/numeric characters. Must be either ALL numeric or ALL
alpha. Format = Char
Jeanne Breuer –
SIAC
9450 ParentOrdXRefId D,F,G,H, 8 Represents the Member Firm of the Parent Order plus the Parent Order Id currently sent to FESC. Required on all CAP Orders. Value must be a valid NYSE Member Firm Mnemonic Identifier followed by one space, followed by the Parent Order Id that is currently sent to FESC. Value = 4 character alpha for Member Firm of the Parent Order, one space, up to 22 characters using ASCII character set from Octal 40 (Hex 20) to Octal 176 (Hex 7E) for the Parent Order Id. Format = string. Jeanne Breuer –
SIAC
9451 ParentFirmOrdId D,F,G,H,8 Tag 9451 = Parent Order ID required for NYSE BBSS entered CAP orders. 1 to 4 alpha characters Branch Code, followed by a space followed by 1 to 5 characters numeric Branch Sequence followed
by a slash character (“/”) followed by the CMS Session date.
Format = string
Jeanne Breuer –
SIAC
9452 NYSETANum D,F,G,H,8 The turn around number of the Parent Order, required only for NYSE BBSS entered CAP orders. 6 characters – 2 alpha characters followed by 4 numeric characters OR 3 alpha characters followed by 3 numeric characters.
Format = string
Jeanne Breuer –
SIAC
9453 ParentFirm D,F,G,H,8 Valid NYSE Member Firm Mnemonic. Must be present on all NYSE BBSS CAP orders. 1 to 4 alpha characters.
Format = string.
Jeanne Breuer –
SIAC
9454 ContraClrFirm 8 NYSE – Front End Systemic Capture Field (FESC): This is a required field when submitting a report drop copy.
Specifies the clearing firm mnemonic (as assigned by the NYSE) of the contra side of a trade.
Gerry Libretti –
SIAC
9455 EnteringFirm 8 NYSE – Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy.
Specifies the mnemonic (as assigned by the NYSE) of the member or member organization which recorded the order details (as required by Rule 123e).
Gerry Libretti –
SIAC
9456 OrderRefDate 8 NYSE – Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy.
Specifies the date the order was entered into an Exchange system.
Gerry Libretti –
SIAC
9457 OCSControlNum 8 NYSE – Front End Systemic Capture (FESC) Field: This is an optional field when submitting a report drop copy. Specifies the NYSE Online Comparison System (OCS) control number that is returned to the firm by OCS after submission of a side. Gerry Libretti –
SIAC
9458 MajorBadge 8 NYSE – Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy.
Specifies the badge number of the executing broker of its (the submitter’s) side of the trade
Gerry Libretti –
SIAC
9459 SpecialTradeInd 8 NYSE – Front End Systemic Capture (FESC) Field: This is an optional field when submitting a report drop copy. Specifies any special trade indication:
‘ ‘ = Not a special trade
‘X’ = Special trade
‘E’ = Ex-clearing trade
Gerry Libretti –
SIAC
9460 OrderCapacity2 D,F,G,H,8 NYSE – Additional value representing Account Type. Account Type Q indicates a trade to cover an error transaction. Format = char. Valid Value = Q Jeanne Breuer –
SIAC
9461 AddQty G, 8 NYSE – Represents the additional (increased amount) order quantity
requested. Required on all Makes orders (Message Type G format).
Format in 4.1 = int, Format in 4.2 = Qty.
Jeanne Breuer –
SIAC
9462 PrinIndicator 8 The indicator that denotes the specialist was involved in the trade. contains value 00 or 01. Samuel Taub –
SIAC
9463 SubscriptionRequestType c Addition of a SubscriptionRequestType for Security Definition Request to enable FIX 4.3 like functionality for FIX 4.2 users Jim Northey –
Chicago Board Options Exchange
9464 PrinCommentCode 8 2-byte alpha code that the specialist inserts into the execution report Samuel Taub –
SIAC
9465 OrderOrigin D (New Order), G (Cancel/Replace). 8(Execution Report) For submission of order originator (String)to specify Exchange:Firm Acronym. Of the form [Exchange:]Acronym
If [Exchange:] is omitted, the Target Exchange is assumed. E.g. CBOE:ABC and ABC are equivalent for firm Acronym ABC at Exchange CBOE for orders sent to Exchange CBOE.
Magic Magee –
Chicago Board Options Exchange
9466 RejectReasonCode Business Message Reject [ j ] Reject reason code indicating the reason why the message was rejected. Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9467 EquitySession c (Security Definition Request),d(Security DefinitioN) This field will (optionally) be used to specify the Equity Session when defining “Buy Write” or “Covered Call” type strategies. Magic Magee –
Chicago Board Options Exchange
9468 UserAssignedCancelID 8 User assigned cancel id for an order. Work around – future version will revert to standard FIX order cancel request handling Jim Northey –
LTG
9469 ExtendedPriceType D,G,8 For using PriceTypes in addition to the current FIX 4.2 Tag 40 validations (e.g. like the FIX 4.4 Tag 423 values) Magic Magee –
Chicago Board Options Exchange
9470 QuoteOrigin Mass Quote, Quote This parameter is used to indicate the origin of the quote entry. It must take one of the following values: 6 – Public Customer
7 – Broker
8 – Market Maker
James Haworth –
CMC
9471 NoTransactionCosts Trade Capture Repeating group under the trade capture suite of messages Don Scheurer –
Bloomberg
9472 TransactionCostTypes Trade Capture Repeating group under the transaction cost for Trade Capture reporting Don Scheurer –
Bloomberg
9473 TransactionCostCode Trade Capture Repeating group under transaction costs Don Scheurer –
Bloomberg
9474 TransactionCostRate Trade Capture Repeating group under transaction cost group Don Scheurer –
Bloomberg
9475 TransactionCostFlag Trade Capture Repeating group under transaction costs. Don Scheurer –
Bloomberg
9476 TransactionCostAmt Trade Capture Repeating group under the transaction costs group Don Scheurer –
Bloomberg
9477 TransactionCostCurrency Trade Capture Repeating field under the transaction costs group Don Scheurer –
Bloomberg
9478 e-QuoteType D, G, 8 Represents an e-Quote Type. Jeanne Breuer –
SIAC
9479 DisplayIndicator D, G, 8 Specifies if the Broker interest is part of the NYSE BBO and is visible to the specialist. Jeanne Breuer –
SIAC
9480 ReservePublishQty D, G, 8 Required for Reserve e-Quote types. Represents the publish quantity. Jeanne Breuer –
SIAC
9481 eQuoteId D, G, 8 Unique identifier of the eQuote – must be unique within broker badge – associates the eQuote with its underlying orders Jeanne Breuer –
SIAC
9482 LayerLinkId D, G, 8 Unique identifier – must be unique within broker badge – associates the layers of a layered eQuote Jeanne Breuer –
SIAC
9483 DBKLinkId 8 Ensures reports to underlying orders are linked back to the e-Quote execution report. Jeanne Breuer –
SIAC
9484 NumULID 8 Number of repeats in the repeating group Jeanne Breuer –
SIAC
9485 ULProprietaryCode 8 Indicates whether the underlying order ID is the ID of a proprietary OMS Jeanne Breuer –
SIAC
9486 ULDisposeCode 8 Indicates the disposition of the order ID; supports the ability to add or remove orders that underlie the eQuote. Jeanne Breuer –
SIAC
9487 RoutingInstruction D, F, G, H, 8 Routing instruction Jeanne Breuer –
SIAC
9488 ERCActivityType 8 1 alpha-numeric code that designates the type of activity against the order; i.e., original execution, correction, bust, etc. Samuel Taub –
SIAC
9489 OmgeoNoSWIFTDifferences Dharmendra Makhijani –
Omgeo LLC
9490 OmgeoNoTLL2FieldsSameValueEval AS Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade level L2 fields and the field’s same value evaluation Shunichi Sueno –
Omgeo
9491 OmgeoTLL2FieldName AS Omgeo CTM specific field. Name of L2 Field. Shunichi Sueno –
Omgeo
9492 OmgeoTLL2SameValue AS Omgeo CTM specific field. Indicates if the value of the OmgeoTLL2FieldName supplied by the Broker is the same as the value supplied by the Investment Manager. Shunichi Sueno –
Omgeo
9493 OmgeoNoTDL2FieldsSameValueEval AS Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade detail L2 fields and the field’s same value evaluation. Shunichi Sueno –
Omgeo
9494 OmgeoTDL2FieldName AS Omgeo CTM specific field. Name of L2 Field. Shunichi Sueno –
Omgeo
9495 OmgeoTDL2SameValue AS Omgeo CTM specific field. Indicates if the value of the OmgeoTDL2FieldName supplied by the Broker is the same as the value supplied by the Investment Manager. Shunichi Sueno –
Omgeo
9496 OmgeoTDSAFENCSD J, AS Omgeo CTM specific field. Indicates the SWIFT BIC of the national central security depository, where the security will be safekept. Thomas Trepanier –
Omgeo LLC
9497 OmgeoTDSAFEICSD J, AS Omgeo CTM specific field. Indicates the SWIFT BIC of an international central securities depository, where the security will be safekept. Thomas Trepanier –
Omgeo LLC
9498 OmgeoTDSAFECUST J, AS Omgeo CTM specific field. Indicates the SWIFT BIC of a global custodian bank, where the security will be safekept. Thomas Trepanier –
Omgeo LLC
9499 OmgeoTDSAFESHHE J, AS Omgeo CTM specific field. Text that indicates that the shares to be safekept will be held elsewhere. Thomas Trepanier –
Omgeo LLC
9500 SubRule80A Additional flag to Rule80A (aka Order Capacity/Account Type) Randoll Revers –
GL Consultants, Inc.
9501 BidPriceType S Determines the type of price contained in the quote message. A=actual (default); S=spread to benchmark; D=discount to yield; Y=yield to maturity; P=convertible spread to parity; V=convertible vs stock; OW=Offer wanted; U=unpriced Sigurdur Snorrason –
National Quotation Bureau
9502 OfferPriceType S Determines the type of price contained in the quote message. A=actual (default), S=spread to benchmark, D=discount to yield, Y=yield to maturity, P=convertible spread to parity, V=convertible vs. stock, BW=Bid wanted, BW U=unpriced Sigurdur Snorrason –
National Quotation Bureau
9503 FlatFlag S(U3) Identifies a quote for a security which is traded flat N=No; Y=Yes Sigurdur Snorrason –
National Quotation Bureau
9504 HedgeRatio S Hedge ratio e.g. 70.00 indicating 70% of associated stock in relation to quoted stock Sigurdur Snorrason –
National Quotation Bureau
9505 MarketMakerName (U4) Name of market maker Sigurdur Snorrason –
National Quotation Bureau
9506 LockCrossFlag 7,S If set to Y, forces a price (quote or advertisement) to be accepted even if the price is out of range. N=No, default Y=Yes, force price to be accepted even if out of range. Sigurdur Snorrason –
National Quotation Bureau
9507 NegativeBidPxFlag S If present and set to Y, indicates that the price held in the price field (BidPx) should be treated as a negative value. N=No, the BidPx price is a positive value Y=Yes, the BidPx price is a negative value Sigurdur Snorrason –
National Quotation Bureau
9508 NegativeOfferPxFlag S If present and set to Y, indicates that the price held in the price field (OfferPx) should be treated as a negative value. N=No, the OfferPx price is a positive value Y=Yes, the OfferPx price is a negative value Sigurdur Snorrason –
National Quotation Bureau
9509 NQBSecurityID (U3) A unique ID for security, issued by NQB Sigurdur Snorrason –
National Quotation Bureau
9510 PurgeStatusFlag (U2) N=purge starting, vendor should purge the database; Y=purge complete Sigurdur Snorrason –
National Quotation Bureau
9511 PurgeSequenceNumber 7,B,S,(U3,U4) A unique sequence number present in application messages during a purge, enabling Vendors to track progress of the purge. Sigurdur Snorrason –
National Quotation Bureau
9512 PurgeMessageCount (U2) Total number of messages that were sent during a purge Sigurdur Snorrason –
National Quotation Bureau
9513 PurgeReason (U2) Indicates the reason for a database purge: 1=refresh at start of day; 2=as requested Sigurdur Snorrason –
National Quotation Bureau
9514 OTCBBFlag S Indicates whether a Quote in the EQS is from the OTCBB N=Not from the OTCBB Y=From the OTCBB Sigurdur Snorrason –
National Quotation Bureau
9515 Service 7,S Indicates the NQB service under which a security is quoted. OP=Pink Sheets OY=Yellow Sheets OPL=Partnership Sheets OG=Global Quote Sigurdur Snorrason –
National Quotation Bureau
9516 NoCompetingQuotes eg. MSFT, ‘Bloomberg Indicative’ Don Scheurer –
Bloomberg
9517 CompetingQuoteDealer eg. MSFT, ‘Bloomberg Indicative’ Don Scheurer –
Bloomberg
9518 CompetingQuote Actual quote for a security or for first leg of a swaps trade Don Scheurer –
Bloomberg
9519 Coupon (U3) Coupon rate of bond Sigurdur Snorrason –
National Quotation Bureau
9520 CompetingQuoteLeg2 Actual quote of second leg (Swaps only) Don Scheurer –
Bloomberg
9521 CompetingQuoteFwdPoints Fwd/Swap points (Swaps/Outrights only) Don Scheurer –
Bloomberg
9522 PiggybackFlag (U3) Indicates if a security is qualified as 15c12-11 “Piggyback” exempt: Y=Yes; N=No Sigurdur Snorrason –
National Quotation Bureau
9523 CompetingQuoteType 1 – Indicative
2 – Executable
Don Scheurer –
Bloomberg
9524 TradingSuspendFlag (U3) Indicates if trading in the security has been halted for any reason: Y=Yes; N=No Sigurdur Snorrason –
National Quotation Bureau
9525 NoReRoutedOrders 8 Defines the number of Orders rerouted to another broker. Don Scheurer –
Bloomberg
9526 Re-RoutedOrderId 8 Denotes the Order # of a Re-Routed Order. Don Scheurer –
Bloomberg
9527 ShortName (U3) Short name of security Sigurdur Snorrason –
National Quotation Bureau
9528 BenchIDSource S,(U3) Identifies the class of associated alternative BenchSecurityID used to define the underlying benchmark for Spread to Benchmark quotes Sigurdur Snorrason –
National Quotation Bureau
9529 BrokerFirmID D Identifies the firm associated with the IntroducingBadgeID[9448] Tiffany Lee –
New York Stock Exchange
9530 BenchSecurityID S,(U3) The security ID used to define the benchmark security in the Spread to Benchmark quote, further qualified by the BenchIDSource field which determines the identification system Sigurdur Snorrason –
National Quotation Bureau
9531 UndSymbol S,(U3) Contains the security symbol for the underlying security of convertible securities for convertible spread to parity and convertible vs. stock quotes. The symbol is further qualified by the UndSymbolSfx and UndSecurityExchange fields. Sigurdur Snorrason –
National Quotation Bureau
9532 UndSymbolSfx S,(U3) Additional information about the underlying security (e.g. preferred, wts, etc.) underlying the quote, with an absence of the field indicating common for equities. Sigurdur Snorrason –
National Quotation Bureau
9533 UndStockPrice S The stock price of the underlying security for convertible spread to parity and convertible vs. stock quotes. Sigurdur Snorrason –
National Quotation Bureau
9534 UnsolicitedFlag S Indicates if the quote is to be treated as solicited or unsolicited: Y=Unsolicited agency order, N=Principal or Solicited Agency Sigurdur Snorrason –
National Quotation Bureau
9535 OmgeoSwiftFieldName Dharmendra Makhijani –
Omgeo LLC
9536 TraderID (U4) Identifies a trader Sigurdur Snorrason –
National Quotation Bureau
9537 MMLocation (U4) Text describing a market maker location (i.e. geopraphic location and/or desk) Sigurdur Snorrason –
National Quotation Bureau
9538 MarketMakerID (U4) The market maker ID to be shown against a quote Sigurdur Snorrason –
National Quotation Bureau
9539 ItemID (U3) A sequence identifier permitting a series of updates to be ordered in time Sigurdur Snorrason –
National Quotation Bureau
9540 UpdateType S,(U3) Indicates the nature of a ‘database update’ message: 1=Update; 2=New; 3=Delete Sigurdur Snorrason –
National Quotation Bureau
9541 StateOrCountry (U3) For a US address specifies the state. For non-US address specifies the country Sigurdur Snorrason –
National Quotation Bureau
9542 Telephone1 (U3) A phone number Sigurdur Snorrason –
National Quotation Bureau
9543 USFirmFlag (U4) Indicates if the firm is resident in the US for the purpose of quotes generated by its traders. Y=Yes, a US based firm, N=N, a non US firm Sigurdur Snorrason –
National Quotation Bureau
9544 UndSecurityExchange S,(U3) Qualifies the UndSymbolID (UndSymbolID, UndSymbolSfx) supplied to define the symbol as issued by what exchange. Sigurdur Snorrason –
National Quotation Bureau
9545 Telephone2 (U4) A phone number Sigurdur Snorrason –
National Quotation Bureau
9546 MaturityDate S,(U3) The securities maturity date expressed as a single field rather than using the existing FIX fields of MaturityMonthYear and MaturityDay Sigurdur Snorrason –
National Quotation Bureau
9547 NQBIssuerID (U3) Used to track securities from the same issuer Sigurdur Snorrason –
National Quotation Bureau
9548 OpenFlag (U4) Indicates if Trader at Market Maker is open for trading or closed. Only quotes of open Traders should be considered live. Sigurdur Snorrason –
National Quotation Bureau
9549 InternalRef 8, 9 Internal reference assigned to an order into the GL server. Guillaume Jamin –
GL Trade
9550 SecondaryAccount 8, 9 Assigned by a party which originates the order to the exchange. Guillaume Jamin –
GL Trade
9551 DSS D,F,G,8,9 Differed Settlement Service. Valid Values :
0=No
1=Yes
Guillaume Jamin –
GL Trade
9552 GLID D,F,G,8,9 GL key used to identify the exchange and the market into GL servers. Guillaume Jamin –
GL Trade
9553 Split D, F, G Identicates the type of order splitting. Guillaume Jamin –
GL Trade
9554 DataBaseIndex 8, 9 Index of record into the GL server database. Guillaume Jamin –
GL Trade
9555 AccountType char Type of account: ‘S’ Speculator, ‘M’ Market Maker, ‘H’ Hedge Randoll Revers –
GL Consultants, Inc.
9556 MITFlag Int Market If Touch flag: Valid values: ‘0’ Simple Order (default), ‘1’ MIT order type. Randoll Revers –
GL Consultants, Inc.
9557 ActOnImbalance D,E,G Boolean: Determines whether the strategy reacts to published closing auction imbalances. Default = True Grace Chou –
Lehman Brothers
9558 PrinChangeIndicator 8 1 byte numeric that denotes that a previously-reported Prin execution has been changed to non-Prin Samuel Taub –
SIAC
9559 OmgeoSwiftTagQualifier Dharmendra Makhijani –
Omgeo LLC
9560 EquoteExecType 8 This field indicates that the e-Quote report was executed with Discretion, Pegging or Both. The following values represent:
“1” – Executed with Discretion
“2” – Executed with Pegging
“3” – Executed with Discretion and Pegging
Avner Gelb –
SIAC
9561 PegInd D, G, 8 This indicator specifies whether the customer has specified Pegging functionality for the e-Quote or d-Quote. Value = “Y” Avner Gelb –
SIAC
9562 CeilingFloorPrice D, G, 8 This field specifies the highest (for a buy) or lowest (for a sell) price to which the e-Quote or d-Quote may peg. Price including decimal (must be multiple of MPV and valid Price Unit). Avner Gelb –
SIAC
9563 MinPegQty D, G, 8 This field indicates the smallest size quote to which the e-Quote or d-Quote is willing to peg. Must be roundlot represented in shares. Avner Gelb –
SIAC
9564 MaxPegQty D, G, 8 These fields indicate the largest size quote to which the e-Quote or d-Quote is willing to peg. Must be roundlot represented in shares. Avner Gelb –
SIAC
9565 DiscPriceRange D, G, 8 The range within which a d-Quote can reach to trade with discretion, as initiating interest. The range is specified as the number of cents (or MPVs) of price discretion above (for a Buy) or below (for a Sell) the discretionary e-Quote’s currently filed price. Price including decimal (must be multiple of MPV and valid Price Unit) Avner Gelb –
SIAC
9566 DiscMaxVol D, G, 8 This field specifies the quantity the e-Quote is willing to use to trade with pricing discretion. When an e-Quote has a quantity designated to trade with pricing discretion, that quantity is referred to as a d-Quote. Must be Roundlot represented in shares. Avner Gelb –
SIAC
9567 ITSAllInd D, G, 8 This indicator identifies whether the customer has specified that the e-Quote may be shipped to better ITS quotes within its Discretionary Range, even when not required to facilitate a trade at the NYSE. Value = “Y” or “N” Avner Gelb –
SIAC
9568 OppSideMinSize D, G, 8 This field specifies the smallest size the d-Quote is willing to initiate a trade against with discretion. This size may be applied to an incoming order or to aggregate interest at a price point, as specified in later requirements. Must be Roundlot represented in shares. Avner Gelb –
SIAC
9569 OppSideMaxSize D, G, 8 This field specifies the largest size the d-Quote is willing to initiate a trade against with discretion. This size may be applied to an incoming order or to aggregate interest at a price point, as specified in later requirements. Must be Roundlot represented in shares. Avner Gelb –
SIAC
9570 ExecAwayMktInd 8 Executed Away Market Indicator containing a value representing the exchange away from the NYSE where the order was executed. To be used in Fix MsgType 8 as an optional tag for reports and corrections, the values not being Fix Standard. Values are SIAC internal values, A = Amex;B = Boston;C = NSE;D = NASD;I = ISE;M = CSE;P = Pacific/Archipelago;T = NASDAQ;W = CBOE;X = Philadelphia; Avner Gelb –
SIAC
9571 NoTapePrintFlag 8 A flag, when true (Y), indicating that this trade was not printed to tape. Default is ‘N’ if tag not present. Used in Exec Report, Fix Msg Type 8. Avner Gelb –
SIAC
9572 TotalOddLotBuyAlarm U8 Samuel Taub –
SIAC
9573 OddLotImbalanceShares U8 Samuel Taub –
SIAC
9574 StagingTargetPrice d,ab Target Price at which an order will stage and monitor Don Scheurer –
Bloomberg
9575 StageOrderIsInquiry Denotes whether a staged order is an inquiry order. Don Scheurer –
Bloomberg
9576 TargetPriceType Target price type valid values:
1 – Price
2 – Yield
3 – Spread
Don Scheurer –
Bloomberg
9577 ExecutionType 8 Execution type that, among other values, contains a value for odd-lot adjustments to be used by SPAR users Samuel Taub –
SIAC
9578 BillingIndicator 8 Execution Report Billing categories (valid on regular executions, AWOs, and ERCs)
Valid values: 1=Taker; 2=Provider; 3=Blended; 4=Opening/Provider; 5=Opening/Blended; 6=Closing/Provider; 7=CLosing/Blended; 8=Specialist; Data Type: Char
AJ Eufemio-Yu –
SIAC
9579 ExpERCReferenceNumber 8 FIX 4.2 Format: String
10-byte Expanded Activity ID associated with an Execution Report. This tag is a concatenation of a 5-digit Reference number, followed by a 5-digit Sequence number. Both reference number and sequence number will start at 00001 (i.e. 0000100001). For each new activity, the Reference and Sequence number will increment by one. The Reference number will remain the same when a modification was performed on a specific activity.
AJ Eufemio-Yu –
SIAC
9580 ParentID D,F,G,8,9,s Contains the OrderID of the parent order for a child order. Gilles Bui –
GL Trade
9581 OrderId D,F,G,8,9,s Contains the GL SLE ID of the order. Gilles Bui –
GL Trade
9582 ChildID D,F,G,8,9 s Contains the GL SLE ID of the child order. Gilles Bui –
GL Trade
9583 MIFID Internalization Indicator D,F,G,8,9 s Indicates the TYPE of internalization.
Valid values:
1=FACILITATION (internalization is authorized between client orders only);
2=PROPRIETARY (internalization is authorized against the internal book);
3=ONLY (order will remain in the internal liquidity pool. It will not be released to the market);
4=NO.
Default value=1(Facilitation).
Gilles Bui –
GL Trade
9584 MIFID Best Execution Indicator D,F,G,8,9,s Valid values:
1=Gross Price (Best Exec without the cost);
2=Net Price(Best Exec with fees);
3=Ranking (Best Exec depending of the market ranking);
4-5-6=Custom1 to Custom3 (it’s for futur algorythm).
Default value=1(Gross Price).
Gilles Bui –
GL Trade
9585 MIFID Split D,F,G,8,9,s Autorizes the split functionality.
Valid values:
1=YES;
2=NO.
Default value=2(NO).
Gilles Bui –
GL Trade
9586 MIFID Retention D,F,G,8,9,s Equivalent of Overnight. It’s for keeping the orders until the next trading session.
Valid values:
1=YES;
2=NO.
Default value=2(NO).
Gilles Bui –
GL Trade
9587 MIFID Destination D,F,G,8,9,s Indicates the destination.

Valid values:
1=Any exchanges (send on all available exchanges);
2=Selected instrument market (send the order only on the market where the trader choose the stock. In the case where you have multi-listed instruments on the same market (as for VIRTX) the order can be split between the different shares;
3=Selected instrument only (when you have multi-listed instruments on the same market (as for Chi-X). You send the order only on the instrument you choose on this market.
Default value = 1(Any exchanges)

Gilles Bui –
GL Trade
9588 Trade Type Indicator D,F,G,8,9,s This field indicates the trade/negociation type.

Valid values:
A=Incoming message is a Trade Cancel;
4=Incoming message is a Manual Trade notification;
I=Internet trading;
S=Algorithmic trading;
D=DMA trading;
2=Advertisement;
9=Trade Report.

Gilles Bui –
GL Trade
9589 MIFID Negociation code D,F,G,8,9 ,s This field contains the negociation code of execution market Gilles Bui –
GL Trade
9590 Update Reason 8,P This field is used to filter specific GL messages into GL FIX IN Gilles Bui –
GL Trade
9591 Price Checking Flag D,F,G,8,9,s Used to reject the order if the price is too far away from the market. Valid values: 0=No price control (default value); 1=Price control; 2=Severe; 3=Client not sure. Gilles Bui –
GL Trade
9592 Quantity control D,F,G,8,9,s Indicates whether the market exchange has to check the quantity order. Valid values: 0=No check (default value); 1=Check quantity (big size). Gilles Bui –
GL Trade
9593 StartTime D UTC Timestamp.
Time/date combination represented in UTC in either YYYYMMDD-HH:MM:SS
(whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format. Colons,dash, and period required.
Tiffany Lee –
New York Stock Exchange
9594 EndTime D UTC Timestamp.
Time/date combination represented in UTC in either YYYYMMDD-HH:MM:SS
(whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format. Colons,dash, and period required.
Tiffany Lee –
New York Stock Exchange
9595 GL Routing Reference D,F,G,8,9,s Free format text string for internal client use.
Max size is 255 char.
Gilles Bui –
GL Trade
9596 Client Free Field 1 D,F,G,8,9,s Free format text string for internal client use.
Max size is 16 char.
Gilles Bui –
GL Trade
9597 Client Free Field 2 D,F,G,8,9,s Free format text string for internal client use.
Max size is 32 char.
Gilles Bui –
GL Trade
9598 CV Instruction P Specifies ClearVision (GL Back Office) Instruction. Valid values: 0=Default value; 1=Send To ClearVision; 2=Save in GL OMS. Gilles Bui –
GL Trade
9599 ETBegin A Please contact John Douglas of Ease Technologies for information concerning this field and others between 9599 and 9699 (TRIAD Financial Server) John Douglas –
Ease Technologies, Inc.
9600 Password A Password field used for secondary validation/security authorization.

(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field.

John Douglas –
Ease Technologies, Inc.
9601 IoiNatural 6 Additional Natural criteria field.

(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field.

John Douglas –
Ease Technologies, Inc.
9602 IoiType 6 Additional IoiType field used for discrimination on systems that express additional flavors of Iois

(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field.

John Douglas –
Ease Technologies, Inc.
9603 NoFixStatusses US/UT Specifies number of FIX Status messages to follow : repeating group

(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field.

John Douglas –
Ease Technologies, Inc.
9604 FIXStatus US/UT Specifies status of FIX Connection: 0 or 1, = Up or Down

(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field.

John Douglas –
Ease Technologies, Inc.
9605 FIXStatusSubID US/UT Specifies status of FIX SubID Connection: 0 or 1, = Up or Down

(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field.

John Douglas –
Ease Technologies, Inc.
9606 FIXStatusOBOCompID US/UT Specifies status of FIX OBO CompID Connection: 0 or 1, = Up or Down

(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field.

John Douglas –
Ease Technologies, Inc.
9607 FIXStatusOBOSubID US/UT Specifies status of FIX OBO SubID Connection: 0 or 1, = Up or Down

(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field.

John Douglas –
Ease Technologies, Inc.
9608 FIXReferenceNumber UU/UV/UW Specifies refernce number of FIX forwarded message, used in returned status messages UU/UV/UW

(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field.

John Douglas –
Ease Technologies, Inc.
9609 ETLast 5 Specifies end of custom communications.

(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field.

John Douglas –
Ease Technologies, Inc.
9610 NoNotes Trade Capture Number of repeating notes fields Don Scheurer –
Bloomberg
9611 NoteType Trade Capture Repeating field in the notes group Don Scheurer –
Bloomberg
9612 NoteId Trade Capture Repeating field in the notes group Don Scheurer –
Bloomberg
9613 NoteText Trade Capture Repeating field in the notes group Don Scheurer –
Bloomberg
9614 ATSAccess TBA ATS Access Andrew Bowley –
Lehman Brothers
9615 WorkedVolumeTarget D,E,G Percentage: Volume target for the worked portion of the order. Grace Chou –
Lehman Brothers
9616 ATSAccessType TBA ATS Access Type
P = Passive
W = I Would (cross)
Andrew Bowley –
Lehman Brothers
9617 ModifySequence 8 Count of accepted cancel/replaces. Michael Bishop –
BATS Trading
9618 CondPctQty D Percent of inbound OrdQty that this conditional order will interact with Chris Isaacson –
9619 CancelOrigOnReject G Y = cancel original order if OrigClOrdId is live but modification must be rejected. (An “unsolicited” cancel will be sent for OrigClOrdId in addition to the replacement reject).

N = leave original order if modification is rejected

Paul Rose –
9620 CorrectedPrice UCC On the custom UCC trade correction message, this holds the corrected price. Paul Rose –
BATS Trading
9621 ECNAccessFee 8 Only present on fills. The total fees for this fill. Negative for rebate. Paul Rose –
BATS Trading
9622 DiscretionAmount D Amount of discretion to apply to Price.

Similar in meaning to the standard DiscretionOffset but this field is always non-negative and is implicitly added to bid prices and subtracted from offser prices.

Paul Rose –
9623 TighterToTargetSchedule D,E,G Int: Determines whether the strategy sticks more closely to trading schedule.

Valid Values:
0 = No (default)
100 = Yes

Grace Chou –
Lehman Brothers
9624 StrategyUrgency D,E,G Char: Used in determining the optimal trading horizon. A higher urgency corresponds with a shorter duration. Grace Chou –
Lehman Brothers
9625 ExcludeAuctions D,E,G Multiple Value String: Indicates which auctions should be excluded while working the order. The default is to give the strategy the discretion to participate in all auctions that are available. This field supports multiple exclusions by separating values with a space (e.g. a value of ‘1 4’ would exclude the morning and evening auctions).

Valid Values:
1 = Morning/Opening
2 = Lunch/AM Close (Asia only)
3 = Afternoon/PM Open (Asia only)
4 = Evening/Closing

Grace Chou –
Lehman Brothers
9626 TriggerPx D,E,G Price: Identifies trigger price in absolute terms. Grace Chou –
Lehman Brothers
9627 TriggerPxAnchor D,E,G Char: Identifies anchor price when trigger price is specified in relative terms. Grace Chou –
Lehman Brothers
9628 AllocReceiverRole J 1 = Sender, 2 = Receiver Don Scheurer –
Bloomberg
9629 TriggerPxOffset D,E,G Float: Offset relative to selected anchor for relative trigger price in “BPS better than.” Grace Chou –
Lehman Brothers
9630 ReduceDeltaOption Timing of delta reduction David Zinberg –
Lehman Brothers
9631 ConditionalVolumeTarget D,E,G Percentage: Specifies target participation rate when stock price is better than user-specified trigger price. Grace Chou –
Lehman Brothers
9632 BaseStrategy D,E,G Char: Specifies base working strategy. Grace Chou –
Lehman Brothers
9633 ReferenceSecurityID D,E,G String: Identifies reference security. Grace Chou –
Lehman Brothers
9634 ReferenceSecurityIDSource D,E,G String: Identifies the ID source of the reference security (tag 9633). Tag 9634 functions in the same manner as the standard FIX tag 22. Grace Chou –
Lehman Brothers
9635 ReferenceSpread D,E,G Float: Specifies spread threshold in “BPS return since open”. Grace Chou –
Lehman Brothers
9636 MinDiscretionTime D,E,G Int: Identifies the minimum time between sweeps in seconds. Grace Chou –
Lehman Brothers
9637 DiscretionSize D,E,G Qty: Identifies discretion threshold size in shares. Grace Chou –
Lehman Brothers
9638 DiscretionSizePct D,E,G Percentage: Identifies discretion threshold size as a percentage of typical depth. Grace Chou –
Lehman Brothers
9639 DiscretionRange D,E,G Float: Identifies discretion threshold range in cents. Grace Chou –
Lehman Brothers
9640 DiscretionRangePct D,E,G Percentage: Identifies discretion threshold range as a percentage of typical spread. Grace Chou –
Lehman Brothers
9641 ExecutionStyle D,E,G Char: Identifies execution style in the market.

Valid Values: 1 = Quiet 2 = Neutral 3 = Aggressive

Grace Chou –
Lehman Brothers
9642 PegSpreadPct D, G Percentage spread for pegging Ellen Yuan –
Fidelity Capital Markets
9643 BlockFilter D,E,G Int: Specifies whether the strategy should ignore block prints. Grace Chou –
Lehman Brothers
9644 BlockFilterManual D,E,G Qty: Allows user to specify block filter threshold in terms of a share quantity. Grace Chou –
Lehman Brothers
9645 LimitPxType D,E,G Int: Allows users to specify an average limit price. Valid Values: 1 = Absolute Price (default) 2 = Average Limit Price Grace Chou –
Lehman Brothers
9646 LimitPxAnchor D,E,G Char: Identifies anchor price when limit price is specified in relative terms. Grace Chou –
Lehman Brothers
9647 LimitPxOffset D,E,G Float: Offset relative to selected anchor for relative limit price. Grace Chou –
Lehman Brothers
9648 LimitPxDirection D,E,G Char: Identifies units and direction of relative limit price offset. Grace Chou –
Lehman Brothers
9649 IsBuyBack D,E,G Boolean: When IsBuyBack = True, Rule 10b-18 is enabled for the trade. Grace Chou –
Lehman Brothers
9650 DealerResponseTime R,AJ,AG,AI,S The time when Quote request will expire Don Scheurer –
Bloomberg
9651 SubjectTime R,AJ,AG,AI,S The time when the Quote request will become subject. Don Scheurer –
Bloomberg
9652 QuoteMOPLevel R,AJ,AG,AI,S Bloomberg MOP Level Don Scheurer –
Bloomberg
9653 SubjectOrNot AJ Denotes if the response is subject or not. Don Scheurer –
Bloomberg
9654 BLPTicketType AJ,AG 1-Customer, 2-Sales Don Scheurer –
Bloomberg
9655 LegYield All fixed income Yield Don Scheurer –
Bloomberg
9656 LegPriceType All fixed income Values similar to TriceType Don Scheurer –
Bloomberg
9657 LegExchangeRate All fixed income Don Scheurer –
Bloomberg
9658 LegFlag All fixed income BLP Specific Don Scheurer –
Bloomberg
9659 LegSubFlag All fixed income BLP Specific Don Scheurer –
Bloomberg
9660 LegPrincipal All fixed income Don Scheurer –
Bloomberg
9661 LegAccrued all fixed income Don Scheurer –
Bloomberg
9662 LegTSTicketNumber 8,AE,AR BLP Specific Don Scheurer –
Bloomberg
9663 LegBlotSeqNumber All fixed income BLP specific Don Scheurer –
Bloomberg
9664 LegTransactionSeqNumber All fixed income BLP Specific Don Scheurer –
Bloomberg
9665 LegFuturesCBroker R,AJ,AG,AI,S,8,AE,AR BLP Specific Don Scheurer –
Bloomberg
9666 LegFuturesDBroker R,AJ,AG,AI,S,8,AE,AR BLP Specific Don Scheurer –
Bloomberg
9667 Blot/Transaction Number 8,AE,AR BLP Specific Don Scheurer –
Bloomberg
9668 WireTime R,AJ,AG,AI,S The Wire Time in seconds for a Quote (price fill) received from the dealer. Sheetal Chainraj –
Bloomberg L.P
9669 IsShortCover Y,N Boolean: Decclare if the order is a short cover order (or not). APOSTOLOS KRITIKOPOULOS –
NATIONAL SECURITIES COMPANY
9670 NetOrGrossIndicator D,8 Whether price is net(0, default) or gross(1) Tom Moore –
MBA Systems Ltd
9671 XbCrestRef D,8 The Executing Broker’s Crest reference Tom Moore –
MBA Systems Ltd
9672 AcpCrestRef D,8 The Accepting Counterparty’s Crest reference Tom Moore –
MBA Systems Ltd
9673 XbLegalDisclaimer D,8 Executing Broker’s legal disclaimer Tom Moore –
MBA Systems Ltd
9674 AcpLegalDisclaimer D,8 Accepting Counterparty’s legal disclaimer Tom Moore –
MBA Systems Ltd
9675 ContactPhoneNumber D,8 Contact phone number Tom Moore –
MBA Systems Ltd
9676 ContactEmailAddress D,8 Contact email address Tom Moore –
MBA Systems Ltd
9677 UnderlyingPxOffset D,E,G Eugen Sarbu –
Lehman Brothers
9678 UnderlyingPxOffsetType D,E,G Eugen Sarbu –
Lehman Brothers
9679 HedgeSide D,G Indicate Side of the hedge Eugen Sarbu –
Lehman Brothers
9680 OrderNote New Order List, Execution Report This field is used to hold a list-level note on a list message. Jessica Zahnow –
Market Axess
9681 OMS Version User defined Buy side vendor to provide the OMS software version that the trader is using to send in orders. For example: “EzeTraderConsole 4.7” Daniel Kaplan –
Lehman Brothers
9682 Product Version User defined – text field Intended broker algo/product version with respect to the broker FIX specification version. For example: “Algo 1.0” Daniel Kaplan –
Lehman Brothers
9683 MinHedgeTriggerQty D,G Minimum option volume traded before starting the hedge Eugen Sarbu –
Lehman Brothers
9684 MinHedgeTriggerValue D,G Minimum option delta traded before starting the hedge Eugen Sarbu –
Lehman Brothers
9685 AutoHedge D,G Boolean value to indicate if option order should be hedged Eugen Sarbu –
Lehman Brothers
9686 AutoHedgeStrategy D,G Strategy used for hedging Eugen Sarbu –
Lehman Brothers
9687 BypassHiddenPeg D Y = Bypass hidden peg orders resting on book
N (Default) = Access hidden peg orders resting on book
Paul Rose –
BATS Trading
9688 OrigCompID 8 on drop copies OrigCompID will be the TargetCompID of the original exec report (TargetCompID will be the receiver of the drop copy) Paul Rose –
BATS Trading
9689 OrigSubID 8 on drop copies OrigSubID will be the TargetSubID of the original exec report (TargetSubID will be the receiver of the drop copy) Paul Rose –
BATS Trading
9690 WorkingPrice 8 If order Price had to be permanently adjusted on entry (i.e. to avoid crossing national market) the adjusted price will be reported here on the accept.

The Price field will always be a copy of the price submitted on the order.

Paul Rose –
9691 InitialDisplayPrice 8 Send on Accepted and Replaced (150=0,5) execution reports when it is known that the order is being booked. Reports the price at which the order is initially displayed. Paul Rose –
9692 AllocRecieverRole J 1 = sender, 2 = receiver Don Scheurer –
Bloomberg
9693 DealerQuotePriceType Execution Report Type of DealerQuotedPrice. Same values as PriceType. Supported values:
1 = percentage (of par)
6 = spread
9 = yield
Pomeli Ghosh –
MarketAxess
9694 DealerQuotePrice Execution Report Quoted level for the Dealer. Can be expressed as basis points spread, percentage yield, or percentage of par price, as specified in DealerQuotedPriceType Pomeli Ghosh –
MarketAxess
9695 DealerQuoteOrdQty Execution Report Quoted size for the Dealer. Always expressed in par Pomeli Ghosh –
MarketAxess
9696 DealerQuoteText Execution Report Free text comment field Pomeli Ghosh –
MarketAxess
9697 CompetitiveStatus Execution Report Indicates the competitive status of each dealer quote (Done, Covered, Missed etc). Pomeli Ghosh –
MarketAxess
9698 DealerQuoteFxRate Execution Report Quoted FX rate for each Dealer. Float. Direction is determined by SettlCurrFxRateCalc (tag 156) Thomas Hill –
Market Axess
9699 DirtyPrice Execution Report All-in USD dirty price for the local market trades with FX component. Vera Kolton –
Market Axess
9700 OppBroker char(32) same as official tag 337 or 9100

** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) **

Henry He –
Chicago Mercantile Exchange
9701 OmnibusAccount char(10) Indicates the types of customer or account requesting the order. Values are
1 – For own account 

2 – For clearing member’s house account

3 – For the account of another member present

4 – For any other customer account

Henry He –
Chicago Mercantile Exchange
9702 CtiCode char(1) Indicates the types of customer or account requesting the order. Values are
1 – For own account 

2 – For clearing member’s house account

3 – For the account of another member present

4 – For any other customer account

Henry He –
Chicago Mercantile Exchange
9703 SessionIndicator char(1) Indicates the routing to an executing system
G – Globex trading engine
Henry He –
Chicago Mercantile Exchange
9704 PrevExpERCReferenceNumber 8 Valid on FIX MsgType 8. FIX 4.2 Format: String. 10-byte Expanded Activity ID on an ERC. This tag is a concatenation of a 5-digit Reference number, followed by a 5-digit Sequence number.Both reference number and sequence number will start at 00001 (i.e. 0000100001). The PrevExpERCReferenceNumber is the activity ID associated with the previous Execution Report or ERC for the same order. AJ Eufemio-Yu –
SIAC
9705 ProductComplex 35=d High level product type.
N for Energy
A for Aggs
E for Equity

(more granularity than CFICode)
Fred Malabre –
Chicago Mercantile Exchange
9706 FeeBilling char(1) Type of clearing fee. Values are
B – CBOE member trading 

C – Non-member rate (customer)

E – Equity member rate

H – 106H/J Firms

L – Lessee/106.F employees

Henry He –
Chicago Mercantile Exchange
9707 GiveUpFirm char(5) Identifies the clearing member firm to which the fill was “given up”. Henry He –
Chicago Mercantile Exchange
9708 CmtaGiveupCD char(1) Indicates if the order is a “give-up” or CMTA trade. Values are
T – CMTA 

G – Give-up

Henry He –
Chicago Mercantile Exchange
9709 BackOfficeText char(25) Back office information. TOPS Route sends this information to the back office system Henry He –
Chicago Mercantile Exchange
9710 PostExecutionAllocation char(5) “PEA” = only valid value Henry He –
Chicago Mercantile Exchange
9711 OppHouse char(32) Indicates the house of the contraBroker Henry He –
Chicago Mercantile Exchange
9712 AllocReceiverIdtype J 1=email,2=uuid Don Scheurer –
Bloomberg
9713 TimeIn UTC timestamp Time order is received by exchange Gabe Schuetzner –
Chicago Mercantile Exchange
9714 BrokerReceiptTime UTC timestamp Time that the broker receives the order Gabe Schuetzner –
Chicago Mercantile Exchange
9715 TimeBracketCode char(1) Indicates the time bracket of an order fill. Henry He –
Chicago Mercantile Exchange
9716 LOGIN_ROUTE_ID Char(32) This tag shall contain the id used for login and routing purposes SESHADRI SUNDARAM –
CHICAGO MERCANTILE EXCHANGE INC
9717 CorrelationClOrdID Id common to new order and subsequent series of requests against that order. Used for reporting. ron newell –
chicago mercantile exchange
9718 TrdRegTimestampTimeIn Execution Report Timestamp source for Time In timestamp. (Exists in FIX 4.4 as repeating group.) ron newell –
chicago mercantile exchange
9719 TrdRegTimestampOriginBrkReceipt Execution Report Timestamp source for Broker Receipt timestamp. (Exists in FIX 4.4 as repeating group.) ron newell –
chicago mercantile exchange
9720 TrdRegTimestampOriginExecution Execution Report Timestamp soource for Exectution timestamp. (Exists in FIX 4.4 as repeating group.) ron newell –
chicago mercantile exchange
9721 TimeOut Execution Report Timestamp of fill being reported from the pit to the trading floor booth. (Exists in FIX 4.4 as repeating group.) ron newell –
chicago mercantile exchange
9722 TrdRegTimestampOriginTimeOut Execution Report Timestamp source of Time Out timestamp. (Exists in FIX 4.4 as repeating group.) ron newell –
chicago mercantile exchange
9723 DiscretionPx D,G The Discretion Price of the order. This price is the limit for the DiscretionQty can be traded at. The value is an absolute price. Tad Knowles –
SunGard Trading Systems
9724 FillUserID Execution Report Clerk or trader entering the fill into the fill reporting system. (Potentially a Party Role.) ron newell –
chicago mercantile exchange
9725 FillTerminalID Execution Report ID of station reporting fill. (Similar to FIX 4.3 Party Role of Executing System.) ron newell –
chicago mercantile exchange
9726 FillSeqNum Execution Report Sequence number assigned to the fill by the station reporting it. ron newell –
chicago mercantile exchange
9727 FillNumLines Execution Report Total number of fills being reported by station under a single FillSeqNum. ron newell –
chicago mercantile exchange
9728 FillLineNum Execution Report Reference to a specific fill being reported under a single FillSeqNum. (See custom field FillNumLines.) ron newell –
chicago mercantile exchange
9729 OrderLegNum Execution Report When reporting fill, references the leg number in the order. ron newell –
chicago mercantile exchange
9730 TradeLiquidityIndicator 8 Indicates whether a trade adds liquidity (A) or removes liquidity (R) from the marketplace. Ryan Pierce –
Townsend Analytics Ltd. / Archipelago LLC
9731 TLTCFlag Execution Report Fill being reported is flagged Too Late To Cancel when a cancel/replace or cancel request was received after the execution. ron newell –
chicago mercantile exchange
9732 FormattedLastPx Execution Report LastPx formatted for processing by post-trade systems. ron newell –
chicago mercantile exchange
9733 PrintedTicketLabel Execution Report Label printed on trading floor order ticket. ron newell –
chicago mercantile exchange
9734 PartyRoleExecutingTrader Execution Report Trader executing the order. (Exists in FIX 4.3 as repeating group.) ron newell –
chicago mercantile exchange
9735 PartyRoleClearingFirm Execution Report Clearing firm of executed order. (Exists in FIX 4.3 as repeating group.) ron newell –
chicago mercantile exchange
9736 PartyRoleClearingOrg Execution Report Clearing organization for executed order. (Exists in FIX 4.4 as repeating group.) ron newell –
chicago mercantile exchange
9737 ClearingSecurityID Execution Report Security ID as assigned by clearing organization. (Combination of FIX 4.4 SecurityIDSource and SecurityID.) ron newell –
chicago mercantile exchange
9738 ClearingStrikePx Execution Report Strike price as formatted by clearing organization. ron newell –
chicago mercantile exchange
9739 MIFIDBestExecutionReqd D Indicates whether the broker is to execute the order using the Best Execution Policy defined with the customer (MIFID directive)

Valid values :
Y = Indicates the broker should execute the order using the Best Execution Policy
N = Indicates the broker should NOT execute the order using the Best Execution Policy

(optional)

Sebastien Mournetas –
Credit Agricole Cheuvreux
9740 PIPSequentialNo G, f, 8, W, X Assigned by an exchange to identify a particular price improvement phase for a particular instrument James Haworth –
CMC
9741 PIPExpiryTime f Indicates the time when an instrument price improvement phase will expire James Haworth –
CMC
9742 PIPExpiryDuration f Indicates the duration in seconds of an instrument price improvement phase James Haworth –
CMC
9743 PIPManagementType D Indicates the type of management requested for an order than will initiate a price improvement phase for an instrument. Possible values are:

0 = The clients price improvement is managed manually
1 = The clients price improvement is managed by the exchange

James Haworth –
CMC
9744 PIPImprovementType D Indicates how the exchange should manage a client’s price improvement order. Possible values are:
0 = The client’s price improvement will be managed manually
1 = Management by joining the better price
2 = Management by increasing by + one Improvement tick the better price
James Haworth –
CMC
9745 PIPMaxPrice D Indicates the price to not exceed for a price improvement order that is managed by the exchange James Haworth –
CMC
9746 OmgeoSwiftOldValue Dharmendra Makhijani –
Omgeo LLC
9747 OmgeoSwiftNewValue Dharmendra Makhijani –
Omgeo LLC
9748 MaxOrderQty d Indicates the maximum order quantity allowed for a particular instrument Jim Haworth –
CMC
9749 MinOrderQty d Indicates the minimum order quantity allowed for a particular instrument Jim Haworth –
CMC
9750 ChgFromSettlmnt W,X Indicates the change in an instrument price from the previous day’s settlement price Jim Haworth –
CMC
9751 ChgFromSettlmntDirection W,X Indicates the direction of change of an instrument price from the instrument’s previous day settlement price
‘+’ = increase
‘-‘ = decrease
‘ ‘ = no change
Jim Haworth –
CMC
9752 StrikePriceCode f,W,X,d Standard Code For Expressing Option Strike Price Jim Haworth –
CMC
9753 StrikePriceCurrency d Specifies the currency of the strike price. USD = US$, CAN = Canadian $ Jim Haworth –
CMC
9754 InstrumentExternalCode d The external code for an instrument. Sometimes referred to as the instrument contract name. Consists of the instrument symbol, expiration month code, and expiration year. For options, a put/call indication and strike price are also included. An example code at BOX for an IBM Put option with a July 2003 expiration and $80 strike price would be IBMS03P80.00. The conventions may be different for other exchanges. Jim Haworth –
CMC
9755 OptionSponsorType d Indicates Option Sponsor Type
0 = Regular
1 = Societe Generale
Jim Haworth –
CMC
9756 RemainingFills 8 Indicates if any more fills will be occurring. Takes the same value as a partial fill indicator for all cases except FAK orders. In the case of FAK orders, this field indicates that no more fills will be occurring even if the order is not completely filled and explains why the leaves quantity is set to 0.

Possible Values
0 = No more fills
1 = More fills

Jim Haworth –
CMC
9757 OrigOrdQty D The original quantity of an order Jim Haworth –
CMC
9758 ExpositionOrderType W,X Indicates the type of an order that is being exposed
1=Normal
2=No NBBO Check
3=No IML
4=Outbound
5=P Inbound
6=PA Inbound
Jim Haworth –
CMC
9759 OrderExpositionEndTime W,X The end time for an order exposition Jim Haworth –
CMC
9760 ClearingLastPx Execution Report LastPx as formatted by clearing organization. ron newell –
chicago mercantile exchange
9761 OmgeoFXDealCurrencyCode Allows the user to instruct the recipient of a settlement instruction to perform an FX deal. Dharmendra Makhijani –
Omgeo LLC
9762 ClearingOrdType Execution Report Order types as defined by clearing organization. ron newell –
chicago mercantile exchange
9763 ClearingBusCycle Execution Report Business cycle as defined by clearing organization. ron newell –
chicago mercantile exchange
9764 AddInstText New Order, C/Replace, Cancel, and Execution Report Additional text-based instructions for order execution. ron newell –
chicago mercantile exchange
9765 TFPossRetransFlag New Order, C/Replace, Cancel, and Order Status Req Flags message as possible retransmission for printing on trading floor order ticket. ron newell –
chicago mercantile exchange
9766 TFConfirmRequest Cancel Request Indicates confirmation of cancel is requested from the trading floor. ron newell –
chicago mercantile exchange
9767 TLTCClOrdRefID Execution Report Refers to ClOrdID on fill being reported Too Late To Cancel. See custom tag 9731 TLTCFlag. ron newell –
chicago mercantile exchange
9768 OFMOverride Cancel/Replace Flag indicating the order quantity stipulated on Replace Request should be entered into the market as stated – without reduction for any fills that have occurred. ron newell –
chicago mercantile exchange
9769 SecondaryExecID 8 For FIX 4.2 (contains the trade number in the fill notice – execution report). Added in FIX 4.3 as tag 527 – SecondaryExecID. Laetizia Moreau –
Chicago Mercantile Exchange
9770 ExchangeQuoteReqID b (Quote Acknowledgement) Quote Request ID generated by the Exchange returned to the clients in the quote acknowledgment message (tag 35 = b) in response to their Quote Request message. Laetizia Moreau –
Chicago Mercantile Exchange
9771 MMAccount Account number information used in Quote related messages in FIX 4.2 Laetizia Moreau –
Chicago Mercantile Exchange
9772 NoProcessedEntries b (Quote Acknowledgement) Number of quotes successfully accepted (if in response to a Mass Quote message) or number of quotes successfully cancelled (if in response to a Quote Cancel message). Laetizia Moreau –
Chicago Mercantile Exchange
9773 MMProtectionReset i (Mass Quote) When MM Protection is triggered, the Trading Engine will not accept any new Quotes from the Market Maker for that Product Group until it receives a Mass Quote Message with the MMProtectionReset flag set to ‘1’. Laetizia Moreau –
Chicago Mercantile Exchange
9774 CancelledSymbol b Symbol cancelled for an unsollicited Quote Ack message. Fred Malabre –
Chicago Mercantile Exchange
9775 UnsolicitedCancelType b Type of the cancel generated by engine.
A: Cancel all quotes on disconnect
B: Cancel all quotes on logout
C: Cancel all by Operations
D: Cancel Instrument Group by Operations
E: Quote Expired
F: Cancelled by Market Maker Protection
G: Cancel Instrument Group when too many incorrect quotes submitted.
Laetizia Moreau –
Chicago Mercantile Exchange
9776 AutoQuoteRequest c, d Boolean flag (Y/N) to automatically send a Quote Request message following the Security Definition (35=d) message.
This might be used when users create an instrument using the Security Definition Request (35=c) message.
Fred Malabre –
Chicago Mercantile Exchange
9777 Billable 8 Indicates whether an order incur specialist fee. Y=Yes, N=No. Bradley Duke –
Agent Trader Securities LLC
9778 CMSLine1A D,G,F,H CMS Line1A. Used for specifying routing instructions, such as NYSE Direct+(NY NX), booth routing(NY OVR B-xx), Amex or NYSE override (NY OVR), crossing session (NY OS), etc. Eric Gottesman –
Helfant Group
9779 UserDefinedInstrument d Boolean field to tell if the instrument defined by the Security Definition message is a user defined instrument or not. Fred Malabre –
Chicago Mercantile Exchange
9780 CrossOrdBidQty W Quantity of the buy side of cross requests Jim Haworth –
CMC
9781 CrossOrdAskQty W Quantity of the ask side of cross requests Jim Haworth –
CMC
9782 LastCrossReqTime W Timestamp of the last cross request received for an instrument Jim Haworth –
CMC
9783 QuoteReqBidQty W Indicates the quantity of the bid side of quote requests in an instrument’s market Jim Haworth –
CMC
9784 QuoteReqAskQty W Indicates the quantity of the ask side of quote requests in an instrument’s market Jim Haworth –
CMC
9785 LastQuoteReqTime W Time of the last quote request received for an instrument Jim Haworth –
CMC
9786 BangStyle S=Single,N=Normal Tag 9786 allows clients to specify the style of bang applied to each order on an individual basis.S=Single and N=Normal joe cossu –
bloomberg
9787 DisplayFactor 35=d Multiplier to convert electronic prices sent over fix to display prices. Fred Malabre –
Chicago Mercantile Exchange
9788 SpreadExecID 35=8 Equivalent to the ExecID of a spread when dealing with multi-leg securities. Fred Malabre –
Chicago Mercantile Exchange
9789 SpreadSecurityID 35=8 SecurityID for the spread related to the leg reported as SecurityID in the message Execution Report. Fred Malabre –
Chicago Mercantile Exchange
9790 ResponseRequested C Used to indicate if a response is requested (or required) from the e-mail recipient Jim Northey –
Chicago Board Options Exchange
9791 OriginalEmailThreadID C Original Email Thread ID to which this e-mail message is in reply Jim Northey –
Chicago Board Options Exchange
9792 DbExecID Execution Id assigned to both sides of a transaction and passed back to each party in the execution report. John Prouty –
Archipelago
9793 AttributedQuote Tag assigned to an order to indicate that the submitter wants to be identified on the Archipelago quote feed. The submitter would be identified with their Archipelago ETPID. John Prouty –
Archipelago
9794 Proactive if Locked MsgType=D When set it will designate an order sent as a PNP to go proactive if it locks the market. John Prouty –
Archipelago
9795 Prospectus Indicator D Indicates that an order should be considered part of a prospectus offering David Weiss –
Archipelago LLC.
9796 Don’t Arb D If a block trade occurs at an away market an order container the don’t arb flag will re-price to the execution price of the block trade. David Weiss –
Archipelago Exchange
9797 ARCAEx News Type B enumerated value indicating the type of ARCAEx news message David Weiss –
Archipelago Exchange
9798 AllocReceiverId J Can be internet e-mail or Bloomberg UUID Don Scheurer –
Bloomberg
9799 VWAPType D,8 Indicates type of VWAP execution client wishes Bloomberg Tradebook to deliver. Used for non-US securities only. Valid values:
V1=session 1
V2=session 2
V3=full day
V4=point of trade
Brian Gay –
Bloomberg
9800 PriceDisplayFormat d Format to use to display the price on the screen. Fred Malabre –
Chicago Mercantile Exchange
9801 SecuritySubType c, d Sub-type qualification/identification of the SecurityType.
Same as 762 in FIX 4.4. 

For SecurityType=”MLEG” markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc.
NOTE: Additional values may be used by mutual agreement of the counterparties

Fred Malabre –
Chicago Mercantile Exchange
9802 BloombergServerID New Order,Allocation Instruction Identifier of the Bloomberg server that generated an order and allocation. Used for internal routing purposes. String – upto16 characters Pomeli Ghosh –
MarketAxess
9803 TradingSystemID Exec Reports, Alloc Reports Identifier of the Trading System that processed an order or allocation. Used for internal routing purposes. String – upto 16 characters Pomeli Ghosh –
MarketAxess
9804 ZSpread Execution Report <Spread or Benchmark Curve Data>
Contains the Zero Coupon spread which is the difference between the Corp Yield and the zero-coupon Yield. Format -NNN.DDD
Pomeli Ghosh –
MarketAxess
9805 ISpread Execution Report <Instrument> Contains the Interest Rate Swap spread which is the difference between the Corp Yield and the IRS Yield. Format -NNN.DDD Pomeli Ghosh –
MarketAxess
9806 ASWSpread Execution Report <Instrument> Contains Asset Swap spread which is the difference between the Corp Yield and the ASW Yield. Format -NNN.DDD Pomeli Ghosh –
MarketAxess
9807 RegFeeFlag Reserved for future use by Nasdaq. Juliette Vignola –
NASDAQ
9808 OmgeoCommissionSharingType J, AS Used inside the BrokerOfCredit/Directed Commission Nested Party to indicate type of commission sharing. Allowed values are: CLDI (client directed); SOFT (soft dollar); STEP (step out trade); STPI (step in trade). Debashis Das –
Omgeo
9809 OmgeoTPAssignedTime J Date and time when the Omgeo Third Party generated the message. Debashis Das –
Omgeo
9810 VWAPOrder D,8 This tag initiates a VWAP strategy for the order.Valid values:9810=0(off),1(on) joe cossu –
bloomberg
9811 VWAPStart D,8 VWAP start time (GMT) joe cossu –
bloomberg
9812 VWAPStop D,8 VWAP stop time (GMT) joe cossu –
bloomberg
9813 VWAPMatching D,8 This tag specifies if the VWAP order will be eligible for matching (U.S orders only)
9813=0(not eligible)
9813=1(eligible)
joe cossu –
bloomberg
9814 VWAPExceed D,8 This tag specifies that the counterparty initiating the order acknowledges and accepts that the total order quantity exceeds a certain percentage of the typical daily volume.Absence of this tag or a 0 value will result in a reject if 38>%TDV
9814=0
9814=1 (acknowledgement)
joe cossu –
bloomberg
9815 FireQuantity D,8 The quantity of an IOC order, in shares, that system sends to exchange (with discretion) when other parameters are met.Order will be rejected if the quantity is an invalid board lot. joe cossu –
bloomberg
9816 TickMultiplier D,8 Whole numbers only. Multiply this value with appropriate Tick increment (based on current security price and GTEX Tick Rules) to calculate the Discretion Quantity. joe cossu –
bloomberg
9817 MinorCtrlNbr 8 NASDAQ-assigned 10-char control number used to identify each one of the minor trades used for a M2 trade match with the major trade. Michelle Despres –
NASDAQ
9818 Blockbuster Sizable Action Code 8 A = Allow
I = Inhibit
For trade reporting.
Michelle Despres –
NASDAQ
9819 Inhibit Trade Indicator 8 Valid values:
B = Buy side clearing firm inhibited the trade
S = Sell side clearing firm inhibited the trade
blank = Neither clearing firm has inhibited the trade
A = One or both clearing firms have allowed the trade, as required.
Michelle Despres –
NASDAQ
9820 Blockbuster Sizable Start Time 8 Entry time of the blockbuster or sizable trade. Michelle Despres –
NASDAQ
9821 Blockbuster Sizable Action Time 8 Time of receipt of action input or expiration of review period. Michelle Despres –
NASDAQ
9822 ClearingPrice 8 Price inclusive of commissions. Michelle Despres –
NASDAQ
9823 NetTradeLimitInd Contains “M” when the dollar amount of this trade contributes to the MM’s Net Amount Traded (NAT) so as to exceed the MM’s Net Trade Limit (NTL), or “O” when the dollar amount of this trade contributes to the OE’s NAT so as to exceed the OE’s NTL. Michelle Despres –
NASDAQ
9824 ClearingBroker Clearing broker ID. Michelle Despres –
NASDAQ
9825 ReportingGUID 8 MPID of give up on the trade reporting party side. Michelle Despres –
NASDAQ
9826 NonReportingGUID 8 MPID of give up on the non-trade reporting party side. Michelle Despres –
NASDAQ
9827 DeskTraderID Contains desk/trader ID. Michelle Despres –
NASDAQ
9828 RelativeGTTLife Life of GTT order rather than an expire time. Michelle Despres –
NASDAQ
9829 ComplaintCode 91 = block trade through
92 = locked market
93 = lock/ship
94 = pre open report
95 = quote error
96 = quote change
97 = resend comm.
98 = trade through
99 = why cancel
Michelle Despres –
NASDAQ
9830 IntroBrokerInd The Introducing Broker is the firm who gives-up another firm during the execution of the trade. Valid values:
A = Active
S = Suspended
Michelle Despres –
NASDAQ
9831 ExecBrokerInd The Executing Brokers are those firms on either side who “own” the trade. Valid values:
A = Active
S = Suspended
Michelle Despres –
NASDAQ
9832 ClearBrokerInd The Clearing Brokers are those firms who will clear the trade. Valid values:
A = Active
S = Suspended
Michelle Despres –
NASDAQ
9833 ResponsibilityInd The firm which takes responsibility for trade reporting functions.
Valid values:
Y = Yes
N = No
Michelle Despres –
NASDAQ
9834 TradeRepAvailInd States denoting the extent of a firm’s participation in Trade Reporting. Valid values:
N = Not ready
A = Available
E = Effective Tomorrow
U = Unavailable for technical reasons
Michelle Despres –
NASDAQ
9835 MajorClearingInd Signifies that the CBID in the message is the MMID’s major clearing firm. A self-clearing firm will always be denoted as major. Valid values:
M = Major
N = not a major arrangement
Michelle Despres –
NASDAQ
9836 RiskMgmtInd Designates that the clearing relationship in this message is functionally Active. It also assigns responsibility to the correspondent or the clearing firm for the entry of all T+2 to T+N entries. Valid values for self-clearing firms are A, M, and D.
Valid values:
A = Active & correspondent cannot enter As of T+2 to T+N trades (except self-clearing)
M = Active with Super-Cap Marker & correspondent cannot enter As of T+2 to T+N trades (except self-clearing)
Y = Active & correspondent can enter As of T+2 to T+N trades (except self-clearing)
N = Active with Super-Cap Marker, correspondent (non-self clearing) can enter As-of T+2 to T+N trades
D = Deleted
Michelle Despres –
NASDAQ
9837 OmgeoThirdPartyRole AS Type of third party being identified Thomas Trepanier –
Omgeo LLC
9838 OmgeoThirdPartyType AS This field identifies the type of format used to identify the party Thomas Trepanier –
Omgeo LLC
9839 OmgeoThirdPartyValue AS Identity of the party specified as a character string Thomas Trepanier –
Omgeo LLC
9840 OmgeoThirdPartyName AS The actual name of the organization Thomas Trepanier –
Omgeo LLC
9841 OmgeoThirdPartyStatus AS The status of communication with the third party Thomas Trepanier –
Omgeo LLC
9842 OmgeoThirdPartyStatusTime AS The time the third party status was assigned to the allocation by Central Trade Manager (CTM) Thomas Trepanier –
Omgeo LLC
9843 OmgeoTPAssignedID AS The identifier assigned to the allocation by the third party upon receipt Thomas Trepanier –
Omgeo LLC
9844 OmgeoTPReason AS A free form text field for communication of additional information from the third party to Central Trade Manager (CTM) Thomas Trepanier –
Omgeo LLC
9845 OmgeoNoThirdPartyData AS This field indicates the number of Third Party Data blocks that are provided on the message. Thomas Trepanier –
Omgeo LLC
9846 NewCtrlNbr 8 NASDAQ-assigned control number that will be used to identify the new split trade created from the M2 trade match that resulted from splitting either the major trade or one of the minor trades. If there was no new trade created, this field will contain 0 (zero). Michelle Despres –
NASDAQ
9847 LockedInStatus 8 Contains the current status of the locked in trade. Valid values:A = The trade is still locked in (by trade acceptance) because both trading parties’ Break Trade transaction have not been received.M = The trade is still locked in (by trade matching) because both trading parties’ Break Trade transactions have not been received.B = The locked in trade is effectively broken because both trading parties’ Break Trade transactions have been received. Michelle Despres –
NASDAQ
9848 NumberofAllocsReceivers J Defines who is getting an allocation report – may be multiple people Don Scheurer –
Bloomberg
9849 Participation Rate Natasha Bonner-Fomes –
Lehman Brothers UK
9850 MinCabPrice d Indicate the minimum cabinet price for a given option instrument. Fred Malabre –
Chicago Mercantile Exchange
9851 MaxCabPrice d Indicate the maximum cabinet price for a given option instrument. Fred Malabre –
Chicago Mercantile Exchange
9852 CabPriceIncrement d Indicate the increment between multiple cabinet prices for a given option instrument. Fred Malabre –
Chicago Mercantile Exchange
9853 PricingModel 8 Indicate the pricing model used to calculate the reported prices. Fred Malabre –
Chicago Mercantile Exchange
9854 OverrideFlag 8 Valid values:Y = Override N = No override Michelle Despres –
NASDAQ
9855 DelayedDisseminationInst Execution Report Used in Trade Report Entry to detail the length of time a trade report should be held before dissemination. Juliette Vignola –
Nasdaq/OMX
9856 BreakIndicator 8 B = only buyer has broken, S = only seller has broken, X = both buyer and seller have broken, L = broken through market center Michelle Despres –
NASDAQ
9857 LockedIn 8 A = if locked-in by acceptance, else sell control number; S = if locked-in by acceptance with short sale indication (sent to OE responsible party accepting the trade only); X = if locked-in by acceptance with short sale exempt indication (sent to OE responsible party accepting the trade only); L = to denote an auto locked in trade against the contra side; Z = to denote a split locked in trade against the contra side Michelle Despres –
NASDAQ
9858 OmgeoTLAccruedInterestCurrency J, AS The currency associated with the total accrued interest amount. This field determines precision of the corresponding amount field. Thomas Trepanier –
Omgeo LLC
9859 OmgeoTLAccruedInterestAmount J, AS Used to specify the interest accrued for the entire trade. Values of amount are limited to 16 decimal places. The precision is determined by the corresponding currency type. Thomas Trepanier –
Omgeo LLC
9860 ContraBranchSeqNbr 8 8 chars. Required by OATS for trade reporting party QSR and AGU trades only. Does not apply to non-QSR or non-AGU entries. Michelle Despres –
NASDAQ
9861 BranchSeqNbr 8 Branch/Sequence Number associated with a particular order or trade. Michelle Despres –
NASDAQ
9862 ContraTradePA 8 Contra Trade PA. Valid values: A = agency, F = firm, P = principal, R = riskless Michelle Despres –
NASDAQ
9863 ContraClearingAcct 8 The number of the clearing firm associated with the order entry firm. If you do not enter a number, then NASDAQ uses the default clearing number in the contra firm profile. Michelle Despres –
NASDAQ
9864 PortfolioName New Order Single, ER Jessica Zahnow –
Market Axess
9865 OmgeoBlockCommissionType J, AS The commission type. Allowed values are EXEC (executing broker’s commission), LOCO (local broker’s commission), SPCN (special concessions) and TCOM (total commissions). Thomas Trepanier –
Omgeo LLC
9866 OmgeoBlockCommissionAmount J, AS The amount of commission, drawdown or other reduction from or in addition to the deal price. When commissions are specified as percentages, CTM multiplies the value entered by 0.01. Thomas Trepanier –
Omgeo LLC
9867 OmgeoCommissionReason J, AS The commission reason code at the Block level. Thomas Trepanier –
Omgeo LLC
9868 Allocation Detail Institurion Id Allocations Don Scheurer –
Bloomberg
9869 OmgeoBlockCommissionCurrency J,AS Currency of the amount indicated in the Omgeo block commission amount field. ISO codes used. Thomas Trepanier –
Omgeo LLC
9870 ReserveSize Indicates the quantity of the reserve size. Reserve size must be in shares either in round lot multiples or in mixed lots. Michelle Despres –
NASDAQ
9871 RefreshSize Indicates the quantity to which display size will be replenished from reserve size. Must be is shares, in a round lot multiple. Michelle Despres –
NASDAQ
9872 DisplaySize Number of shares to be displayed Michelle Despres –
NASDAQ
9873 OmgeoCommSharingBasisIndicator J,AS This field identifies the commission sharing basis under which the trade was executed. Allowable values are: PERC(percent); FLAT(flat rate); or PERU(rate per share) Thomas Trepanier –
Omgeo LLC
9874 OmgeoNoBlockCommissions J,AS This field indicates the number of block commission groups that are provided on the message. Thomas Trepanier –
Omgeo LLC
9875 AEPTradeID J Block trade identifier used only by dealers using AEP for execution for matching block trade in Allocation Instruction. Lisa Taikitsadaporn –
Brook Path Partners, Inc.
9876 SwapTradeType 8 = Execution Report This is additional information about the 2 security type trade:
1 = TBA Outright (Cash)
2 = TBA Rolls
3 = TBA Swap/Switch
4 = TBA Hedged
Sheetal Chainraj –
Bloomberg L.P
9877 BbgTradeType 8 = Execution Report Bloomberg Internally used. Sheetal Chainraj –
Bloomberg L.P
9878 Allocation Block Original Face Allocations Don Scheurer –
Bloomberg
9879 LegIndex 8 = Execution Report Index of this leg for a multi-leg trade (trades reported individually). Sheetal Chainraj –
Bloomberg L.P
9880 PegDifference D,G,8 Price difference to NBBO (BID,MID,ASK) in 64th of a NBBO dependent (pegged) limit order
<p>
** ADDED TO FIX 4.1 AS TAG: 211 **
Benedict Zoe –
Bloomberg L.P.
9881 BTOrderInst D,G,(F) TradeBook Order instructions. Valid (space delimited) values are R (replenish reserve quantities if any), Q (allow to quote this order on NASDAQ if originating from a non-market maker), and X (in 35-F this simply cancels all orders for a firm or single user). Further information on the use of this field on request Benedict Zoe –
Bloomberg L.P.
9882 BTReportInst 8 Valid values are M (client “made” liquidity), and T (client “took” liquidity) Benedict Zoe –
Bloomberg L.P.
9883 DateFrom H To specify the start date (YYYYMMDD-HH:MM:SS in GMT) for requesting the status of ALL orders for this client Benedict Zoe –
Bloomberg L.P.
9884 DateTo H To specify the end date (YYYYMMDD-HH:MM:SS in GMT) for requesting the status of ALL orders for this client. Omission means “to now” Benedict Zoe –
Bloomberg L.P.
9885 DealNumber 8 A portion of an order may be matched simultaneously against several (smaller quantity) orders at the same price resulting in several distinct trades. Even though each one of the trades will have its own ExecID, they all belong to one deal. Deal numbers are used by Tradebook’s executing broker to “tie” these trades into a “deal.” Further information available on request Benedict Zoe –
Bloomberg L.P.
9886 DiscretionDelta D,G,8 To describe the DiscretionSpread off the displayed limit price. Contact Bloomberg for detailed information on how this field is used Benedict Zoe –
Bloomberg L.P.
9887 DiscretionQty D,G,8 To describe the DiscretionAmount in an order. Contact Bloomberg for detailed information on this tag. Benedict Zoe –
Bloomberg L.P.
9888 DiscretionMinFill D,G,8 To describe a minimum fill quantity in an order with Discretion component. Contact Bloomberg for detailed information on this tag. Benedict Zoe –
Bloomberg L.P.
9889 BangQty D,G,8 Please contact Benedict Zoe for an explanation of this tag’s purpose Benedict Zoe –
Bloomberg L.P.
9890 Coupon J Coupon for fixed income Benedict Zoe –
Bloomberg L.P.
9891 Series J Series for fixed income Benedict Zoe –
Bloomberg L.P.
9892 Yield J Yield for fixed income Benedict Zoe –
Bloomberg L.P.
9893 DiscountRate J Discount rate for fixed income Benedict Zoe –
Bloomberg L.P.
9894 FixedIncomeFlag J Equity or fixed income? Benedict Zoe –
Bloomberg L.P.
9895 FixedIncomeSubFlag J Fixed income flavor/type Benedict Zoe –
Bloomberg L.P.
9896 PricingNo J Bloomberg pricing number Benedict Zoe –
Bloomberg L.P.
9897 SeriesNo J Series number for allocation Benedict Zoe –
Bloomberg L.P.
9898 AffirmativeDetermination D Used to indicate whether client will locate stock in conjunction with Short Sell and/or Short Sell Exempt order. Valid values are Y and N. Brian Gay –
Bloomberg
9899 ExchangeReserve D,8 Determines if order will be submitted to respective exchange or stay in Tradebook’s order management system. Used for non-US securities only. Valid values are:
Y=submit to exchange
N=do not submit to exchange
Brian Gay –
Bloomberg
9900 WorkStation J Bloomberg WorkStation Number Benedict Zoe –
Bloomberg L.P.
9901 NoBlots J Number of Bloomberg Blots Benedict Zoe –
Bloomberg L.P.
9902 BlotSeq J Bloomberg blot sequence number Benedict Zoe –
Bloomberg L.P.
9903 Principal J Principal Benedict Zoe –
Bloomberg L.P.
9904 PriceType J Bloomberg Price type Benedict Zoe –
Bloomberg L.P.
9905 AllocTarget J Bloomberg allocation target Benedict Zoe –
Bloomberg L.P.
9906 Application J Bloomberg application (yellow key) Benedict Zoe –
Bloomberg L.P.
9907 Allocation Detail Principal Allocations Don Scheurer –
Bloomberg
9908 QuoteQty D,8 Amount to quote on Nasdaq Benedict Zoe –
Bloomberg L.P.
9909 BangGroups D,8 Number of market makers in bang Benedict Zoe –
Bloomberg L.P.
9910 BangMMID D,8 9909: Market maker in bang group Benedict Zoe –
Bloomberg L.P.
9911 BangMMIDQty D,8 9909: Qty to a MMID in bang group Benedict Zoe –
Bloomberg L.P.
9912 BangMinFill D,8 9909: Min fill qty per MMID in bang group Benedict Zoe –
Bloomberg L.P.
9913 BangFlag 8 Y,N – Is execution an Bloomberg bang? Benedict Zoe –
Bloomberg L.P.
9914 BangCounterParty 8 Counterparty of Bloomberg bang execution Benedict Zoe –
Bloomberg L.P.
9915 BangSDP 8 Y,N – Identifies whether Bloomberg bang was performed via proprietary SDP Benedict Zoe –
Bloomberg L.P.
9916 SurveillanceAccountType 8 Indicate the order account type assign by surveillance Pascal lacoste –
Euronext
9917 RepeatNext D Number of repeating group in the clearing aggregate of an order Pascal lacoste –
Euronext
9918 SecurityGroup h, 7, 8 Instrument group identification Pascal lacoste –
Euronext
9919 ComponentType 8 Indicate the clearing aggregate type of an order Pascal lacoste –
Euronext
9920 MarketMakerPhone U0202 This parameter indicates the phone number of the subscriber’s representative who acts as market maker for the given stock Pascal lacoste –
Euronext
9921 SecurityState f Indicate the current state of the instrument Pascal lacoste –
Euronext
9922 MarketMakerType U0202 Indicate the market maker type Pascal lacoste –
Euronext
9923 ClotGrpCot h Closing auction indicator Pascal lacoste –
Euronext
9924 TransactID 8 Indicates the number alloted to a trade Pascal lacoste –
Euronext
9925 ConnectionStatus U0081, U0192 Indicate a logon/logoff at the application level Pascal lacoste –
Euronext
9926 SendBrokerID R, b Indicates if the member identity has to be disclose or not in the corresponding public data feed Pascal lacoste –
Euronext
9927 MarketMakerName U0202 Indicate the name of the market maker Pascal lacoste –
Euronext
9928 InstrumentCateg 8 Indicate the instrument type Pascal lacoste –
Euronext
9929 TypeActionOnInstrument f Type of action that cause the change of instrument status Pascal lacoste –
Euronext
9930 ComfirmFlag D, 8, G Indicate if a pre-checking of the order has to be done by the exchange Pascal lacoste –
Euronext
9931 FunctionCodeOrig 9931 indicates the function code of the initial message to which this execution report message is responding Pascal lacoste –
Euronext
9932 PreopenFlag D, G indicate whether or not the order entered in the pre-opening should pass into the market session phase Pascal lacoste –
Euronext
9933 CombinedOrderType D, G, 8 Type of order entered, this information is linked with the type of processing to be executed on the associated order by member order entry application Pascal lacoste –
Euronext
9934 AccountTypeUSA D, G, 8 Customer account type Pascal lacoste –
Euronext
9935 ClearingFeeIndicator D, G, 8 Indicates if the value added taxes will be calculated by the clearing system or not Pascal lacoste –
Euronext
9936 ForeignExchange D, G, 8 Member type of the clearing system for which the order has been entered Pascal lacoste –
Euronext
9937 OrigOrderUser D, G, 8 Indicate if the order has been entered by a market maker or not Pascal lacoste –
Euronext
9938 ClearingHandlingType D, G, 8 Indicate the posting & give-up processing to be done by the clearing system Pascal lacoste –
Euronext
9939 UnderlyingLastPx 8 Indicates the calculated (or traded) price for the corresponding underlying instrument Pascal lacoste –
Euronext
9940 OddOrderFlag 8 Indicate if the remaining quantity is a multiple of the board lot Pascal lacoste –
Euronext
9941 TechnicalOrderType D, 8, G, 7, F Indicate the order type and its origin: P = Programm trading, M = manuel, R = routing Pascal lacoste –
Euronext
9942 LeaveQtyFlag 8 Indicates that a non-zero quantity of the order remains to be traded Pascal lacoste –
Euronext
9943 QuoteType S Indicate the type of the Quote Pascal lacoste –
Euronext
9944 SpiSendingTime h, f, 7, U0302 Transmission date time of message Pascal lacoste –
Euronext
9945 OrigOrderID 8, F, G Indicates the original order identification Pascal lacoste –
Euronext
9946 MemberID D,8,G,F Designate the member code Pascal lacoste –
Euronext
9947 TraderId D,8,G,F Designate the trader code Pascal lacoste –
Euronext
9948 SettlementLocation D Indicator specifying whether member wishes to settle his operation Pascal lacoste –
Euronext
9949 RelitUnwindingDelay D,8 Indicate ISB guarantee and settlement delay Pascal lacoste –
Euronext
9950 CounterpartMandatorID D,8 Data field entered by a member when his counterpart mandates another establishement to enter his declaration. Pascal lacoste –
Euronext
9951 OperationTypeIndicator D,8 Indicator specifying the nature of the operation generating the TCS declaration Pascal lacoste –
Euronext
9952 PreviousDayTradeFlag 8 Indicate whether the TCS declaration was entered on the same day as the trade or on the following trading day. Pascal lacoste –
Euronext
9953 NumberOccurAlreadySent U0421 Indicate the number of occurence already sent Pascal lacoste –
Euronext
9954 NextMsgFlag U0421 Indicate if it’s the last message or not Pascal lacoste –
Euronext
9955 SubscriberID F subscriber Front end identification Pascal lacoste –
Euronext
9956 TradeCancelFlag U0133 Indicate if the specified TCS trade was cancelled Pascal lacoste –
Euronext
9957 BlockTradeCode U0133 Indicate if the TCS trade relate to a block Pascal lacoste –
Euronext
9958 TradeMsgSubCod U0133 Specifies the trade message type Pascal lacoste –
Euronext
9959 LowLimitNormalTrade U0034 Indicates the lower price limit authorized for normal out-of-session trades for the given security Pascal lacoste –
Euronext
9960 HighLimitNormalTrade U0034 Indicates the upper price limit for normal out-of-session trades for the given security Pascal lacoste –
Euronext
9961 LowLimitBlockTrade U0034 Indicates the lower price limit for out-of-session block trades for the given security Pascal lacoste –
Euronext
9962 HighLimitBlockTrade U0034 Indicates the upper price limit authorized for out-of-session block trades for the given security Pascal lacoste –
Euronext
9963 SecurityGroupStatus h Indicates the status of the security group Pascal lacoste –
Euronext
9964 FirstShare 8 Indicates the quantity executed at the moment the order was introduced Pascal lacoste –
Euronext
9965 OrderDate NewOrder Date when the Order was created. joe sarbak –
middle ware idioms
9966 ExecutionVersion Execution Report Number indicating the version of a trade. For example, a new trade would be version 1. A correction would be a version > 2, in incremental order. joe sarbak –
middle ware idioms
9967 MMBidSize S Market maker quantity of bid Pascal lacoste –
Euronext
9968 MMOfferSize S Market maker quantity of offer Pascal lacoste –
Euronext
9969 MMBestBidPx U00B6 Market maker best bid price Pascal lacoste –
Euronext
9970 MMBestOfferPx U00B6 Market maker best ask price Pascal lacoste –
Euronext
9971 MMMemberID S, U00B4 Assigned value used to identify firm (market maker) sending message Pascal lacoste –
Euronext
9972 MMBestBidMemberID U00B6 Member ID of best bid prices Pascal lacoste –
Euronext
9973 MMBestOfferMemberID U00B6 Member ID of best ask prices Pascal lacoste –
Euronext
9974 Allocation Detail Original Face Allocations Don Scheurer –
Bloomberg
9975 PrevDayRefMktCapitalPct U00A7 Percentage of stock’s capitalization as compared to total previous day’s capitalization Pascal lacoste –
Euronext
9976 LastMsgFlag U00A7 Last message indicator for a given index Pascal lacoste –
Euronext
9977 PrevDayClosRefIndex U00A7 Previous day’s closing reference index Pascal lacoste –
Euronext
9978 IndexCalcFreq U00A7 Frequency of index calculation Pascal lacoste –
Euronext
9979 AdjTheoPx U00A8 Adjusted theoretical stock price Pascal lacoste –
Euronext
9980 PrevDayRefMktCapitalAmt U00A8 Stock capitalisation based on previous day’s adjusted reference price Pascal lacoste –
Euronext
9981 CapitalDifference U00A8 Difference in capitalisation today/yesterday Pascal lacoste –
Euronext
9982 DividendNetPx U00A8 Net dividend Pascal lacoste –
Euronext
9983 DividendGrossPx U00A8 Global dividend Pascal lacoste –
Euronext
9984 DividendNetAmt U00A8 Total amount of net dividends detachet from the stock today Pascal lacoste –
Euronext
9985 DividendGrossAmt U00A8 Total amount of global dividends detached from the stock today Pascal lacoste –
Euronext
9986 SampleSector U00A8 Index sector code Pascal lacoste –
Euronext
9987 AddOrRemove U00A8 Deletion/admission code Pascal lacoste –
Euronext
9988 MDEntryCode U00B1, U00B2 Index level indicator Pascal lacoste –
Euronext
9989 TotTradedSecurities U00B1 Number of stocks quoted Pascal lacoste –
Euronext
9990 CapitalPct U00B1 Percentage of capitalization Pascal lacoste –
Euronext
9991 ForeRunnerVariation U00B1 Variation (forerunner) Pascal lacoste –
Euronext
9992 SettlVariation U00B1 Variation from liquidation day price Pascal lacoste –
Euronext
9993 PrevYearVariation U00B1 Variation from previous year end price Pascal lacoste –
Euronext
9994 NetReturnIndex U00B1 Net profitability index Pascal lacoste –
Euronext
9995 GrossReturnIndex U00B1 Global profitability index Pascal lacoste –
Euronext
9996 NoFallingSecurities U00B1 Number of falling securities Pascal lacoste –
Euronext
9997 NoRisingSecurities U00B1 Number of rising securities Pascal lacoste –
Euronext
9998 UUID 8,D,E,J Bloomberg Unique User ID Benedict Zoe –
Bloomberg L.P.
9999 FirmNo 8,D,E,J Bloomberg Firm Number Benedict Zoe –
Bloomberg L.P.