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.

TagFieldFIX MsgTypesDescriptionCreated by
5000OrdStatusReqTypeDiscriminates between a standard Order Status Request (=0), and a non-standard Trade History query (=1)Terril Bisnauthsing –
OM Group
5001ExchangeQuoteIDQuote ID returned from exchangeTerril Bisnauthsing –
OM Group
5002BidVolMultiplierBid Volume Multiplier for an Improvement Quote

Integer

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

Integer

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

Integer

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

Char

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

Boolean

Terril Bisnauthsing –
OM Group
5008DepositoryIDClearing house security IDTerril Bisnauthsing –
OM Group
5009DepositoryIDSourceType of Clearing house security ID: =1 (CUSIP)
=2 (SEDOL)
=4 (ISIN) 

String

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

Boolean

Terril Bisnauthsing –
OM Group
5011OrderMaxValueMaximum order value

Price

Terril Bisnauthsing –
OM Group
5012OrderMinValueMinimum order value

Price

Terril Bisnauthsing –
OM Group
5013TradeSequenceWhen 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
5014TradeModeTrade type. =1 (Standard. The trade is a normally registered trade).
Other values (2-8) reserved for future use. 

Char

Terril Bisnauthsing –
OM Group
5015TickBandLowTick band low price

Price

Terril Bisnauthsing –
OM Group
5016TickBandHighTick band high price

Price

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

Char

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

String

Terril Bisnauthsing –
OM Group
5019TradingSessionID2The 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
5020SettlDateThe settlement date for a trade.

UTCDateOnly

Terril Bisnauthsing –
OM Group
5021ReportToOCS8,QSpecifies if a block order average price trade is to be reported to OCS (Overnight Comparison System)Kevin Bilello –
Beta Systems
5022NoTickBandsNumber of tick bands in the following repeating group.

Integer

Terril Bisnauthsing –
OM Group
5023TickSizeTick size

Price

Terril Bisnauthsing –
OM Group
5024InternalSeqNomessage headerThis tag is to support internal sequence checking between front-end FIX session modules and back-office FIX application enginesKevin Bilello –
Beta Systems
5025InternalAcknowledgementSwmessage headerUsed 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
5026DaylightSavingSwmessage headerUsed to allow front-end session modules communicate to back-end application modules whether we are observing daylight saving time.Kevin Bilello –
Beta Systems
5027ExchangeSymbolNameSecurity DefinitionSymbol name used to identify instrument on a local exchange.Terril Bisnauthsing –
OM Group
5028BlkOrderDesk8,QSpecifies the desk for a block order average price tradeKevin Bilello –
Beta Systems
5029BlkOrderDeskNo8,QSpecifies the desk number for a block order average price tradeKevin Bilello –
Beta Systems
5030BlockOrderIDD,8,Q,9,G,FThis identifies a block order ID for grouping orders (i.e. orders for a queue and release system)Kevin Bilello –
Beta Systems
5031ExpireTimeNew OrderThis 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
5032SecurityTypeNew Order SinglePossible 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
5033IsForeignBrokerNer Order SinglePossible values are
0 = NO
1 = YES
Default value is No
Priya Sampath –
Changepond Technologies
5034IsTaxableNew Order SinglePossible values are
0 = No
1 = Yes
Default value is No.
Priya Sampath –
Changepond Technologies
5035Custodian CodeNew Order SingleThree character Custodian CodePriya Sampath –
Changepond Technologies
5036OldQtyNew Order SingleMust be equal to the currently remaining quantity and not the original order quantityPriya Sampath –
Changepond Technologies
5037OldPriceNew Order SingleMust be equal to the original PricePriya Sampath –
Changepond Technologies
5038CMSTextall order related messagesThe CMS message text equivalent with or without unprintable characters replaced by spacesKevin Bilello –
Beta Systems
5039ClientOrderIDFormatD,Q,8,F,GAllows 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
5040JIWAYTradingStatusIndicates the current trading status of stocks listed on the Jiway Exchange.Michael Thompson –
OM
5041ExchangeTradingStatusThe trading status of stocks listed on ‘other’ exchanges.Michael Thompson –
OM
5042MatchMultipleQtyExecuted quantity must be a multiple of this quantity.Lawrence Kastel –
GL Trade
5043AltHandlInstHandling 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
5044Long NameThis field is a string, consisting of a branch number and an account id.Lawrence Kastel –
GL Trade
5045PasswordThe password of a dealer or account.Lawrence Kastel –
GL Trade
5046SLEUIDD, F, G, AB, AC, 8, 9GL-Trade User ID.
Integer, 0-999
Lawrence Kastel –
GL Trade
5047AllocBrokerAccountIDAllocationAllocation 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
5048OrdSubStatus8, 9Substatus of an orderLawrence Kastel –
GL Trade
5049Deal Link ReferenceDealLinkRefThis is a trade reference that is common to all Executions / Transaction Reporting Only and Settlement Only Transactions for a particular OrderJohn Carroll –
Merrill Lynch
5050TransStampStatCharIndicates if Stamp Liability / No Stampo LiabilityJohn Carroll –
Merrill Lynch International
5051InstructNoInstructY/NIndicates whether or not a trade needs to be instructed for SettlementJohn Carroll –
Merrill Lynch International
5052MaturityD, 8Complete maturity date for Fixed Income trades. YYYYMMDDBrian Gay –
Bloomberg
5053TradeType2?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
5054ClientMarketIndC or MTransaction 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
5055TransReportYes (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
5056ClientCharID8-10 digits in length. Numeric onlyClient 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
5057AvgPxIndC = Average Price on SETS, A = Average Price off SETS, Blank Indicates – not an average PriceThe indicator denotes if / where the average price has been generated. This is an SFA Transaction Reporting Rule.John Carroll –
Merrill Lynch International
5058StampConsidGBP Cash Amount / ValueThis 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
5059CouponFloatFor Fixed Income; Coupon rate of the bond. Will be zero for step-up bonds.Daniel Doscas –
Merrill Lynch
5060PSBidPriceThe current price source bid pricePaul Radbone –
Boot computers
5061PSOfferPriceThe current price source offer pricePaul Radbone –
Boot computers
5062PriceSourceIndicates where the price has originated; H for House, M for MarketPaul Radbone –
Boot computers
5063FundingChargeExecution ReportThe funding charge applied to the price on extended settlement.
Datatype – Float
Ashley Coates –
Boot Computers Limited
5064FundingConsiderationExecution ReportThe funding consideration on extended settlementAshley Coates –
Boot Computers Limited
5065BidFundingChargeQuoteThe funding charge applied to the bid price on extended settlementAshley Coates –
Boot Computers Limited
5066BidFundingConsiderationQuoteThe bid funding consideration on extended settlementAshley Coates –
Boot Computers Limited
5067DropID8,QProvides front-end flexibility to control message level drop copy processing.Kevin Bilello –
Thomson Beta Systems
5068OfferFundingChargeQuoteThe funding charge applied to the offer price on extended settlementAshley Coates –
Boot Computers Limited
5069OfferFundingConsiderationQuoteThe offer funding consideration on extended settlementAshley Coates –
Boot Computers Limited
5070UseSettlementIndicates whether or not settlement is requested.
Boolean ‘Y’ or ‘N’
Jose Tomas –
.
5071TickBandNoDecPlacesNumber of decimal places in premium price. Integer.Jose Tomas –
.
5072ExchangeNameSecurity DefinitionThe name of the exchange that
lists this security. String.
Jose Tomas –
.
5073SpreadMonickerDescribes the Spread Type. STD=Straddle, STG=Strangle, BUL= Call Vertical, BLT=Call Calendar, BER=Put Vertical, BRT=Put CalendarJon Dahl –
Liquidity Direct
5074FundCommissionOptionAllows the broker to specify the commission option to be used for a fund deal request.Richard Lockett –
Boot
5075FundCommissionWaiverAny commission that the broker wishes to sacrifice. This figure is expressed as a amount to be deducted from the default commission.Richard Lockett –
Boot
5076FundReInvestIncomeAllows client to specify that any income gained from a holding should be re-invested into that holding.Richard Lockett –
Boot
5077FundNomineeAccountA facility to allow clients to group their fund holdings in a logical and meaningful way.Richard Lockett –
Boot
5078FundSpecialDealDiscountFuture functionality; option to invoke pre-agreed discount per client.Richard Lockett –
Boot
5079FundSellAllSpecifies that the client wishes to sell all holdings relating to the combination of fund, broker, nominee account and customer designation.Richard Lockett –
Boot
5080AsOfIndicatorSpecifies whether a trade is an As/Of Trade. Data type is Boolean.Lalin Dias –
Millennium Information Technologies
5081AsOfTimeSpecifies the date and time an As/Of Trade took place. Data type is UTCTimestamp.Lalin Dias –
Millennium Information Technologies
5082QuoteTypeIndicates whether a price is indicative or executable.
Valid Values:
1 = Indicative pricing
2 = Executable pricing
Diana Ding –
Bloomberg
5083DripIntervalThe time interval for releasing drip qty. DataType is Integer. Specifies drip interval in secondsMithila Somasiri –
Millennium Information Technologies Limited
5084DripQtyQuantity released per drip interval. Data type is integer.Mithila Somasiri –
Millennium Information Technologies Limited
5085FundValuationDateThe date on which a fund deal transaction will be valued.Richard Lockett –
Boot
5086FundValuationSSMThe time at which a fund deal transaction will be valued.Richard Lockett –
Boot
5087FundExternalRefIf a fund deal response has been provided by an external RSP then their reference will be provided within this fieldRichard Lockett –
Boot
5088BidDeltaThe bid delta price – for FX SPOTDiana Ding –
Bloomberg
5089AskDeltaThe ask delta price – for FX SPOTDiana Ding –
Bloomberg
5090FundInitialChargeThe total of all commission and other charges applied against an executed fund deal transaction.Richard Lockett –
Boot
5091AllocationIndicatorDetermines 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
5092CrossVariantIdentifies 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
5093CrossQualifierIdentifies the cross qualifier. Data type in integer.

Valid values:1=CNP, 2=None

Mithila Somasiri –
Millennium Information Technologies Limited
5094AmntBoughtIndicates the number of shares bought.Indika Ranamuggedara –
Millennuim IT
5095AmntSoldIndicates the number of shares sold.Indika Ranamuggedara –
Millennuim IT
5096DeltaAmntThe change in position for a given instrument. Expressed as the number of shares, number of option series contracts etc.Indika Ranamuggedara –
Millennuim IT
5097NoParamThe number of parameters in the repeating groupIndika Ranamuggedara –
Millennuim IT
5098ParamTypeParameter identifier/description.Indika Ranamuggedara –
Millennuim IT
5099ParamValueThe value of the parameter.Indika Ranamuggedara –
Millennuim IT
5100FundSecurityTypeSpecifies the type of security that this is.Richard Lockett –
Boot
5101FundManagerNameThe name of the fund manager for this fund instrument.Richard Lockett –
Boot
5102FundUnitTypeaccumulated or income – indicates whether income from the fund should be re-investedRichard Lockett –
Boot
5103FundBuyableFromDateDate from which fund may be bought.Richard Lockett –
Boot
5104FundBuyableToDateDate to which fund may be bought.Richard Lockett –
Boot
5105FundValuationPointFree-format text – indicates when a given fund is valued.Richard Lockett –
Boot
5106FundDesignationDesignation against which a
fund deal transaction is to be executed.
Richard Lockett –
Boot
5107FundGroup1UnitsD,8,FGroup 1 Cofunds traded quantityPaul Radbone –
Boot computers
5108FundGroup2UnitsD,8,FGroup 2 Cofunds traded quantityPaul Radbone –
Boot computers
5109WaitPrimaryExchangeD, GWait for the Primary Exchange to open before trading this order.Tad Knowles –
NASDAQ
5110QuoteDepthOfMarketQuoteInforms the client how many quote contributers there were is determining the quoteMatthew McNeil –
Barclays Capital
5111ContributorQuoteA field identifying the quote providerMatthew McNeil –
Barclays Capital
5112IssueDenominationQuoteThe denomination of the issueMatthew McNeil –
Barclays Capital
5113CreditRatingAgencyInstrumentCreditRatingAgency
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
5114NoCreditRatingInstrumentFormat: 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
5115UnderlyingCreditRatingAgencyUnderlying InstrumentFormat: 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
5116NoUnderlyingCreditRatingUnderlying InstrumentFormat: 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
5117LegCreditRatingAgencyLeg InstrumentFormat: 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 – FitchDaniel Silvers –
Beacon Capital Strategies
5118NoLegCreditRatingLeg InstrumentFormat: 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
5119NoRFQsintSpecifies the number of RFQRequests.
Market data field
Daniel Silvers –
Beacon Capital Strategies
5120FilterSourceRequestFormat: 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
5121FilterRequestFormat: String
specifies algorithm source using language type specified in FilterSource ( 5120 ).
Daniel Silvers –
Beacon Capital Strategies
5122FilterReqIDRequestFormat: int
filter requester ID
see FilterID generated by filter provider to used to
cancel/update filters.
Daniel Silvers –
Beacon Capital Strategies
5123FilterIDResponseFormat: int ID provider echo FilterReqID(5122), new generated ID by provider for
Requested Filter.
Used to cancel/update filters.
Daniel Silvers –
Beacon Capital Strategies
5124ConversionTickUsed 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
5125TradeNotificationIDUnique Identifier Assigned to the trade notification open for allocation.Mithila Somasiri –
Millennium Information Technologies Limited
5126CMSInternalDataInternal data specific to CMS.Mithila Somasiri –
Millennium Information Technologies Limited
5127PostTrading Post ID for the security.Mithila Somasiri –
Millennium Information Technologies Limited
5128TurnAroundNumberTurn Around Number assigned for the order.Mithila Somasiri –
Millennium Information Technologies Limited
5129NoIOIsintUsed in IOIList.
Market data field
Daniel Silvers –
Beacon Capital Strategies
5130TotNoIOIsintUsed in IOIList, SecurityList, SecurityStatus
Number of Indications currently alive ( not expired based on validUntilTime )
Market data field
Daniel Silvers –
Beacon Capital Strategies
5131PendingAllocationExecution ReportIndicates 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
5132ContraOrderOriginExecution Report, Trade captureIndicates 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
5133OmnibusExecutionReportIndicates whether the contra party is an omnibus name or not.Mithila Somasiri –
Millennium Information Technologies Limited
5134MaxBestBidSizeSecurity StatusSpecifies the maximum number of shares to buy for which the sender can quote at their best price.Shirin Baluch –
Dresdner Kleinwort Wasserstein
5135MaxBestOfferSizeSecurity StatusSpecifies the maximum number of shares to sell for which the sender can quote at their best price.Shirin Baluch –
Dresdner Kleinwort Wasserstein
5136MaxQuotableBidSizeSecurity StatusSpecifies the maximum number of shares to buy for which the sender will quoteShirin Baluch –
Dresdner Kleinwort Wasserstein
5137MaxQuotableOfferSizeSecurity StatusSpecifies the maximum number of shares to sell for which the sender will quoteShirin Baluch –
Dresdner Kleinwort Wasserstein
5138SingleConversionQtyNew Order, Execution reportSingle conversion quantity of a CAP-DI orderMithila Somasiri –
Millennium Information Technologies Limited
5139AggregateConversionQtyNew order, Execution Report.Aggregate conversion quantity of a CAP-DI order.Mithila Somasiri –
Millennium Information Technologies Limited
5140ExecByExecution report, Trade CaptureExecuting system/Person ID for order executions. Information generally used by back-office billing.Mithila Somasiri –
Millennium Information Technologies Limited
5141PriceImprovementSideNew OrderSpecifies 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
5142AltRule80AD, G, AB, ACRule80A with user-defined values and meanings.Lawrence Kastel –
GL Trade
5143CCPTradeSuffixNumber8Extra Trade Identification Number on XETRA.Lawrence Kastel –
GL Trade
5144CCPOrderCompletionFlag8Used for XETRA market. ‘P’ if the order has been partially filled, ‘F’ if completely filled.Lawrence Kastel –
GL Trade
5145NettingLevelD, 8Describes the level of netting assigned to an order.Guillaume Jamin –
GL Trade
5146DealInstBrokerDDescribes the instruction assigned from a dealer to a brokerGuillaume Jamin –
GL Trade
5147NumExec8Indicates the number of market executions.Guillaume Jamin –
GL Trade
5148TradOrdNumD,GThis 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
5149MemoD,G,8Free format text field sent to the market.Guillaume Jamin –
GL Trade
5150UserIDCmd8Indicates the original GL User ID who has submited the order command.Guillaume Jamin –
GL Trade
5151TickSizeDenominatorD,G,8Tick denominator used to calculate the price for Liffe market.Guillaume Jamin –
GL Trade
5152BoothIDBooth ID to which the request should be routed.Mithila Somasiri –
Millennium Information Technologies Limited
5153SalesInstBrokerD,F,G,8Describes the instruction assigned from a sales to a brokerGuillaume Jamin –
GL TRADE
5154CXFlagD,F,G,8Indicates 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
5155InstitutionIDD,F,G,8Specifies institution ID as assigned to the exchange.Guillaume Jamin –
GL TRADE
5156UnreleasedDateD,F,G,8,9Indicates the date for an unreleased order (order sent to exchange but inserted into the book at the indicated date).Guillaume Jamin –
GL TRADE
5157UnreleasedTimeD,F,G,8,9Indicates 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
5158UnreleasedTextD,F,G,8,9Indicates instructions for an unreleased order.Guillaume Jamin –
GL TRADE
5159ClearingCodeD,F,G,8,9Indicates the code of the clearer.Guillaume Jamin –
GL TRADE
5160ClearingAccountNDSD,F,G,8,9Indicates the National Depositery of Securities clearer account.Guillaume Jamin –
GL TRADE
5161AccountNDSD,F,G,8,9Indicates the National Depositery of Securities client account.Guillaume Jamin –
GL TRADE
5162TriggerTypeD,F,G,8,9Indicates specific trigger conditions applied to the order.Guillaume Jamin –
GL TRADE
5163StabilisationPxD,F,G,8When 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=TakeoverGuillaume Jamin –
GL TRADE
5164SecondaryTransactTime8Time of execution at the exchange level when TransactTime is already used by the broker order management system.Guillaume Jamin –
GL TRADE
5165SettlInstBrokerJ,PDescribes the settlement instruction assigned from a sales to a broker.Guillaume Jamin –
GL TRADE
5166NoTriggersD,G,AB,ACNumber of triggers applied on an order.Guillaume Jamin –
GL TRADE
5167TriggerPriceD,G,AB,ACPrice applied for the trigger typeGuillaume Jamin –
GL TRADE
5168TriggerMaxFloorD,G,ABMinimum quantity to be displayedGuillaume Jamin –
GL TRADE
5169TriggerDateD,G,ABDate of order activation.Guillaume Jamin –
GL TRADE
5170TriggerDelayD,G,ABCount down to activate the order.Guillaume Jamin –
GL TRADE
5171TriggerTradSesStatD,G,ABTrading session value used to trigger the order.Guillaume Jamin –
GL TRADE
5172TriggerSymbolD,G,ABContains the symbol used to trigger the orderGuillaume Jamin –
GL TRADE
5173TriggerIDSourceD,G,ABSecurity source used to trigger the order.Guillaume Jamin –
GL TRADE
5174TriggerSecurityIDSourceD,G,ABSecurity ID used to trigger the orderGuillaume Jamin –
GL TRADE
5175RecycleD,G,ABUsed to recycle a rejected orderGuillaume Jamin –
GL TRADE
5176ExTransactionType8Identifies 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
5177Source8Identifies the system source. This tag will be a string i.e. “Tradebook”Zara Munir –
Bloomberg
5178Dealer8 – STRINGBank or the dealer that a trade was done with (This will be an optional field).Zara Munir –
Bloomberg
5179TradeTimeNew Order, Execution ReportTime at which the trade was negotiated between the parties.Mithila Somasiri –
Millennium Information Technologies Limited
5180CATStrategyINTCAPIS Algorithmic Trading Strategy (1=VWAP, 2=TWAP, etc…)Rocky Sexton –
Capital Institutional Services
5181CATExecStyleCHARCAPIS Algorithmic Trading Execution Style (N = Normal, P = Patient, A = Aggressive)Rocky Sexton –
Capital Institutional Services
5182MaxPercentVolINTUsed with CAT Strategies. Valid Values: 0-99.Rocky Sexton –
Capital Institutional Services
5183MinPercentVolINTUsed with CAT Strategies. Valid Values: 0-50.Rocky Sexton –
Capital Institutional Services
5184PingAllECND, GPing All ECN before sending the order to NYSE/ADOT.Tad Knowles –
NASDAQ
5185AutoReplaceD, GWhen order is direct to NYSE/ADOT, perform an Cancel/Replace before 5 minutes is reached.Tad Knowles –
NASDAQ
5186CheapECND, GFor none directed orders, try accessing the CheapECN first.Tad Knowles –
NASDAQ
5187ReservedIgor Nagirner –
ICAP
5188BidForwardPointsDeltaDon Scheurer –
Bloomberg
5189OfferForwardPointsDeltaDon Scheurer –
Bloomberg
5190LegLastSpotRateLegLastSpotRate – Similar to tag 194 “LastSpotRate” but
for the Far leg of a FX Swap deal.
Don Scheurer –
Bloomberg
5191LegLastForwardPointsLeg Last Forward Points – Same as Tag 195 “LastForwardPoints” but for the Far leg of a FX Swap Deal.Don Scheurer –
Bloomberg
5192LegSplitTradeFlagLeg Split Trade Flag – Similar to tag 9101 “SplitTradeFlag”
but for the far leg of a FX Swap deal.
Don Scheurer –
Bloomberg
5193LegMarketTypeLeg Market Type – Similar to tag 9102 “MarketType” but for
the far leg of a FX Swap leg.
Don Scheurer –
Bloomberg
5194NYSE Direct +D, GDirectPlus eligible order. Route to DirectPlus if enabled and Requirements for DirectPlus are satisfied.Tad Knowles –
NASDAQ
5195FMCNOEallIt is the Notice of Execution Refernce NumberZul Kagalwalla ->
Financial Models Company.
5196PrevFMCNOEallUsed as reference for cancellation and correction of messages sent to FMCZul Kagalwalla ->
Financial Models Company.
5197GUIDallGlobal UIDZul Kagalwalla ->
Financial Models Company.
5198FMC Trade Block numberallAccount name for Trade BlockZul Kagalwalla ->
Financial Models Company.
5199FMC Settlement BlockallFMC Settlement block numberZul Kagalwalla ->
Financial Models Company.
5200IOIAvailQty6Amount of an IOI offering (IOIQty) that is currently available to the sales force.David Case –
Thomson BETA Systems
5201AutoExSize8,DMaximum order size eligible for automated executionDonald Mendelson –
Capital Markets Consulting
5202TradeThruTimeDThe time of a trade-through eventDonald Mendelson –
Capital Markets Consulting
5203TradeThruSizeDSize of the trade causing a trade throughDonald Mendelson –
Capital Markets Consulting
5204TradeThruPriceDPrice of the trade causing a trade throughDonald Mendelson –
Capital Markets Consulting
5205AdjustedPriceInd8Indicates an adjusted price on a satisfaction order due to a block tradeDonald Mendelson –
Capital Markets Consulting
5206SatisfactionOrdDisp8Indicates 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
5207ExecReceiptTimeQReceipt time of the Execution Report being rejected by DK TradeDonald Mendelson –
Capital Markets Consulting
5208OriginalOrderTimeQSpecified in DK Trade if reason is Stale ExecutionDonald Mendelson –
Capital Markets Consulting
5209OLAOrdRejReason8Reason for order rejection specific to Options Linkage AuthorityDonald Mendelson –
Capital Markets Consulting
5210NonDirectedBrokerFINS1DFINS number of 1st broker not allowed to execute order (up to 6 characters)Thomas Galvin –
Bank of America
5211NonDirectedBrokerFINS2DFINS number of 2nd broker not allowed to execute order (up to 6 characters)Thomas Galvin –
Bank of America
5212ExecBrokerFINS8FINS number of broker executing the order (up to 6 characters)Thomas Galvin –
Bank of America
5213OrderOriginExecution Report, Trade CaptureIndicates 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 OutboundMithila Somasiri –
Millennium Information Technologies Limited
5214MKTXTargetLevelNewOrderOptional indication of sought target-level.Anthony Merhi –
MarketAxess
5215MKTXAllowPartialFillNewOrderOptional flag indicating client’s desire to allow a partial-fill (not the same as MinQty).Anthony Merhi –
MarketAxess
5216MKTXSpottingProcessNewOrderEnumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades.Anthony Merhi –
MarketAxess
5217StateSecurityIDInstrument blockState Securities Identification Number.Oksana Zheliabina –
B2BITS
5218MKTXInquiryTimerDurationInteger representing the number of minutes through which the specified MKTXInquiryTimerType will down-count to expiry.Anthony Merhi –
MarketAxess
5219MKTXRevealNumberOfDealersNewOrder, BooleanOptional 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
5220ValidateOrdD, 8Indicates 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
5221MKTXDesiredDueAtTimeNewOrder, UTCTimestampTime of day indicating the time at which the client desires to see dealer responsesAnthony Merhi –
MarketAxess
5222MKTXActualDueAtTimeNewOrder, UTCTimestampTime of day indicating the time at which the client will see dealer responsesAnthony Merhi –
MarketAxess
5223ApplyIOIEditsD, 8Instructs 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
5224CircleIndD, F, G, 8Indicates 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
5225SACrossTypeD, 8Text field for Cross Type option used with Agent order types.Christopher Acton –
Sungard Brass
5226FutSettDateX, VSettlement date for near leg.Lincoln Corcoran –
Velocity Systems International
5227FutSettDate2X, V, AESame as FutSettDate (tag 5226) but for the far leg of a FX Swap.Lincoln Corcoran –
Velocity Systems International
5228BidForwardPointsXNear leg forward pointsLincoln Corcoran –
Velocity Systems International
5229OfferForwardPointsXNear leg forward points.Lincoln Corcoran –
Velocity Systems International
5230BidForwardPoints2XFar leg forward points.Lincoln Corcoran –
Velocity Systems International
5231OfferForwardPoints2XFar leg forward points.Lincoln Corcoran –
Velocity Systems International
5232CurrencyVSpecifies the denomination of the quantity fields.Lincoln Corcoran –
Velocity Systems International
5233OrderQtyVA notional dealt amount for an Outright (single legged), or the near dealt amount of a Swap.Lincoln Corcoran –
Velocity Systems International
5234OrderQty2VApplicable when subscribing for Swap prices. Represents the far dealt amount of the Swap.Lincoln Corcoran –
Velocity Systems International
5235SpotRateXSpot rate represented in repeating group.Lincoln Corcoran –
Velocity Systems International
5236MKTXLegBenchmarkSecurityIDQuoteRequest, Quote, etc.Identifies a leg-specific benchmark security in multi-legged fixed-income tradingAnthony Merhi –
MarketAxess
5237MKTXLegBenchmarkSecurityIDSourceQuoteRequest, Quote, etc.Designates the source of the identifier of a leg-specific benchmark security in multi-legged fixed-income tradingAnthony Merhi –
MarketAxess
5238MKTXLegTargetLevelQuoteRequest, etc.Optionally specifies the desired target level sought by the client in multi-leg fixed-income trading.Anthony Merhi –
MarketAxess
5239ReservedIgor Nagirner –
ICAP
5240OrderSequenceCounter of order changesGregor Malensek –
Novita
5241ReservedIgor Nagirner –
ICAP
5242ReservedIgor Nagirner –
ICAP
5243ReservedIgor Nagirner –
ICAP
5244ReservedIgor Nagirner –
ICAP
5245ReservedIgor Nagirner –
ICAP
5246ReservedIgor Nagirner –
ICAP
5247ReservedIgor Nagirner –
ICAP
5248ReservedIgor Nagirner –
ICAP
5249SpotOptionsStringUse to store Stot OptionsJenny Yeung –
Lehman Brothers
5250CustomerTypeD,E,G,S,iIndicates 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
5251TimeInForceD,E,G,S,iSpecifies 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
5252QtyParamD,E,G,S,iExpresses 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
5253OrdTypeExtD,E,G,S,iOrder 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
5254OrigOrderID8OrderID of the previous order (NOT the initial order of the day) as assigned by the market. Format=String.Antonio Caroselli –
GATE Tecnologie Informatiche
5255StopPxConditionD,GStop condition. Format=char. 0=Last Trade price.1=Best Bid Price;2=Best Ask Price;Antonio Caroselli –
GATE Tecnologie Informatiche
5256AccountOriginTypeD, G, 8Segregated 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
5257NoPromptsd (Security Definition)Number of Valid Prompt Dates (Futures) or expiry dates (options)Devaka Corea –
Millennium Information Technolog
5258SLCptyNetCreditGurvinder Singh –
Indus Valley Partners
5259SLCptyGrossCreditGurvinder Singh –
Indus Valley Partners
5260SLCptyIDGurvinder Singh –
Indus Valley Partners
5261SLSecClassificationGurvinder Singh –
Indus Valley Partners
5262SLRateGurvinder Singh –
Indus Valley Partners
5263SLTermGurvinder Singh –
Indus Valley Partners
5264SLMarginGurvinder Singh –
Indus Valley Partners
5265SLRndGurvinder Singh –
Indus Valley Partners
5266SLLocateIDGurvinder Singh –
Indus Valley Partners
5267SLPositionIDGurvinder Singh –
Indus Valley Partners
5268ReservedIgor Nagirner –
ICAP
5269ReservedIgor Nagirner –
ICAP
5270IsSLMessageGurvinder Singh –
Indus Valley Partners
5271SLMsgTypeGurvinder Singh –
Indus Valley Partners
5272SLBasisGurvinder Singh –
Indus Valley Partners
5273SLFeeGurvinder Singh –
Indus Valley Partners
5274SLOfferIDGurvinder Singh –
Indus Valley Partners
5275SLMsgIDGurvinder Singh –
Indus Valley Partners
5276SLQuoteTypeGurvinder Singh –
Indus Valley Partners
5277ReservedIgor Nagirner –
ICAP
5278ReservedIgor Nagirner –
ICAP
5279ReservedIgor Nagirner –
ICAP
5280FXall MDFilterInd1VFilter market data according to specified criteriaZissis Perdikis –
FXall
5281FXall MDFilterInd2VUsers may request filtering of Market Data as per predefined parametersZissis Perdikis –
FXall
5282FXall CrossExclusionIndd, GExclude submitted order from crossing with certain ordersZissis Perdikis –
FXall
5283FXall ContingentInd8Indicates if ER represents a contingent order.Zissis Perdikis –
FXall
5284FXall Indicator_4Zissis Perdikis –
FXall
5285FXall Indicator_5Zissis Perdikis –
FXall
5286FXall Indicator_6Zissis Perdikis –
FXall
5287FXall Indicator_7Zissis Perdikis –
FXall
5288FXall Indicator_8Zissis Perdikis –
FXall
5289FXall Indicator_9Zissis Perdikis –
FXall
5290ShortCoded (Security Definition)A defined set of codes used to represent specific Prompt Dates (Futures) or Expiry Dates (options)Devaka Corea –
Millennium Information Technolog
5291FXall Indicator_11Zissis Perdikis –
FXall
5292BidMarketSizeW, XAggregated quantity of Bid market orders.Magnus Kling –
OMX
5293AskMarketSizeW, XAggregated quantity of Ask market orders.Magnus Kling –
OMX
5294NoOfMarketMakersW, XThe number of Market Makers that are quoting in the series on the side with the largest number of quotes.Magnus Kling –
OMX
5295UnderlyingNumberW, X16-bit Integer identifying the UnderlyingMagnus Kling –
OMX
5296SeriesNumberW, X16-bit Integer identifying the Series. Used together with the UnderlyingNumber (5295) to uniquely identify a Series.Magnus Kling –
OMX
5297SendingTimeJavaEpochW, X, fTime when the message is sent. 64-bit integer expressing the number of milliseconds since midnight January 1, 1970.Magnus Kling –
OMX
52984WayAgreementD, G, 8Indicates the presence of a four way agreement between clientsDevaka Corea –
Millennium Information Technolog
5299MustRefreshMarket Data SnapshotIndicates 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
5300ContraIDExecution ReportThis Alphanumeric field will contain the Order ID of the contra order that matched against with the order in focus.heshan jayawardena –
Millennium Information Technolog
5301PSMM FlagUIndicates the pssive market making status of market participant on an Issue/security.Pavan Kumar R B –
SSIT
5302MM Quote Open TimeUTime at which market maker quote will be opened for neotiation.Pavan Kumar R B –
SSIT
5303MM Quote Close TimeUTime at which the quote of a market maker is closed for negotiation.
Should always be in hh:mm format
Pavan Kumar R B –
SSIT
5304MM First Effective DateUThe date from which market maker will be effective.
Should be in UTCDate format.
Pavan Kumar R B –
SSIT
5305MM Last Effective DateUThe date after which market maker will no longer be effective.
Should always be in UTCDate format
Pavan Kumar R B –
SSIT
5306MM Aut o Quote Refresh Parameter.UIndicates the action to be taken on a replinshed Quote.Pavan Kumar R B –
SSIT
5307Lock /Cross IndicatorUUsed to indicate whether the Quote has resulted in a lock or cross or none(Neither lock/cross) condition.Pavan Kumar R B –
SSIT
5308ReservedIgor Nagirner –
ICAP
5309ReservedIgor Nagirner –
ICAP
5310MMBidSizeSize of Bid side of the Quote for the Market Maker (Type – Qty)Lakshminarasimhan Rajabather –
SSI Technologies
5311MMOfferSizeSize of Offer side of the Quote for Market Maker (Type – Qty)Lakshminarasimhan Rajabather –
SSI Technologies
5312MMBidSizeTypeType of Market Maker Bid’s size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value
Lakshminarasimhan Rajabather –
SSI Technologies
5313MMOfferSizeTypeType of Market Maker’s Offer size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value
Lakshminarasimhan Rajabather –
SSI Technologies
5314BDBidSizeBroker-Dealer Bid Size.
Data Type: Qty
Lakshminarasimhan Rajabather –
SSI Technologies
5315BDBidSizeTypeType of Broker-Dealer Bid Size.
Data Type: Boolean
Valide Values:
Y = Size is percentage
N = Size is value
Lakshminarasimhan Rajabather –
SSI Technologies
5316BDOfferSizeBroker-Dealer Offer Size.
Data Type: Qty
Lakshminarasimhan Rajabather –
SSI Technologies
5317BDOfferSizeTypeType of Broker-Dealer Offer Size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value
Lakshminarasimhan Rajabather –
SSI Technologies
5318BranchSource of the Order.
Data Type: String[4]
Lakshminarasimhan Rajabather –
SSI Technologies
5319CrossMktProtectionIndicated 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
5320CustBidSizeTypeType of Customer Bid Size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value
Lakshminarasimhan Rajabather –
SSI Technologies
5321CustOfferSizeTypeType of the customer offer size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value
Lakshminarasimhan Rajabather –
SSI Technologies
5322FirmIDFirm’s ID.
Data Type: String[40]
Lakshminarasimhan Rajabather –
SSI Technologies
5323IssueIDIssue ID.
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5324IsVolOnePctSetting for first level of volume for NBBO Step-up configurationLakshminarasimhan Rajabather –
SSI Technologies
5325IsVolTwoPctSetting for second level of voulme in NBBO Step-up configuration.
Data Type: Boolean
Valid Values:
Y = Percent
N = Not Percent
Lakshminarasimhan Rajabather –
SSI Technologies
5326LockMktProtectionSetting for locked market protection.
Data Type: Boolean
Valid Values: 

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

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

Data Type: Boolean
Valid Values:

Y = Yes
N = No

Lakshminarasimhan Rajabather –
SSI Technologies
5329MinPxVarMinimum price variation.
Data Type: long
Lakshminarasimhan Rajabather –
SSI Technologies
5330OrigQuoteIDQuoteID of the current quote.
Data Type: long
Lakshminarasimhan Rajabather –
SSI Technologies
5331OwnerIDUser ID of the owner.
Data Type: String[40]
Lakshminarasimhan Rajabather –
SSI Technologies
5332ScriptLevelNumber of levels
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5333SeriesIDSeries ID.

Data Type: long

Lakshminarasimhan Rajabather –
SSI Technologies
5334IssueStatusStatus 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
5335TickPricing Increment.
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5336UnderlyingIDID of the underlying to which the issue belongs.
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5337UpperLimitUpper limit in the range.
Data Type: long
Lakshminarasimhan Rajabather –
SSI Technologies
5338OPRAClassCodeOPRA Class Code.
Data Tye: char
Lakshminarasimhan Rajabather –
SSI Technologies
5339OriginalSizeCurrent Order/Quote Size.
Data Tye: int
Lakshminarasimhan Rajabather –
SSI Technologies
5340NBBOStepUpModeNBBO 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
5341MPRequestIDUnique ID of the request.
Data Type: String[40]
Lakshminarasimhan Rajabather –
SSI Technologies
5342NoStepsNumber of steps (NBBO Configuration).
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5343DisseminatedStatusSet Dissemination of NBBO for all series.
Data Type: Boolean
Valid Values:
Y = Disseminate
N = Do not disseminate
Lakshminarasimhan Rajabather –
SSI Technologies
5344StepPositionStep Position (NBBO Step Up configuration).
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5345SecDefnReqTypeType 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
5346NonCustSizeNon-customer size (aggregated) at a particular price break
Data Type: Qty
Lakshminarasimhan Rajabather –
SSI Technologies
5347NoExchangesNumber of exchanges in the repeating group.
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5348QuoteScriptDataTypeQuote Script Data Type.
Data Type: Char
Valid Values:
1 = Send Quote Size Table
2 = Cancel Quote Size Table
Lakshminarasimhan Rajabather –
SSI Technologies
5349QuoteStatusRequestTypeType 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
5350ReinitiateConfigSetting 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
5351OPRAStrikeCodeCode used by OPRA (Options Price Reporting Authority) to identify series. Concatenation of option symbol, strike code.
Data Type: String[7]
Lakshminarasimhan Rajabather –
SSI Technologies
5352PCXQuoteIDPCX generated ID for the Quote.
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5353IsFastFirmIndicates 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
5354OptPxDenominatorDenominator used to get actual option price.Lakshminarasimhan Rajabather –
SSI Technologies
5355NoTickNo of elements in the repeating group(Ticks)
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5356OrderReqTypeType of the Order Request.
Data Type: Char
Valid Values:
0 = Modify Orders
1 = Cancel Orders
Lakshminarasimhan Rajabather –
SSI Technologies
5357NoQuoteSizesNumber of elements in the repeating group (Quote Sizes)
Data Type: int
Lakshminarasimhan Rajabather –
SSI Technologies
5358ResponseIDID sent by PCX in some acknowledgements/notificationsLakshminarasimhan Rajabather –
SSI Technologies
5359MktSizeVolume in other exchange.
Data Type: Qty
Lakshminarasimhan Rajabather –
SSI Technologies
5360OrigOwnerIDUsed to indicate the ID of the original owner.
Data Type: String
Lakshminarasimhan Rajabather –
SSI Technologies
5361NoScriptLevelIndicates the number of nested levels for step-up configuration data.
Data Type: Int
Lakshminarasimhan Rajabather –
SSI Technologies
5362FMCNETTradeNumberallUnique Trade NumberZul Kagalwalla ->
Financial Models Company.
5363PrevFMCNETTradeNumberallPrevious FMCNET trade NumberZul Kagalwalla ->
Financial Models Company.
5364MemberNameDescriptive name of the member firmMithila Somasiri –
Millennium Information Technologies Limited
5365MemberAddressMailing address of the memberMithila Somasiri –
Millennium Information Technologies Limited
5366ContactFaxContact FAX numberMithila Somasiri –
Millennium Information Technologies Limited
5367AltPhone1First Alternative Phone numberMithila Somasiri –
Millennium Information Technologies Limited
5368AltPhone2Second Alternative phone numberMithila Somasiri –
Millennium Information Technologies Limited
5369NoBranchNumber of BranchesMithila Somasiri –
Millennium Information Technologies Limited
5370BranchIDUnique Branch office IDMithila Somasiri –
Millennium Information Technologies Limited
5371ReservedIgor Nagirner –
ICAP
5372ReservedIgor Nagirner –
ICAP
5373ReservedIgor Nagirner –
ICAP
5374ReservedIgor Nagirner –
ICAP
5375ReservedIgor Nagirner –
ICAP
5376ReservedIgor Nagirner –
ICAP
5377ReservedIgor Nagirner –
ICAP
5378ReservedIgor Nagirner –
ICAP
5379ReservedIgor Nagirner –
ICAP
5380ReservedIgor Nagirner –
ICAP
5381ShortSecurityDescInstrument blockShort security description.Oksana Zheliabina –
B2BITS
5382EncodedShortSecurityDescLenInstrument blockByte length of encoded (non-ASCII characters) EncodedShortSecurityDesc (5383) field.Oksana Zheliabina –
B2BITS
5383EncodedShortSecurityDescInstrument blockEncoded (non-ASCII characters) representation of the ShortSecurityDesc (5381) field in the encoded format specified via the MessageEncoding (347) field.Oksana Zheliabina –
B2BITS
5384AccruedInterestAmtW, XAmount of accrued interest.Oksana Zheliabina –
B2BITS
5385MarketCodeSecurity DefinitionCode of market where instrument is traded.Oksana Zheliabina –
B2BITS
5386MinPriceIncrementSecurity DefinitionUsed in pre-5.0 versions to provide same functionality as 5.0’s MinPriceIncrement(969).Oksana Zheliabina –
B2BITS
5387MktShareLimitSecurity DefinitionMarket share limit.Oksana Zheliabina –
B2BITS
5388MktShareThresholdSecurity DefinitionMarket share limit threshold.Oksana Zheliabina –
B2BITS
5389MaxOrdersVolumeSecurity DefinitionMaximum summary volume of active buy and sell orders.Oksana Zheliabina –
B2BITS
5390SettlVenueA three character code representing a valid Settlement VenuePiero Cima –
GATE T.I.
5391SettlAccTypeSettlement account type.
Valid values:
1 = Standing
2 = House
3 = Client.
Piero Cima –
GATE T.I.
5392SenderGroupIDAssigned value used to identify specific message originator group.Piero Cima –
GATE T.I.
5393ReservedPiero Cima –
GATE T.I.
5394ReservedPiero Cima –
GATE T.I.
5395ReservedPiero Cima –
GATE T.I.
5396ReservedPiero Cima –
GATE T.I.
5397ReservedPiero Cima –
GATE T.I.
5398ReservedPiero Cima –
GATE T.I.
5399ReservedPiero Cima –
GATE T.I.
5400CashOrCreditNew Order – SingleCustom 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
5401TradeTypeNew order-singleIdentify 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
5402LocalOrForeignNew order-singleIdentify whether client is local or foreign investor
0: Local Investor
1: Foreign Investor
Kyuha Yang –
Korea Stock Exchange
5403ForeignerIDKyuha Yang –
Korea Stock Exchange
5404ClassiOfForInvNew order-singleIndicates 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
5405ExecPriceNew order-singleIndicates 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
5406InvestorCodeNew order-singleIndicate 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
5407Non-memberIDNew order-singleAssigned value to identify specific non-member that passes client order to member company.Kyuha Yang –
Korea Stock Exchange
5408ProgramTradeNew order-singleIndicates the type of program trade
0: Regular, 1: Arbitrage, 2: Non-arbitrage
Kyuha Yang –
Korea Stock Exchange
5409ShortSaleTypeNew order-singleIndicates the type of short sale
0: Regular, 1: ShortSale with Price Restriction, 2: ShortSale without Price Restriction
Kyuha Yang –
Korea Stock Exchange
5410OrderRoutingMethodNew order-singleIndicates 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
5411PriceIndiNew order-singleUses for futures spread trade and indicates as “0”, “+” or “-“Kyuha Yang –
Korea Stock Exchange
5412TradePurposeNew order-singleIndicates the purpose of futures and option trade
1: arbitrage, 2: Hedge, 3: Others
Kyuha Yang –
Korea Stock Exchange
5413ReceiptTimeExecution ReportIndicates time of order receipt in local timeKyuha Yang –
Korea Stock Exchange
5414NearestSeries PriceExecution ReportUses for futures spread trade and indicates contract price of the nearest month seriesKyuha Yang –
Korea Stock Exchange
5415FurthestSeriesPriceExecution ReportUses for futures spread trade and indicates furthest series priceKyuha Yang –
Korea Stock Exchange
5416OrderDateNewOrder-singleIndicate the order placing date in local time (YYYYMMDD)Kimyung Song –
Korea Stock Exchange
5417AccountTypeNewOrder-Single0=Accounts for participants in securities saving plans

1= Accounts for non-participants in securities saving plans

Kimyung Song –
Korea Stock Exchange
5418ContractTimeNewOrder-SingleIndicate the local time in HHMMSSss that futures and options contract have been completedKimyung Song –
Korea Stock Exchange
5419BasketIDNewOrder-SingleUnique identifier for basket ordersKimyung Song –
Korea Stock Exchange
5420CouponFrequencyIOI MessageThis field indicates coupon frequency of Fixed Income securities.Jenny Yeung –
Lehman Brothers
5421CallDateIOI MessageThis field indicates the call date of Agency Callables in Fixed Income.Jenny Yeung –
Lehman Brothers
5422ReliabilityIndicatorIOI MessageThis field indicates the reliability of a security.Jenny Yeung –
Lehman Brothers
5423ModelTypeQuote MessageJenny Yeung –
Lehman Brothers
5424PortfolioIDQuote MessageThis field indicates the portfolio IDJenny Yeung –
Lehman Brothers
5425SerialNoString2nd Part of unique Bloomberg serial number. (The 1st part of unique Bloomberg serial number is WorkStation)Jenny Yeung –
Lehman Brothers
5426BrokerSeqNoStringBroker Sequence NumberJenny Yeung –
Lehman Brothers
5427InstrAttribTypeString“I” – Interest
“D” – Discount
Jenny Yeung –
Lehman Brothers
5428AdjTargetLevelfloatadjusted target levelJenny Yeung –
Lehman Brothers
5429NumberItemsnumberNumber of items/quote on the listJenny Yeung –
Lehman Brothers
5430SpotPricefloatTreasury PriceJenny Yeung –
Lehman Brothers
5431SpotYieldfloatTreasury YieldJenny Yeung –
Lehman Brothers
5432CurveNameStringCurve Name
e.g. LIBOR
Jenny Yeung –
Lehman Brothers
5433CurvePointfloatCurve Point is the point on the benchmark curveJenny Yeung –
Lehman Brothers
5434AdjSpreadfloatBroker Fee-Adjusted SpreadJenny Yeung –
Lehman Brothers
5435FeeAdjToSpreadfloatFee adjustment to spreadJenny Yeung –
Lehman Brothers
5436AdjYieldfloatFee-adjusted YieldJenny Yeung –
Lehman Brothers
5437OldPriceNew Order SingleMust be equal to the original PricePriya Sampath –
Changepond Technologies
5438ReferenceIDTrade Capture ReportTape print regional reference ID associated with a Trade reportMithila Somasiri –
Millennium Information Technologies Limited
5439OldReferenceIDTrade Capture ReportsOriginal Reference ID of a correction/Cancellation Print sent to tape associated with a cancel/correct trade reportMithila Somasiri –
Millennium Information Technologies Limited
5440ClearingStatusExecution ReportIndicate the clearing status of the trade as communicated by the clearing house.Mithila Somasiri –
Millennium Information Technologies Limited
5441ClearingMatchIDExecution ReportUnique Match ID assigned by the clearing systemMithila Somasiri –
Millennium Information Technologies Limited
5442MatchingSlipIDExecution ReportUnique Slip ID assigned by the matching systemMithila Somasiri –
Millennium Information Technologies Limited
5443ClearingSlipIDExecution ReportUnique Slip ID assigned by the Clearing SystemMithila Somasiri –
Millennium Information Technologies Limited
5444LegReportExecution ReportIndicate whether the execution report is generated for a multi-leg order or an individual leg of a multi-leg orderMithila Somasiri –
Millennium Information Technologies Limited
5445DownloadRequestIDUnique ID assigned to a data download request.Mithila Somasiri –
Millennium Information Technologies Limited
5446RequestTypeDownload Request TypeMithila Somasiri –
Millennium Information Technologies Limited
5447RequestIDDownload Request IDMithila Somasiri –
Millennium Information Technologies Limited
5448NumMsgNumber of messages resulting from a download request.Mithila Somasiri –
Millennium Information Technologies Limited
5449ReqResponseToIndicate the Type of request being responded toMithila Somasiri –
Millennium Information Technologies Limited
5450MDElementName (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
5451MDStatScope (int data type)MDSnapshot, MDIncrementalDescribes a time dimension when distributing market data statistics. Values include: 1= current day, 2 = previous day, 3 = 1 minute, 4 = 10 secondsLisa Taikitsadaporn –
Brook Path Partners, Inc.
5452MDCountTypeMDSnapshot, MDIncrementalDescribes 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.
5453TraderCountMDSnapshot, MDIncrementalNumber of unique traders quoting at a particular price level.Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5454MarketZoneMDSnapshot, MDIncrementalCode identifying the market center/zone where market data entry originated from.Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5455SmoothRateSrcMDSnapshot, MDIncrementalThe source that published the smooth rate.Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5456MDStdDeviationMDSnapshot, MDIncrementalThe margin of error, confidence factor or standard deviation of a rate/price.Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5457PriceTimestampMDSnapshot, MDIncrementalThe 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.
5458MDDelayedMDIncremental, MDSnapshotIndicates whether the market data entry is being published on a delayed basis. Default is “N”. (Boolean field)Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5459SettlTypeAll where neededThis 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.
5460AggressorIndicatorTCR & where neededCustom 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.
5461TicketStatusLisa Taikitsadaporn –
Brook Path Partners, Inc.
5462PrimeDealIndicatorLisa Taikitsadaporn –
Brook Path Partners, Inc.
5463TradeIDTCRFor use in pre-5.0 versions to provide same information as TradeID (1003) in 5.0.Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5464SecondaryTradeIDTCRUsed in pre-5.0 versions to provide same functionality as 5.0’s SecondaryTradeID (1040)Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5465CstmApplVerIDLisa Taikitsadaporn –
Brook Path Partners, Inc.
5466MDBookTypeMD messagesThis 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.
5467MDPriceLevelMD messagesThis is used in pre-5.0. Same definition and usage as FIX 5.0’s MDPriceLevel (1023).Lisa Taikitsadaporn –
Brook Path Partners, Inc.
5468MDCountMD messagesLisa Taikitsadaporn –
Brook Path Partners, Inc.
5469ReqResponseStatusProcessing Status of a download requestMithila Somasiri –
Millennium Information Technologies Limited
5470PriceMvmLimitSecurity DefinitionMaximum deviation of prices from settlement price.Oksana Zheliabina –
B2BITS
5471CalculatedCcyLastQtyAEFX Deal Feed FieldIgor Nagirner –
ICAP
5472PriceMvmLimitT1Security DefinitionMaximum deviation of prices from settlement price at T+1.Oksana Zheliabina –
B2BITS
5473MguIndicatorCustomIndicates 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
5474AbbreviatedPriceNew Order, Execution ReportContract 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
5475PromptDateNew Order, Execution ReportExpiry(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
5476PrivateReferenceNew Order, Execution ReportFree form text up to 80 characters.Mithila Somasiri –
Millennium Information Technologies Limited
5477PublicRefereceNew Order, Execution ReportFree form text up to 80 charactersMithila Somasiri –
Millennium Information Technologies Limited
5478CrossIndicatorNew Order, Execution ReportIndicates a single trade half or a cross.
Value Meaning
0 Single Trade Half
1 Cross
Mithila Somasiri –
Millennium Information Technologies Limited
5479CarryIndicatorNew Order, Execution ReportIndicates 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
5480YieldToStringYield to value = M.C. P&AJenny Yeung –
Lehman Brothers
5481CleanPxfloatClean Price is Fee adjusted priceJenny Yeung –
Lehman Brothers
5482GrossPxfloatGross Price is Trade price without brokerage feeJenny Yeung –
Lehman Brothers
5483ProceedsCalByStringDealer that calculates the trade proceedsJenny Yeung –
Lehman Brothers
5484Principalfloatfee-adjusted principalJenny Yeung –
Lehman Brothers
5485DealerPrincipalfloattrade principal without brokerage feeJenny Yeung –
Lehman Brothers
5486dealerNetMoneyfloattrade net money without brokerage feeJenny Yeung –
Lehman Brothers
5487NoDealersintegernumber of dealersJenny Yeung –
Lehman Brothers
5488ListIDStringthe unique identifier of the multi-quote or Inquiry listJenny Yeung –
Lehman Brothers
5489DirectionString“F” – Forward
“R” – Reverse Inquiry
Jenny Yeung –
Lehman Brothers
5490LongNameStringClient Long NameJenny Yeung –
Lehman Brothers
5491YieldAdjustmentfloatYield AdjustmentJenny Yeung –
Lehman Brothers
5492QuoteYieldToStringQuote Yield ToJenny Yeung –
Lehman Brothers
5493GrossCoverfloatGross CoverJenny Yeung –
Lehman Brothers
5494LastTraderStringLast TraderJenny Yeung –
Lehman Brothers
5495STATEStringstate of the trading flowJenny Yeung –
Lehman Brothers
5496LastYieldfloatLast YieldJenny Yeung –
Lehman Brothers
5497DaysToSettlementintnumber of business days to settlement dateJenny Yeung –
Lehman Brothers
5498BindIndicatorStringThis is the holding bind indicator for Corporate Bonds. The value options are “Y” – Yes, and “N” – No.Jenny Yeung –
Lehman Brothers
5499OrdStatusnumber1 = Accept
2 = Reject
3 = Expire
4 = Cancel
6 = Counter
9 = Pass
Jenny Yeung –
Lehman Brothers
5500DivReinvestY or NTo specify whether to reinvest the dividend or not.
Y(Yes) or N(No) value.
Murali Takkalapati –
Performance Technologies, Inc.
5501TransFeeIncludedY or NTo specify whether the transaction fee is included in the amount (Y), or not (N)Murali Takkalapati –
Performance Technologies, Inc.
5502DIVINSTDividend Instructions -RR, CC , CR, CIThe 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.
5503NumLinksNumber of Links – Linked TradesSpecifies the number of links in the particular trade.Murali Takkalapati –
Performance Technologies, Inc.
5504LinkSymbolLinked TradesThe NumLinks should be specified before using the LinkSymbol.
LinkSymbol and LinkPercent are children of NumLinks
Murali Takkalapati –
Performance Technologies, Inc.
5505LinkPercentLinked/Exchange/Swap TradesThe NumLinks should be specified before using the LinkPercent.
LinkPercent and LinkSymbol are children of NumLinks
Murali Takkalapati –
Performance Technologies, Inc.
5506LinkPercentLinked/Exchange/Swap TradesThe NumLinks should be specified before using the LinkPercent.
LinkPercent and LinkSymbol are children of NumLinks
Murali Takkalapati –
Performance Technologies, Inc.
5507TrdMatchTimeExecution Reportdate, time at which the trade was matched. format DDMMYYYY-HHMMSSMithila Somasiri –
Millennium Information Technologies Limited
5508FaceValueSecurity DefinitionFace value of security.Oksana Zheliabina –
B2BITS
5509AuctionIndicatorSecurity StatusIndicates whether or not the auction is being held for the security.Oksana Zheliabina –
B2BITS
5510ChgFromWAPriceW, XIndicates change from previous day’s weighted average price vs. last traded price.Oksana Zheliabina –
B2BITS
5511ChgOpenInterestW, XIndicates change from previous day’s open interest.Oksana Zheliabina –
B2BITS
5512FirstEligibleTradeDateSecurity DefinitionFirst eligible trade date.Oksana Zheliabina –
B2BITS
5513LastEligibleTradeDateSecurity DefinitionLast eligible trade date. Similar to EventDate(866) with EventType(865) = ‘7’.Oksana Zheliabina –
B2BITS
5514InstrumentPricePrecisionSecurity DefinitionNumber of decimals in prices. Similar to InstrAttribValue(872) with InstrAttribType(871) = ’27’.Oksana Zheliabina –
B2BITS
5515Counterparty AccountD, 8Account identifier of a counterparty for Fixed Income orders & executions.Brian Gay –
Bloomberg
5516MemberVolumeCustomVolume traded by a particular memberMithila Somasiri –
Millennium Information Technologies Limited
5517MasterAccountAEMaster account identifierGleb Skayansky –
Bloomberg LLP.
5518AssumedCouponAEMortgage/assest backed security assumed couponGleb Skayansky –
Bloomberg LLP.
5519PrepaymentSpeedAEMortgage prepayment speedGleb Skayansky –
Bloomberg LLP.
5520BenchmarkOfferPxSBenchmark offer price for quote messages that inclue the SpreadOrBenchmarkCurveData component block.Joseph Fruchter –
Bloomberg LP
5521BenchmarkBidYieldSBenchmark bid yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block.Joseph Fruchter –
Bloomberg LP
5522BenchmarkOfferYieldSBenchmark offer yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block.Joseph Fruchter –
Bloomberg LP
5523BenchmarkOfferSpreadSBenchmark offer spread for quote messages that inclue the SpreadOrBenchmarkCurveData component block.Joseph Fruchter –
Bloomberg LP
5524OriginalDestination8, JTo specify the original destination of a Drop copy message. Can be a platform, exchange or anything – Mutually agreed upon.Sheetal Chainraj –
Bloomberg L.P
5525HaircutExecution ReportsThis term describes the way brokers and clients protect themselves from market risk in doing repos.Sheetal Chainraj –
5526AllInPriceExecution ReportsSheetal Chainraj –
5527AllocationIndicatorExecution ReportsIndicates 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 –
5528SalesBook8 = Execution ReportIdentify the book for the salesperson doing the trade.Sheetal Chainraj –
5529NoInvPositions6Repeating group count. No of Inventory positions advertised. Part of group (5529-5531)Sheetal Chainraj –
Bloomberg L.P
5530InvPositionDate6Date of the inventory position. LocalMmktDate. Part of group (5529-5531)Sheetal Chainraj –
Bloomberg L.P
5531InvPositionQty6The 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
5532RateEffectiveDate6The date (last reset date) from which the coupon rate is effective for Variable Rate Demand Note and tender option bonds. Type= LocalMmktDateSheetal Chainraj –
Bloomberg L.P
5533TradeCorrectTypeAE, 8Indicates the type of correct sent in the Trade Capture or Execution Report. (Ex: Material change or not)Sheetal Chainraj –
Bloomberg L.P
5534AllocAccountSubID1JSub identifier for the Allocation Accounts. Will be part of the NoAllocs group.Sheetal Chainraj –
Bloomberg L.P
5535AllocAccountSubID2JSub identifiers #2 for Allocation Accounts. Will be part of the NoAllocs group.Sheetal Chainraj –
Bloomberg L.P
5536AllocAccountSubID3JSub identifier #3 for Allocation accounts. Will be part of the NoAllocs group.Sheetal Chainraj –
Bloomberg L.P
5537CurrentFace8, JCurrent face for Mortgages, ABS, CMO, CMBS etc. (Original face * Factor).Sheetal Chainraj –
Bloomberg L.P
5538AllocCurrentFaceJ, ASCurrent Face allocated to this Allocation account. For MTGEs only. Part of “NoAllocs” repeating group.Sheetal Chainraj –
Bloomberg L.P
5539AllocGrossTradeAmtJ, ASGross trade amount allocated to the Allocation account. Part of the “NoAllocs” repeating group.Sheetal Chainraj –
Bloomberg L.P
5540CurveDateRate1Sheetal Chainraj –
Bloomberg L.P
5541CurveDateRate2Sheetal Chainraj –
Bloomberg L.P
5542AllocGrossTradeAmtSheetal Chainraj –
Bloomberg L.P
5543FirmAmountIOIFirm offering quantity for Municipal Commercial Paper.Sheetal Chainraj –
Bloomberg L.P
5544SecondaryCurrencyExecution Report (8)The denomination of the SecondaryQty (6054) field.Dmitry Gundorov –
Deutsche Bank
5545BWitemIDNew Order, Execution ReportBids Wanted Item ID.Sheetal Chainraj –
Bloomberg L.P
5546AllocGrossTradeAmt-NewSheetal Chainraj –
Bloomberg L.P
5547AllocCurrentFace-NewSheetal Chainraj –
Bloomberg L.P
5548AdjustedSwapPointsExecution Report (8)(Deprecated) Swap points of a trade, adjusted to the Spot price denomination (multiplied by the forward tick size)Dmitry Gundorov –
Deutsche Bank
5549ClientFullNameExecution Report (8)Full name of a client that has executed the tradeDmitry Gundorov –
Deutsche Bank
5550BalanceGroupIDNew Order SingleSpecifies the Unique Identifier of the BalanceGroup to which this Order should be assigned to.Kiran K Pingali –
JapanCross Securities
5551BuyLimitNew Order Single, New Order ListDescribes the BuyLimit for that Balance GroupKiran K Pingali –
JapanCross Securities
5552SellLimitNew Order Single, New Order ListSpecifies 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
5553MinimumValueTypeNew 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
5554RolloverFlagNew Order-ListSpeicies 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
5555ReturnCodeall message typesThis 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
5556BaseSwapPxInstrument blockBase SWAP price.Oksana Zheliabina –
B2BITS
5557AggregatedOrderExecRefIDsExecution Report (8)Comma separated list of aggregated trades idsDmitry Gundorov –
Deutsche Bank
5558BuyBackPxInstrument blockBuy back price.Oksana Zheliabina –
B2BITS
5559BuyBackDateInstrument blockBuy back date.Oksana Zheliabina –
B2BITS
5560ReservedIgor Nagirner –
ICAP
5561ReservedIgor Nagirner –
ICAP
5562ReservedIgor Nagirner –
ICAP
5563ReservedIgor Nagirner –
ICAP
5564ReservedIgor Nagirner –
ICAP
5565ReservedIgor Nagirner –
ICAP
5566ReservedIgor Nagirner –
ICAP
5567ReservedIgor Nagirner –
ICAP
5568ReservedIgor Nagirner –
ICAP
5569ReservedIgor Nagirner –
ICAP
5570ReservedIgor Nagirner –
ICAP
5571ReservedIgor Nagirner –
ICAP
5572ReservedIgor Nagirner –
ICAP
5573ReservedIgor Nagirner –
ICAP
5574ReservedIgor Nagirner –
ICAP
5575ReservedIgor Nagirner –
ICAP
5576ReservedIgor Nagirner –
ICAP
5577ReservedIgor Nagirner –
ICAP
5578ReservedIgor Nagirner –
ICAP
5579ReservedIgor Nagirner –
ICAP
5580ReservedIgor Nagirner –
ICAP
5581ReservedIgor Nagirner –
ICAP
5582ReservedIgor Nagirner –
ICAP
5583ReservedIgor Nagirner –
ICAP
5584ReservedIgor Nagirner –
ICAP
5585ReservedIgor Nagirner –
ICAP
5586ReservedIgor Nagirner –
ICAP
5587ReservedIgor Nagirner –
ICAP
5588ReservedIgor Nagirner –
ICAP
5589ReservedIgor Nagirner –
ICAP
5590ReservedIgor Nagirner –
ICAP
5591ReservedIgor Nagirner –
ICAP
5592ReservedIgor Nagirner –
ICAP
5593ReservedIgor Nagirner –
ICAP
5594ReservedIgor Nagirner –
ICAP
5595ReservedIgor Nagirner –
ICAP
5596ReservedIgor Nagirner –
ICAP
5597ReservedIgor Nagirner –
ICAP
5598ReservedIgor Nagirner –
ICAP
5599ReservedIgor Nagirner –
ICAP
5600Thomson UDFMatthew Godin –
Thomson
5601Thomson UDFMatthew Godin –
Thomson
5602Thomson UDFMatthew Godin –
Thomson
5603Thomson UDFMatthew Godin –
Thomson
5604Thomson UDFMatthew Godin –
Thomson
5605Thomson UDFMatthew Godin –
Thomson
5606Thomson UDFMatthew Godin –
Thomson
5607Thomson UDFMatthew Godin –
Thomson
5608Thomson UDFMatthew Godin –
Thomson
5609Thomson UDFMatthew Godin –
Thomson
5610Thomson UDFMatthew Godin –
Thomson
5611Start TimeStart time for an algorithmic orderChris Chaffee –
5612End TimeEnd time for an algorithmic orderChris Chaffee –
5613UrgencyUrgency or aggressiveness for an algorithmic orderChris Chaffee –
5614NumberOfSlicesNumber of slices for an algorithmic orderChris Chaffee –
5615IncludeMarketOpenIndicates whether or not an algorithmic order should participate in opening crossesChris Chaffee –
5616IncludeMarketCloseIndicates whether or not an algorithmic order should participate in closing crossesChris Chaffee –
5617MinPctParticipationIndicates the minimum participation rate for an algorithmic orderChris Chaffee –
5618TgtPctParticipationIndicates the target participation rate for an algorithmic orderChris Chaffee –
5619MaxPctParticipationIndicates the maximum participation rate for an algorithmic orderChris Chaffee –
5620TargetPriceIndicates the target price for an algorithmic orderChris Chaffee –
5621DisplaySizeIndicates the quantity to be displayed on an algorithmic orderChris Chaffee –
5622SweepTypeType of sweep algorithm to be employed prior to routing the order to a broker or exchange.Chris Chaffee –
5623SweepPriceEnumPricing algorithm to be employed when sweeping an order.Chris Chaffee –
5624SuppTacticsFlagSupplemental flags to implement specific algorithm features.Chris Chaffee –
5625MKTXInquiryTypeQuoteRequestEnumeration used to indicate MarkeAxess Quote Release model.
Supported Values: 1-ASAP, 2-Holding Bin
Daniel Jacobson –
MarketAxess
5626MKTXPricingProcessQuoteRequest,QuoteStatusReportEnumeration 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
5627MKTXInquiryStateQuote, QuoteStatusReportEnumeration indicating MarketAxess Inquiry StatesDaniel Jacobson –
MarketAxess
5628MKTXReleaseTimeQuoteRequestUTCTimestamp
Time of day indicating the time at which the client will see dealer responses
Daniel Jacobson –
MarketAxess
5629MKTXQuoteReponseRejectReasonQuoteResponseRejectText indicating rejection reason
e.g. “Action invalid in this state”
Daniel Jacobson –
MarketAxess
5630MKTXAvailableActionsQuote,QuoteStatusReportComma separated list of available actions, e.g.
“CANCEL”
“PASS,ACCEPT,COUNTER”
“NONE”
Daniel Jacobson –
MarketAxess
5631MKTXListTypecustomIndicates 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
5632MKTXListCommentListQuoteRequestClient-trader’s comment to dealersDaniel Jacobson –
MarketAxess
5633MKTXListRejectModeListQuoteRequestIndicates 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
5634MKTXListNamecustomNames an inquirty-listDaniel Jacobson –
MarketAxess
5635MADataIDWNumeric field identifying each traded security in MarketAxess system. Unique per trade being reported in BTDS feedAnthony Merhi –
MarketAxess
5636DataSourceWIdentifier of system sending the market data.
DataType=String
Anthony Merhi –
MarketAxess
5637MDEntryTransTypeWTrade Type reported in Market Data, used when MDEntryType = 2(Trade).
DataType=char
Values: 0=Done (New Trade), 1=Cancel, 2=Corrected
Anthony Merhi –
MarketAxess
5638BTDSSaleConditionWSale 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
5639BTDSCommissionIndicatorWBoolean field indicating if the price is inclusive of dealer commission.Anthony Merhi –
MarketAxess
5640BTDSQuantityIndicatorWIndicates in Quantity reported is actual or estimated.
DataType=Char
Values: A=Actual, E=Estimated
Anthony Merhi –
MarketAxess
5641BTDSSecondModifierWIndicates 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
5642BTDSPriceChangeCodeWDescribes 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
5643BTDSSpecialPriceIndicatorWBoolean field indicating whether the transaction is a ‘Special
Price Trade’ or not
Anthony Merhi –
MarketAxess
5644BTDSReportingPartySideMarketData Full SnapshotOne 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
5645OASSpreadWMarketAxess estimated option adjusted spread for the traded security. Datatype=floatAnthony Merhi –
MarketAxess
5646ParSpreadWMarketAxess estimated par spread for the traded security. Datatype=floatAnthony Merhi –
MarketAxess
5647MktSpreadWMarketAxess estimated market spread for the traded security. Datatype=floatAnthony Merhi –
MarketAxess
5648SuspectTradeIndicatorWBoolean flag indicating if trade is a suspect trade.Anthony Merhi –
MarketAxess
5649OrigBCastSeqNoWExists 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
5650MKTXEstimatedQuantityWReports 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
5651MKTXDeltaDaySpreadWDay 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
5652MKTXDeltaWeekSpreadWWeek 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
5653MKTXDeltaMtdSpreadWMonth-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
5654MKTXDeltaWeekPriceWWeek 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
5655MKTXDeltaDayPriceWDay 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
5656MKTXDeltaMtdPriceWMonth-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
5657MKTXDeltaDayYieldWDay 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
5658MKTXDeltaWeekYieldWWeek 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
5659MKTXDeltaMtdYieldWMonth-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
5660IncludeSIsQuote Request, New OrderValid 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
5661NoMKTXCostAnalysisExecutionReportRepeating 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
5662MKTXAnalysisToExecutionReportReq’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
5663MKTXBenefitExecutionReportDifference 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
5664MKTXComparisonPriceExecutionReportPrice for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker)
DataType: Price
Value: float field with 4 decimal point precision
Pomeli Ghosh –
MarketAxess
5665MKTXPriceDiffExecutionReportDifference 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
5666MaturitySize6 – IOISize available corresponding to Maturity range.
Part of NoDateRates (5538) repeating group.
Sheetal Chainraj –
Bloomberg L.P
5667MatDatStartYield6 – IOIYield corresponding to Maturity start date.
Part of NoDateRates (5538) repeating group.
Sheetal Chainraj –
Bloomberg L.P
5668MatDatEndYield6 – IOIYield corresponding to Maturity end date.
Part of NoDateRates (5538) repeating group.
Sheetal Chainraj –
Bloomberg L.P
5669FillOrKillAmount6 – IOIFill or Kill Quantity.Sheetal Chainraj –
Bloomberg L.P
5670PositionAccount6 – IOIAccount / Fund / Book name of the position.Sheetal Chainraj –
Bloomberg L.P
5671FOKPosition6FOK Position in an account.Sheetal Chainraj –
Bloomberg L.P
5672SecondaryIndividualAllocIDJSecondary Alloc ID per allocation account.Sheetal Chainraj –
Bloomberg L.P
5673SettlCurrAccruedInterestAmt8, JAccrued Interest in the Settlement currency.Sheetal Chainraj –
Bloomberg L.P
5674SettlCurrNetMoney8, JNet money in Settlment Currency.Sheetal Chainraj –
Bloomberg L.P
5675TaxRateAETax rate.Sheetal Chainraj –
Bloomberg L.P
5676ReservedSheetal Chainraj –
Bloomberg L.P
5677Repo2PxInstrument blockPrice of the second part of REPO.Oksana Zheliabina –
B2BITS
5678ReceivePendingsLogon (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
5679FixEngineNameLogon (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
5680ProprietaryFixProtocolVersionLogon (MsgType = A)Exact identification of the protocol used and expected by the initiator (String)Francesc Prats –
MEFF
5681ExchangeTradeTypeExecution Report (Msg Type = 8)Exchange defined type of trade(String)Francesc Prats –
MEFF
5682NewSecuritySubscriptionSecurity List Request (MsgType = x)Specifies whether to subscribe to “New Securities” (Char)Francesc Prats –
MEFF
5683SecondaryConfirmStatusConfirmation (MsgType = AK)Describes the Give-up state (Char)Francesc Prats –
MEFF
5684TotalBustedQtyExecution ReportTotal number of shares busted.Oksana Zheliabina –
B2BITS
5685Ordered Quantity Leg 2Ordered quantity for leg 2 of a 2-legged strategy.Amit Chilgunde –
Barclays Capital
5686InWorkupMarket Data SnapshotIndicates that an order is tradable in a workup that is currently in progress.Michael Merold –
ICAP
5687Executed Quantity Leg2Executed quantity on fills for leg 2 of a 2-legged strategy.Amit Chilgunde –
Barclays Capital
5688Draft Algo FlagD,F,G,8Indicating draft algo statusTao Shen –
Guosen Securities Co.,Ltd
5689VersionIDD,F,G,8Version identifier tagTao Shen –
Guosen Securities Co.,Ltd
5690TargetStrategyD,F,G,8Base strategyTao Shen –
Guosen Securities Co.,Ltd
5691ReferencePriceD,GReference price for an algo, not binding as limit priceTao Shen –
Guosen Securities Co.,Ltd
5692ReferenceVolumeD,GReferred volume of char type.Valid value: A)total market volume;B)market volume with given limitpx;Tao Shen –
Guosen Securities Co.,Ltd
5693PegToD,E,F,G,8,9A = SHCOMP
B = SZCNST
C = CSI300
D = SME
E = CHINEXT
S = SMART
P = PORTFOLIO
Tao Shen –
Guosen Securities Co.,Ltd
5694CatchUpD,E,F,G,8,9A = NOW
B = Redistribute
C = Tilt-Dist
Tao Shen –
Guosen Securities Co.,Ltd
5695LimitWRTD,E,F,G,8,9A = fill
B = leaves
Tao Shen –
Guosen Securities Co.,Ltd
5696SoftLimitD,E,F,G,8,9Y = Yes
N = No
Tao Shen –
Guosen Securities Co.,Ltd
5697IPO Subscription VenueD,81 = Online
2 = Offline
Tao Shen –
Guosen Securities Co.,Ltd
5698Deskconfirm, confirm requestKelly Calnan –
Fidelity Investments
5699Restricted BrokersNew Order Single, Cancel/Replaceused with aggregator connections to confirm counterparties a security cannot be traded withKelly Calnan –
Fidelity Investments
5700LocateBrokerNASD 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
5701LocateIdentifierThe actual locate identifier/reference provided by the LocateBroker (5700).Scott Atwell –
American Century Investments
5702PreBorrowQtyDShare quantity in pre-borrow agreement. Used with 5700 and 5701 to resolve Threshold-list Short Sell locates.Kevin Maroney –
Piper Jaffray
5703OriginalSourceExecutionReportThe field indicates the trade sourceAndrey Tapekha –
Deutsche Bank
5704BusinessLineStringThe field indicates the business line owner of orders.Nikolay Volnov –
Deutsche Bank
5705NIMAllowedSecurity List and DefinitionIndicates whether NIM is allowed for this instrument.Michael Merold –
ICAP
5706FixedRatefloatingfixed rate in SwapJenny Yeung –
Lehman Brothers
5707PayPeriodMultiplierintegerperiod multiplier of payment datesJenny Yeung –
Lehman Brothers
5708AdjDayRegionStringbusiness center of the adjusted business Day convention used in Swap.Jenny Yeung –
Lehman Brothers
5709ADJSDTDateaccrual period start Day adjustment conventionJenny Yeung –
Lehman Brothers
5710PnlLocationStringthe location of PnL:
NY – New York
LD – London
TK – Tokyo
Jenny Yeung –
Lehman Brothers
5711AckStatustwo int value options:
1 : Accept
2 : Reject
Jenny Yeung –
Lehman Brothers
5712AckTypeString representing the Bloomberg Ack NameJenny Yeung –
Lehman Brothers
5713TicketStatusQuoteRequestTicketStatus 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
5714TicketTradersQuoteRequestrepresents a list of traders (comma delimited) who received the ticketJenny Yeung –
Lehman Brothers
5715TicketOwnerQuoteRequestRepresents the trader who too ownership of the ticketJenny Yeung –
Lehman Brothers
5716TimespanToQuoteQuoteRequestThis field would contain the time (in seconds) the trader has to submit his quote.Jenny Yeung –
Lehman Brothers
5717ExpireByString Type. Valid values: Client, DealerJenny Yeung –
Lehman Brothers
5718BBRespTypethis is an integer field.Jenny Yeung –
Lehman Brothers
5719StartPaymentDateExecutionReportdate format. This indicates the starting payment date of interest rate.Jenny Yeung –
Lehman Brothers
5720EndPaymentDateExecutionReportDate Type. GMT format. this is the end payment date of interest rate in SWAPJenny Yeung –
Lehman Brothers
5721FloatingPaymentFreqQuotedata type: int.
this is the payment frequency of floating interest rates in interest rate swap.
Jenny Yeung –
Lehman Brothers
5722FixedPaymentFreqQuoteData Type: int
this is the payment frequency of Fixed interest rate payment in Interest Rate Swap
Jenny Yeung –
Lehman Brothers
5723behaviourString type
D – Drain
A – Abort
Jenny Yeung –
Lehman Brothers
5724readyToPriceint

0-yes
1-no

Jenny Yeung –
Lehman Brothers
5725readyToTradeinteger type:
0-yes
1-no
Jenny Yeung –
Lehman Brothers
5726U_QuoteRespTypeQuote ResponseThis tag inherits all properties of QuoteRespType in FIX, and has an additional value option “100 – DoingAway”Jenny Yeung –
Lehman Brothers
5727PPT OverrideexecutionAllow user to override a Prevent Principal Trade edit.Rich Kiehl –
Thomson Financial – TTS
5728BenchmarkSecurityAltIDJenny Yeung –
Lehman Brothers
5729AuctionDateTIMEIndicates the auction date of the security when it’s initially issued.Jenny Yeung –
Lehman Brothers
5730CompQuoteFloatComposite QuoteJenny Yeung –
Lehman Brothers
5731DV01floatDollar Price change per basis point in YieldJenny Yeung –
Lehman Brothers
5732AdjMidPxfloatadjusted mid priceJenny Yeung –
Lehman Brothers
5733RequotableStringValid Values:
Y – allow the other party to re-quote 

N – re-quote is not allowed

Jenny Yeung –
Lehman Brothers
5734MrkupQuoteJenny Yeung –
Lehman Brothers
5735BAMTThe dollar amount that will be recovered from the dealer as a customer execution feeJenny Yeung –
Lehman Brothers
5736PBRKRStringThe prime broker’s dealer acronymJenny Yeung –
Lehman Brothers
5737PBSVCStringThe prime broker service. Values: Give-UP, GTSJenny Yeung –
Lehman Brothers
5738PBRESPStringThe prime broker’s advice status. Values: PENDGIVEUP, ACCEPTJenny Yeung –
Lehman Brothers
5739BoblBidJenny Yeung –
Lehman Brothers
5740boblaskJenny Yeung –
Lehman Brothers
5741bundsBidJenny Yeung –
Lehman Brothers
5742bundsaskJenny Yeung –
Lehman Brothers
5743schatzBidJenny Yeung –
Lehman Brothers
5744schatzaskJenny Yeung –
Lehman Brothers
5745MTKTnumbernumber of tickets/account trade requiresJenny Yeung –
Lehman Brothers
5746IRSTYPEStringValid Values: BMK, IMM or OIMJenny Yeung –
Lehman Brothers
5747IRSEOMStringend of month roll. possible value: YES or NOJenny Yeung –
Lehman Brothers
5748ROLLSONStringThe convention for determining the sequence of calculation period end dates. Valid Values: 1 to 31, EOM, or IMMJenny Yeung –
Lehman Brothers
5749ADJDTStringTermination(END) date business day adjustment convention. Possible values: MODFOLLOWJenny Yeung –
Lehman Brothers
5750MATDTADJDatetimeAdjusted maturity (Termination) dateJenny Yeung –
Lehman Brothers
5751VSPDateAllocation; 35=JUsed on allocation to match to the original date of the order – Citigroup Inc.Martin Jiang –
Citigroup Inc
5752VSPPriceAllocation, 35=JUsed on allocation to match to the original price of the order – Citigroup Inc.Martin Jiang –
5753DECPLCSStringMaximum number of decimal places to be used for RateJenny Yeung –
Lehman Brothers
5754DECRNDStringThe quote in the QUOTE message must be divisible by the amount specified by this field.Jenny Yeung –
Lehman Brothers
5755CMPNDStringIndicates whether the floating leg of the trade is compounding or not. Considered NO if not present.Jenny Yeung –
Lehman Brothers
5756CMPBFloatingComposite quote at the time of QUOTE REQUESTJenny Yeung –
Lehman Brothers
5757CMPAFloatingComposite pay rate for an USD Interest Rate Swap switchJenny Yeung –
Lehman Brothers
5758CMPMFloatingcomposite receiving rate for an USD Insterest Rate Swap SwitchJenny Yeung –
Lehman Brothers
5759CMPSPFloatingcomposite spread contributed by the dealers for an DSWP (USD Interest Rate Swap) benchmark tradeJenny Yeung –
Lehman Brothers
5760ADJDTCPStringCalculation (Accrual) Period Business Day Adjustment Convention. Possible values Floating Leg: MODFOLLOWJenny Yeung –
Lehman Brothers
5761ADJDTPDStringPayment date business day adjustment convention.
Possible values Floating leg: MODFOLLOW
Jenny Yeung –
Lehman Brothers
5762ADJDTRESStringRequired for Floating Rate Leg. Reset Date business day adjustment convention. Possible Values Floating leg: MODFOLLOWJenny Yeung –
Lehman Brothers
5763DYCTBASStringDay count basis. leg values: 30/360, 30E/360, ACT/360. Floating Leg values: ACT/360Jenny Yeung –
Lehman Brothers
5764FRREFStringRequired for Floating Rate Leg. Floating rate reference. Values: LIBOR3MJenny Yeung –
Lehman Brothers
5765FRESDAYSNumberRequired for Floating Rate Leg. Reset Days for floating payments. Values: 2Jenny Yeung –
Lehman Brothers
5766IRSSWTYPEStringJenny Yeung –
Lehman Brothers
5767SWSPRDStringThis 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
5768CNFCOStringJenny Yeung –
Lehman Brothers
5769feStringreservedJenny Yeung –
Lehman Brothers
5770PriceRatiodUsed for price calculation in spread and leg pricing.Fred Malabre –
Chicago Mercantile Exchange
5771ECVStringElectronic confirmation vendor – values None, Parallel or TradewebJenny Yeung –
Lehman Brothers
5772ISMNStringForward months for OIS forward runs and forward starting swapsJenny Yeung –
Lehman Brothers
5773ISDYIntegerNumber of months in the tenor (0, 3, 6, 12, 24, etc)Jenny Yeung –
Lehman Brothers
5774reservedJenny Yeung –
Lehman Brothers
5775FixedLegDayCountStringFixed leg day-count basis. 30/360, ACT/360, ACT/ACTM or ACT/ACTDJenny Yeung –
Lehman Brothers
5776FloatingLegDayCountStringFloating leg day-count basis. ACT/360Jenny Yeung –
Lehman Brothers
5777CUSTPRCstringYes Indicates whether this is a customer bid/ask trade. Value: NOJenny Yeung –
Lehman Brothers
5778AORGIDStringThe accountNet organization identifier of the customer. present for AccountNet-enabled customers only.Jenny Yeung –
Lehman Brothers
5779AORGIDStringthe accountNet organization identifier of the customer. Present for AccountNet enabled customers onlyJenny Yeung –
Lehman Brothers
5780ACODEStringAccountNet ACODE. Present for AccountNet-enabled customers only.Jenny Yeung –
Lehman Brothers
5781ACCTACRStringAccount Acronym assigned by the dealer.Jenny Yeung –
Lehman Brothers
5782BRKNAStringBreakdown active indicator used in allocation instruction message.Jenny Yeung –
Lehman Brothers
5783Exchange Gateway IDThe 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
5784EndPointExchangeOrderIdMostly for algo orders. Exchangeorderid of the child order.Amit Chilgunde –
Barclays Capital
5785EndpointExchangeExecutionIdMostly for algo orders. ExchangeExecutionId of the child order.Amit Chilgunde –
Barclays Capital
5786NIMTimeRemainingQuote Status ReportNumber of seconds remaining in the current phase of the NIM.Michael Merold –
ICAP
5787ClearingQTypeExecution ReportIndicates 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
5788QueryTokenOrder Mass Status Rqst & ERToken used to maintain query context for result paging.Michael Merold –
ICAP
5789ClientInfoNew Order – Single, Execution RpFree 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
5790FixingBraketXIdentifies the time braket the fixing price is for.Fred Malabre –
CME Group
5791TotalVolumexTotal volume for a given security, cross venues.Fred Malabre –
CME Group
5792OpenInterestQtyxQuantity of the open interest in a given security.Fred Malabre –
CME Group
5793MassQuoteMessagesCountbTotal number of mass quote messages received in a given time interval.Fred Malabre –
CME Group
5794QuoteEntriesCountbTotal number of quote entries received in a given time interval.Fred Malabre –
CME Group
5795LegSecurityGroupInstrumentLegMultileg instrument’s individual security’s group.
See SecurityGroup (1151) field for description
Fred Malabre –
CME Group
5796TradingReferenceDateDContains the date to which the TradingReferencePrice correspond.Fred Malabre –
CME Group
5797AggressorSideXAggressor side of a trade in a central order book.
1: Buyer
2: Seller
Fred Malabre –
CME Group
5798DayCountfDay count used to calculate interest rates.Fred Malabre –
CME Group
5799MatchEventStartIndicator35=XBoolean to indicate the beginning of a match event for a central order book system.Fred Malabre –
CME Group
5800CDNAccountTypeCDNAccountTypeIndicates 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
5801CDNAnonymousCDNAnonymousAn 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
5802CDNInternalCrossCDNInternalCrossA 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
5803CDNLotsOfCDNLotsOfA 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
5804CDNNonResidentCDNNonResidentA terms marker indicating that trade participant is not a Canadian resident. Valid values include “Y” | “N”Default is “N”.TSX only.Tom May –
RBC
5805CDNPrincipalTradeCDNPrincipalTradeA 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
5806CDNUserIdCDNUserIdThe trading system’s user id for a trader.No default.TSX and TSXV.Tom May –
RBC
5807CDNBasketTradeA five digit number identifying the basket number for Toronto Stock Exchange, default is “N”Tom Tsai –
Cap-Mart, Inc.
5808CDNSettlementTermTo 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.
5809CDNShortExemptTo indicate to the TSX trading engine that short sell order is exempt from the short selling rule.Tom Tsai –
Cap-Mart, Inc.
5810CDNRTAutoFillA TSX fill report marker to indicate a system generated autofill against the responsible Equities Specialists accountTom Tsai –
Cap-Mart, Inc.
5811CDNProgramTradeTo indicate to the TSX trading engine that this order is generated by a program. Valid values are Y or NTom Tsai –
Cap-Mart, Inc.
5812CDNMGFCandidateTo 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.
5813CDNJitneyTo specify an order to the Toronto Stock Exchange that it is executed on behalf of another broker.Tom Tsai –
Cap-Mart, Inc.
5814CDNMarketOnCloseTo specify this order is to be excuted on the TSX end of day closing auction. Possible values Y or NTom Tsai –
Cap-Mart, Inc.
5815SubMkt8Submarket codeJuliette Vignola –
Nasdaq/OMX
5816ClearingVenue8stringJuliette Vignola –
Nasdaq/OMX
5817ContraOrderRestrictions8Juliette Vignola –
Nasdaq/OMX
5818DecayQuantity35=dIndicates the quantity a contract will decay by once the decay start date is reached.Fred Malabre –
CME Group
5819DecayStartDate35=dThe date at which a decaying product begins to decay.Fred Malabre –
CME Group
5820LekSecuritiesCustomField1stephen jose –
Lek Securities Corp
5821LekSecuritiesCustomField2stephen jose –
Lek Securities Corp
5822LekSecuritiesCustomField3stephen jose –
Lek Securities Corp
5823CounterPartyStringaccount of the step in counter party in Swap/swaptionJenny Yeung –
Lehman Brothers
5824CounterParty1Stringaccount of the step out counter party in swap or swaptionJenny Yeung –
Lehman Brothers
5825remainingPartyStringaccount of the remaining counter party in swap or swaptionJenny Yeung –
Lehman Brothers
5826ClTrdIDRefTypestringJenny Yeung –
Lehman Brothers
5827OutstandingQtyFloatingout standing quantity in partial unwind or assignmentsJenny Yeung –
Lehman Brothers
5828RemainingParty1StringJenny Yeung –
Lehman Brothers
5829RESERVEDstringJenny Yeung –
Lehman Brothers
5830MiscFeeCCYStringcurrency of paymentJenny Yeung –
Lehman Brothers
5831StAllocTypeStringallocation 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
5832StraddleIndStringIndicates if it’s straddle or not.
Y – Straddle
N – not
Jenny Yeung –
Lehman Brothers
5833ThirdPartyFullCalcPeriodstringJenny Yeung –
Lehman Brothers
5834FirstPaymentDatedatefirst payment date of additional payments on IRS SwapJenny Yeung –
Lehman Brothers
5835MiscFeeReceiverSTringfee receiverJenny Yeung –
Lehman Brothers
5836MiscFeePayerstringJenny Yeung –
Lehman Brothers
5837RiskIDStringJenny Yeung –
Lehman Brothers
5838RESERVEDJenny Yeung –
Lehman Brothers
5839AllocRefEventIDStringJenny Yeung –
Lehman Brothers
5840RESERVEDJenny Yeung –
Lehman Brothers
5841RESERVEDStringJenny Yeung –
Lehman Brothers
5842RESERVEDJenny Yeung –
Lehman Brothers
5843RemainingParty1StringJenny Yeung –
Lehman Brothers
5844PremiumFeeFloatingpremium fee for swaptionJenny Yeung –
Lehman Brothers
5845PremiumPayerStringthe payer of premium payer in swaptionJenny Yeung –
Lehman Brothers
5846CreditRating<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
5847TargetStrategyClone of Tag 847 from FIX 4.4. Introduced by the FIX Algorithmic Trading Working Party.Chris Sims –
Gartmore
5848TargetStrategyParametersClone of Tag 848 from FIX 4.4. Introduced by the Algorithmic Trading Working Party.Chris Sims –
Gartmore
5849OriginalContractSize35=dTBD.Fred Malabre –
CME Group
5850OrigIssueAmt<Instrument>Face value of the original issuance of a bond. DataType: AmtPomeli Ghosh –
MarketAxess
5851DB AlgoBilly Zhao –
Deutsche Bank
5852InsuranceCode<Instrument>Insurance Code Identifier
DataType: String
Pomeli Ghosh –
MarketAxess
5853NewIssueIndicator<Instrument>Boolean flag indicating if a corporate or municipal bond is a new issuePomeli Ghosh –
MarketAxess
5854DB AlgoBilly Zhao –
Deutsche Bank
5855QueryDirectionOrder Mass Status RqstIndicates 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
5856DB AlgoBilly Zhao –
Deutsche Bank
5857DB AlgoBilly Zhao –
Deutsche Bank
5858DB AlgoBilly Zhao –
Deutsche Bank
5859BidPostedQtyExecution ReportQuantity available for further execution on bid side.Michael Merold –
ICAP
5860DB AlgoBilly Zhao –
Deutsche Bank
5861OfrPostedQtyExecution ReportQuantity available for further execution on the offer side.Michael Merold –
ICAP
5862UpdateReason8Update Reason returned by GL SOM (for client EDA orders)Gilles Bui –
GL Trade
5863DB AlgoBilly Zhao –
Deutsche Bank
5864DB AlgoBilly Zhao –
Deutsche Bank
5865Testing select tagtesttesto<>
5866DB AlgoBilly Zhao –
Deutsche Bank
5867DB AlgoBilly Zhao –
Deutsche Bank
5868DB AlgoBilly Zhao –
Deutsche Bank
5869DB AlgoBilly Zhao –
Deutsche Bank
5870DB AlgoBilly Zhao –
Deutsche Bank
5871DB AlgoBilly Zhao –
Deutsche Bank
5872DB AlgoBilly Zhao –
Deutsche Bank
5873DB AlgoBilly Zhao –
Deutsche Bank
5874DB AlgoBilly Zhao –
Deutsche Bank
5875DB AlgoBilly Zhao –
Deutsche Bank
5876DB AlgoBilly Zhao –
Deutsche Bank
5877DB AlgoBilly Zhao –
Deutsche Bank
5878DB AlgoBilly Zhao –
Deutsche Bank
5879DB AlgoBilly Zhao –
Deutsche Bank
5880DB AlgoBilly Zhao –
Deutsche Bank
5881DB AlgoBilly Zhao –
Deutsche Bank
5882DB AlgoBilly Zhao –
Deutsche Bank
5883PackageID8,sTrade Package IdentifierMarc Abend –
NYSE Euronext
5884TargetBilly Zhao –
Deutsche Bank
5885DB AlgoBilly Zhao –
Deutsche Bank
5886DB AlgoBilly Zhao –
Deutsche Bank
5887DB AlgoBilly Zhao –
Deutsche Bank
5888DB AlgoBilly Zhao –
Deutsche Bank
5889DB AlgoBilly Zhao –
Deutsche Bank
5890DB AlgoBilly Zhao –
Deutsche Bank
5891DB AlgoBilly Zhao –
Deutsche Bank
5892DB AlgoBilly Zhao –
Deutsche Bank
5893Execution Report DetailExecution Report1 – ExecutionReport Log
2 – ExecutionReport Trade
3 – Others
Pablo Felipe –
5894ReservedReservedReservedPablo Felipe –
5899SpotDate8Spot Value DateDmitry Gundorov –
Deutsche Bank
5900TargetStrategyEASE Electronic Trading Services Order1=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
5901TargetStrategyParametersEASE Electronic Trading Services OrderReserved for future use.Erik Friis –
Banc of America Securities
5902EffectiveTimeEASE Electronic Trading Services OrderStarting time as a UTC timestamp.Erik Friis –
Banc of America Securities
5903ExpireTimeEASE Electronic Trading Services OrderEnding time as a UTC timestamp.Erik Friis –
Banc of America Securities
5904DurationEASE Electronic Trading Services OrderDuration in minutes. Valid values: (1 – 390, for US markets)Erik Friis –
Banc of America Securities
5905ParticipationRateEASE Electronic Trading Services OrderWhen 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
5906ExecutionModeEASE Electronic Trading Services OrderExecution mode. Valid values: 0 = neutral, 1 = passive, 2 = aggressive.Erik Friis –
Banc of America Securities
5907LEKInternationalOrderTypesUsed to designate special order types for International Exchangesstephen jose –
Lek Securities Corp
5908LEKInternationalOrderParams1Parameters for order types for International Exchangesstephen jose –
Lek Securities Corp
5909LEKInternationalOrderParams2Parameters for order types for International Exchangesstephen jose –
Lek Securities Corp
5910TriggerStopGapD,F,AB,ACNumber of ticks between day low (for buy order) or day high (for sell order) and trigger priceGuillaume Jamin –
GL TRADE
5911TriggerLimitGapD,F,AB,ACNumber of ticks between day low (for buy order) or day high (for sell order) and limit priceGuillaume Jamin –
GL TRADE
5912TriggerMinQtyD,F,AB,ACMinimum quantity to triggerGuillaume Jamin –
GL TRADE
5913AllowHiddenSizeSecurity List and DefinitionAllow hidden size for given symbolMichael Merold –
ICAP
5914MinNoDecimalsSecurity List and DefinitionMinimum number of decimals to displayMichael Merold –
ICAP
5915MaxNoDecimalsSecurity List and DefinitionMaximum number of decimals to displayMichael Merold –
ICAP
5916NIMPrivateDurationSecurity List and DefinitionDuration of NIM private phase in milliseconds.Michael Merold –
ICAP
5917NIMPublicDurationSecurity List and DefinitionDuration of NIM public phase in milliseconds.Michael Merold –
ICAP
5918TradeConventionSecurity List and DefinitionPrice or yieldMichael Merold –
ICAP
5919LastFragmentWUsed 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
5920ExclusiveFlagSValues: R, A, or B. Determines whether the offering is exclusive to the Rep, ATS, or both.Joseph Fruchter –
Bloomberg LP
5921ExternalMarkUpSSpecifies trader’s mark up over the offering price.Joseph Fruchter –
Bloomberg LP
5922AllowLimitsSValues: Y/N.Joseph Fruchter –
Bloomberg LP
5923BidPriceForDiscountQuotesSThis field will contain the bid dollar price for discount-quoted securities.Joseph Fruchter –
Bloomberg LP
5924OfferPriceForDiscountQuotesSThis field will contain the offer dollar price for discount-quoted securities.Joseph Fruchter –
Bloomberg LP
5925IndexRatioSThis field is the Index Ratio.Joseph Fruchter –
Bloomberg LP
5926OfferYTCSOffer Yield-to-call.Joseph Fruchter –
Bloomberg LP
5927BidYTMSBid Yield-to-maturity.Joseph Fruchter –
Bloomberg LP
5928OfferYTMSOffer Yield-to-maturity.Joseph Fruchter –
Bloomberg LP
5929YieldFlagSThis is the Yield Flag.Joseph Fruchter –
Bloomberg LP
5930StoryFieldSThis is the story field.Joseph Fruchter –
Bloomberg LP
5931MinAnytimeQtyQtyMinimum 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
5932MinLeavesQtyQtyMinimum 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
5933GeneralLedgerAccountSThis is the General Legder Account field.Joseph Fruchter –
Bloomberg LP
5934ClearingRefNo8A unique reference number assigned by the clearing systemDevaka Corea –
Millennium Information Technolog
5935MatchRefNo8A unique reference number assigned by the matching systemDevaka Corea –
Millennium Information Technolog
5936ExplicitPromptDate8Displays the explicit date that is derived from a prompt date codeDevaka Corea –
Millennium Information Technolog
5937PriceCodeDevaka Corea –
Millennium Information Technolog
5938TradeOriginDevaka Corea –
Millennium Information Technolog
5939ReservedDevaka Corea –
Millennium Information Technolog
5940ReservedDevaka Corea –
Millennium Information Technolog
5941DPIFirmSpecify “Directed Price Improvement” firmMagic Magee –
Chicago Board Options Exchange
5942MinDeltaNeutralityPercentageThe percentage change in long position minus the percentage change in short positionKunal Nandwani –
Nomura
5943MaxDeltaNeutralityPercentageThe percentage change in long position minus the percentage change in short position has to be less than this value.Kunal Nandwani –
Nomura
5944InitialDisplayQty8Initial 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
5945TargetVolumeReferenceThe target volume specification to be used in reference to primary market volume profile, or primary plus alternate market volume profilesKunal Nandwani –
Nomura
5946PendingReason8Explanation for a pending ExecType (150) value (Pending New, Pending
Replace, Pending Cancel) being returned (String).
Hanno Klein –
Deutsche Börse Systems
5947ExecInstSame as ExecInst (tag 18). Added as a user-defined field in case ExecInst cannot be used.John Shields –
Nomura Securities Co.
5948PartitionIDBU, BV, BW, BXIdentifier for a system partition that processes requests for a subset of all tradable entities.Hanno Klein –
Deutsche Börse Systems
5949BinIDBU, BVIdentifier of market maker bin comprising one or more products.Hanno Klein –
Deutsche Börse Systems
5950SlopeD, G, 8Indicates a slope to be used for TWAPDavid Tong –
RBC Capital Markets
5951RemainingPortfolioNetDeltaMinInteger dollar valuefor portfolio strategies, this field would indicate the min delta in dollar terms for the remaining portfolioKunal Nandwani –
Nomura
5952RemainingPortfolioNetDeltaMaxInteger dollar valuefor portfolio strategies, this field would indicate the max delta in dollar terms for the remaining portfolioKunal Nandwani –
Nomura
5953TradingPortfolioNetDeltaMinInteger Dollar Valuefor portfolio strategies, this field would indicate the min delta in dollar terms for the overall portfolioKunal Nandwani –
Nomura
5954TradingPortfolioNetDeltaMaxInteger dollar valuefor portfolio strategies, this field would indicate the max delta in dollar terms for the overall portfolioKunal Nandwani –
Nomura
5955SchedulingDaysPositive IntegerNo. of days for which a trade is scheduled to tradeKunal Nandwani –
Nomura
5956Dark Block Limit PricePricevalid limit price for dark block postingKunal Nandwani –
Nomura
5957NoStrategyParametersIndicates number of strategy parameters. Intended as alternative to new 957 tag introduced by the algorithmic trading working group.Chris Sims –
Gartmore
5958StrategyParameterNameName of parameter. Intended as an alternative to the new 958 tag introduced by the Algorithmic Trading Working Group.Chris Sims –
Gartmore
5959StrategyParameterTypeDatatype of the parameter. Intended as an alternative to the new 959 tag introduced by the Algorithmic Trading Working Group.Chris Sims –
Gartmore
5960StrategyParameterValueValue of the parameter. Intended as an alternative to the new 960 tag introduced by the Algorithmic Trading Working Group.Chris Sims –
Gartmore
5961TradingProtocol8, AB, D,EThe trading workflow used to negotiate the order.Thomas Hill –
Market Axess
5962BidActivityQuoteIndicates if the Bid Price is within the Price volatility band.Tanja Risovic –
Belgrade Stock Exchange
5963OfferActivityQuoteStatusReportIndicates if the Offer Price is within the Price volatility band.Tanja Risovic –
Belgrade Stock Exchange
5964NoPartitionIDsA, CBRepeating group of partition informationHanno Klein –
Deutsche Börse Systems
5965LocateSource8Indicates 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
5966AllocQty2Amount of allocation in dealt currency on far leg of a swap.Martin Long –
Thomson Reuters
5967CalculatedAllocQtyAmount of allocation in contra currency on near leg.Martin Long –
Thomson Reuters
5968CalculatedAllocQty2Amount of allocation in contra currency on far leg of a swap.Martin Long –
Thomson Reuters
5969PartitionStatusA, CBStatus of system partition identified by PartitionID (5948)Hanno Klein –
Deutsche Börse Systems
5970LegCalculatedCcyLastQtyExecution Report (8)The quantity of the other side in FX swap trade.Joshua Yoo –
5971CalculatedCcyLastQtyExecution Report (8)The quantity of the other side in FX trade.Joshua Yoo –
5972STPOrderTypeD, ABCiti-FX custom OrderType to support orders for FX ECommerce.Joshua Yoo –
5973STPExecTypeD, ABCiti-FX custom ExecType to support orders for FX ECommerce.Joshua Yoo –
5974STPFixingNameD, AB, 8Citi-FX. Fixing Name.Joshua Yoo –
5975OrderLinkIDExecution 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 –
5976NoUserDataallNumber of following pairs of UserDataName(5977) and UserDataValue(5978).Joshua Yoo –
5977UserDataNameallUser data name part.Joshua Yoo –
5978UserDataValueallUser data value part.Joshua Yoo –
5979RequestTime<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
5980AltExDestinationD, E, SInternal field to capture ExDestination when an order is routed internally via fix.Greg Johnston –
RBC Capital Markets
5981IOILink6IOI Fix LinkGreg Johnston –
RBC Capital Markets
5982GroupIDD,F,G,8Ionel Vasilescu –
5983InstrumentIDD,F,G,8Ionel Vasilescu –
5984QuoteIDIonel Vasilescu –
5985LegOrdStatusIonel Vasilescu –
5986LegErrorCodeIonel Vasilescu –
5987LegErrorMsgIonel Vasilescu –
5988QuantitySignIonel Vasilescu –
5989AllinPriceFlagSThis flag (Y/N) indicates whether it’s an all-in price.Joseph Fruchter –
Bloomberg LP
5990PriceActivityExecutionReportIndicates if the order price is within the volatility band. N = Not active, A = ActiveTanja Risovic –
Belgrade Stock Exchange
5991SumBidQuantityMarket dataTotal bid quantity in the order book (all prices – active orders only)Tanja Risovic –
Belgrade Stock Exchange
5992SumOfferQuantityMarket data incremental refreshTotal offer quantity in the order book (all prices – active orders only)Tanja Risovic –
Belgrade Stock Exchange
5993UpperVolatilityBandSecurity ListUpper volatility band boundary (absolute value)Tanja Risovic –
Belgrade Stock Exchange
5994LowerVolatilityBandSecurity ListLower volatility ban boundary (absolute value)Tanja Risovic –
Belgrade Stock Exchange
5995ExtendedVolatilityBandSecurity ListPercentage of refernce price by which volatility bands can be extended in intra-day auctionTanja Risovic –
Belgrade Stock Exchange
5996TradingMethodSecurity ListIndicates 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
5997NoTradePriceConditionsX,W,AE,AR,ADNumber 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
5998TradePriceConditionX,W,AE,AR,ADConditions, 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
5999EaseBaseTagEASE Electronic Trading Services OrderReserved for future use.Erik Friis –
Banc of America Securities
TagFieldFIX MsgTypesDescriptionCreated by
6000DiscretionUsedSwD,F,G,8Indicates whether or not discretion should be usedKevin Bilello –
Beta Systems
6001AccountTypeD,F,G,8Used to identify the account typeKevin Bilello –
Beta Systems
6002ReportedTradePriceD,F,G,8Used to identify the reported trade priceKevin Bilello –
Beta Systems
6003ExchangeCodeD,F,G,8Used to identify the routing destination for an order or tradeKevin Bilello –
Beta Systems
6004ContraAccountD,F,G,8Used to identify a contra accountKevin Bilello –
Beta Systems
6005ContraAccountTypeD,F,G,8Used to identify the contra account typeKevin Bilello –
Beta Systems
6006AccountSourceD,G,8Field identifies the source of the account valueKevin Bilello –
Beta Systems
6007ContraAccountSourceD,G,8Field identifies the source of the contra accountKevin Bilello –
Beta Systems
6008CancelRebillReasonD,F,G,8Used to identify a cancel rebill reasonKevin Bilello –
Beta Systems
6009BasisPriceTradeIndD,F,G,8Used to identify a basis price tradeKevin Bilello –
Beta Systems
6010BypassPrimeBrokerSw8,D,QProvides the ability on a prime broker trade to indicate that the trade occurred outside.Kevin Bilello –
Beta Systems
6011TTOSubNo8,QUsed to validate a This Time Only Rep in a service bureau modelKevin Bilello –
Beta Systems
6012TRACEReportSwallUsed to suppress order events from TRACE reportingKevin Bilello –
Beta Systems
6013ContraSubNo8Used to validate ContraAccount in a service bureau modelKevin Bilello –
Beta Systems
6014StandingInstOverride8,D,GStanding instructions indicator used to override the account level code for the disposition of stock and money.Kevin Bilello –
Beta Systems
6015CSIItemNoD,8,GCash Standing Instruction item number used in conjunction with tag 6014.Kevin Bilello –
Beta Systems
6016TTORepBranchD,8,QThis Time Only Rep BranchKevin Bilello –
Beta Systems
6017TradeRefDate8Date of original tradeRich Kiehl –
Beta Systems
6018GrossD,F,G,8Tag supports gross cents per share, gross percentage, and gross flat amountsKevin Bilello –
Beta Systems
6019GrossCodeD,F,G,8Used to identify a gross codeKevin Bilello –
Beta Systems
6020SyndicateD,F,G,8Used to identify a syndicateKevin Bilello –
Beta Systems
6021SyndicateTakedownD,F,G,8Used to identify a syndicate takedownKevin Bilello –
Beta Systems
6022TTORepD,F,G,8Used to identify a this time only repKevin Bilello –
Beta Systems
6023RegwayAccountTypeD,F,G,8Used to identify a regular way account typeKevin Bilello –
Beta Systems
6024SpecialTypingCodeD,F,G,8Used to identify a special typing code. Repeating values are allowed for this tag. Values are to be delimited by space.Kevin Bilello –
Beta Systems
6025OddLotDiffIndD,F,G,8Used to identify an odd lot differentialKevin Bilello –
Beta Systems
6026SellerCodeD,F,G,8Used to identify a seller codeKevin Bilello –
Beta Systems
6027ReinvestCodeD,F,G,8Used to identify a reinvest codeKevin Bilello –
Beta Systems
6028IOED,F,G,8Used to identify an investment objective exceptionKevin Bilello –
Beta Systems
6029OffsetCurrencyCodeD,F,G,8Used to identify an offset currency codeKevin Bilello –
Beta Systems
6030ConfirmNoteD,F,G,8Used to identify a confirm noteKevin Bilello –
Beta Systems
6031EnteringFirmD,F,G,8,Q,9Used to identify a entering firm entity which may be a correspondent or subsidiaryKevin Bilello –
Beta Systems
6032UniqueTradeIDD,F,G,8,Q,9Used to identify a trade unique idKevin Bilello –
Beta Systems
6033ConcessionType8,QSpecifies whether the concession amount is cents per share or percentKevin Bilello –
Beta Systems
6034ConcessionAmt8,QSpecifies the amount of concession.Kevin Bilello –
Beta Systems
6035BondFactor8,QSpecifies a bond factor.Kevin Bilello –
Beta Systems
6036FXCurrencyOffsetAmt8,QUsed to specify the full ‘TO’ currency amount in FX trades to eliminate rounding error and/or account for markup.Rich Kiehl –
Beta Systems
6037OrderEnteredByD,8,G,FProvides audit trail tracking who entered the orderKevin Bilello –
Beta Systems
6038OrderEnteredTimeD,8,G,FProvides audit trail tracking the time the order was enteredKevin Bilello –
Beta Systems
6039OrderAcceptedByD,8,G,FProvides audit trail tracking who accepted the orderKevin Bilello –
Beta Systems
6040OrderAcceptedTimeD,8,G,FProvides audit trail tracking the time the order was acceptedKevin Bilello –
Beta Systems
6041NumberOfCxlReasons8,QIndicates how many cancel rebill reasons are included on a messageKevin Bilello –
Beta Systems
6042CxlReason8,QIndicates the valid cancel reason (repeating tag)Kevin Bilello –
Beta Systems
6043RebillValue8,QIndicates corresponding rebill value for the cancel reason (repeating tag)Kevin Bilello –
Beta Systems
6044CommissionScheduleOverride8, QUsed to override existing commission scheduleKevin Bilello –
Beta Systems
6045AcceptedByDateD, F, G, 8Provides audit trail tracking what date an order was accepted.Kevin Bilello –
Thomson Beta Systems
6046ALRXCodeAlready Executed CodeA free form text field indicating that the order placed on a thrid party system has already been executed.Rich Kiehl –
Beta Systems
6047LOD Indicator8Limit Order Display indicatorRich Kiehl –
Beta Systems
6048VersusPurchaseSwD,F,G,8Indicates whether an order or execution event is versus purchase.Kevin Bilello –
Thomson Beta Systems
6049OATSAcctTypendicates the account type for which an order is placed based on OATS definitionsValid 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
6050BidPx2SThe far leg bid in an FX swapMatthew McNeil –
Barclays Capital
6051OfferPx2SThis is the far leg offer for an FX swapMatthew McNeil –
Barclays Capital
6052BidSize2SThis is the far leg bid amountMatthew McNeil –
Barclays Capital
6053OfferSize2SThis is the far leg offer amountMatthew McNeil –
Barclays Capital
6054SecondaryQty8This is the calculated side amount on an FX swapMatthew McNeil –
Barclays Capital
6055SecondaryQty28This is the second calculated side amount for an FX SwapMatthew McNeil –
Barclays Capital
6056CombinedPointsBidSUsed for the Bid side of pre-caluclated combined points for FX-SwapsSandeep Patel –
Barclays Capital
6057CombinedPointsOfferSUsed for the Offer side of pre-caluclated combined points for FX-SwapsSandeep Patel –
Barclays Capital
6058WhoseError8Determines the source of the error for t+n cancel requestsKevin Bilello –
Thomson Beta Systems
6059ErrorRequestor8Determines the requestor of the error for t+n cancel requestsKevin Bilello –
Thomson Beta Systems
6060Time0Vishal Sood –
Credit Suisse First Boston
6061ExecServProductD,E,G,8(Char) – valid product codeCindy Chan –
Credit Suisse First Boston
6062StartTimeD,E,G,8Time of message transmission (always expressed in GMT)Cindy Chan –
Credit Suisse First Boston
6063EndTimeD,E,G,8Time of message transmission (always expressed in GMT)Cindy Chan –
Credit Suisse First Boston
6064MaxPctVolumeD,E,G,8(int)Cindy Chan –
Credit Suisse First Boston
6065ExecutionStyleD,E,G,8(char)Cindy Chan –
Credit Suisse First Boston
6066DisplaySizeD,E,G,8(Qty)Cindy Chan –
Credit Suisse First Boston
6067MinPctVolumeD,E,G,8(int)Cindy Chan –
Credit Suisse First Boston
6068LongMoneyLimitD,E,G,8Long exposure limit for pairs and portfolio tradesBernard Baldwin –
Credit Suisse First Boston
6069ShortMoneyLimitD,E,G,8Short exposure limit for pairs and portfolio tradesBernard Baldwin –
Credit Suisse First Boston
6070PriceMultiplierD,E,G,8Slope of the linear price constraint for pairs and portfolio tradesBernard Baldwin –
Credit Suisse First Boston
6071PriceInterceptD,E,G,8Intercept of the linear price constraint for pairs and portfolio tradesBernard Baldwin –
Credit Suisse First Boston
6072PortfolioTacticD,E,G,8Tactic for portfolio tradesBernard Baldwin –
Credit Suisse First Boston
6073TrackingIndexD,E,G,8Tracking indexBernard Baldwin –
Credit Suisse First Boston
6074StopLossLimitVishal Sood –
Credit Suisse First Boston
6075Time2Vishal Sood –
Credit Suisse First Boston
6076Time3Vishal Sood –
Credit Suisse First Boston
6077Time4Vishal Sood –
Credit Suisse First Boston
6078Time5Vishal Sood –
Credit Suisse First Boston
6079Time6Vishal Sood –
Credit Suisse First Boston
6080Time7Vishal Sood –
Credit Suisse First Boston
6081Time7.1Vishal Sood –
Credit Suisse First Boston
6082DurationD,E,GVishal Sood –
Credit Suisse First Boston
6083Time8Vishal Sood –
Credit Suisse First Boston
6084Time9D,E,GVishal Sood –
Credit Suisse First Boston
6085RegisteredRep8, D, F, GRep related to a specific order or execution.Kevin Bilello –
Thomson Beta Systems
6086PegModeD,F,G,8valid values: 1=Defensive, 2=Moderate, 3=AggressiveKeir Wolfenden –
UBS Warburg
6087ReferencePriceD,E,G,8Arrival price for a strategy.Sarah Bradley –
UBS Investment Bank
6088Algo tag 1D,EVishal Sood –
Credit Suisse First Boston
6089Algo tag 2D, EVishal Sood –
Credit Suisse First Boston
6090Also tag 3Vishal Sood –
Credit Suisse First Boston
6091Algo tag 4Vishal Sood –
Credit Suisse First Boston
6092Algo tag 5Vishal Sood –
Credit Suisse First Boston
6093Algo tag 6Vishal Sood –
Credit Suisse First Boston
6094Algo tag 7D,EVishal Sood –
Credit Suisse First Boston
6095Algo tag 8Vishal Sood –
Credit Suisse First Boston
6096Algo tag 9Vishal Sood –
Credit Suisse First Boston
6097Algo tag 10D, EVishal Sood –
Credit Suisse First Boston
6098BuytoCoverIndicatorD, E, G, HOrder is a Buy to coverVishal Sood –
Credit Suisse First Boston
6099test pricePrice ranges: 0 -9Mark Morcos –
Merco, Inc.
6100AdjBasePxUAdjusted Base PriceGeorgia Bilis –
The Nasdaq Stock Market
6101AnonymityUIndicates wether a Firm wants to remain anonymous during order negotiations. Values are ‘Y’- Yes, ‘N’- NoGeorgia Bilis –
The Nasdaq Stock Market
6102BcastFilterFlagUTo be used for filtering unwanted messages when requesting to recover lost broadcast messages. Values Y/NGeorgia Bilis –
The Nasdaq Stock Market
6103BcastSeqNoUSequence number for broadcast messages.Georgia Bilis –
The Nasdaq Stock Market
6104ClosePxTypeWType 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
6105ExecObjTypeH, 8Further defines the type of execution report. Values: Q- Quote, O- Order, N- Negotiated, X- Exchange Reported, A- AllGeorgia Bilis –
The Nasdaq Stock Market
6106IndexCMVUAdjusted base price market value.Georgia Bilis –
The Nasdaq Stock Market
6107IndexIDUIndex identifier.Georgia Bilis –
The Nasdaq Stock Market
6108IndexMode6108State of the Index. Values: O – Open, N – Normal, C – ClosedGeorgia Bilis –
The Nasdaq Stock Market
6109IndexValueUValue of the Index.Georgia Bilis –
The Nasdaq Stock Market
6110IndustryCodedIndustry classificationGeorgia Bilis –
The Nasdaq Stock Market
6111MarginU, D, 8, dValues: 0 – None, 1 – Buy, 2 – Sell, 3 – Both(buy and sell)Georgia Bilis –
The Nasdaq Stock Market
6112MarketIDh, f, g, d, UIdentifier for a group of securities. Values: A – Group A, B – Group B, C- Group C, D – Group D.Georgia Bilis –
The Nasdaq Stock Market
6113BookingRefIDBookingReport (UB)Event reference for BookingReportWei Koek –
TradeWeb
6114MarketsectiondIdentifies section of market.Georgia Bilis –
The Nasdaq Stock Market
6115MassCancelRequestTypeUIndicates 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
6116MVEntryTypeUType 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 volumeGeorgia Bilis –
The Nasdaq Stock Market
6117NetChgUChange of Index with reference to previous index value.Georgia Bilis –
The Nasdaq Stock Market
6118NetChgDirectionUIndicates 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
6119NetPctChgW, UPercentage value of the net change.Georgia Bilis –
The Nasdaq Stock Market
6120NoMQEntriesUCount of market quote entries to follow.Georgia Bilis –
The Nasdaq Stock Market
6121NoMVEntriesUCount of Market Movement entries to follow.Georgia Bilis –
The Nasdaq Stock Market
6122NotesU, 8To be used for additional information.Georgia Bilis –
The Nasdaq Stock Market
6123OrdFillTypeDUsed to further describe OrdType. Values: 0 – Partial Fill, 1 – Immediate of CancelGeorgia Bilis –
The Nasdaq Stock Market
6124OrdStatusRequestTypeHDefines the search criteria. Values: 0 – ClOrdID, 1 – By Symbol and Side, 2 – By Symbol, 3 – All.Georgia Bilis –
The Nasdaq Stock Market
6125OrigBidSizeSThe original buy side quantity of the quote as known to a Firm when sending a modification request.Georgia Bilis –
The Nasdaq Stock Market
6126OrigLeavesQtyGThe original quantity of the order as known to the user when sending a modification request.Georgia Bilis –
The Nasdaq Stock Market
6127OrigOfferSizeSThe original price of the order as known to the firm when sending a modification request.Georgia Bilis –
The Nasdaq Stock Market
6128OrigPriceGThe original price of the order as known to the firm when sending a modification request.Georgia Bilis –
The Nasdaq Stock Market
6129ParValuedGeorgia Bilis –
The Nasdaq Stock Market
6130PrevSesIDh, fId of previous trading session.Georgia Bilis –
The Nasdaq Stock Market
6131PxPctFlag8Values: P – Privious price, N – None.Georgia Bilis –
The Nasdaq Stock Market
6132QuoteActionS, UDescribes the quote action to be taken. Values: A – Add, M- Modify, D – Delete.Georgia Bilis –
The Nasdaq Stock Market
6133QuoteRefIDS, B, A, ZQuote Identifier assigned by the exchange.Georgia Bilis –
The Nasdaq Stock Market
6134QuoteStatusReqTypeADefines search criteria for quotes. Values: 0 – QuoteID and Side, 1- Symbol and Side, 2 – Side, 3 – All.Georgia Bilis –
The Nasdaq Stock Market
6135ReplyMsgCountUTotal count of messages making up reply.Georgia Bilis –
The Nasdaq Stock Market
6136ReqIDU, a, H, 8Unique Id for the request assigned by requesting party.Georgia Bilis –
The Nasdaq Stock Market
6137ThinlyTradedFlagdValues: Y – Yes, N – No.Georgia Bilis –
The Nasdaq Stock Market
6138TickSizedMinimum permitted price change.Georgia Bilis –
The Nasdaq Stock Market
6139TotalNumOfTradesW, UTotal number of trades.Georgia Bilis –
The Nasdaq Stock Market
6140TotalTurnoverWTotal turnover.Georgia Bilis –
The Nasdaq Stock Market
6141TradeQty8Executed trade quantity.Georgia Bilis –
The Nasdaq Stock Market
6142TradeTypeFlag8Modifier flag. Values: V – VWAP, N – None.Georgia Bilis –
The Nasdaq Stock Market
6143TradeValueUTrade Value.Georgia Bilis –
The Nasdaq Stock Market
6144RejectQtyExecution ReportWilll contain the quantity that was rejectedGeorgia Bilis –
The Nasdaq Stock Market
6145OrigBidPxQuoteThe current price of the Bid side of the QuoteLakshminarasimhan Rajabather –
SSI Technologies
6146OrigBidPxQuoteThe current price of the Bid side of the QuoteLakshminarasimhan Rajabather –
SSI Technologies
6147OrigOfferPxQuoteThe current price of the Offer side of the QuoteLakshminarasimhan Rajabather –
SSI Technologies
6148ExpiryDurationOrder 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
6149EndOfBatchSecurity StatusTag to indicate the end of a sequence of Security Status messagesShirin Baluch –
Dresdner Kleinwort Wasserstein
6150QSBaseBidPxQuoteShows the market/VWAP bid price in the instrument currencyShirin Baluch –
Dresdner Kleinwort Wasserstein
6151QSBaseOfferPxQuoteShows the market/VWAP offer price in the instrument currencyShirin Baluch –
Dresdner Kleinwort Wasserstein
6152StaticRefPxMarket Data – Snapshot/Full RefreshLakshminarasimhan Rajabather –
SSI Technologies
6153OwnerTraderIDExecution ReportIdentifies the owner of the Order/Quote. Used when sending duplicate confirmations for execution, cancellation and expiry.Lakshminarasimhan Rajabather –
SSI Technologies
6154SecurityHaltTypeSecurity StatusDescribes the type of Security Halt: N – Normal, D – Dynamic, S – StaticLakshminarasimhan Rajabather –
SSI Technologies
6155OwnerTraderIDUsed to indicate the owner of the business objectLakshminarasimhan Rajabather –
SSI Technologies
6156SubjectIDIndicates the ID of the subject that is being disseminated in the message.Lakshminarasimhan Rajabather –
SSI Technologies
6157AgreeDateTimeExecution ReportUsed to indicate the Date and Time at which a Trade Report was agreed upon, between the Member Firm and its ClientLakshminarasimhan Rajabather –
SSI Technologies
6158QBrokerQuote BrokerFor FIX4.2 , provides the broker that supplied or rejected the Quote. Replaced by PartyIDs in FIX4.3Rohit Lad –
Dresdner Kleinwort Wasserstein
6159AvgPx28,Average Price of the far leg of a swapClaire Williams – Bank of America
6160LastPx28Price of the far leg of a swapClaire Williams –
Bank of America
6161LastSpotRate28Spot Rate of the far leg of a swapClaire Williams –
Bank of America
6162BidSpotRate2s,8Bid Spot Rate of the far leg of a swapClaire Williams –
Bank of America
6163OfferSpotRate2S,8Offer Spot Rate of the far leg of a swapClaire Williams –
Bank of America
6164LeavesQty28Leaves Quantity of the far leg of a swapClaire Williams –
Bank of America
6165CumQty28the deal amount (order quantity) of a far leg of a swap.Claire Williams –
Bank of America
6166USDEquiv8USD Equivalent of the dealt currencyClaire Williams –
Bank of America
6167USDEquiv28USD Equivalent of the dealt currency for the far leg for SwapsClaire Williams –
Bank of America
6168Effective TimeD,E,8,GFor clients prior to FIX4.2 to indicate the effective time.
Requested execution Start date/time – UTC date/time yyyymmddhhmmss
Roseate L. Wagner –
Merrill Lynch
6169DisseminationTime8Time of trade dissemination, for trades which dissemination is delayed.Juliette Vignola –
Nasdaq/OMX
6170FracToTradeD,E,F,GFraction to Trade (Int)Charlotte Copper –
ABN AMRO
6171Strategy StyleD,E,F,G1 = Risk Aversion, 10 =Market Impact (int)Charlotte Copper –
ABN AMRO
6172MaxCostFromStrikeD,E,F,GMaximum cost from strike in basis points (int)Charlotte Copper –
ABN AMRO
6173ABNCust1D,E,F,GCharlotte Copper –
ABN AMRO
6174ABNCust2D,E,F,GCharlotte Copper –
ABN AMRO
6175ABNCustD,E,F,GCharlotte Copper –
ABN AMRO
6176EstimatedAmountfloatTeleinvest Custom Tag : Order Estimated AmountSorin Benea –
Teleinvest SA
6177TiCustom2floatTeleinvest Custom TagSorin Benea –
Teleinvest SA
6178TiCustom3floatTeleinvest Custom TagSorin Benea –
Teleinvest SA
6179TiCustom4floatTeleinvest Custom TagSorin Benea –
Teleinvest SA
6180AMSessionPercentfloatPercentage of total quantity to be traded in the AM session.Peter Murray –
UBS
6181OnAMOpenPercentfloatPercentage of total quantity to be sent on AM Open.Peter Murray –
UBS
6182OnPMOpenPercentfloatPercentage of total quantity to be sent on PM Open.Peter Murray –
UBS
6183MaxPriceLevelsintMaximum number of price levelsPeter Murray –
UBS
6184MaxOrdersPerLevelintThe maximum number of orders that can be placed at any one price levelPeter Murray –
UBS
6185QtyRandomizationPercentfloatA randomization percentagePeter Murray –
UBS
6186MaxTimeDelayintMaximum delay in secondsPeter Murray –
UBS
6187StrategyComponentD,F,G,8Base strategy identifierKeir Wolfenden –
UBS Investment Bank
6188CompletionPriceD,F,G,8Price at which a strategy should become aggressive enough to completeKeir Wolfenden –
UBS Investment Bank
6189MOCTypeD,F,G,8Keir Wolfenden –
UBS Investment Bank
6190MOCPercentD,F,G,8Keir Wolfenden –
UBS Investment Bank
6191DarkOnlyIndicD,F,G,8Keir Wolfenden –
UBS Investment Bank
6192TriggerPriceD,F,G,8Keir Wolfenden –
UBS Investment Bank
6193HomeCcyEquivQty8Home Ccy Equivalent QuantityClaire Williams –
Bank of America
6194HomeCcyEquivRte8Home CCY Equivalent RateClaire Williams –
Bank of America
6195HomeCcyEquivQty28Home CCY Equivalent Quantity for the Far leg of a swapClaire Williams –
Bank of America
6196HomeCcyEquivRte28Home Ccy Equivalent Rate for the far leg of a swapClaire Williams –
Bank of America
6197HomeCcy8Home currencyClaire Williams –
Bank of America
6198BlockPriceD,F,G,8Keir Wolfenden –
UBS Investment Bank
6199IOCIndicD,F,G,8Keir Wolfenden –
UBS Investment Bank
6200MSCIIOI & AdvertMSCI Industrial Classification Code of the instrument defined in Tag 48 SecurityID.Gordon Mitchell –
Reuters Ltd
6201FTSEIntlIOI & AdvertFTSE International Industrial Classification Code of the instrument defined in Tag 48 SecurityID.Gordon Mitchell –
Reuters Ltd
6202DJSTOXXIOI & AdvertDow Jones STOXX Industrial Classification Code of the instrument defined in Tag 48 SecurityID.Gordon Mitchell –
Reuters Ltd
6203FixingDate8The fixing date of a non-deliverable forward (NDF) trade.Scott Grunert –
Velocity Systems Ltd
6204TimestampOwn8Juliette Vignola –
Nasdaq/OMX
6205TimestampCounterpart8Juliette Vignola –
Nasdaq/OMX
6206InternalExternal8Used 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
6207TradeCancelTime8Juliette Vignola –
Nasdaq/OMX
6208MDSecondaryCustomerSizeW, XCustomer 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
6209ClRefID8, 9, D, F, AB, ACA client specified free format string reference field supplied on the order and echoed back on execution reports or cancel rejects.Jeremy Sutton –
Patsystems llc
6210RawPriceOrder entry & reportA 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
6211RawStopPxordersAs per 6210 only for Stop price.Jeremy Sutton –
Patsystems llc
6212RawLegPriceordersAs per 6210 but for leg prices in multi-leg orders.Jeremy Sutton –
Patsystems llc
6213RawLastPxordersas per 6210 only for trade fill priceJeremy Sutton –
Patsystems llc
6214ESAReferenceordersExchange adapter reference field, for passing things like ClOrdId or OrderId or other order reference codes.Jeremy Sutton –
Patsystems llc
6215TenorValueD, R, 8, AEUsed 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
6216TenorValue2D, R, 8, AESecondary 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
6217OrderChangeSourceIDD,G,F,8Order change source IDKevin Bilello –
Thomson Beta Systems
6218ExecChangeSourceIDD,G,F,8Execution Change Source IDKevin Bilello –
Thomson Beta Systems
6219APIMuserNewOrderSingle, Cancel/ReplaceContains the Liffe APIM user code for black box user recognition.Jeremy Sutton –
patsystems
6220ICSNearLegNew Order Single, Cancel/ReplaceSpecifially 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.4.4Jeremy Sutton –
patsystems
6221ICSFarLegNew Order Single, Cancel/ReplaceSpecifially 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.4.4Jeremy Sutton –
patsystems
6222% Volume OverridesD, E, G, 8Text field. Allows entry of multiple % volume Targets.Alvin Mullan –
UBS Investment Bank
6223NoUnderlyingReinvCouponRepeating group count. Number of coupon reinvestments. Part of group (6223-6226)Angus Ip –
Bloomberg L.P.
6224UnderlyingReinvCouponDateCoupon reinvestment date. Part of group (6223-6226)Angus Ip –
Bloomberg L.P.
6225UnderlyingReinvCouponRateRate at which the coupon is reinvested. Part of group (6223-6226)Angus Ip –
Bloomberg L.P.
6226UnderlyingReinvCouponAmtCoupon reinvestment amount. Part of group (6223-6226)Angus Ip –
Bloomberg L.P.
6227DisplayRange8, AB, AC, D, E, G, s, tUsed 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 –
6228CompletionIndicator<all responses to requests>Boolean. Indicates whether current response is the last message triggered by a single request.Hanno Klein –
Deutsche Börse Systems
6229RequestCountIndicator<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
6230BlackoutStartNewOrderSingle, ExecutionReportData type: UTCTimeOnly.
Beginning of period of time of business day within which order should not be executed.
Andrey Nartov –
Deutsche Bank
6231BlackoutEndNewOrderSingle, ExecutionReportData type: UTCTimeOnly.
End of period of time of business day within which order should not be executed.
Andrey Nartov –
Deutsche Bank
6232OrderTTLNewOrderSingle, ExecutionReportData type: int.
Number of milliseconds within which exchange can try to execute order again, if it failed on previous attempt.
Andrey Nartov –
Deutsche Bank
6233OrdStatusReqIDH, 8Data type: String. For FIX 4.3.
Can be used to uniquely identify a specific Order Status Request message.
Andrey Nartov –
Deutsche Bank
6234NoChildMsgsintGeneric field to describe number of nested child messages within a parent.P Basu –
6235Risk AversionRisk Aversion ParameterKevin Skorzewski –
Bear Stearns & Co.
6236Dollar Neutrality LimitDollar neutrality limitKevin Skorzewski –
Bear Stearns & Co.
6237Ratio Neutrality LimitRatio neutrality limit in percentKevin Skorzewski –
Bear Stearns & Co.
6238Beta Neutrality Limitbeta neutrality limit in dollarsKevin Skorzewski –
Bear Stearns & Co.
6239Spread FormulaInt ValueKevin Skorzewski –
Bear Stearns & Co.
6240SpreadFloat ValueKevin Skorzewski –
Bear Stearns & Co.
6241Order RatioDecimal valueKevin Skorzewski –
Bear Stearns & Co.
6242Max SharesInt ValueKevin Skorzewski –
Bear Stearns & Co.
6243Spread TypeInt ValueKevin Skorzewski –
Bear Stearns & Co.
6244Bid DifferenceDouble ValueKevin Skorzewski –
Bear Stearns & Co.
6245Ask DifferenceDouble ValueKevin Skorzewski –
Bear Stearns & Co.
6246MktTickSizeRatioDouble ValueKevin Skorzewski –
Bear Stearns & Co.
6247LmtTickSizeRatioDouble ValueKevin Skorzewski –
Bear Stearns & Co.
6248CashRisk Arb Cash ValueKevin Skorzewski –
Bear Stearns & Co.
6249Dollar NeutralBoolean ValueKevin Skorzewski –
Bear Stearns & Co.
6250ConfigSetJohn Prewett –
Lava Trading
6251RefreshQtyJohn Prewett –
Lava Trading
6252PriceInstructionJohn Prewett –
Lava Trading
6253PriceOffsetJohn Prewett –
Lava Trading
6254StartTimeJohn Prewett –
Lava Trading
6255EndTimeJohn Prewett –
Lava Trading
6256DurationJohn Prewett –
Lava Trading
6257WorkDurationJohn Prewett –
Lava Trading
6258StrategyJohn Prewett –
Lava Trading
6259MinPctVolJohn Prewett –
Lava Trading
6260MaxPctVolJohn Prewett –
Lava Trading
6261ExecutionStyleJohn Prewett –
Lava Trading
6262PriceBenchmarkJohn Prewett –
Lava Trading
6263CancelPriceJohn Prewett –
Lava Trading
6264ToleranceLimit1John Prewett –
Lava Trading
6265ToleranceLimit2John Prewett –
Lava Trading
6266ToleranceLimit3John Prewett –
Lava Trading
6267NearFwdPointsW, 8Forward Points of a Forward Outright trade or on the near leg of a Swap trade.Dmitry Gundorov –
Deutsche Bank
6268FarFwdPointsW, 8Forward Points on the far leg of a Swap trade.Dmitry Gundorov –
Deutsche Bank
6269SwapPointsW, 8Swap PointsDmitry Gundorov –
Deutsche Bank
6270WouldDarkY/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 –
6271AlgorithmicField1John Prewett –
Lava Trading
6272AlgorithmicField2John Prewett –
Lava Trading
6273AlgorithmicField3John Prewett –
Lava Trading
6274AlgorithmicField4John Prewett –
Lava Trading
6275AlgorithmicField5John Prewett –
Lava Trading
6276AlgorithmicField6John Prewett –
Lava Trading
6277AlgorithmicField7John Prewett –
Lava Trading
6278AlgorithmicField8John Prewett –
Lava Trading
6279AlgorithmicField9John Prewett –
Lava Trading
6280AlgorithmicField10John Prewett –
Lava Trading
6281AlgorithmicField11John Prewett –
Lava Trading
6282AlgorithmicField12John Prewett –
Lava Trading
6283AlgorithmicField13John Prewett –
Lava Trading
6284AlgorithmicField14John Prewett –
Lava Trading
6285AlgorithmicField15John Prewett –
Lava Trading
6286BrokerOrderReceiveTimeD;G;FOATS v3 tag indicating the time the broker first received the order from the customer.
This field is of type UTCTimeStamp.
John Prewett –
Lava Trading
6287CustomerDirectedOrderD;GOATS 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
6288DeskSpecialHandlingCodeD, 8, F, GOATS 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
6289ManualOrderIndicatorD; 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
6290ActiveBoolean value, active or notKevin Skorzewski –
Bear Stearns & Co.
6291VenueReferenceID8Reference 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
6292LastMkt28The real venue where the fill executed.John Prewett –
Lava Trading
6293UnderlyingStartAcrdIntAmtUnderlying accrued interest amount at settlementAngus Ip –
Bloomberg L.P.
6294UnderlyingEndAcrdIntAmtUnderlying accrued interest amount at terminationAngus Ip –
Bloomberg L.P.
6295DiscretionD, E, G, 8To apply discretion to the placement of large orders in open and closing auction strategies.Alvin Mullan –
UBS Investment Bank
6296WouldIfNatD, E, G, 8Parameter to control crossing of the order quantity relative to the target execution of the strategy.Alvin Mullan –
UBS Investment Bank
6297ResetEligibleVolOnAmendD,G,8sunilkumar T M –
UBS
6298CountEligibleVolInLimitPxD,G,8sunilkumar T M –
UBS
6299RetainVolumeCountHistoryD,G,8sunilkumar T M –
UBS
6300UnderlyingLowerRangeD, GThe lower range of the underlying priceKeir Wolfenden –
UBS Investment Bank
6301UnderlyingUpperRangeD, GThe upper range of the underlying priceKeir Wolfenden –
UBS Investment Bank
6302SliceMethodD, GSlice MethodKeir Wolfenden –
UBS Investment Bank
6303MaxSliceSizeD, GMaximum contracts per sliceKeir Wolfenden –
UBS Investment Bank
6304TimeIntervalD,GInteger. This integer will indicate time in seconds. Trade X number of calls/puts at defined N secs timeinterval between start and endtimes.Rajarshi Ghosh –
6305DeltaD, GValue between 0 and 1 to 2 dpKeir Wolfenden –
UBS Investment Bank
6306SpotReferenceD, GReference for Spot used in a delta calculationKeir Wolfenden –
UBS Investment Bank
6307SweepLevelD, GDepth under the NBBOKeir Wolfenden –
UBS Investment Bank
6308TacticD,F,G,8Underlying tactic to be appliedKeir Wolfenden –
UBS Investment Bank
6309BiasD, Gpercentage valueKeir Wolfenden –
UBS Investment Bank
6310BidPriceImpAmountQuoteAmount by which the BidPx has been improved.Robert Jones –
Merrill Lynch
6311OfferPriceImpAmountQuoteAmount by which the OfferPx has been improved.Robert Jones –
Merrill Lynch
6312ToleranceD, GPercentage valueKeir Wolfenden –
UBS Investment Bank
6313UnderlyingAlgoD, GBase strategy identifierKeir Wolfenden –
UBS Investment Bank
6314Portfolio StyleD,F,G,8Indicates the type of portfolio to be tradedKeir Wolfenden –
UBS Investment Bank
6315AlgoParameterD, GReserved for future use.Manju Swamy –
6316AlgoParameterD, GReserved for future use.Manju Swamy –
Capital Institutional Services
6317AlgoParameterD, GReserved for future use.Manju Swamy –
Capital Institutional Services
6318AlgoParameterD, GReserved for future use.Manju Swamy –
Capital Institutional Services
6319AlgoParameterD, GReserved for future use.Manju Swamy –
Capital Institutional Services
6320AlgoParameterD, GReserved for future use.Manju Swamy –
Capital Institutional Services
6321OldRiskClassStringOld Risk Class for allocationP Basu –
6322RiskClassStringRisk class for a tradeP Basu –
6323StartTimeD, GThe 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
6324EndTimeD, GThe 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
6325ExecutionStyleD, GThis parameter tells the engine how aggressively to work. Valid values include:
P = Passive
N = Normal
A = Aggressive
Manju Swamy –
Capital Institutional Services
6326Start%VolumeD, GThe 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
6327Min%VolumeD, GThe minimum % of volume the algorithm will try to achieve. Valid values: 0-100.
Min%Volume < Max%Volume.
Manju Swamy –
Capital Institutional Services
6328Max%VolumeD, GThe maximum % of volume the algorithm will try to achieve.
Valid values: 0-100.
Min%Volume < Max%Volume.
Manju Swamy –
Capital Institutional Services
6329Target%VolumeD, GSpecifies 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
6330MinReqCompD, GThe minimum percentage of the order that must be completed by EndTime.Manju Swamy –
Capital Institutional Services
6331WouldIfGoodD, GWhen the “I Would price” is triggered, attempt to get done within the specified “I Would” limit.Manju Swamy –
Capital Institutional Services
6332DisplaySizeD, GThe 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
6333RiskAversionD, GControls 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
6334ExecutionViewD, GReflects 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
6335AlgoParameterD, GReserved for future use.Manju Swamy –
Capital Institutional Services
6336Trading Session IDadoption of tag336 in FIX4.2Roseate Wagner –
Merill Lynch
6337SessionTypeD,F,G,8Session type (Open or Close) defined in the Trading Session IDKeir Wolfenden –
UBS Investment Bank
6338ExecutionIDKunihiko Saito –
INTERTRADE Co., Ltd.
6339OrderStartTimeKunihiko Saito –
INTERTRADE Co., Ltd.
6340QtyLimitRelease0:no limit release
9:limit release
Kunihiko Saito –
INTERTRADE Co., Ltd.
6341ReplacePrice0:no replace
1:replace
Kunihiko Saito –
INTERTRADE Co., Ltd.
6342ReplaceOrderQty0:no replace
1:replace
Kunihiko Saito –
INTERTRADE Co., Ltd.
6343ReplaceCashMargin0:no replace
1:replace
Kunihiko Saito –
INTERTRADE Co., Ltd.
6344ReplaceOrderCapacity0:no replace
1:replace
Kunihiko Saito –
INTERTRADE Co., Ltd.
6345ReplaceTimeInForce0:no replace
1:replace
Kunihiko Saito –
INTERTRADE Co., Ltd.
6346TimeInExecution0:Continuous
2:Opening
7:Closing
D:Proportional Distribution
Kunihiko Saito –
INTERTRADE Co., Ltd.
6347CounterpartyCompIDKunihiko Saito –
INTERTRADE Co., Ltd.
6348OnlineStartTimeKunihiko Saito –
INTERTRADE Co., Ltd.
6349OnlineCloseTimeKunihiko Saito –
INTERTRADE Co., Ltd.
6350TickRuleDup tick/down tick rules.Daniel Graham –
P E Lynch
6351PositionD0 = Long, 1 = ShortDaniel Graham –
P E Lynch
6352AutoHedgePriceDAuto Option Hedge PriceDaniel Graham –
P E Lynch
6353RehedgePercentDPercentage to rehedgeDaniel Graham –
P E Lynch
6354StrikePriceD0 = CLOSE, 2 = ARRIVALDaniel Graham –
P E Lynch
6355UpperPricePctDDispersal Upper LimitDaniel Graham –
P E Lynch
6356LowerPricePctDDispersal PercentageDaniel Graham –
P E Lynch
6357TrackSecurityDOther Equity to track with this orderDaniel Graham –
P E Lynch
6358TrackUpperPctDDispersion PercentageDaniel Graham –
P E Lynch
6359TrackLowerPctDDispersion PercentageDaniel Graham –
P E Lynch
6360SectorDSector to trackDaniel Graham –
P E Lynch
6361SectorUpperPctDDispersion PercentageDaniel Graham –
P E Lynch
6362SectorLowerPctDDispersion PercentageDaniel Graham –
P E Lynch
6363IndexDIndex to trackDaniel Graham –
P E Lynch
6364IndexUpperPctDDispersion PercentageDaniel Graham –
P E Lynch
6365IndexLowerPctDDispersion PercentageDaniel Graham –
P E Lynch
6366TrackUpperSITD1 = Switch If Touched ™Daniel Graham –
P E Lynch
6367TrackLowerSITD1 = Switch If Touched ™Daniel Graham –
P E Lynch
6368SectorUpperSITD1 = Switch If Touched ™Daniel Graham –
P E Lynch
6369SectorLowerSITD1 = Switch If Touched ™Daniel Graham –
P E Lynch
6370IndexUpperSITD1 = Switch If Touched ™Daniel Graham –
P E Lynch
6371IndexLowerSITD1 = Switch If Touched ™Daniel Graham –
P E Lynch
6372HighLimitSITD1 = Switch If Touched ™Daniel Graham –
P E Lynch
6373LowLimitSITD1 = Switch If Touched ™Daniel Graham –
P E Lynch
6374UpperPricePctSITD1 = Switch If Touched ™Daniel Graham –
P E Lynch
6375LowerPricePctSITD1 = Switch If Touched ™Daniel Graham –
P E Lynch
6376BasketNameDName of Basket to which order belongs.Daniel Graham –
P E Lynch LLP
6377SlicesDNumber of equal-sized sub orders to trade a TIME_SLICE order in.Daniel Graham –
P E Lynch LLP
6378BLPProgTypeD AE 8Security Program TypeSheetal Chainraj –
Bloomberg L.P
6379AdjustedEndCashEnding 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.
6380NonMemberAffiliateexecutionIndicates that the execution is on behalf of a non-member affiliate.Marie Mouser –
Thomson Rueters
6381EnteringSubsidiaryexecutionIdentifies the subsidiary firm associated with the execution.Marie Mouser –
Thomson Rueters
6382BuyTradeControlNumber8Used for Nordic Trade Reporting, this tag will carry the trade control number for the buy side of the trade.Juliette Vignola –
Nasdaq/OMX
6383SellTradeControlNumber8Used for Nordic Trade Reporting, this tag will carry the trade control number for the sell side of the trade.Juliette Vignola –
Nasdaq/OMX
6384CalcAgentLocationStringCalcution Agent LocationJayaprakash Katari –
Bloomberg
6385MatrixAgreementTypeStringMatrix Agreement TypeJayaprakash Katari –
Bloomberg
6386QtyVariance8Variance of a REPO trade, expressed as quantity of trade size.Wei Koek –
TradeWeb
6387Peg Difference4.0Allows a 4.0 session to send equivalent of a 4.2 tag: 211=Peg DifferenceDenise Timmons –
Fidelity Capital Markets
6388Discretion Instruction4.0Allows 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
6389Discretion Offset4.0Alls 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
6390MDReqRejReasonMarket Data Request Reject= 100 – OtherMichael Merold –
ICAP
6391PriceTypeSecurity Definition= 100 – Fractions (in Two-Fifty Sixths)Michael Merold –
ICAP
6392SecurityTradingStatusSecurity 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
6393NewSubRankSecurity ListSpecifies the current sub rank of the security (for display ordering purposes).Michael Merold –
ICAP
6394PreviousSubRankSecurity ListSpecifies the previous sub rank of a security. Applicable if the sub rank of the security changes.Michael Merold –
ICAP
6395SourceIPvariousOptional field for source IP address identification and auditing perposes.Michael Merold –
ICAP
6396RejectCodeTo specify reject reason in user-defined FIX message typesLalin Dias –
Millennium Information Technologies
6397OtherParty8,sITM of the trader for the matching half trade submitted separatelyMarc Abend –
NYSE Euronext
6398StreamingQuoteTimeRUsed for enabling/disabling FX mkt dataSteven Tong –
6399AccountCodeD, s, E, I, 8Type of AccountMarc Abend –
NYSE Euronext
6400MLBenchmarkPriceD,E,8,GML Benchmark PriceRoseate L. Wagner –
Merrill Lynch
6401MLExecServiceD,E,8,GML Execution ServiceRoseate L. Wagner –
Merrill Lynch
6402MLGuarantD,E,8,GML Guaranteed Indicator
Y – Guaranteed Price
N – Not Guaranteed
Roseate L. Wagner –
Merrill Lynch
6403MLMaxParticipateD,E,8,GML Maximum Participation %
Max % market volume to participate in execution of order nnn (0-100)
Roseate L. Wagner –
Merrill Lynch
6404MLTargetParticipateD,E,8,GML Minimum Participation %
Min % market volume to participate in execution of order nnn (0-100)
Roseate L. Wagner –
Merrill Lynch
6405MLPrimaryFlagD,E,8,GML Primary or Composite flag
P – Primary
C -Composite 

(Default = Primary)

Roseate L. Wagner –
Merrill Lynch
6406MLPlanningD,E,8,GML Planning indicationRoseate L. Wagner –
Merrill Lynch
6407MLOrderCompletionInstrD,E,8,GML Order Completion Instruction
1 – Trade to Completion
2 – Leave Residual
Roseate L. Wagner –
Merrill Lynch
6408MLRiskFactorD,E,8,GML Benchmark Rick FactorRoseate L. Wagner –
Merrill Lynch
6409ML Special Order TypeD,E,8,GExtensions to the FIX Ordertype fields to support various ECN order types.Roseate L. Wagner –
Merrill Lynch
6410ML Speed PriceD,E,8,GTarget Price for Speed tradingRoseate L. Wagner –
Merrill Lynch
6411ML Speed Target PercentD,E,8,GTarget Percent for speed tradingRoseate L. Wagner –
Merrill Lynch
6412ML Execution InstructionD,E,8,GThis tag can contain multiple instructions, space delimitedRoseate L. Wagner –
Merrill Lynch
6413ML Peg OptionD,E,8,GIndication of pricing strategy
(Values:
0 = Market,
1 = Chase Market,
2 = Bid,
3 = Offer,
4 = Last,
5 = Mid )
Eric Siciliano –
Merrill Lynch
6414ML Block ThresholdD,E,8,GWhen calculating volume profile, ignore any block prints that are greater than the “ML Block Threshold”.Eric Siciliano –
Merrill Lynch
6415Open Auction RateD,E,8,GOpen auction participation expressed as a percentage (0-100).Eric Siciliano –
Merrill Lynch
6416Close Auction RateD,E,8,GClose auction participation expressed as a percentage (0-100).Eric Siciliano –
Merrill Lynch
6417MOO2 PercentD,E,8,GOpen auction rate for 2nd(pm)open for markets with 2 sessions.Eric Siciliano –
Merrill Lynch
6418MOC1 PercentD,E,8,GClose auction rate for 1st(am)close for markets with 2 sessions.Eric Siciliano –
Merrill Lynch
6419ML Transaction FundType8Transaction fund typePatrick Bethon –
Merrill Lynch & Company
6420CashRoundingIndicatorD,E,8,GIndicate 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
6421NoOfExecutionDaysD,E,8,GIndicate number of days for order to execute across. Can be used in conjuction with Market, GTC ordersRoseate L. Wagner –
Merrill Lynch
6422PrimaryBookingIDD,8,G, FPrimary BookingIDRoseate L. Wagner –
Merrill Lynch
6423SecondaryBookingIDD,8,G,FSecondary Booking IDRoseate L. Wagner –
Merrill Lynch
6424SpeedRiskFactorD,E,8,GRisk Factor for the Speed tradingRoseate L. Wagner –
Merrill Lynch
6425CriteriaCheckFlagD,E,8,GTo indicate whether or not to apply criteria check to a strategy orderRoseate L. Wagner –
Merrill Lynch
6426Underlying SecurityD,8,F,GUnderlying security symbol for stock OptionsRoseate L. Wagner –
Merrill Lynch
6427MaxPostDestD,E,8,GMaxim number of destination/venues an order can be posted toRoseate L. Wagner –
Merrill Lynch
6428PegDirectionD,E,8,GPeg offset direction. Applying the pegging price if market moves into the applied direction:
1 – Up
2 – Down
3 – Either
Roseate L. Wagner –
Merrill Lynch
6429Step sizeD,E,8,GNumber of ticks to move a posted priceRoseate L. Wagner –
Merrill Lynch
6430EvalueIntervalD,E,8,GNumber of seconds to wait between evaluationRoseate L. Wagner –
Merrill Lynch
6431ML UPDATEUSER8RAM update userPatrick Bethon –
Merrill Lynch & Company
6432ML S_USER8RAM s_userPatrick Bethon –
Merrill Lynch & Company
6433ExcludeDest8,E,D,GDestination exclusion list.Roseate L. Wagner –
Merrill Lynch
6434RelativeSecureID8,E,D,GRoseate L. Wagner –
Merrill Lynch
6435RelativeIDSource8,E,D,GRoseate L. Wagner –
Merrill Lynch
6436RelatviePrice8,E,D,GRoseate L. Wagner –
Merrill Lynch
6437Annonymous8, D, G, ERoseate L. Wagner –
Merrill Lynch
6438CrossExclusionIndicatorRoseate L. Wagner –
Merrill Lynch
6439MinCrossQtyRoseate L. Wagner –
Merrill Lynch
6440MaxCrossQtyRoseate L. Wagner –
Merrill Lynch
6441CrossPriceRoseate L. Wagner –
Merrill Lynch
6442OrderBenchmarkPriceRoseate L. Wagner –
Merrill Lynch
6443CrossDestRoseate L. Wagner –
Merrill Lynch
6444CrossDestExclusionRoseate L. Wagner –
Merrill Lynch
6445PostResidualRoseate L. Wagner –
Merrill Lynch
6446CrossResidualRatioRoseate L. Wagner –
Merrill Lynch
6447CrossCategoryRoseate L. Wagner –
Merrill Lynch
6448PrefDestRoseate L. Wagner –
Merrill Lynch
6449RegulationIDRoseate L. Wagner –
Merrill Lynch
6450FidessaTradeFlags8MultipleValueString, containing a space separated list of trade flags.Graham Pearce –
royalblue
6451PairExecutionMethodRoseate L. Wagner –
Merrill Lynch
6452MLET 4Roseate L. Wagner –
Merrill Lynch
6453MLET 5Roseate L. Wagner –
Merrill Lynch
6454MLET 6Roseate L. Wagner –
Merrill Lynch
6455MLET 7Roseate L. Wagner –
Merrill Lynch
6456MLET 8Roseate L. Wagner –
Merrill Lynch
6457MLET 9Roseate L. Wagner –
Merrill Lynch
6458MLET 10Roseate L. Wagner –
Merrill Lynch
6459MLET 11Roseate L. Wagner –
Merrill Lynch
6460MLET 12Roseate L. Wagner –
Merrill Lynch
6461Pair 1Roseate L. Wagner –
Merrill Lynch
6462Pair 2Roseate L. Wagner –
Merrill Lynch
6463pair 3Roseate L. Wagner –
Merrill Lynch
6464Pair 4Roseate L. Wagner –
Merrill Lynch
6465Pair 5Roseate L. Wagner –
Merrill Lynch
6466RelativeLimitTypeRoseate L. Wagner –
Merrill Lynch
6467DistributionTypeD,8,G,FIdentify the distribution type of Futures:
1 – Actual
2 – Underlying
Roseate L. Wagner –
Merrill Lynch
6468RelativeLimitInstructionRoseate L. Wagner –
Merrill Lynch
6469MLMinParticipantRoseate L. Wagner –
Merrill Lynch
6470ShowingFactorRoseate Wagner –
Merill Lynch
6471StartingPriceRoseate Wagner –
Merill Lynch
6472ReportFlowFlag8Controls reporting to various ML reporting systems.Patrick Bethon –
Merrill Lynch & Company
6473PrefPostDestRoseate Wagner –
Merill Lynch
6474ExcludePostDestRoseate Wagner –
Merill Lynch
6475ClientIndicatorRoseate Wagner –
Merill Lynch
6476PassiveQtyRoseate L. Wagner –
Merrill Lynch
6477DynamicDriverTypeRoseate Wagner –
Merill Lynch
6478SpeedRelSecurityIDRoseate Wagner –
Merill Lynch
6479SpeedRelIDSourceRoseate Wagner –
Merill Lynch
6480SpeedRelPriceRoseate Wagner –
Merill Lynch
6481SpeedRelTarget%Roseate Wagner –
Merill Lynch
6482SCAN DestinationRoseate L. Wagner –
Merrill Lynch
6483SCAN IndicatorRoseate L. Wagner –
Merrill Lynch
6484PariLegCoefficientRoseate L. Wagner –
Merrill Lynch
6485PairFormulaOffsetRoseate L. Wagner –
Merrill Lynch
6486RelativeLimitDirectionRoseate L. Wagner –
Merrill Lynch
6487Scan LevelRoseate L. Wagner –
Merrill Lynch
6488Soft Limit FlagRoseate L. Wagner –
Merrill Lynch
6489Trigger IndicatorRoseate L. Wagner –
Merrill Lynch
6490Indicative Order TypeRoseate L. Wagner –
Merrill Lynch
6491RelativeLimitBaseD, GReference for a relative price limitKeir Wolfenden –
UBS Investment Bank
6492RelativeLimitOffsetD, GOffset for a relative limit priceKeir Wolfenden –
UBS Investment Bank
6493CleanUpRoseate L. Wagner –
Merrill Lynch
6494PairsSuspendStatusRoseate L. Wagner –
Merrill Lynch
6495PairsRebalanceThresholdRoseate L. Wagner –
Merrill Lynch
6496StopPxAnchorD, E, GInt: Identifies anchor price when stop price is specified in relative terms.John Leung –
Lehman Brothers
6497StopPxOffsetD, E, GFloat: Offset relative to selected anchor for relative stop price.John Leung –
Lehman Brothers
6498AnchorPxDirectionD, E, GInt: Identifies units and direction of relative stop price offset.John Leung –
Lehman Brothers
6499ApplyRestrictionD, AB, G, ACTo 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
6500Commission Handling InstructionsTBDFuture UseGeorge Rosenberger –
BNY Brokerage
6501Commission TreatmentTBDFuture UseGeorge Rosenberger –
BNY Brokerage
6502TrailerNoteSuppressionIndSuppression indcator for trailer lineJoseph Young –
Thomson Reuters
6503TrailerNoteAllows trailer notes to be added to trades.Joseph Young –
Thomson Reuters
6504AllocAgreementDescStringAllocation account MCA typeJayaprakash Katari –
Bloomberg
6505AllocAgreementDateLocalMktDateAllocation account MCA DateJayaprakash Katari –
Bloomberg
6506AllocCalcAgentLocationStringAllocation calculation agent locationJayaprakash Katari –
Bloomberg
6507AllocMatrixAgreementTypeStringAllocation account matrix agreement typeJayaprakash Katari –
Bloomberg
6508AllocMcaAnnexDateLocalMktDateAllocation MCA annex dateJayaprakash Katari –
Bloomberg
6509ParticipationRateOffSideAnchorD, F, G, 8Reference price.
Values
Blank
1 – open
2 – prev close
3 – arrival
4 – other
Paul Rogers –
ICAP
6510Any Price At CloseD, GIndicates whether are willing to use a market order during the closing auction.Miles Dugmore –
6511NumberOfWavesD, GUsed specify the number of waves an order should be executed in.Miles Dugmore –
6512QtyPerWaveD, GUsed to specify the quantity issued per wave.Miles Dugmore –
6513ParticipationRateD, F, G, 8Offside participation %
Values
Blank or 0.01 to 1.0
Paul Rogers –
ICAP
6514IncludeAuctionD, F, G, 8Values
Blank
1 – None
2 – Close
3 – Open
4 – All
Paul Rogers –
ICAP
6515NewsIDB (News)The unique identifier of a textual message sent from the exchange and recorded on the newsboard.Roger Maumenée –
SWX Swiss Exchange
6516NewsValidUntilB (News)The date after which the associated information is no longer relevant / applicable.Roger Maumenée –
SWX Swiss Exchange
6517NewsEventDateB (News)The date on which the event referred to in the associated newsboard message occurred.Roger Maumenée –
SWX Swiss Exchange
6518NewsTypeB (News)Textual description of the news type or category.Roger Maumenée –
SWX Swiss Exchange
6519QuoteReqRefIDR (Quote Request)Required for Cancel and Replace QuoteReqTransType messagesRoger Maumenée –
SWX Swiss Exchange
6520TradeTypeCodeListD, 8, AEList of SIX Swiss Exchange Trade Type Codes.Roger Maumenee –
SIX Swiss Exchange
6521CounterpartyReferenceD, 8The free text identification of a counterparty who is not a member of the
exchange.
Roger Maumenée –
SWX Swiss Exchange
6522ClientDomicileD, 8Client’s domicileRoger Maumenée –
SWX Swiss Exchange
6523CounterpartyTypeD, 8The unique Identifies of a Counterparty type.

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

Roger Maumenée –
SWX Swiss Exchange
6524TransactionTypeD, 8Identifies 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
6525SegrClearingAccountTypeD, 8The 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
6526SegrSettleAccountTypeD, 8The segregated settlement account type. For example, can be used to distinguish different taxation treatments in settlement.
0 = DF (Default)
Roger Maumenée –
SWX Swiss Exchange
6527SettlementInstD, 8Defines 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
6528OrderCapacityD,G,8Custom 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
6529OrderRestrictionsD,G,8Custom 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
6530QuoteReqTransTypeR (QuoteRequest)Identifies Quote Request message transaction type

Data type: char

Valid values:

N = New
C = Cancel
R = Replace

Roger Maumenée –
SWX Swiss Exchange
6531InclSettlementAmountD, 8, SAn amount added to the calculated settlement amount.Roger Maumenée –
SWX Swiss Exchange
6532InclSettlementCurrencyCodeD, 8, SCurrency identifier of 6531 InclSettlementAmountRoger Maumenée –
SWX Swiss Exchange
6533PublicTradeTypeCodeList8, S, XPublished list of SWX trade type codes.Roger Maumenée –
SWX Swiss Exchange
6534CounterpartyClientDomicileD, 8Counterparty Client’s domicileRoger Maumenée –
SWX Swiss Exchange
6535CounterpartyClientReferenceD, 8Counterparty Member ReferenceRoger Maumenée –
SWX Swiss Exchange
6536CounterpartyOrderCapacityD, G, 8Custom 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
6537PrimaryOnlyD, F, G, 8Used to specify Track Volume. Values: 1 – Primary, 2 – ConsolidatedPaul Rogers –
ICAP
6538IfIncompleteD, F, G, 8Values
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
6539PriceReferenceIdD, F, G, 8Relative to instrumentPaul Rogers –
ICAP
6540PriceOffsetD, F, G, 8Percentage. Values: 0 to 0.25Paul Rogers –
ICAP
6541PriceReferenceAnchorD, F, G, 8Values:
1 – none
2 – open
3 – prev close
4 – arrival
Paul Rogers –
ICAP
6542AuctionAwayD, F, G, 8Auction protection (% from cont last). Values: 0 to 0.7Paul Rogers –
ICAP
6543Max2BXD, F, G, 8Max of order to BlockCross (%)Percentage. Values: 0 to 100.Paul Rogers –
ICAP
6544TimeInBXD, F, G, 8Values:
1 – zero
2 – indefinitely
3 – 5 min
4 – 45 min
5 – 1 hour
6 – until auction
7 – other
Paul Rogers –
ICAP
6545TimeInBXValueD, F, G, 8Rest order in BX before printing for. Values: Null or > 5Paul Rogers –
ICAP
6546TargAuctPartD, F, G, 8Target auction participation (%). Values: 0.01 to 0.7Paul Rogers –
ICAP
6547TargetDayVolAuctionD, F, G, 8Target % of days volume in auction. Values: 0.01 to 0.7Paul Rogers –
ICAP
6548CrossIDAdoption of 548 for FIX 4.2 & Prior FIX version usersRoseate L. Wagner –
Merrill Lynch
6549CrossTypeAdoption of tag549 for FIX 4.2 & Prior FIX version usersRoseate L. Wagner –
Merrill Lynch
6550ContMarketPartD, F, G, 8continuous market participation (%). Values 0.01 to 0.7Paul Rogers –
ICAP
6551PostInLitD, F, G, 8Post for liquidity in ‘lit’ venues. Values: True, FalsePaul Rogers –
ICAP
6552NoSidesCross-ordersNumber 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
6553UsernameLogonCustom field for FIX4.2 users that want to adopt FIX4.3 field 553Jonathan Scott –
Future Dynamics Ltd
6554PasswordLogonCustom field for FIX4.2 users that want to adopt FIX4.3 field 554Jonathan Scott –
Future Dynamics Ltd
6555OrigTrdMatchIDAE, AR, AKTrade id of the original trade. This is indicated when either a trade reversal or a nostro correction is transacted.Roger Maumenée –
SWX Swiss Exchange
6556BusinessTransactionTypeAE, ARIndication of the business transaction.
Valid value:
TradeAdvice
Roger Maumenée –
SWX Swiss Exchange
6557ConfirmReasonCodeAK (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
6558ParticipantRoleIndicatorAK (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
6559CalcInclSettlCurrAmtAK (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
6560InterestPaymentCurrencyAK (Confirmation)The currency applicable to an accrued interest amount.Roger Maumenée –
SWX Swiss Exchange
6561SettlCurrAmtValidAK (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
6562SettlementChainControlCodeAK (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
6563SettlementStatusCodeAK (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
6564IsCancelledB (News)Indicates whether or not a textual message, sent from the exchange has been cancelled by the exchange.Roger Maumenée –
SWX Swiss Exchange
6565SourceExchangeB, XThe exchange from where the news message or book information origins.Roger Maumenée –
SWX Swiss Exchange
6566NumberOfQuotesW, XNumber of quotes in a book entry.Roger Maumenée –
SWX Swiss Exchange
6567ReferencePriceTypeW, XIndication 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
6568RandomisedIntervalh (TradingSessionStatus)Time spread for randomised transitions (of trading schedules).
Format HH:MM:SS.
Roger Maumenée –
SWX Swiss Exchange
6569TransitionStatush (TradingSessionStatus)Status of a trading schedule transition.
Valid values:
0 = Pending
1 = Triggered
2 = Deleted
3 = Failed
Roger Maumenée –
SWX Swiss Exchange
6570BookConditionf (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
6571MDExecDateX (MarketDataIncrementalRefresh)Execution date.Roger Maumenée –
SWX Swiss Exchange
6572MDExecTimeX (MarketDataIncrementalRefresh)Execution time.Roger Maumenée –
SWX Swiss Exchange
6573NumberOfTradesX (MarketDataIncrementalRefresh)Number of trades cumulated in a message.Roger Maumenée –
SWX Swiss Exchange
6574TradeOrigin8System/Firm where the trade originatedMurari Cholappadi –
JPMorganChase
6575StampTax8Stamp Tax when choosing to send an exclusive field instead of using MiscFee repeating groupMurari Cholappadi –
JPMorganChase
6576Levy8LevyMurari Cholappadi –
JPMorganChase
6577Tariff8TariffMurari Cholappadi –
JPMorganChase
6578BrokerDealerServiceFee8Broker Dealer Service FeeMurari Cholappadi –
JPMorganChase
6579SettlCommunicationService8Communication service required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.Murari Cholappadi –
JPMorganChase
6580BeneficiaryName8Beneficiary Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.Murari Cholappadi –
JPMorganChase
6581BeneficiaryCode8Beneficiary 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
6582CustOrderCapacity8,D,GCapacity 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
6583SpreadPremiumD, E, F, GSpread premium in dollars.John Leung –
6584SpreadPctPremiumD, E, F, Gspread % premiumJohn Leung –
Lehman Brothers
6585SpreadPctDiscountD, E, F, GSpread discount in percentageJohn Leung –
Lehman Brothers
6586CashOffsetD, E, F, Gcash offset amountJohn Leung –
Lehman Brothers
6587ExecutionMethodD, E, F, G1 – Lean Buy
2 – Lean Sell
John Leung –
Lehman Brothers
6588TradeClipSharesD, E, F, GTrade clip in sharesJohn Leung –
Lehman Brothers
6589TradeClipPctD, E, F, GTrade clip in percentageJohn Leung –
Lehman Brothers
6590TradeClipD, E, F, GTrade clip in dollarsJohn Leung –
Lehman Brothers
6591BlockSeqNumberBlock Sequence Number.Mikael Vessgård –
Nasdaq OMX
6592VersionIDVersion Identification in Block Header.Mikael Vessgård –
Nasdaq OMX
6593BeneficiaryAcctNum8Beneficiary Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.Murari Cholappadi –
JPMorganChase
6594LocalAgentName8Local Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.Murari Cholappadi –
JPMorganChase
6595LocalAgentCode8Local Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.Murari Cholappadi –
JPMorganChase
6596LocalAgentAcctNum8Local 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
6597GlobalAgentName8Global Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.Murari Cholappadi –
JPMorganChase
6598GlobalAgentCode8Global Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.Murari Cholappadi –
JPMorganChase
6599GlobalAgentAcctNum8Global 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
6600TestMessageIndicatorLogonFlags session as a Test rather than Production session
<p>
** ADDED TO FIX 4.3 AS TAG: 464 TestMessageIndicator **
Wei Seong Koek –
TradeWeb LLC
6601PasswordOptionally used in Logon message.Wei Seong Koek –
TradeWeb LLC
6602MultilegComponent8boolean. 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
6603LotSizeFill quantity increment above the initial fill size.Wei Seong Koek –
TradeWeb LLC
6604ReplenishBOolean: Replenish trade quantity from OrderQty after the first fill. Used together with MaxFloor (111) for hidden-quantity trading.Wei Seong Koek –
TradeWeb LLC
6605SpreadExecutionReportEither swap spread or spread-to-benchmark
<p>
** ADDED TO FIX 4.3 AS TAG: 218 Spread **
Wei Seong Koek –
TradeWeb LLC
6606TraderIDNewOrderSingle, ExecutionReportBuyside trader initiating the order
<p>
** ADDED TO FIX 4.3 through &ltParties&gt component block **
Wei Seong Koek –
TradeWeb LLC
6607ExDividend[4.2] Boolean: Instrument is trading ex-dividend. Supported in [4.4] using SymbolSfx(65)=EX.Wei Seong Koek –
TradeWeb LLC
6608YieldExecutionReportYield percentage
<p>
** ADDED TO FIX 4.3 AS TAG: 236 Yield **
Wei Seong Koek –
TradeWeb LLC
6609SecurityTypeExtendedNewOrderSingle, ExecutionReport, AllocationExtends FIX field 167 for Fixed Income
<p>** 167 SecurityType was extended in FIX 4.3 **
Wei Seong Koek –
TradeWeb LLC
6610BrokerClearingIDIdentifier of Broker’s clearing instructions.Wei Seong Koek –
TradeWeb LLC
6611TotalAccruedInterestAmtExecutionReport, AllocationBlock level accrued interest
<p>
** 540 TotalAccruedInterestAmt was added to appropriate messages in FIX 4.3 **
Wei Seong Koek –
TradeWeb LLC
6612NetMoneyExecutionReport, AllocationBlock level net money<p>** 118 NetMoney was added to appropriate messages in FIX 4.3 **Wei Seong Koek –
TradeWeb LLC
6613ProductExtendedNewOrderSingle, ExecutionReport, AllocationExtends FIX field 460 for Fixed Income.<p>** 460 Product was extended in FIX 4.3 **Wei Seong Koek –
TradeWeb LLC
6614PriceTypeNewOrderSingle, ExecutionReport, AllocationSpecifies 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
6615AllocStatus[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
6616OrderCreateTimeUTC timestamp when the order was created.Wei Seong Koek –
TradeWeb LLC
6617SecondaryOrdIDThe 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
6618AllocGiveUpBroker[4.2] In an Allocation instance, identifier of the Prime Broker serving as Give-Up Firm.Wei Seong Koek –
TradeWeb LLC
6619AllocGTSBroker[4.2] In an Allocation instance, identifier of the Prime Broker providing General Trade Services.Wei Seong Koek –
TradeWeb LLC
6620IssueDateNewOrderSingle, ExecutionReport, AllocationDate bond was issued<p>** Added to FIX 4.3 as tag: 225 IssueDate **Wei Seong Koek –
TradeWeb LLC
6621FactorNewOrderSingle, ExecutionReport, AllocationFraction for deriving Current Value from Qty <p>** Added to FIX 4.3 as tag: 228 Factor **Wei Seong Koek –
TradeWeb LLC
6622BenchmarkYieldYield of the benchmark security.Wei Seong Koek –
TradeWeb LLC
6623AssetSwapSpreadThe difference between the bond yield and the LIBOR curve, expressed in basis points.Wei Seong Koek –
TradeWeb LLC
6624ISpreadThe 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
6625ZSpreadThe 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
6626MDEntryHiddenSizeWHidden size (Qty) – shown only to the originating dealerWei Seong Koek –
TradeWeb LLC
6627ContraFeesSw8Indicator used to determine if fees should be applied to contra side of trade.Rich Kiehl –
Thomson Financial – BETA Systems
6628NoYieldsExecutionReportNumber of yields. Allows repeating groups consisting of YieldType (235), Yield (236), and BasisFeatureDate (259).Kevin Bilello –
Thomson Beta Systems
6629YieldTypeExecutionReportSpecifies how Yield is expressed <p>** Added to FIX 4.3 as tag: 235 YieldType **Wei Seong Koek –
TradeWeb LLC
6630ListIDCustomer-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
6631Username[4.2] Used in Logon. Replaced in 4.4 by Username(533).Wei Seong Koek –
TradeWeb LLC
6632BenchmarkSecurityDescBenchmark security description.Wei Seong Koek –
TradeWeb LLC
6633BenchmarkSymbolSfx“WI” if When Issued.Wei Seong Koek –
TradeWeb LLC
6634NoStipulationsNewOrderSingle, ExecutionReportNumber of stipulation entries<p>** Added to FIX 4.3 as tag: 232 NoStipulations **Wei Seong Koek –
TradeWeb LLC
6635StipulationTypeNewOrderSingle, ExecutionReportStipulation type – see 4.3 spec<p>** Added to FIX 4.3 as tag: 233 StipulationType **Wei Seong Koek –
TradeWeb LLC
6636StipulationValueNewOrderSingle, ExecutionReportStructured stipulation value – see 4.3 spec<p>** Added to FIX 4.3 as tag: 234 StipulationValue **Wei Seong Koek –
TradeWeb LLC
6637MaturityDateNewOrderSingle, ExecutionReport, AllocationBond maturity date<p>** Added to FIX 4.3 as tag: 541 MaturityDate **Wei Seong Koek –
TradeWeb LLC
6638AllocClearingFirmNewOrderSingle,AllocationFor 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
6639LegLastParPxLast 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
6640LastParPxExecutionReportPrice expressed in percent-of-par when ParPx is in discount or spreadWei Seong Koek –
TradeWeb LLC
6641BookingIDBookingReport (UB)Event reference for BookingReportWei Seong Koek –
TradeWeb LLC
6642BookingTransTypeBookingReport (UB)Enumeration: 0-New, 1-Cancel, 2-CorrectWei Seong Koek –
TradeWeb LLC
6643BookingStatusBookingReport (UB)Enumeration: 1-Affirmed, 2-Unknown account, 3-Missing settlement instructions, 4-CanceledWei Seong Koek –
TradeWeb LLC
6644BenchmarkPrice[4.2] Specifies the price of the benchmark.Wei Seong Koek –
TradeWeb LLC
6645BenchmarkPriceType[4.2] Identifies the denomination of BenchmarkPrice(6645). Same values as PriceType(423).Wei Seong Koek –
TradeWeb LLC
6646BenchmarkSecurityIDSource[4.2] Identifies the source of the Benchmark Security ID. Valid values are 1=CUSIP 2=SEDOL 4=ISINWei Seong Koek –
TradeWeb LLC
6647FloatingRateBoolean: Identifies a Floating Rate Note.Wei Seong Koek –
TradeWeb LLC
6648AllocStepOutBroker[4.2] In an Allocation instance, identifier of the Prime Broker serving as Step-Out Firm.Wei Seong Koek –
TradeWeb LLC
6649PreFactoredBoolean: 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
6650MsgVersionIdentifies the message version number, e.g. 1.0.Wei Seong Koek –
TradeWeb LLC
6651TerminationType[4.2] USRP Values
1=Overnight
2=Term
3=Flexible
4=Open
Replaced in 4.4 by tag 788.
Wei Seong Koek –
TradeWeb LLC
6652NoUnderlyings[4.2] begins the Underlyings repeating group.Wei Seong Koek –
TradeWeb LLC
6653UnderlyingSecurityTypeValues: TREASURY MORTGAGE AGENCY OTHERWei Seong Koek –
TradeWeb LLC
6654UnderlyingSecuritySubtype[4.2] E.g. GENERALWei Seong Koek –
TradeWeb LLC
6655FinOrderQtyExecution ReportFinal 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
6656NoUnderlyingStips[4.2] Begins the UnderlyingStips repeating group.Wei Seong Koek –
TradeWeb LLC
6657UnderlyingStipType[4.2] Stipulation type: Values include MATURITY TYPE SCHEDULEWei Seong Koek –
TradeWeb LLC
6658UnderlyingStipValue[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
6659DatedDate[4.2] The date the security is dated if different from the first IssueDate, in YYYYMMDD format.Wei Seong Koek –
TradeWeb LLC
6660LegDatedDate[4.2] The date the leg security is dated if different from the first LegIssueDate, in YYYYMMDD format.Wei Seong Koek –
TradeWeb LLC
6661GiveUpBroker[4.2] Identifier of the Prime Broker serving as Give-Up Firm.Wei Seong Koek –
TradeWeb LLC
6662GTSBroker[4.2] Identifier of the Prime Broker providing General Trade Services.Wei Seong Koek –
TradeWeb LLC
6663StepOutBroker[4.2] Identifier of the Prime Broker serving as Step-Out Firm.Wei Seong Koek –
TradeWeb LLC
6664TermEncoded term of a deposit or derivative trade: 1D, 3M, 10Y, etc.Wei Seong Koek –
TradeWeb LLC
6665NoLegsNewOrderSingle, ExecutionReportNumber of Legs in a multi-issue trade<p>** Added to FIX 4.3 as tag: 555 NoLegs **Wei Seong Koek –
TradeWeb LLC
6666LegSideNewOrderSingle, ExecutionReportBuy or Sell leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 624 LegSide **Wei Seong Koek –
TradeWeb LLC
6667LegOrderQtyNewOrderSingle, ExecutionReportOrder quantity of one leg of a multi-issue tradeWei Seong Koek –
TradeWeb LLC
6668LegSwapTypeNewOrderSingle, ExecutionReportSubstitute for LegOrderQty (6667) for one leg of a multi-issue trade: ParForPar, Duration, Risk, ProceedsWei Seong Koek –
TradeWeb LLC
6669LegFactorNewOrderSingle, ExecutionReportFraction 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
6670LegSecurityIDNewOrderSingle, ExecutionReportCUSIP 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
6671LegIDSourceNewOrderSingle, ExecutionReportSecurity 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
6672LegProductNewOrderSingle, ExecutionReportProduct 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
6673LegSecurityTypeNewOrderSingle, ExecutionReportSecurityType 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
6674LegIssuerNewOrderSingle, ExecutionReportIssuer for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 617 LegIssuer **Wei Seong Koek –
TradeWeb LLC
6675LegCouponRateNewOrderSingle, ExecutionReportCoupon rate for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 615 LegCouponRate **Wei Seong Koek –
TradeWeb LLC
6676LegMaturityDateNewOrderSingle, ExecutionReportMaturity date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 611 LegMaturityDate **Wei Seong Koek –
TradeWeb LLC
6677LegSecurityDescNewOrderSingle, ExecutionReportSecurity description for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 620 LegSecurityDesc **Wei Seong Koek –
TradeWeb LLC
6678LegCurrencyNewOrderSingle, ExecutionReportCurrency for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 556 LegCurrency **Wei Seong Koek –
TradeWeb LLC
6679LegSettlmntTypNewOrderSingle, ExecutionReportSettlement type for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 587 LegSettlmntTyp **Wei Seong Koek –
TradeWeb LLC
6680LegFutSettDateNewOrderSingle, ExecutionReportFuture 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
6681LegNoAllocsNewOrderSingleNumber of allocations for one leg of a multi-issue tradeWei Seong Koek –
TradeWeb LLC
6682LegAllocAccountNewOrderSingleAllocation account for one leg of a multi-issue tradeWei Seong Koek –
TradeWeb LLC
6683LegAllocQtyNewOrderSingleAllocation quantity for one leg of a multi-issue tradeWei Seong Koek –
TradeWeb LLC
6684LegAllocClearingFirmNewOrderSingleAllocation clearing firm for one leg of a multi-issue tradeWei Seong Koek –
TradeWeb LLC
6685MDAggressorSideWIn MD Trade entries. Values: 1 = Take 2 = HitWei Seong Koek –
TradeWeb LLC
6686LegNoStipulationsNewOrderSingle, ExecutionReportNumber of stipulation entries for one leg of a multi-issue tradeWei Seong Koek –
TradeWeb LLC
6687LegStipulationTypeNewOrderSingle, ExecutionReportStipulation type for one leg of a multi-issue trade – see 4.3 specWei Seong Koek –
TradeWeb LLC
6688LegStipulationValueNewOrderSingle, ExecutionReportStructured stipulation value for one leg of a multi-issue trade – see 4.3 specWei Seong Koek –
TradeWeb LLC
6689ContractSettlementMonthNewOrderSingle,ExecutionReport, AllocationMonth that a TBA contract settlesWei Seong Koek –
TradeWeb LLC
6690LegContractSettlmntMonthNewOrderSingle, ExecutionReportMonth that a TBA contract settles for one leg of a multi-issue tradeWei Seong Koek –
TradeWeb LLC
6691WhenIssuedBoolean: 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)=WIWei Seong Koek –
TradeWeb LLC
6692LegIssueDateNewOrderSingle, ExecutionReportIssue date for one leg of a multi-issue tradeWei Seong Koek –
TradeWeb LLC
6693BenchmarkSecurityIDExecutionReportCUSIP or ISIN of the benchmark instrumentWei Seong Koek –
TradeWeb LLC
6694LegClearingFirmNewOrderSingle, ExecutionReportClearing firm for one leg of a multi-issue tradeWei Seong Koek –
TradeWeb LLC
6695InterestAtMaturityExecution Report, AllocationsFor communicating, at the block level, the interest payment at maturity for interest bearing CPs and CDsLisa Taikitsadaporn –
Brook Path Partners, Inc.
6696AllocInterestAtMaturityAllocationsFor communicating, at the allocation breakdown level, the interest payment at maturity for interest bearing CPs and CDs.Lisa Taikitsadaporn –
Brook Path Partners, Inc.
6697BenchIDSourceExecution ReportTo be used with Tag 6693 (BenchmarkSecurityID). ID Source of the benchmark security – same values as Tag 22 (SecurityIDSource)Thomas Hill –
Market Axess
6698CrossExecIDExecution ReportFor fixed income cross/swap trades – ExecID of the Execution Report for the other side of a cross/swap tradeThomas Hill –
Market Axess
6699ApplicationQueueDepthAllCustom 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
6700ApplicationQueueActionAllOptional 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
6701ApplicationQueueResolutionAllOptional 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
6702InCompeteQuote 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.
6703CompetitorCountAJ,RCompetitive Rqeuest for Quote dealer count.
The total numnber of competitors in the quote request
Dwight Browne –
JPMorganChase
6704CompetitionStatusAJUsed in a competitive RFQ response
Values: 0 – Done (if 694 =1), 1 – Tied, 2 – Cover, 3 – Traded Away,
Dwight Browne –
JPMorganChase
6705CoverPriceAJRequired if 6704 = 0Dwight Browne –
JPMorganChase
6706NoOfLegsListD,E,8,9Vivek Beniwal –
CBOE
6707NestedPartyIdListD,E,8,9Vivek Beniwal –
CBOE
6708LegMaturityDayListD,E,8,9Magic Magee –
Chicago Board Options Exchange
6709MDCustomerSizeW, XIndicates the customer quantity for Book feed from CBOE.Vivek Beniwal –
CBOE
6710MDProcessIndicatorWIndicates 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
6711LegSecurityTypeListD,E,8,9Vivek Beniwal –
CBOE
6712LegSymbolListD,E,8,9Vivek Beniwal –
CBOE
6713LegSecurityIdListD,E,8,9Vivek Beniwal –
CBOE
6714LegSideListD,E,8,9Vivek Beniwal –
CBOE
6715LegRatioQtyListD,E,8,9Vivek Beniwal –
CBOE
6716LegPriceListD,E,8,9Vivek Beniwal –
CBOE
6717LegMaturityMonthYearListD,E,8,9Vivek Beniwal –
CBOE
6718LegStrikePriceListD,E,8,9Vivek Beniwal –
CBOE
6719LegOptAttributeListD,E,8,9Vivek Beniwal –
CBOE
6720LegCoveredUncoveredListD,E,8,9Vivek Beniwal –
CBOE
6721LegPositionEffectListD,E,8,9Vivek Beniwal –
CBOE
6722LegRefIdListD,E,8,9Vivek Beniwal –
CBOE
6723LegGrossTradeAmtGross principal amount of the trade leg.Wei Seong Koek –
TradeWeb LLC
6724LetAccruedInterestAmtAccrued interest of the trade leg.Wei Seong Koek –
TradeWeb LLC
6725LegNumDaysInterestNumber of days accrued interest of the trade leg.Wei Seong Koek –
TradeWeb LLC
6726LegNetMoneyNet money of the trade leg.Wei Seong Koek –
TradeWeb LLC
6727DestFirmIDAn optional routing identifier associated with the firm to which this message is directed.Wei Seong Koek –
TradeWeb LLC
6728DocTypeName of the FpML document type in the embedded XML Message.Wei Seong Koek –
TradeWeb LLC
6729RelativeStartEffective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with StartDate.Wei Seong Koek –
TradeWeb LLC
6730MultilegPartNumTrade 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
6731TradingSystemIDThe full ATS trade identifier.Wei Seong Koek –
TradeWeb LLC
6732DealerNoteFree-form text to be sent to the dealer(s) participating in the trade during negotiation.Wei Seong Koek –
TradeWeb LLC
6733TaxStatusTax Status of the buy-side customer: 0 = Clean (the default if omitted) 1 = DirtyWei Seong Koek –
TradeWeb LLC
6734LegRefIDAn optional unique reference assigned by the ordering customer to each leg of a swap or butterfly.Wei Seong Koek –
TradeWeb LLC
6735MultilegRefIDThe 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
6736CalcFrequencyEncoded IRS calculation period frequency: 3M, 6M, 1Y, T [term] etc.Wei Seong Koek –
TradeWeb LLC
6737RollConventionIRS 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
6738LegRelativeStartLeg effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with LegStartDate.Wei Seong Koek –
TradeWeb LLC
6739CompoundingBoolean: IRS floating rate compounding – default ‘N’. Values:
Y – flat compounding
N – no compounding
Wei Seong Koek –
TradeWeb LLC
6740LegTermLeg termination date expressed as a period relative to effective date, e.g. 1Y or 3M. Mutually exclusive with LegEndDate.Wei Seong Koek –
TradeWeb LLC
6741LegEndDateLeg absolute termination date, e.g. 20100118. Mutually exclusive with LegTerm.Wei Seong Koek –
TradeWeb LLC
6742LegCalcFrequencyIRS calculation period frequency for the trade leg.Wei Seong Koek –
TradeWeb LLC
6743LegRollConventionIRS 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
6744LegFloatRatePayFrequencyIRS floating rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T.Wei Seong Koek –
TradeWeb LLC
6745LegCompoundingBoolean: IRS floating rate compounding – default ‘N’. Values:
Y – flat compounding
N – no compounding
Wei Seong Koek –
TradeWeb LLC
6746LegFixedRatePayFrequencyIRS fixed rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T.Wei Seong Koek –
TradeWeb LLC
6747LegFixedRateDayCountString: IRS fixed stream – payment day-count fraction. FpML values.Wei Seong Koek –
TradeWeb LLC
6748LegStartDateIRS absolute effective date, e.g. 20080818. Mutually exclusive with LegRelativeStart.Wei Seong Koek –
TradeWeb LLC
6749UpFrontFeeAdditional 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
6750TSXAccountTypeD,G,8Type 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
6751TSXUserIdD,F,G,8,9,f,MC,MRThe trading system’s user ID for a trader.John Lee –
TSX Group
6752TMX UDFJohn Lee –
TSX Group
6753TMX UDFJohn Lee –
TSX Group
6754TSXBasketTradeD,G,8Identifies the order as part of a basket trade.John Lee –
TSX Group
6755TSXProgramTradeD,G,8A 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
6756TMX UDFJohn Lee –
TSX Group
6757TSXJitneyD,G,8An order is marked as being executed on behalf of another broker.John Lee –
TSX Group
6758TMX UDFJohn Lee –
TSX Group
6759TSXMGFCandidateD,G,8A 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
6760TSXActionSourceD,F,G,8Source of the action performed on an order.John Lee –
TSX Group
6761TSXAnonymousD,G,8Flag to indicate if order is anonymous.
Valid values:
Y = Yes
N = No (default)
John Lee –
TSX Group
6762TSXExchangeUserID8The user ID for an exchange staff member (for example, Customer Service Representative).John Lee –
TSX Group
6763TSXRegulationIDD,G,8Identification marker for UMIR-specific designations to orders and trades.
Valid values:
IA = Insider Account
NA = Not Applicable
SS = Significant Shareholder
John Lee –
TSX Group
6764TMX UDFJohn Lee –
TSX Group
6765TSXReferenceVolumeThe existing volume of the order that is to be OMRd.John Lee –
TSX Group
6766TMX UDFJohn Lee –
TSX Group
6767TSXBuyAccountTypeDThe buyer’s type of the trading account.
For valid values see tag 6750 (TSXAccountType)
John Lee –
TSX Group
6768TSXSellAccountTypeDThe seller’s type of trading account.
For valid values see tag 6750 (TSXAccountType)
John Lee –
TSX Group
6769TSXBuyAccountIdDIdentifies the buyer’s trading account.John Lee –
TSX Group
6770TSXSellAccountIdDThe seller’s trading account identification.John Lee –
TSX Group
6771TSXBuyRegulationIDDIdentification marker for UMIR-specific designations to orders and trades.
For valid values see tag 6763 (TSXRegulationID)
John Lee –
TSX Group
6772TSXSellRegulationIDDIdentification marker for UMIR-specific designations to orders and trades
For valid values see tag 6763 (TSXRegulationID)
John Lee –
TSX Group
6773TSXCrossTypeD,8Identifies 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
6774TSXBrokerNumberF,fAn 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
6775TSXATSNameThe Alternative Trading System where the transaction originated.John Lee –
TSX Group
6776TSXPrincipalTrade8A 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
6777TSXWashTrade8A trade that has occurred between proprietary accounts of the same Member Firm.
Valid values:
Y = Yes
N = No (default)
John Lee –
TSX Group
6778TSXTradeCorrection8A 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
6779TSXErrorNumber9The error number for an Error Response message.John Lee –
TSX Group
6780TSXExchangeAdmin8An assigned marker to transmit information. The TSXExchangeAdmin tag is a string of 36 AlphaNumeric markers.John Lee –
TSX Group
6781TSXBuyJitneyDAn order is marked as being executed on behalf of another broker.John Lee –
TSX Group
6782TSXSellJitneyDAn order is marked as being executed on behalf of another broker.John Lee –
TSX Group
6783TSXNonResidentD,G,8A 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
6784TSXRTAutoFill8A 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
6785TSXBuyParticipationMC,MRTo indicate if the responsible equities specialist’s participation on the buy side is active.
Valid values:
On
Off
John Lee –
TSX Group
6786TSXSellParticipationMC,MRTo indicate if the responsible equities specialist’s participation on the sell side is active.
Valid values:
On
Off
John Lee –
TSX Group
6787TMX UDFJohn Lee –
TSX Group
6788TSXSpreadGoalfA unique price range assigned to a stock for purposes of registered trader spread goal maintenance.John Lee –
TSX Group
6789TSXMessageId8,MC,MRUnique 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
6790TSXOrderKeyDUnique key identifying orders in the system.John Lee –
TSX Group
6791TSXByPassD,G,8To 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
6792TSXNCIBD,G,8Identifies 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
6793TSXMinInteractionSizeD,G,8Prevents 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
6794TSXCustomerTypeD,G,8Identifies the customer account type.John Lee –
TSX Group
6795TSXOrigTradeID8Used with trade corrections to reference previously reported executions and the side initiating the cancel/correct.John Lee –
TSX Group
6796TSXPrivateOrigPrice8The original price type of an order when entered into the trading system.
Valid values:
MBF = Must Be Filled
John Lee –
TSX Group
6797TSXBuyCustomerTypeDidentifies the Cross Buy side customer account type.John Lee –
TSX Group
6798TSXSellCustomerTypeDIdentifies the Cross Sell side customer account type.John Lee –
TSX Group
6799TSXMGFVolumeMC,MRThe minimum guaranteed volume that the registered trader is willing to fill.John Lee –
TSX Group
6800NetworkRequestTypeMsgType = BCFrom FIX 4.4 Network Status message. Must be set to “1” – ie Snapshot.Mark Reece –
London Stock Exchange
6801NetworkRequestIDMsgType = BCFrom FIX 4.4 Network Status Request message.Mark Reece –
London Stock Exchange
6802NetworkStatusResponseTypeMsgType = BDFrom Network Status Response message in FIX 4.4. Valid values 1=Full and 2=Incremental.Mark Reece –
London Stock Exchange
6803NetworkResponseIDMsgType = BDFrom Network Status Response message in FIX 4.4.Mark Reece –
London Stock Exchange
6804NoCompIDsMsgType = BDBased on Network Status Response message from FIX 4.4. Count CompIDs being reported on.Mark Reece –
London Stock Exchange
6805RefCompIDMsgType = BDBased 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
6806StatusValueMsgType = BDBased on Network Status Message in FIX 4.4. Valid values are 1=Connected, 3=Not Connected, 4=In Process.Mark Reece –
London Stock Exchange
6807CounterMsgType=AJIndicates 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
6808LastQty28Last Quantity for the far leg of a swap.Steven Tong –
Merrill Lynch
6809ExternalExchangeRef8External Exchange ReferencePatrick Bethon –
Merrill Lynch & Company
6810ExternalCustomerName8ML customer namePatrick Bethon –
Merrill Lynch & Company
6811MLContraId8Merrill Lynch Contra IdentifierPatrick Bethon –
Merrill Lynch & Company
6812DepoActionTypeFX deposit, values: N = New, R = Rollover.Wenhuan Zhao –
Bloomberg L.P.
6813DepoDayCountFX 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.
6814ReservedFX ReservedWenhuan Zhao –
Bloomberg L.P.
6815ReservedFX reservedWenhuan Zhao –
Bloomberg L.P.
6816ReservedFX reservedWenhuan Zhao –
Bloomberg L.P.
6817NetGrossInd2For 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.
6818RoutingAwayBrokerD, E, F, GThis tag supports CBSX Order Routing Vendor Selection for Stock Linkage.Vivek Beniwal –
CBOE
6819TriggerQtyADVPctStrategy trigger quantity specified as a percentage of ADV.John Shields –
Nomura Securities Co.
6820TriggerQtyNotionalStrategy trigger quantity specified as a notional value in local currency.John Shields –
Nomura Securities Co.
6821TriggerQtyOrderPctStrategy trigger quantity specified as a percentage of the order size.John Shields –
Nomura Securities Co.
6822CounterpartyTraderIDCounter party trader idWei Koek –
TradeWeb
6823TW ReservedWei Koek –
TradeWeb
6824TW ReservedWei Koek –
TradeWeb
6825TW ReservedWei Koek –
TradeWeb
6826TW ReservedWei Koek –
TradeWeb
6827TW ReservedWei Koek –
TradeWeb
6828ManualOrderIndicatorCloneClone of FIX.4.4 tag 1028(ManualOrderIndicator) for use by firms / vendors who are unable to use the official tag.John Prewett –
Lava Trading
6829CustomerDirectedOrderCloneClone of FIX.4.4 tag 1029(CustomerDirectedOrder) for use by firms / vendors who are unable to use the official tag.John Prewett –
Lava Trading
6830ReceivedDeptIDCloneClone of FIX.4.4 tag 1030(ReceivedDeptID) for use by firms / vendors who are unable to use the official tag.John Prewett –
Lava Trading
6831CustOrderHandlingInstCloneClone of FIX.4.4 tag 1031(CustOrderHandlingInst) for use by firms / vendors who are unable to use the official tag.John Prewett –
Lava Trading
6832OrderHandlingInstSourceCloneClone of FIX.4.4 tag 1032(OrderHandlingInstSource) for use by firms / vendors who are unable to use the official tag.John Prewett –
Lava Trading
6833DeskTypeCloneClone of FIX.4.4 tag 1033(DeskType) for use by firms / vendors who are unable to use the official tag.John Prewett –
Lava Trading
6834DeskTypeSourceCloneClone of FIX.4.4 tag 1034(DeskTypeSource) for use by firms / vendors who are unable to use the official tag.John Prewett –
Lava Trading
6835DeskOrderHandlingInstCloneClone of FIX.4.4 tag 1035(DeskOrderHandlingInst) for use by firms / vendors who are unable to use the official tag.John Prewett –
Lava Trading
6836TrdRegTimestampCloneClone 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
6837SISUpdOnlyTransactionGThis 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
6838SISAddlinstructionsG, DSIS Additional InstructionsRoger Douglass –
Broadridge Financial Solutions
6839SISTrailerIndG, DA valid SIS trailer Indicator, Alphanumeric, 1 character lengthRoger Douglass –
Broadridge Financial Solutions
6840SISTrailerG, DTrailer text that can be up to a maximum of 30 charactersRoger Douglass –
Broadridge Financial Solutions
6841SISEnhTrailerG, DEnhanced trailer codes. There can be up to 20 codesRoger Douglass –
Broadridge Financial Solutions
6842SISBopsindG, DBOPS Indicator Valid values:
Y = Make BOPS eligible
N = Is not BOPS eligible
Roger Douglass –
Broadridge Financial Solutions
6843SISVantraTrailer8SIS reply of CNESS floor trailerRoger Douglass –
Broadridge Financial Solutions
6844SISVerifyTerminalDOptional tag on New Order to indicate the Verify Terminal where the order will be send for verification.Roger Douglass –
Broadridge Financial Solutions
6845AllowReversalD,E,F,G,8,9Y,NTao Shen –
Guosen Securities Co.,Ltd
6846AutoPlaceDEAuto place parametersMax Shcherbakov –
Charles River Brokerage
6847TotalNumOfPartsTotal number of parts or entries in QuoteRequest for list trading.Wei Koek –
TradeWeb
6848AutoQuoteD,E,F,G,8,9Y=YES
N=NO
Tao Shen –
Guosen Securities Co.,Ltd
6849PartNumPart number of the entry in QuoteRequest for list trading.Wei Koek –
TradeWeb
6850BuyWeightD,E,F,G,8,9Tao Shen –
Guosen Securities Co.,Ltd
6851SellWeightD,E,F,G,8,9Tao Shen –
Guosen Securities Co.,Ltd
6852ScaleUpLevelD,E,F,G,8,9numericTao Shen –
Guosen Securities Co.,Ltd
6853ScaleDownLevelD,E,F,G,8,9numericTao Shen –
Guosen Securities Co.,Ltd
6854ScaleUpActionD,E,F,G,8,9A = 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
6855ScaleDownActionD,E,F,G,8,91 = None
2 = SlowHalf
3 = SlowOneThird
4 = SlowOneFourth
5 = SlowOneFifth
0 = Pause
Tao Shen –
Guosen Securities Co.,Ltd
6856ChildPriceLevelsD,E,F,G,8,9int, 1-10Tao Shen –
Guosen Securities Co.,Ltd
6857MaxChildVolPctD,E,F,G,8,9participation rate for a child order wrt some benchmark reference volume such as inside quote size,etc.Tao Shen –
Guosen Securities Co.,Ltd
6858RefChildVolD,E,F,G,8,9Reference 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
6859Regulatory RptIDTao Shen –
Guosen Securities Co.,Ltd
6860Regulatory RptDateTao Shen –
Guosen Securities Co.,Ltd
6861SpotTickSizeW, 8Size of Spot TickDmitry Gundorov –
Deutsche Bank
6862SpotPrecisionW, 8Minimum change of Spot PriceDmitry Gundorov –
Deutsche Bank
6863FwdTickSizeW, 8Tick size of Forward points in the denomination of Spot price, so that Outright Price = Spot Price + Fwd Points * Fwd Tick SizeDmitry Gundorov –
Deutsche Bank
6864FwdPrecisionW, 8Minimum change of Forward PointsDmitry Gundorov –
Deutsche Bank
6865AutoProbeD,E,F,G,8,9Y=YES
N=NO
Tao Shen –
Guosen Securities Co.,Ltd
6866AADNew Order SingleAuto-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
6867CancelOnDisconnectAIf 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
6868NoTrdRegTimestampsCloneClone of FIX.4.4 tag 768(NoTrdRegTimestamps) for use by firms / vendors who are unable to use the official tag.John Prewett –
Lava Trading
6869TrdRegTimestampClone of FIX.4.4 tag 769(TrdRegTimestamp) for use by firms / vendors who are unable to use the official tag.John Prewett –
Lava Trading
6870TrdRegTimestampTypeCloneClone of FIX.4.4 tag 770(TrdRegTimestampType) for use by firms / vendors who are unable to use the official tag.John Prewett –
Lava Trading
6871TrdRegTimestampOriginCloneClone of FIX.4.4 tag 771(TrdRegTimestampOrigin) for use by firms / vendors who are unable to use the official tag.John Prewett –
Lava Trading
6872FiduciaryBoolean: Fiduciary Money Deposit. Values:
‘Y’ = Yes Fiduciary Money
{omitted} NOS: apply user preferences. ER: Not Fiduciary Money
Wei Seong Koek –
TradeWeb LLC
6873PosRejectReasonIn 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
6874ProhibitedLocalesOne 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
6875MDCumTradeSizeWIn MD Trade entries cumulative quantity negotiated (Qty)Wei Seong Koek –
TradeWeb LLC
6876MDWorkupStateWIn MD Trade entries. Values: 0 = Private 1 = PublicWei Seong Koek –
TradeWeb LLC
6877MDAvailBuySizeWIn MD Trade entries available buy quantity (Qty)Wei Seong Koek –
TradeWeb LLC
6878MDAvailSellSizeWIn MD Trade entries available sell quantity (Qty)Wei Seong Koek –
TradeWeb LLC
6879CPProgramSame usage as 4.4 CPProgram (875)Wei Seong Koek –
TradeWeb LLC
6880FirmAccountFirm trading account.Chirag Patel –
Tradeweb LLC
6881ManagedBoolean: Flags a managed trading account.Chirag Patel –
Tradeweb LLC
6882PershingOrderReceiptTimeTime the order was received at Pershing.Chirag Patel –
Tradeweb LLC
6883PershingOrderReceiveFromThe person or entity placing the order.Chirag Patel –
Tradeweb LLC
6884OfferTypeOffer type.Chirag Patel –
Tradeweb LLC
6885ExecutionConcessionThe difference between the original dealer price sent on the order and the filled price.Chirag Patel –
Tradeweb LLC
6886ValidSecondsQuote valid time expressed in seconds.Chirag Patel –
Tradeweb LLC
6887DueInSecondsQuote due-in time expressed in seconds.Chirag Patel –
Tradeweb LLC
6888ManagedAccountBoolean. Flags a managed account (DBAB).Chirag Patel –
Tradeweb LLC
6889RelationToBrokerInvestor’s relationship to broker. Required on new issue preferred.Chirag Patel –
Tradeweb LLC
6890StateOfResidenceInvestor’s state of residence: 2-character ISO 3166-2 abbreviation.Chirag Patel –
Tradeweb LLC
6891NASDRegisteredBoolean: Indicates whether investor is registered with NASD.Chirag Patel –
Tradeweb LLC
6892PosQtyPositive or negative position quantity.Chirag Patel –
Tradeweb LLC
6893ProfitPositive or negative profit amount.Chirag Patel –
Tradeweb LLC
6894AvgCostPositive or negative average cost.Chirag Patel –
Tradeweb LLC
6895DaysHeldNumber of days the position was held in the account.Chirag Patel –
Tradeweb LLC
6896SecuritySourceWhere 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
6897NoTWRPositionsNumber of entries in the TWRPositions repeating group.Chirag Patel –
Tradeweb LLC
6898PendingSettlBoolean: Flags that the bond is pending factor reset.Chirag Patel –
Tradeweb LLC
6899OccupationOccupation of investor identified in Account (1). Required on new issue preferred.Chirag Patel –
Tradeweb LLC
6900DealRatioAB, AC, c, dSpread order deal ratio (float).Walter Pitio –
Carlin Financial Group
6901TradeRatioAB, AC, c, dSpread order trading ratio (float).Walter Pitio –
Carlin Financial Group
6902DealCashAB, AC, c, dSpread order deal cash component (Price).Walter Pitio –
Carlin Financial Group
6903SpreadSideAB, ACSpread order side or type (char).Walter Pitio –
Carlin Financial Group
6904SpreadLimitAB, ACBreach spread limit (Price).Walter Pitio –
Carlin Financial Group
6905BenchmarkCurvePoint2DDenote the long float rate period of IRS Dollar Swap Basis Trade.Wei Koek –
TradeWeb
6906MaxHedgeAB, ACControl of maximum allowed pending hedge orders (int).Walter Pitio –
Carlin Financial Group
6907SuppressOatsReportD, 8, G, FPossible 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
6908AggressiveInTheMoneyDDynamically 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
6909DelayResponsibilityAllocationInstruction (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
6910GapLimitAB, ACDelay parameter for routing new limit orders (int).Walter Pitio –
Carlin Financial Group
6911HaltBeforeCloseAB, ACControl to halt spreads before market close (int).Walter Pitio –
Carlin Financial Group
6912PriceSensitivityAB, ACPrice slippage control (char).Walter Pitio –
Carlin Financial Group
6913MarketMarketOnAB, ACMultiple market order enable (char).Walter Pitio –
Carlin Financial Group
6914SpreadRatioAB, ACRatio fo dollar neutral spreads (float).Walter Pitio –
Carlin Financial Group
6915ReHedgeBaseAB, ACRehedge base selection (char).Walter Pitio –
Carlin Financial Group
6916LeadWithAB, ACLead off order selection (char).Walter Pitio –
Carlin Financial Group
6917NotionalAmtTo describe notional amount of Option trade.Wei Koek –
TradeWeb
6918RunHaltAB, ACSpread run control (char).Walter Pitio –
Carlin Financial Group
6919IndexPctyPercentage of the stock in an index.Jochen Mielke de Lima –
BM&FBOVESPA
6920OrderSizeAB, ACDollar neutral order size (Price).Walter Pitio –
Carlin Financial Group
6921LotSizeAB, ACDollar neutral order lot size control (Price).Walter Pitio –
Carlin Financial Group
6922GivePriceAB, ACPrice movement threshold for automatic order cancel (Price).Walter Pitio –
Carlin Financial Group
6923LingerTimeAB, ACOrder cancel delay after un-breach (int).Walter Pitio –
Carlin Financial Group
6924DwellTimeAB, ACUn-breach duration hysteresis control(int).Walter Pitio –
Carlin Financial Group
6925LegRouteAB, ACRouting destination for leg of spread order (char).Walter Pitio –
Carlin Financial Group
6926FlashDurationAB, ACLimit order flash time (int).Walter Pitio –
Carlin Financial Group
6927OrderOptionsAB, ACOptions for spread generated orders (MultipleValueString).Walter Pitio –
Carlin Financial Group
6928CounterPartyIpAddressOptional 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
6929CounterPartyOSIdentifierOptional tag to relay counterparty OS identification (free-format string) for auditing purposes.Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6930ApplicationLogonRspCodeOptional tag that relays information on the result of an application level logon process.Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6931DaysBeforePwdExpirationOptional tag indicating the number of days before a user password expires.Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6932NoReferentialPricesX, WNumber of referential prices (price tunnels) in the referential prices repeating group.Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6933ReferentialPxX, WReferential Price, i.e. the price of a tunnel.Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6934ReferentialPxTypeX, WThe 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
6935SecurityUpdatesSincexOptional 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
6936LanguageBThis 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
6937AssetyString 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
6938SecurityValidityTimestampyUTCTimestamp field, containing the timestamp till which the instrument will be eligible to trade.Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6939PriceBandTypeIndicates the type of price banding (tunnel), e.g. 0 = rejection tunnel, 1 = auction tunnel, etc.Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6940NewsSourceBString containing the news source for the News Message (e.g. “Market surveillance”, “Media department”, “RSS feed”).Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6941MaxBidQtyIndicates the maximum allowable quantity of an individual bid.Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6942MaxOfferQtyIndicates the maximum allowable quantity of an individual offer.Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6943ImbalanceQtyThe imbalance of executed orders of a market participant, in total quantity.Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6944NoFirmsNumber of repeating group instances of brokerage firm identifiers.Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6945MDEntrySizeTypeMarket 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
6946NoInstrumentLimitsConfigIndicates the number of repeating group instances containing pre-trade credit check configuration for an instrument.Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6947EquivalentInstrumentString 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
6948NoEquivalentIxmLimitsConfigNumInGroup which indicates the number of equivalent instrument trading limits configuration repeating group instances.Jochen Mielke de Lima –
Bolsa de Mercadorias & Futuros
6949AcctClassCodeD,Grelfects the account class type on an orderRich Kiehl –
Thomson Financial – TTS
6950SlippageDMaximum price slippage for orders.
(pips)
Kunihiko Saito –
INTERTRADE Co., Ltd.
6951NoContractLimitsConfigIndicates 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
6952SettlText18Settlement Text 1 required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.Murari Cholappadi –
JPMorganChase
6953SettlText28Additional Settle Text required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.Murari Cholappadi –
JPMorganChase
6954TrailerCode18Trailer Code 1Murari Cholappadi –
JPMorganChase
6955TrailerCode28Trailer Code 2Murari Cholappadi –
JPMorganChase
6956TrailerCode38Trailer Code 3Murari Cholappadi –
JPMorganChase
6957SettlPxPrevious day’s settlement price.Oksana Zheliabina –
B2BITS
6958ProductTypeUfProduct type.Oksana Zheliabina –
B2BITS
6959ProductStatusUfProduct status.Oksana Zheliabina –
B2BITS
6960ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6961ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6962ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6963ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6964ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6965ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6966ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6967ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6968ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6969CustomOrderTypeD, GThis is allow order entry system to specify orders for Wofex that are not currently supported by FIX order type mix.Walter Wong –
Wofex, Inc.
6970Trade OriginD,GA text field to indicate the subscriber ID of the Wofex ATS when user sends in an orderWalter Wong –
Wofex, Inc.
6971ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6972ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6973ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6974ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6975ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6976ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6977ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6978ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6979ML ET ReservedRoseate L. Wagner –
Merrill Lynch
6980HSFXTradeTypeStringXiheng Xu –
Knight Capital Group
6981Reserved by DougXiheng Xu –
Knight Capital Group
6982Reserved by DougXiheng Xu –
6983HSFXBrokerageXiheng Xu –
6984HSFXOpenBalanceXiheng Xu –
6985HSFXEffectiveOpenBalanceXiheng Xu –
6986HSFXUnrealizedLockedPLXiheng Xu –
6987HSFXUnrealizedOpenPLXiheng Xu –
6988HSFXRealizedPLXiheng Xu –
6989HSFXAdjustmentAmtXiheng Xu –
6990HSFXWithdrawAmtXiheng Xu –
6991HSFXDepositAmtXiheng Xu –
6992HSFXFinanceAmtXiheng Xu –
6993HSFXInterestXiheng Xu –
6994HSFXCloseBalanceXiheng Xu –
6995HSFXTotalBalanceXiheng Xu –
6996HSFXUnrealizedLockedDayPLXiheng Xu –
6997HSFXCollateralIDXiheng Xu –
6998HSFXUserIDXiheng Xu –
6999OldQtyNew Order SingleMust be equal to the currently remaining quantity and not the original order quantityPriya Sampath –
Changepond Technologies
TagFieldFIX MsgTypesDescriptionCreated by
7000InternalizeD, G, 8Flag 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
7001SettlLocationJCountry 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
7002AgentIDNumberJIdentification number for the Agent.Lisa Linton –
The Depository Trust Company
7003AgentInternalAcctJThe Agent’s internal account number.Lisa Linton –
The Depository Trust Company
7004StepOutReasonCode1JThe 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
7005StepOutReasonCode2JThe 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
7006StepOutReasonCode3JThe 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
7007StepOutTextJFree-form text reason an institution is stepping out of an allocation.Lisa Linton –
The Depository Trust Company
7008CxlAfterMatchingJThis 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
7009MatchedIndicatorJIndicates 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
7010StepInClearingBkrIDJThe entity who will receive or deliver on behalf of the Step-in broker-dealer.Lisa Linton –
The Depository Trust Company
7011StepInClearingAcctJThe step-in broker’s account number at the step-in clearing broker.Lisa Linton –
The Depository Trust Company
7012ExecClearingBkrIDJThe entity who will receive or deliver on behalf of the executing broker.Lisa Linton –
The Depository Trust Company
7013ExecClearingBkrAcctJThe executing broker’s account number at the clearing broker.Lisa Linton –
The Depository Trust Company
7014RecipientRoleJThe 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
7015FidStrategyParameterNevin Patton –
fidessa
7016FidStrategyParameterNevin Patton –
fidessa
7017VolumeIndicatorXType of volume reportedFred Malabre –
CME Group
7018SecuritySubTypeDSame usage as [4.4] SecuritySubType (762) for [4.2]Wei Seong Koek –
TradeWeb LLC
7019DealerTradeIDDDeposit CDs: Dealer’s reference to the trade being rolled or closed.Wei Seong Koek –
TradeWeb LLC
7020ClearingMemberD4.2: Clearing member identifier.Wei Seong Koek –
TradeWeb LLC
7021LegClearingMember4.2: Clearing member identifier for a multi-leg trade.Wei Seong Koek –
TradeWeb LLC
7022AllocClearingMember4.2: Clearing member identifier in an allocation.Wei Seong Koek –
TradeWeb LLC
7023LegAllocClearingMember4.2: Clearing member identifier in an allocation of multileg trade.Wei Seong Koek –
TradeWeb LLC
7024TradeEvent8Supplemental information about a derivative trade.Wei Seong Koek –
TradeWeb LLC
7025EnhancedCxlReATo enable enhanced Cancel Replace behavior for CBOE. Possible values
0 = OFF
1 = ON
Arun Ramachandran –
Chicago Board Options Exchange
7026EndWorkUpExecution ReportIndicates that workup has ended.Michael Merold –
ICAP
7027NoVolRulesSecurity List and DefinitionNumber of volume rules in repeating group.Michael Merold –
ICAP
7028VolRuleTypeSecurity List and DefinitionVolume rule type. Valid values are “NORMAL” and “NIM”.Michael Merold –
ICAP
7029IsLastTradeTrade Capture ReportThe last trade you’ll ever receive (for your last request anyway).Michael Merold –
ICAP
7030FIX reservedDavid Lam –
Standard Chartered Bank
7031FIX reservedDavid Lam –
Standard Chartered Bank
7032FIX reservedDavid Lam –
Standard Chartered Bank
7033FIX reservedDavid Lam –
Standard Chartered Bank
7034FIX reservedDavid Lam –
Standard Chartered Bank
7035FIX reservedDavid Lam –
Standard Chartered Bank
7036FIX reservedDavid Lam –
Standard Chartered Bank
7037FIX reservedDavid Lam –
Standard Chartered Bank
7038FIX reservedDavid Lam –
Standard Chartered Bank
7039FIX reservedDavid Lam –
Standard Chartered Bank
7040FIX reservedDavid Lam –
Standard Chartered Bank
7041FIX reservedDavid Lam –
Standard Chartered Bank
7042FIX reservedDavid Lam –
Standard Chartered Bank
7043FIX reservedDavid Lam –
Standard Chartered Bank
7044FIX reservedDavid Lam –
Standard Chartered Bank
7045FIX reservedDavid Lam –
Standard Chartered Bank
7046TimeSpanStartTimeDavid Lam –
Standard Chartered Bank
7047AllocPositionEffectAE,JAdded this to include Position Effect for each of the Allocations in repeating TradeAllocGroupVenkat rao –
CHICAGO BOARD OPTIONS EXCHANGE
7048Customer IdAE,JThis field is used to represent customer id for CBOE client identification purpose.Indravadan Merai –
CBOE
7049TriggerListD,F,G,8,sUsed 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
7050WorkListD,F,G,8,sUsed 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
7051WorkReferencePriceD,F,G,8,sUsed for GL Tactics. Valid values: 1=Ask; 2=Bid; 3=Last; 4=Mid.Gilles Bui –
GL Trade
7052WorkDoNotExceedReferenceD,F,G,8,sUsed for GL Tactics. Valid value: 1=Market Limit.Gilles Bui –
GL Trade
7053WorkGapPriceD,F,G,8,sUsed for GL Tactics.Gilles Bui –
GL Trade
7054WorkPriceGapTypeD,F,G,8,sUsed for GL Tactics and with Fix Tag 7053. Valid values: 1=Percentage; 2=Tick; 3=Absolute.Gilles Bui –
GL Trade
7055WorkDelayD,F,G,8Work 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
7056WorkSentQty8Indicates the quantity already sent in case of %Volume and TWAP algos. Specific for GL Tactics.Gilles Bui –
GL Trade
7057WorkNbSentWaves8Indicates the number of waves alreday sent in case of algos %Volume and TWAP. Specific to GL Tactics.Gilles Bui –
GL Trade
7058ClearingClCodTypeD,F,G,8GL clearing client code type. Valid values: 1=Client; 5=House.Gilles Bui –
GL Trade
7059ClearingDestD,F,G,8GL Clearing destination.Gilles Bui –
GL Trade
7060MidPointFlagD,G,s,8Flag to identify a midpoint order (specific XETRA). Valid values: 1=Yes; 2=No.Gilles Bui –
GL Trade
7061ClearingOrderID8Indicates the reference of the clearing message.
This reference is given by the exchange
Gilles Bui –
GL Trade
7062ContraCreationDate8Creation Date of a forward contra creation, mandatory for offset order.Gilles Bui –
GL Trade
7063ContraCreationRef8Reference for a forward contra creation, mandatory for offset order.Gilles Bui –
GL Trade
7064PreAllocPctJ,8Percentage of the order quantity in case of a splitted (pre)allocation type message. Used for GL OMS.Gilles Bui –
GL Trade
7065Quoting DurationRQuoting 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
7066Reserved*Sheetal Chainraj –
Bloomberg L.P
7067Reserved*Sheetal Chainraj –
Bloomberg L.P
7068Reserved*Sheetal Chainraj –
Bloomberg L.P
7069Reserved*Sheetal Chainraj –
Bloomberg L.P
7070RefSpotDateRDefines 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
7071ProductTypeR, S, AG, Z, D, 8Defines 360T specific product type.Sven Stolz –
360T
7072DayCountR,DDefines day count convention for Money Market requestsSven Stolz –
360T
7073FiduciaryR, DFlag indicating whether a deposit request is intended to be a fiduciary investmentSven Stolz –
360T
7074IsInCompetitionR360T sends this optional flag to indicate whether the market maker is in competition with others in a specific RFQ.Sven Stolz –
360T
7075360T reservedSven Stolz –
360T
7076360T reservedSven Stolz –
360T
7077360T reservedSven Stolz –
360T
7078360T reservedSven Stolz –
360T
7079360T reservedSven Stolz –
360T
7080PrevDeskOrderIDD, 8Field to map an order to the order version at a previous internal desk.Daniel Pense –
Raptor Trading Systems
7081OrderContainerIDD, 8Field to tie version of orders at various desks together.Daniel Pense –
Raptor Trading Systems
7082LastSaleD, 8Field to show the previous sale.Daniel Pense –
Raptor Trading Systems
7083SrcOfExecutionD, 8To identify an execution’s system source.Daniel Pense –
Raptor Trading Systems
7084SUFICapacityD, 8To identify a capacity.Daniel Pense –
Raptor Trading Systems
7085TraderNameD, 8To identify a system login.Daniel Pense –
Raptor Trading Systems
7086RoundLotInstrumentSecurity List and DefinitionUsed to associate given odd lot instrument with its associated round lot instrument. Field contains symbol of round lot instrument.Michael Merold –
ICAP
7087OddLotInstrumentSecurity List and DefinitionUsed to associate an odd lot instrument with a given round lot instrument. Field contains symbol of odd lot instrument.Michael Merold –
ICAP
7088NetPresentValue8Net present value of derivative contract.Wei Koek –
TradeWeb
7089Price1D, G, 8Price Tier 1Ronen Goldstein –
RBC Capital Markets
7090Price2D, G, 8Price Tier 2Ronen Goldstein –
RBC Capital Markets
7091Price3D, G, 8Price Tier 3Ronen Goldstein –
RBC Capital Markets
7092Price4D, G, 8Price Tier 4Ronen Goldstein –
RBC Capital Markets
7093Price5D, G, 8Price Tier 5Ronen Goldstein –
RBC Capital Markets
7094ParticipationRate1D, G, 8Participation Rate 1Ronen Goldstein –
RBC Capital Markets
7095ParticipationRate2D, G, 8Participation Rate 2Ronen Goldstein –
RBC Capital Markets
7096ParticipationRate3D, G, 8Participation Rate 3Ronen Goldstein –
RBC Capital Markets
7097ParticipationRate4D, G, 8Participation Rate 4Ronen Goldstein –
RBC Capital Markets
7098ParticipationRate5D, G, 8Participation Rate 5Ronen Goldstein –
RBC Capital Markets
7099ParticipationRate6D, G, 8Participation Rate 6Ronen Goldstein –
RBC Capital Markets
7100TW Equities ReservedWei Koek –
TradeWeb
7101AllocationAcctPThe internal account number used by the Institution to identify the client
data type: char
Lisa Linton –
The Depository Trust Company
7102DTCCMatchedIndicatorPIndicates 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
7103ConfirmTypePIndicates the type of confirmation transaction.
Valid Values: 1 = New Confirmation, 3 = Cancellation, 4 = Resubmission, 6 = Affirm/Confirm reversal
Lisa Linton –
The Depository Trust Company
7104ConfirmCancCorrPIndicates whether an Advice of Correction/Cancellation has been received from the Institution.
Valid Values: Y = Yes, N = No
Lisa Linton –
The Depository Trust Company
7105CancAftAckPIndicates 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
7106DisaffirmIndPIndicates whether the trade was disaffirmed by the prime broker.
Valid values: Y = Yes, N= No
Lisa Linton –
The Depository Trust Company
7107MatchingVariancePThe 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
7108VarianceDirectionPThe 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
7109AffirmationIndicatorPIndicates 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
7110FidStrategyParameterGraham Pearce –
royalblue
7111FidStrategyParameterGraham Pearce –
royalblue
7112FidStrategyParameterGraham Pearce –
royalblue
7113FidStrategyParameterGraham Pearce –
royalblue
7114FidStrategyParameterGraham Pearce –
royalblue
7115FidStrategyParameterGraham Pearce –
royalblue
7116FidStrategyParameterGraham Pearce –
royalblue
7117FidStrategyParameterGraham Pearce –
royalblue
7118FidStrategyParameterGraham Pearce –
royalblue
7119FidStrategyParameterGraham Pearce –
royalblue
7120FidStrategyParameterGraham Pearce –
royalblue
7121FidStrategyParameterGraham Pearce –
royalblue
7122FidStrategyParameterGraham Pearce –
royalblue
7123FidStrategyParameterGraham Pearce –
royalblue
7124FidStrategyParameterGraham Pearce –
royalblue
7125FidStrategyParameterGraham Pearce –
royalblue
7126FidStrategyParameterGraham Pearce –
royalblue
7127FidStrategyParameterGraham Pearce –
royalblue
7128FidStrategyParameterGraham Pearce –
royalblue
7129FidStrategyParameterGraham Pearce –
royalblue
7130FidStrategyParameterGraham Pearce –
royalblue
7131FidStrategyParameterGraham Pearce –
royalblue
7132FidStrategyParameterGraham Pearce –
royalblue
7133FidStrategyParameterGraham Pearce –
royalblue
7134FidStrategyParameterGraham Pearce –
royalblue
7135FidStrategyParameterGraham Pearce –
royalblue
7136FidStrategyParameterGraham Pearce –
royalblue
7137FidStrategyParameterGraham Pearce –
royalblue
7138FidStrategyParameterGraham Pearce –
royalblue
7139FidStrategyParameterGraham Pearce –
royalblue
7140FidStrategyParameterGraham Pearce –
royalblue
7141FidStrategyParameterGraham Pearce –
royalblue
7142FidStrategyParameterGraham Pearce –
royalblue
7143FidStrategyParameterGraham Pearce –
royalblue
7144FidStrategyParameterGraham Pearce –
royalblue
7145FidStrategyParameterGraham Pearce –
royalblue
7146FidStrategyParameterGraham Pearce –
royalblue
7147FidStrategyParameterGraham Pearce –
royalblue
7148FidStrategyParameterGraham Pearce –
royalblue
7149FidStrategyParameterGraham Pearce –
royalblue
7150FidStrategyParameterGraham Pearce –
royalblue
7151FidStrategyParameterGraham Pearce –
royalblue
7152FidStrategyParameterGraham Pearce –
royalblue
7153FidStrategyParameterGraham Pearce –
royalblue
7154FidStrategyParameterGraham Pearce –
royalblue
7155FidStrategyParameterGraham Pearce –
royalblue
7156FidStrategyParameterGraham Pearce –
royalblue
7157FidStrategyParameterGraham Pearce –
royalblue
7158FidStrategyParameterGraham Pearce –
royalblue
7159FidStrategyParameterGraham Pearce –
royalblue
7160RejectStatusTrade Capture ReportIndicates whether the trade has been confirmed by the traderMichael Merold –
ICAP
7161PartyRoleTrade Capture Report100 – Contra Account (Clearing)
101 – Owner
102 – Contra Owner
Michael Merold –
ICAP
7162CommisionValueTrade Capture ReportCommission – Dollar Value for the tradeMichael Merold –
ICAP
7163CommissionTypeTrade Capture Report103 – 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
7164AdjustedConsiderationTrade Capture ReportCommission Adjusted ConsiderationMichael Merold –
ICAP
7165CommissionAdjLastPxTrade Capture ReportCommission Adjusted PriceMichael Merold –
ICAP
7166DirtyPriceTrade Capture ReportDirty priceMichael Merold –
ICAP
7167SummaryStatusTrade Capture ReportTradeCaptureReport Summary at end of Work-Up or Repo AuctionMichael Merold –
ICAP
7168BinaryReportingTrade Capture ReportBinary execution method applies to reported trade.Michael Merold –
ICAP
7169ConsiderationTrade Capture ReportConsideration for financial dealMichael Merold –
ICAP
7170TradeErrorTrade Capture ReportSpecifies trade error reasonMichael Merold –
ICAP
7171TradeSequenceTrade Capture ReportSequence number of the tradeMichael Merold –
ICAP
7172ETCMarketIDTrade Capture ReportETC Market IDMichael Merold –
ICAP
7173TradeRequestTypeTrade Capture Report Request110 – Trades within the specified start and end trade sequenceMichael Merold –
ICAP
7174StartTradeSequenceTrade Capture Report RequestStart Trade SequenceMichael Merold –
ICAP
7175EndTradeSequenceTrade Capture Report RequestEnd Trade SequenceMichael Merold –
ICAP
7176MarketIDSecurity ListMarket Id where security is tradedMichael Merold –
ICAP
7177SymbolSecurity ListSymbol for securityMichael Merold –
ICAP
7178ProductSecurity ListProduct grouping for security.Michael Merold –
ICAP
7179SecurityTypeSecurity ListSecurity type specifierMichael Merold –
ICAP
7180NoDisplayGroupEntriesSecurity ListSpecifies the number of display groups sent in the repeating block of the logon messageMichael Merold –
ICAP
7181DisplayGroupSecurity ListSpecifies the name of the display groupMichael Merold –
ICAP
7182NoTBAGroupEntriesSecurity ListSpecifies the number of TBA instrument groups sent in the repeating block of the logon messageMichael Merold –
ICAP
7183TBAGroupSecurity ListSpecifies the name of the TBA group.Michael Merold –
ICAP
7184SecurityListResponseTypeSecurity ListIndicates the type of response sent via the Security List messageMichael Merold –
ICAP
7185TradeInfoIDMarket Data SnapshotSpecifies the Trade information identifier. This identifier can be used by the client request for resends of trade information within the trading dayMichael Merold –
ICAP
7186TradeInfoRequestIDMarket Data RequestClient specified unique identifier when requesting for past trade informationMichael Merold –
ICAP
7187NoBookStatusEntriesMarket Data SnapshotNumber of book status entries sent in the repeating blockMichael Merold –
ICAP
7188BookStatusMarket Data SnapshotIndicates the status of the order bookMichael Merold –
ICAP
7189WorkUpPhaseMarket Data SnapshotIndicates if the work up session is in private phase or public phaseMichael Merold –
ICAP
7190BookStatusApplicableSideMarket Data SnapshotIndicates to which side the BookStatus field is applicableMichael Merold –
ICAP
7191OwnershipMarket Data SnapshotSpecifies the owner of the work up private phaseMichael Merold –
ICAP
7192MDPriceUpdateTypeMarket Data SnapshotIndicates the price update typeMichael Merold –
ICAP
7193ActionSecurity ListSpecifies the action to be taken on the symbol provided
0 = Add
1 = Change
2 = Remove
Michael Merold –
ICAP
7194NewRankSecurity ListSpecifies the new rank of the securityMichael Merold –
ICAP
7195PreviousRankSecurity ListSpecifies the previous rank of the securityMichael Merold –
ICAP
7196TBAMonthSecurity ListIndicates if the TBA instrument is back month or front monthMichael Merold –
ICAP
7197TradeHistoryFlagMarket Data SnapshotIndicates the trade information history data is included in messageMichael Merold –
ICAP
7198MDEntryTypeMarket 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
7199SecurityListRequestSecurity List Request= 100 – Display group names
= 101 – TBA group names
= 102 – Display group content
= 103 – TBA group content
Michael Merold –
ICAP
7200AccountSellAccountSellAccount of the Sell Side of a Cross.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7201AccountTypeAccountTypeAccount Type of the Order.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7202AccountTypeSellAccountTypeSellAccount 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
7203ProgramTradeProgramTradeDesignates order as part of a program trade.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7204BasketTradeBasketTradeDesignates order as part of a basket trade.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7205InternalCrossInternalCrossDesignates order as an Internal Cross.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7206OrderIDSellOrderIDSellOrderID of the Sell Side of a Cross.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7207MGF_CandidateMGF_CandidateDefines 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
7208JitneyJitneyDesignates order as a Jitney.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7209ShortExemptShortExemptDesignates order as being Short Exempt.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7210CDNExchangeIDCDNExchangeIDCanadian Exchange ID of the order.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7211UserMessageIdUserMessageIdUser Message ID of the message.
Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut –
Integrated Transaction Systems Ltd
7212AnonymousAnonymousOrder is marked as Anonymous. Used to support message translation between FIX-STAMP for Canadian Equities.Stephen Plut –
Integrated Transaction Systems Ltd
7213RegulationIdRegulationIdOrder RegulationID. Used to support message translation between FIX-STAMP for Canadian Equities.Stephen Plut –
Integrated Transaction Systems Ltd
7214RegulationIdSellRegulationIdSellRegulationID 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
7215TransferRejReasonExecution ReportReason for reject of order transfer requestMichael Merold –
ICAP
7216MDHiddenSizeMarket Data SnapshotHidden size in market data update and snapshotMichael Merold –
ICAP
7217MDGatewayIDsSecurity ListIndicates gateways that provide market data for given display groupMichael Merold –
ICAP
7218NoDPFormatTagsSecurity List and DefinitionNumber of price formats for given securityMichael Merold –
ICAP
7219DPFormatTagSecurity List and DefinitionPrice formats applicable to securityMichael Merold –
ICAP
7220PortfolioNamePortfolioNameAssigned the PortfolioName to an order. Used to support message translation between FIX-STAMP for Canadian Equities.Stephen Plut –
Integrated Transaction Systems Ltd
7221SettlementTermsSettlementTermsProvides the required Settlement Terms for the order. Used to support message translation between FIX-STAMP for Canadian Equities.Stephen Plut –
Integrated Transaction Systems Ltd
7222ItemNumberItemNumberSpecialTerms 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
7223HSFXTradeviewIterationsXiheng Xu –
Knight Capital Group
7224HSFXTradeviewChaseXiheng Xu –
Knight Capital Group
7225HSFXQuoteLayerSType: integer in [1, n]
Used in Streaming Quotes
Xiheng Xu –
Knight Capital Group
7226HSFXTradeStatus8Xiheng Xu –
Knight Capital Group
7227Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7228Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7229Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7230Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7231Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7232Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7233Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7234Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7235Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7236Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7237Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7238Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7239Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7240Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7241Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7242Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7243Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7244Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7245Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7246Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7247Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7248Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7249Reserved for Hotspot FXXiheng Xu –
Knight Capital Group
7250TenorCodeR,S,D,8Indicates 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
7251LegTenorCodeR,S,D,8Tenor 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
7252LegMinBidSizeSThe minimum bid amount for this leg (used in multileg quotes). cf tag 647 MinBidSizeJohn Gill –
Standard Chartered Bank
7253LegBidSizeSThe maximum bid amount for this leg (used in multileg quotes). cf tag 134 BidSizeJohn Gill –
Standard Chartered Bank
7254LegMinOfferSizeSThe minimum offer amount for this leg (used in multileg quotes) cf tag 648 MinOfferSizeJohn Gill –
Standard Chartered Bank
7255LegOfferSizeSThe maximum offer amount for this leg (used in multileg quotes) cf tag 135 OfferSizeJohn Gill –
Standard Chartered Bank
7256SCB_FIX_ParameterJohn Gill –
Standard Chartered Bank
7257SCB_FIX_ParameterJohn Gill –
Standard Chartered Bank
7258SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7259SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7260SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7261SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7262SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7263SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7264SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7265SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7266SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7267SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7268SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7269SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7270SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7271SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7272SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7273SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7274SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7275SCB_FIX_ParamaterJohn Gill –
Standard Chartered Bank
7276ManageabilityNew Order – SingleIndicates if the order is a managed order or a leave orderMichael Merold –
ICAP
7277QuoteRepIDQuote Status ReportUnique identifier for a quote status report generated by the systemMichael Merold –
ICAP
7278OrdActiveStatusNew Order – SingleAllows the client to submit inactive orders and to inactivate/activate live orders.Michael Merold –
ICAP
7279OTFQtyNew Order – SingleSpecifies the On The Follow quantity for managed orders.Michael Merold –
ICAP
7280ADOSANew Order – SingleEnable or disable ADOSA qualifier.Michael Merold –
ICAP
7281PROSANew Order – SingleEnable or disable PROSA qualifierMichael Merold –
ICAP
7282FaFNew Order – SingleEnable Fill and Follow qualifier.Michael Merold –
ICAP
7283TransferIDOrder TransferSpecifies the unique identifier assigned by the server to a transfer requestMichael Merold –
ICAP
7284TransferActionOrder Transfer RequestAllows client to request, accept or reject the order transferMichael Merold –
ICAP
7285TransferReasonOrder Transfer RequestClient can specify the reason for the order transferMichael Merold –
ICAP
7286ValueExecution ReportUsed to specify the quoted value for discount rate traded instrumentsMichael Merold –
ICAP
7287ExecutedPriceExecution ReportSpecifies the executed priceMichael Merold –
ICAP
7288ExecutedYieldExecution ReportSpecifies the executed yieldMichael Merold –
ICAP
7289WorkUpExecQtyExecution ReportStates the executed quantity during a single work up session. Reset to zero on work up terminationMichael Merold –
ICAP
7290AllocatedQtyExecution ReportStates the quantity allocated for orders that are if/when cleared.Michael Merold –
ICAP
7291NegotiationPhaseQuote Status ReportStates the private/public phase of the NIM sessionMichael Merold –
ICAP
7292TransferStatusOrder TransferIndicates if the transfer was initiated or if the transfer time has expiredMichael Merold –
ICAP
7293QuoteTypeQuote= 100 – Hit/Lift
= 101 – Pass (Reject)
Enumeration allows the NIM initiator to accept or reject the counter NIM
Michael Merold –
ICAP
7294QuoteStatusQuote Status Report= 100 – Counter
= 101 – Pass (Reject)
Enumeration is used to inform the NIM participant the NIM was countered
Michael Merold –
ICAP
7295MassCancelRequestTypeOrder 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
7296MassStatusReqTypeOrder 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
7297PartyRoleNew 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
7298OrgTrdMatchIDTrade Capture ReportOriginal unique identifier assigned to a trade by the matching system.Michael Merold –
ICAP
7299TrdCptRepResultTrade Capture ReportResult of Trade Capture Report sent to the clientMichael Merold –
ICAP
7300OrderSourceNew Order – Single, Execution Report, Order Cancel/Replace Request0 – 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
7301PricePegTypeNew Order SingleRequired 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
7302BofA Algo ParamBen Liu –
Bank of America
7303BofA Algo ParamBen Liu –
Bank of America
7304BofA Algo ParamBen Liu –
Bank of America
7305BofA Algo ParamBen Liu –
Bank of America
7306BofA Algo ParamBen Liu –
Bank of America
7307BofA Algo ParamBen Liu –
Bank of America
7308BofA Algo ParamBen Liu –
Bank of America
7309BofA Algo ParamBen Liu –
Bank of America
7310Algo ParamBen Liu –
Bank of America
7311Algo ParamBen Liu –
Bank of America
7312Algo ParamBen Liu –
Bank of America
7313Algo ParamBen Liu –
Bank of America
7314Algo ParamBen Liu –
Bank of America
7315Algo ParamBen Liu –
Bank of America
7316Algo ParamBen Liu –
Bank of America
7317Algo ParamBen Liu –
Bank of America
7318Algo ParamBen Liu –
Bank of America
7319Algo ParamBen Liu –
Bank of America
7320Algo ParamBen Liu –
Bank of America
7321Algo ParamBen Liu –
Bank of America
7322OfficeCodeStringRepresents the office codeP Basu –
7323TradingSystemIdStringTrading System Id used for identifying the trading system.Rishikesh Chaudhari –
7324PositionIdStringUsed to specify PositionId for APEX trading systemGaurav Karhadkar –
7325OmgeoIMVersionOfTradeSideThis 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
7326OmgeoEBVersionOfTradeSideThis 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
7327OmgeoBySideCompleteIndicatorThis 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
7328BlockErrorParamFlagThis 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.
7329AllocConfirmErrorParamFlagThis 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.
7330OmgeoOmnibusExpectedJ, ASFlag/Indicator which indicates that the client would be submitting an omnibus allocation for the given block trade.DEBASHIS DAS –
Omgeo LLC.
7331OmgeoPoolReferenceJ, ASThis is the common Pool Reference Number which links the Omnibus allocation with its dependents.DEBASHIS DAS –
Omgeo LLC.
7332OmgeoTotSettlInstructionNumASThis 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.
7333OmgeoCurrSettlInstructionNumASThis corresponds to the Current Settlement Instruction Number for a Dependent/Omnibus Allocation. This field corresponds to the SWIFT SETT code.DEBASHIS DAS –
Omgeo LLC.
7334OmgeoBlockSettlementIndicatorASFlag/Indicator (Y – only) which specifies whether a given allocation was eligible for Block Settlement.DEBASHIS DAS –
Omgeo LLC.
7335NIMLotSizeSecurity List and DefinitionIncremental order quantity of a NIM-enabled securityMichael Merold –
ICAP
7336NIMMinimumSizeSecurity List and DefinitionMinimum order quantity of a NIM-enabled securityMichael Merold –
ICAP
7337AccruedDaysNumber of days accruedWei Koek –
TradeWeb
7338IssuerLongNameIOIFull name of the issuerWei Koek –
TradeWeb
7339TW ReservedWei Koek –
TradeWeb
7340OmgeoNoErrorParameterAR, AQ, j, AEOmgeo 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.
7341OmgeoNoIndividualErrorParameterAU, j, AE,ATOmgeo 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.
7342OmgeoErrorParamValueAR, AQ, j, AEOmgeo 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.
7343OmgeoIndividualErrorParamValueAU, j, AE,ATOmgeo 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.
7344OmgeoPremiumAmountJ, AS, AEOmgeo 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.
7345OmgeoInitialMarginTypeCodeJ, AS, AEOmgeo CTM FIX Interface specific field. This field defines the Initial Margin Type.DEBASHIS DAS –
Omgeo LLC.
7346OmgeoInitialMarginAmountJ, AS, AEOmgeo CTM FIX Interface specific field. This field indicates the Initial Margin Amount.DEBASHIS DAS –
Omgeo LLC.
7347OmgeoNoSecurityTypeGroupsADOmgeo CTM FIX Interface specific field. This field denotes the Number of OmgeoSecurityTypeGroup.DEBASHIS DAS –
Omgeo LLC.
7348OmgeoSecurityTypeGroupAD, AE, J, ASOmgeo CTM FIX Interface specific field. This field is used to denote the SecurityTypeGroup (Asset Class).DEBASHIS DAS –
Omgeo LLC.
7349OmgeoTypeOfPriceIndicatorJ, AS, AEOmgeo CTM FIX Interface specific field. Used to denote the Price type. Possible values are: AVER – Average, EXEC – Execution.DEBASHIS DAS –
Omgeo LLC.
7350OmgeoNoBlockChargesOrTaxesJNumber of repeating groups of Charge or Tax types at the Block level.DEBASHIS DAS –
Omgeo LLC.
7351OmgeoBlockChargesOrTaxesTypeJField identifying the Block level Charge or Tax type.DEBASHIS DAS –
Omgeo LLC.
7352OmgeoBlockChargesOrTaxesCurrencyJCurrency associated with the Block level Charge or Tax type.DEBASHIS DAS –
Omgeo LLC.
7353OmgeoBlockChargesOrTaxesAmountJAmount associated with the Block level Charge or Tax type.DEBASHIS DAS –
Omgeo LLC.
7354OmgeoMarkupMarkdownAS, AKAmount of MarkUp/MarkDownDEBASHIS DAS –
Omgeo LLC.
7355OmgeoBrokerRestrictionsASIndicates 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.
7356OmgeoNoRegMembershipsAS, AKNumber of repeating groups of Regulatory Membership.DEBASHIS DAS –
Omgeo LLC.
7357OmgeoBrokerRegMembershipAS, AKEnumeration for Regulatory Memberships: 1=SIPC, 2=FINRA.DEBASHIS DAS –
Omgeo LLC.
7358OmgeoNoDisclosuresAS, AKNumber of repeating groups of 10b-10 Disclosure Statement.DEBASHIS DAS –
Omgeo LLC.
7359OmgeoDisclosureTypeAS, AKEnumeration for 10b-10 Disclosure Statement :
1 = Other Remuneration, 2 = Odd Lot, 3 = Order Flow, 4 = Redemption, 5 = Asset backed.
DEBASHIS DAS –
Omgeo LLC.
7360OmgeoDisclosureIndicatorAS, AKIndicator (Y/N) for certain Disclosures namely Other Remuneration, Odd Lot Differential and Asset Backed.DEBASHIS DAS –
Omgeo LLC.
7361OmgeoDisclosureStatementAS, AK10b-10 field to capture the Disclosure/Disclaimer statement.DEBASHIS DAS –
Omgeo LLC.
7362OmgeoBrokerCapacityASBroker Capacity on a trade.DEBASHIS DAS –
Omgeo LLC.
7363OmgeoErrorFIXTagAR, AQ, j, AEFIX Tag which was cause of error at the Block level.DEBASHIS DAS –
Omgeo LLC.
7364OmgeoIndividualErrorFIXTagAU, j, AEFIX Tag which was cause of error at the confirm level.DEBASHIS DAS –
Omgeo LLC.
7365OmgeoAlertSettlementModelNameAS, AKThe ALERT Settlement Model Name used for ALERT settlement instruction lookup.DEBASHIS DAS –
Omgeo LLC.
7366OmgeoContinuationStringAD, AQ, AEIndicator to get more records when querying. Valid Values: Y/N.DEBASHIS DAS –
Omgeo LLC.
7367OmgeoMinLastUpdateDateTimeADUsed for querying to get all details from last time the query was executed.DEBASHIS DAS –
Omgeo LLC.
7368OmgeoMoreFlagAQ, AEIndicates in the query response if there are additional records when querying. Valid Values: Y/N.DEBASHIS DAS –
Omgeo LLC.
7369OmgeoGoodThroughDateTimeAQ, AEUsed to indicate on a query response all records retrieved till a certain time when the response was returned.DEBASHIS DAS –
Omgeo LLC.
7370OmgeoTLVersionOfTradeComponentJ, AEIndicates the version number of a Block trade.DEBASHIS DAS –
Omgeo LLC.
7371OmgeoTDVersionOfTradeComponentJ, AS, AEIndicates the version number of a Confirm Trade.DEBASHIS DAS –
Omgeo LLC.
7372OmgeoTLISITCRejectReasonCodeP, AR, J, AEISITC Reject Reason Code while rejecting a Block trade.DEBASHIS DAS –
Omgeo LLC.
7373OmgeoTLRejectDateTimeJ, AEDateTime at which the Block trade is rejected.DEBASHIS DAS –
Omgeo LLC.
7374OmgeoTDISITCRejectReasonCodeJ, AEISITC Reject Reason Code while rejecting a Confirm trade.DEBASHIS DAS –
Omgeo LLC.
7375OmgeoTDRejectDateTimeJ, AEDateTime at which the Confirmation trade is rejected.DEBASHIS DAS –
Omgeo LLC.
7376OmgeoTLErrorSeverityAESeverity of the Asynchronous Error for the Broker’s Block trade. Valid values are: INFO, WARN and FATL.DEBASHIS DAS –
Omgeo LLC.
7377OmgeoTLErrorStatusAEStatus of Asynchronous Error for the Broker’s Block. Valid values are: OPEN (Open) and CLSD (Closed).DEBASHIS DAS –
Omgeo LLC.
7378OmgeoTDErrorSeverityAESeverity of the Asynchronous Error for the Broker’s Confirmation trade. Valid values are: INFO, WARN and FATL.DEBASHIS DAS –
Omgeo LLC.
7379OmgeoTDErrorStatusAEStatus of Asynchronous Error for the Broker’s Confirmation trade. Valid values are: OPEN (Open) and CLSD (Closed).DEBASHIS DAS –
Omgeo LLC.
7380OmgeoNoFieldComparisonsAENumber of repeating groups of Block level Field Comparisons.DEBASHIS DAS –
Omgeo LLC.
7381OmgeoTLInstructingPartyValueAEInvestment Manager’s value of the Block level L2 Matching field.DEBASHIS DAS –
Omgeo LLC.
7382OmgeoTLExecutingBrokerValueAEMatch status of the Block level L2 matching field.DEBASHIS DAS –
Omgeo LLC.
7383OmgeoTLFieldLevelMatchStatusAEMatch status of the Block level L2 matching field.DEBASHIS DAS –
Omgeo LLC.
7384OmgeoTLFieldLevelL2MatchRuleAEInvestment Manager set matching rule of the Block level L2 matching field.DEBASHIS DAS –
Omgeo LLC.
7385OmgeoTDInstructingPartyValueAEInvestment Manager’s value of the Allocation level L2 matching field.DEBASHIS DAS –
Omgeo LLC.
7386OmgeoTDExecutingBrokerValueAEExecuting Broker’s value of the Confirmation level L2 Matching field.DEBASHIS DAS –
Omgeo LLC.
7387OmgeoTDFieldLevelMatchStatusAEMatch status of the Confirmation level L2 Matching field.DEBASHIS DAS –
Omgeo LLC.
7388OmgeoTDFieldLevelL2MatchRuleAEInvestment Manager set matching rule of the Allocation/Confirmation level L2 Matching field.DEBASHIS DAS –
Omgeo LLC.
7389OmgeoTDMatchStatusJ, P, AEMatch Status of the Confirmation/Allocation trade.DEBASHIS DAS –
Omgeo LLC.
7390OmgeoNoIndividualFieldComparisonAENumber of repeating groups of Confirmation level Field Comparisons.DEBASHIS DAS –
Omgeo LLC.
7391OmgeoCounterpartyTradeSideIDP, AR, AK, AEOmgeo CTM assigned Counterparty Tradeside ID.DEBASHIS DAS –
Omgeo LLC.
7392OmgeoTLRejectTextJ, AEOmgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Block level.DEBASHIS DAS –
Omgeo LLC.
7393OmgeoTDRejectTextJ, AEOmgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Confirmation level.DEBASHIS DAS –
Omgeo LLC.
7394OmgeoTDCancelTextJ, AEOmgeo CTM FIX interface specific field. This would have any Cancel Reason Text at the Confirmation level.DEBASHIS DAS –
Omgeo LLC.
7395OmgeoConfirmCommissionReasonAS, AKOmgeo CTM FIX interface specific field. Omgeo Commission Reason Code at the Confirmation level.DEBASHIS DAS –
Omgeo LLC.
7396OmgeoConfirmCommissionTypeAS, AKOmgeo CTM FIX interface specific field. Omgeo Commission type at the Confirmation level.DEBASHIS DAS –
Omgeo LLC.
7397OmgeoTradeAgreementMethodJ, AS, AEOmgeo CTM FIX Interface specific field. Used to denote the Trade agreement method. Possible values: ELEC – electronic, VOIC – voice.DEBASHIS DAS –
Omgeo LLC.
7398OmgeoAllSecurityTypeGroupsADOmgeo CTM FIX Interface specific field. Used in the query message to query for ALL asset classes (Security Type Groups). Value: Boolean – Y/NDEBASHIS DAS –
Omgeo LLC.
7399OmgeoAlternateCurrencyJ, ASOmgeo 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.
7400StratStartTimeD, E, F, G, 8hh:mmSimon Cornwell –
Citigroup Global Markets Ltd
7401StratEndTimeD, E, F, G, 8hh:mmSimon Cornwell –
Citigroup Global Markets Ltd
7402VwapPercentD, E, F, G, 80-100 (max 2dp)Simon Cornwell –
Citigroup Global Markets Ltd
7403MinPctVolD, E, F, G, 80-100 (max 2dp)Simon Cornwell –
Citigroup Global Markets Ltd
7404MaxPctVolD, E, F, G, 80-100 (max 2dp)Simon Cornwell –
Citigroup Global Markets Ltd
7405PrcLmtBenD,E,F,G,8(Char) – valid product codeSimon Cornwell –
Citigroup Global Markets Ltd
7406PrcLmtTolD, E, F, G, 80-100 (max 2dp)Simon Cornwell –
Citigroup Global Markets Ltd
7407SectorLmtTolD, E, F, G, 80-100 (max 2dp)Simon Cornwell –
Citigroup Global Markets Ltd
7408IndexLmtD, E, F, G, 80-100 (max 2dp)Simon Cornwell –
Citigroup Global Markets Ltd
7409CatchUpD, E, F, G, 8charSimon Cornwell –
Citigroup Global Markets Ltd
7410TradingStyleD, E, F, G, 8intSimon Cornwell –
Citigroup Global Markets Ltd
7411SmartStrategyD, E, F, G, 8char – valid product codeSimon Cornwell –
Citigroup Global Markets Ltd
7412MaxChildVolD, E, F, G, 8Int>=0Simon Cornwell –
Citigroup Global Markets Ltd
7413DurationD,E, F, G, 8IntSimon Cornwell –
Citigroup Global Markets Ltd
7414TW Equities ReservedWei Koek –
TradeWeb
7415MaxAuctionD, E, F, G, 80-100 (max 2dpSimon Cornwell –
Citigroup Global Markets Ltd
7416CloseStratD, E, F, G, 8char – valid product codeSimon Cornwell –
Citigroup Global Markets Ltd
7417TargetPartAuctionD, E, F, G, 80-100 (max 2dp)Simon Cornwell –
Citigroup Global Markets Ltd
7418DurationD, E, F, G, 8Integer 15-510Simon Cornwell –
Citigroup Global Markets Ltd
7419TwapBucketsD, E, F, G, 8Integer 1-102Simon Cornwell –
Citigroup Global Markets Ltd
7420TradingStyleD, E, F, G, 8char – valid product codeSimon Cornwell –
Citigroup Global Markets Ltd
7421StockBasketLimitD, E, F, G, 8Integer 0-100Simon Cornwell –
Citigroup Global Markets Ltd
7422IndexLMTBenchar, valid product codeSimon Cornwell –
Citigroup Global Markets Ltd
7423OpenCloseFlagchar, valid product codeSimon Cornwell –
Citigroup Global Markets Ltd
7424CompletionLimitD E F G 8.Simon Cornwell –
Citigroup Global Markets Ltd
7425OpportunisticVolD E F G 8.Simon Cornwell –
Citigroup Global Markets Ltd
7426MomentumFactorD E F G 8.Simon Cornwell –
Citigroup Global Markets Ltd
7427RiskAversionD E F G 8.Simon Cornwell –
Citigroup Global Markets Ltd
7428ExpectedAlphaD E F G 8.Simon Cornwell –
Citigroup Global Markets Ltd
7429CatchUpStopD E F G 8.Simon Cornwell –
Citigroup Global Markets Ltd
7430LimitvLastD E F G 8.Simon Cornwell –
Citigroup Global Markets Ltd
7431VolProfSkewD E F G 8as per specSimon Cornwell –
Citigroup Global Markets Ltd
7432OneDayOnlyAs per SpecSimon Cornwell –
Citigroup Global Markets Ltd
7433OverrideValidationAs per SpecSimon Cornwell –
Citigroup Global Markets Ltd
7434NIMEnabledSecurity List and DefinitionIndicates negotiate in the middle is enabled for securityMichael Merold –
ICAP
7435Post ExchangeOptionsMark Chazen –
Citigroup Global Markets Inc.
7436LegRankvariousSupport correct ranking of leg instruments within a synthetic.Michael Merold –
ICAP
7437BaseIndex8Tradeweb Base CPI @ Issuance – normally associated with TRSY TIPS.Wei Koek –
TradeWeb
7438TW ReservedWei Koek –
TradeWeb
7439TradingVenueTypeD, GString with value within :
“L”=light
“D”=dark
“M”=midpoint
Sebastien Mournetas –
Credit Agricole Cheuvreux
7440Cross Px ImprCross Price ImprovementMark Chazen –
Citigroup Global Markets Inc.
7441CrossPX Impr MinQtyCross Price Improvement Min QuantityMark Chazen –
Citigroup Global Markets Inc.
7442CrossPx Impr MaxQtyCross Price Impovement Max QuantityMark Chazen –
Citigroup Global Markets Inc.
7443PostingActionD,8,E,sFour character posting action code for the first 4 strategy legsMarc Abend –
NYSE Euronext
744474447444Mike Slåttery –
Angel Networks
74457445 Reserved74457445 ReservedMike Slåttery –
Angel Networks
7446TW ReservedWei Koek –
TradeWeb
7447TW ReservedWei Koek –
TradeWeb
7448TW ReservedWei Koek –
TradeWeb
7449TW ReservedWei Koek –
TradeWeb
7450CrossMaxQtyMark Chazen –
Citigroup Global Markets Inc.
7451CrossDiscInstrMark Chazen –
Citigroup Global Markets Inc.
7452CrossDiscIncrementMark Chazen –
Citigroup Global Markets Inc.
7453Algo Field3Mark Chazen –
Citigroup Global Markets Inc.
7454CrossParentResPctMark Chazen –
Citigroup Global Markets Inc.
7455CrossOversizeLimitMark Chazen –
Citigroup Global Markets Inc.
7456CrossMinQtyMark Chazen –
Citigroup Global Markets Inc.
7457CrossDoNotCrossPrincipalMark Chazen –
Citigroup Global Markets Inc.
7458Algo8Mark Chazen –
Citigroup Global Markets Inc.
7459Dark Book RateMark Chazen –
Citigroup Global Markets Inc.
7460Pairs IDMark Chazen –
Citigroup Global Markets Inc.
7461Acq TickerMark Chazen –
Citigroup Global Markets Inc.
7462Target TickerMark Chazen –
Citigroup Global Markets Inc.
7463Stock RatioMark Chazen –
Citigroup Global Markets Inc.
7464Hedge RatioMark Chazen –
Citigroup Global Markets Inc.
7465CashMark Chazen –
Citigroup Global Markets Inc.
7466SpreadMark Chazen –
Citigroup Global Markets Inc.
7467Risk TolMark Chazen –
Citigroup Global Markets Inc.
7468Basket IDMark Chazen –
Citigroup Global Markets Inc.
7469Max SpentMark Chazen –
Citigroup Global Markets Inc.
7470Min RaisedMark Chazen –
Citigroup Global Markets Inc.
7471Cross CategoryMark Chazen –
Citigroup Global Markets Inc.
7472DMA Order TypeMark Chazen –
Citigroup Global Markets Inc.
7473Max% – crossingMark Chazen –
Citigroup Global Markets Inc.
7474ModeMark Chazen –
Citigroup Global Markets Inc.
7475Pivot RateMark Chazen –
Citigroup Global Markets Inc.
7476Pivot PriceMark Chazen –
Citigroup Global Markets Inc.
7477Price SensitivityMark Chazen –
Citigroup Global Markets Inc.
7478TW ReservedWei Koek –
TradeWeb
7479TW ReservedWei Koek –
TradeWeb
7480% Price Offset From IAP CloseBen Valentine –
Citigroup
7481MarketShareCapCloseBen Valentine –
Citigroup
7482% From Last Price CapBen Valentine –
Citigroup
7483% Price Offset From IAP OpenBen Valentine –
Citigroup
7484MarketShareCapOpenBen Valentine –
Citigroup
7485% From Close Price CapBen Valentine –
Citigroup
7486Volume ProfileBen Valentine –
Citigroup
7487Aussie AlgoMark Chazen –
Citigroup Global Markets Inc.
7488Aussie AlgoMark Chazen –
Citigroup Global Markets Inc.
7489OtherLegSecurityIDSource8,sDefines the value in OtherLegSecurityID (602)Marc Abend –
NYSE Euronext
7490Pivot PriceGrace Lin –
Citigroup
7491Custom Price 1Grace Lin –
Citigroup
7492Custom Price 2Grace Lin –
Citigroup
7493Custom Rate 1Grace Lin –
Citigroup
7494Custom Rate 2Grace Lin –
Citigroup
7495DiscIncr Type$
%
Mark Chazen –
Citigroup Global Markets Inc.
7496Min% LQFIMin% LQFIMark Chazen –
Citigroup Global Markets Inc.
7497DaggerTradingStyleDDagger Trading StyleSimon Cornwell –
Citigroup Global Markets Ltd
7498BuyBack RulesMark Chazen –
Citigroup Global Markets Inc.
7499AOLMNew Order – SingleEnables agress-on-locked-market order featureMichael Merold –
ICAP
7500SrcSysD,F,G,92 Characters – Identifies originating system where transaction was captured. (ex. “BA” = Block Allocation System)Tom Grande –
PaineWebber
7501NetTrdIndD,F,G,JNet Trade Indicator = whether correspondent/principal firm wants processed as Net Trade – 1 char – Yes/No (y/n)Tom Grande –
PaineWebber
7502MrkUpD,F,G,JMarkup/Markdown – Numeric – Format: +/- 12345.4321Tom Grande –
PaineWebber
7503SaleCrdtD,F,G,JSales Credit (Numeric) +/- 12345.1234Tom Grande –
PaineWebber
7504SaleCrdtTypeD, F, G, JSimilar 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
7505OmgeoTLWorkflowTypeAS, AEOmgeo specific Block level field which would define the Workflow Type of the Block trade as been determined by CTM.DEBASHIS DAS –
Omgeo LLC.
7506OmgeoTDWorkflowTypeAS, AEOmgeo specific Allocation/Confirmation level field which would define the Workflow Type of that Allocation/Confirmation as been determined by CTM.DEBASHIS DAS –
Omgeo LLC.
7507OmgeoTLWorkflowModifierAS, AEOmgeo specific field which would define the Workflow Modifier of the Block trade as been determined by CTM.DEBASHIS DAS –
Omgeo LLC.
7508OmgeoTDWorkflowModifierAS, AEOmgeo specific field which would define the Workflow Modifier of the Allocation/Confirmation trade as determined by CTM.DEBASHIS DAS –
Omgeo LLC.
7509OmgeoNoTLWorkflowModifierAS, AEThis would specify the Number of OmgeoTLWorkflowModifier which could be present within this NumInGroup fieldDEBASHIS DAS –
Omgeo LLC.
7510OmgeoNoTDWorkflowModifierAS, AEThis would specify the Number of OmgeoTDWorkflowModifier which could be present within this NumInGroup fieldDEBASHIS DAS –
Omgeo LLC.
7511OmgeoSettlInstProcNarrativeAS, AEThis field would hold the entire SSI provided by Investment Manager or Executing Broker if 9048 or 7512=MANIDEBASHIS DAS –
Omgeo LLC.
7512OmgeoCptySettlInstSourceIndJIndicates the source of Counterparty Settlement Instructions. Valid values:
MANI = Manual entry
ALRT = ALERT database
DEBASHIS DAS –
Omgeo LLC.
7513OmgeoCptyAlertCountryCodeJOmgeo specific field used for Counterparty ALERT SSI lookup.DEBASHIS DAS –
Omgeo LLC.
7514OmgeoCptyAlertMethodTypeJOmgeo specific field used for Counterparty ALERT SSI lookup.DEBASHIS DAS –
Omgeo LLC.
7515OmgeoCptyAlertSecurityTypeJOmgeo specific field used for Counterparty ALERT SSI lookup.DEBASHIS DAS –
Omgeo LLC.
7516OmgeoTLExpectedJ, AEOmgeo 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.
7517OmgeoTradeTimeQualifierAS, AK, AEOmgeo defined TradeTime types.DEBASHIS DAS –
Omgeo LLC.
7518OmgeoTimeZoneIndicatorAS, AK, AEOmgeo defined Timezone Indicator.DEBASHIS DAS –
Omgeo LLC.
7519OmgeoNoWorkflowTypeADOmgeo specific field which would specify the number of OmgeoTLWorkflowType.DEBASHIS DAS –
Omgeo LLC.
7520OmgeoTLMessageFieldTypeAEOmgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Block trade.DEBASHIS DAS –
Omgeo LLC.
7521OmgeoTDMessageFieldTypeAEOmgeo 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.
7522OmgeoTLFieldNameAEOmgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for a Block trade.DEBASHIS DAS –
Omgeo LLC.
7523OmgeoTDFieldNameAEOmgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for an Allocation/Confirmation trade.DEBASHIS DAS –
Omgeo LLC.
7524OmgeoTLFieldMatchRuleDescriptionAEOmgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for a Block trade.DEBASHIS DAS –
Omgeo LLC.
7525OmgeoTDFieldMatchRuleDescriptionAEOmgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for an Allocation/Confirmation trade.DEBASHIS DAS –
Omgeo LLC.
7526OmgeoTLFieldLevelMatchRuleAEOmgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for a Block trade.DEBASHIS DAS –
Omgeo LLC.
7527OmgeoTDFieldLevelMatchRuleAEOmgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for an Allocation/Confirmation trade.DEBASHIS DAS –
Omgeo LLC.
7528BenchmarkCurveNameName of benchmark curve – FIX 4.2Wei Koek –
TradeWeb
7529OptionSettlType[4.2] To describe TW derivative (option/future) settlement or delivery type:
P = Physical
C = Cash
Wei Koek –
TradeWeb
7530OriginatorTypeAll Order TypesDefines the type of order sender, i.e., Customer, Firm, Market Maker, etc.Bill Harts –
Harts and Company
7531PricePctFixedAll Order TypesDefines whether the price specified is a fixed amount or a percentage of another securityBill Harts –
Harts and Company
7532SettlementTimeAll Option Order TypesA=AM Settlement
P=PM Settlement
Bill Harts –
Harts and Company
7533ClientTierR,S,D,8This 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
7534OptionStrategyTypeOption DefinitionsComplex option strategy type definitions, i.e., Call Spread, Straddle, Strangle, etc.Bill Harts –
Harts and Company
7535LegRatioOption DefinitionsRatio for an option legBill Harts –
Harts and Company
7536RefHedgePriceTypeOption DefinitionsAttribute of RefHedgePrice fieldBill Harts –
Harts and Company
7537RefHedgePriceOption DefinitionsReference or Hedge Price (see tag 7536)Bill Harts –
Harts and Company
7538DeltaOption Definitions-1.0 to +1.0Bill Harts –
Harts and Company
7539IntentToCrossOption DefinitionsN=False, Y=TrueBill Harts –
Harts and Company
7540StripLengthD, 8, AB, R, S, i, X, WIndicates 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.
7541NoCompetitiveQuotesSven Stolz –
360T
7542360T reservedSven Stolz –
360T
7543360T reservedSven Stolz –
360T
7544360T reservedSven Stolz –
360T
7545360T reservedSven Stolz –
360T
7546360T reservedSven Stolz –
360T
7547360T reservedSven Stolz –
360T
7548360T reservedSven Stolz –
360T
7549360T reservedSven Stolz –
360T
7550BOATdelayBooleanFlag 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
7551TradeReportVersionIntThe version of a trade reportPeter Lenti –
Cinnober Financial Technology AB
7552DelayToTimeUTCTimestampThe time the trade report was/will be made publicPeter Lenti –
Cinnober Financial Technology AB
7553OverrideDelayBooleanIf TRUE (Y), the trade report will be published immediately, if FALSE (N), the system evaluates if the trade should be delayedPeter Lenti –
Cinnober Financial Technology AB
7554TradeSeqNoIntTrade sequence numberPeter Lenti –
Cinnober Financial Technology AB
7555TradeSeqNoSeriesIntTrade sequence number seriesPeter Lenti –
Cinnober Financial Technology AB
7556TradeReportRefSystemStringReference to the Trade Report System of the previous version of the trade.Peter Lenti –
Cinnober Financial Technology AB
7557LiquidShareBooleanIndicates whether this instrument is a “liquid share” or not.Peter Lenti –
Cinnober Financial Technology AB
7558SectorStringThe ICB code for the sector that this share belongs toPeter Lenti –
Cinnober Financial Technology AB
7559BasisOfTradeInt1 = DMA
2 = Cash
3 = Proprietary
4 = Client interaction
Peter Lenti –
Cinnober Financial Technology AB
7560SuspendReasonCharE = End of day
O = Other
Peter Lenti –
Cinnober Financial Technology AB
7561SecondaryQuoteIDStringContributor’s internal quote reference ID.Peter Lenti –
Cinnober Financial Technology AB
7562SecondaryTradeIDStringContributor’s internal trade reference ID.Peter Lenti –
Cinnober Financial Technology AB
7563NoWarningReasonsIntNumber of warning reasons.Peter Lenti –
Cinnober Financial Technology AB
7564TradeReportWarningReasonIntTrade report warning reasonsPeter Lenti –
Cinnober Financial Technology AB
7565NoTradeSeqNoSeriesIntNumber of trade sequence number series.Peter Lenti –
Cinnober Financial Technology AB
7566TimezoneOffsetIntOffset to the local time compared to UTC. E.g. -5 is Eastern time.Peter Lenti –
Cinnober Financial Technology AB
7567ReportedPxDiffBooleanIndicates if the price differs from the market pricePeter Lenti –
Cinnober Financial Technology AB
7568ReportedPXReasonCharReason why price differs from market price:
D = Market Condition
N = Negotiated Trade
A = Amended trade
C = Cancelled Trade
Peter Lenti –
Cinnober Financial Technology AB
7569RptSysStringThe system which has published the report.Peter Lenti –
Cinnober Financial Technology AB
7570RptTimeUTCTimestampThe time the trade report will be published.Peter Lenti –
Cinnober Financial Technology AB
7571AVTIntThe MiFID “average value of turnover” of the instrument.Peter Lenti –
Cinnober Financial Technology AB
7572AVTCurrencyCurrencyThe currency in which the AVT is expressedPeter Lenti –
Cinnober Financial Technology AB
7573ADTIntThe MiFID “average daily turnover” of the instrumentPeter Lenti –
Cinnober Financial Technology AB
7574ADTCurrencyCurrencyThe currency in which the ADT is expressedPeter Lenti –
Cinnober Financial Technology AB
7575SMSIntThe MiFID “standard market size” of the instrumentPeter Lenti –
Cinnober Financial Technology AB
7576SILiquidSharesReqIDStringThe request ID in a SI Liquid Shares message.Peter Lenti –
Cinnober Financial Technology AB
7577SILiquidSharesStatusInt0 = accepted
1 = rejected
Peter Lenti –
Cinnober Financial Technology AB
7578SILiquidSharesRejectReasonIntReason for rejectPeter Lenti –
Cinnober Financial Technology AB
7579SuspendQuotingReqIDStringThe request ID for suspend quoting.Peter Lenti –
Cinnober Financial Technology AB
7580SuspendQuotingStatusInt0 = Request accepted
1 = Request rejected
Peter Lenti –
Cinnober Financial Technology AB
7581SuspendQuotingRejectReasonIntReason for rejectPeter Lenti –
Cinnober Financial Technology AB
7582NoQuotableCurrenciesIntNumber of quotable currencies for an instrument.Peter Lenti –
Cinnober Financial Technology AB
7583QuotesClearedTimeUTCTimestampThe timestamp when quotes where cleared in BOAT.Peter Lenti –
Cinnober Financial Technology AB
7584TradeReportSystemStringThe trade report system of a trade report.Peter Lenti –
Cinnober Financial Technology AB
7585TradeReportRefVersionIntThe version of the previous trade report.Peter Lenti –
Cinnober Financial Technology AB
7586NoQuotableInstrumentsIntNumber of quotable instruments.Peter Lenti –
Cinnober Financial Technology AB
7587ClientTradeBooleanIndicates if the trade is a Client Trade, i.e. eligible for delay.Peter Lenti –
Cinnober Financial Technology AB
7588QuotableInstrumentStatusReqIDStringID of a Quotable Instrument Status request.Peter Lenti –
Cinnober Financial Technology AB
7589QuotableInstrStatusReqRejReasonIntReason 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
7590ReceivedTimeUTCTimestampThe timestamp when the trade was received by BOAT.Peter Lenti –
Cinnober Financial Technology AB
7591SecurityValidToTimeUTCTimestampThe latest timestamp when the security is valid.Peter Lenti –
Cinnober Financial Technology AB
7592SecurityChangedTimeUTCTimestampTimestamp of Security Change.Peter Lenti –
Cinnober Financial Technology AB
7593SecurityValidFromTimeUTCTimestampThe earliest timestamp when the security is valid.Peter Lenti –
Cinnober Financial Technology AB
7594LiquidityLevelIntThe liquidity level of the instrument.Peter Lenti –
Cinnober Financial Technology AB
7595NoSharesIssuedLongThe number of shares issued.Peter Lenti –
Cinnober Financial Technology AB
7596PxQtyReviewedBooleanIndicates if the trade price and trade quantity have been reviewed.Peter Lenti –
Cinnober Financial Technology AB
7597QueriedTradeBooleanIndicates if the trade is queried, for example price or qtyPeter Lenti –
Cinnober Financial Technology AB
7598SystemUTIRefStringUnique 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
7599SystemUTIStringUnique 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
7600WdnStrategyTypestringThis is a required field!Michael Mook –
Weeden & Co. LP
7601WdnStrategyModestringIndicate value.Michael Mook –
Weeden & Co. LP
7602WdnStartTimetimeGMT, FIX standard format — missing means start immediately.Michael Mook –
Weeden & Co.
7603WdnEndTimetimeGMT, FIX standard format — missing means trade to market close.Michael Mook –
Weeden & Co.
7604WdnMOCFlagstringY or N — missing means N.Michael Mook –
Weeden & Co. LP
7605WdnMaxParticipationintegermissing is the same as zero.Michael Mook –
Weeden & Co. LP
7606WdnTargetParticipationintegerthis tag is ignored if value is missing or zero.Michael Mook –
Weeden & Co. LP
7607WdnStrategyParameter1Michael Mook –
Weeden & Co. LP
7608WdnStrategyParameter2Michael Mook –
Weeden & Co. LP
7609WdnStrategyParameter3Michael Mook –
Weeden & Co. LP
7610WdnStrategyParameter4Michael Mook –
Weeden & Co. LP
7611WdnStrategyParameter5Michael Mook –
Weeden & Co. LP
7612WdnStrategyParameter6Michael Mook –
Weeden & Co. LP
7613WdnStrategyParameter7Michael Mook –
Weeden & Co. LP
7614WdnStrategyParameter8Michael Mook –
Weeden & Co.
7615WdnStrategyParameter9Michael Mook –
Weeden & Co.
7616WdnStrategyParameter10Michael Mook –
Weeden & Co.
7617WdnStrategyParameter11Michael Mook –
Weeden & Co.
7618WdnStrategyParameter12Michael Mook –
Weeden & Co.
7619WdnStrategyParameter13Michael Mook –
Weeden & Co.
7620WdnStrategyParameter14Michael Mook –
Weeden & Co.
7621WdnStrategyParameter15Michael Mook –
Weeden & Co.
7622WdnStrategyParameter16Michael Mook –
Weeden & Co.
7623WdnStrategyParameter17Michael Mook –
Weeden & Co.
7624WdnStrategyParameter18Michael Mook –
Weeden & Co.
7625WdnStrategyParameter19Michael Mook –
Weeden & Co.
7626WdnStrategyParameter20Michael Mook –
Weeden & Co.
7627WdnStrategyParameter21Michael Mook –
Weeden & Co.
7628WdnStrategyParameter22Michael Mook –
Weeden & Co.
7629WdnStrategyParameter23Michael Mook –
Weeden & Co.
7630WdnStrategyParameter24Michael Mook –
Weeden & Co.
7631WdnStrategyParameter25Michael Mook –
Weeden & Co.
7632WdnStrategyParameter26Michael Mook –
Weeden & Co.
7633WdnStrategyParameter27Michael Mook –
Weeden & Co.
7634WdnStrategyParameter28Michael Mook –
Weeden & Co.
7635WdnStrategyParameter29Michael Mook –
Weeden & Co.
7636WdnStrategyParameter30Michael Mook –
Weeden & Co.
7637WdnStrategyParameter31Michael Mook –
Weeden & Co.
7638WdnStrategyParameter32Michael Mook –
Weeden & Co.
7639WdnStrategyParameter33Michael Mook –
Weeden & Co.
7640WdnStrategyParameter34Michael Mook –
Weeden & Co.
7641WdnStrategyParameter35Michael Mook –
Weeden & Co.
7642WdnStrategyParameter36Michael Mook –
Weeden & Co.
7643WdnStrategyParameter37Michael Mook –
Weeden & Co.
7644WdnStrategyParameter38Michael Mook –
Weeden & Co.
7645WdnStrategyParameter39Michael Mook –
Weeden & Co.
7646WdnStrategyParameter40Michael Mook –
Weeden & Co.
7647WdnStrategyParameter41Michael Mook –
Weeden & Co.
7648WdnStrategyParameter42Michael Mook –
Weeden & Co.
7649WdnStrategyParameter43Michael Mook –
Weeden & Co.
7650WdnStrategyParameter44Michael Mook –
Weeden & Co.
7651WdnStrategyParameter45Michael Mook –
Weeden & Co.
7652WdnStrategyParameter46Michael Mook –
Weeden & Co.
7653WdnStrategyParameter47Michael Mook –
Weeden & Co.
7654WdnStrategyParameter48Michael Mook –
Weeden & Co.
7655WdnStrategyParameter49Michael Mook –
Weeden & Co.
7656WdnStrategyParameter50Michael Mook –
Weeden & Co.
7657WdnStrategyParameter51Michael Mook –
Weeden & Co.
7658WdnStrategyParameter52Michael Mook –
Weeden & Co.
7659WdnStrategyParameter53Michael Mook –
Weeden & Co.
7660WdnStrategyParameter54Michael Mook –
Weeden & Co.
7661Institutional IDD,F,G,8,sThis field contains the institutional ID (length is 7 characters).Gilles Bui –
GL Trade
7662Trader Group IDD,F,G,8,sThis field contains the ID of the trader group.Gilles Bui –
GL Trade
7663SettlAccTypeD,F,G,8,sThis field indicates the settlement account type. Valid values: 1=Standing; 2=House; 3=Client.Gilles Bui –
GL Trade
7664Settlement VenueD,F,G,8,sCurrently all London Stock Exchange instruments are applicable to a single settlement venue.Gilles Bui –
GL Trade
7665Member Code CounterpartD,F,G,8,sThis field indicates the Member code counterpart. For a cross order the possible values are: INTRAFIRM or NONMEMBER.Gilles Bui –
GL Trade
7666Mandator ID8This field indicates the code of the mandator.Gilles Bui –
GL Trade
7667Public Order Code8This field contains the public order code (i.e. the order code for the displayed quantity).Gilles Bui –
GL Trade
7668LastCounterpartExec8Indicates the counterpart of the last trade.Gilles Bui –
GL Trade
7669MIFID Order TypeD,F,G,8,sIndicates 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
7670MIFID Internal LimiteD,F,G,8,sIn case the order type is soft-limit, this field indicates the internal limit.Gilles Bui –
GL Trade
7671User DealerD,F,G,8,PThis field indicates the User Dealer (set in GL OMS)Gilles Bui –
GL Trade
7672User SalesD,F,G,8,PThis field indicates the User Sales (set in GL OMS)Gilles Bui –
GL Trade
7673OrigClientIDD,F,G,8,J,POriginal Client ID of the order before amendment of Client IDGilles Bui –
GL Trade
7674PrevOrdQtyD,F,G,8Previous quantity of the order before amendment (used for GL OMS)Gilles Bui –
GL Trade
7675PrevOrdPriceD,F,G,8Previous price of the order before amendment(used for GL OMS)Gilles Bui –
GL Trade
7676FloorQtyDay8Floor 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
7677AllocExecIDJAllocation ExecID used in Account Repeating Group (to link with Exec repeating Group)Gilles Bui –
GL Trade
7678TotalRevCost8,PUsed for GL SOM. Sum of all (MatchedQty*RevisedPrice)Gilles Bui –
GL Trade
7679AvgRevPrice8,PAverage Revised Price (Used for GL SOM)Gilles Bui –
GL Trade
7680OTCIndD,F,G,AB,AC,J,sOTC (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
7681TotalCostDay8Total cost of the day set by GL SOM for EDA orders.Gilles Bui –
GL Trade
7682AvgPriceDay8Average Price of the day set by GL SOM (for EDA orders)Gilles Bui –
GL Trade
7683CurrencyRateD,F,G,s,8This field indicates the rate between the currency used for the trade and the currency used by the counterpartGilles Bui –
GL Trade
7684ComplSettlementD,F,G,s,8Used to indicate a complementary information about the settlementGilles Bui –
GL Trade
7685ReminderIntervalD,F,G,8,sUsed for Jakarta Stock Exchange (required for Off-exchange)Gilles Bui –
GL Trade
7686SuspensionIndfSuspension IndicatorGilles Bui –
GL Trade
7687PercentageVarfPercentage VariationGilles Bui –
GL Trade
7688OTCSessionD,F,G,8,yIndicates 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
7689ThresholdExecQty8Indicates the maximum number contracts affected for an executed (used for XETRA best quote)Gilles Bui –
GL Trade
7690LimitGapD,F,G,8,s,AB,ACIndicates the price delta relative to current market best price. Specific to XETRA market (best quote)Gilles Bui –
GL Trade
7691ClientCapacityD,F,G,8Indicates the client capacity. Valid values: 1=Agent; 2=Principal; 3=Riksless principal; 4=Individual; 5=Member agent.Gilles Bui –
GL Trade
7692SubClCodTypeD,F,G,8GL Sub Client Code Type (for clearing). Valid values: 1=Liquidity; 2=Specialist; 3=None; 4=Insider; 5=Shareholder.Gilles Bui –
GL Trade
7693ClientAccIDD,F,G,8GL client account ID (for clearing)Gilles Bui –
GL Trade
7694SubAccountD,F,G,8Client sub-account (for clearing)Gilles Bui –
GL Trade
7695CoverIndD,F,G,8GL Covered Indicator. Valid values: 1=Covered; 2=Uncovered.Gilles Bui –
GL Trade
7696TrusteeIDD,F,G,8Indicate a local reference ID.Gilles Bui –
GL Trade
7697ShareGroupIDD,F,G,8GL Share Group ID (for clearing)Gilles Bui –
GL Trade
7698NettingD,F,G,8Indicates 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
7699NettingGroupD,F,G,8Only the orders with the same “Netting” letter will be amalgamated. This field allows differentiating all alphanumerical characters used.Gilles Bui –
GL Trade
7700Book IDD,F,G,8Group of PorfolioID. Specific Kuwait Stock Exchange for back office.Gilles Bui –
GL Trade
7701QuoteEntryDateDate the quote was initiated by quote originatorRobert Allison –
MarketAxess
7702QuoteEntryTimeMass QuoteTime quote was entered by orginatorRobert Allison –
MarketAxess
7703MarketSegmentQuote RequestThe Market Segment allows the requester to set the Market Segment that will be sent in a Mass Quote ResponseRobert Allison –
MarketAxess
7704MIFID ClientCodeTypeD,F,G,8,9,sDefines the client type.
Valid values: 1 Market Maker; 2 Eligible counterparty; 3 Investment Firms; 4 Retail.
Gilles Bui –
GL Trade
7705MIFIDTradeExchange8,9,sContains the GL GLID of execution marketGilles Bui –
GL Trade
7706OriginatorAccD,F,G,s,8Indicates the member’s own account to the end-client.Gilles Bui –
GL Trade
7707NoDepositU1Repeating Group Index for GL SPAN messageGilles Bui –
GL Trade
7708UnderlyingRiskU1Risk level for the underlying symbol. (specific to GL SPAN message)Gilles Bui –
GL Trade
7709MarginInitU1Initial deposit value (specific to GL SPAN message)Gilles Bui –
GL Trade
7710TSXSOROrderID1D,F,G,8,9Smart Order Router (SOR) order identifier.Derek Hwong –
TSX Group
7711TSXSOROrderID2D,F,G,8,9Smart Order Router (SOR) order identifier.Derek Hwong –
TSX Group
7712TSXParticipationOptionMC,MRIdentifies 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
7713TSXNoTradeFeatD,G,8A 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
7714TSXNoTradeKeyD,G,8A 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
7715TSXNoTradeOrderNum8The contra private order number that would have matched with the order, if not prevented by the no-trade feature.Derek Hwong –
TSX Group
7716TSXNoTradeVol8The number of shares that would have matched, if not prevented by the no-trade feature.Derek Hwong –
TSX Group
7717TSXNoTradePrice8The price the match would have occurred at, if not prevented by the no-trade feature.Derek Hwong –
TSX Group
7718TMX UDFDerek Hwong –
TSX Group
7719TSXBuyParticipationVolumeMC,MRTo assign the maximum buy participation volume for a symbol.Derek Hwong –
TSX Group
7720TSXSellParticipationVolumeMC,MRTo assign the maximum sell participation volume for a symbol.Derek Hwong –
TSX Group
7721TSXRemainingBuyParticipationVolume8,MRThe remaining buy participation volume for a symbol.Derek Hwong –
TSX Group
7722TSXRemainingSellParticipationVolume8,MRThe remaining sell participation volume for a symbol.Derek Hwong –
TSX Group
7723TSXPegTypeD,G,8Peg 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
7724TSXATSTimestampThe time the quote changed on the ATS.Derek Hwong –
TSX Group
7725TSXAL1TimestampThe time the ABBO provider generated the quote.Derek Hwong –
TSX Group
7726TSXUndisplayedD,G,8Indicates the order is completely undisplayed.
Y = Yes
N = No (default)
Derek Hwong –
TSX Group
7727TSXExecCancelledReason8Indicates that the order was cancelled because of Cancel on Disconnect (COD).Derek Hwong –
TSX Group
7728TSXRemainingMGFVolumeMRThe remaining available volume that the equities specialist may increase their MGF volume by.Derek Hwong –
TSX Group
7729ShortMarkingExemptD,G,8Marker 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
7730TMX UDFDerek Hwong –
TSX Group
7731TSXSeekDarkLiquidityD,8Used 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
7732TSXMatchingPriority8Indicates 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
7733TSXSelfTrade8Indicates 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
7734TSXSpeedbump8,9Indicates 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
7735TSXLongLifeD,8Identifies the order as a LongLife eligible order.
Valid values:
Y = Yes
N = No (default)
Derek Hwong –
TSX Group
7736UndisclTradedVol8The portion of traded volume attributed to the undisclosed volume of an Iceberg order.Derek Hwong –
TSX Group
7737POCommentD,F,G,8,9A free-form, pass-through tag provided for use by POs.Derek Hwong –
TSX Group
7738PriceBandInstD,G,8Instructions 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
7739TSXMarketInstD,8Instructions to the Exchange to identify certain order types.
Valid values:
CO = Closing Offset
Derek Hwong –
TSX Group
7740CrossFlagD, G, 8Boolean
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
7741LegContraQty8Contra amount of the legClaire Williams –
Bank of America
7742OriginatorAccFinalD,8Indicates the account of the person who initiates the order.Gilles Bui –
GL Trade
7743ClientIdSOMD,F,G,s,8,9Indicates the UserId set in GLSOM to identify the FIX Client.Gilles Bui –
GL Trade
7744WorkChildMinQtyD,G,AB,8Defines 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
7745TriggerDateTimeD,G,AB,8Defines 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
7746WorkMaxLimitPriceA,G,AB,8Defines the Work Maximum Limit Price (specific to algos PEG + Linked Peg for GL Tactics)Gilles Bui –
GL Trade
7747WorkPriceD,G,AB,8Defines the Work Price (specific to algo Linked Peg for GL Tactics)Gilles Bui –
GL Trade
7748WorkEndDateD,G,AB,8Defines the date and time of the last wave. Specific to algo TWAP(native) when running with GL Tactics.Gilles Bui –
GL Trade
7749WorkRefVolume8Used with GL algo %Volume, this field indicates the volume at the beginning.Gilles Bui –
GL Trade
7750BookingTypeCustomOrderMethod 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
7751SyntheticQtyType0=Percentage
1=Quantity
Andrew Bowley –
Lehman Brothers
7752NoSyntheticsNumber of SyntheticType, SyntheticQty, and SyntheticBroker entriesAndrew Bowley –
Lehman Brothers
7753SyntheticType0=CFD
1=Swap
2=Give Up
Andrew Bowley –
Lehman Brothers
7754SyntheticQtyA percentage or quantity of the order’s quantity, as defined by SyntheticQtyType, that represents the associated SyntheticTypeAndrew Bowley –
Lehman Brothers
7755SyntheticBrokerValue representing the brokerAndrew Bowley –
Lehman Brothers
7756WorkSymbolD,G,AB,8Contains the symbol used to trigger the order (specific Linked Peg for GL Tactics)Gilles Bui –
GL Trade
7757WorkIDSourceD,G,AB,8Contains the ID Source used to trigger the order (specific Linked Peg for GL Tactics)Gilles Bui –
GL Trade
7758WorkSecurityIDSourceD,G,AB,8Contains the Security ID Source used to trigger the order (specific Linked Peg for GL Tactics)Gilles Bui –
GL Trade
7759RevisedFinal8Remaining payment due on any contract (specific to KMEFIC)Gilles Bui –
GL Trade
7760Auction limit priceAllLimit price in % value termsNatasha Bonner-Fomes –
Lehman Brothers UK
7761QuoteRankExecution ReportAdded to the custom repeating group “NoDealers” (9690) for dealer responses assigning a numeric rank to a dealer quote.Pomeli Ghosh –
MarketAxess
7762ExcludeNew 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
7763RequestInLongThe time when application received requestIgor Tkachev –
Deutsche Bank
7764RequestOutLongThe time when application sent requestIgor Tkachev –
Deutsche Bank
7765ResponseInLongThe time when application received responseIgor Tkachev –
Deutsche Bank
7766ResponseOutLongThe time when application sent responseIgor Tkachev –
Deutsche Bank
7767IsRelativeStringIt points that OrderQty is relative value (LeavesQty = LeavesQty – OrderQty).Nikolay Volnov –
Deutsche Bank
7768OptionTradeTypeTW Derivative Trade Type (Option/Future)
1 = Listed
2 = Flex
3 = Bilateral
Wei Koek –
TradeWeb
7769DeltaTransferOption Delta Transfer

1 = Delta Work
2 = Delta Exchange
3 = Risk

Wei Koek –
TradeWeb
7770LockedQty8Locked quantityMatthew Burrows –
BATS Trading
7771RouteOddToSlowExchangeDY = 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
7772CentralCounterPartyThe Central Counterparty.Martyn Thomas –
BATS Trading
7773OtherLegSecurityID8,sThe 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 tradeMarc Abend –
NYSE Euronext
7774OtherLegReferenceNo8,sFor basis trades only. Free text field that provides a identifying reference for the cash legMarc Abend –
NYSE Euronext
7775OtherLegLastPx8,sFor Basis and Against Actual trades only. Underlying cash leg priceMarc Abend –
NYSE Euronext
7776VolgaQuoteThe Volga of an OptionAlexey Erekhinsky –
Deutsche Bank
7777LastMktBloombergioiBloomberg recognized exchange code. This is a 2 character, alpha code.Don Scheurer –
BLOOMBERG LP.
7778SecurityExchangeBloombergnew order single & ioiBloomberg recognized exchange code. 2 character alpha code.Don Scheurer –
BLOOMBERG LP.
7779Route to sessionAllUsed for fix-to-fix processing. No internal updates along the way. Strictly endpoint processing. Used to bypass local database updates.Don Scheurer –
Bloomberg
7780ReservedPaulo Lai –
Object Trading
7781ReservedPaulo Lai –
Object Trading
7782ReservedPaulo Lai –
Object Trading
7783ReservedPaulo Lai –
Object Trading
7784ReservedPaulo Lai –
Object Trading
7785ReservedPaulo Lai –
Object Trading
7786ReservedPaulo Lai –
Object Trading
7787ReservedPaulo Lai –
Object Trading
7788ReservedPaulo Lai –
Object Trading
7789ReservedPaulo Lai –
Object Trading
7790ReservedPaulo Lai –
Object Trading
7791ReservedPaulo Lai –
Object Trading
7792ReservedPaulo Lai –
Object Trading
7793ReservedPaulo Lai –
Object Trading
7794ReservedPaulo Lai –
Object Trading
7795ReservedPaulo Lai –
Object Trading
7796ReservedPaulo Lai –
Object Trading
7797Reserved.Paulo Lai –
Object Trading
7798ReservedPaulo Lai –
Object Trading
7799ReservedPaulo Lai –
Object Trading
7800Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7801SourceApplicationD, G, 8Identifies Portfolio Trading flow (String)Daniel Yu –
JP Morgan
7802GroupNameD, G, 8Group Identifier for Parent/Child orders(String)Daniel Yu –
JP Morgan
7803StrategyD, G, 8Indicates whether a strategy should be applied to a Program (String)Daniel Yu –
JP Morgan
7804Algo reservedAlgo reserved – APAC ProductBilly Zhao –
Deutsche Bank
7805Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7806Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7807Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7808Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7809Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7810Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7811Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7812Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7813Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7814Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7815Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7816Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7817Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7818Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7819Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7820Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7821Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7822Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7823Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7824Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7825Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7826Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7827Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7828Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7829Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7830Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7831Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7832Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7833Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7834Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7835Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7836Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7837Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7838Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7839Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7840Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7841Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7842Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7843Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7844Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7845Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7846Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7847Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7848Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7849Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7850Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7851Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7852Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7853Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7854Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7855Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7856Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7857Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7858Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7859Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7860Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7861Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7862Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7863Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7864Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7865Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7866Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7867Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7868Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7869Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7870Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7871Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7872Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7873Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7874Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7875Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7876Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7877Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7878Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7879Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7880Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7881Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7882Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7883Algo reservedAlgo reserved – Would CriteriaBilly Zhao –
Deutsche Bank
7884Algo reservedAlgo reserved – Perf VariationBilly Zhao –
Deutsche Bank
7885Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7886Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7887Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7888Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7889Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7890Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7891Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7892Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7893Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7894Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7895Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7896Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7897Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7898Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7899Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7900Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7901Algo reservedAlgo reserved – SORBilly Zhao –
Deutsche Bank
7902Algo reservedAlgo reserved – SORBilly Zhao –
Deutsche Bank
7903Algo reservedAlgo reserved – SORBilly Zhao –
Deutsche Bank
7904Algo reservedAlgo reserved – SORBilly Zhao –
Deutsche Bank
7905Algo reservedAlgo reservedBilly Zhao –
Deutsche Bank
7906CombinedOrdTypeD,G,i1 – Normal Order (controlled against NBBO)
2 – No NBBO controls
3 – No OLA routing
Jim Haworth –
CMC
7907MarketPhaseDDirecting order to various market phasesdaryll petrie –
primeo
7908MarketPhaseDDirecting order to various market phasesdaryll petrie –
primeo
7909MarketPhaseDDirecting order to various market phasesdaryll petrie –
primeo
7910DayCountFraction8, JDescribes 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
7911LegTenorValueR, AGTenor of a multi-leg tradeClaire Williams –
Bank of America
7912LegBidSizeR, AGQuoted amount of a multi-leg deal (repeating group)Claire Williams –
Bank of America
7913LegOfferSizeR, AGOffer size of a multi-leg trade (repeating group)Claire Williams –
Bank of America
7914LegBidSpotRateR, AGSpot Rate bid for a multi-leg deal (repeating group)Claire Williams –
Bank of America
7915LegOfferSpotRateR, AGSpot Rate ask for a multi-leg trade (part of repeating group)Claire Williams –
Bank of America
7916LegUSDEquiv8USD Equivalent of the dealt currency (multi-leg)Claire Williams –
Bank of America
7917LegHomeCcyQty8Client’s home currency equivalent of the dealt currency (multi-leg)Claire Williams –
Bank of America
7918LegHomeCcyRate8Client’s home currency rate against the dealt currency (Multi-leg)Claire Williams –
Bank of America
7919LegAvgPx8average all-in rate of a multi-leg tradeClaire Williams –
Bank of America
7920ConvertedPriceIndicatorCharIndicates 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 –
7921BargainConditionStringBargain condition of an order (GL).James Talbot –
7922BestExecutionUniverseIntList of Markets, Alternative Venues,DarkpooL, Internal systems (matching engine for OTC, Systematic Internalisator,…)Cordon Eric –
BNPPARIBAS EQ&D
7923ExchangeListCodeIndicate 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
7924DeltaAheadThresholdQtyEugen Sarbu –
Lehman Brothers
7925DeltaAheadThresholdValueEugen Sarbu –
Lehman Brothers
7926WorkingDeltaEugen Sarbu –
Lehman Brothers
7927AggressivePostD,GBooleanEugen Sarbu –
Barclays Capital
7928SelfTradePreventFlagD, GUse 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
7929CAPStrategyIndicatorMarc Abend –
NYSE Euronext
7930ServiceIDSvetlana Krin –
Mantara
7931VenueIDVenue of Target or ExecutionSvetlana Krin –
Mantara
7932RouteToIDDestination when Routing AwaySvetlana Krin –
Mantara
7933BrokerIDBroker to Sponsor orderSvetlana Krin –
Mantara
7934FirmIDSvetlana Krin –
Mantara
7935DisplayInstSvetlana Krin –
Mantara
7936UserIDSvetlana Krin –
Mantara
7937UserNameSvetlana Krin –
Mantara
7938BlotterIDSvetlana Krin –
Mantara
7939BlotterNameSvetlana Krin –
Mantara
7940StrategyIDSvetlana Krin –
Mantara
7941VenueStrategySvetlana Krin –
Mantara
7942CrossFirstSvetlana Krin –
Mantara
7943CrossAfterSvetlana Krin –
Mantara
7944RouteFirstSvetlana Krin –
Mantara
7945TakeShownSvetlana Krin –
Mantara
7946TakeWhenShownSvetlana Krin –
Mantara
7947CanRepriceSvetlana Krin –
Mantara
7948PostOnlySvetlana Krin –
Mantara
7949PostAwayTagSvetlana Krin –
Mantara
7950RouteOutSvetlana Krin –
Mantara
7951DialectIDSvetlana Krin –
Mantara
7952TradingDeskIDSvetlana Krin –
Mantara
7953RegionIDSvetlana Krin –
Mantara
7954MaxQtyPerLevelSvetlana Krin –
Mantara
7955MaxPctRateSvetlana Krin –
Mantara
7956MinPctRateSvetlana Krin –
Mantara
7957AggressionSvetlana Krin –
Mantara
7958ChildAggressionSvetlana Krin –
Mantara
7959AheadAllowedSvetlana Krin –
Mantara
7960BehindAllowedSvetlana Krin –
Mantara
7961IntervalSvetlana Krin –
Mantara
7962AlphaSvetlana Krin –
Mantara
7963LambdaSvetlana Krin –
Mantara
7964BetaSvetlana Krin –
Mantara
7965GammaSvetlana Krin –
Mantara
7966DeltaSvetlana Krin –
Mantara
7967ThetaSvetlana Krin –
Mantara
7968VegaSvetlana Krin –
Mantara
7969OmegaSvetlana Krin –
Mantara
7970RhoSvetlana Krin –
Mantara
7971MinBlockSizeSvetlana Krin –
Mantara
7972MinBlockBasisSvetlana Krin –
Mantara
7973CompleteOrderSvetlana Krin –
Mantara
7974PreOpenSvetlana Krin –
Mantara
7975OnOpenCrossSvetlana Krin –
Mantara
7976OnCloseCrossSvetlana Krin –
Mantara
7977OnCrossBasisSvetlana Krin –
Mantara
7978DoNotCrossSvetlana Krin –
Mantara
7979ToBeRenameRxSvetlana Krin –
Mantara
7980ToBeRenameTriggerSvetlana Krin –
Mantara
7981CorpBuybackSvetlana Krin –
Mantara
7982AdverseMoveAmtSvetlana Krin –
Mantara
7983AdverseMoveRateSvetlana Krin –
Mantara
7984FavorMoveAmtSvetlana Krin –
Mantara
7985FavorMoveRateSvetlana Krin –
Mantara
7986LegLimitSvetlana Krin –
Mantara
7987LegRatioSvetlana Krin –
Mantara
7988LegCashSvetlana Krin –
Mantara
7989LeadingLegSvetlana Krin –
Mantara
7990PriceMultiplierSvetlana Krin –
Mantara
7991PriceInterceptSvetlana Krin –
Mantara
7992CashToleranceSvetlana Krin –
Mantara
7993LongLimitSvetlana Krin –
Mantara
7994ShortLimitSvetlana Krin –
Mantara
7995Mantara1Svetlana Krin –
Mantara
7996Mantara2Svetlana Krin –
Mantara
7997Mantara3Svetlana Krin –
Mantara
7998Mantara4Svetlana Krin –
Mantara
7999Mantara5Svetlana Krin –
Mantara
TagFieldFIX MsgTypesDescriptionCreated by
8000ShortSaleRestrictionInstrument componentSame 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.
8001ShortSaleExemptionReasonD, E, G, 8Same 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.
8002LegShortSaleExemptionReason(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.
8003SideShortSaleExemptionReasonTrdCapRptSideGrpSame 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.
8004CustodialLotID(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.
8005CurrentCostBasis(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.
8006LegCustodialLotIDLegPreAllocGrpString 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.
8007LegVSPDateLegPreAllocGrpLocalMktDate 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.
8008LegVSPPriceLegPreAllocGrpPrice 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.
8009LegCurrentCostBasisLegPreAllocGrpAmt 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.
8010LastLiquidityInd8Same 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.
8011EventTimeUnitEvntGrp ComponentString 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.
8012EventTimePeriodEvntGrp componentInt 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.
8013TrdRegPublicationReasons8, AE, MDFullGrp, MDincGrpString 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.
8014TradePriceConditions8, AE, MDFullGrp, MDincGrpString 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.
8015OrderAttributeTypesD, AB, 8String 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.
8016TradingVenueRegulatoryTradeID8, AEString 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.
8017ValueCheckTypesD, AB, G, AC, 8String 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.
8018BCANIDD, AB, G, ACUsed 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.
8019SPSAIDD, AB, G, ACSpecial 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.
8020FDIDD,AB,G,AC,8String 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.
8021NewFDIDD,AB,G,AC,8String 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.
8022SIJurisdictionD, E, AB, G, AC, 8String 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.
8023ReportedJurisdictions8String 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.
8024VenueOrderTypes8, DString 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.
8025CustomerAccountD, AB, G, AC, 8, s, tString 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.
8026AlgorithmIDD, AB, G, AC, 8, s, tString 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.
8027CustomerLEID, AB, G, AC, 8, s, tString 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.
8028BrokerLEID, AB, G, AC, 8, s, tString 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.
TagFieldFIX MsgTypesDescriptionCreated by
9000InvestorAdvisorCodeDa.k.a – RR Code, Salesman Code, Representative CodeOleg Volossetski –
RoaylBlue Corporation
9001MaxShowDOrder: 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
9002CrossSeqNumAE – TradeCaptureReportSequence number of cross trade being reported to an exchange. The field can contain alpha-numeric values.Tad Knowles –
SunGard Trading Systems
9003UDFSupportIndicatorValid Values
1- Supports UDF in the message
2- Supports UDF in repeating groups
Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9004CustomerSizeWIndicates the number of contracts that are customer in the top of the market message.Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9005ProfessionalSizeWIndicates the number of contracts that are professional (non-ICM)in the top of the market message.Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9006QuoteUpdateControlIdMassQuote [35=i]An Integer ID per quote for a product in the Mass Quote Message.Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9007NoSettDaysNumber of Settlement DaysFor 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
9008QuoteTextText on QuoteFor FIX4.2. Quote msg does not have Text.Rohit Lad –
Dresdner Kleinwort Wasserstein
9009Trading System Ticket Number8,JPropritary Trading system Ticket numberDon Scheurer –
Bloomberg
9010Trading System Reference Ticket Number8,JReferernce number for Proprietary trading system ticket numberDon Scheurer –
Bloomberg
9011BLP Allocation ticket numberJ,PInside the repeating group for allocations. This is unique to BLP Trading systems.Don Scheurer –
Bloomberg
9012BLP Allocation ref. ticket numberJ,PUNique to BLP Trading system. Inside repeating group for allocations.Don Scheurer –
Bloomberg
9013ADPBlotterCodeADP Blotter CodeNeal Ramasamy –
Instinet
9014BlotOrderStatus8State 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
9015ExecDeltaHedgeRFQ, Quote, Order ExecutionDenotes whether a Delta Hedge trade should be booked to offset the risk of an option trade.Kenneth Bromberg –
Bloomberg L.P.
9016HedgeTradeTypeRFQ, Quote, Order ExecutionIndicates a type of hedge trade to be executed for offset of option risk. Possible values: 1=Spot; 2=ForwardKenneth Bromberg –
Bloomberg L.P.
9017LegNotionalCurrencyRFQ, Quote, Order ExecutionThe currency which the LegNotionalAmount field refers to, for an FX Option.Kenneth Bromberg –
Bloomberg L.P.
9018LegNotionalAmountRFQ, Quote, Order ExecutionThe 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.
9019FXOptionStyleRFQ, Quote, Order ExecutionThe style of FX Option. Possible values: 1=American; 2=EuropeanKenneth Bromberg –
Bloomberg L.P.
9020EQIQuoteResponseLevelQuoteIndicates 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
9021EQIAdvisoryTypeIndicates 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 quoteJochen de Lima –
SIAC
9022NYSELiquidityBidPxQuoteNYSE Liquidity Quote Bid Price.Jochen de Lima –
SIAC
9023NYSELiquidityBidSizeQuoteNYSE Liquidity Quote bid size.Jochen de Lima –
SIAC
9024NYSELiquidityOfferPxQuoteNYSE Liquidity Quote offer price.Jochen de Lima –
SIAC
9025NYSELiquidityOfferSizeQuoteNYSE Liquidity Quote offer size.Jochen de Lima –
SIAC
9026EQIQuoteOriginIndicates 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
9027NYSEQuoteRefIdProvides 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
9028NYSENoQuoteErrorsThe number of errors in quote validation that are present in a Quote Advisory message (used for repeating group).Jochen de Lima –
SIAC
9029NYSEQuoteFieldCodeContains 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
9030NYSEQuoteErrorCodeIndicates 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
9031QuoteUpdateRequestIDUnique identifier issued for each Quote Update Request message in a connection(request to subscribe/unsubscribe for quotes).Jochen de Lima –
SIAC
9032UpdateRequestRejectReasonIndicates the encoded reason why the subscription/unsubscription request failed.Jochen de Lima –
SIAC
9033EQIRoleIdentifies the role of an entering party in a Quote Submission.Jochen de Lima –
SIAC
9034CallPutCurrencyRFQ, Quote, Order ExecutionDenotes what currency a given leg of an FX Option is operating on. Works in conjunction with CallOrPut tag.Kenneth Bromberg –
Bloomberg L.P.
9035OmgeoNoTDBusinessExceptionCodesASOmgeo CTM specific field. Number of repeating groups for TradeDetail business exceptions.Shunichi Sueno –
Omgeo
9036OmgeoTDBusinessExceptionCodeASOmgeo CTM specific field. A reason code for TradeDetail business exceptions.Shunichi Sueno –
Omgeo
9037OmgeoTDHighestErrorSeverityASOmgeo CTM specific field. The highest Error Severity code within the Trade detail.Shunichi Sueno –
Omgeo
9038OmgeoTLBusinessExceptionCodeASOmgeo CTM specific field. A reason code for business exceptions.shunichi sueno –
Omgeo
9039OmgeoNoTLBusinessExceptionCodesASOmgeo CTM specific field. Number of repeating groups for business exceptionsshunichi sueno –
Omgeo
9040OmgeoShowHiddenFieldsIndicatorJOmgeo CTM specific field. An indicator for hiding data from the counter party.shunichi sueno –
Omgeo
9041OmgeoL2MatchingProfileNameJOmgeo CTM specific field. Specifies the name of the L2 matching profile.shunichi sueno –
Omgeo
9042OmgeoNoTradeTransCondIndicatorsJ, ASOmgeo CTM specific field. Number of repeating OmgeoTradeTransactionIndicator entries.shunichi sueno –
Omgeo
9043OmgeoTradeTransCondIndicatorJ, ASOmgeo CTM specific field. Indicates the bargain conditions vfor the trade.shunichi sueno –
Omgeo
9044OmgeoNoSettlTransCondIndicatorsJ, ASOmgeo CTM specific field. Number of repeating OmgeoSettlementTransactionIndicator entries.shunichi sueno –
Omgeo
9045OmgeoSettlTransCondIndicatorJ, ASOmgeo CTM specific field. Indicates the bargain conditions for the trade.shunichi sueno –
Omgeo
9046OmgeoTradeLevelMasterReferenceJ, ASOmgeo CTM specific field. A unique identifier for the trade side that is supplied by the client.shunichi sueno –
Omgeo
9047OmgeoTradeDetailTradeAmountJ, ASOmgeo CTM specific field. Indicates the trade (deal) amount for the trade detail (i.e., the account allocation).shunichi sueno –
Omgeo
9048OmgeoSettlInstrSourceIndicatorJ, ASOmgeo 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
9049OmgeoAlertCountryCodeJ, ASOmgeo ALERT specific field. Used for ALERT settlement instruction lookup. Codes are not ISO country codes.shunichi sueno –
Omgeo
9050OmgeoAlertMethodTypeJ, ASOmgeo ALERT specific field. The ALERT clearing method type, used for ALERT settlement instruction lookup.shunichi sueno –
Omgeo
9051OmgeoAlertSecurityTypeJ, ASOmgeo ALERT specific field. The ALERT security type code used for ALERT settlement instruction lookup.shunichi sueno –
Omgeo
9052OmgeoTradeSideIDJ, AS, POmgeo CTM specific field. A unique identifier for a trade side that is generated by CTM.shunichi sueno –
Omgeo
9053OmgeoSettlementViewIndicatorASOmgeo CTM specific field. Indicates whether an Allocation Report represents a Settlement view or describes a status change.shunichi sueno –
Omgeo
9054OmgeoTLMatchStatusASOmgeo CTM specific field. Indicates the match status at the trade level.shunichi sueno –
Omgeo
9055OmgeoRejectComponentFlagBlockASOmgeo CTM specific field. Indicates a Block has been rejected.shunichi sueno –
Omgeo
9056OmgeoCompleteStatusASOmgeo CTM specific field. Indicates the complete status.shunichi sueno –
Omgeo
9057OmgeoMatchAgreedStatusASOmgeo CTM specific field. Indicates the trade is matched at the trade level and trade details, is complete and has no errors.shunichi sueno –
Omgeo
9058OmgeoTLHighestErrorSeverityASOmgeo CTM specific field. Indicates the severity of an error against the trade level (i.e., the block).shunichi sueno –
Omgeo
9059OmgeoTradeSideHighestErrSeverityASOmgeo 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
9060OmgeoBrokerCountryOfIssueASOmgeo CTM specific field. Indicates CountryOfIssue as entered by the executing broker.shunichi sueno –
Omgeo
9061OmgeoBrokerIDSourceASOmgeo CTM specific field. Indicates the IDSource as entered by the executing broker.shunichi sueno –
Omgeo
9062OmgeoBrokerSecurityIDASOmgeo CTM specific field. The SecurityID as entered by the executing broker.shunichi sueno –
Omgeo
9063OmgeoNoErrorsPOmgeo CTM specific field. Number of repeating groups of block-level errors.shunichi sueno –
Omgeo
9064OmgeoErrorKeyPOmgeo CTM specific field. An identifier representing the error message.shunichi sueno –
Omgeo
9065OmgeoErrorXPathPOmgeo CTM specific field. The XPath of the CTM field, which caused the error.shunichi sueno –
Omgeo
9066OmgeoErrorTextPOmgeo CTM specific field. A human-readable description of the error.shunichi sueno –
Omgeo
9067OmgeoNoIndividualErrorsOmgeo CTM specific field. Number of repeating groups of allocation account-level errors.shunichi sueno –
Omgeo
9068OmgeoIndividualErrorKeyPOmgeo CTM specific field. An identifier representing the error message.shunichi sueno –
Omgeo
9069OmgeoIndividualErrorXPathPOmgeo CTM specific field. The XPath of the CTM field, which caused the error.shunichi sueno –
Omgeo
9070OmgeoIndividualErrorTextPOmgeo CTM specific field. A human-readable description of the error.shunichi sueno –
Omgeo
9071OldQtyNew Order SingleMust be equal to the currently remaining quantity and not the original order quantityPriya Sampath –
Changepond Technologies
9072CallOrPutRFQ, Quote, Order ExecutionDenotes whether a particular leg of an FX Option trade is a Call or a Put. Possible Values: 1=Call; 2=PutKenneth Bromberg –
Bloomberg L.P.
9073Currency1RFQ, Quote, Order ExecutionDenotes one of two currencies in an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9074Currency2RFQ, Quote, Order ExecutionDenotes the second of two currencies in an FX Options trade.Kenneth Bromberg –
Bloomberg L.P.
9075DeltaLegQuote, OrderExecutionThe per-leg Delta value for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9076GammaLegQuote, OrderExecutionThe per-leg Gamma value for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9077VegaLegQuote, OrderExecutionThe per-leg Vega value for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9078ThetaLegQuote, OrderExecutionThe per-leg Theta value for an FX Option tradeKenneth Bromberg –
Bloomberg L.P.
9079RhoLegQuote, OrderExecutionThe per-leg Rho value for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9080SpotHedgeLegQuote, OrderExecutionThe price of the instrument with which a given leg of an FX Option trade is being hedged.Kenneth Bromberg –
Bloomberg L.P.
9081VommaLegQuote, OrderExecutionThe per-leg Vomma value for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9082VannaLegQuote, OrderExecutionThe per-leg Vanna value for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9083DeltaNetQuote, OrderExecutionThe net Delta value for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9084OmgeoThirdPartyDetailThis 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
9085GammaNetQuote, OrderExecutionThe net Gamma value for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9086VegaNetQuote, OrderExecutionThe net Vega value for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9087ThetaNetQuote, OrderExecutionThe net Theta value for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9088RhoNetQuote, OrderExecutionThe net Rho value for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9089SpotHedgeNetQuote, OrderExecutionThe net price of the instruments with which an FX Option trade is being hedged.Kenneth Bromberg –
Bloomberg L.P.
9090CanTradeQuoteFIX 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
9091QuoteStreamClosedFIX 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
9092PBTFut1Reserved for future Banc of America Securities PBT usage.Kamron Awwal –
Bank of America
9093PBTFut2Reserved for future Banc of America Securities PBT usage.Kamron Awwal –
Bank of America
9094PBTFut3Reserved for future Banc of America Securities PBT usage.Kamron Awwal –
Bank of America
9095PBTFut4Reserved for future Banc of America Securities PBT usage.Kamron Awwal –
Bank of America
9096VommaNetQuote, OrderExecutionThe net Vomma value for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9097VannaNetQuote, OrderExecutionThe net Vanna value for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9098VolatilityLegQuote, OrderExecutionThe per-leg volatility for an FX Option trade.Kenneth Bromberg –
Bloomberg L.P.
9099ForwardRateQuoteThe value of the forward rate for an FX Option.Kenneth Bromberg –
Bloomberg L.P.
9100ContraBroker8To 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.
9101FXSplitTradeFlagAEFX Split trade indicator – Split FX trade across multiple books – Y/NDon Scheurer –
Bloomberg
9102FxMarketTypeAE,ARFX Non-deliverable forward indicator
R = regular
N = onshore
O = Offshore 

Default = R

Don Scheurer –
Bloomberg
9103NoTicketsNumber of BLP trade tickets created as a result of the incoming trade messageDon Scheurer –
Bloomberg
9104RepeatingTicketNoARFX trading creates multiple transactions. This will contain the ticket numbers returned.Don Scheurer –
Bloomberg
9105CheckoutJ,PY – Indicates a full allocation
N – Indicates partial or Dummy account’s
Don Scheurer –
Bloomberg
9106AutoexFirmStatusA 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
9107Trading StrategyAETrading strategy of a transaction (ex. hedge fund trading strategy)Gleb Skayansky –
Bloomberg LLP.
9108Primary Security IdentifierAEPrimary money market security identifierGleb Skayansky –
Bloomberg LLP.
9109FRNIndex8, ASIndex used for calculating the current coupon value of a floating rate noteThomas Hill –
Market Axess
9110PctOfVolumeDRequired/necessary to complement ExecInst tag 18 when set to enum=D, “percent of volume.”Paul Schaeffler –
Paine Webber Inc.
9111SolicitedFlagDTo 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.
9112DeltaHedgeSpotDateQuoteValue/Spot date (settlement date) for the delta hedge of an FX OptionKenneth Bromberg –
Bloomberg L.P.
9113DepositUnitQuoteDeposit Unit for an FX Option trade. Possible Values: 1=Ann; 2=Semi; 3=Cont; 4=MMktKenneth Bromberg –
Bloomberg L.P.
9114DepositAccrualQuoteAccrual Unit for an FX Option trade. Possible values: 1=ACT/ACT; 2=20/360; 3=ACT/360; 4=ACT/365Kenneth Bromberg –
Bloomberg L.P.
9115DepositRateQuoteDeposit rate in units and accrual convention specified in tags 9113 and 9114Kenneth Bromberg –
Bloomberg L.P.
9116CounterDepositUnitQuoteCounter deposit unit for FX Option trade., Valid values:
• 1 = Ann
• 2 = Semi
• 3 = Cont
• 4 = M Mkt
Kenneth Bromberg –
Bloomberg L.P.
9117CounterDepositAccrualQuoteCounter 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.
9118CounterDepositRateQuoteCounter deposit rate in units and accrual convention specified in 9116 and 9117Kenneth Bromberg –
Bloomberg L.P.
9119SettlFixingDateDSettlement Fixing DateMark Zelyony –
Bloomberg
9120SettlCurrency2DSettlement Currency for the second leg of NDF swapMark Zelyony –
Bloomberg
9121FixingDate2DFixing Date for the second leg of NDF swap. ( First leg is 6203 )Mark Zelyony –
Bloomberg
9122BBBankNumRFQ, Quote, OrderExecutionThe Bloomberg-specific ID associated with a particular dealer.Kenneth Bromberg –
Bloomberg L.P.
9123SpotNotionalQuote, OrderExecutionThe 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.
9124ExpiryTimeRFQ, Quote, OrderExecutionTime of FX Option expiry, expressed in GMT format. Example: 10:00:00Kenneth Bromberg –
Bloomberg L.P.
9125ExpiryTimeCodeRFQ, Quote, OrderExecutionTime 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 14:00:00Mark Zelyony –
Bloomberg
9126OptionStrategyRFQ, Quote, OrderExecution1 — single leg, 2 — straddle, 3 — strangle, 4 — risk reversal, 5 — participating forward, 6 — diagonal spread, 7 — call/put spread, 8 — calendar spread, 9 — two legMark Zelyony –
Bloomberg
9127DeliveryTypeRFQ, Quote, OrderExecutionType of delivery for an option trade. 1 — cash, 2 — deliveryMark Zelyony –
Bloomberg
9128ToleranceMaximum allowed deltaDavid Zinberg –
Lehman Brothers
9129ToleranceUnitUnit of Tolerance Value (%, $)David Zinberg –
Lehman Brothers
9130BarrierStyleRFQ, Quote, OrderExecutionStyle of a barrier for Barrier option. 1– knock-in, 2 — knock-outMark Zelyony –
Bloomberg
9131BarrierLevelRFQ, Quote, OrderExecutionPrice of the underlying at which the option comes in existance or ceases to exist.Mark Zelyony –
Bloomberg
9132BarrierDirectionRFQ, Quote, OrderExecutionDesignates the direction in which the Barrier needs to be crossed to activate the option. 1 — up, 2 — down.Mark Zelyony –
Bloomberg
9133BarrierStartDateRFQ, Quote, OrderExecutionThe date the price monitoring starts.Mark Zelyony –
Bloomberg
9134BarrierEndDateRFQ, Quote, OrderExecutionThe date the price monitoring ends.Mark Zelyony –
Bloomberg
9135BarrierRebateRFQ, Quote, OrderExecutionPredefined rebate for Barrier optionMark Zelyony –
Bloomberg
9136OptionProductTypeRFQ, Quote, Order ExecutionDescribes 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-OutMark Zelyony –
Bloomberg
9137BarrierLevel2RFQ, Quote, OrderExecutionLevel of the second barrier for double barrier optionsMark Zelyony –
Bloomberg
9138BarrierRebate2RFQ, Quote, OrderExecutionRebate for the second barrier for double barrier optionsMark Zelyony –
Bloomberg
9139AskPriceQuoteNet ask price for 2-way pricingMark Zelyony –
Bloomberg
9140HoldIntrnlDField indicating instruction to hold order internally for matching. Default=None, 1=Hold InternalMatthew Gordon –
GlobeNet
9141DeltaNet AskValueQuoteDelta Net value for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9142GammaNet AskValueQuoteNet Gamma value for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9143VegaNet AskValueQuoteNet Vega value for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9144ThetaNet Ask ValueQuoteNet Theta value for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9145Spot Hedge Net Ask ValueQuoteNet Theta value for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9146VommaNet AskValueQuoteNet Vomma value for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9147VonnaNet AskValueQuoteNet Vanna value for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9148Leg Ask PriceQuotePrice of the option leg for ask quote in 2-way pricing.Mark Zelyony –
Bloomberg
9149GammaLeg AskQuoteGamma leg for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9150BBExecSubTypeStringFor adding, updating and deleting securities as part of trade capture message, AE.Tom Healey –
Bloomberg
9151VegaLeg AskQuoteVega leg for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9152VariationU00B1, U00B2, U0003, U0002, U0001, U0032Concatenation of a sign and an absolute variationPascal lacoste –
Euronext
9153ThetaLeg AskQuoteTheta leg for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9154SpotHedgeLeg AskQuoteSpot hedge leg for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9155OmgeoRejectComponentFlagAllocASOmgeo CTM specific field. Indicates an allocation has been rejected.Shunichi Sueno –
Omgeo
9156OmgeoTradeToleranceMatchStatusASOmgeo CTM specific field. Indicates if the trade has matched agreed within the accepted Tolarence or has matched with exact value.Shunichi Sueno –
Omgeo
9157VommaLeg AskQuoteVomma leg for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9158VannaLeg AskQuoteVanna leg for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9159VolatilityLeg AskQuoteVolatility leg for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9160ForwardRateLeg AskQuoteForward rate leg for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9161DeltaLeg AskQuoteDelta leg for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9162RhoLeg AskQuoteRho leg for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9163RhoNet AskValueQuoteNet Rho value for ask quote in 2-way pricingMark Zelyony –
Bloomberg
9164TheoVariationU0030Theoretical open price variationPascal lacoste –
Euronext
9165RFQReferenceNo8Request for Quote reference numberJuliette Vignola –
Nasdaq/OMX
9166OrigInfoMarketU0004, U0002Origin of market information indicatorPascal lacoste –
Euronext
9167BidNbOrU0004Pascal lacoste –
Euronext
9168OfferNbOrU0004Number of sell ordersPascal lacoste –
Euronext
9169BidNbOrU0004Number of buy ordersPascal lacoste –
Euronext
9170CLExecID8Client 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 BLPDon Scheurer –
Bloomberg
9171TradeVersionExecution ReportInt that identifies the version of the Execution Report.Andre Mais –
Fannie Mae
9172TradeDiscountRateDayCountExecution Report“ACT_360”Andre Mais –
Fannie Mae
9173TradeIssueDateExecution ReportThe date that the Trade is executed.Andre Mais –
Fannie Mae
9174CommRateDayCountExecution Report“ACT_360”Andre Mais –
Fannie Mae
9175ProgramTypeExecution Report“DN”Andre Mais –
Fannie Mae
9176ProgramSettleTypeExecution Report“FedWire”Andre Mais –
Fannie Mae
9177Trade PrincipalExecution ReportA boolean value indicating if the Trade is for principal. “Y | N”Andre Mais –
Fannie Mae
9178ProgramOpenMassQuoteA boolean value indicating if the Program is open. “Y | N”Andre Mais –
Fannie Mae
9179CashOpenMassQuoteA boolean value indicating if cash settlement is open. “Y | N”Andre Mais –
Fannie Mae
9180ReversedInquiryAmtMassQuoteAndre Mais –
Fannie Mae
9181OfferingTypeMassQuoteSpecifies the type of offering. “DN”Andre Mais –
Fannie Mae
9182QuoteEntryOpenMassQuoteA boolean value indicating the status of a single bucket. “Y | N”Andre Mais –
Fannie Mae
9183SettleTypeAltMassQuoteA 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 SkipAndre Mais –
Fannie Mae
9184MaturityDateEndMassQuoteThe maturity end date for a single bucket.Andre Mais –
Fannie Mae
9185OfferingTimeMassQuoteThe date and time when the MassQuote message is created.Andre Mais –
Fannie Mae
9186FMTradeStatusExecution ReportIndicates the status of a Trade: 1 = Accepted, 2 = Updated, 3 = Canceled, 4 = Confirmed, 5 = UnconfirmedAndre Mais –
Fannie Mae
9187TouchTypeRFQ, Quote, Order ExecutionDescribes the type of exercising for touch options.
No touch — 1, Pay when hit — 2, Pat at expiry — 3
Mark Zelyony –
Bloomberg
9188ExerciseStartDateRFQ, Quote, OrderExecutionThe beginning date of option exercise period.Mark Zelyony –
Bloomberg
9189ExerciseEndDateRFQ, Quote, OrderExecutionThe end date of option exercise period.Mark Zelyony –
Bloomberg
9190SectorVariableEnforce a sector-level constraintDavid Zinberg –
Lehman Brothers
9191SuppressOrderStatusAFirm 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
9192EnhancedQuoteBehaviorAIndicator on the Logon message that determines behavior of User Quotes on the CBOE system.Vivek Beniwal –
CBOE
9193RemoveTypeU00A4, U00D4Type of deletion indicatorPascal lacoste –
Euronext
9194SpotAskRateQuoteUsed for 2-way pricing – spot rate of the ask quoteMark Zelyony –
Bloomberg
9195OmgeoTPNotificationTypeIf ThirdPartyData composite is
created for CDS, this field contains
DEPO; if created for third party, it
contains THRD.
Dharmendra Makhijani –
Omgeo LLC
9196TradingStatusU0005Instrument trading status indicatorPascal lacoste –
Euronext
9197OmgeoTPMessageDeliveryThis composite contains information about the third party DeliveryChannel, MessageFormat,and HeaderFooterFormat.Dharmendra Makhijani –
Omgeo LLC
9198SuspendTimeU0005Date time of instrument haltingPascal lacoste –
Euronext
9199HighLimitU0037Maximum authorized price at which an instrument can tradePascal lacoste –
Euronext
9200LowLimitU0037Minimum authorized price at which an instrument can tradePascal lacoste –
Euronext
9201MatchBidSNeeded 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
9202MatchAskSNeeded in Danish market. Used to verify that a client has got the latest pricing when making an order.Martin Algesten –
Interbizz Financial Systems AB
9203CommPxLimitDIf commission needs to be calculated by trading systems. Formula: IF (Price<=CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2Martin Algesten –
Interbizz Financial Systems AB
9204CommMinDIf commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2Martin Algesten –
Interbizz Financial Systems AB
9205CommMaxDIf commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2Martin Algesten –
Interbizz Financial Systems AB
9206CommPct1DIf commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2Martin Algesten –
Interbizz Financial Systems AB
9207EMStextBuy 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
9208MessageKindU0023Indicates the general contents of an E-mailPascal lacoste –
Euronext
9209MessageDestinationU0023Indicates the user to whom the message is adressedPascal lacoste –
Euronext
9210NbMaxPartU0023Number of messages in this E-mailPascal lacoste –
Euronext
9211SMAttribFlagNew Order Single, Cancel ReplaceFor 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
9212SMAIQFlagNew Order Single, Cancel ReplaceFor 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
9213SMPrImpFlagNew Order Single, Cancel ReplaceFor 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
9214SMBnchdFlagNew Order Single, Cancel Replaces, ExecutionsFor 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
9215LiqProvOnlyNew Order Single, Cancel ReplaceFlag is used to specify a Summary/Liquidity provider only order.Ramesh Kadambi –
NASDAQ
9216PortfolioBuyValueDollar value of buysDavid Zinberg –
Lehman
9217PortfolioSellValueDollar value of sellsDavid Zinberg –
Lehman
9218OverallVolumeLimitVolume restriction on entire order.David Zinberg –
Lehman
9219InstrumentIDU0153, U0253Security referential identifierPascal lacoste –
Euronext
9220HighTenorQuoteIdDHighTenorQuoteId used for order message to indicate interpolated price calculation from FX streaming quote idDon Scheurer –
Bloomberg
9221AuxAuctionInfoRfor Optional Auction data in solicting an AuctionMagic Magee –
Chicago Board Options Exchange
9222SpotQuoteIdDSpotQuoteId used for order message to indicate price from FX streaming quote idDon Scheurer –
Bloomberg
9223AllocationTypeUsed 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 –
9224LiquidityProviderExecution 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
9225MessageIDU0023Sequence number of message within this E-mailPascal lacoste –
Euronext
9226Vendor networkTextBuy side to provide the Network that the trader is using to send in orders. For example: “NYFIX”Natasha Bonner-Fomes –
Lehman Brothers HK
9227StockTypeU0153, U0253Stock typePascal lacoste –
Euronext
9228OmgeoTPNErrorIDA unique identifier for each error
on a given trade component.
Dharmendra Makhijani –
Omgeo LLC
9229OmgeoTPNErrorSeverityThis field represents the significance of the synchronous and asynchronous errors.Dharmendra Makhijani –
Omgeo LLC
9230OmgeoTPNErrorTextThis field describes the error code.Dharmendra Makhijani –
Omgeo LLC
9231TradeThruFlagExecution ReportsThe trade Through flag indicates if an execution in Supermontage Intermarket was traded through another market.

Values : Y/N

Ramesh Kadambi –
NASDAQ
9232CommitIdentExecution ReportsCommintment 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
9233ComplRespNew Order SingleThis 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
9234BlkOrdFlagNew Order Single, Cancel ReplaceUsed 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
9235OmgeoDeliveryChannelPart of the TPMessageDelivery composite, this field contains the delivery channel parameter for the third party destination profile for
this notification.
Dharmendra Makhijani –
Omgeo LLC
9236OmgeoMessageFormatPart of the TPMessageDelivery composite, this is the message format parameter for the third party destination profile for this notification.Dharmendra Makhijani –
Omgeo LLC
9237OmgeoHeaderFooterFormatPart of the TPMessageDelivery composite, this is the header footer format parameter for the third party destination profile for this notification.Dharmendra Makhijani –
Omgeo LLC
9238LehmanATS9D,G,8Lehman ATS Field 9Ryan Pierce –
Lehman Brothers
9239LehmanATS10D,G,8Lehman ATS Field 10Ryan Pierce –
Lehman Brothers
9240TALAccountTypeDInteger corresponding to the account type within the TAL OMS.Ryan Pierce –
Townsend Analytics Ltd.
9241LehmanATS1D,G,8Lehman ATS Field 1Ryan Pierce –
Townsend Analytics
9242LehmanATS2D,G,8Lehman ATS Field 2Ryan Pierce –
Townsend Analytics, Ltd.
9243LehmanATS3D,G,8Lehman ATS Field 3Ryan Pierce –
Townsend Analytics, Ltd.
9244LehmanATS4D,G,8Lehman ATS Field 4Ryan Pierce –
Townsend Analytics
9245LehmanATS5D,G,8Lehman ATS Field 5Ryan Pierce –
Townsend Analytics
9246LehmanATS6D,G,8Lehman ATS Field 6Ryan Pierce –
Townsend Analytics
9247LehmanATS7D,G,8Lehman ATS Field 7Ryan Pierce –
Townsend Analytics
9248LehmanATS8D,G,8Lehman ATS Field 8Ryan Pierce –
Townsend Analytics
9249TriggerQtyQtyStrategy pounce trigger quantity (number of shares)Andrew Bowley –
Lehman Brothers
9250IdealPriceDPrice Goal.Serge Canizares –
Jefferies
9251VolumeLimitD,GVolume limit orders are permitted to approach while trading.
Integer value from 0 – 100.
Serge Canizares –
Jefferies
9252UrgencyD,GThe acceptable market impact that strategy orders are allowed to induce.
Signed integer value.
Serge Canizares –
Jefferies
9253ToleranceDPrice move tolerance. Used to create a firm limit price from a specified price target. Strictly positive double value.Serge Canizares –
Jefferies
9254DurationD,GSpecified lifetime for orders, i.e. 25 = 25 minutes. Integer value.Serge Canizares –
Jefferies
9255MinTakeD,GMinimum block size allowed when searching for liquidity levels. Integer Value.Serge Canizares –
Jefferies
9256StartTimeDStart time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM
Integer Value
Serge Canizares –
Jefferies
9257EndTImeDEnd time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM
Integer Value.
Serge Canizares –
Jefferies
9258FootprintDSpecify the type of market footprint orders are permitted to take on.
Integer value.
Serge Canizares –
Jefferies
9259Strategy FlagsDInstructions for strategies. Integer value.Kevin Hester –
9260ProcessCountU00A0Total number of transmitter processPascal lacoste –
Euronext
9261OverridPriceU00A2Overriding pricePascal lacoste –
Euronext
9262MsgID7, 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 HUBPascal lacoste –
Euronext
9263ActionCodeU00A3, U00D3Indicate the type of update on the market sheetPascal lacoste –
Euronext
9264DisplayLimitPriceU00A3, U00D3The price at which an order is listed on the market sheetPascal lacoste –
Euronext
9265PriorityTimeU00A3Pascal lacoste –
Euronext
9266MaxFloorPercentQtyMax Floor Percent of TouchAndrew Bowley –
Lehman Brothers
9267OrderIDPrevU00A3, U00D3ID of previous orderPascal lacoste –
Euronext
9268LehmanNatasha Bonner-Fomes –
Lehman Brothers HK
9269OrderIDNextU00A3, U00D3ID od next orderPascal lacoste –
Euronext
9270LoanSupportFlagU0153, U0253Indicator of underlying security on the lending marketPascal lacoste –
Euronext
9271LoanSettleDateU0153, U0253Expiry date of lending stockPascal lacoste –
Euronext
9272lehman2reservedNatasha Bonner-Fomes –
Lehman Brothers HK
9273lehman3reservedNatasha Bonner-Fomes –
Lehman Brothers HK
9274lehman4reservedNatasha Bonner-Fomes –
Lehman Brothers HK
9275MinSliceQtyU00D3Size of a trading block for an all or none orderPascal lacoste –
Euronext
9276DisplayQtyU00A3, U00D3Amount of the order that can be view on the marketPascal lacoste –
Euronext
9277RelatedMarketCenterTradeCaptureReportNASD 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
9278Advertisement InstructionTradeCaptureReportAn indication of whether or not the trade is to be subsequently advertised.Juliette Vignola –
9279IncrementParticipationRateIncrement for volume participationDavid Zinberg –
Lehman
9280NominalValueU0153, U0253Nominal market value of the securityPascal lacoste –
Euronext
9281ReRoutedSettlDate8Denotes the Settlement Date of a Re-Routed OrderDon Scheurer –
Bloomberg
9282ReRoutedBrokerID8Denotes the Broker Code of a Re-Routed Order.Don Scheurer –
Bloomberg
9283PriceDefU0153, U0253Trading unit typePascal lacoste –
Euronext
9284InactivationRejReasonExecution ReportReason for reject of order deactivate requestMichael Merold –
ICAP
9285TriggerPxDirectionDesignates Cents or BPS Better or Worse than a Trigger Price.David Zinberg –
Lehman
9286BoardLotU0153, U0253Minimum tradable quantityPascal lacoste –
Euronext
9287OmgeoPlaceOfSafekeepingAS, JOmgeo 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
9288OmgeoPlaceOfSafekeepingTypeAS, JOmgeo CTM specific field. Indicates type of PSAFE value being provided: BIC or Country Code. Valid values:
BIC
COUN
Catherine Allison –
Omgeo
9289OmgeoPlaceOfSafekeepingValueAS, JOmgeo CTM specific field. Indicates the PSAFE value. Will be either a BIC or an ISO Country Code.Catherine Allison –
Omgeo
9290OmgeoPlaceOfSafekeepingPlaceAS, JOmgeo 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
9291ReRoutedOrderQty8Denotes the Size of a Re-Routed Order.Don Scheurer –
Bloomberg
9292MICstringMarket Identifier Code – Used to identify market maker used in quote and execution reports.Sean Kornish –
9293OmgeoThirdPartyDetailStatusPart of the ThirdPartyDetailStatus composite, this field indicates the status values when TPNotificationType is THRD.Dharmendra Makhijani –
Omgeo LLC
9294OmgeoThirdPartyDetailStatusTimePart of the ThirdPartyDetailStatus composite, this field contains the most recent date and time change for ThirdPartyDetailStatus.Dharmendra Makhijani –
Omgeo LLC
9295OmgeoThirdPartySummaryStatusPart 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
9296OmgeoTPHighestErrorSeverityPart of the ThirdPartyDetail composite, this field contains the highest error severity of ThirdPartyErrors.Dharmendra Makhijani –
Omgeo LLC
9297OmgeoThirdPartyErrorThis 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
9298MarketFlowIDAll U00nn Euronext market feed messageMarket feed indicatorPascal lacoste –
Euronext
9299BetaExposureRange within which to maintain portfolio betaDavid Zinberg –
Lehman Brothers
9300MessagePartIDU0023Sequence number of message in this E-mailPascal lacoste –
Euronext
9301MmkrCapacityD, GCapacity, Broker Market Maker status. Valid Values: A=Agency, P=PrincipleTad Knowles –
Automated Security Clearance LTD
9302OrderPriceF, G, HCustomer price per share of Original Order.Tad Knowles –
Automated Security Clearance LTD
9303RoutingInstD, GOrder 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
9304CxlQty8Unsolicited Partial Cancel Quantity.Tad Knowles –
Automated Security Clearance LTD
9305SponsorBkrD, G, FThe Sponsor Broker for the Institution. Only used with Institution Orders.Tad Knowles –
Automated Security Clearance LTD
9306OrigOrderDateF, G, H, 8, 9Date the Original Order was accepted by ECN.Tad Knowles –
Automated Security Clearance LTD
9307PfdMktMkrD, GPrefered Market Maker with Through BRUT Order.Tad Knowles –
Automated Security Clearance LTD
9308WeightedAvgBuyPxU0038Average buy pricePascal lacoste –
Euronext
9309WeightedAvgSellPxU0038Average sell pricePascal lacoste –
Euronext
9310CancelOpenQty8,9,F,GPortion of Open Qty to be Cancelled.Jim Northey –
Chicago Board Options Exchange
9311TLCQty9Too late to cancel quantityJim Northey –
Chicago Board Options Exchange
9312QuoteStatusS,bStatus of Quote – same values as OrdStatusJim Northey –
Chicago Board Options Exchange
9313QuoteRequestSubscriptionaPresence 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
9314OpenInterestW,XOpen Interest in terms of number of contracts for a derivative security (such as, option)Jim Northey –
Chicago Board Options Exchange
9315MDScopeV,W,XScope of market data being requested or returned – values are:
1-Local
2-National
3-Global
Jim Northey –
Chicago Board Options Exchange
9316LegalMarketW,XBoolean 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
9317InternalOrderStatus8Order Status Code from the trading system. Used for documentation purposes only – should not be used for maintaining status of the orderJim Northey –
Chicago Board Options Exchange
9318MktMkerIDU0153, U0253ID of the member firm responsible for market making for this particular stockPascal lacoste –
Euronext
9319IndxIndicU0153, U0253Index indicatorPascal lacoste –
Euronext
9320OrderRejectReasonTxt8Textual description of the reason and order was rejected.Jim Northey –
Chicago Board Options Exchange
9321SecondaryClOrdIDD,F,G,8,9Secondary 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
9322MultilegPriceIncrementc,dUsed 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
9323MultilegMonthIncrementc,dNumber 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
9324ClearingOptionalData8,D,F,GOptional Data sent to clearing house on trades against the orderJim Northey –
Chicago Board Options Exchange
9325LastTradeDateU0153Date the instrument last tradedPascal lacoste –
Euronext
9326CarryFwdISINCodeU0153, U0253ISIN code of underlying security on lending marketPascal lacoste –
Euronext
9327WeightedAvgQtyU0038Weighted average spread quantityPascal lacoste –
Euronext
9328CountryIssuerU0153, U0253Issuing country codePascal lacoste –
Euronext
9329PhysicalTradingGrpU0153, U0253Trading groupPascal lacoste –
Euronext
9330SICOVAMCodeU0153, U0253, U00A8, U00A7AFC (agence française de codification)Id code of a securityPascal lacoste –
Euronext
9331MktIndicU0153, U0253Indicates the market regulations governing the market on which the stock is tradedPascal lacoste –
Euronext
9332ReemissionFlagU00A0Beginning/end of transmission indicatorPascal lacoste –
Euronext
9333DivNbCOU0153, U0253Official quotation list classification: section numberPascal lacoste –
Euronext
9334RubNbCOU0153, U0253Official quotation list classification : Heading numberPascal lacoste –
Euronext
9335PrevDayCapitalTrdU0153, U0253Previous day’s capital tradedPascal lacoste –
Euronext
9336TypeOfInstrU0153, U0253Derivative instruments associated with the stockPascal lacoste –
Euronext
9337AlphaNbCOU0153, U0253Alpebabetical sequence number in the official quotation listPascal lacoste –
Euronext
9338TradingGroupU0153, U0253Trading group for french instrumentsPascal lacoste –
Euronext
9339TaxDeductCodeU0153, U0253Tax deduction codePascal lacoste –
Euronext
9340MMBidPxS, U00B4Market maker bid pricePascal lacoste –
Euronext
9341MMOfferPxS, U00B4Market maker offer pricePascal lacoste –
Euronext
9342FinancialMarketCodeAll Euronext market feed messageMarket of execution for last fillPascal lacoste –
Euronext
9343NoUnchangedSecuritiesU00B1Number of stocks unchanged in the corresponding indexPascal lacoste –
Euronext
9344NoNotTradedSecuritiesU00B1Number of stocks not quoted in the corresponding indexPascal lacoste –
Euronext
9345RoutedOrderIDG,DTo satisfy the OATS requirement of having a unique identifier for each order. This field is 20 characters or less.Tad Knowles –
SunGard Trading Systems
9346PHLXRoutingInstructionD, 8Allow passing through of routing instruction values for PHLX.Christopher Acton –
Sungard Brass
9347TRACRoutingInstructionD, 8Allow passing through of routing instruction for Track ECN.Christopher Acton –
Sungard Brass
9348NSXHandlInstD, 8Allow passing through of HandlInst for NSX.Christopher Acton –
Sungard Brass
9349CHXHandlInstD, 8Allow passing through of HandlInst for CHX.Christopher Acton –
Sungard Brass
9350OmgeoTPSourceSettlingAgentFrmMsgPart 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
9351OmgeoSWIFTBuyerSellerDharmendra Makhijani –
Omgeo LLC
9352OmgeoThirdPartyCreatedAtDharmendra Makhijani –
Omgeo LLC
9353OmgeoSWIFTDifferenceFlagDharmendra Makhijani –
Omgeo LLC
9354OmgeoSWIFTDifferencesDharmendra Makhijani –
Omgeo LLC
9355CrossTradeFlagU0001, U0002Cross order indicatorPascal lacoste –
Euronext
9356PrevPxVarSideU00A8, U0003, U0002, U0001, U0032Sign of variation against previous pricePascal lacoste –
Euronext
9357EndSamePxFlagU0001, U0002Last of a serie of trades at the same pricePascal lacoste –
Euronext
9358TradeSesPreopenTimeU0039Pre-opening time of the trading sessionPascal lacoste –
Euronext
9359TradeSessConsultTimeU0039Consult time of the trading sessionPascal lacoste –
Euronext
9360NoInitSecuritiesU0151, U0251Number of instruments initializedPascal lacoste –
Euronext
9361PrevDayCumQtyU0153Previous day capital tradedPascal lacoste –
Euronext
9362AllocAvgPxJAllocation: 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
9363PublishOrderStatusABoolean used to indicate to counterparty that the logon initiator would like order status transmitted after successful loginJim Northey –
Chicago Board Options Exchange
9364CFICodec,dIndicates 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
9365PremPriceTickBreakPointc,dPrice at which the Premium Price Tick changes from the PremPriceTickBelow and the PremPriceTickAboveJim Northey –
Chicago Board Options Exchange
9366PremPriceTickAbovec,dPremium Price Tick Size above the PremPriceTickBreakPointJim Northey –
Chicago Board Options Exchange
9367PremPriceTickBelowc,dPremium Price Tick Size Below the PremPriceTickBreakPointJim Northey –
Chicago Board Options Exchange
9368LastBustShares8The number of shares reported as part of a trade bustJim Northey –
Chicago Board Options Exchange
9369PriceProtectionScope8,D,GDefines 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
9370MultilegPositionEffects8,D,GMultipleValueString Array of open close codes for multileg orders **Will be obsoleted by FIX 4.3 Multileg Order Message **Jim Northey –
Chicago Board Options Exchange
9371MultilegCoveredOrUncovered8,D,GMultivalue 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
9372MultilegStockClearingFirm8,D,GThe 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
9373LiquidityFlag8Indicator of how BRUT executed the trade.Tad Knowles –
Automated Security Clearance LTD
9374PeggingTickerD,GThe adjustment price to calculate the order price from the NBBO of a pegged order.Tad Knowles –
SunGard Trading Systems
9375SMRouteFlagD, GField to specify the SuperMontage route field for
a given order.
Tad Knowles –
SunGard Trading Systems
9376SMExecAlgorFlagD, GThis field will be forwarded to SuperMontage for the Execution Algorthim.Tad Knowles –
SunGard Trading Systems
9377PowerNet8A field used by PowerNet to define the source of order entry.Tad Knowles –
SunGard Trading Systems
9378NoMDRefReqIDNumber of MDRefReqID entries in Market Data Request Reject messageThis 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
9379MulitiLegPriceD,GPrice for Individual Legs.Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9380StockFirmNameD,8Stock Firm name used in Buy writesSanthanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9381StockFirmNameKeyD,G,8Stock firm name key used in Buy writesSanthanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9382MatchTypeEType of match for internalized order. Valid Values: 1=Guaranteed Price, 2=Limit Price, 3=Auto MatchRick Simkin –
Chicago Board Options Exchange
9383AuctionTypea, RType of auction. Valid values: 1=Paired orders for internalized execution, 2=Strategy (multi-leg)Rick Simkin –
Chicago Board Options Exchange
9384AuctionContingencyD,G,R,8CBOE 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 AuctionRick Simkin –
Chicago Board Options Exchange
9385AuctionIDD,G,R,8Identifier used to participate in an auction and report results from an auction.Rick Simkin –
Chicago Board Options Exchange
9386TickIndicator81 byte numeric that specifies the tick at the time of executionSamuel Taub –
SIAC
9387OmnibusClearing81 byte numeric designating the omnibus account against which the execution was doneSamuel Taub –
SIAC
9388SourceOf Order81 byte numeric denoting the source of the order; i.e., from CMS, from BBSS, from DBK, etc.Samuel Taub –
SIAC
9389UnitOf trade81 byte numeric denoting the unit of trade; i.e., whether the stocks trades in lots of 100, 10, etc.Samuel Taub –
SIAC
9390OrderTime86-byte timestamp in HHMMSS format denoting the time the order arrived in the systemSamuel Taub –
SIAC
9391SourceOfReport81 byte numeric denoting whether the execution was done in DBK, BBSS, etc.Samuel Taub –
SIAC
9392SpecSymbolU81-4 alphas representing the Specialist firm’s mnemonicSamuel Taub –
SIAC
9393PostIDU82 numerics denoting the post at which the stock tradesSamuel Taub –
SIAC
9394TeeIDU81 alpha denoting the tee location at the post where the stock tradesSamuel Taub –
SIAC
9395OddLotAlarmSharesU8Samuel Taub –
SIAC
9396OddLotLineCodeU8Samuel Taub –
SIAC
9397TotalOddLotSellAlarmU8Samuel Taub –
SIAC
9398MDRefReqIDReference MDReqID entryPreviously subscribed MDReqID that has been affected. How it was affected is given in the the MDReqRejReason field.Dmitry Volpyansky –
Financial Genetics Corporation
9399Bloomberg Price Eng Price LevelSNumeric value between 1-3 to represent the Bloomberg Price Engine price level.Stacy Uster –
The McNamara Group
9400ExecPhase8 (Execution)Used to report current phase in tradingzissis perdikis –
javelin technologies, inc.
9401ReRoutedPrice8Denotes the Execution Price of a Re-Routed Order.Don Scheurer –
Bloomberg
9402OppSidePegD, GTag 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
9403OffsetPriceD, GPrice 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
9404WriteInTime8NYSE – 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
9405AsOfIndicator8NYSE – 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
9406DropCopyFlag8NYSE – 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
9407HandlInst8Same 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
9408MinQty8Same 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
9409MaxFloor8Same 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
9410MaxShow8Same 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
9411PriceImprovementWhen 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
9412OrigTimeSecurity StatusIndicates the time of the transaction as indicated by the Originating system.Peter Friel –
SIAC
9413HighPxDenomSecurity StatusNYSE – Institutional XPress – Indicates the trading denominator of the indication price.Peter Friel –
SIAC
9414LowPxDenomSecurity StatusNYSE – Institutional XPress – Indicates the trading denominator of the indication price.Peter Friel –
SIAC
9415MDEntryPxDenomMarket DataNYSE – Institutional XPress – Indicates the NYSE trading denominator.Peter Friel –
SIAC
9416ExtendedExecInstD and GUsed 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
9417ExtendedPNPDused 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
9418OlrlprlCode8Odd-lot, round-lot, PRL indicator containing the values 1,2,or 3Samuel Taub –
SIAC
9419OrderTANumber8The TA number of the order assigned by SDOTSamuel Taub –
SIAC
9420SpecUnitID8The Specialist Unit Number handling the stock. Contains a value from 1 to 100Samuel Taub –
SIAC
9421ContraBroker8FCS 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
9422ContraTradeTime8FCS 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
9423NoContraBrokers8FCS 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
9424OrdStatReqHFCS 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: StringAvner Gelb –
SIAC
9425StatusResp8FCS 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
9426BillingRate8May 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
9427CxlBalF, GFCS 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
9428CxlQtyFSame 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
9429CMSLeavesQtyFSame 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
9430NYSEDirect8FCS 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
9431GiveUpIDD, 8FCS 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
9432MiscDataLine4D, F, G, HFCS 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
9433ExecutionInformation8FCS 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
9434ContraTradeQty8FCS 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
9435ExClearingHouse8FCS 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
9436MemoAB8FCS 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
9437NYSEPrime8FCS 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
9438TryToStopD, F, GFCS 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
9439MiscDataLine4AF, G, HFCS Cancel and Cancel/Repl, Admin Req
– Line 4A, Field 5 

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

Avner Gelb –
SIAC
9440ERCReferenceNumber8FCS 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
9441ContraTrader8FCS 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
9442SolicitedFlagD, F, G, 8FCS 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
9443RepStatReqHFCS 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
9444SponsoringFirmD, 8Member firm sponsoring the institution submitting orders.Avner Gelb –
SIAC
9445LvsTimeInForceFFCS 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: StringJeanne Breuer –
SIAC
9446CMSTypeMessage Type 8Provides 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
9447CAPIndicatorD,F,G,H,8NYSE – Indicates a conversion and parity order (CAP). Required on all CAP Orders, CAP Cancels and CAP Cancel Replace Requests. Valid Value = Y. Format = CharJeanne Breuer –
SIAC
9448BrokerBadge#D,F,G,H,8Represents the initiating Broker Badge Number. Required on all CAP Orders. Value is up to 4 numeric characters. Format = CharJeanne Breuer –
SIAC
9449BillToD,F,G,H, 8Represents 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
9450ParentOrdXRefIdD,F,G,H, 8Represents 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
9451ParentFirmOrdIdD,F,G,H,8Tag 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
9452NYSETANumD,F,G,H,8The 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
9453ParentFirmD,F,G,H,8Valid NYSE Member Firm Mnemonic. Must be present on all NYSE BBSS CAP orders. 1 to 4 alpha characters.
Format = string.
Jeanne Breuer –
SIAC
9454ContraClrFirm8NYSE – 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
9455EnteringFirm8NYSE – 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
9456OrderRefDate8NYSE – 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
9457OCSControlNum8NYSE – 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
9458MajorBadge8NYSE – 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
9459SpecialTradeInd8NYSE – 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
9460OrderCapacity2D,F,G,H,8NYSE – Additional value representing Account Type. Account Type Q indicates a trade to cover an error transaction. Format = char. Valid Value = QJeanne Breuer –
SIAC
9461AddQtyG, 8NYSE – 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
9462PrinIndicator8The indicator that denotes the specialist was involved in the trade. contains value 00 or 01.Samuel Taub –
SIAC
9463SubscriptionRequestTypecAddition of a SubscriptionRequestType for Security Definition Request to enable FIX 4.3 like functionality for FIX 4.2 usersJim Northey –
Chicago Board Options Exchange
9464PrinCommentCode82-byte alpha code that the specialist inserts into the execution reportSamuel Taub –
SIAC
9465OrderOriginD (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
9466RejectReasonCodeBusiness Message Reject [ j ]Reject reason code indicating the reason why the message was rejected.Santhanakrishnan Sundaresan –
Chicago Board Of Options Exchange
9467EquitySessionc (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
9468UserAssignedCancelID8User assigned cancel id for an order. Work around – future version will revert to standard FIX order cancel request handlingJim Northey –
LTG
9469ExtendedPriceTypeD,G,8For 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
9470QuoteOriginMass Quote, QuoteThis 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
9471NoTransactionCostsTrade CaptureRepeating group under the trade capture suite of messagesDon Scheurer –
Bloomberg
9472TransactionCostTypesTrade CaptureRepeating group under the transaction cost for Trade Capture reportingDon Scheurer –
Bloomberg
9473TransactionCostCodeTrade CaptureRepeating group under transaction costsDon Scheurer –
Bloomberg
9474TransactionCostRateTrade CaptureRepeating group under transaction cost groupDon Scheurer –
Bloomberg
9475TransactionCostFlagTrade CaptureRepeating group under transaction costs.Don Scheurer –
Bloomberg
9476TransactionCostAmtTrade CaptureRepeating group under the transaction costs groupDon Scheurer –
Bloomberg
9477TransactionCostCurrencyTrade CaptureRepeating field under the transaction costs groupDon Scheurer –
Bloomberg
9478e-QuoteTypeD, G, 8Represents an e-Quote Type.Jeanne Breuer –
SIAC
9479DisplayIndicatorD, G, 8Specifies if the Broker interest is part of the NYSE BBO and is visible to the specialist.Jeanne Breuer –
SIAC
9480ReservePublishQtyD, G, 8Required for Reserve e-Quote types. Represents the publish quantity.Jeanne Breuer –
SIAC
9481eQuoteIdD, G, 8Unique identifier of the eQuote – must be unique within broker badge – associates the eQuote with its underlying ordersJeanne Breuer –
SIAC
9482LayerLinkIdD, G, 8Unique identifier – must be unique within broker badge – associates the layers of a layered eQuoteJeanne Breuer –
SIAC
9483DBKLinkId8Ensures reports to underlying orders are linked back to the e-Quote execution report.Jeanne Breuer –
SIAC
9484NumULID8Number of repeats in the repeating groupJeanne Breuer –
SIAC
9485ULProprietaryCode8Indicates whether the underlying order ID is the ID of a proprietary OMSJeanne Breuer –
SIAC
9486ULDisposeCode8Indicates the disposition of the order ID; supports the ability to add or remove orders that underlie the eQuote.Jeanne Breuer –
SIAC
9487RoutingInstructionD, F, G, H, 8Routing instructionJeanne Breuer –
SIAC
9488ERCActivityType81 alpha-numeric code that designates the type of activity against the order; i.e., original execution, correction, bust, etc.Samuel Taub –
SIAC
9489OmgeoNoSWIFTDifferencesDharmendra Makhijani –
Omgeo LLC
9490OmgeoNoTLL2FieldsSameValueEvalASOmgeo CTM specific field. Number of repeating groups of (maximum of 40) trade level L2 fields and the field’s same value evaluationShunichi Sueno –
Omgeo
9491OmgeoTLL2FieldNameASOmgeo CTM specific field. Name of L2 Field.Shunichi Sueno –
Omgeo
9492OmgeoTLL2SameValueASOmgeo 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
9493OmgeoNoTDL2FieldsSameValueEvalASOmgeo 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
9494OmgeoTDL2FieldNameASOmgeo CTM specific field. Name of L2 Field.Shunichi Sueno –
Omgeo
9495OmgeoTDL2SameValueASOmgeo 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
9496OmgeoTDSAFENCSDJ, ASOmgeo CTM specific field. Indicates the SWIFT BIC of the national central security depository, where the security will be safekept.Thomas Trepanier –
Omgeo LLC
9497OmgeoTDSAFEICSDJ, ASOmgeo CTM specific field. Indicates the SWIFT BIC of an international central securities depository, where the security will be safekept.Thomas Trepanier –
Omgeo LLC
9498OmgeoTDSAFECUSTJ, ASOmgeo CTM specific field. Indicates the SWIFT BIC of a global custodian bank, where the security will be safekept.Thomas Trepanier –
Omgeo LLC
9499OmgeoTDSAFESHHEJ, ASOmgeo CTM specific field. Text that indicates that the shares to be safekept will be held elsewhere.Thomas Trepanier –
Omgeo LLC
9500SubRule80AAdditional flag to Rule80A (aka Order Capacity/Account Type)Randoll Revers –
GL Consultants, Inc.
9501BidPriceTypeSDetermines 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=unpricedSigurdur Snorrason –
National Quotation Bureau
9502OfferPriceTypeSDetermines 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=unpricedSigurdur Snorrason –
National Quotation Bureau
9503FlatFlagS(U3)Identifies a quote for a security which is traded flat N=No; Y=YesSigurdur Snorrason –
National Quotation Bureau
9504HedgeRatioSHedge ratio e.g. 70.00 indicating 70% of associated stock in relation to quoted stockSigurdur Snorrason –
National Quotation Bureau
9505MarketMakerName(U4)Name of market makerSigurdur Snorrason –
National Quotation Bureau
9506LockCrossFlag7,SIf 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
9507NegativeBidPxFlagSIf 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 valueSigurdur Snorrason –
National Quotation Bureau
9508NegativeOfferPxFlagSIf 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 valueSigurdur Snorrason –
National Quotation Bureau
9509NQBSecurityID(U3)A unique ID for security, issued by NQBSigurdur Snorrason –
National Quotation Bureau
9510PurgeStatusFlag(U2)N=purge starting, vendor should purge the database; Y=purge completeSigurdur Snorrason –
National Quotation Bureau
9511PurgeSequenceNumber7,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
9512PurgeMessageCount(U2)Total number of messages that were sent during a purgeSigurdur Snorrason –
National Quotation Bureau
9513PurgeReason(U2)Indicates the reason for a database purge: 1=refresh at start of day; 2=as requestedSigurdur Snorrason –
National Quotation Bureau
9514OTCBBFlagSIndicates whether a Quote in the EQS is from the OTCBB N=Not from the OTCBB Y=From the OTCBBSigurdur Snorrason –
National Quotation Bureau
9515Service7,SIndicates the NQB service under which a security is quoted. OP=Pink Sheets OY=Yellow Sheets OPL=Partnership Sheets OG=Global QuoteSigurdur Snorrason –
National Quotation Bureau
9516NoCompetingQuoteseg. MSFT, ‘Bloomberg Indicative’Don Scheurer –
Bloomberg
9517CompetingQuoteDealereg. MSFT, ‘Bloomberg Indicative’Don Scheurer –
Bloomberg
9518CompetingQuoteActual quote for a security or for first leg of a swaps tradeDon Scheurer –
Bloomberg
9519Coupon(U3)Coupon rate of bondSigurdur Snorrason –
National Quotation Bureau
9520CompetingQuoteLeg2Actual quote of second leg (Swaps only)Don Scheurer –
Bloomberg
9521CompetingQuoteFwdPointsFwd/Swap points (Swaps/Outrights only)Don Scheurer –
Bloomberg
9522PiggybackFlag(U3)Indicates if a security is qualified as 15c12-11 “Piggyback” exempt: Y=Yes; N=NoSigurdur Snorrason –
National Quotation Bureau
9523CompetingQuoteType1 – Indicative
2 – Executable
Don Scheurer –
Bloomberg
9524TradingSuspendFlag(U3)Indicates if trading in the security has been halted for any reason: Y=Yes; N=NoSigurdur Snorrason –
National Quotation Bureau
9525NoReRoutedOrders8Defines the number of Orders rerouted to another broker.Don Scheurer –
Bloomberg
9526Re-RoutedOrderId8Denotes the Order # of a Re-Routed Order.Don Scheurer –
Bloomberg
9527ShortName(U3)Short name of securitySigurdur Snorrason –
National Quotation Bureau
9528BenchIDSourceS,(U3)Identifies the class of associated alternative BenchSecurityID used to define the underlying benchmark for Spread to Benchmark quotesSigurdur Snorrason –
National Quotation Bureau
9529BrokerFirmIDDIdentifies the firm associated with the IntroducingBadgeID[9448]Tiffany Lee –
New York Stock Exchange
9530BenchSecurityIDS,(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 systemSigurdur Snorrason –
National Quotation Bureau
9531UndSymbolS,(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
9532UndSymbolSfxS,(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
9533UndStockPriceSThe stock price of the underlying security for convertible spread to parity and convertible vs. stock quotes.Sigurdur Snorrason –
National Quotation Bureau
9534UnsolicitedFlagSIndicates if the quote is to be treated as solicited or unsolicited: Y=Unsolicited agency order, N=Principal or Solicited AgencySigurdur Snorrason –
National Quotation Bureau
9535OmgeoSwiftFieldNameDharmendra Makhijani –
Omgeo LLC
9536TraderID(U4)Identifies a traderSigurdur Snorrason –
National Quotation Bureau
9537MMLocation(U4)Text describing a market maker location (i.e. geopraphic location and/or desk)Sigurdur Snorrason –
National Quotation Bureau
9538MarketMakerID(U4)The market maker ID to be shown against a quoteSigurdur Snorrason –
National Quotation Bureau
9539ItemID(U3)A sequence identifier permitting a series of updates to be ordered in timeSigurdur Snorrason –
National Quotation Bureau
9540UpdateTypeS,(U3)Indicates the nature of a ‘database update’ message: 1=Update; 2=New; 3=DeleteSigurdur Snorrason –
National Quotation Bureau
9541StateOrCountry(U3)For a US address specifies the state. For non-US address specifies the countrySigurdur Snorrason –
National Quotation Bureau
9542Telephone1(U3)A phone numberSigurdur Snorrason –
National Quotation Bureau
9543USFirmFlag(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 firmSigurdur Snorrason –
National Quotation Bureau
9544UndSecurityExchangeS,(U3)Qualifies the UndSymbolID (UndSymbolID, UndSymbolSfx) supplied to define the symbol as issued by what exchange.Sigurdur Snorrason –
National Quotation Bureau
9545Telephone2(U4)A phone numberSigurdur Snorrason –
National Quotation Bureau
9546MaturityDateS,(U3)The securities maturity date expressed as a single field rather than using the existing FIX fields of MaturityMonthYear and MaturityDaySigurdur Snorrason –
National Quotation Bureau
9547NQBIssuerID(U3)Used to track securities from the same issuerSigurdur Snorrason –
National Quotation Bureau
9548OpenFlag(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
9549InternalRef8, 9Internal reference assigned to an order into the GL server.Guillaume Jamin –
GL Trade
9550SecondaryAccount8, 9Assigned by a party which originates the order to the exchange.Guillaume Jamin –
GL Trade
9551DSSD,F,G,8,9Differed Settlement Service. Valid Values :
0=No
1=Yes
Guillaume Jamin –
GL Trade
9552GLIDD,F,G,8,9GL key used to identify the exchange and the market into GL servers.Guillaume Jamin –
GL Trade
9553SplitD, F, GIdenticates the type of order splitting.Guillaume Jamin –
GL Trade
9554DataBaseIndex8, 9Index of record into the GL server database.Guillaume Jamin –
GL Trade
9555AccountTypecharType of account: ‘S’ Speculator, ‘M’ Market Maker, ‘H’ HedgeRandoll Revers –
GL Consultants, Inc.
9556MITFlagIntMarket If Touch flag: Valid values: ‘0’ Simple Order (default), ‘1’ MIT order type.Randoll Revers –
GL Consultants, Inc.
9557ActOnImbalanceD,E,GBoolean: Determines whether the strategy reacts to published closing auction imbalances. Default = TrueGrace Chou –
Lehman Brothers
9558PrinChangeIndicator81 byte numeric that denotes that a previously-reported Prin execution has been changed to non-PrinSamuel Taub –
SIAC
9559OmgeoSwiftTagQualifierDharmendra Makhijani –
Omgeo LLC
9560EquoteExecType8This 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
9561PegIndD, G, 8This indicator specifies whether the customer has specified Pegging functionality for the e-Quote or d-Quote. Value = “Y”Avner Gelb –
SIAC
9562CeilingFloorPriceD, G, 8This 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
9563MinPegQtyD, G, 8This 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
9564MaxPegQtyD, G, 8These 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
9565DiscPriceRangeD, G, 8The 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
9566DiscMaxVolD, G, 8This 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
9567ITSAllIndD, G, 8This 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
9568OppSideMinSizeD, G, 8This 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
9569OppSideMaxSizeD, G, 8This 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
9570ExecAwayMktInd8Executed 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
9571NoTapePrintFlag8A 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
9572TotalOddLotBuyAlarmU8Samuel Taub –
SIAC
9573OddLotImbalanceSharesU8Samuel Taub –
SIAC
9574StagingTargetPriced,abTarget Price at which an order will stage and monitorDon Scheurer –
Bloomberg
9575StageOrderIsInquiryDenotes whether a staged order is an inquiry order.Don Scheurer –
Bloomberg
9576TargetPriceTypeTarget price type valid values:
1 – Price
2 – Yield
3 – Spread
Don Scheurer –
Bloomberg
9577ExecutionType8Execution type that, among other values, contains a value for odd-lot adjustments to be used by SPAR usersSamuel Taub –
SIAC
9578BillingIndicator8Execution 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
9579ExpERCReferenceNumber8FIX 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
9580ParentIDD,F,G,8,9,sContains the OrderID of the parent order for a child order.Gilles Bui –
GL Trade
9581OrderIdD,F,G,8,9,sContains the GL SLE ID of the order.Gilles Bui –
GL Trade
9582ChildIDD,F,G,8,9 sContains the GL SLE ID of the child order.Gilles Bui –
GL Trade
9583MIFID Internalization IndicatorD,F,G,8,9 sIndicates 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
9584MIFID Best Execution IndicatorD,F,G,8,9,sValid 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
9585MIFID SplitD,F,G,8,9,sAutorizes the split functionality.
Valid values:
1=YES;
2=NO.
Default value=2(NO).
Gilles Bui –
GL Trade
9586MIFID RetentionD,F,G,8,9,sEquivalent 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
9587MIFID DestinationD,F,G,8,9,sIndicates 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
9588Trade Type IndicatorD,F,G,8,9,sThis 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
9589MIFID Negociation codeD,F,G,8,9 ,sThis field contains the negociation code of execution marketGilles Bui –
GL Trade
9590Update Reason8,PThis field is used to filter specific GL messages into GL FIX INGilles Bui –
GL Trade
9591Price Checking FlagD,F,G,8,9,sUsed 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
9592Quantity controlD,F,G,8,9,sIndicates 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
9593StartTimeDUTC 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
9594EndTimeDUTC 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
9595GL Routing ReferenceD,F,G,8,9,sFree format text string for internal client use.
Max size is 255 char.
Gilles Bui –
GL Trade
9596Client Free Field 1D,F,G,8,9,sFree format text string for internal client use.
Max size is 16 char.
Gilles Bui –
GL Trade
9597Client Free Field 2D,F,G,8,9,sFree format text string for internal client use.
Max size is 32 char.
Gilles Bui –
GL Trade
9598CV InstructionPSpecifies ClearVision (GL Back Office) Instruction. Valid values: 0=Default value; 1=Send To ClearVision; 2=Save in GL OMS.Gilles Bui –
GL Trade
9599ETBeginAPlease 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.
9600PasswordAPassword 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.
9601IoiNatural6Additional Natural criteria field.

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

John Douglas –
Ease Technologies, Inc.
9602IoiType6Additional 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.
9603NoFixStatussesUS/UTSpecifies 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.
9604FIXStatusUS/UTSpecifies 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.
9605FIXStatusSubIDUS/UTSpecifies 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.
9606FIXStatusOBOCompIDUS/UTSpecifies 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.
9607FIXStatusOBOSubIDUS/UTSpecifies 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.
9608FIXReferenceNumberUU/UV/UWSpecifies 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.
9609ETLast5Specifies end of custom communications.

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

John Douglas –
Ease Technologies, Inc.
9610NoNotesTrade CaptureNumber of repeating notes fieldsDon Scheurer –
Bloomberg
9611NoteTypeTrade CaptureRepeating field in the notes groupDon Scheurer –
Bloomberg
9612NoteIdTrade CaptureRepeating field in the notes groupDon Scheurer –
Bloomberg
9613NoteTextTrade CaptureRepeating field in the notes groupDon Scheurer –
Bloomberg
9614ATSAccessTBAATS AccessAndrew Bowley –
Lehman Brothers
9615WorkedVolumeTargetD,E,GPercentage: Volume target for the worked portion of the order.Grace Chou –
Lehman Brothers
9616ATSAccessTypeTBAATS Access Type
P = Passive
W = I Would (cross)
Andrew Bowley –
Lehman Brothers
9617ModifySequence8Count of accepted cancel/replaces.Michael Bishop –
BATS Trading
9618CondPctQtyDPercent of inbound OrdQty that this conditional order will interact withChris Isaacson –
9619CancelOrigOnRejectGY = 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 –
9620CorrectedPriceUCCOn the custom UCC trade correction message, this holds the corrected price.Paul Rose –
BATS Trading
9621ECNAccessFee8Only present on fills. The total fees for this fill. Negative for rebate.Paul Rose –
BATS Trading
9622DiscretionAmountDAmount 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 –
9623TighterToTargetScheduleD,E,GInt: Determines whether the strategy sticks more closely to trading schedule.

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

Grace Chou –
Lehman Brothers
9624StrategyUrgencyD,E,GChar: Used in determining the optimal trading horizon. A higher urgency corresponds with a shorter duration.Grace Chou –
Lehman Brothers
9625ExcludeAuctionsD,E,GMultiple 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
9626TriggerPxD,E,GPrice: Identifies trigger price in absolute terms.Grace Chou –
Lehman Brothers
9627TriggerPxAnchorD,E,GChar: Identifies anchor price when trigger price is specified in relative terms.Grace Chou –
Lehman Brothers
9628AllocReceiverRoleJ1 = Sender, 2 = ReceiverDon Scheurer –
Bloomberg
9629TriggerPxOffsetD,E,GFloat: Offset relative to selected anchor for relative trigger price in “BPS better than.”Grace Chou –
Lehman Brothers
9630ReduceDeltaOptionTiming of delta reductionDavid Zinberg –
Lehman Brothers
9631ConditionalVolumeTargetD,E,GPercentage: Specifies target participation rate when stock price is better than user-specified trigger price.Grace Chou –
Lehman Brothers
9632BaseStrategyD,E,GChar: Specifies base working strategy.Grace Chou –
Lehman Brothers
9633ReferenceSecurityIDD,E,GString: Identifies reference security.Grace Chou –
Lehman Brothers
9634ReferenceSecurityIDSourceD,E,GString: 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
9635ReferenceSpreadD,E,GFloat: Specifies spread threshold in “BPS return since open”.Grace Chou –
Lehman Brothers
9636MinDiscretionTimeD,E,GInt: Identifies the minimum time between sweeps in seconds.Grace Chou –
Lehman Brothers
9637DiscretionSizeD,E,GQty: Identifies discretion threshold size in shares.Grace Chou –
Lehman Brothers
9638DiscretionSizePctD,E,GPercentage: Identifies discretion threshold size as a percentage of typical depth.Grace Chou –
Lehman Brothers
9639DiscretionRangeD,E,GFloat: Identifies discretion threshold range in cents.Grace Chou –
Lehman Brothers
9640DiscretionRangePctD,E,GPercentage: Identifies discretion threshold range as a percentage of typical spread.Grace Chou –
Lehman Brothers
9641ExecutionStyleD,E,GChar: Identifies execution style in the market.

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

Grace Chou –
Lehman Brothers
9642PegSpreadPctD, GPercentage spread for peggingEllen Yuan –
Fidelity Capital Markets
9643BlockFilterD,E,GInt: Specifies whether the strategy should ignore block prints.Grace Chou –
Lehman Brothers
9644BlockFilterManualD,E,GQty: Allows user to specify block filter threshold in terms of a share quantity.Grace Chou –
Lehman Brothers
9645LimitPxTypeD,E,GInt: Allows users to specify an average limit price. Valid Values: 1 = Absolute Price (default) 2 = Average Limit PriceGrace Chou –
Lehman Brothers
9646LimitPxAnchorD,E,GChar: Identifies anchor price when limit price is specified in relative terms.Grace Chou –
Lehman Brothers
9647LimitPxOffsetD,E,GFloat: Offset relative to selected anchor for relative limit price.Grace Chou –
Lehman Brothers
9648LimitPxDirectionD,E,GChar: Identifies units and direction of relative limit price offset.Grace Chou –
Lehman Brothers
9649IsBuyBackD,E,GBoolean: When IsBuyBack = True, Rule 10b-18 is enabled for the trade.Grace Chou –
Lehman Brothers
9650DealerResponseTimeR,AJ,AG,AI,SThe time when Quote request will expireDon Scheurer –
Bloomberg
9651SubjectTimeR,AJ,AG,AI,SThe time when the Quote request will become subject.Don Scheurer –
Bloomberg
9652QuoteMOPLevelR,AJ,AG,AI,SBloomberg MOP LevelDon Scheurer –
Bloomberg
9653SubjectOrNotAJDenotes if the response is subject or not.Don Scheurer –
Bloomberg
9654BLPTicketTypeAJ,AG1-Customer, 2-SalesDon Scheurer –
Bloomberg
9655LegYieldAll fixed incomeYieldDon Scheurer –
Bloomberg
9656LegPriceTypeAll fixed incomeValues similar to TriceTypeDon Scheurer –
Bloomberg
9657LegExchangeRateAll fixed incomeDon Scheurer –
Bloomberg
9658LegFlagAll fixed incomeBLP SpecificDon Scheurer –
Bloomberg
9659LegSubFlagAll fixed incomeBLP SpecificDon Scheurer –
Bloomberg
9660LegPrincipalAll fixed incomeDon Scheurer –
Bloomberg
9661LegAccruedall fixed incomeDon Scheurer –
Bloomberg
9662LegTSTicketNumber8,AE,ARBLP SpecificDon Scheurer –
Bloomberg
9663LegBlotSeqNumberAll fixed incomeBLP specificDon Scheurer –
Bloomberg
9664LegTransactionSeqNumberAll fixed incomeBLP SpecificDon Scheurer –
Bloomberg
9665LegFuturesCBrokerR,AJ,AG,AI,S,8,AE,ARBLP SpecificDon Scheurer –
Bloomberg
9666LegFuturesDBrokerR,AJ,AG,AI,S,8,AE,ARBLP SpecificDon Scheurer –
Bloomberg
9667Blot/Transaction Number8,AE,ARBLP SpecificDon Scheurer –
Bloomberg
9668WireTimeR,AJ,AG,AI,SThe Wire Time in seconds for a Quote (price fill) received from the dealer.Sheetal Chainraj –
Bloomberg L.P
9669IsShortCoverY,NBoolean: Decclare if the order is a short cover order (or not).APOSTOLOS KRITIKOPOULOS –
NATIONAL SECURITIES COMPANY
9670NetOrGrossIndicatorD,8Whether price is net(0, default) or gross(1)Tom Moore –
MBA Systems Ltd
9671XbCrestRefD,8The Executing Broker’s Crest referenceTom Moore –
MBA Systems Ltd
9672AcpCrestRefD,8The Accepting Counterparty’s Crest referenceTom Moore –
MBA Systems Ltd
9673XbLegalDisclaimerD,8Executing Broker’s legal disclaimerTom Moore –
MBA Systems Ltd
9674AcpLegalDisclaimerD,8Accepting Counterparty’s legal disclaimerTom Moore –
MBA Systems Ltd
9675ContactPhoneNumberD,8Contact phone numberTom Moore –
MBA Systems Ltd
9676ContactEmailAddressD,8Contact email addressTom Moore –
MBA Systems Ltd
9677UnderlyingPxOffsetD,E,GEugen Sarbu –
Lehman Brothers
9678UnderlyingPxOffsetTypeD,E,GEugen Sarbu –
Lehman Brothers
9679HedgeSideD,GIndicate Side of the hedgeEugen Sarbu –
Lehman Brothers
9680OrderNoteNew Order List, Execution ReportThis field is used to hold a list-level note on a list message.Jessica Zahnow –
Market Axess
9681OMS VersionUser definedBuy 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
9682Product VersionUser defined – text fieldIntended broker algo/product version with respect to the broker FIX specification version. For example: “Algo 1.0”Daniel Kaplan –
Lehman Brothers
9683MinHedgeTriggerQtyD,GMinimum option volume traded before starting the hedgeEugen Sarbu –
Lehman Brothers
9684MinHedgeTriggerValueD,GMinimum option delta traded before starting the hedgeEugen Sarbu –
Lehman Brothers
9685AutoHedgeD,GBoolean value to indicate if option order should be hedgedEugen Sarbu –
Lehman Brothers
9686AutoHedgeStrategyD,GStrategy used for hedgingEugen Sarbu –
Lehman Brothers
9687BypassHiddenPegDY = Bypass hidden peg orders resting on book
N (Default) = Access hidden peg orders resting on book
Paul Rose –
BATS Trading
9688OrigCompID8on 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
9689OrigSubID8on 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
9690WorkingPrice8If 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 –
9691InitialDisplayPrice8Send 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 –
9692AllocRecieverRoleJ1 = sender, 2 = receiverDon Scheurer –
Bloomberg
9693DealerQuotePriceTypeExecution ReportType of DealerQuotedPrice. Same values as PriceType. Supported values:
1 = percentage (of par)
6 = spread
9 = yield
Pomeli Ghosh –
MarketAxess
9694DealerQuotePriceExecution ReportQuoted level for the Dealer. Can be expressed as basis points spread, percentage yield, or percentage of par price, as specified in DealerQuotedPriceTypePomeli Ghosh –
MarketAxess
9695DealerQuoteOrdQtyExecution ReportQuoted size for the Dealer. Always expressed in parPomeli Ghosh –
MarketAxess
9696DealerQuoteTextExecution ReportFree text comment fieldPomeli Ghosh –
MarketAxess
9697CompetitiveStatusExecution ReportIndicates the competitive status of each dealer quote (Done, Covered, Missed etc).Pomeli Ghosh –
MarketAxess
9698DealerQuoteFxRateExecution ReportQuoted FX rate for each Dealer. Float. Direction is determined by SettlCurrFxRateCalc (tag 156)Thomas Hill –
Market Axess
9699DirtyPriceExecution ReportAll-in USD dirty price for the local market trades with FX component.Vera Kolton –
Market Axess
9700OppBrokerchar(32)same as official tag 337 or 9100

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

Henry He –
Chicago Mercantile Exchange
9701OmnibusAccountchar(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
9702CtiCodechar(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
9703SessionIndicatorchar(1)Indicates the routing to an executing system
G – Globex trading engine
Henry He –
Chicago Mercantile Exchange
9704PrevExpERCReferenceNumber8Valid 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
9705ProductComplex35=dHigh level product type.
N for Energy
A for Aggs
E for Equity

(more granularity than CFICode)
Fred Malabre –
Chicago Mercantile Exchange
9706FeeBillingchar(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
9707GiveUpFirmchar(5)Identifies the clearing member firm to which the fill was “given up”.Henry He –
Chicago Mercantile Exchange
9708CmtaGiveupCDchar(1)Indicates if the order is a “give-up” or CMTA trade. Values are
T – CMTA 

G – Give-up

Henry He –
Chicago Mercantile Exchange
9709BackOfficeTextchar(25)Back office information. TOPS Route sends this information to the back office systemHenry He –
Chicago Mercantile Exchange
9710PostExecutionAllocationchar(5)“PEA” = only valid valueHenry He –
Chicago Mercantile Exchange
9711OppHousechar(32)Indicates the house of the contraBrokerHenry He –
Chicago Mercantile Exchange
9712AllocReceiverIdtypeJ1=email,2=uuidDon Scheurer –
Bloomberg
9713TimeInUTC timestampTime order is received by exchangeGabe Schuetzner –
Chicago Mercantile Exchange
9714BrokerReceiptTimeUTC timestampTime that the broker receives the orderGabe Schuetzner –
Chicago Mercantile Exchange
9715TimeBracketCodechar(1)Indicates the time bracket of an order fill.Henry He –
Chicago Mercantile Exchange
9716LOGIN_ROUTE_IDChar(32)This tag shall contain the id used for login and routing purposesSESHADRI SUNDARAM –
CHICAGO MERCANTILE EXCHANGE INC
9717CorrelationClOrdIDId common to new order and subsequent series of requests against that order. Used for reporting.ron newell –
chicago mercantile exchange
9718TrdRegTimestampTimeInExecution ReportTimestamp source for Time In timestamp. (Exists in FIX 4.4 as repeating group.)ron newell –
chicago mercantile exchange
9719TrdRegTimestampOriginBrkReceiptExecution ReportTimestamp source for Broker Receipt timestamp. (Exists in FIX 4.4 as repeating group.)ron newell –
chicago mercantile exchange
9720TrdRegTimestampOriginExecutionExecution ReportTimestamp soource for Exectution timestamp. (Exists in FIX 4.4 as repeating group.)ron newell –
chicago mercantile exchange
9721TimeOutExecution ReportTimestamp 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
9722TrdRegTimestampOriginTimeOutExecution ReportTimestamp source of Time Out timestamp. (Exists in FIX 4.4 as repeating group.)ron newell –
chicago mercantile exchange
9723DiscretionPxD,GThe 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
9724FillUserIDExecution ReportClerk or trader entering the fill into the fill reporting system. (Potentially a Party Role.)ron newell –
chicago mercantile exchange
9725FillTerminalIDExecution ReportID of station reporting fill. (Similar to FIX 4.3 Party Role of Executing System.)ron newell –
chicago mercantile exchange
9726FillSeqNumExecution ReportSequence number assigned to the fill by the station reporting it.ron newell –
chicago mercantile exchange
9727FillNumLinesExecution ReportTotal number of fills being reported by station under a single FillSeqNum.ron newell –
chicago mercantile exchange
9728FillLineNumExecution ReportReference to a specific fill being reported under a single FillSeqNum. (See custom field FillNumLines.)ron newell –
chicago mercantile exchange
9729OrderLegNumExecution ReportWhen reporting fill, references the leg number in the order.ron newell –
chicago mercantile exchange
9730TradeLiquidityIndicator8Indicates whether a trade adds liquidity (A) or removes liquidity (R) from the marketplace.Ryan Pierce –
Townsend Analytics Ltd. / Archipelago LLC
9731TLTCFlagExecution ReportFill 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
9732FormattedLastPxExecution ReportLastPx formatted for processing by post-trade systems.ron newell –
chicago mercantile exchange
9733PrintedTicketLabelExecution ReportLabel printed on trading floor order ticket.ron newell –
chicago mercantile exchange
9734PartyRoleExecutingTraderExecution ReportTrader executing the order. (Exists in FIX 4.3 as repeating group.)ron newell –
chicago mercantile exchange
9735PartyRoleClearingFirmExecution ReportClearing firm of executed order. (Exists in FIX 4.3 as repeating group.)ron newell –
chicago mercantile exchange
9736PartyRoleClearingOrgExecution ReportClearing organization for executed order. (Exists in FIX 4.4 as repeating group.)ron newell –
chicago mercantile exchange
9737ClearingSecurityIDExecution ReportSecurity ID as assigned by clearing organization. (Combination of FIX 4.4 SecurityIDSource and SecurityID.)ron newell –
chicago mercantile exchange
9738ClearingStrikePxExecution ReportStrike price as formatted by clearing organization.ron newell –
chicago mercantile exchange
9739MIFIDBestExecutionReqdDIndicates 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
9740PIPSequentialNoG, f, 8, W, XAssigned by an exchange to identify a particular price improvement phase for a particular instrumentJames Haworth –
CMC
9741PIPExpiryTimefIndicates the time when an instrument price improvement phase will expireJames Haworth –
CMC
9742PIPExpiryDurationfIndicates the duration in seconds of an instrument price improvement phaseJames Haworth –
CMC
9743PIPManagementTypeDIndicates 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
9744PIPImprovementTypeDIndicates 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
9745PIPMaxPriceDIndicates the price to not exceed for a price improvement order that is managed by the exchangeJames Haworth –
CMC
9746OmgeoSwiftOldValueDharmendra Makhijani –
Omgeo LLC
9747OmgeoSwiftNewValueDharmendra Makhijani –
Omgeo LLC
9748MaxOrderQtydIndicates the maximum order quantity allowed for a particular instrumentJim Haworth –
CMC
9749MinOrderQtydIndicates the minimum order quantity allowed for a particular instrumentJim Haworth –
CMC
9750ChgFromSettlmntW,XIndicates the change in an instrument price from the previous day’s settlement priceJim Haworth –
CMC
9751ChgFromSettlmntDirectionW,XIndicates the direction of change of an instrument price from the instrument’s previous day settlement price
‘+’ = increase
‘-‘ = decrease
‘ ‘ = no change
Jim Haworth –
CMC
9752StrikePriceCodef,W,X,dStandard Code For Expressing Option Strike PriceJim Haworth –
CMC
9753StrikePriceCurrencydSpecifies the currency of the strike price. USD = US$, CAN = Canadian $Jim Haworth –
CMC
9754InstrumentExternalCodedThe 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
9755OptionSponsorTypedIndicates Option Sponsor Type
0 = Regular
1 = Societe Generale
Jim Haworth –
CMC
9756RemainingFills8Indicates 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
9757OrigOrdQtyDThe original quantity of an orderJim Haworth –
CMC
9758ExpositionOrderTypeW,XIndicates 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
9759OrderExpositionEndTimeW,XThe end time for an order expositionJim Haworth –
CMC
9760ClearingLastPxExecution ReportLastPx as formatted by clearing organization.ron newell –
chicago mercantile exchange
9761OmgeoFXDealCurrencyCodeAllows the user to instruct the recipient of a settlement instruction to perform an FX deal.Dharmendra Makhijani –
Omgeo LLC
9762ClearingOrdTypeExecution ReportOrder types as defined by clearing organization.ron newell –
chicago mercantile exchange
9763ClearingBusCycleExecution ReportBusiness cycle as defined by clearing organization.ron newell –
chicago mercantile exchange
9764AddInstTextNew Order, C/Replace, Cancel, and Execution ReportAdditional text-based instructions for order execution.ron newell –
chicago mercantile exchange
9765TFPossRetransFlagNew Order, C/Replace, Cancel, and Order Status ReqFlags message as possible retransmission for printing on trading floor order ticket.ron newell –
chicago mercantile exchange
9766TFConfirmRequestCancel RequestIndicates confirmation of cancel is requested from the trading floor.ron newell –
chicago mercantile exchange
9767TLTCClOrdRefIDExecution ReportRefers to ClOrdID on fill being reported Too Late To Cancel. See custom tag 9731 TLTCFlag.ron newell –
chicago mercantile exchange
9768OFMOverrideCancel/ReplaceFlag 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
9769SecondaryExecID8For 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
9770ExchangeQuoteReqIDb (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
9771MMAccountAccount number information used in Quote related messages in FIX 4.2Laetizia Moreau –
Chicago Mercantile Exchange
9772NoProcessedEntriesb (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
9773MMProtectionReseti (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
9774CancelledSymbolbSymbol cancelled for an unsollicited Quote Ack message.Fred Malabre –
Chicago Mercantile Exchange
9775UnsolicitedCancelTypebType 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
9776AutoQuoteRequestc, dBoolean 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
9777Billable8Indicates whether an order incur specialist fee. Y=Yes, N=No.Bradley Duke –
Agent Trader Securities LLC
9778CMSLine1AD,G,F,HCMS 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
9779UserDefinedInstrumentdBoolean field to tell if the instrument defined by the Security Definition message is a user defined instrument or not.Fred Malabre –
Chicago Mercantile Exchange
9780CrossOrdBidQtyWQuantity of the buy side of cross requestsJim Haworth –
CMC
9781CrossOrdAskQtyWQuantity of the ask side of cross requestsJim Haworth –
CMC
9782LastCrossReqTimeWTimestamp of the last cross request received for an instrumentJim Haworth –
CMC
9783QuoteReqBidQtyWIndicates the quantity of the bid side of quote requests in an instrument’s marketJim Haworth –
CMC
9784QuoteReqAskQtyWIndicates the quantity of the ask side of quote requests in an instrument’s marketJim Haworth –
CMC
9785LastQuoteReqTimeWTime of the last quote request received for an instrumentJim Haworth –
CMC
9786BangStyleS=Single,N=NormalTag 9786 allows clients to specify the style of bang applied to each order on an individual basis.S=Single and N=Normaljoe cossu –
bloomberg
9787DisplayFactor35=dMultiplier to convert electronic prices sent over fix to display prices.Fred Malabre –
Chicago Mercantile Exchange
9788SpreadExecID35=8Equivalent to the ExecID of a spread when dealing with multi-leg securities.Fred Malabre –
Chicago Mercantile Exchange
9789SpreadSecurityID35=8SecurityID for the spread related to the leg reported as SecurityID in the message Execution Report.Fred Malabre –
Chicago Mercantile Exchange
9790ResponseRequestedCUsed to indicate if a response is requested (or required) from the e-mail recipientJim Northey –
Chicago Board Options Exchange
9791OriginalEmailThreadIDCOriginal Email Thread ID to which this e-mail message is in replyJim Northey –
Chicago Board Options Exchange
9792DbExecIDExecution Id assigned to both sides of a transaction and passed back to each party in the execution report.John Prouty –
Archipelago
9793AttributedQuoteTag 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
9794Proactive if LockedMsgType=DWhen set it will designate an order sent as a PNP to go proactive if it locks the market.John Prouty –
Archipelago
9795Prospectus IndicatorDIndicates that an order should be considered part of a prospectus offeringDavid Weiss –
Archipelago LLC.
9796Don’t ArbDIf 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
9797ARCAEx News TypeBenumerated value indicating the type of ARCAEx news messageDavid Weiss –
Archipelago Exchange
9798AllocReceiverIdJCan be internet e-mail or Bloomberg UUIDDon Scheurer –
Bloomberg
9799VWAPTypeD,8Indicates 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
9800PriceDisplayFormatdFormat to use to display the price on the screen.Fred Malabre –
Chicago Mercantile Exchange
9801SecuritySubTypec, dSub-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
9802BloombergServerIDNew Order,Allocation InstructionIdentifier of the Bloomberg server that generated an order and allocation. Used for internal routing purposes. String – upto16 charactersPomeli Ghosh –
MarketAxess
9803TradingSystemIDExec Reports, Alloc ReportsIdentifier of the Trading System that processed an order or allocation. Used for internal routing purposes. String – upto 16 charactersPomeli Ghosh –
MarketAxess
9804ZSpreadExecution 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
9805ISpreadExecution Report <Instrument>Contains the Interest Rate Swap spread which is the difference between the Corp Yield and the IRS Yield. Format -NNN.DDDPomeli Ghosh –
MarketAxess
9806ASWSpreadExecution Report <Instrument>Contains Asset Swap spread which is the difference between the Corp Yield and the ASW Yield. Format -NNN.DDDPomeli Ghosh –
MarketAxess
9807RegFeeFlagReserved for future use by Nasdaq.Juliette Vignola –
NASDAQ
9808OmgeoCommissionSharingTypeJ, ASUsed 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
9809OmgeoTPAssignedTimeJDate and time when the Omgeo Third Party generated the message.Debashis Das –
Omgeo
9810VWAPOrderD,8This tag initiates a VWAP strategy for the order.Valid values:9810=0(off),1(on)joe cossu –
bloomberg
9811VWAPStartD,8VWAP start time (GMT)joe cossu –
bloomberg
9812VWAPStopD,8VWAP stop time (GMT)joe cossu –
bloomberg
9813VWAPMatchingD,8This 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
9814VWAPExceedD,8This 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
9815FireQuantityD,8The 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
9816TickMultiplierD,8Whole 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
9817MinorCtrlNbr8NASDAQ-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
9818Blockbuster Sizable Action Code8A = Allow
I = Inhibit
For trade reporting.
Michelle Despres –
NASDAQ
9819Inhibit Trade Indicator8Valid 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
9820Blockbuster Sizable Start Time8Entry time of the blockbuster or sizable trade.Michelle Despres –
NASDAQ
9821Blockbuster Sizable Action Time8Time of receipt of action input or expiration of review period.Michelle Despres –
NASDAQ
9822ClearingPrice8Price inclusive of commissions.Michelle Despres –
NASDAQ
9823NetTradeLimitIndContains “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
9824ClearingBrokerClearing broker ID.Michelle Despres –
NASDAQ
9825ReportingGUID8MPID of give up on the trade reporting party side.Michelle Despres –
NASDAQ
9826NonReportingGUID8MPID of give up on the non-trade reporting party side.Michelle Despres –
NASDAQ
9827DeskTraderIDContains desk/trader ID.Michelle Despres –
NASDAQ
9828RelativeGTTLifeLife of GTT order rather than an expire time.Michelle Despres –
NASDAQ
9829ComplaintCode91 = 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
9830IntroBrokerIndThe 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
9831ExecBrokerIndThe Executing Brokers are those firms on either side who “own” the trade. Valid values:
A = Active
S = Suspended
Michelle Despres –
NASDAQ
9832ClearBrokerIndThe Clearing Brokers are those firms who will clear the trade. Valid values:
A = Active
S = Suspended
Michelle Despres –
NASDAQ
9833ResponsibilityIndThe firm which takes responsibility for trade reporting functions.
Valid values:
Y = Yes
N = No
Michelle Despres –
NASDAQ
9834TradeRepAvailIndStates 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
9835MajorClearingIndSignifies 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
9836RiskMgmtIndDesignates 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
9837OmgeoThirdPartyRoleASType of third party being identifiedThomas Trepanier –
Omgeo LLC
9838OmgeoThirdPartyTypeASThis field identifies the type of format used to identify the partyThomas Trepanier –
Omgeo LLC
9839OmgeoThirdPartyValueASIdentity of the party specified as a character stringThomas Trepanier –
Omgeo LLC
9840OmgeoThirdPartyNameASThe actual name of the organizationThomas Trepanier –
Omgeo LLC
9841OmgeoThirdPartyStatusASThe status of communication with the third partyThomas Trepanier –
Omgeo LLC
9842OmgeoThirdPartyStatusTimeASThe time the third party status was assigned to the allocation by Central Trade Manager (CTM)Thomas Trepanier –
Omgeo LLC
9843OmgeoTPAssignedIDASThe identifier assigned to the allocation by the third party upon receiptThomas Trepanier –
Omgeo LLC
9844OmgeoTPReasonASA free form text field for communication of additional information from the third party to Central Trade Manager (CTM)Thomas Trepanier –
Omgeo LLC
9845OmgeoNoThirdPartyDataASThis field indicates the number of Third Party Data blocks that are provided on the message.Thomas Trepanier –
Omgeo LLC
9846NewCtrlNbr8NASDAQ-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
9847LockedInStatus8Contains 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
9848NumberofAllocsReceiversJDefines who is getting an allocation report – may be multiple peopleDon Scheurer –
Bloomberg
9849Participation RateNatasha Bonner-Fomes –
Lehman Brothers UK
9850MinCabPricedIndicate the minimum cabinet price for a given option instrument.Fred Malabre –
Chicago Mercantile Exchange
9851MaxCabPricedIndicate the maximum cabinet price for a given option instrument.Fred Malabre –
Chicago Mercantile Exchange
9852CabPriceIncrementdIndicate the increment between multiple cabinet prices for a given option instrument.Fred Malabre –
Chicago Mercantile Exchange
9853PricingModel8Indicate the pricing model used to calculate the reported prices.Fred Malabre –
Chicago Mercantile Exchange
9854OverrideFlag8Valid values:Y = Override N = No overrideMichelle Despres –
NASDAQ
9855DelayedDisseminationInstExecution ReportUsed in Trade Report Entry to detail the length of time a trade report should be held before dissemination.Juliette Vignola –
Nasdaq/OMX
9856BreakIndicator8B = only buyer has broken, S = only seller has broken, X = both buyer and seller have broken, L = broken through market centerMichelle Despres –
NASDAQ
9857LockedIn8A = 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 sideMichelle Despres –
NASDAQ
9858OmgeoTLAccruedInterestCurrencyJ, ASThe currency associated with the total accrued interest amount. This field determines precision of the corresponding amount field.Thomas Trepanier –
Omgeo LLC
9859OmgeoTLAccruedInterestAmountJ, ASUsed 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
9860ContraBranchSeqNbr88 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
9861BranchSeqNbr8Branch/Sequence Number associated with a particular order or trade.Michelle Despres –
NASDAQ
9862ContraTradePA8Contra Trade PA. Valid values: A = agency, F = firm, P = principal, R = risklessMichelle Despres –
NASDAQ
9863ContraClearingAcct8The 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
9864PortfolioNameNew Order Single, ERJessica Zahnow –
Market Axess
9865OmgeoBlockCommissionTypeJ, ASThe 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
9866OmgeoBlockCommissionAmountJ, ASThe 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
9867OmgeoCommissionReasonJ, ASThe commission reason code at the Block level.Thomas Trepanier –
Omgeo LLC
9868Allocation Detail Institurion IdAllocationsDon Scheurer –
Bloomberg
9869OmgeoBlockCommissionCurrencyJ,ASCurrency of the amount indicated in the Omgeo block commission amount field. ISO codes used.Thomas Trepanier –
Omgeo LLC
9870ReserveSizeIndicates the quantity of the reserve size. Reserve size must be in shares either in round lot multiples or in mixed lots.Michelle Despres –
NASDAQ
9871RefreshSizeIndicates the quantity to which display size will be replenished from reserve size. Must be is shares, in a round lot multiple.Michelle Despres –
NASDAQ
9872DisplaySizeNumber of shares to be displayedMichelle Despres –
NASDAQ
9873OmgeoCommSharingBasisIndicatorJ,ASThis 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
9874OmgeoNoBlockCommissionsJ,ASThis field indicates the number of block commission groups that are provided on the message.Thomas Trepanier –
Omgeo LLC
9875AEPTradeIDJBlock trade identifier used only by dealers using AEP for execution for matching block trade in Allocation Instruction.Lisa Taikitsadaporn –
Brook Path Partners, Inc.
9876SwapTradeType8 = Execution ReportThis 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
9877BbgTradeType8 = Execution ReportBloomberg Internally used.Sheetal Chainraj –
Bloomberg L.P
9878Allocation Block Original FaceAllocationsDon Scheurer –
Bloomberg
9879LegIndex8 = Execution ReportIndex of this leg for a multi-leg trade (trades reported individually).Sheetal Chainraj –
Bloomberg L.P
9880PegDifferenceD,G,8Price 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.
9881BTOrderInstD,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 requestBenedict Zoe –
Bloomberg L.P.
9882BTReportInst8Valid values are M (client “made” liquidity), and T (client “took” liquidity)Benedict Zoe –
Bloomberg L.P.
9883DateFromHTo specify the start date (YYYYMMDD-HH:MM:SS in GMT) for requesting the status of ALL orders for this clientBenedict Zoe –
Bloomberg L.P.
9884DateToHTo 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.
9885DealNumber8A 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 requestBenedict Zoe –
Bloomberg L.P.
9886DiscretionDeltaD,G,8To describe the DiscretionSpread off the displayed limit price. Contact Bloomberg for detailed information on how this field is usedBenedict Zoe –
Bloomberg L.P.
9887DiscretionQtyD,G,8To describe the DiscretionAmount in an order. Contact Bloomberg for detailed information on this tag.Benedict Zoe –
Bloomberg L.P.
9888DiscretionMinFillD,G,8To describe a minimum fill quantity in an order with Discretion component. Contact Bloomberg for detailed information on this tag.Benedict Zoe –
Bloomberg L.P.
9889BangQtyD,G,8Please contact Benedict Zoe for an explanation of this tag’s purposeBenedict Zoe –
Bloomberg L.P.
9890CouponJCoupon for fixed incomeBenedict Zoe –
Bloomberg L.P.
9891SeriesJSeries for fixed incomeBenedict Zoe –
Bloomberg L.P.
9892YieldJYield for fixed incomeBenedict Zoe –
Bloomberg L.P.
9893DiscountRateJDiscount rate for fixed incomeBenedict Zoe –
Bloomberg L.P.
9894FixedIncomeFlagJEquity or fixed income?Benedict Zoe –
Bloomberg L.P.
9895FixedIncomeSubFlagJFixed income flavor/typeBenedict Zoe –
Bloomberg L.P.
9896PricingNoJBloomberg pricing numberBenedict Zoe –
Bloomberg L.P.
9897SeriesNoJSeries number for allocationBenedict Zoe –
Bloomberg L.P.
9898AffirmativeDeterminationDUsed 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
9899ExchangeReserveD,8Determines 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
9900WorkStationJBloomberg WorkStation NumberBenedict Zoe –
Bloomberg L.P.
9901NoBlotsJNumber of Bloomberg BlotsBenedict Zoe –
Bloomberg L.P.
9902BlotSeqJBloomberg blot sequence numberBenedict Zoe –
Bloomberg L.P.
9903PrincipalJPrincipalBenedict Zoe –
Bloomberg L.P.
9904PriceTypeJBloomberg Price typeBenedict Zoe –
Bloomberg L.P.
9905AllocTargetJBloomberg allocation targetBenedict Zoe –
Bloomberg L.P.
9906ApplicationJBloomberg application (yellow key)Benedict Zoe –
Bloomberg L.P.
9907Allocation Detail PrincipalAllocationsDon Scheurer –
Bloomberg
9908QuoteQtyD,8Amount to quote on NasdaqBenedict Zoe –
Bloomberg L.P.
9909BangGroupsD,8Number of market makers in bangBenedict Zoe –
Bloomberg L.P.
9910BangMMIDD,89909: Market maker in bang groupBenedict Zoe –
Bloomberg L.P.
9911BangMMIDQtyD,89909: Qty to a MMID in bang groupBenedict Zoe –
Bloomberg L.P.
9912BangMinFillD,89909: Min fill qty per MMID in bang groupBenedict Zoe –
Bloomberg L.P.
9913BangFlag8Y,N – Is execution an Bloomberg bang?Benedict Zoe –
Bloomberg L.P.
9914BangCounterParty8Counterparty of Bloomberg bang executionBenedict Zoe –
Bloomberg L.P.
9915BangSDP8Y,N – Identifies whether Bloomberg bang was performed via proprietary SDPBenedict Zoe –
Bloomberg L.P.
9916SurveillanceAccountType8Indicate the order account type assign by surveillancePascal lacoste –
Euronext
9917RepeatNextDNumber of repeating group in the clearing aggregate of an orderPascal lacoste –
Euronext
9918SecurityGrouph, 7, 8Instrument group identificationPascal lacoste –
Euronext
9919ComponentType8Indicate the clearing aggregate type of an orderPascal lacoste –
Euronext
9920MarketMakerPhoneU0202This parameter indicates the phone number of the subscriber’s representative who acts as market maker for the given stockPascal lacoste –
Euronext
9921SecurityStatefIndicate the current state of the instrumentPascal lacoste –
Euronext
9922MarketMakerTypeU0202Indicate the market maker typePascal lacoste –
Euronext
9923ClotGrpCothClosing auction indicatorPascal lacoste –
Euronext
9924TransactID8Indicates the number alloted to a tradePascal lacoste –
Euronext
9925ConnectionStatusU0081, U0192Indicate a logon/logoff at the application levelPascal lacoste –
Euronext
9926SendBrokerIDR, bIndicates if the member identity has to be disclose or not in the corresponding public data feedPascal lacoste –
Euronext
9927MarketMakerNameU0202Indicate the name of the market makerPascal lacoste –
Euronext
9928InstrumentCateg8Indicate the instrument typePascal lacoste –
Euronext
9929TypeActionOnInstrumentfType of action that cause the change of instrument statusPascal lacoste –
Euronext
9930ComfirmFlagD, 8, GIndicate if a pre-checking of the order has to be done by the exchangePascal lacoste –
Euronext
9931FunctionCodeOrig9931indicates the function code of the initial message to which this execution report message is respondingPascal lacoste –
Euronext
9932PreopenFlagD, Gindicate whether or not the order entered in the pre-opening should pass into the market session phasePascal lacoste –
Euronext
9933CombinedOrderTypeD, G, 8Type of order entered, this information is linked with the type of processing to be executed on the associated order by member order entry applicationPascal lacoste –
Euronext
9934AccountTypeUSAD, G, 8Customer account typePascal lacoste –
Euronext
9935ClearingFeeIndicatorD, G, 8Indicates if the value added taxes will be calculated by the clearing system or notPascal lacoste –
Euronext
9936ForeignExchangeD, G, 8Member type of the clearing system for which the order has been enteredPascal lacoste –
Euronext
9937OrigOrderUserD, G, 8Indicate if the order has been entered by a market maker or notPascal lacoste –
Euronext
9938ClearingHandlingTypeD, G, 8Indicate the posting & give-up processing to be done by the clearing systemPascal lacoste –
Euronext
9939UnderlyingLastPx8Indicates the calculated (or traded) price for the corresponding underlying instrumentPascal lacoste –
Euronext
9940OddOrderFlag8Indicate if the remaining quantity is a multiple of the board lotPascal lacoste –
Euronext
9941TechnicalOrderTypeD, 8, G, 7, FIndicate the order type and its origin: P = Programm trading, M = manuel, R = routingPascal lacoste –
Euronext
9942LeaveQtyFlag8Indicates that a non-zero quantity of the order remains to be tradedPascal lacoste –
Euronext
9943QuoteTypeSIndicate the type of the QuotePascal lacoste –
Euronext
9944SpiSendingTimeh, f, 7, U0302Transmission date time of messagePascal lacoste –
Euronext
9945OrigOrderID8, F, GIndicates the original order identificationPascal lacoste –
Euronext
9946MemberIDD,8,G,FDesignate the member codePascal lacoste –
Euronext
9947TraderIdD,8,G,FDesignate the trader codePascal lacoste –
Euronext
9948SettlementLocationDIndicator specifying whether member wishes to settle his operationPascal lacoste –
Euronext
9949RelitUnwindingDelayD,8Indicate ISB guarantee and settlement delayPascal lacoste –
Euronext
9950CounterpartMandatorIDD,8Data field entered by a member when his counterpart mandates another establishement to enter his declaration.Pascal lacoste –
Euronext
9951OperationTypeIndicatorD,8Indicator specifying the nature of the operation generating the TCS declarationPascal lacoste –
Euronext
9952PreviousDayTradeFlag8Indicate whether the TCS declaration was entered on the same day as the trade or on the following trading day.Pascal lacoste –
Euronext
9953NumberOccurAlreadySentU0421Indicate the number of occurence already sentPascal lacoste –
Euronext
9954NextMsgFlagU0421Indicate if it’s the last message or notPascal lacoste –
Euronext
9955SubscriberIDFsubscriber Front end identificationPascal lacoste –
Euronext
9956TradeCancelFlagU0133Indicate if the specified TCS trade was cancelledPascal lacoste –
Euronext
9957BlockTradeCodeU0133Indicate if the TCS trade relate to a blockPascal lacoste –
Euronext
9958TradeMsgSubCodU0133Specifies the trade message typePascal lacoste –
Euronext
9959LowLimitNormalTradeU0034Indicates the lower price limit authorized for normal out-of-session trades for the given securityPascal lacoste –
Euronext
9960HighLimitNormalTradeU0034Indicates the upper price limit for normal out-of-session trades for the given securityPascal lacoste –
Euronext
9961LowLimitBlockTradeU0034Indicates the lower price limit for out-of-session block trades for the given securityPascal lacoste –
Euronext
9962HighLimitBlockTradeU0034Indicates the upper price limit authorized for out-of-session block trades for the given securityPascal lacoste –
Euronext
9963SecurityGroupStatushIndicates the status of the security groupPascal lacoste –
Euronext
9964FirstShare8Indicates the quantity executed at the moment the order was introducedPascal lacoste –
Euronext
9965OrderDateNewOrderDate when the Order was created.joe sarbak –
middle ware idioms
9966ExecutionVersionExecution ReportNumber 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
9967MMBidSizeSMarket maker quantity of bidPascal lacoste –
Euronext
9968MMOfferSizeSMarket maker quantity of offerPascal lacoste –
Euronext
9969MMBestBidPxU00B6Market maker best bid pricePascal lacoste –
Euronext
9970MMBestOfferPxU00B6Market maker best ask pricePascal lacoste –
Euronext
9971MMMemberIDS, U00B4Assigned value used to identify firm (market maker) sending messagePascal lacoste –
Euronext
9972MMBestBidMemberIDU00B6Member ID of best bid pricesPascal lacoste –
Euronext
9973MMBestOfferMemberIDU00B6Member ID of best ask pricesPascal lacoste –
Euronext
9974Allocation Detail Original FaceAllocationsDon Scheurer –
Bloomberg
9975PrevDayRefMktCapitalPctU00A7Percentage of stock’s capitalization as compared to total previous day’s capitalizationPascal lacoste –
Euronext
9976LastMsgFlagU00A7Last message indicator for a given indexPascal lacoste –
Euronext
9977PrevDayClosRefIndexU00A7Previous day’s closing reference indexPascal lacoste –
Euronext
9978IndexCalcFreqU00A7Frequency of index calculationPascal lacoste –
Euronext
9979AdjTheoPxU00A8Adjusted theoretical stock pricePascal lacoste –
Euronext
9980PrevDayRefMktCapitalAmtU00A8Stock capitalisation based on previous day’s adjusted reference pricePascal lacoste –
Euronext
9981CapitalDifferenceU00A8Difference in capitalisation today/yesterdayPascal lacoste –
Euronext
9982DividendNetPxU00A8Net dividendPascal lacoste –
Euronext
9983DividendGrossPxU00A8Global dividendPascal lacoste –
Euronext
9984DividendNetAmtU00A8Total amount of net dividends detachet from the stock todayPascal lacoste –
Euronext
9985DividendGrossAmtU00A8Total amount of global dividends detached from the stock todayPascal lacoste –
Euronext
9986SampleSectorU00A8Index sector codePascal lacoste –
Euronext
9987AddOrRemoveU00A8Deletion/admission codePascal lacoste –
Euronext
9988MDEntryCodeU00B1, U00B2Index level indicatorPascal lacoste –
Euronext
9989TotTradedSecuritiesU00B1Number of stocks quotedPascal lacoste –
Euronext
9990CapitalPctU00B1Percentage of capitalizationPascal lacoste –
Euronext
9991ForeRunnerVariationU00B1Variation (forerunner)Pascal lacoste –
Euronext
9992SettlVariationU00B1Variation from liquidation day pricePascal lacoste –
Euronext
9993PrevYearVariationU00B1Variation from previous year end pricePascal lacoste –
Euronext
9994NetReturnIndexU00B1Net profitability indexPascal lacoste –
Euronext
9995GrossReturnIndexU00B1Global profitability indexPascal lacoste –
Euronext
9996NoFallingSecuritiesU00B1Number of falling securitiesPascal lacoste –
Euronext
9997NoRisingSecuritiesU00B1Number of rising securitiesPascal lacoste –
Euronext
9998UUID8,D,E,JBloomberg Unique User IDBenedict Zoe –
Bloomberg L.P.
9999FirmNo8,D,E,JBloomberg Firm NumberBenedict Zoe –
Bloomberg L.P.