Bite Apps/SafeFIX

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FIX protocol tags and message types — FIX 4.2 & 4.4 reference

Every tag in the FIX 4.2 and FIX 4.4 dictionaries — 947 fields with their data types and enumerated values — and all 93 message types with the body fields each one requires.

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Anatomy of a FIX message

A FIX tag=value message is a sequence of tag=value fields separated by the SOH character (ASCII 1, shown as | or ^A in logs). It always starts with BeginString (8), BodyLength (9) and MsgType (35), and ends with CheckSum (10):

8=FIX.4.4|9=140|35=D|34=1080|49=CLIENT|52=20261110-14:32:05.122|56=BROKER|
11=ORD-1001|21=1|38=100|40=2|44=101.25|54=1|55=MSFT|59=0|60=20261110-14:32:05.120|10=155|

This NewOrderSingle buys 100 MSFT at a limit of 101.25 (54=1 Buy, 40=2 Limit, 59=0 Day). BodyLength counts the bytes after the 9=…| field up to and including the SOH before 10=; CheckSum is the sum of all bytes before 10= modulo 256, written as three digits. The SafeFIX docs walk through both calculations.

FIX message types (MsgType 35)

93 message types from the FIX 4.2 and FIX 4.4 dictionaries. “Required” lists the body fields the dictionary marks as required (header and trailer fields are always required in addition).

MsgTypeNameLayerFIXRequired body fields
35=0HeartbeatSession4.2, 4.4—
35=1TestRequestSession4.2, 4.4112 TestReqID
35=2ResendRequestSession4.2, 4.47 BeginSeqNo, 16 EndSeqNo
35=3RejectSession4.2, 4.445 RefSeqNum
35=4SequenceResetSession4.2, 4.436 NewSeqNo
35=5LogoutSession4.2, 4.4—
35=6IOIApplication4.2, 4.423 IOIID, 27 IOIQty, 28 IOITransType, 54 Side, 55 Symbol
35=7AdvertisementApplication4.2, 4.42 AdvId, 4 AdvSide, 5 AdvTransType, 53 Quantity, 55 Symbol
35=8ExecutionReportApplication4.2, 4.46 AvgPx, 14 CumQty, 17 ExecID, 20 ExecTransType, 37 OrderID, 39 OrdStatus, 54 Side, 55 Symbol, 150 ExecType, 151 LeavesQty
35=9OrderCancelRejectApplication4.2, 4.411 ClOrdID, 37 OrderID, 39 OrdStatus, 41 OrigClOrdID, 434 CxlRejResponseTo
35=aQuoteStatusRequestApplication4.2, 4.455 Symbol
35=bQuoteAcknowledgementApplication4.2, 4.4297 QuoteStatus
35=cSecurityDefinitionRequestApplication4.2, 4.4320 SecurityReqID, 321 SecurityRequestType
35=dSecurityDefinitionApplication4.2, 4.4320 SecurityReqID, 322 SecurityResponseID, 393 TotNoRelatedSym
35=eSecurityStatusRequestApplication4.2, 4.455 Symbol, 263 SubscriptionRequestType, 324 SecurityStatusReqID
35=fSecurityStatusApplication4.2, 4.455 Symbol
35=gTradingSessionStatusRequestApplication4.2, 4.4263 SubscriptionRequestType, 335 TradSesReqID
35=hTradingSessionStatusApplication4.2, 4.4336 TradingSessionID, 340 TradSesStatus
35=iMassQuoteApplication4.2, 4.4117 QuoteID, 296 NoQuoteSets
35=jBusinessMessageRejectApplication4.2, 4.4372 RefMsgType, 380 BusinessRejectReason
35=kBidRequestApplication4.2, 4.4374 BidRequestTransType, 391 ClientBidID, 393 TotNoRelatedSym, 394 BidType, 418 BidTradeType, 419 BasisPxType
35=lBidResponseApplication4.2, 4.4420 NoBidComponents
35=mListStrikePriceApplication4.2, 4.466 ListID, 422 TotNoStrikes, 428 NoStrikes
35=nXMLnonFIXSession4.4—
35=oRegistrationInstructionsApplication4.4508 RegistRefID, 513 RegistID, 514 RegistTransType
35=pRegistrationInstructionsResponseApplication4.4506 RegistStatus, 508 RegistRefID, 513 RegistID, 514 RegistTransType
35=qOrderMassCancelRequestApplication4.411 ClOrdID, 60 TransactTime, 530 MassCancelRequestType
35=rOrderMassCancelReportApplication4.437 OrderID, 530 MassCancelRequestType, 531 MassCancelResponse
35=sNewOrderCrossApplication4.440 OrdType, 60 TransactTime, 548 CrossID, 549 CrossType, 550 CrossPrioritization, 552 NoSides
35=tCrossOrderCancelReplaceRequestApplication4.440 OrdType, 60 TransactTime, 548 CrossID, 549 CrossType, 550 CrossPrioritization, 551 OrigCrossID, 552 NoSides
35=uCrossOrderCancelRequestApplication4.460 TransactTime, 548 CrossID, 549 CrossType, 550 CrossPrioritization, 551 OrigCrossID, 552 NoSides
35=vSecurityTypeRequestApplication4.4320 SecurityReqID
35=wSecurityTypesApplication4.4320 SecurityReqID, 322 SecurityResponseID, 323 SecurityResponseType
35=xSecurityListRequestApplication4.4320 SecurityReqID, 559 SecurityListRequestType
35=ySecurityListApplication4.4320 SecurityReqID, 322 SecurityResponseID, 560 SecurityRequestResult
35=zDerivativeSecurityListRequestApplication4.4320 SecurityReqID, 559 SecurityListRequestType
35=ALogonSession4.2, 4.498 EncryptMethod, 108 HeartBtInt
35=BNewsApplication4.2, 4.433 NoLinesOfText, 148 Headline
35=CEmailApplication4.2, 4.433 NoLinesOfText, 94 EmailType, 147 Subject, 164 EmailThreadID
35=DNewOrderSingleApplication4.2, 4.411 ClOrdID, 21 HandlInst, 40 OrdType, 54 Side, 55 Symbol, 60 TransactTime
35=ENewOrderListApplication4.2, 4.466 ListID, 68 TotNoOrders, 73 NoOrders, 394 BidType
35=FOrderCancelRequestApplication4.2, 4.411 ClOrdID, 41 OrigClOrdID, 54 Side, 55 Symbol, 60 TransactTime
35=GOrderCancelReplaceRequestApplication4.2, 4.411 ClOrdID, 21 HandlInst, 40 OrdType, 41 OrigClOrdID, 54 Side, 55 Symbol, 60 TransactTime
35=HOrderStatusRequestApplication4.2, 4.411 ClOrdID, 54 Side, 55 Symbol
35=JAllocationApplication4.2, 4.46 AvgPx, 53 Quantity, 54 Side, 55 Symbol, 70 AllocID, 71 AllocTransType, 75 TradeDate
35=KListCancelRequestApplication4.2, 4.460 TransactTime, 66 ListID
35=LListExecuteApplication4.2, 4.460 TransactTime, 66 ListID
35=MListStatusRequestApplication4.2, 4.466 ListID
35=NListStatusApplication4.2, 4.466 ListID, 68 TotNoOrders, 73 NoOrders, 82 NoRpts, 83 RptSeq, 429 ListStatusType, 431 ListOrderStatus
35=PAllocationInstructionAckApplication4.2, 4.470 AllocID, 75 TradeDate, 87 AllocStatus
35=QDontKnowTradeApplication4.2, 4.417 ExecID, 37 OrderID, 54 Side, 55 Symbol, 127 DKReason
35=RQuoteRequestApplication4.2, 4.4131 QuoteReqID, 146 NoRelatedSym
35=SQuoteApplication4.2, 4.455 Symbol, 117 QuoteID
35=TSettlementInstructionsApplication4.2, 4.460 TransactTime, 79 AllocAccount, 160 SettlInstMode, 162 SettlInstID, 163 SettlInstTransType, 165 SettlInstSource, 214 SettlInstRefID
35=VMarketDataRequestApplication4.2, 4.4146 NoRelatedSym, 262 MDReqID, 263 SubscriptionRequestType, 264 MarketDepth, 267 NoMDEntryTypes
35=WMarketDataSnapshotFullRefreshApplication4.2, 4.455 Symbol, 268 NoMDEntries
35=XMarketDataIncrementalRefreshApplication4.2, 4.4268 NoMDEntries
35=YMarketDataRequestRejectApplication4.2, 4.4262 MDReqID
35=ZQuoteCancelApplication4.2, 4.4117 QuoteID, 295 NoQuoteEntries, 298 QuoteCancelType
35=AADerivativeSecurityListApplication4.4320 SecurityReqID, 322 SecurityResponseID, 560 SecurityRequestResult
35=ABNewOrderMultilegApplication4.411 ClOrdID, 40 OrdType, 54 Side, 60 TransactTime, 555 NoLegs
35=ACMultilegOrderCancelReplaceApplication4.411 ClOrdID, 40 OrdType, 41 OrigClOrdID, 54 Side, 60 TransactTime, 555 NoLegs
35=ADTradeCaptureReportRequestApplication4.4568 TradeRequestID, 569 TradeRequestType
35=AETradeCaptureReportApplication4.431 LastPx, 32 LastQty, 60 TransactTime, 75 TradeDate, 552 NoSides, 570 PreviouslyReported, 571 TradeReportID
35=AFOrderMassStatusRequestApplication4.4584 MassStatusReqID, 585 MassStatusReqType
35=AGQuoteRequestRejectApplication4.4131 QuoteReqID, 146 NoRelatedSym, 658 QuoteRequestRejectReason
35=AHRFQRequestApplication4.4146 NoRelatedSym, 644 RFQReqID
35=AIQuoteStatusReportApplication4.4117 QuoteID
35=AJQuoteResponseApplication4.4693 QuoteRespID, 694 QuoteRespType
35=AKConfirmationApplication4.46 AvgPx, 54 Side, 60 TransactTime, 75 TradeDate, 79 AllocAccount, 80 AllocQty, 118 NetMoney, 381 GrossTradeAmt, 664 ConfirmID, 665 ConfirmStatus …
35=ALPositionMaintenanceRequestApplication4.41 Account, 60 TransactTime, 581 AccountType, 709 PosTransType, 710 PosReqID, 712 PosMaintAction, 715 ClearingBusinessDate
35=AMPositionMaintenanceReportApplication4.41 Account, 60 TransactTime, 581 AccountType, 709 PosTransType, 712 PosMaintAction, 713 OrigPosReqRefID, 715 ClearingBusinessDate, 721 PosMaintRptID, 722 PosMaintStatus
35=ANRequestForPositionsApplication4.41 Account, 60 TransactTime, 581 AccountType, 710 PosReqID, 715 ClearingBusinessDate, 724 PosReqType
35=AORequestForPositionsAckApplication4.41 Account, 581 AccountType, 721 PosMaintRptID, 728 PosReqResult, 729 PosReqStatus
35=APPositionReportApplication4.41 Account, 581 AccountType, 715 ClearingBusinessDate, 721 PosMaintRptID, 728 PosReqResult, 730 SettlPrice, 731 SettlPriceType, 734 PriorSettlPrice
35=AQTradeCaptureReportRequestAckApplication4.4568 TradeRequestID, 569 TradeRequestType, 749 TradeRequestResult, 750 TradeRequestStatus
35=ARTradeCaptureReportAckApplication4.4150 ExecType, 571 TradeReportID
35=ASAllocationReportApplication4.46 AvgPx, 53 Quantity, 54 Side, 71 AllocTransType, 75 TradeDate, 87 AllocStatus, 755 AllocReportID, 794 AllocReportType, 857 AllocNoOrdersType
35=ATAllocationReportAckApplication4.460 TransactTime, 70 AllocID, 87 AllocStatus, 755 AllocReportID
35=AUConfirmationAckApplication4.460 TransactTime, 75 TradeDate, 664 ConfirmID, 940 AffirmStatus
35=AVSettlementInstructionRequestApplication4.460 TransactTime, 791 SettlInstReqID
35=AWAssignmentReportApplication4.4581 AccountType, 715 ClearingBusinessDate, 716 SettlSessID, 717 SettlSessSubID, 730 SettlPrice, 731 SettlPriceType, 732 UnderlyingSettlPrice, 744 AssignmentMethod, 746 OpenInterest, 747 ExerciseMethod …
35=AXCollateralRequestApplication4.460 TransactTime, 894 CollReqID, 895 CollAsgnReason
35=AYCollateralAssignmentApplication4.460 TransactTime, 895 CollAsgnReason, 902 CollAsgnID, 903 CollAsgnTransType
35=AZCollateralResponseApplication4.460 TransactTime, 895 CollAsgnReason, 902 CollAsgnID, 904 CollRespID, 905 CollAsgnRespType
35=BACollateralReportApplication4.4908 CollRptID, 910 CollStatus
35=BBCollateralInquiryApplication4.4—
35=BCNetworkCounterpartySystemStatusRequestApplication4.4933 NetworkRequestID, 935 NetworkRequestType
35=BDNetworkCounterpartySystemStatusResponseApplication4.4932 NetworkResponseID, 936 NoCompIDs, 937 NetworkStatusResponseType
35=BEUserRequestApplication4.4553 Username, 923 UserRequestID, 924 UserRequestType
35=BFUserResponseApplication4.4553 Username, 923 UserRequestID
35=BGCollateralInquiryAckApplication4.4909 CollInquiryID, 945 CollInquiryStatus
35=BHConfirmationRequestApplication4.460 TransactTime, 773 ConfirmType, 859 ConfirmReqID

All FIX tags (947 fields)

Tag number, field name, data type, the FIX versions whose message definitions use it, and the enumerated values where the dictionary defines them. Use your browser’s find (Ctrl+F) to jump to a tag — every row has an anchor such as #tag-150.

TagNameTypeFIXValues
1AccountSTRING4.2, 4.4
2AdvIdSTRING4.2, 4.4
3AdvRefIDSTRING4.2, 4.4
4AdvSideCHAR4.2, 4.4B = Buy; S = Sell; T = Trade; X = Cross
5AdvTransTypeSTRING4.2, 4.4C = Cancel; N = New; R = Replace
6AvgPxPRICE4.2, 4.4
7BeginSeqNoSEQNUM4.2, 4.4
8BeginStringSTRING4.2, 4.4
9BodyLengthLENGTH4.2, 4.4
10CheckSumSTRING4.2, 4.4
11ClOrdIDSTRING4.2, 4.4
12CommissionAMT4.2, 4.4
13CommTypeCHAR4.2, 4.41 = Per unit; 2 = Percent; 3 = Absolute; 4 = Percentage waived cash discount; 5 = Percentage waived enhanced units; 6 = Points per bond or contract
14CumQtyQTY4.2, 4.4
15CurrencyCURRENCY4.2, 4.4
16EndSeqNoSEQNUM4.2, 4.4
17ExecIDSTRING4.2, 4.4
18ExecInstMULTIPLEVALUESTRING4.2, 4.40 = Stay on offer side; 1 = Not held; 2 = Work; 3 = Go along; 4 = Over the day; 5 = Held; 6 = Participate do not initiate; 7 = Strict scale; 8 = Try to scale; 9 = Stay on bid side; A = No cross; B = Ok to cross; C = Call first; D = Percent of volume; E = Do not increase; F = Do not reduce; G = All or none; H = Reinstate on system failure; I = Institutions only; J = Reinstate on trading halt; K = Cancel on trading halt; L = Last peg; M = Mid price peg; N = Non negotiable; O = Opening peg; P = Market peg; Q = Cancel on system failure; R = Primary peg; S = Suspend; T = Fixed peg to local best bid or offer at time of order; U = Customer display instruction; V = Netting; W = Peg to vwap; X = Trade along; Y = Try to stop; Z = Cancel if not best; a = Trailing stop peg; b = Strict limit; c = Ignore price validity checks; d = Peg to limit price; e = Work to target strategy
19ExecRefIDSTRING4.2, 4.4
20ExecTransTypeCHAR4.20 = New; 1 = Cancel; 2 = Correct; 3 = Status
21HandlInstCHAR4.2, 4.41 = Automated execution no intervention; 2 = Automated execution intervention ok; 3 = Manual order
22SecurityIDSourceSTRING4.2, 4.41 = Cusip; 2 = Sedol; 3 = Quik; 4 = Isin number; 5 = Ric code; 6 = Iso currency code; 7 = Iso country code; 8 = Exchange symbol; 9 = Consolidated tape association; A = Bloomberg symbol; B = Wertpapier; C = Dutch; D = Valoren; E = Sicovam; F = Belgian; G = Common; H = Clearing house; I = Isda fp ml specification; J = Option price reporting authority
23IOIIDSTRING4.2, 4.4
24IOIOthSvcCHAR—
25IOIQltyIndCHAR4.2, 4.4H = High; L = Low; M = Medium
26IOIRefIDSTRING4.2, 4.4
27IOIQtySTRING4.2, 4.4L = Large; M = Medium; S = Small
28IOITransTypeCHAR4.2, 4.4C = Cancel; N = New; R = Replace
29LastCapacityCHAR4.2, 4.41 = Agent; 2 = Cross as agent; 3 = Cross as principal; 4 = Principal
30LastMktEXCHANGE4.2, 4.4
31LastPxPRICE4.2, 4.4
32LastQtyQTY4.2, 4.4
33NoLinesOfTextNUMINGROUP4.2, 4.4
34MsgSeqNumSEQNUM4.2, 4.4
35MsgTypeSTRING4.2, 4.40 = Heartbeat; 1 = Test request; 2 = Resend request; 3 = Reject; 4 = Sequence reset; 5 = Logout; 6 = Ioi; 7 = Advertisement; 8 = Execution report; 9 = Order cancel reject; A = Logon; AA = Derivative security list; AB = New order multileg; AC = Multileg order cancel replace; AD = Trade capture report request; AE = Trade capture report; AF = Order mass status request; AG = Quote request reject; AH = Rfq request; AI = Quote status report; AJ = Quote response; AK = Confirmation; AL = Position maintenance request; AM = Position maintenance report; AN = Request for positions; AO = Request for positions ACK; AP = Position report; AQ = Trade capture report request ACK; AR = Trade capture report ACK; AS = Allocation report; AT = Allocation report ACK; AU = Confirmation ACK; AV = Settlement instruction request; AW = Assignment report; AX = Collateral request; AY = Collateral assignment; AZ = Collateral response; B = News; BA = Collateral report; BB = Collateral inquiry; BC = Network counterparty system status request; BD = Network counterparty system status response; BE = User request; BF = User response; BG = Collateral inquiry ACK; BH = Confirmation request; C = Email; D = New order single; E = New order list; F = Order cancel request; G = Order cancel replace request; H = Order status request; J = Allocation instruction; K = List cancel request; L = List execute; M = List status request; N = List status; P = Allocation instruction ACK; Q = Dont know trade; R = Quote request; S = Quote; T = Settlement instructions; V = Market data request; W = Market data snapshot full refresh; X = Market data incremental refresh; Y = Market data request reject; Z = Quote cancel; a = Quote status request; b = Mass quote acknowledgement; c = Security definition request; d = Security definition; e = Security status request; f = Security status; g = Trading session status request; h = Trading session status; i = Mass quote; j = Business message reject; k = Bid request; l = Bid response; m = List strike price; n = Xml non FIX; o = Registration instructions; p = Registration instructions response; q = Order mass cancel request; r = Order mass cancel report; s = New order cross; t = Cross order cancel replace request; u = Cross order cancel request; v = Security type request; w = Security types; x = Security list request; y = Security list; z = Derivative security list request
36NewSeqNoSEQNUM4.2, 4.4
37OrderIDSTRING4.2, 4.4
38OrderQtyQTY4.2, 4.4
39OrdStatusCHAR4.2, 4.40 = New; 1 = Partially filled; 2 = Filled; 3 = Done for day; 4 = Canceled; 5 = Replaced; 6 = Pending cancel; 7 = Stopped; 8 = Rejected; 9 = Suspended; A = Pending new; B = Calculated; C = Expired; D = Accepted for bidding; E = Pending replace
40OrdTypeCHAR4.2, 4.41 = Market; 2 = Limit; 3 = Stop; 4 = Stop limit; 5 = Market on close; 6 = With or without; 7 = Limit or better; 8 = Limit with or without; 9 = On basis; A = On close; B = Limit on close; C = Forex market; D = Previously quoted; E = Previously indicated; F = Forex limit; G = Forex swap; H = Forex previously quoted; I = Funari; J = Market if touched; K = Market with left over as limit; L = Previous fund valuation point; M = Next fund valuation point; P = Pegged
41OrigClOrdIDSTRING4.2, 4.4
42OrigTimeUTCTIMESTAMP4.2, 4.4
43PossDupFlagBOOLEAN4.2, 4.4N = No; Y = Yes
44PricePRICE4.2, 4.4
45RefSeqNumSEQNUM4.2, 4.4
46RelatdSymSTRING4.2
47Rule80ACHAR4.2A = Agency single order; B = Short exempt transaction a type; C = Proprietary non algo; D = Program order member; E = Short exempt transaction for principal; F = Short exempt transaction w type; H = Short exempt transaction i type; I = Individual investor; J = Proprietary algo; K = Agency algo; L = Short exempt transaction member affliated; M = Program order other member; N = Agent for other member; O = Proprietary transaction affiliated; P = Principal; R = Transaction non member; S = Specialist trades; T = Transaction unaffiliated member; U = Agency index arb; W = All other orders as agent for other member; X = Short exempt transaction member not affliated; Y = Agency non algo; Z = Short exempt transaction non member
48SecurityIDSTRING4.2, 4.4
49SenderCompIDSTRING4.2, 4.4
50SenderSubIDSTRING4.2, 4.4
51SendingDateLOCALMKTDATE—
52SendingTimeUTCTIMESTAMP4.2, 4.4
53QuantityQTY4.2, 4.4
54SideCHAR4.2, 4.41 = Buy; 2 = Sell; 3 = Buy minus; 4 = Sell plus; 5 = Sell short; 6 = Sell short exempt; 7 = Undisclosed; 8 = Cross; 9 = Cross short; A = Cross short exempt; B = As defined; C = Opposite; D = Subscribe; E = Redeem; F = Lend; G = Borrow
55SymbolSTRING4.2, 4.4
56TargetCompIDSTRING4.2, 4.4
57TargetSubIDSTRING4.2, 4.4
58TextSTRING4.2, 4.4
59TimeInForceCHAR4.2, 4.40 = Day; 1 = Good till cancel; 2 = At the opening; 3 = Immediate or cancel; 4 = Fill or kill; 5 = Good till crossing; 6 = Good till date; 7 = At the close
60TransactTimeUTCTIMESTAMP4.2, 4.4
61UrgencyCHAR4.2, 4.40 = Normal; 1 = Flash; 2 = Background
62ValidUntilTimeUTCTIMESTAMP4.2, 4.4
63SettlTypeCHAR4.2, 4.40 = Regular; 1 = Cash; 2 = Next day; 3 = T plus2; 4 = T plus3; 5 = T plus4; 6 = Future; 7 = When and if issued; 8 = Sellers option; 9 = T plus5
64SettlDateLOCALMKTDATE4.2, 4.4
65SymbolSfxSTRING4.2, 4.4
66ListIDSTRING4.2, 4.4
67ListSeqNoINT4.2, 4.4
68TotNoOrdersINT4.2, 4.4
69ListExecInstSTRING4.2, 4.4
70AllocIDSTRING4.2, 4.4
71AllocTransTypeCHAR4.2, 4.40 = New; 1 = Replace; 2 = Cancel; 3 = Preliminary; 4 = Calculated; 5 = Calculated without preliminary
72RefAllocIDSTRING4.2, 4.4
73NoOrdersNUMINGROUP4.2, 4.4
74AvgPxPrecisionINT4.2, 4.4
75TradeDateLOCALMKTDATE4.2, 4.4
76ExecBrokerSTRING4.2
77PositionEffectCHAR4.2, 4.4C = Close; F = Fifo; O = Open; R = Rolled
78NoAllocsNUMINGROUP4.2, 4.4
79AllocAccountSTRING4.2, 4.4
80AllocQtyQTY4.2, 4.4
81ProcessCodeCHAR4.2, 4.40 = Regular; 1 = Soft dollar; 2 = Step in; 3 = Step out; 4 = Soft dollar step in; 5 = Soft dollar step out; 6 = Plan sponsor
82NoRptsINT4.2, 4.4
83RptSeqINT4.2, 4.4
84CxlQtyQTY4.2, 4.4
85NoDlvyInstNUMINGROUP4.4
86DlvyInstSTRING—
87AllocStatusINT4.2, 4.40 = Accepted; 1 = Block level reject; 2 = Account level reject; 3 = Received; 4 = Incomplete; 5 = Rejected by intermediary
88AllocRejCodeINT4.2, 4.40 = Unknown account; 1 = Incorrect quantity; 2 = Incorrect averageg price; 3 = Unknown executing broker mnemonic; 4 = Commission difference; 5 = Unknown order ID; 6 = Unknown list ID; 7 = Other see text; 8 = Incorrect allocated quantity; 9 = Calculation difference; 10 = Unknown or stale exec ID; 11 = Mismatched data; 12 = Unknown cl ord ID; 13 = Warehouse request rejected
89SignatureDATA4.2, 4.4
90SecureDataLenLENGTH4.2, 4.4
91SecureDataDATA4.2, 4.4
92BrokerOfCreditSTRING4.2
93SignatureLengthLENGTH4.2, 4.4
94EmailTypeCHAR4.2, 4.40 = New; 1 = Reply; 2 = Admin reply
95RawDataLengthLENGTH4.2, 4.4
96RawDataDATA4.2, 4.4
97PossResendBOOLEAN4.2, 4.4N = No; Y = Yes
98EncryptMethodINT4.2, 4.40 = None; 1 = Pkcs; 2 = Des; 3 = Pkcsdes; 4 = Pgpdes; 5 = Pgpdesmd5; 6 = Pem
99StopPxPRICE4.2, 4.4
100ExDestinationEXCHANGE4.2, 4.4
102CxlRejReasonINT4.2, 4.40 = Too late to cancel; 1 = Unknown order; 2 = Broker / exchange option; 3 = Order already in Pending Cancel or Pending Replace status; 4 = Unable to process order mass cancel request; 5 = OrigOrdModTime (586) did not match the last TransactTime (60) of the order; 6 = Duplicate ClOrdID (11) received; 99 = Other
103OrdRejReasonINT4.2, 4.40 = Broker / exchange option; 1 = Unknown symbol; 2 = Exchange closed; 3 = Order exceeds limit; 4 = Too late to enter; 5 = Unknown order; 6 = Duplicate order; 7 = Duplicate of a verbally communicated order; 8 = Stale order; 9 = Trade along required; 10 = Invalid investor ID; 11 = Unsupported order characteristic; 13 = Incorrect quantity; 14 = Incorrect allocated quantity; 15 = Unknown account; 99 = Other
104IOIQualifierCHAR4.2, 4.4A = All or none; B = Market on close; C = At the close; D = Vwap; I = In touch with; L = Limit; M = More behind; O = At the open; P = Taking a position; Q = At the market; R = Ready to trade; S = Portfolio shown; T = Through the day; V = Versus; W = Indication; X = Crossing opportunity; Y = At the midpoint; Z = Pre open
105WaveNoSTRING4.2
106IssuerSTRING4.2, 4.4
107SecurityDescSTRING4.2, 4.4
108HeartBtIntINT4.2, 4.4
109ClientIDSTRING4.2
110MinQtyQTY4.2, 4.4
111MaxFloorQTY4.2, 4.4
112TestReqIDSTRING4.2, 4.4
113ReportToExchBOOLEAN4.2, 4.4N = No; Y = Yes
114LocateReqdBOOLEAN4.2, 4.4N = No; Y = Yes
115OnBehalfOfCompIDSTRING4.2, 4.4
116OnBehalfOfSubIDSTRING4.2, 4.4
117QuoteIDSTRING4.2, 4.4
118NetMoneyAMT4.2, 4.4
119SettlCurrAmtAMT4.2, 4.4
120SettlCurrencyCURRENCY4.2, 4.4
121ForexReqBOOLEAN4.2, 4.4N = No; Y = Yes
122OrigSendingTimeUTCTIMESTAMP4.2, 4.4
123GapFillFlagBOOLEAN4.2, 4.4N = No; Y = Yes
124NoExecsNUMINGROUP4.2, 4.4
125CxlTypeCHAR—
126ExpireTimeUTCTIMESTAMP4.2, 4.4
127DKReasonCHAR4.2, 4.4A = Unknown symbol; B = Wrong side; C = Quantity exceeds order; D = No matching order; E = Price exceeds limit; F = Calculation difference; Z = Other
128DeliverToCompIDSTRING4.2, 4.4
129DeliverToSubIDSTRING4.2, 4.4
130IOINaturalFlagBOOLEAN4.2, 4.4N = No; Y = Yes
131QuoteReqIDSTRING4.2, 4.4
132BidPxPRICE4.2, 4.4
133OfferPxPRICE4.2, 4.4
134BidSizeQTY4.2, 4.4
135OfferSizeQTY4.2, 4.4
136NoMiscFeesNUMINGROUP4.2, 4.4
137MiscFeeAmtAMT4.2, 4.4
138MiscFeeCurrCURRENCY4.2, 4.4
139MiscFeeTypeSTRING4.2, 4.41 = Regulatory; 2 = Tax; 3 = Local commission; 4 = Exchange fees; 5 = Stamp; 6 = Levy; 7 = Other; 8 = Markup; 9 = Consumption tax; 10 = Per transaction; 11 = Conversion; 12 = Agent
140PrevClosePxPRICE4.2, 4.4
141ResetSeqNumFlagBOOLEAN4.2, 4.4N = No; Y = Yes
142SenderLocationIDSTRING4.2, 4.4
143TargetLocationIDSTRING4.2, 4.4
144OnBehalfOfLocationIDSTRING4.2, 4.4
145DeliverToLocationIDSTRING4.2, 4.4
146NoRelatedSymNUMINGROUP4.2, 4.4
147SubjectSTRING4.2, 4.4
148HeadlineSTRING4.2, 4.4
149URLLinkSTRING4.2, 4.4
150ExecTypeCHAR4.2, 4.40 = New; 1 = Partial fill; 2 = Fill; 3 = Done for day; 4 = Canceled; 5 = Replaced; 6 = Pending cancel; 7 = Stopped; 8 = Rejected; 9 = Suspended; A = Pending new; B = Calculated; C = Expired; D = Restated; E = Pending replace; F = Trade; G = Trade correct; H = Trade cancel; I = Order status
151LeavesQtyQTY4.2, 4.4
152CashOrderQtyQTY4.2, 4.4
153AllocAvgPxPRICE4.2, 4.4
154AllocNetMoneyAMT4.2, 4.4
155SettlCurrFxRateFLOAT4.2, 4.4
156SettlCurrFxRateCalcCHAR4.2, 4.4D = Divide; M = Multiply
157NumDaysInterestINT4.2, 4.4
158AccruedInterestRatePERCENTAGE4.2, 4.4
159AccruedInterestAmtAMT4.2, 4.4
160SettlInstModeCHAR4.2, 4.40 = Default; 1 = Standing instructions provided; 2 = Specific allocation account overriding; 3 = Specific allocation account standing; 4 = Specific order for a single account; 5 = Request reject
161AllocTextSTRING4.2, 4.4
162SettlInstIDSTRING4.2, 4.4
163SettlInstTransTypeCHAR4.2, 4.4C = Cancel; N = New; R = Replace; T = Restate
164EmailThreadIDSTRING4.2, 4.4
165SettlInstSourceCHAR4.2, 4.41 = Broker credit; 2 = Institution; 3 = Investor
166SettlLocationSTRING4.2CED = Cedel; DTC = Depository trust company; EUR = Euro clear; FED = Federal book entry; ISO Country Code = Local market settle location; PNY = Physical; PTC = Participant trust company
167SecurityTypeSTRING4.2, 4.4? = Wildcard; ABS = Asset backed securities; AMENDED = Amended; AN = Other anticipation notes; BA = Bankers acceptance; BN = Bank notes; BOX = Bill of exchanges; BRADY = Brady bond; BRIDGE = Bridge loan; BUYSELL = Buy sellback; CB = Convertible bond; CD = Certificate of deposit; CL = Call loans; CMBS = Corp; CMO = Collateralized mortgage obligation; COFO = Certificate of obligation; COFP = Certificate of participation; CORP = Corporate bond; CP = Commercial paper; CPP = Corporate private placement; CS = Common stock; DEFLTED = Defaulted; DINP = Debtor in possession; DN = Deposit notes; DUAL = Dual currency; EUCD = Euro certificate of deposit; EUCORP = Euro corporate bond; EUCP = Euro commercial paper; EUSOV = Euro sovereigns; EUSUPRA = Euro supranational coupons; FAC = Federal agency coupon; FADN = Federal agency discount note; FHA = Federal housing authority; FHL = Federal home loan; FN = Federal national mortgage association; FOR = Foreign exchange contract; FORWARD = Forward; FUT = Future; GN = Government national mortgage association; GO = General obligation bonds; GOVT = Treasuries agency debenture; IET = Ioette mortgage; LOFC = Letter of credit; LQN = Liquidity note; MATURED = Matured; MBS = Mortgage backed securities; MF = Mutual fund; MIO = Mortgage interest only; MLEG = Multileg instrument; MPO = Mortgage principal only; MPP = Mortgage private placement; MPT = Miscellaneous pass through; MT = Mandatory tender; MTN = Medium term notes; MUNI = Municipal bond; NONE = No security type; ONITE = Overnight; OPT = Option; PEF = Private export funding; PFAND = Pfandbriefe; PN = Promissory note; PS = Preferred stock; PZFJ = Plazos fijos; RAN = Revenue anticipation note; REPLACD = Replaced; REPO = Repurchase; RETIRED = Retired; REV = Revenue bonds; RP = Repurchase agreement; RVLV = Revolver loan; RVLVTRM = Revolver; RVRP = Reverse repurchase agreement; SECLOAN = Securities loan; SECPLEDGE = Securities pledge; SL = Student loan marketing association; SPCLA = Special assessment; SPCLO = Special obligation; SPCLT = Special tax; STN = Short term loan note; STRUCT = Structured notes; SUPRA = Usd supranational coupons; SWING = Swing line facility; TAN = Tax anticipation note; TAXA = Tax allocation; TBA = To be announced; TBILL = Us treasury bill; TBOND = Us treasury bond; TCAL = Principal strip of a callable bond or note; TD = Time deposit; TECP = Tax exempt commercial paper; TERM = Term loan; TINT = Interest strip from any bond or note; TIPS = Treasury inflation protected securities; TNOTE = Us treasury note; TPRN = Principal strip from a non callable bond or note; TRAN = Tax revenue anticipation note; UST = Us treasury note old; USTB = Us treasury bill old; VRDN = Variable rate demand note; WAR = Warrant; WITHDRN = Withdrawn; XCN = Extended comm note; XLINKD = Indexed linked; YANK = Yankee corporate bond; YCD = Yankee certificate of deposit; ZOO = Cats tigers and lions
168EffectiveTimeUTCTIMESTAMP4.2, 4.4
169StandInstDbTypeINT4.2, 4.40 = Other; 1 = Dtcsid; 2 = Thomson alert; 3 = A global custodian; 4 = Account net
170StandInstDbNameSTRING4.2, 4.4
171StandInstDbIDSTRING4.2, 4.4
172SettlDeliveryTypeINT4.2, 4.40 = Versus; 1 = Free; 2 = Tri party; 3 = Hold in custody
173SettlDepositoryCodeSTRING4.2
174SettlBrkrCodeSTRING4.2
175SettlInstCodeSTRING4.2
176SecuritySettlAgentNameSTRING4.2
177SecuritySettlAgentCodeSTRING4.2
178SecuritySettlAgentAcctNumSTRING4.2
179SecuritySettlAgentAcctNameSTRING4.2
180SecuritySettlAgentContactNameSTRING4.2
181SecuritySettlAgentContactPhoneSTRING4.2
182CashSettlAgentNameSTRING4.2
183CashSettlAgentCodeSTRING4.2
184CashSettlAgentAcctNumSTRING4.2
185CashSettlAgentAcctNameSTRING4.2
186CashSettlAgentContactNameSTRING4.2
187CashSettlAgentContactPhoneSTRING4.2
188BidSpotRatePRICE4.2, 4.4
189BidForwardPointsPRICEOFFSET4.2, 4.4
190OfferSpotRatePRICE4.2, 4.4
191OfferForwardPointsPRICEOFFSET4.2, 4.4
192OrderQty2QTY4.2, 4.4
193SettlDate2LOCALMKTDATE4.2, 4.4
194LastSpotRatePRICE4.2, 4.4
195LastForwardPointsPRICEOFFSET4.2, 4.4
196AllocLinkIDSTRING4.2, 4.4
197AllocLinkTypeINT4.2, 4.40 = Fx netting; 1 = Fx swap
198SecondaryOrderIDSTRING4.2, 4.4
199NoIOIQualifiersNUMINGROUP4.2, 4.4
200MaturityMonthYearMONTHYEAR4.2, 4.4
201PutOrCallINT4.2, 4.40 = Put; 1 = Call
202StrikePricePRICE4.2, 4.4
203CoveredOrUncoveredINT4.2, 4.40 = Covered; 1 = Uncovered
204CustomerOrFirmINT4.20 = Customer; 1 = Firm
205MaturityDayDAYOFMONTH4.2
206OptAttributeCHAR4.2, 4.4
207SecurityExchangeEXCHANGE4.2, 4.4
208NotifyBrokerOfCreditBOOLEAN4.2, 4.4N = No; Y = Yes
209AllocHandlInstINT4.2, 4.41 = Match; 2 = Forward; 3 = Forward and match
210MaxShowQTY4.2, 4.4
211PegOffsetValueFLOAT4.2, 4.4
212XmlDataLenLENGTH4.2, 4.4
213XmlDataDATA4.2, 4.4
214SettlInstRefIDSTRING4.2, 4.4
215NoRoutingIDsNUMINGROUP4.2, 4.4
216RoutingTypeINT4.2, 4.41 = Target firm; 2 = Target list; 3 = Block firm; 4 = Block list
217RoutingIDSTRING4.2, 4.4
218SpreadPRICEOFFSET4.2, 4.4
219BenchmarkCHAR4.21 = Curve; 2 = Five yr; 3 = Old5; 4 = Ten yr; 5 = Old10; 6 = Thirty yr; 7 = Old30; 8 = Three molibor; 9 = Six molibor
220BenchmarkCurveCurrencyCURRENCY4.4
221BenchmarkCurveNameSTRING4.4
222BenchmarkCurvePointSTRING4.4
223CouponRatePERCENTAGE4.2, 4.4
224CouponPaymentDateLOCALMKTDATE4.4
225IssueDateLOCALMKTDATE4.4
226RepurchaseTermINT4.4
227RepurchaseRatePERCENTAGE4.4
228FactorFLOAT4.4
229TradeOriginationDateLOCALMKTDATE4.4
230ExDateLOCALMKTDATE4.4
231ContractMultiplierFLOAT4.2, 4.4
232NoStipulationsNUMINGROUP4.4
233StipulationTypeSTRING4.4AMT = Alternative minimum tax; AUTOREINV = Auto reinvestment; BANKQUAL = Bank qualified; BGNCON = Bargain conditions; COUPON = Coupon range; CURRENCY = Iso currency code; CUSTOMDATE = Custom start; GEOG = Geographics; HAIRCUT = Valuation discount; INSURED = Insured; ISSUE = Issue date; ISSUER = Issuer; ISSUESIZE = Issue size range; LOOKBACK = Lookback days; LOT = Explicit lot identifier; LOTVAR = Lot variance; MAT = Maturity year and month; MATURITY = Maturity range; MAXSUBS = Maximum substitutions; MINDNOM = Minimum denomination; MININCR = Minimum increment; MINQTY = Minimum quantity; PAYFREQ = Payment frequency; PIECES = Number of pieces; PMAX = Pools maximum; PPL = Pools per lot; PPM = Pools per million; PPT = Pools per trade; PRICE = Price range; PRICEFREQ = Pricing frequency; PROD = Production year; PROTECT = Call protection; PURPOSE = Purpose; PXSOURCE = Benchmark price source; RATING = Rating source and range; REDEMPTION = Type of redemption; RESTRICTED = Restricted; SECTOR = Market sector; SECTYPE = Security type included or excluded; STRUCT = Structure; SUBSFREQ = Substitutions frequency; SUBSLEFT = Substitutions left; TEXT = Freeform text; TRDVAR = Trade variance; WAC = Weighted average coupon; WAL = Weighted average life coupon; WALA = Weighted average loan age; WAM = Weighted average maturity; WHOLE = Whole pool; YIELD = Yield range
234StipulationValueSTRING4.4
235YieldTypeSTRING4.4AFTERTAX = After tax yield; ANNUAL = Annual yield; ATISSUE = Yield at issue; AVGMATURITY = Yield to average maturity; BOOK = Book yield; CALL = Yield to next call; CHANGE = Yield change since close; CLOSE = Closing yield; COMPOUND = Compound yield; CURRENT = Current yield; GOVTEQUIV = Gvnt equivalent yield; GROSS = True gross yield; INFLATION = Yield with inflation assumption; INVERSEFLOATER = Inverse floater bond yield; LASTCLOSE = Most recent closing yield; LASTMONTH = Closing yield most recent month; LASTQUARTER = Closing yield most recent quarter; LASTYEAR = Closing yield most recent year; LONGAVGLIFE = Yield to longest average life; MARK = Mark to market yield; MATURITY = Yield to maturity; NEXTREFUND = Yield to next refund; OPENAVG = Open average yield; PREVCLOSE = Previous close yield; PROCEEDS = Proceeds yield; PUT = Yield to next put; SEMIANNUAL = Semi annual yield; SHORTAVGLIFE = Yield to shortest average life; SIMPLE = Simple yield; TAXEQUIV = Tax equivalent yield; TENDER = Yield to tender date; TRUE = True yield; VALUE1/32 = Yield value of132; WORST = Yield to worst
236YieldPERCENTAGE4.4
237TotalTakedownAMT4.4
238ConcessionAMT4.4
239RepoCollateralSecurityTypeSTRING4.4
240RedemptionDateLOCALMKTDATE4.4
241UnderlyingCouponPaymentDateLOCALMKTDATE4.4
242UnderlyingIssueDateLOCALMKTDATE4.4
243UnderlyingRepoCollateralSecurityTypeSTRING4.4
244UnderlyingRepurchaseTermINT4.4
245UnderlyingRepurchaseRatePERCENTAGE4.4
246UnderlyingFactorFLOAT4.4
247UnderlyingRedemptionDateLOCALMKTDATE4.4
248LegCouponPaymentDateLOCALMKTDATE4.4
249LegIssueDateLOCALMKTDATE4.4
250LegRepoCollateralSecurityTypeSTRING4.4
251LegRepurchaseTermINT4.4
252LegRepurchaseRatePERCENTAGE4.4
253LegFactorFLOAT4.4
254LegRedemptionDateLOCALMKTDATE4.4
255CreditRatingSTRING4.4
256UnderlyingCreditRatingSTRING4.4
257LegCreditRatingSTRING4.4
258TradedFlatSwitchBOOLEAN4.4N = No; Y = Yes
259BasisFeatureDateLOCALMKTDATE4.4
260BasisFeaturePricePRICE4.4
262MDReqIDSTRING4.2, 4.4
263SubscriptionRequestTypeCHAR4.2, 4.40 = Snapshot; 1 = Snapshot and updates; 2 = Disable previous snapshot
264MarketDepthINT4.2, 4.4
265MDUpdateTypeINT4.2, 4.40 = Full refresh; 1 = Incremental refresh
266AggregatedBookBOOLEAN4.2, 4.4N = No; Y = Yes
267NoMDEntryTypesNUMINGROUP4.2, 4.4
268NoMDEntriesNUMINGROUP4.2, 4.4
269MDEntryTypeCHAR4.2, 4.40 = Bid; 1 = Offer; 2 = Trade; 3 = Index value; 4 = Opening price; 5 = Closing price; 6 = Settlement price; 7 = Trading session high price; 8 = Trading session low price; 9 = Trading session vwap price; A = Imbalance; B = Trade volume; C = Open interest
270MDEntryPxPRICE4.2, 4.4
271MDEntrySizeQTY4.2, 4.4
272MDEntryDateUTCDATEONLY4.2, 4.4
273MDEntryTimeUTCTIMEONLY4.2, 4.4
274TickDirectionCHAR4.2, 4.40 = Plus tick; 1 = Zero plus tick; 2 = Minus tick; 3 = Zero minus tick
275MDMktEXCHANGE4.2, 4.4
276QuoteConditionMULTIPLEVALUESTRING4.2, 4.4A = Open; B = Closed; C = Exchange best; D = Consolidated best; E = Locked; F = Crossed; G = Depth; H = Fast trading; I = Non firm
277TradeConditionMULTIPLEVALUESTRING4.2, 4.4A = Cash; B = Average price trade; C = Cash trade; D = Next day; E = Opening; F = Intraday trade detail; G = Rule127 trade; H = Rule155 trade; I = Sold last; J = Next day trade; K = Opened; L = Seller; M = Sold; N = Stopped stock; P = Imbalance more buyers; Q = Imbalance more sellers; R = Opening price
278MDEntryIDSTRING4.2, 4.4
279MDUpdateActionCHAR4.2, 4.40 = New; 1 = Change; 2 = Delete
280MDEntryRefIDSTRING4.2, 4.4
281MDReqRejReasonCHAR4.2, 4.40 = Unknown symbol; 1 = Duplicate md req ID; 2 = Insufficient bandwidth; 3 = Insufficient permissions; 4 = Unsupported subscription request type; 5 = Unsupported market depth; 6 = Unsupported md update type; 7 = Unsupported aggregated book; 8 = Unsupported md entry type; 9 = Unsupported trading session ID; A = Unsupported scope; B = Unsupported open close settle flag; C = Unsupported md implicit delete
282MDEntryOriginatorSTRING4.2, 4.4
283LocationIDSTRING4.2, 4.4
284DeskIDSTRING4.2, 4.4
285DeleteReasonCHAR4.2, 4.40 = Cancellation; 1 = Error
286OpenCloseSettlFlagMULTIPLEVALUESTRING4.2, 4.40 = Daily open; 1 = Session open; 2 = Delivery settlement entry; 3 = Expected entry; 4 = Entry from previous business day; 5 = Theoretical price value
287SellerDaysINT4.2, 4.4
288MDEntryBuyerSTRING4.2, 4.4
289MDEntrySellerSTRING4.2, 4.4
290MDEntryPositionNoINT4.2, 4.4
291FinancialStatusMULTIPLEVALUESTRING4.2, 4.41 = Bankrupt; 2 = Pending delisting
292CorporateActionMULTIPLEVALUESTRING4.2, 4.4A = Ex dividend; B = Ex distribution; C = Ex rights; D = New; E = Ex interest
293DefBidSizeQTY4.2, 4.4
294DefOfferSizeQTY4.2, 4.4
295NoQuoteEntriesNUMINGROUP4.2, 4.4
296NoQuoteSetsNUMINGROUP4.2, 4.4
297QuoteStatusINT4.2, 4.40 = Accepted; 1 = Cancel for symbol; 2 = Canceled for security type; 3 = Canceled for underlying; 4 = Canceled all; 5 = Rejected; 6 = Removed from market; 7 = Expired; 8 = Query; 9 = Quote not found; 10 = Pending; 11 = Pass; 12 = Locked market warning; 13 = Cross market warning; 14 = Canceled due to lock market; 15 = Canceled due to cross market
298QuoteCancelTypeINT4.2, 4.41 = Cancel for one or more securities; 2 = Cancel for security type; 3 = Cancel for underlying security; 4 = Cancel all quotes
299QuoteEntryIDSTRING4.2, 4.4
300QuoteRejectReasonINT4.2, 4.41 = Unknown symbol; 2 = Exchange; 3 = Quote request exceeds limit; 4 = Too late to enter; 5 = Unknown quote; 6 = Duplicate quote; 7 = Invalid bid; 8 = Invalid price; 9 = Not authorized to quote security; 99 = Other
301QuoteResponseLevelINT4.2, 4.40 = No acknowledgement; 1 = Acknowledge only negative or erroneous quotes; 2 = Acknowledge each quote message
302QuoteSetIDSTRING4.2, 4.4
303QuoteRequestTypeINT4.2, 4.41 = Manual; 2 = Automatic
304TotNoQuoteEntriesINT4.2, 4.4
305UnderlyingSecurityIDSourceSTRING4.2, 4.4
306UnderlyingIssuerSTRING4.2, 4.4
307UnderlyingSecurityDescSTRING4.2, 4.4
308UnderlyingSecurityExchangeEXCHANGE4.2, 4.4
309UnderlyingSecurityIDSTRING4.2, 4.4
310UnderlyingSecurityTypeSTRING4.2, 4.4
311UnderlyingSymbolSTRING4.2, 4.4
312UnderlyingSymbolSfxSTRING4.2, 4.4
313UnderlyingMaturityMonthYearMONTHYEAR4.2, 4.4
314UnderlyingMaturityDayDAYOFMONTH4.2
315UnderlyingPutOrCallINT4.2, 4.4
316UnderlyingStrikePricePRICE4.2, 4.4
317UnderlyingOptAttributeCHAR4.2, 4.4
318UnderlyingCurrencyCURRENCY4.2, 4.4
319RatioQtyQTY4.2
320SecurityReqIDSTRING4.2, 4.4
321SecurityRequestTypeINT4.2, 4.40 = Request security identity and specifications; 1 = Request security identity for specifications; 2 = Request list security types; 3 = Request list securities
322SecurityResponseIDSTRING4.2, 4.4
323SecurityResponseTypeINT4.2, 4.41 = Accept as is; 2 = Accept with revisions; 3 = List of security types returned per request; 4 = List of securities returned per request; 5 = Reject security proposal; 6 = Cannot match selection criteria
324SecurityStatusReqIDSTRING4.2, 4.4
325UnsolicitedIndicatorBOOLEAN4.2, 4.4N = No; Y = Yes
326SecurityTradingStatusINT4.2, 4.41 = Opening delay; 2 = Trading halt; 3 = Resume; 4 = No open; 5 = Price indication; 6 = Trading range indication; 7 = Market imbalance buy; 8 = Market imbalance sell; 9 = Market on close imbalance buy; 10 = Market on close imbalance sell; 12 = No market imbalance; 13 = No market on close imbalance; 14 = Its pre opening; 15 = New price indication; 16 = Trade dissemination time; 17 = Ready to trade; 18 = Not available for trading; 19 = Not traded on this market; 20 = Unknown or invalid; 21 = Pre open; 22 = Opening rotation; 23 = Fast market
327HaltReasonCharCHAR4.2, 4.4D = News dissemination; E = Order influx; I = Order imbalance; M = Additional information; P = News pending; X = Equipment changeover
328InViewOfCommonBOOLEAN4.2, 4.4N = No; Y = Yes
329DueToRelatedBOOLEAN4.2, 4.4N = No; Y = Yes
330BuyVolumeQTY4.2, 4.4
331SellVolumeQTY4.2, 4.4
332HighPxPRICE4.2, 4.4
333LowPxPRICE4.2, 4.4
334AdjustmentINT4.2, 4.41 = Cancel; 2 = Error; 3 = Correction
335TradSesReqIDSTRING4.2, 4.4
336TradingSessionIDSTRING4.2, 4.4
337ContraTraderSTRING4.2, 4.4
338TradSesMethodINT4.2, 4.41 = Electronic; 2 = Open outcry; 3 = Two party
339TradSesModeINT4.2, 4.41 = Testing; 2 = Simulated; 3 = Production
340TradSesStatusINT4.2, 4.40 = Unknown; 1 = Halted; 2 = Open; 3 = Closed; 4 = Pre open; 5 = Pre close; 6 = Request rejected
341TradSesStartTimeUTCTIMESTAMP4.2, 4.4
342TradSesOpenTimeUTCTIMESTAMP4.2, 4.4
343TradSesPreCloseTimeUTCTIMESTAMP4.2, 4.4
344TradSesCloseTimeUTCTIMESTAMP4.2, 4.4
345TradSesEndTimeUTCTIMESTAMP4.2, 4.4
346NumberOfOrdersINT4.2, 4.4
347MessageEncodingSTRING4.2, 4.4EUC-JP = Eucjp; ISO-2022-JP = Iso2022 jp; Shift_JIS = Shift jis; UTF-8 = Utf8
348EncodedIssuerLenLENGTH4.2, 4.4
349EncodedIssuerDATA4.2, 4.4
350EncodedSecurityDescLenLENGTH4.2, 4.4
351EncodedSecurityDescDATA4.2, 4.4
352EncodedListExecInstLenLENGTH4.2, 4.4
353EncodedListExecInstDATA4.2, 4.4
354EncodedTextLenLENGTH4.2, 4.4
355EncodedTextDATA4.2, 4.4
356EncodedSubjectLenLENGTH4.2, 4.4
357EncodedSubjectDATA4.2, 4.4
358EncodedHeadlineLenLENGTH4.2, 4.4
359EncodedHeadlineDATA4.2, 4.4
360EncodedAllocTextLenLENGTH4.2, 4.4
361EncodedAllocTextDATA4.2, 4.4
362EncodedUnderlyingIssuerLenLENGTH4.2, 4.4
363EncodedUnderlyingIssuerDATA4.2, 4.4
364EncodedUnderlyingSecurityDescLenLENGTH4.2, 4.4
365EncodedUnderlyingSecurityDescDATA4.2, 4.4
366AllocPricePRICE4.2, 4.4
367QuoteSetValidUntilTimeUTCTIMESTAMP4.2, 4.4
368QuoteEntryRejectReasonINT4.2, 4.41 = Unknown symbol; 2 = Exchange; 3 = Quote exceeds limit; 4 = Too late to enter; 5 = Unknown quote; 6 = Duplicate quote; 7 = Invalid bid ask spread; 8 = Invalid price; 9 = Not authorized to quote security
369LastMsgSeqNumProcessedSEQNUM4.2, 4.4
370OnBehalfOfSendingTimeUTCTIMESTAMP4.2
371RefTagIDINT4.2, 4.4
372RefMsgTypeSTRING4.2, 4.4
373SessionRejectReasonINT4.2, 4.40 = Invalid tag number; 1 = Required tag missing; 2 = Tag not defined for this message type; 3 = Undefined tag; 4 = Tag specified without a value; 5 = Value is incorrect; 6 = Incorrect data format for value; 7 = Decryption problem; 8 = Signature problem; 9 = Comp ID problem; 10 = Sending time accuracy problem; 11 = Invalid msg type; 12 = Xml validation error; 13 = Tag appears more than once; 14 = Tag specified out of required order; 15 = Repeating group fields out of order; 16 = Incorrect num in group count for repeating group; 17 = Non-data value includes field delimiter (SOH character); 99 = Other
374BidRequestTransTypeCHAR4.2, 4.4C = Cancel; N = New
375ContraBrokerSTRING4.2, 4.4
376ComplianceIDSTRING4.2, 4.4
377SolicitedFlagBOOLEAN4.2, 4.4N = No; Y = Yes
378ExecRestatementReasonINT4.2, 4.40 = Gt corporate action; 1 = Gt renewal; 2 = Verbal change; 3 = Repricing of order; 4 = Broker option; 5 = Partial decline of order qty; 6 = Cancel on trading halt; 7 = Cancel on system failure; 8 = Market; 9 = Canceled; 10 = Warehouse recap; 99 = Other
379BusinessRejectRefIDSTRING4.2, 4.4
380BusinessRejectReasonINT4.2, 4.40 = Other; 1 = Unknown ID; 2 = Unknown security; 3 = Unsupported message type; 4 = Application not available; 5 = Conditionally required field missing; 6 = Not authorized; 7 = Deliver to firm not available at this time
381GrossTradeAmtAMT4.2, 4.4
382NoContraBrokersNUMINGROUP4.2, 4.4
383MaxMessageSizeLENGTH4.2, 4.4
384NoMsgTypesNUMINGROUP4.2, 4.4
385MsgDirectionCHAR4.2, 4.4R = Receive; S = Send
386NoTradingSessionsNUMINGROUP4.2, 4.4
387TotalVolumeTradedQTY4.2, 4.4
388DiscretionInstCHAR4.2, 4.40 = Related to displayed price; 1 = Related to market price; 2 = Related to primary price; 3 = Related to local primary price; 4 = Related to midpoint price; 5 = Related to last trade price; 6 = Related to vwap
389DiscretionOffsetValueFLOAT4.2, 4.4
390BidIDSTRING4.2, 4.4
391ClientBidIDSTRING4.2, 4.4
392ListNameSTRING4.2, 4.4
393TotNoRelatedSymINT4.2, 4.4
394BidTypeINT4.2, 4.41 = Non disclosed; 2 = Disclosed; 3 = No bidding process
395NumTicketsINT4.2, 4.4
396SideValue1AMT4.2, 4.4
397SideValue2AMT4.2, 4.4
398NoBidDescriptorsNUMINGROUP4.2, 4.4
399BidDescriptorTypeINT4.2, 4.41 = Sector; 2 = Country; 3 = Index
400BidDescriptorSTRING4.2, 4.4
401SideValueIndINT4.2, 4.41 = Side value1; 2 = Side value2
402LiquidityPctLowPERCENTAGE4.2, 4.4
403LiquidityPctHighPERCENTAGE4.2, 4.4
404LiquidityValueAMT4.2, 4.4
405EFPTrackingErrorPERCENTAGE4.2, 4.4
406FairValueAMT4.2, 4.4
407OutsideIndexPctPERCENTAGE4.2, 4.4
408ValueOfFuturesAMT4.2, 4.4
409LiquidityIndTypeINT4.2, 4.41 = Five day moving average; 2 = Twenty day moving average; 3 = Normal market size; 4 = Other
410WtAverageLiquidityPERCENTAGE4.2, 4.4
411ExchangeForPhysicalBOOLEAN4.2, 4.4N = No; Y = Yes
412OutMainCntryUIndexAMT4.2, 4.4
413CrossPercentPERCENTAGE4.2, 4.4
414ProgRptReqsINT4.2, 4.41 = Buy side requests; 2 = Sell side sends; 3 = Real time execution reports
415ProgPeriodIntervalINT4.2, 4.4
416IncTaxIndINT4.2, 4.41 = Net; 2 = Gross
417NumBiddersINT4.2, 4.4
418BidTradeTypeCHAR4.2, 4.4A = Agency; G = Vwap guarantee; J = Guaranteed close; R = Risk trade
419BasisPxTypeCHAR4.2, 4.42 = Closing price at morning session; 3 = Closing price; 4 = Current price; 5 = Sq; 6 = Vwap through a day; 7 = Vwap through a morning session; 8 = Vwap through an afternoon session; 9 = Vwap through a day except; A = Vwap through a morning session except; B = Vwap through an afternoon session except; C = Strike; D = Open; Z = Others
420NoBidComponentsNUMINGROUP4.2, 4.4
421CountryCOUNTRY4.2, 4.4
422TotNoStrikesINT4.2, 4.4
423PriceTypeINT4.2, 4.41 = Percentage; 2 = Per unit; 3 = Fixed amount; 4 = Discount; 5 = Premium; 6 = Spread; 7 = Ted price; 8 = Ted yield; 9 = Yield; 10 = Fixed cabinet trade price; 11 = Variable cabinet trade price
424DayOrderQtyQTY4.2, 4.4
425DayCumQtyQTY4.2, 4.4
426DayAvgPxPRICE4.2, 4.4
427GTBookingInstINT4.2, 4.40 = Book out all trades on day of execution; 1 = Accumulate until filled or expired; 2 = Accumulate until verballly notified otherwise
428NoStrikesNUMINGROUP4.2, 4.4
429ListStatusTypeINT4.2, 4.41 = Ack; 2 = Response; 3 = Timed; 4 = Exec started; 5 = All done; 6 = Alert
430NetGrossIndINT4.2, 4.41 = Net; 2 = Gross
431ListOrderStatusINT4.2, 4.41 = In bidding process; 2 = Received for execution; 3 = Executing; 4 = Cancelling; 5 = Alert; 6 = All done; 7 = Reject
432ExpireDateLOCALMKTDATE4.2, 4.4
433ListExecInstTypeCHAR4.2, 4.41 = Immediate; 2 = Wait for instruction; 3 = Sell driven; 4 = Buy driven cash top up; 5 = Buy driven cash withdraw
434CxlRejResponseToCHAR4.2, 4.41 = Order cancel request; 2 = Order cancel
435UnderlyingCouponRatePERCENTAGE4.2, 4.4
436UnderlyingContractMultiplierFLOAT4.2, 4.4
437ContraTradeQtyQTY4.2, 4.4
438ContraTradeTimeUTCTIMESTAMP4.2, 4.4
439ClearingFirmSTRING4.2
440ClearingAccountSTRING4.2
441LiquidityNumSecuritiesINT4.2, 4.4
442MultiLegReportingTypeCHAR4.2, 4.41 = Single security; 2 = Individual leg of a multi leg security; 3 = Multi leg security
443StrikeTimeUTCTIMESTAMP4.2, 4.4
444ListStatusTextSTRING4.2, 4.4
445EncodedListStatusTextLenLENGTH4.2, 4.4
446EncodedListStatusTextDATA4.2, 4.4
447PartyIDSourceCHAR4.41 = Korean investor ID; 2 = Taiwanese foreign investor ID; 3 = Taiwanese trading acct; 4 = Malaysian central depository; 5 = Chinese investor ID; 6 = Uk national insurance or pension number; 7 = Us social security number; 8 = Us employer or tax ID number; 9 = Australian business number; A = Australian tax file number; B = Bic; C = General identifier; D = Proprietary; E = Iso country code; F = Settlement entity location; G = Mic; H = Csd participant; I = Isitc acronym
448PartyIDSTRING4.4
451NetChgPrevDayPRICEOFFSET4.4
452PartyRoleINT4.41 = Executing firm; 2 = Broker of credit; 3 = Client ID; 4 = Clearing firm; 5 = Investor ID; 6 = Introducing firm; 7 = Entering firm; 8 = Locate; 9 = Fund manager client ID; 10 = Settlement location; 11 = Order origination trader; 12 = Executing trader; 13 = Order origination firm; 14 = Giveup clearing firm; 15 = Correspondant clearing firm; 16 = Executing system; 17 = Contra firm; 18 = Contra clearing firm; 19 = Sponsoring firm; 20 = Underlying contra firm; 21 = Clearing organization; 22 = Exchange; 24 = Customer account; 25 = Correspondent clearing organization; 26 = Correspondent broker; 27 = Buyer; 28 = Custodian; 29 = Intermediary; 30 = Agent; 31 = Sub custodian; 32 = Beneficiary; 33 = Interested party; 34 = Regulatory body; 35 = Liquidity provider; 36 = Entering trader; 37 = Contra trader; 38 = Position account
453NoPartyIDsNUMINGROUP4.4
454NoSecurityAltIDNUMINGROUP4.4
455SecurityAltIDSTRING4.4
456SecurityAltIDSourceSTRING4.4
457NoUnderlyingSecurityAltIDNUMINGROUP4.4
458UnderlyingSecurityAltIDSTRING4.4
459UnderlyingSecurityAltIDSourceSTRING4.4
460ProductINT4.41 = Agency; 2 = Commodity; 3 = Corporate; 4 = Currency; 5 = Equity; 6 = Government; 7 = Index; 8 = Loan; 9 = Moneymarket; 10 = Mortgage; 11 = Municipal; 12 = Other; 13 = Financing
461CFICodeSTRING4.4
462UnderlyingProductINT4.4
463UnderlyingCFICodeSTRING4.4
464TestMessageIndicatorBOOLEAN4.4N = No; Y = Yes
466BookingRefIDSTRING4.4
467IndividualAllocIDSTRING4.4
468RoundingDirectionCHAR4.40 = Round to nearest; 1 = Round down; 2 = Round up
469RoundingModulusFLOAT4.4
470CountryOfIssueCOUNTRY4.4
471StateOrProvinceOfIssueSTRING4.4
472LocaleOfIssueSTRING4.4
473NoRegistDtlsNUMINGROUP4.4
474MailingDtlsSTRING4.4
475InvestorCountryOfResidenceCOUNTRY4.4
476PaymentRefSTRING4.4
477DistribPaymentMethodINT4.41 = Crest; 2 = Nscc; 3 = Euroclear; 4 = Clearstream; 5 = Cheque; 6 = Telegraphic transfer; 7 = Fed wire; 8 = Direct credit; 9 = Ach credit; 10 = Bpay; 11 = High value clearing system hvacs; 12 = Reinvest in fund
478CashDistribCurrCURRENCY4.4
479CommCurrencyCURRENCY4.4
480CancellationRightsCHAR4.4M = No waiver agreement; N = No execution only; O = No institutional; Y = Yes
481MoneyLaunderingStatusCHAR4.41 = Exempt below limit; 2 = Exempt money type; 3 = Exempt authorised; N = Not checked; Y = Passed
482MailingInstSTRING4.4
483TransBkdTimeUTCTIMESTAMP4.4
484ExecPriceTypeCHAR4.4B = Bid price; C = Creation price; D = Creation price plus adjustment percent; E = Creation price plus adjustment amount; O = Offer price; P = Offer price minus adjustment percent; Q = Offer price minus adjustment amount; S = Single price
485ExecPriceAdjustmentFLOAT4.4
486DateOfBirthLOCALMKTDATE4.4
487TradeReportTransTypeINT4.4
488CardHolderNameSTRING4.4
489CardNumberSTRING4.4
490CardExpDateLOCALMKTDATE4.4
491CardIssNumSTRING4.4
492PaymentMethodINT4.41 = Crest; 2 = Nscc; 3 = Euroclear; 4 = Clearstream; 5 = Cheque; 6 = Telegraphic transfer; 7 = Fed wire; 8 = Debit card; 9 = Direct debit; 10 = Direct credit; 11 = Credit card; 12 = Ach debit; 13 = Ach credit; 14 = Bpay; 15 = High value clearing system
493RegistAcctTypeSTRING4.4
494DesignationSTRING4.4
495TaxAdvantageTypeINT4.40 = None; 1 = Maxi isa; 2 = Tessa; 3 = Mini cash isa; 4 = Mini stocks and shares isa; 5 = Mini insurance isa; 6 = Current year payment; 7 = Prior year payment; 8 = Asset transfer; 9 = Employee prior year; 10 = Employee current year; 11 = Employer prior year; 12 = Employer current year; 13 = Non fund prototype ira; 14 = Non fund qualified plan; 15 = Defined contribution plan; 16 = Ira; 17 = Ira rollover; 18 = Keogh; 19 = Profit sharing plan; 20 = Us401 k; 21 = Self directed ira; 22 = Us403b; 23 = Us457; 24 = Roth ira prototype; 25 = Roth ira non prototype; 26 = Roth conversion ira prototype; 27 = Roth conversion ira non prototype; 28 = Education ira prototype; 29 = Education ira non prototype
496RegistRejReasonTextSTRING4.4
497FundRenewWaivCHAR4.4N = No; Y = Yes
498CashDistribAgentNameSTRING4.4
499CashDistribAgentCodeSTRING4.4
500CashDistribAgentAcctNumberSTRING4.4
501CashDistribPayRefSTRING4.4
502CashDistribAgentAcctNameSTRING4.4
503CardStartDateLOCALMKTDATE4.4
504PaymentDateLOCALMKTDATE4.4
505PaymentRemitterIDSTRING4.4
506RegistStatusCHAR4.4A = Accepted; H = Held; N = Reminder; R = Rejected
507RegistRejReasonCodeINT4.41 = Invalid account type; 2 = Invalid tax exempt type; 3 = Invalid ownership type; 4 = No reg details; 5 = Invalid reg seq no; 6 = Invalid reg details; 7 = Invalid mailing details; 8 = Invalid mailing instructions; 9 = Invalid investor ID; 10 = Invalid investor ID source; 11 = Invalid date of birth; 12 = Invalid country; 13 = Invalid distrib instns; 14 = Invalid percentage; 15 = Invalid payment method; 16 = Invalid account name; 17 = Invalid agent code; 18 = Invalid account num; 99 = Other
508RegistRefIDSTRING4.4
509RegistDtlsSTRING4.4
510NoDistribInstsNUMINGROUP4.4
511RegistEmailSTRING4.4
512DistribPercentagePERCENTAGE4.4
513RegistIDSTRING4.4
514RegistTransTypeCHAR4.40 = New; 1 = Replace; 2 = Cancel
515ExecValuationPointUTCTIMESTAMP4.4
516OrderPercentPERCENTAGE4.4
517OwnershipTypeCHAR4.42 = Joint trustees; J = Joint investors; T = Tenants in common
518NoContAmtsNUMINGROUP4.4
519ContAmtTypeINT4.41 = Commission amount; 2 = Commission percent; 3 = Initial charge amount; 4 = Initial charge percent; 5 = Discount amount; 6 = Discount percent; 7 = Dilution levy amount; 8 = Dilution levy percent; 9 = Exit charge amount; 10 = Exit charge percent; 11 = Fund based renewal commission percent; 12 = Projected fund value; 13 = Fund based renewal commission on order; 14 = Fund based renewal commission on fund; 15 = Net settlement amount
520ContAmtValueFLOAT4.4
521ContAmtCurrCURRENCY4.4
522OwnerTypeINT4.41 = Individual investor; 2 = Public company; 3 = Private company; 4 = Individual trustee; 5 = Company trustee; 6 = Pension plan; 7 = Custodian under gifts to minors act; 8 = Trusts; 9 = Fiduciaries; 10 = Networking sub account; 11 = Non profit organization; 12 = Corporate body; 13 = Nominee
523PartySubIDSTRING4.4
524NestedPartyIDSTRING4.4
525NestedPartyIDSourceCHAR4.4
526SecondaryClOrdIDSTRING4.4
527SecondaryExecIDSTRING4.4
528OrderCapacityCHAR4.4A = Agency; G = Proprietary; I = Individual; P = Principal; R = Riskless principal; W = Agent for other member
529OrderRestrictionsMULTIPLEVALUESTRING4.41 = Program trade; 2 = Index arbitrage; 3 = Non index arbitrage; 4 = Competing market maker; 5 = Acting as market maker or specialist in security; 6 = Acting as market maker or specialist in underlying; 7 = Foreign entity; 8 = External market participant; 9 = External inter connected market linkage; A = Riskless arbitrage
530MassCancelRequestTypeCHAR4.41 = Cancel orders for a security; 2 = Cancel orders for an underlying security; 3 = Cancel orders for a product; 4 = Cancel orders for acfi code; 5 = Cancel orders for a security type; 6 = Cancel orders for a trading session; 7 = Cancel all orders
531MassCancelResponseCHAR4.40 = Cancel request rejected; 1 = Cancel orders for a security; 2 = Cancel orders for an underlying security; 3 = Cancel orders for a product; 4 = Cancel orders for acfi code; 5 = Cancel orders for a security type; 6 = Cancel orders for a trading session; 7 = Cancel all orders
532MassCancelRejectReasonSTRING4.40 = Mass cancel not supported; 1 = Invalid or unknown security; 2 = Invalid or unkown underlying security; 3 = Invalid or unknown product; 4 = Invalid or unknown CFI code; 5 = Invalid or unknown security type; 6 = Invalid or unknown trading session; 99 = Other
533TotalAffectedOrdersINT4.4
534NoAffectedOrdersNUMINGROUP4.4
535AffectedOrderIDSTRING4.4
536AffectedSecondaryOrderIDSTRING4.4
537QuoteTypeINT4.40 = Indicative; 1 = Tradeable; 2 = Restricted tradeable; 3 = Counter
538NestedPartyRoleINT4.4
539NoNestedPartyIDsNUMINGROUP4.4
540TotalAccruedInterestAmtAMT4.4
541MaturityDateLOCALMKTDATE4.4
542UnderlyingMaturityDateLOCALMKTDATE4.4
543InstrRegistrySTRING4.4
544CashMarginCHAR4.41 = Cash; 2 = Margin open; 3 = Margin close
545NestedPartySubIDSTRING4.4
546ScopeMULTIPLEVALUESTRING4.41 = Local market; 2 = National; 3 = Global
547MDImplicitDeleteBOOLEAN4.4N = No; Y = Yes
548CrossIDSTRING4.4
549CrossTypeINT4.41 = Cross aon; 2 = Cross IOC; 3 = Cross one side; 4 = Cross same price
550CrossPrioritizationINT4.40 = None; 1 = Buy side is prioritized; 2 = Sell side is prioritized
551OrigCrossIDSTRING4.4
552NoSidesNUMINGROUP4.41 = One side; 2 = Both sides
553UsernameSTRING4.4
554PasswordSTRING4.4
555NoLegsNUMINGROUP4.4
556LegCurrencyCURRENCY4.4
557TotNoSecurityTypesINT4.4
558NoSecurityTypesNUMINGROUP4.4
559SecurityListRequestTypeINT4.40 = Symbol; 1 = Security type and; 2 = Product; 3 = Trading session ID; 4 = All securities
560SecurityRequestResultINT4.40 = Valid request; 1 = Invalid or unsupported request; 2 = No instruments found; 3 = Not authorized to retrieve instrument data; 4 = Instrument data temporarily unavailable; 5 = Request for instrument data not supported
561RoundLotQTY4.4
562MinTradeVolQTY4.4
563MultiLegRptTypeReqINT4.40 = Report by mulitleg security only; 1 = Report by multileg security and instrument legs; 2 = Report by instrument legs only
564LegPositionEffectCHAR4.4
565LegCoveredOrUncoveredINT4.4
566LegPricePRICE4.4
567TradSesStatusRejReasonINT4.41 = Unknown or invalid trading session ID; 99 = Other
568TradeRequestIDSTRING4.4
569TradeRequestTypeINT4.40 = All trades; 1 = Matched trades matching criteria; 2 = Unmatched trades that match criteria; 3 = Unreported trades that match criteria; 4 = Advisories that match criteria
570PreviouslyReportedBOOLEAN4.4N = No; Y = Yes
571TradeReportIDSTRING4.4
572TradeReportRefIDSTRING4.4
573MatchStatusCHAR4.40 = Compared; 1 = Uncompared; 2 = Advisory or alert
574MatchTypeSTRING4.4A1 = Exact match plus4 badges exec time; A2 = Exact match plus4 badges; A3 = Exact match plus2 badges exec time; A4 = Exact match plus2 badges; A5 = Exact match plus exec time; AQ = Stamped advisories or specialist accepts; M1 = Exact match minus badges times; M2 = Summarized match minus badges times; M3 = Act accepted trade; M4 = Act default trade; M5 = Act default after m2; M6 = Actm6 match; MT = Ocs locked in; S1 = A1 exact match summarized quantity; S2 = A2 exact match summarized quantity; S3 = A3 exact match summarized quantity; S4 = A4 exact match summarized quantity; S5 = A5 exact match summarized quantity
575OddLotBOOLEAN4.4N = No; Y = Yes
576NoClearingInstructionsNUMINGROUP4.4
577ClearingInstructionINT4.40 = Process normally; 1 = Exclude from all netting; 2 = Bilateral netting only; 3 = Ex clearing; 4 = Special trade; 5 = Multilateral netting; 6 = Clear against central counterparty; 7 = Exclude from central counterparty; 8 = Manual mode; 9 = Automatic posting mode; 10 = Automatic give up mode; 11 = Qualified service representative qsr; 12 = Customer trade; 13 = Self clearing
578TradeInputSourceSTRING4.4
579TradeInputDeviceSTRING4.4
580NoDatesNUMINGROUP4.4
581AccountTypeINT4.41 = Carried customer side; 2 = Carried non customer side; 3 = House trader; 4 = Floor trader; 6 = Carried non customer side cross margined; 7 = House trader cross margined; 8 = Joint back office account
582CustOrderCapacityINT4.41 = Member trading for their own account; 2 = Clearing firm trading for its proprietary account; 3 = Member trading for another member; 4 = All other
583ClOrdLinkIDSTRING4.4
584MassStatusReqIDSTRING4.4
585MassStatusReqTypeINT4.41 = Status for orders for a security; 2 = Status for orders for an underlying security; 3 = Status for orders for a product; 4 = Status for orders for acfi code; 5 = Status for orders for a security type; 6 = Status for orders for a trading session; 7 = Status for all orders; 8 = Status for orders for a party ID
586OrigOrdModTimeUTCTIMESTAMP4.4
587LegSettlTypeCHAR4.4
588LegSettlDateLOCALMKTDATE4.4
589DayBookingInstCHAR4.40 = Auto; 1 = Speak with order initiator before booking; 2 = Accumulate
590BookingUnitCHAR4.40 = Each partial execution is a bookable unit; 1 = Aggregate partial executions on this order; 2 = Aggregate executions for this symbol
591PreallocMethodCHAR4.40 = Pro rata; 1 = Do not pro rata
592UnderlyingCountryOfIssueCOUNTRY4.4
593UnderlyingStateOrProvinceOfIssueSTRING4.4
594UnderlyingLocaleOfIssueSTRING4.4
595UnderlyingInstrRegistrySTRING4.4
596LegCountryOfIssueCOUNTRY4.4
597LegStateOrProvinceOfIssueSTRING4.4
598LegLocaleOfIssueSTRING4.4
599LegInstrRegistrySTRING4.4
600LegSymbolSTRING4.4
601LegSymbolSfxSTRING4.4
602LegSecurityIDSTRING4.4
603LegSecurityIDSourceSTRING4.4
604NoLegSecurityAltIDNUMINGROUP4.4
605LegSecurityAltIDSTRING4.4
606LegSecurityAltIDSourceSTRING4.4
607LegProductINT4.4
608LegCFICodeSTRING4.4
609LegSecurityTypeSTRING4.4
610LegMaturityMonthYearMONTHYEAR4.4
611LegMaturityDateLOCALMKTDATE4.4
612LegStrikePricePRICE4.4
613LegOptAttributeCHAR4.4
614LegContractMultiplierFLOAT4.4
615LegCouponRatePERCENTAGE4.4
616LegSecurityExchangeEXCHANGE4.4
617LegIssuerSTRING4.4
618EncodedLegIssuerLenLENGTH4.4
619EncodedLegIssuerDATA4.4
620LegSecurityDescSTRING4.4
621EncodedLegSecurityDescLenLENGTH4.4
622EncodedLegSecurityDescDATA4.4
623LegRatioQtyFLOAT4.4
624LegSideCHAR4.4
625TradingSessionSubIDSTRING4.4
626AllocTypeINT4.41 = Calculated; 2 = Preliminary; 5 = Ready to book; 7 = Warehouse instruction; 8 = Request to intermediary
627NoHopsNUMINGROUP4.4
628HopCompIDSTRING4.4
629HopSendingTimeUTCTIMESTAMP4.4
630HopRefIDSEQNUM4.4
631MidPxPRICE4.4
632BidYieldPERCENTAGE4.4
633MidYieldPERCENTAGE4.4
634OfferYieldPERCENTAGE4.4
635ClearingFeeIndicatorSTRING4.41 = First year delegate; 2 = Second year delegate; 3 = Third year delegate; 4 = Fourth year delegate; 5 = Fifth year delegate; 9 = Sixth year delegate; B = Cboe member; C = Non member and customer; E = Equity member and clearing member; F = Full and associate member; H = Firms106 h and106 j; I = Gim; L = Lessee106 f employees; M = All other ownership types
636WorkingIndicatorBOOLEAN4.4N = No; Y = Yes
637LegLastPxPRICE4.4
638PriorityIndicatorINT4.40 = Priority unchanged; 1 = Lost priority as result of order change
639PriceImprovementPRICEOFFSET4.4
640Price2PRICE4.4
641LastForwardPoints2PRICEOFFSET4.4
642BidForwardPoints2PRICEOFFSET4.4
643OfferForwardPoints2PRICEOFFSET4.4
644RFQReqIDSTRING4.4
645MktBidPxPRICE4.4
646MktOfferPxPRICE4.4
647MinBidSizeQTY4.4
648MinOfferSizeQTY4.4
649QuoteStatusReqIDSTRING4.4
650LegalConfirmBOOLEAN4.4N = No; Y = Yes
651UnderlyingLastPxPRICE4.4
652UnderlyingLastQtyQTY4.4
654LegRefIDSTRING4.4
655ContraLegRefIDSTRING4.4
656SettlCurrBidFxRateFLOAT4.4
657SettlCurrOfferFxRateFLOAT4.4
658QuoteRequestRejectReasonINT4.41 = Unknown symbol; 2 = Exchange; 3 = Quote request exceeds limit; 4 = Too late to enter; 5 = Invalid price; 6 = Not authorized to request quote; 7 = No match for inquiry; 8 = No market for instrument; 9 = No inventory; 10 = Pass; 99 = Other
659SideComplianceIDSTRING4.4
660AcctIDSourceINT4.41 = Bic; 2 = Sid code; 3 = Tfm; 4 = Omgeo; 5 = Dtcc code; 99 = Other
661AllocAcctIDSourceINT4.4
662BenchmarkPricePRICE4.4
663BenchmarkPriceTypeINT4.4
664ConfirmIDSTRING4.4
665ConfirmStatusINT4.41 = Received; 2 = Mismatched account; 3 = Missing settlement instructions; 4 = Confirmed; 5 = Request rejected
666ConfirmTransTypeINT4.40 = New; 1 = Replace; 2 = Cancel
667ContractSettlMonthMONTHYEAR4.4
668DeliveryFormINT4.41 = Book entry; 2 = Bearer
669LastParPxPRICE4.4
670NoLegAllocsNUMINGROUP4.4
671LegAllocAccountSTRING4.4
672LegIndividualAllocIDSTRING4.4
673LegAllocQtyQTY4.4
674LegAllocAcctIDSourceSTRING4.4
675LegSettlCurrencyCURRENCY4.4
676LegBenchmarkCurveCurrencyCURRENCY4.4
677LegBenchmarkCurveNameSTRING4.4
678LegBenchmarkCurvePointSTRING4.4
679LegBenchmarkPricePRICE4.4
680LegBenchmarkPriceTypeINT4.4
681LegBidPxPRICE4.4
682LegIOIQtySTRING4.4
683NoLegStipulationsNUMINGROUP4.4
684LegOfferPxPRICE4.4
686LegPriceTypeINT4.4
687LegQtyQTY4.4
688LegStipulationTypeSTRING4.4
689LegStipulationValueSTRING4.4
690LegSwapTypeINT4.41 = Par for par; 2 = Modified duration; 4 = Risk; 5 = Proceeds
691PoolSTRING4.4
692QuotePriceTypeINT4.41 = Percent; 2 = Per share; 3 = Fixed amount; 4 = Discount; 5 = Premium; 6 = Spread; 7 = Ted price; 8 = Ted yield; 9 = Yield spread; 10 = Yield
693QuoteRespIDSTRING4.4
694QuoteRespTypeINT4.41 = Hit; 2 = Counter; 3 = Expired; 4 = Cover; 5 = Done away; 6 = Pass
695QuoteQualifierCHAR4.4
696YieldRedemptionDateLOCALMKTDATE4.4
697YieldRedemptionPricePRICE4.4
698YieldRedemptionPriceTypeINT4.4
699BenchmarkSecurityIDSTRING4.4
700ReversalIndicatorBOOLEAN4.4
701YieldCalcDateLOCALMKTDATE4.4
702NoPositionsNUMINGROUP4.4
703PosTypeSTRING4.4ALC = Allocation trade qty; AS = Option assignment; ASF = As of trade qty; DLV = Delivery qty; ETR = Electronic trade qty; EX = Option exercise qty; FIN = End of day qty; IAS = Intra spread qty; IES = Inter spread qty; PA = Adjustment qty; PIT = Pit trade qty; SOD = Start of day qty; SPL = Integral split; TA = Transaction from assignment; TOT = Total transaction qty; TQ = Transaction quantity; TRF = Transfer trade qty; TX = Transaction from exercise; XM = Cross margin qty
704LongQtyQTY4.4
705ShortQtyQTY4.4
706PosQtyStatusINT4.40 = Submitted; 1 = Accepted; 2 = Rejected
707PosAmtTypeSTRING4.4CASH = Cash amount; CRES = Cash residual amount; FMTM = Final mark to market amount; IMTM = Incremental mark to market amount; PREM = Premium amount; SMTM = Start of day mark to market amount; TVAR = Trade variation amount; VADJ = Value adjusted amount
708PosAmtAMT4.4
709PosTransTypeINT4.41 = Exercise; 2 = Do not exercise; 3 = Position adjustment; 4 = Position change submission; 5 = Pledge
710PosReqIDSTRING4.4
711NoUnderlyingsNUMINGROUP4.4
712PosMaintActionINT4.41 = New; 2 = Replace; 3 = Cancel
713OrigPosReqRefIDSTRING4.4
714PosMaintRptRefIDSTRING4.4
715ClearingBusinessDateLOCALMKTDATE4.4
716SettlSessIDSTRING4.4ETH = Electronic trading hours; ITD = Intraday; RTH = Regular trading hours
717SettlSessSubIDSTRING4.4
718AdjustmentTypeINT4.40 = Process request as margin disposition; 1 = Delta plus; 2 = Delta minus; 3 = Final
719ContraryInstructionIndicatorBOOLEAN4.4
720PriorSpreadIndicatorBOOLEAN4.4
721PosMaintRptIDSTRING4.4
722PosMaintStatusINT4.40 = Accepted; 1 = Accepted with warnings; 2 = Rejected; 3 = Completed; 4 = Completed with warnings
723PosMaintResultINT4.40 = Successful completion; 1 = Rejected; 99 = Other
724PosReqTypeINT4.40 = Positions; 1 = Trades; 2 = Exercises; 3 = Assignments
725ResponseTransportTypeINT4.40 = Inband; 1 = Out of band
726ResponseDestinationSTRING4.4
727TotalNumPosReportsINT4.4
728PosReqResultINT4.40 = Valid request; 1 = Invalid or unsupported request; 2 = No positions found that match criteria; 3 = Not authorized to request positions; 4 = Request for position not supported; 99 = Other
729PosReqStatusINT4.40 = Completed; 1 = Completed with warnings; 2 = Rejected
730SettlPricePRICE4.4
731SettlPriceTypeINT4.41 = Final; 2 = Theoretical
732UnderlyingSettlPricePRICE4.4
733UnderlyingSettlPriceTypeINT4.4
734PriorSettlPricePRICE4.4
735NoQuoteQualifiersNUMINGROUP4.4
736AllocSettlCurrencyCURRENCY4.4
737AllocSettlCurrAmtAMT4.4
738InterestAtMaturityAMT4.4
739LegDatedDateLOCALMKTDATE4.4
740LegPoolSTRING4.4
741AllocInterestAtMaturityAMT4.4
742AllocAccruedInterestAmtAMT4.4
743DeliveryDateLOCALMKTDATE4.4
744AssignmentMethodCHAR4.4P = Pro rata; R = Random
745AssignmentUnitQTY4.4
746OpenInterestAMT4.4
747ExerciseMethodCHAR4.4A = Automatic; M = Manual
748TotNumTradeReportsINT4.4
749TradeRequestResultINT4.40 = Successful; 1 = Invalid or unknown instrument; 2 = Invalid type of trade requested; 3 = Invalid parties; 4 = Invalid transport type requested; 5 = Invalid destination requested; 8 = Trade request type not supported; 9 = Not authorized; 99 = Other
750TradeRequestStatusINT4.40 = Accepted; 1 = Completed; 2 = Rejected
751TradeReportRejectReasonINT4.40 = Successful; 1 = Invalid party onformation; 2 = Unknown instrument; 3 = Unauthorized to report trades; 4 = Invalid trade type; 99 = Other
752SideMultiLegReportingTypeINT4.41 = Single security; 2 = Individual leg of a multileg security; 3 = Multileg security
753NoPosAmtNUMINGROUP4.4
754AutoAcceptIndicatorBOOLEAN4.4
755AllocReportIDSTRING4.4
756NoNested2PartyIDsNUMINGROUP4.4
757Nested2PartyIDSTRING4.4
758Nested2PartyIDSourceCHAR4.4
759Nested2PartyRoleINT4.4
760Nested2PartySubIDSTRING4.4
761BenchmarkSecurityIDSourceSTRING4.4
762SecuritySubTypeSTRING4.4
763UnderlyingSecuritySubTypeSTRING4.4
764LegSecuritySubTypeSTRING4.4
765AllowableOneSidednessPctPERCENTAGE4.4
766AllowableOneSidednessValueAMT4.4
767AllowableOneSidednessCurrCURRENCY4.4
768NoTrdRegTimestampsNUMINGROUP4.4
769TrdRegTimestampUTCTIMESTAMP4.4
770TrdRegTimestampTypeINT4.41 = Execution time; 2 = Time in; 3 = Time out; 4 = Broker receipt; 5 = Broker execution
771TrdRegTimestampOriginSTRING4.4
772ConfirmRefIDSTRING4.4
773ConfirmTypeINT4.41 = Status; 2 = Confirmation; 3 = Confirmation request rejected
774ConfirmRejReasonINT4.41 = Mismatched account; 2 = Missing settlement instructions; 99 = Other
775BookingTypeINT4.40 = Regular booking; 1 = Cfd; 2 = Total return swap
776IndividualAllocRejCodeINT4.4
777SettlInstMsgIDSTRING4.4
778NoSettlInstNUMINGROUP4.4
779LastUpdateTimeUTCTIMESTAMP4.4
780AllocSettlInstTypeINT4.40 = Use default instructions; 1 = Derive from parameters provided; 2 = Full details provided; 3 = Ssidbi ds provided; 4 = Phone for instructions
781NoSettlPartyIDsNUMINGROUP4.4
782SettlPartyIDSTRING4.4
783SettlPartyIDSourceCHAR4.4
784SettlPartyRoleINT4.4
785SettlPartySubIDSTRING4.4
786SettlPartySubIDTypeINT4.4
787DlvyInstTypeCHAR4.4C = Cash; S = Securities
788TerminationTypeINT4.41 = Overnight; 2 = Term; 3 = Flexible; 4 = Open
789NextExpectedMsgSeqNumSEQNUM4.4
790OrdStatusReqIDSTRING4.4
791SettlInstReqIDSTRING4.4
792SettlInstReqRejCodeINT4.40 = Unable to process request; 1 = Unknown account; 2 = No matching settlement instructions found; 99 = Other
793SecondaryAllocIDSTRING4.4
794AllocReportTypeINT4.43 = Sellside calculated using preliminary; 4 = Sellside calculated without preliminary; 5 = Warehouse recap; 8 = Request to intermediary
795AllocReportRefIDSTRING4.4
796AllocCancReplaceReasonINT4.41 = Original details incomplete; 2 = Change in underlying order details; 99 = Other
797CopyMsgIndicatorBOOLEAN4.4
798AllocAccountTypeINT4.41 = Carried customer side; 2 = Carried non customer side; 3 = House trader; 4 = Floor trader; 6 = Carried non customer side cross margined; 7 = House trader cross margined; 8 = Joint back office account
799OrderAvgPxPRICE4.4
800OrderBookingQtyQTY4.4
801NoSettlPartySubIDsNUMINGROUP4.4
802NoPartySubIDsNUMINGROUP4.4
803PartySubIDTypeINT4.41 = Firm; 2 = Person; 3 = System; 4 = Application; 5 = Full legal name of firm; 6 = Postal address; 7 = Phone number; 8 = Email address; 9 = Contact name; 10 = Securities account number; 11 = Registration number; 12 = Registered address for confirmation; 13 = Regulatory status; 14 = Registration name; 15 = Cash account number; 16 = Bic; 17 = Csd participant member code; 18 = Registered address; 19 = Fund account name; 20 = Telex number; 21 = Fax number; 22 = Securities account name; 23 = Cash account name; 24 = Department; 25 = Location desk; 26 = Position account type
804NoNestedPartySubIDsNUMINGROUP4.4
805NestedPartySubIDTypeINT4.4
806NoNested2PartySubIDsNUMINGROUP4.4
807Nested2PartySubIDTypeINT4.4
808AllocIntermedReqTypeINT4.41 = Pending accept; 2 = Pending release; 3 = Pending reversal; 4 = Accept; 5 = Block level reject; 6 = Account level reject
810UnderlyingPxPRICE4.4
811PriceDeltaFLOAT4.4
812ApplQueueMaxINT4.4
813ApplQueueDepthINT4.4
814ApplQueueResolutionINT4.40 = No action taken; 1 = Queue flushed; 2 = Overlay last; 3 = End session
815ApplQueueActionINT4.40 = No action taken; 1 = Queue flushed; 2 = Overlay last; 3 = End session
816NoAltMDSourceNUMINGROUP4.4
817AltMDSourceIDSTRING4.4
818SecondaryTradeReportIDSTRING4.4
819AvgPxIndicatorINT4.40 = No average pricing; 1 = Trade; 2 = Last trade
820TradeLinkIDSTRING4.4
821OrderInputDeviceSTRING4.4
822UnderlyingTradingSessionIDSTRING4.4
823UnderlyingTradingSessionSubIDSTRING4.4
824TradeLegRefIDSTRING4.4
825ExchangeRuleSTRING4.4
826TradeAllocIndicatorINT4.40 = Allocation not required; 1 = Allocation required; 2 = Use allocation provided with the trade
827ExpirationCycleINT4.40 = Expire on trading session close; 1 = Expire on trading session open
828TrdTypeINT4.40 = Regular trade; 1 = Block trade; 2 = Efp; 3 = Transfer; 4 = Late trade; 5 = T trade; 6 = Weighted average price trade; 7 = Bunched trade; 8 = Late bunched trade; 9 = Prior reference price trade; 10 = After hours trade
829TrdSubTypeINT4.4
830TransferReasonSTRING4.4
832TotNumAssignmentReportsINT4.4
833AsgnRptIDSTRING4.4
834ThresholdAmountPRICEOFFSET4.4
835PegMoveTypeINT4.40 = Floating; 1 = Fixed
836PegOffsetTypeINT4.40 = Price; 1 = Basis points; 2 = Ticks; 3 = Price tier
837PegLimitTypeINT4.40 = Or better; 1 = Strict; 2 = Or worse
838PegRoundDirectionINT4.41 = More aggressive; 2 = More passive
839PeggedPricePRICE4.4
840PegScopeINT4.41 = Local; 2 = National; 3 = Global; 4 = National excluding local
841DiscretionMoveTypeINT4.40 = Floating; 1 = Fixed
842DiscretionOffsetTypeINT4.40 = Price; 1 = Basis points; 2 = Ticks; 3 = Price tier
843DiscretionLimitTypeINT4.40 = Or better; 1 = Strict; 2 = Or worse
844DiscretionRoundDirectionINT4.41 = More aggressive; 2 = More passive
845DiscretionPricePRICE4.4
846DiscretionScopeINT4.41 = Local; 2 = National; 3 = Global; 4 = National excluding local
847TargetStrategyINT4.41 = Vwap; 2 = Participate; 3 = Mininize market impact
848TargetStrategyParametersSTRING4.4
849ParticipationRatePERCENTAGE4.4
850TargetStrategyPerformanceFLOAT4.4
851LastLiquidityIndINT4.41 = Added liquidity; 2 = Removed liquidity; 3 = Liquidity routed out
852PublishTrdIndicatorBOOLEAN4.4N = No; Y = Yes
853ShortSaleReasonINT4.40 = Dealer sold short; 1 = Dealer sold short exempt; 2 = Selling customer sold short; 3 = Selling customer sold short exempt; 4 = Qualified service representative; 5 = Qsr or agu contra side sold short exempt
854QtyTypeINT4.40 = Units; 1 = Contracts
855SecondaryTrdTypeINT4.4
856TradeReportTypeINT4.40 = Submit; 1 = Alleged; 2 = Accept; 3 = Decline; 4 = Addendum; 5 = No; 6 = Trade report cancel; 7 = Locked in
857AllocNoOrdersTypeINT4.40 = Not specified; 1 = Explicit list provided
858SharedCommissionAMT4.4
859ConfirmReqIDSTRING4.4
860AvgParPxPRICE4.4
861ReportedPxPRICE4.4
862NoCapacitiesNUMINGROUP4.4
863OrderCapacityQtyQTY4.4
864NoEventsNUMINGROUP4.4
865EventTypeINT4.41 = Put; 2 = Call; 3 = Tender; 4 = Sinking fund call; 99 = Other
866EventDateLOCALMKTDATE4.4
867EventPxPRICE4.4
868EventTextSTRING4.4
869PctAtRiskPERCENTAGE4.4
870NoInstrAttribNUMINGROUP4.4
871InstrAttribTypeINT4.41 = Flat; 2 = Zero coupon; 3 = Interest bearing; 4 = No periodic payments; 5 = Variable rate; 6 = Less fee for put; 7 = Stepped coupon; 8 = Coupon period; 9 = When; 10 = Original issue discount; 11 = Callable; 12 = Escrowed to maturity; 13 = Escrowed to redemption date; 14 = Pre refunded; 15 = In default; 16 = Unrated; 17 = Taxable; 18 = Indexed; 19 = Subject to alternative minimum tax; 20 = Original issue discount price; 21 = Callable below maturity value; 22 = Callable without notice; 99 = Text
872InstrAttribValueSTRING4.4
873DatedDateLOCALMKTDATE4.4
874InterestAccrualDateLOCALMKTDATE4.4
875CPProgramINT4.41 = Program3a3; 2 = Program42; 99 = Other
876CPRegTypeSTRING4.4
877UnderlyingCPProgramSTRING4.4
878UnderlyingCPRegTypeSTRING4.4
879UnderlyingQtyQTY4.4
880TrdMatchIDSTRING4.4
881SecondaryTradeReportRefIDSTRING4.4
882UnderlyingDirtyPricePRICE4.4
883UnderlyingEndPricePRICE4.4
884UnderlyingStartValueAMT4.4
885UnderlyingCurrentValueAMT4.4
886UnderlyingEndValueAMT4.4
887NoUnderlyingStipsNUMINGROUP4.4
888UnderlyingStipTypeSTRING4.4
889UnderlyingStipValueSTRING4.4
890MaturityNetMoneyAMT4.4
891MiscFeeBasisINT4.40 = Absolute; 1 = Per unit; 2 = Percentage
892TotNoAllocsINT4.4
893LastFragmentBOOLEAN4.4N = No; Y = Yes
894CollReqIDSTRING4.4
895CollAsgnReasonINT4.40 = Initial; 1 = Scheduled; 2 = Time warning; 3 = Margin deficiency; 4 = Margin excess; 5 = Forward collateral demand; 6 = Event of default; 7 = Adverse tax event
896CollInquiryQualifierINT4.40 = Trade date; 1 = Gc instrument; 2 = Collateral instrument; 3 = Substitution eligible; 4 = Not assigned; 5 = Partially assigned; 6 = Fully assigned; 7 = Outstanding trades
897NoTradesNUMINGROUP4.4
898MarginRatioPERCENTAGE4.4
899MarginExcessAMT4.4
900TotalNetValueAMT4.4
901CashOutstandingAMT4.4
902CollAsgnIDSTRING4.4
903CollAsgnTransTypeINT4.40 = New; 1 = Replace; 2 = Cancel; 3 = Release; 4 = Reverse
904CollRespIDSTRING4.4
905CollAsgnRespTypeINT4.40 = Received; 1 = Accepted; 2 = Declined; 3 = Rejected
906CollAsgnRejectReasonINT4.40 = Unknown deal; 1 = Unknown or invalid instrument; 2 = Unauthorized transaction; 3 = Insufficient collateral; 4 = Invalid type of collateral; 5 = Excessive substitution; 99 = Other
907CollAsgnRefIDSTRING4.4
908CollRptIDSTRING4.4
909CollInquiryIDSTRING4.4
910CollStatusINT4.40 = Unassigned; 1 = Partially assigned; 2 = Assignment proposed; 3 = Assigned; 4 = Challenged
911TotNumReportsINT4.4
912LastRptRequestedBOOLEAN4.4
913AgreementDescSTRING4.4
914AgreementIDSTRING4.4
915AgreementDateLOCALMKTDATE4.4
916StartDateLOCALMKTDATE4.4
917EndDateLOCALMKTDATE4.4
918AgreementCurrencyCURRENCY4.4
919DeliveryTypeINT4.40 = Versus payment; 1 = Free; 2 = Tri party; 3 = Hold in custody
920EndAccruedInterestAmtAMT4.4
921StartCashAMT4.4
922EndCashAMT4.4
923UserRequestIDSTRING4.4
924UserRequestTypeINT4.41 = Log on user; 2 = Log off user; 3 = Change password for user; 4 = Request individual user status
925NewPasswordSTRING4.4
926UserStatusINT4.41 = Logged in; 2 = Not logged in; 3 = User not recognised; 4 = Password incorrect; 5 = Password changed; 6 = Other
927UserStatusTextSTRING4.4
928StatusValueINT4.41 = Connected; 2 = Not connected unexpected; 3 = Not connected expected; 4 = In process
929StatusTextSTRING4.4
930RefCompIDSTRING4.4
931RefSubIDSTRING4.4
932NetworkResponseIDSTRING4.4
933NetworkRequestIDSTRING4.4
934LastNetworkResponseIDSTRING4.4
935NetworkRequestTypeINT4.41 = Snapshot; 2 = Subscribe; 4 = Stop subscribing; 8 = Level of detail
936NoCompIDsNUMINGROUP4.4
937NetworkStatusResponseTypeINT4.41 = Full; 2 = Incremental update
938NoCollInquiryQualifierNUMINGROUP4.4
939TrdRptStatusINT4.40 = Accepted; 1 = Rejected
940AffirmStatusINT4.41 = Received; 2 = Confirm rejected; 3 = Affirmed
941UnderlyingStrikeCurrencyCURRENCY4.4
942LegStrikeCurrencyCURRENCY4.4
943TimeBracketSTRING4.4
944CollActionINT4.40 = Retain; 1 = Add; 2 = Remove
945CollInquiryStatusINT4.40 = Accepted; 1 = Accepted with warnings; 2 = Completed; 3 = Completed with warnings; 4 = Rejected
946CollInquiryResultINT4.40 = Successful; 1 = Invalid or unknown instrument; 2 = Invalid or unknown collateral type; 3 = Invalid parties; 4 = Invalid transport type requested; 5 = Invalid destination requested; 6 = No collateral found for the trade specified; 7 = No collateral found for the order specified; 8 = Collateral inquiry type not supported; 9 = Unauthorized for collateral inquiry; 99 = Other
947StrikeCurrencyCURRENCY4.4
948NoNested3PartyIDsNUMINGROUP4.4
949Nested3PartyIDSTRING4.4
950Nested3PartyIDSourceCHAR4.4
951Nested3PartyRoleINT4.4
952NoNested3PartySubIDsNUMINGROUP4.4
953Nested3PartySubIDSTRING4.4
954Nested3PartySubIDTypeINT4.4
955LegContractSettlMonthMONTHYEAR4.4
956LegInterestAccrualDateLOCALMKTDATE4.4

FAQ

What is tag 35 in FIX?

Tag 35 is MsgType, the third field of every FIX message. Its value identifies the message: 0 Heartbeat, A Logon, D NewOrderSingle, 8 ExecutionReport, 3 Reject, j BusinessMessageReject, and so on.

What is the difference between ExecType (150) and OrdStatus (39)?

ExecType says what this execution report is about (new, trade/fill, canceled, replaced, rejected…), while OrdStatus gives the state of the order after the event. In FIX 4.4 a fill has 150=F (Trade) and 39=1 or 2.

Where do custom tags like 5000+ come from?

Tags 5000–9999 are reserved for user-defined fields agreed between counterparties, and 10000–19999 for use inside a single firm. Venues document them in their rules of engagement; load them into SafeFIX as a custom XML dictionary overlay.

Can I check a FIX log against these definitions?

Yes. Paste or open the log in SafeFIX: it validates every message against the FIX 4.2 or 4.4 dictionary (or your custom XML), names each tag and decodes its value — locally in your browser.

Last updated 2026-11-10. Something wrong or missing? Email support@biteapps.cc.