From 9369dffad92927936ca976fc8a1a5cc5ece7e1a5 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Mon, 15 Jul 2024 23:28:34 +0100 Subject: [PATCH 01/65] with more page --- app.py | 31 +++++++++++++++--- static/css/style.css | 77 ++++++++++++++++++++++++++++++++++++++++++++ static/js/scripts.js | 8 +++++ templates/index.html | 35 ++++++++++++++++++++ 4 files changed, 147 insertions(+), 4 deletions(-) create mode 100644 static/css/style.css create mode 100644 static/js/scripts.js create mode 100644 templates/index.html diff --git a/app.py b/app.py index cb89d57b..6ff3f93f 100644 --- a/app.py +++ b/app.py @@ -1,10 +1,33 @@ -from flask import Flask +from flask import Flask, render_template app = Flask(__name__) +# @app.route('/') +# def hello_world(): +# return 'Hello from Koyeb' + @app.route('/') -def hello_world(): - return 'Hello from Koyeb' +def home(): + return render_template('index.html') + +@app.route('/about') +def about(): + return render_template('about.html') + +@app.route('/portfolio') +def portfolio(): + return render_template('portfolio.html') + +@app.route('/services') +def services(): + return render_template('services.html') + +@app.route('/contact') +def contact(): + return render_template('contact.html') +@app.route('/blog') +def blog(): + return render_template('blog.html') if __name__ == "__main__": - app.run() + app.run(debug=True) diff --git a/static/css/style.css b/static/css/style.css new file mode 100644 index 00000000..64279fe6 --- /dev/null +++ b/static/css/style.css @@ -0,0 +1,77 @@ +body { + font-family: Arial, sans-serif; + margin: 0; + padding: 0; + box-sizing: border-box; +} + +header { + background-color: #333; + color: #fff; + padding: 1em 0; + text-align: center; +} + +nav { + display: flex; + justify-content: space-between; + align-items: center; + padding: 0 1em; +} + +.logo { + font-size: 1.5em; +} + +.menu { + display: flex; + gap: 1em; +} + +.menu a { + color: #fff; + text-decoration: none; +} + +.hamburger { + display: none; + cursor: pointer; + font-size: 1.5em; +} + +main { + padding: 2em; + text-align: center; +} + +footer { + background-color: #333; + color: #fff; + text-align: center; + padding: 1em 0; + position: fixed; + bottom: 0; + width: 100%; +} + +@media (max-width: 768px) { + .menu { + display: none; + flex-direction: column; + background-color: #333; + position: absolute; + top: 50px; + right: 0; + width: 100%; + text-align: center; + } + + .menu a { + padding: 1em; + border-top: 1px solid #fff; + } + + .hamburger { + display: block; + } +} diff --git a/static/js/scripts.js b/static/js/scripts.js new file mode 100644 index 00000000..4aab8ece --- /dev/null +++ b/static/js/scripts.js @@ -0,0 +1,8 @@ +document.addEventListener('DOMContentLoaded', () => { + const hamburger = document.getElementById('hamburger'); + const menu = document.getElementById('menu'); + + hamburger.addEventListener('click', () => { + menu.classList.toggle('open'); + }); +}); diff --git a/templates/index.html b/templates/index.html new file mode 100644 index 00000000..fefda311 --- /dev/null +++ b/templates/index.html @@ -0,0 +1,35 @@ + + + + + + Home - My Website + + + + +
+ +
+
+
+

Welcome to My Personal Website

+

This is the home page content.

+
+
+ + + From 2225687648ef5670f6c1da10d26d0f42826b1031 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Mon, 15 Jul 2024 23:46:28 +0100 Subject: [PATCH 02/65] path of css and js --- templates/index.html | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/templates/index.html b/templates/index.html index fefda311..6c5f3af8 100644 --- a/templates/index.html +++ b/templates/index.html @@ -4,8 +4,13 @@ Home - My Website + + + +
From b24ca8202d7d2d31d2eeb4bc36baf974ed0f43b3 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Mon, 15 Jul 2024 23:54:41 +0100 Subject: [PATCH 03/65] correct the css file name --- static/css/{style.css => styles.css} | 0 templates/index.html | 7 ++----- 2 files changed, 2 insertions(+), 5 deletions(-) rename static/css/{style.css => styles.css} (100%) diff --git a/static/css/style.css b/static/css/styles.css similarity index 100% rename from static/css/style.css rename to static/css/styles.css diff --git a/templates/index.html b/templates/index.html index 6c5f3af8..a5bb837e 100644 --- a/templates/index.html +++ b/templates/index.html @@ -4,13 +4,10 @@ Home - My Website - - - - + +
From 50086b79f578e7faeb47420a0eb2b90af74c4ce9 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Tue, 16 Jul 2024 00:11:58 +0100 Subject: [PATCH 04/65] missing .menu.open --- static/css/styles.css | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/static/css/styles.css b/static/css/styles.css index 64279fe6..52d94b74 100644 --- a/static/css/styles.css +++ b/static/css/styles.css @@ -54,6 +54,11 @@ footer { width: 100%; } +.menu.open { + display: flex !important; /* Ensure that the menu displays as a flex container when open */ +} + + @media (max-width: 768px) { .menu { display: none; From 8fa9ba415b03ac6d630ab6befa7bb25bc0064f6e Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Wed, 17 Jul 2024 21:56:29 +0100 Subject: [PATCH 05/65] using base.html to avoid repeating html codes --- templates/base.html | 33 +++++++++++++++++++++++++++++++++ templates/index.html | 43 ++++++++----------------------------------- 2 files changed, 41 insertions(+), 35 deletions(-) create mode 100644 templates/base.html diff --git a/templates/base.html b/templates/base.html new file mode 100644 index 00000000..c7c64ac0 --- /dev/null +++ b/templates/base.html @@ -0,0 +1,33 @@ + + + + + + {% block title %}My Website{% endblock %} + + + + +
+ +
+
+ {% block content %}{% endblock %} +
+
+

© 2024 My Website

+
+ + diff --git a/templates/index.html b/templates/index.html index a5bb837e..90e2be05 100644 --- a/templates/index.html +++ b/templates/index.html @@ -1,37 +1,10 @@ - - - - - - Home - My Website - - +{% extends "base.html" %} +{% block title %}Home - My Website{% endblock %} - - -
- -
-
-
-

Welcome to My Personal Website

-

This is the home page content.

-
-
-
-

© 2024 My Website

-
- - +{% block content %} +
+

Welcome to My Personal Website

+

This is the home page content.

+
+{% endblock %} From 88093a7f882dccf83f5fd3d29d227dd10215db21 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Thu, 18 Jul 2024 20:31:33 +0100 Subject: [PATCH 06/65] comment out tariff.htlm for now --- templates/base.html | 2 ++ 1 file changed, 2 insertions(+) diff --git a/templates/base.html b/templates/base.html index c7c64ac0..5ed91a63 100644 --- a/templates/base.html +++ b/templates/base.html @@ -18,7 +18,9 @@ Services Contact Blog +
☰
From 40811835f72a976cc9a9b679c5264629cf828abc Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 11 Aug 2024 10:15:08 +0100 Subject: [PATCH 07/65] Adding the REST library --- requirements.txt | 3 +++ 1 file changed, 3 insertions(+) diff --git a/requirements.txt b/requirements.txt index ccecbc16..8b9dc3da 100644 --- a/requirements.txt +++ b/requirements.txt @@ -5,3 +5,6 @@ itsdangerous==2.1.2 Jinja2==3.1.2 MarkupSafe==2.1.1 Werkzeug==2.2.2 +Flask-RESTX==0.5.1 +requests==2.26.0 +pytz==2021.3 From a5d2dc769efe2d9a19129313c8809daafdfb0f63 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 11 Aug 2024 10:30:56 +0100 Subject: [PATCH 08/65] remove the tariff endpoint --- templates/base.html | 3 --- 1 file changed, 3 deletions(-) diff --git a/templates/base.html b/templates/base.html index 5ed91a63..8c4771c5 100644 --- a/templates/base.html +++ b/templates/base.html @@ -18,9 +18,6 @@ Services Contact Blog -
☰
From a3ac49afb687f89e258360169fcf77235bba4ef7 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 11 Aug 2024 11:03:28 +0100 Subject: [PATCH 09/65] Hello world api endpoint --- app.py | 13 +++++++++++++ 1 file changed, 13 insertions(+) diff --git a/app.py b/app.py index 6ff3f93f..8688b928 100644 --- a/app.py +++ b/app.py @@ -1,4 +1,5 @@ from flask import Flask, render_template +from flask_restplus import Api, Resource app = Flask(__name__) # @app.route('/') @@ -29,5 +30,17 @@ def contact(): def blog(): return render_template('blog.html') + +api = Api(app, version='1.0', title='My Octopus API', description='A simple API to retrieve my Octopus tariff data') + +ns = api.namespace('my_tariff_namespace', description='Tariff Namespace operations') + +@ns.route('/tariff') +class HelloWorld(Resource): + def get(self): + '''Returns a greeting''' + return {'hello': 'world'} + + if __name__ == "__main__": app.run(debug=True) From d3a06b43204f7146ba7f81940796d4139781ee83 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 18 Aug 2024 09:53:33 +0100 Subject: [PATCH 10/65] switch to handl api call instead --- app.py | 46 ---------------------------------------------- app_web.py | 46 ++++++++++++++++++++++++++++++++++++++++++++++ 2 files changed, 46 insertions(+), 46 deletions(-) create mode 100644 app_web.py diff --git a/app.py b/app.py index 8688b928..e69de29b 100644 --- a/app.py +++ b/app.py @@ -1,46 +0,0 @@ -from flask import Flask, render_template -from flask_restplus import Api, Resource -app = Flask(__name__) - -# @app.route('/') -# def hello_world(): -# return 'Hello from Koyeb' - -@app.route('/') -def home(): - return render_template('index.html') - -@app.route('/about') -def about(): - return render_template('about.html') - -@app.route('/portfolio') -def portfolio(): - return render_template('portfolio.html') - -@app.route('/services') -def services(): - return render_template('services.html') - -@app.route('/contact') -def contact(): - return render_template('contact.html') - -@app.route('/blog') -def blog(): - return render_template('blog.html') - - -api = Api(app, version='1.0', title='My Octopus API', description='A simple API to retrieve my Octopus tariff data') - -ns = api.namespace('my_tariff_namespace', description='Tariff Namespace operations') - -@ns.route('/tariff') -class HelloWorld(Resource): - def get(self): - '''Returns a greeting''' - return {'hello': 'world'} - - -if __name__ == "__main__": - app.run(debug=True) diff --git a/app_web.py b/app_web.py new file mode 100644 index 00000000..8688b928 --- /dev/null +++ b/app_web.py @@ -0,0 +1,46 @@ +from flask import Flask, render_template +from flask_restplus import Api, Resource +app = Flask(__name__) + +# @app.route('/') +# def hello_world(): +# return 'Hello from Koyeb' + +@app.route('/') +def home(): + return render_template('index.html') + +@app.route('/about') +def about(): + return render_template('about.html') + +@app.route('/portfolio') +def portfolio(): + return render_template('portfolio.html') + +@app.route('/services') +def services(): + return render_template('services.html') + +@app.route('/contact') +def contact(): + return render_template('contact.html') + +@app.route('/blog') +def blog(): + return render_template('blog.html') + + +api = Api(app, version='1.0', title='My Octopus API', description='A simple API to retrieve my Octopus tariff data') + +ns = api.namespace('my_tariff_namespace', description='Tariff Namespace operations') + +@ns.route('/tariff') +class HelloWorld(Resource): + def get(self): + '''Returns a greeting''' + return {'hello': 'world'} + + +if __name__ == "__main__": + app.run(debug=True) From 1d719f367140dbc323ae91a02528b06f896f4b5e Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 24 Aug 2024 15:06:28 +0100 Subject: [PATCH 11/65] try normal web again --- app.py | 42 ++++++++++++++++++++++++++++++++++++++++++ app_api.py | 25 +++++++++++++++++++++++++ app_web.py | 4 ---- 3 files changed, 67 insertions(+), 4 deletions(-) create mode 100644 app_api.py diff --git a/app.py b/app.py index e69de29b..b34a470d 100644 --- a/app.py +++ b/app.py @@ -0,0 +1,42 @@ +from flask import Flask, render_template +from flask_restplus import Api, Resource +app = Flask(__name__) + +@app.route('/') +def home(): + return render_template('index.html') + +@app.route('/about') +def about(): + return render_template('about.html') + +@app.route('/portfolio') +def portfolio(): + return render_template('portfolio.html') + +@app.route('/services') +def services(): + return render_template('services.html') + +@app.route('/contact') +def contact(): + return render_template('contact.html') + +@app.route('/blog') +def blog(): + return render_template('blog.html') + + +api = Api(app, version='1.0', title='My Octopus API', description='A simple API to retrieve my Octopus tariff data') + +ns = api.namespace('my_tariff_namespace', description='Tariff Namespace operations') + +@ns.route('/tariff') +class HelloWorld(Resource): + def get(self): + '''Returns a greeting''' + return {'hello': 'world'} + + +if __name__ == "__main__": + app.run(debug=True) diff --git a/app_api.py b/app_api.py new file mode 100644 index 00000000..6c9eca0c --- /dev/null +++ b/app_api.py @@ -0,0 +1,25 @@ +from flask import Flask +from flask_restful import Api, Resource +from flasgger import Swagger + +app = Flask(__name__) +api = Api(app) +swagger = Swagger(app) + +class Hello(Resource): + def get(self): + """ + A hello world endpoint + --- + responses: + 200: + description: Returns a greeting + examples: + application/json: {"hello": "world"} + """ + return {'hello': 'world'} + +api.add_resource(Hello, '/hello') + +if __name__ == '__main__': + app.run(debug=True) diff --git a/app_web.py b/app_web.py index 8688b928..b34a470d 100644 --- a/app_web.py +++ b/app_web.py @@ -2,10 +2,6 @@ from flask_restplus import Api, Resource app = Flask(__name__) -# @app.route('/') -# def hello_world(): -# return 'Hello from Koyeb' - @app.route('/') def home(): return render_template('index.html') From 1ea2cc092adb6b2964cd3a4137c4080d36470a0e Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 24 Aug 2024 15:20:56 +0100 Subject: [PATCH 12/65] useing restplus --- app.py | 38 ++++++-------------------------------- app_rest.py | 16 ++++++++++++++++ requirements.txt | 2 +- 3 files changed, 23 insertions(+), 33 deletions(-) create mode 100644 app_rest.py diff --git a/app.py b/app.py index b34a470d..a91618a7 100644 --- a/app.py +++ b/app.py @@ -1,42 +1,16 @@ -from flask import Flask, render_template +from flask import Flask from flask_restplus import Api, Resource -app = Flask(__name__) - -@app.route('/') -def home(): - return render_template('index.html') - -@app.route('/about') -def about(): - return render_template('about.html') - -@app.route('/portfolio') -def portfolio(): - return render_template('portfolio.html') - -@app.route('/services') -def services(): - return render_template('services.html') -@app.route('/contact') -def contact(): - return render_template('contact.html') - -@app.route('/blog') -def blog(): - return render_template('blog.html') - - -api = Api(app, version='1.0', title='My Octopus API', description='A simple API to retrieve my Octopus tariff data') +app = Flask(__name__) +api = Api(app, version='1.0', title='My API', description='A simple API') -ns = api.namespace('my_tariff_namespace', description='Tariff Namespace operations') +ns = api.namespace('my_namespace', description='Namespace operations') -@ns.route('/tariff') +@ns.route('/hello') class HelloWorld(Resource): def get(self): '''Returns a greeting''' return {'hello': 'world'} - -if __name__ == "__main__": +if __name__ == '__main__': app.run(debug=True) diff --git a/app_rest.py b/app_rest.py new file mode 100644 index 00000000..a91618a7 --- /dev/null +++ b/app_rest.py @@ -0,0 +1,16 @@ +from flask import Flask +from flask_restplus import Api, Resource + +app = Flask(__name__) +api = Api(app, version='1.0', title='My API', description='A simple API') + +ns = api.namespace('my_namespace', description='Namespace operations') + +@ns.route('/hello') +class HelloWorld(Resource): + def get(self): + '''Returns a greeting''' + return {'hello': 'world'} + +if __name__ == '__main__': + app.run(debug=True) diff --git a/requirements.txt b/requirements.txt index 8b9dc3da..8b1693f7 100644 --- a/requirements.txt +++ b/requirements.txt @@ -7,4 +7,4 @@ MarkupSafe==2.1.1 Werkzeug==2.2.2 Flask-RESTX==0.5.1 requests==2.26.0 -pytz==2021.3 +pytz==2021.3 \ No newline at end of file From 913d14f3a7c8690b43141b8770ed9fbefc3470b2 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 24 Aug 2024 15:51:21 +0100 Subject: [PATCH 13/65] try update requirement.txt with no versioing --- requirements.txt | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/requirements.txt b/requirements.txt index 8b1693f7..a0f1c863 100644 --- a/requirements.txt +++ b/requirements.txt @@ -5,6 +5,6 @@ itsdangerous==2.1.2 Jinja2==3.1.2 MarkupSafe==2.1.1 Werkzeug==2.2.2 -Flask-RESTX==0.5.1 +Flask-RESTX requests==2.26.0 -pytz==2021.3 \ No newline at end of file +pytz \ No newline at end of file From 574d6bbd6400d221a8d5bdc900ad6027ecd13c7f Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 24 Aug 2024 16:49:21 +0100 Subject: [PATCH 14/65] use simple web api code --- app.py | 14 ++++---------- app_simple_api.py | 10 ++++++++++ 2 files changed, 14 insertions(+), 10 deletions(-) create mode 100644 app_simple_api.py diff --git a/app.py b/app.py index a91618a7..6b47597f 100644 --- a/app.py +++ b/app.py @@ -1,16 +1,10 @@ -from flask import Flask -from flask_restplus import Api, Resource +from flask import Flask, jsonify app = Flask(__name__) -api = Api(app, version='1.0', title='My API', description='A simple API') -ns = api.namespace('my_namespace', description='Namespace operations') - -@ns.route('/hello') -class HelloWorld(Resource): - def get(self): - '''Returns a greeting''' - return {'hello': 'world'} +@app.route('/') +def hello_world(): + return jsonify(message="Hello, World!") if __name__ == '__main__': app.run(debug=True) diff --git a/app_simple_api.py b/app_simple_api.py new file mode 100644 index 00000000..6b47597f --- /dev/null +++ b/app_simple_api.py @@ -0,0 +1,10 @@ +from flask import Flask, jsonify + +app = Flask(__name__) + +@app.route('/') +def hello_world(): + return jsonify(message="Hello, World!") + +if __name__ == '__main__': + app.run(debug=True) From f0ff9c66048ff7b5d852409239ad1c329e1c9592 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 24 Aug 2024 17:41:31 +0100 Subject: [PATCH 15/65] with api key authenication --- app.py | 15 ++++++++++++++- 1 file changed, 14 insertions(+), 1 deletion(-) diff --git a/app.py b/app.py index 6b47597f..c67e411e 100644 --- a/app.py +++ b/app.py @@ -1,8 +1,21 @@ -from flask import Flask, jsonify +from flask import Flask, jsonify, request, abort +import os app = Flask(__name__) +# Read API Key from environment variable +VALID_API_KEYS = {os.getenv('API_KEY')} # Assuming there's only one key for simplicity + +def require_api_key(f): + def decorated(*args, **kwargs): + api_key = request.headers.get('API-Key') + if api_key not in VALID_API_KEYS: + abort(401) # Unauthorized access if the API key is not valid + return f(*args, **kwargs) + return decorated + @app.route('/') +@require_api_key def hello_world(): return jsonify(message="Hello, World!") From ba5c0f88706dc6bc34f3cb6774dbee1d8f421356 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 24 Aug 2024 18:17:57 +0100 Subject: [PATCH 16/65] just changing the hello world msg --- app.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/app.py b/app.py index c67e411e..6d7dcb69 100644 --- a/app.py +++ b/app.py @@ -17,7 +17,7 @@ def decorated(*args, **kwargs): @app.route('/') @require_api_key def hello_world(): - return jsonify(message="Hello, World!") + return jsonify(message="Hello, Happy Flasking!") if __name__ == '__main__': app.run(debug=True) From 54b82ca41f8844360f71563d336ccd7e7d1488c3 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Mon, 26 Aug 2024 16:03:56 +0100 Subject: [PATCH 17/65] add api spec --- app.py | 4 ++++ static/api_spec.yaml | 24 ++++++++++++++++++++++++ 2 files changed, 28 insertions(+) create mode 100644 static/api_spec.yaml diff --git a/app.py b/app.py index 6d7dcb69..22dd4480 100644 --- a/app.py +++ b/app.py @@ -19,5 +19,9 @@ def decorated(*args, **kwargs): def hello_world(): return jsonify(message="Hello, Happy Flasking!") +@app.route('/api/spec') +def api_spec(): + return send_from_directory('static', 'api_spec.yaml') + if __name__ == '__main__': app.run(debug=True) diff --git a/static/api_spec.yaml b/static/api_spec.yaml new file mode 100644 index 00000000..86855e4f --- /dev/null +++ b/static/api_spec.yaml @@ -0,0 +1,24 @@ +openapi: 3.0.0 +info: + title: Hello World API + description: A simple API to return a Hello World message + version: "1.0" +servers: + - url: https://sharp-moria-avon18-b017b82a.koyeb.app/ +paths: + /: + get: + summary: Returns a Hello World message + responses: + 200: + description: Successful response + content: + application/json: + schema: + type: object + properties: + message: + type: string + example: "Hello, World!" + 401: + description: Unauthorized access \ No newline at end of file From 98b583acad359009d60cc00b94b90debcf53b1b3 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Mon, 26 Aug 2024 16:11:18 +0100 Subject: [PATCH 18/65] include send_from_directory --- app.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/app.py b/app.py index 22dd4480..b595a028 100644 --- a/app.py +++ b/app.py @@ -1,4 +1,4 @@ -from flask import Flask, jsonify, request, abort +from flask import Flask, jsonify, request, abort, send_from_directory import os app = Flask(__name__) From fea70deb020931a99e385ad040eec608c3d3e8a0 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Mon, 26 Aug 2024 16:21:59 +0100 Subject: [PATCH 19/65] add operationId in the spec yaml --- static/api_spec.yaml | 1 + 1 file changed, 1 insertion(+) diff --git a/static/api_spec.yaml b/static/api_spec.yaml index 86855e4f..eb1dbb11 100644 --- a/static/api_spec.yaml +++ b/static/api_spec.yaml @@ -9,6 +9,7 @@ paths: /: get: summary: Returns a Hello World message + operationId: helloWorld responses: 200: description: Successful response From aca72f70715790747a278a0b36c6e871a9c3233f Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Mon, 26 Aug 2024 16:43:28 +0100 Subject: [PATCH 20/65] api version to 3.1.0 --- static/api_spec.yaml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/static/api_spec.yaml b/static/api_spec.yaml index eb1dbb11..d3752291 100644 --- a/static/api_spec.yaml +++ b/static/api_spec.yaml @@ -1,4 +1,4 @@ -openapi: 3.0.0 +openapi: 3.1.0 info: title: Hello World API description: A simple API to return a Hello World message From 6a171fb4cb15cdf5b82f08e90423d8e8a0ea3df8 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Mon, 26 Aug 2024 16:53:51 +0100 Subject: [PATCH 21/65] appi api key part in the yaml --- static/api_spec.yaml | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/static/api_spec.yaml b/static/api_spec.yaml index d3752291..95e125f0 100644 --- a/static/api_spec.yaml +++ b/static/api_spec.yaml @@ -5,6 +5,14 @@ info: version: "1.0" servers: - url: https://sharp-moria-avon18-b017b82a.koyeb.app/ +components: + securitySchemes: + ApiKeyAuth: # Arbitrary name for the security scheme + type: apiKey + in: header # can be "header", "query" or "cookie" + name: API-Key # name of the header, query parameter, or cookie +security: + - ApiKeyAuth: [] paths: /: get: From 35fee13af27124ccf0ac995a34cdf4cab0342e58 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Mon, 26 Aug 2024 21:25:35 +0100 Subject: [PATCH 22/65] Ignore about api key validation for now --- app.py | 18 +++++++++--------- static/api_spec.yaml | 8 -------- 2 files changed, 9 insertions(+), 17 deletions(-) diff --git a/app.py b/app.py index b595a028..a2cddde2 100644 --- a/app.py +++ b/app.py @@ -4,18 +4,18 @@ app = Flask(__name__) # Read API Key from environment variable -VALID_API_KEYS = {os.getenv('API_KEY')} # Assuming there's only one key for simplicity +# VALID_API_KEYS = {os.getenv('API_KEY')} # Assuming there's only one key for simplicity -def require_api_key(f): - def decorated(*args, **kwargs): - api_key = request.headers.get('API-Key') - if api_key not in VALID_API_KEYS: - abort(401) # Unauthorized access if the API key is not valid - return f(*args, **kwargs) - return decorated +# def require_api_key(f): +# def decorated(*args, **kwargs): +# api_key = request.headers.get('API-Key') +# if api_key not in VALID_API_KEYS: +# abort(401) # Unauthorized access if the API key is not valid +# return f(*args, **kwargs) +# return decorated @app.route('/') -@require_api_key +# @require_api_key def hello_world(): return jsonify(message="Hello, Happy Flasking!") diff --git a/static/api_spec.yaml b/static/api_spec.yaml index 95e125f0..d3752291 100644 --- a/static/api_spec.yaml +++ b/static/api_spec.yaml @@ -5,14 +5,6 @@ info: version: "1.0" servers: - url: https://sharp-moria-avon18-b017b82a.koyeb.app/ -components: - securitySchemes: - ApiKeyAuth: # Arbitrary name for the security scheme - type: apiKey - in: header # can be "header", "query" or "cookie" - name: API-Key # name of the header, query parameter, or cookie -security: - - ApiKeyAuth: [] paths: /: get: From 5d1029c22dc3802119f7f17424760e33cbf4e660 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Mon, 26 Aug 2024 22:37:13 +0100 Subject: [PATCH 23/65] new tariff end point --- app.py | 17 +++++++++++++++++ tariff_utils.py | 12 ++++++++++++ 2 files changed, 29 insertions(+) create mode 100644 tariff_utils.py diff --git a/app.py b/app.py index a2cddde2..5c32d5b1 100644 --- a/app.py +++ b/app.py @@ -23,5 +23,22 @@ def hello_world(): def api_spec(): return send_from_directory('static', 'api_spec.yaml') +@app.route('/tariff') +def tariff(): + # Retrieve the numHours parameter from the request's query string + num_hours_str = request.args.get('numHours', default=None) + + if num_hours_str is None: + return jsonify(error="numHours parameter is required"), 400 + + try: + num_hours = int(num_hours_str) + except ValueError: + return jsonify(error="numHours must be an integer"), 400 + + # Use the external module to calculate the start time + start_time_str = calculate_start_time(num_hours) + return jsonify(startTime=start_time_str) + if __name__ == '__main__': app.run(debug=True) diff --git a/tariff_utils.py b/tariff_utils.py new file mode 100644 index 00000000..09acb8da --- /dev/null +++ b/tariff_utils.py @@ -0,0 +1,12 @@ +from datetime import datetime, timedelta + +def calculate_start_time(num_hours): + """ + Calculate the start time from now given the number of hours. + + :param num_hours: int - Number of hours to add to the current time + :return: str - The start time formatted as 'YYYY-MM-DD HH:MM:SS' + """ + current_time = datetime.now() + start_time = current_time + timedelta(hours=num_hours) + return start_time.strftime('%Y-%m-%d %H:%M:%S') From e4d19e17e3b12a00523116e570c489d7fea7e59d Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Mon, 26 Aug 2024 22:59:03 +0100 Subject: [PATCH 24/65] updated api spec for new tariff end point --- static/api_spec.yaml | 34 ++++++++++++++++++++++++++++++++++ 1 file changed, 34 insertions(+) diff --git a/static/api_spec.yaml b/static/api_spec.yaml index d3752291..4c97a56f 100644 --- a/static/api_spec.yaml +++ b/static/api_spec.yaml @@ -21,5 +21,39 @@ paths: message: type: string example: "Hello, World!" + 401: + description: Unauthorized access + /tariff: + get: + summary: Calculate and return a future start time when the appliance should start in order to minimize energy cost + operationId: cheapestStartTime + parameters: + - in: query + name: numHours + schema: + type: integer + required: true + description: Number of hours of the appliance going to run for + responses: + 200: + description: Successful response with the future start time + content: + application/json: + schema: + type: object + properties: + startTime: + type: string + example: "2024-08-10 17:00:00" + 400: + description: Bad request response when input validation fails + content: + application/json: + schema: + type: object + properties: + error: + type: string + example: "numHours parameter is required" 401: description: Unauthorized access \ No newline at end of file From 65afb1ab450d35b933463dd2ff0a675440a27be0 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Mon, 26 Aug 2024 23:49:43 +0100 Subject: [PATCH 25/65] added the import for tariff_utils --- app.py | 1 + 1 file changed, 1 insertion(+) diff --git a/app.py b/app.py index 5c32d5b1..2a765c7b 100644 --- a/app.py +++ b/app.py @@ -1,4 +1,5 @@ from flask import Flask, jsonify, request, abort, send_from_directory +from tariff_utils import calculate_start_time import os app = Flask(__name__) From 80c756b10c05f5f80b7248f983ec277cb2009adc Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Tue, 27 Aug 2024 00:23:00 +0100 Subject: [PATCH 26/65] octopus tariff api spec --- static/octopus_spec.yaml | 43 ++++++++++++++++++++++++++++++++++++++++ 1 file changed, 43 insertions(+) create mode 100644 static/octopus_spec.yaml diff --git a/static/octopus_spec.yaml b/static/octopus_spec.yaml new file mode 100644 index 00000000..227bce39 --- /dev/null +++ b/static/octopus_spec.yaml @@ -0,0 +1,43 @@ +openapi: 3.1.0 +info: + title: Octopus Energy Electricity Tariffs API + description: API to retrieve electricity tariff details for specific products. + version: 1.0.0 +servers: + - url: https://api.octopus.energy/v1 + description: Octopus Energy API server +paths: + /products/AGILE-FLEX-22-11-25/electricity-tariffs/E-1R-AGILE-FLEX-22-11-25-C/standard-unit-rates/: + get: + operationId: getStandardUnitRates + summary: Retrieve standard unit rates for a specific electricity tariff. + responses: + '200': + description: A list of standard unit rates for the tariff. + content: + application/json: + schema: + type: array + items: + type: object + properties: + value_exc_vat: + type: number + format: float + value_inc_vat: + type: number + format: float + valid_from: + type: string + format: date-time + valid_to: + type: string + format: date-time + security: + - basicAuth: [] + +components: + securitySchemes: + basicAuth: + type: http + scheme: basic From 9614067de317a25d0b6a06c3865c0c1094629f27 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 21 Sep 2024 16:50:45 +0100 Subject: [PATCH 27/65] try to run request.get --- tariff_utils.py | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/tariff_utils.py b/tariff_utils.py index 09acb8da..bee37689 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -1,4 +1,8 @@ from datetime import datetime, timedelta +import requests + +api_url = 'https://api.octopus.energy/v1/electricity-meter-points/1200036570277/meters/18L2047503/consumption/' +api_auth = 'sk_live_6yKY1YmWVNJDN4sK7paEIYTi' def calculate_start_time(num_hours): """ @@ -7,6 +11,10 @@ def calculate_start_time(num_hours): :param num_hours: int - Number of hours to add to the current time :return: str - The start time formatted as 'YYYY-MM-DD HH:MM:SS' """ + + response = requests.get(api_url, auth=api_auth) + print(response) + current_time = datetime.now() start_time = current_time + timedelta(hours=num_hours) return start_time.strftime('%Y-%m-%d %H:%M:%S') From 8ff6201ed5ca9251ff02fd2c234fecdb8fab6960 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 21 Sep 2024 16:55:07 +0100 Subject: [PATCH 28/65] try again request.get --- tariff_utils.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/tariff_utils.py b/tariff_utils.py index bee37689..e88a4084 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -1,8 +1,10 @@ from datetime import datetime, timedelta import requests +import os + api_url = 'https://api.octopus.energy/v1/electricity-meter-points/1200036570277/meters/18L2047503/consumption/' -api_auth = 'sk_live_6yKY1YmWVNJDN4sK7paEIYTi' +api_auth = os.environ.get("octupus-key") def calculate_start_time(num_hours): """ From cce95ed647f46d7267464b618bb8e846ffe1bcc4 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 21 Sep 2024 17:15:44 +0100 Subject: [PATCH 29/65] change to simulate curl -u on the request.get() --- tariff_utils.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/tariff_utils.py b/tariff_utils.py index e88a4084..853fdbd2 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -2,9 +2,9 @@ import requests import os - -api_url = 'https://api.octopus.energy/v1/electricity-meter-points/1200036570277/meters/18L2047503/consumption/' api_auth = os.environ.get("octupus-key") +api_url = 'https://' + api_auth + 'api.octopus.energy/v1/electricity-meter-points/1200036570277/meters/18L2047503/consumption/' + def calculate_start_time(num_hours): """ @@ -14,7 +14,8 @@ def calculate_start_time(num_hours): :return: str - The start time formatted as 'YYYY-MM-DD HH:MM:SS' """ - response = requests.get(api_url, auth=api_auth) + print(api_url) + response = requests.get(api_url) print(response) current_time = datetime.now() From 536f23bff454533678ffc8ab9178322aec9d91ff Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 21 Sep 2024 17:22:57 +0100 Subject: [PATCH 30/65] cast str on api_auth --- tariff_utils.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tariff_utils.py b/tariff_utils.py index 853fdbd2..82457b0e 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -3,7 +3,7 @@ import os api_auth = os.environ.get("octupus-key") -api_url = 'https://' + api_auth + 'api.octopus.energy/v1/electricity-meter-points/1200036570277/meters/18L2047503/consumption/' +api_url = 'https://' + str(api_auth) + '@api.octopus.energy/v1/electricity-meter-points/1200036570277/meters/18L2047503/consumption/' def calculate_start_time(num_hours): From 34df9ebc544c9090f156b7e1ae295a3435135379 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 21 Sep 2024 17:31:16 +0100 Subject: [PATCH 31/65] place the secret retrieve in app.py --- app.py | 4 +++- tariff_utils.py | 9 +++------ 2 files changed, 6 insertions(+), 7 deletions(-) diff --git a/app.py b/app.py index 2a765c7b..c59d0eae 100644 --- a/app.py +++ b/app.py @@ -2,6 +2,8 @@ from tariff_utils import calculate_start_time import os +api_user = os.getenv("octupus-key") + app = Flask(__name__) # Read API Key from environment variable @@ -38,7 +40,7 @@ def tariff(): return jsonify(error="numHours must be an integer"), 400 # Use the external module to calculate the start time - start_time_str = calculate_start_time(num_hours) + start_time_str = calculate_start_time(num_hours, api_user) return jsonify(startTime=start_time_str) if __name__ == '__main__': diff --git a/tariff_utils.py b/tariff_utils.py index 82457b0e..0ebd39cc 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -1,12 +1,7 @@ from datetime import datetime, timedelta import requests -import os -api_auth = os.environ.get("octupus-key") -api_url = 'https://' + str(api_auth) + '@api.octopus.energy/v1/electricity-meter-points/1200036570277/meters/18L2047503/consumption/' - - -def calculate_start_time(num_hours): +def calculate_start_time(num_hours, api_auth): """ Calculate the start time from now given the number of hours. @@ -14,6 +9,8 @@ def calculate_start_time(num_hours): :return: str - The start time formatted as 'YYYY-MM-DD HH:MM:SS' """ + api_url = 'https://' + str(api_auth) + '@api.octopus.energy/v1/electricity-meter-points/1200036570277/meters/18L2047503/consumption/' + print(api_url) response = requests.get(api_url) print(response) From 182f91d9feeb5786c9aec357d0cfa40d3029cbb9 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 21 Sep 2024 18:11:23 +0100 Subject: [PATCH 32/65] correct the env var name --- app.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/app.py b/app.py index c59d0eae..4a68b22c 100644 --- a/app.py +++ b/app.py @@ -2,7 +2,7 @@ from tariff_utils import calculate_start_time import os -api_user = os.getenv("octupus-key") +api_user = os.getenv("OCTOPUS_KEY") app = Flask(__name__) From 9a8623247876f7bac13eb15ecb69edf47b0af5ab Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 21 Sep 2024 22:15:06 +0100 Subject: [PATCH 33/65] put then auth parameter to carry the api key --- app.py | 4 ++-- tariff_utils.py | 6 +++--- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/app.py b/app.py index 4a68b22c..5367d44a 100644 --- a/app.py +++ b/app.py @@ -2,7 +2,7 @@ from tariff_utils import calculate_start_time import os -api_user = os.getenv("OCTOPUS_KEY") +api_key = os.getenv("OCTOPUS_KEY") app = Flask(__name__) @@ -40,7 +40,7 @@ def tariff(): return jsonify(error="numHours must be an integer"), 400 # Use the external module to calculate the start time - start_time_str = calculate_start_time(num_hours, api_user) + start_time_str = calculate_start_time(num_hours, api_key) return jsonify(startTime=start_time_str) if __name__ == '__main__': diff --git a/tariff_utils.py b/tariff_utils.py index 0ebd39cc..2d34c273 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -1,7 +1,7 @@ from datetime import datetime, timedelta import requests -def calculate_start_time(num_hours, api_auth): +def calculate_start_time(num_hours, api_key): """ Calculate the start time from now given the number of hours. @@ -9,10 +9,10 @@ def calculate_start_time(num_hours, api_auth): :return: str - The start time formatted as 'YYYY-MM-DD HH:MM:SS' """ - api_url = 'https://' + str(api_auth) + '@api.octopus.energy/v1/electricity-meter-points/1200036570277/meters/18L2047503/consumption/' + api_url = 'https://api.octopus.energy/v1/electricity-meter-points/1200036570277/meters/18L2047503/consumption/' print(api_url) - response = requests.get(api_url) + response = requests.get(api_url, auth=(api_key, '')) print(response) current_time = datetime.now() From ff967a4b557cae5036b9c3006d15bbf5c5e70c77 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 21 Sep 2024 22:38:22 +0100 Subject: [PATCH 34/65] continue to print the data payload --- tariff_utils.py | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/tariff_utils.py b/tariff_utils.py index 2d34c273..11ce486b 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -13,7 +13,12 @@ def calculate_start_time(num_hours, api_key): print(api_url) response = requests.get(api_url, auth=(api_key, '')) - print(response) + if response.status_code == 200: + # Parse the JSON response + data = response.json() + print(data) + else: + print(f'Error: {response.status_code} - {response.reason}') current_time = datetime.now() start_time = current_time + timedelta(hours=num_hours) From 0cc1308cbf5893625c4fa5e4bef3d69e4d891e29 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 21 Sep 2024 23:25:37 +0100 Subject: [PATCH 35/65] print out the parsed time value --- tariff_utils.py | 18 +++++++++++++++++- 1 file changed, 17 insertions(+), 1 deletion(-) diff --git a/tariff_utils.py b/tariff_utils.py index 11ce486b..6803ffad 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -1,5 +1,6 @@ from datetime import datetime, timedelta import requests +from dateutil import parser def calculate_start_time(num_hours, api_key): """ @@ -16,7 +17,22 @@ def calculate_start_time(num_hours, api_key): if response.status_code == 200: # Parse the JSON response data = response.json() - print(data) + tariff_data = response.json()['results'] + for slot in tariff_data: + # Using `dateutil.parser.parse` to correctly handle timezone information + valid_from = parser.isoparse(slot['interval_start']) # Parses with timezone info + valid_to = parser.isoparse(slot['interval_end']) # Parses with timezone info + + # Convert both valid_from and valid_to to UTC + valid_from_utc = valid_from.astimezone(tz=datetime.timezone.utc) + valid_to_utc = valid_to.astimezone(tz=datetime.timezone.utc) + + print ('---------------') + print(f'from datetime{valid_from}') + print(f'to datetime{valid_to}') + print(f'from utc{valid_from_utc}') + print(f'to utc{valid_to_utc}') + else: print(f'Error: {response.status_code} - {response.reason}') From d5446132a542b96df3568068fd2a156b99b4266e Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 21 Sep 2024 23:44:19 +0100 Subject: [PATCH 36/65] correct the api end point --- tariff_utils.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/tariff_utils.py b/tariff_utils.py index 6803ffad..9bc15a21 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -10,7 +10,7 @@ def calculate_start_time(num_hours, api_key): :return: str - The start time formatted as 'YYYY-MM-DD HH:MM:SS' """ - api_url = 'https://api.octopus.energy/v1/electricity-meter-points/1200036570277/meters/18L2047503/consumption/' + api_url = 'https://api.octopus.energy/v1/products/AGILE-FLEX-22-11-25/electricity-tariffs/E-1R-AGILE-FLEX-22-11-25-C/standard-unit-rates/' print(api_url) response = requests.get(api_url, auth=(api_key, '')) @@ -20,8 +20,8 @@ def calculate_start_time(num_hours, api_key): tariff_data = response.json()['results'] for slot in tariff_data: # Using `dateutil.parser.parse` to correctly handle timezone information - valid_from = parser.isoparse(slot['interval_start']) # Parses with timezone info - valid_to = parser.isoparse(slot['interval_end']) # Parses with timezone info + valid_from = parser.isoparse(slot['valid_from']) # Parses with timezone info + valid_to = parser.isoparse(slot['valid_to']) # Parses with timezone info # Convert both valid_from and valid_to to UTC valid_from_utc = valid_from.astimezone(tz=datetime.timezone.utc) From b1b30da238966af147554376b56c4806ae90b30c Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 21 Sep 2024 23:51:11 +0100 Subject: [PATCH 37/65] switch back --- tariff_utils.py | 12 +++--------- 1 file changed, 3 insertions(+), 9 deletions(-) diff --git a/tariff_utils.py b/tariff_utils.py index 9bc15a21..69c299d8 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -19,19 +19,13 @@ def calculate_start_time(num_hours, api_key): data = response.json() tariff_data = response.json()['results'] for slot in tariff_data: - # Using `dateutil.parser.parse` to correctly handle timezone information - valid_from = parser.isoparse(slot['valid_from']) # Parses with timezone info - valid_to = parser.isoparse(slot['valid_to']) # Parses with timezone info - - # Convert both valid_from and valid_to to UTC - valid_from_utc = valid_from.astimezone(tz=datetime.timezone.utc) - valid_to_utc = valid_to.astimezone(tz=datetime.timezone.utc) + # Parse the date strings assuming they are in UTC + valid_from = datetime.fromisoformat(slot['valid_from'].replace('Z', '+00:00')) + valid_to = datetime.fromisoformat(slot['valid_to'].replace('Z', '+00:00')) print ('---------------') print(f'from datetime{valid_from}') print(f'to datetime{valid_to}') - print(f'from utc{valid_from_utc}') - print(f'to utc{valid_to_utc}') else: print(f'Error: {response.status_code} - {response.reason}') From 9a6b8005abbc286874f82255f0f037536dbdf455 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 21 Sep 2024 23:58:09 +0100 Subject: [PATCH 38/65] update requirement.txt --- requirements.txt | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index a0f1c863..89834631 100644 --- a/requirements.txt +++ b/requirements.txt @@ -7,4 +7,5 @@ MarkupSafe==2.1.1 Werkzeug==2.2.2 Flask-RESTX requests==2.26.0 -pytz \ No newline at end of file +pytz +dateutil \ No newline at end of file From 2446e812e84a456f25aa566c1d5adc4a7ea9b000 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 22 Sep 2024 00:05:16 +0100 Subject: [PATCH 39/65] not using dateutil --- requirements.txt | 3 +-- tariff_utils.py | 7 +++---- 2 files changed, 4 insertions(+), 6 deletions(-) diff --git a/requirements.txt b/requirements.txt index 89834631..a0f1c863 100644 --- a/requirements.txt +++ b/requirements.txt @@ -7,5 +7,4 @@ MarkupSafe==2.1.1 Werkzeug==2.2.2 Flask-RESTX requests==2.26.0 -pytz -dateutil \ No newline at end of file +pytz \ No newline at end of file diff --git a/tariff_utils.py b/tariff_utils.py index 69c299d8..121c1a1b 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -1,6 +1,5 @@ from datetime import datetime, timedelta import requests -from dateutil import parser def calculate_start_time(num_hours, api_key): """ @@ -19,9 +18,9 @@ def calculate_start_time(num_hours, api_key): data = response.json() tariff_data = response.json()['results'] for slot in tariff_data: - # Parse the date strings assuming they are in UTC - valid_from = datetime.fromisoformat(slot['valid_from'].replace('Z', '+00:00')) - valid_to = datetime.fromisoformat(slot['valid_to'].replace('Z', '+00:00')) + # Parsing the datetime strings and ensuring UTC handling + valid_from = datetime.strptime(slot['valid_from'], "%Y-%m-%dT%H:%M:%SZ") + valid_to = datetime.strptime(slot['valid_to'], "%Y-%m-%dT%H:%M:%SZ") print ('---------------') print(f'from datetime{valid_from}') From 1b2fb5dc1add1331d4b7f4e0387340520241d943 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 22 Sep 2024 00:20:08 +0100 Subject: [PATCH 40/65] filter timeslot --- tariff_utils.py | 18 +++++++++++++----- 1 file changed, 13 insertions(+), 5 deletions(-) diff --git a/tariff_utils.py b/tariff_utils.py index 121c1a1b..6ee70783 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -1,6 +1,8 @@ from datetime import datetime, timedelta import requests +scan_hours = 3 + def calculate_start_time(num_hours, api_key): """ Calculate the start time from now given the number of hours. @@ -14,17 +16,23 @@ def calculate_start_time(num_hours, api_key): print(api_url) response = requests.get(api_url, auth=(api_key, '')) if response.status_code == 200: + + # Filter and sort the time slots within the next 12 hours + now = datetime.now() # Current time + end_time = now + timedelta(hours=scan_hours) # Time 12 hours from now + # Parse the JSON response data = response.json() tariff_data = response.json()['results'] for slot in tariff_data: - # Parsing the datetime strings and ensuring UTC handling + # Parsing the datetime strings valid_from = datetime.strptime(slot['valid_from'], "%Y-%m-%dT%H:%M:%SZ") valid_to = datetime.strptime(slot['valid_to'], "%Y-%m-%dT%H:%M:%SZ") - - print ('---------------') - print(f'from datetime{valid_from}') - print(f'to datetime{valid_to}') + + if valid_from >= now and valid_to <= end_time: + print ('---------------') + print(f'from datetime{valid_from}') + print(f'to datetime{valid_to}') else: print(f'Error: {response.status_code} - {response.reason}') From 6fdda1203639522dba01868685355c7a62b1d9d5 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 22 Sep 2024 00:30:10 +0100 Subject: [PATCH 41/65] not consider the current timeslot --- tariff_utils.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/tariff_utils.py b/tariff_utils.py index 6ee70783..cd1cf372 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -1,7 +1,7 @@ from datetime import datetime, timedelta import requests -scan_hours = 3 +scan_hours = 4 def calculate_start_time(num_hours, api_key): """ @@ -19,6 +19,7 @@ def calculate_start_time(num_hours, api_key): # Filter and sort the time slots within the next 12 hours now = datetime.now() # Current time + begin_time = now + timedelta(minutes=30) end_time = now + timedelta(hours=scan_hours) # Time 12 hours from now # Parse the JSON response @@ -29,7 +30,7 @@ def calculate_start_time(num_hours, api_key): valid_from = datetime.strptime(slot['valid_from'], "%Y-%m-%dT%H:%M:%SZ") valid_to = datetime.strptime(slot['valid_to'], "%Y-%m-%dT%H:%M:%SZ") - if valid_from >= now and valid_to <= end_time: + if valid_from >= begin_time and valid_to <= end_time: print ('---------------') print(f'from datetime{valid_from}') print(f'to datetime{valid_to}') From 5773c2af5944a20906299030f0b9a2b6c926e3d3 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 22 Sep 2024 09:59:56 +0100 Subject: [PATCH 42/65] calculating consecutive slot and avg tariff --- tariff_utils.py | 28 +++++++++++++++++++++++++++- 1 file changed, 27 insertions(+), 1 deletion(-) diff --git a/tariff_utils.py b/tariff_utils.py index cd1cf372..4d236639 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -20,21 +20,47 @@ def calculate_start_time(num_hours, api_key): # Filter and sort the time slots within the next 12 hours now = datetime.now() # Current time begin_time = now + timedelta(minutes=30) - end_time = now + timedelta(hours=scan_hours) # Time 12 hours from now + end_time = begin_time + timedelta(hours=scan_hours) # Time 12 hours from now # Parse the JSON response data = response.json() tariff_data = response.json()['results'] + available_slots = [] + for slot in tariff_data: # Parsing the datetime strings valid_from = datetime.strptime(slot['valid_from'], "%Y-%m-%dT%H:%M:%SZ") valid_to = datetime.strptime(slot['valid_to'], "%Y-%m-%dT%H:%M:%SZ") if valid_from >= begin_time and valid_to <= end_time: + available_slots.append({ + 'valid_from': valid_from, + 'valid_to': valid_to, + 'tariff': slot['value_inc_vat'] + }) print ('---------------') print(f'from datetime{valid_from}') print(f'to datetime{valid_to}') + available_slots.sort(key=lambda x: x['valid_from']) + required_slots = num_hours * 2 + + for i in range(len(available_slots) - required_slots + 1): + consecutive_slots = available_slots[i:i + required_slots] + + # Check if all the slots are consecutive (i.e., exactly 30 minutes apart) + is_consecutive = all( + consecutive_slots[j]['valid_from'] == consecutive_slots[j-1]['valid_to'] + for j in range(1, required_slots) + ) + + if is_consecutive: + total_tariff = sum(slot['tariff'] for slot in consecutive_slots) + avg_tariff = total_tariff / required_slots + print(f'At time {consecutive_slots[0]['valid_from']}, total tariff: {total_tariff}; avg tariff: {avg_tariff}') + else: + print(f'Not consecutive: {consecutive_slots[0]['valid_from']}') + else: print(f'Error: {response.status_code} - {response.reason}') From 97bf5d0877219756c20e95cc70bc8271cab9f9bb Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Thu, 26 Sep 2024 00:47:40 +0100 Subject: [PATCH 43/65] first draft completed --- tariff_utils.py | 24 +++++++++++++++++++----- 1 file changed, 19 insertions(+), 5 deletions(-) diff --git a/tariff_utils.py b/tariff_utils.py index 4d236639..94be2ead 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -15,6 +15,9 @@ def calculate_start_time(num_hours, api_key): print(api_url) response = requests.get(api_url, auth=(api_key, '')) + best_start_time = None + best_tariff = float('inf') + if response.status_code == 200: # Filter and sort the time slots within the next 12 hours @@ -42,6 +45,7 @@ def calculate_start_time(num_hours, api_key): print(f'from datetime{valid_from}') print(f'to datetime{valid_to}') + available_slots.sort(key=lambda x: x['valid_from']) required_slots = num_hours * 2 @@ -55,15 +59,25 @@ def calculate_start_time(num_hours, api_key): ) if is_consecutive: - total_tariff = sum(slot['tariff'] for slot in consecutive_slots) - avg_tariff = total_tariff / required_slots + total_tariff = round(sum(slot['tariff'] for slot in consecutive_slots), 0.01) + avg_tariff = round(total_tariff / required_slots, 0.01) print(f'At time {consecutive_slots[0]['valid_from']}, total tariff: {total_tariff}; avg tariff: {avg_tariff}') + + if total_tariff < best_tariff: + best_tariff = avg_tariff + best_start_time = consecutive_slots[0]['valid_from'] + print(f'BEST TIMESLOT FOUND at [{best_start_time}] for [{best_tariff}].') else: print(f'Not consecutive: {consecutive_slots[0]['valid_from']}') else: print(f'Error: {response.status_code} - {response.reason}') - current_time = datetime.now() - start_time = current_time + timedelta(hours=num_hours) - return start_time.strftime('%Y-%m-%d %H:%M:%S') + if best_start_time: + return best_start_time.strftime('%Y-%m-%d %H:%M:%S') + else: + return None + + # current_time = datetime.now() + # start_time = current_time + timedelta(hours=num_hours) + # return start_time.strftime('%Y-%m-%d %H:%M:%S') From 3a072e3b2fa0b7bc0aac8aaeb6949dac0d4f3a2f Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Thu, 26 Sep 2024 01:01:11 +0100 Subject: [PATCH 44/65] humm --- tariff_utils.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tariff_utils.py b/tariff_utils.py index 94be2ead..e282536a 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -59,7 +59,7 @@ def calculate_start_time(num_hours, api_key): ) if is_consecutive: - total_tariff = round(sum(slot['tariff'] for slot in consecutive_slots), 0.01) + total_tariff = sum(slot['tariff'] for slot in consecutive_slots) avg_tariff = round(total_tariff / required_slots, 0.01) print(f'At time {consecutive_slots[0]['valid_from']}, total tariff: {total_tariff}; avg tariff: {avg_tariff}') From 955059b4604445325f7b7e51c4396799e6d02543 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Thu, 26 Sep 2024 06:34:43 +0100 Subject: [PATCH 45/65] hummm.... --- tariff_utils.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/tariff_utils.py b/tariff_utils.py index e282536a..9f7e7ce0 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -1,7 +1,7 @@ from datetime import datetime, timedelta import requests -scan_hours = 4 +scan_hours = 10 def calculate_start_time(num_hours, api_key): """ @@ -60,7 +60,7 @@ def calculate_start_time(num_hours, api_key): if is_consecutive: total_tariff = sum(slot['tariff'] for slot in consecutive_slots) - avg_tariff = round(total_tariff / required_slots, 0.01) + avg_tariff = total_tariff / required_slots, 0.01 print(f'At time {consecutive_slots[0]['valid_from']}, total tariff: {total_tariff}; avg tariff: {avg_tariff}') if total_tariff < best_tariff: From 30b89d52de97b57fe5e8aaa4c116084006a9a110 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 28 Sep 2024 10:31:30 +0100 Subject: [PATCH 46/65] debug print --- tariff_utils.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/tariff_utils.py b/tariff_utils.py index 9f7e7ce0..fcf8fa89 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -60,10 +60,10 @@ def calculate_start_time(num_hours, api_key): if is_consecutive: total_tariff = sum(slot['tariff'] for slot in consecutive_slots) - avg_tariff = total_tariff / required_slots, 0.01 - print(f'At time {consecutive_slots[0]['valid_from']}, total tariff: {total_tariff}; avg tariff: {avg_tariff}') + avg_tariff = total_tariff / required_slots + print(f'At time {consecutive_slots[0]['valid_from']}, total tariff: {total_tariff}; avg tariff: {avg_tariff}; best tariff: {best_tariff}') - if total_tariff < best_tariff: + if total_tariff < best_tariff best_tariff = avg_tariff best_start_time = consecutive_slots[0]['valid_from'] print(f'BEST TIMESLOT FOUND at [{best_start_time}] for [{best_tariff}].') From f7809ea1dd02f7055f0a5e50d8722889fdca4a4a Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 28 Sep 2024 10:33:35 +0100 Subject: [PATCH 47/65] correct syntx on line 66 --- tariff_utils.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tariff_utils.py b/tariff_utils.py index fcf8fa89..92d82de3 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -63,7 +63,7 @@ def calculate_start_time(num_hours, api_key): avg_tariff = total_tariff / required_slots print(f'At time {consecutive_slots[0]['valid_from']}, total tariff: {total_tariff}; avg tariff: {avg_tariff}; best tariff: {best_tariff}') - if total_tariff < best_tariff + if total_tariff < best_tariff: best_tariff = avg_tariff best_start_time = consecutive_slots[0]['valid_from'] print(f'BEST TIMESLOT FOUND at [{best_start_time}] for [{best_tariff}].') From bb099142376c54b47abade71a34ecd20ffb871db Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 28 Sep 2024 10:47:35 +0100 Subject: [PATCH 48/65] parse the time as UTC --- tariff_utils.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/tariff_utils.py b/tariff_utils.py index 92d82de3..a284bd7d 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -1,7 +1,7 @@ from datetime import datetime, timedelta import requests -scan_hours = 10 +scan_hours = 12 def calculate_start_time(num_hours, api_key): """ @@ -32,8 +32,8 @@ def calculate_start_time(num_hours, api_key): for slot in tariff_data: # Parsing the datetime strings - valid_from = datetime.strptime(slot['valid_from'], "%Y-%m-%dT%H:%M:%SZ") - valid_to = datetime.strptime(slot['valid_to'], "%Y-%m-%dT%H:%M:%SZ") + valid_from = datetime.strptime(slot['valid_from'].replace('Z', ' UTC'), "%Y-%m-%dT%H:%M:%S %z") + valid_to = datetime.strptime(slot['valid_to'].replace('Z', ' UTC'), "%Y-%m-%dT%H:%M:%S %z") if valid_from >= begin_time and valid_to <= end_time: available_slots.append({ From ccc2fd18bf07506063266ffd36bdab1d5ee9464c Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 28 Sep 2024 10:53:15 +0100 Subject: [PATCH 49/65] corrected time format --- tariff_utils.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/tariff_utils.py b/tariff_utils.py index a284bd7d..29a4369d 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -32,8 +32,8 @@ def calculate_start_time(num_hours, api_key): for slot in tariff_data: # Parsing the datetime strings - valid_from = datetime.strptime(slot['valid_from'].replace('Z', ' UTC'), "%Y-%m-%dT%H:%M:%S %z") - valid_to = datetime.strptime(slot['valid_to'].replace('Z', ' UTC'), "%Y-%m-%dT%H:%M:%S %z") + valid_from = datetime.strptime(slot['valid_from'].replace('Z', ' UTC'), "%Y-%m-%dT%H:%M:%S %Z") + valid_to = datetime.strptime(slot['valid_to'].replace('Z', ' UTC'), "%Y-%m-%dT%H:%M:%S %Z") if valid_from >= begin_time and valid_to <= end_time: available_slots.append({ From b1b94d5ed459c544ea6c172cf9bb779b8cca7180 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 28 Sep 2024 11:02:30 +0100 Subject: [PATCH 50/65] converting to UK timezone with pytz --- tariff_utils.py | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/tariff_utils.py b/tariff_utils.py index 29a4369d..22eddd1f 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -1,5 +1,6 @@ from datetime import datetime, timedelta import requests +import pytz scan_hours = 12 @@ -74,7 +75,10 @@ def calculate_start_time(num_hours, api_key): print(f'Error: {response.status_code} - {response.reason}') if best_start_time: - return best_start_time.strftime('%Y-%m-%d %H:%M:%S') + london_tz = pytz.timezone('Europe/London') + best_start_time_uk = best_start_time.astimezone(london_tz) + + return best_start_time_uk.strftime('%Y-%m-%d %H:%M:%S') else: return None From 9b4a181d0e293705a4437716169d11abfc4af33b Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sat, 28 Sep 2024 19:28:31 +0100 Subject: [PATCH 51/65] fixed bug --- tariff_utils.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tariff_utils.py b/tariff_utils.py index 22eddd1f..7f6fd74a 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -65,7 +65,7 @@ def calculate_start_time(num_hours, api_key): print(f'At time {consecutive_slots[0]['valid_from']}, total tariff: {total_tariff}; avg tariff: {avg_tariff}; best tariff: {best_tariff}') if total_tariff < best_tariff: - best_tariff = avg_tariff + best_tariff = total_tariff best_start_time = consecutive_slots[0]['valid_from'] print(f'BEST TIMESLOT FOUND at [{best_start_time}] for [{best_tariff}].') else: From 517c9c9518d994df1077e5c784270b7663050891 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Wed, 8 Jan 2025 18:58:36 +0000 Subject: [PATCH 52/65] adding dummy endpoint for demo --- app.py | 24 +++++++++++++++ static/api_spec.yaml | 71 +++++++++++++++++++++++++++++++++++++++++++- 2 files changed, 94 insertions(+), 1 deletion(-) diff --git a/app.py b/app.py index 5367d44a..95cd6d4a 100644 --- a/app.py +++ b/app.py @@ -1,6 +1,8 @@ from flask import Flask, jsonify, request, abort, send_from_directory from tariff_utils import calculate_start_time import os +from datetime import datetime, timedelta +import random api_key = os.getenv("OCTOPUS_KEY") @@ -43,5 +45,27 @@ def tariff(): start_time_str = calculate_start_time(num_hours, api_key) return jsonify(startTime=start_time_str) +@app.route('/demo_status') +def demo_status(): + connection_type = request.args.get('type', default=None) + + if connection_type not in ["FIX", "MQ", "SFTP", "ALL"]: + return jsonify(error="Invalid connection type. Allowed values are FIX, MQ, SFTP, ALL."), 400 + + return jsonify(message="All your connections are up and running") + +@app.route('/demo_details') +def demo_details(): + connection_id = request.args.get('id', default=None) + + if not connection_id: + return jsonify(error="ID parameter is required"), 400 + + current_time = datetime.utcnow() + random_minutes = random.randint(1, 20) + last_connection_time = current_time - timedelta(minutes=random_minutes) + + return jsonify(message=f"Connection {connection_id} is up", lastConnectionTime=last_connection_time.isoformat() + "Z") + if __name__ == '__main__': app.run(debug=True) diff --git a/static/api_spec.yaml b/static/api_spec.yaml index 4c97a56f..6465983c 100644 --- a/static/api_spec.yaml +++ b/static/api_spec.yaml @@ -56,4 +56,73 @@ paths: type: string example: "numHours parameter is required" 401: - description: Unauthorized access \ No newline at end of file + description: Unauthorized access + /demo_status: + get: + summary: Returns the status of connections + operationId: demoStatus + parameters: + - in: query + name: type + schema: + type: string + enum: [FIX, MQ, SFTP, ALL] + required: true + description: The type of connection to check + responses: + 200: + description: Successful response confirming all connections are up + content: + application/json: + schema: + type: object + properties: + message: + type: string + example: "All your connections are up and running" + 400: + description: Bad request response when input validation fails + content: + application/json: + schema: + type: object + properties: + error: + type: string + example: "Invalid connection type. Allowed values are FIX, MQ, SFTP, ALL." + /demo_details: + get: + summary: Returns the details of a specific connection + operationId: demoDetails + parameters: + - in: query + name: id + schema: + type: string + required: true + description: The ID of the connection to check + responses: + 200: + description: Successful response with connection details + content: + application/json: + schema: + type: object + properties: + message: + type: string + example: "Connection 123 is up" + lastConnectionTime: + type: string + format: date-time + example: "2025-01-08T12:00:00Z" + 400: + description: Bad request response when input validation fails + content: + application/json: + schema: + type: object + properties: + error: + type: string + example: "ID parameter is required" From 75496b32536eb67a0eb4c43ab1fc469ebf8e9a51 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Wed, 8 Jan 2025 20:44:36 +0000 Subject: [PATCH 53/65] specify connection type when --- app.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/app.py b/app.py index 95cd6d4a..94988c21 100644 --- a/app.py +++ b/app.py @@ -52,7 +52,7 @@ def demo_status(): if connection_type not in ["FIX", "MQ", "SFTP", "ALL"]: return jsonify(error="Invalid connection type. Allowed values are FIX, MQ, SFTP, ALL."), 400 - return jsonify(message="All your connections are up and running") + return jsonify(message=f'All your {connection_type} connections are up and running') @app.route('/demo_details') def demo_details(): From 245ea6e601860fffec1c96e81fdf28c175637796 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Wed, 8 Jan 2025 21:12:09 +0000 Subject: [PATCH 54/65] specify connection type if it is not ALL --- app.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/app.py b/app.py index 94988c21..933c3ec0 100644 --- a/app.py +++ b/app.py @@ -52,7 +52,7 @@ def demo_status(): if connection_type not in ["FIX", "MQ", "SFTP", "ALL"]: return jsonify(error="Invalid connection type. Allowed values are FIX, MQ, SFTP, ALL."), 400 - return jsonify(message=f'All your {connection_type} connections are up and running') + return jsonify(message=f'All your {"" if connection_type == "ALL" else connection_type} connections are up and running') @app.route('/demo_details') def demo_details(): From 15a38f9f45d68d6c0ce0bf86ab8c801a0c064143 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Fri, 10 Jan 2025 20:44:50 +0000 Subject: [PATCH 55/65] add debug msg for the rest call status code --- tariff_utils.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/tariff_utils.py b/tariff_utils.py index 7f6fd74a..ba6cfdb1 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -18,6 +18,9 @@ def calculate_start_time(num_hours, api_key): response = requests.get(api_url, auth=(api_key, '')) best_start_time = None best_tariff = float('inf') + + + print(f'Returned status code: {response.status_code}') if response.status_code == 200: From 8cfe898356ab846ce120ba1f6c38d4c136eb5dc1 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Fri, 10 Jan 2025 21:03:23 +0000 Subject: [PATCH 56/65] more trace --- tariff_utils.py | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/tariff_utils.py b/tariff_utils.py index ba6cfdb1..d127a01c 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -34,6 +34,9 @@ def calculate_start_time(num_hours, api_key): tariff_data = response.json()['results'] available_slots = [] + + print(f'tariff_data: {len(tariff_data)}') + for slot in tariff_data: # Parsing the datetime strings valid_from = datetime.strptime(slot['valid_from'].replace('Z', ' UTC'), "%Y-%m-%dT%H:%M:%S %Z") @@ -53,6 +56,8 @@ def calculate_start_time(num_hours, api_key): available_slots.sort(key=lambda x: x['valid_from']) required_slots = num_hours * 2 + print(f'available_slots: {len(available_slots)}') + for i in range(len(available_slots) - required_slots + 1): consecutive_slots = available_slots[i:i + required_slots] From 6c0a6e51d6d7f4f78e02b6d4f25a86278de12908 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Fri, 10 Jan 2025 21:11:36 +0000 Subject: [PATCH 57/65] tracing different timestamp --- tariff_utils.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/tariff_utils.py b/tariff_utils.py index d127a01c..d9f0de22 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -36,12 +36,16 @@ def calculate_start_time(num_hours, api_key): print(f'tariff_data: {len(tariff_data)}') + print(f'begin_time: {begin_time}') + print(f'end_time: {end_time}') for slot in tariff_data: # Parsing the datetime strings valid_from = datetime.strptime(slot['valid_from'].replace('Z', ' UTC'), "%Y-%m-%dT%H:%M:%S %Z") valid_to = datetime.strptime(slot['valid_to'].replace('Z', ' UTC'), "%Y-%m-%dT%H:%M:%S %Z") + print(f'valid from: {valid_from} | valid to: {valid_to}') + if valid_from >= begin_time and valid_to <= end_time: available_slots.append({ 'valid_from': valid_from, From c8faf45022583c8eee0102ed4a1b219a162e5e8d Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Wed, 26 Feb 2025 18:43:14 +0000 Subject: [PATCH 58/65] New API endpoint --- tariff_utils.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/tariff_utils.py b/tariff_utils.py index d9f0de22..48fe7202 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -12,7 +12,8 @@ def calculate_start_time(num_hours, api_key): :return: str - The start time formatted as 'YYYY-MM-DD HH:MM:SS' """ - api_url = 'https://api.octopus.energy/v1/products/AGILE-FLEX-22-11-25/electricity-tariffs/E-1R-AGILE-FLEX-22-11-25-C/standard-unit-rates/' + # api_url = 'https://api.octopus.energy/v1/products/AGILE-FLEX-22-11-25/electricity-tariffs/E-1R-AGILE-FLEX-22-11-25-C/standard-unit-rates/' + api_url = 'https://api.octopus.energy/v1/products/AGILE-24-10-01/electricity-tariffs/E-1R-AGILE-24-10-01-C/standard-unit-rates/' print(api_url) response = requests.get(api_url, auth=(api_key, '')) From ea9b3eb5cdc1f81d43df70cbc7683b32bd158402 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Wed, 26 Feb 2025 18:54:13 +0000 Subject: [PATCH 59/65] remove comment --- tariff_utils.py | 17 ----------------- 1 file changed, 17 deletions(-) diff --git a/tariff_utils.py b/tariff_utils.py index 48fe7202..0ba720fb 100644 --- a/tariff_utils.py +++ b/tariff_utils.py @@ -15,7 +15,6 @@ def calculate_start_time(num_hours, api_key): # api_url = 'https://api.octopus.energy/v1/products/AGILE-FLEX-22-11-25/electricity-tariffs/E-1R-AGILE-FLEX-22-11-25-C/standard-unit-rates/' api_url = 'https://api.octopus.energy/v1/products/AGILE-24-10-01/electricity-tariffs/E-1R-AGILE-24-10-01-C/standard-unit-rates/' - print(api_url) response = requests.get(api_url, auth=(api_key, '')) best_start_time = None best_tariff = float('inf') @@ -35,34 +34,22 @@ def calculate_start_time(num_hours, api_key): tariff_data = response.json()['results'] available_slots = [] - - print(f'tariff_data: {len(tariff_data)}') - print(f'begin_time: {begin_time}') - print(f'end_time: {end_time}') - for slot in tariff_data: # Parsing the datetime strings valid_from = datetime.strptime(slot['valid_from'].replace('Z', ' UTC'), "%Y-%m-%dT%H:%M:%S %Z") valid_to = datetime.strptime(slot['valid_to'].replace('Z', ' UTC'), "%Y-%m-%dT%H:%M:%S %Z") - print(f'valid from: {valid_from} | valid to: {valid_to}') - if valid_from >= begin_time and valid_to <= end_time: available_slots.append({ 'valid_from': valid_from, 'valid_to': valid_to, 'tariff': slot['value_inc_vat'] }) - print ('---------------') - print(f'from datetime{valid_from}') - print(f'to datetime{valid_to}') available_slots.sort(key=lambda x: x['valid_from']) required_slots = num_hours * 2 - print(f'available_slots: {len(available_slots)}') - for i in range(len(available_slots) - required_slots + 1): consecutive_slots = available_slots[i:i + required_slots] @@ -75,7 +62,6 @@ def calculate_start_time(num_hours, api_key): if is_consecutive: total_tariff = sum(slot['tariff'] for slot in consecutive_slots) avg_tariff = total_tariff / required_slots - print(f'At time {consecutive_slots[0]['valid_from']}, total tariff: {total_tariff}; avg tariff: {avg_tariff}; best tariff: {best_tariff}') if total_tariff < best_tariff: best_tariff = total_tariff @@ -95,6 +81,3 @@ def calculate_start_time(num_hours, api_key): else: return None - # current_time = datetime.now() - # start_time = current_time + timedelta(hours=num_hours) - # return start_time.strftime('%Y-%m-%d %H:%M:%S') From 047e30892a651ff01b17ceed9d050f9255fe7308 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 17 Aug 2025 10:36:31 +0100 Subject: [PATCH 60/65] upload FIX data dic xml --- static/xml/Abbreviations.xml | 975 + static/xml/Categories.xml | 273 + static/xml/Components.xml | 1595 ++ static/xml/Datatypes.xml | 453 + static/xml/Enums.xml | 23100 ++++++++++++++++++++ static/xml/Fields.xml | 12319 +++++++++++ static/xml/Messages.xml | 1229 ++ static/xml/MsgContents.xml | 38093 +++++++++++++++++++++++++++++++++ static/xml/Sections.xml | 64 + 9 files changed, 78101 insertions(+) create mode 100644 static/xml/Abbreviations.xml create mode 100644 static/xml/Categories.xml create mode 100644 static/xml/Components.xml create mode 100644 static/xml/Datatypes.xml create mode 100644 static/xml/Enums.xml create mode 100644 static/xml/Fields.xml create mode 100644 static/xml/Messages.xml create mode 100644 static/xml/MsgContents.xml create mode 100644 static/xml/Sections.xml diff --git a/static/xml/Abbreviations.xml b/static/xml/Abbreviations.xml new file mode 100644 index 00000000..af5ee5c0 --- /dev/null +++ b/static/xml/Abbreviations.xml @@ -0,0 +1,975 @@ + + + Account + Acct + + + Accrual + Acrl + + + Accrued + Acrd + + + Acknowledgement + Ack + + + Action + Actn + + + Adjust + Adj + + + Adjustment + Adjmt + + + Advertisement + Adv + + + Affected + Afctd + + + Algorithm + Algo + + + Allocation + Alloc + + + AllowableOneSidedness + AOS + + + Amount + Amt + + + Application + Appl + + + Assignment + Asgn + + + Attachment + Attch + + + Attribute + Attrb + + + Base + Base + + + Behalf + Bhf + + + Benchmark + Bnchmk + + + Booking + Bkng + + + Broker + Brkr + + + Brokers + Brkrs + + + Business + Biz + + + Calculation + Calc + + + Cancel + Cxl + + + Capacity + Cpcty + + + Capture + Capt + + + Cash + Csh + + + Category + Catgy + + + Client + Cl + + + Close + Cls + + + Code + Cd + + + Collateral + Coll + + + Commission + Comm + + + Common + Cmn + + + Company + Comp + + + Complex + Cmplx + + + Condition + Cond + + + Confirmation + Cnfm + + + Confirmation + Confirm + + + Context + Cntxt + + + Contra + Cntra + + + Control + Ctrl + + + Corporate + Corp + + + Country + Ctry + + + Coupon + Cpn + + + Cross + Crss + + + Cumulative + Cum + + + Currency + Ccy + + + Curve + Crv + + + Data + Data + + + Database + Db + + + Date + Dt + + + Definition + Def + + + Delete + Del + + + Deliver + Dlvr + + + Derivative + Deriv + + + Description + Desc + + + Destination + Dest + + + Detail + Detl + + + Determination + Dtrmn + + + Device + Dev + + + Discount + Disc + + + Discretion + Dsctn + + + Discretionary + Dsctnry + + + Don't Know + DK + + + Duplicate + Dup + + + Effective + Efctv + + + Encoded + Enc + + + Error + Err + + + Event + Evnt + + + Exchange + Exch + + + ExchangeForPhysical + EFP + + + Execute + Exct + + + Execution + Exctn + + + Exercise + Exr + + + Factor + Fctr + + + Feed + Feed + + + Foreign Currency + FX + + + Forward + Fwd + + + Force + Force + + + Future + Fut + + + Good Till Date + GTD + + + Group + Grp + + + Handling + Hndl + + + Identifier + ID + + + Implicit + Implct + + + Increment + Incr + + + Index + Ndx + + + Indication of Interest + IOI + + + Indicator + Ind + + + Information + Info + + + Input + Inpt + + + Inquiry + Inq + + + Institution + Instn + + + Instruction + Inst + + + Instrument + Instrmt + + + Interest + Int + + + Issue + Iss + + + Issuer + Issr + + + Language + Lang + + + Level + Lvl + + + Liquidity + Lqdty + + + Limit + Lmt + + + List + List + + + Locate + Loc + + + Location + Lctn + + + Lot + Lot + + + Maintenance + Mnt + + + Margin + Mgn + + + Market + Mkt + + + Mass + Mass + + + Match + Mtch + + + Maturity + Mat + + + Maximum + Max + + + Message + Msg + + + Method + Meth + + + Minimum + Min + + + Miscellaneous + Misc + + + Model + Model + + + Modification + Mod + + + Money + Mny + + + Month + Mo + + + Multileg + Mleg + + + Multiplier + Mult + + + Name + Nme + + + Nested + Nst + + + Network + Ntwk + + + News + News + + + Notification + Notifctn + + + Notional + Notl + + + Number + Num + + + Number + No + + + Obligation + Oblig + + + Offer + Ofr + + + Operator + Oper + + + Option + Opt + + + Order + Ord + + + Original + Orig + + + Other + Oth + + + Outstanding + Out + + + Parameter + Prm + + + Party + Pty + + + Payment + Pmt + + + Percent + Pct + + + Percentage + Pctg + + + Platform + Pltfm + + + Point + Pnt + + + Position + Pos + + + Possible + Psbl + + + Preliminary + Prlm + + + Precision + Prcsn + + + Previous + Prev + + + Price + Px + + + Priority + Pri + + + Priotization + Prtztn + + + Product + Prod + + + Publish + Pub + + + Qualifier + Qual + + + Quality + Qlty + + + Quantity + Qty + + + Quote + Quot + + + Range + Rng + + + Rate + Rt + + + Rating + Rtng + + + Reason + Rsn + + + Redemption + Red + + + Reference + Ref + + + Registration + Rgst + + + Registry + Rgstry + + + Reject + Rej + + + Related + Reltd + + + Relationship + Rltnshp + + + Report + Rpt + + + Reports + Rpts + + + Repurchase + Repo + + + Request + Req + + + Reset + Reset + + + Response + Rsp + + + Restatement + Rstmt + + + Restrict + Rstct + + + Restriction + Rstctn + + + Restrictions + Rstctns + + + Restructuring + Rstrct + + + Result + Rslt + + + Risk + Risk + + + Roles + R + + + Round + Rnd + + + Rules + Rules + + + Scope + Scope + + + Secondary + 2 + + + Security + Sec + + + Segment + Seg + + + Sender + Snd + + + Sending + Sndg + + + Seniority + Snrty + + + Sequence + Seq + + + Service + Svc + + + Session + Ses + + + Settlement + Settl + + + Short + Shrt + + + Size + Sz + + + Source + Src + + + Standing + Stand + + + Start + Start + + + State + St + + + Status + Stat + + + Stipulation + Stip + + + Strategy + Strt + + + Stream + Strm + + + Strike + Strk + + + Subscription + Sub + + + Subsidiary + Subsid + + + Suffix + Sfx + + + Symbol + Sym + + + System + Sys + + + Target + Tgt + + + Term + Trm + + + Tick + Tick + + + Ticket + Tkt + + + Time + Tm + + + Timestamp + TS + + + Total + Tot + + + Tracking + Trkng + + + Trade + Trd + + + Trading + Trdg + + + TradingSession + TrdgSes + + + Transaction + Txn + + + Type + Typ + + + Underlying + Und + + + Update + Upd + + + Value + Valu + + + Valuation + Val + + + Venue + Venu + + + Volume + Vol + + + Warning + Warn + + + Year + Yr + + + Yield + Yld + + \ No newline at end of file diff --git a/static/xml/Categories.xml b/static/xml/Categories.xml new file mode 100644 index 00000000..1e4e0bca --- /dev/null +++ b/static/xml/Categories.xml @@ -0,0 +1,273 @@ + + + Session + session + 1 + 0 + Message + Session + 2 + + + Indication + indications + 0 + 1 + Message + PreTrade + 3 + components + + + SingleGeneralOrderHandling + order + 0 + 1 + Message + Trade + 4 + components + + + EventCommunication + newsevents + 0 + 1 + Message + PreTrade + 3 + components + + + ProgramTrading + listorders + 0 + 1 + Message + Trade + 4 + components + + + OrderMassHandling + ordermasshandling + 0 + 1 + Message + Trade + 4 + components + + + Allocation + allocation + 0 + 1 + Message + PostTrade + 5 + components + + + QuotationNegotiation + quotation + 0 + 1 + Message + PreTrade + 3 + components + + + SettlementInstruction + settlement + 0 + 1 + Message + PostTrade + 5 + components + + + MarketData + marketdata + 0 + 1 + Message + PreTrade + 3 + components + + + Common + components + 0 + 1 + Message + 1 + fields + + + RegistrationInstruction + registration + 0 + 1 + Message + PostTrade + 3 + components + + + CrossOrders + crossorders + 0 + 1 + Message + Trade + 4 + components + + + MultilegOrders + multilegorders + 0 + 1 + Message + Trade + 4 + components + + + TradeCapture + tradecapture + 0 + 1 + Message + PostTrade + 5 + components + + + Confirmation + confirmation + 0 + 1 + Message + PostTrade + 5 + components + + + PositionMaintenance + positions + 0 + 1 + Message + PostTrade + 5 + components + + + CollateralManagement + collateral + 0 + 1 + Message + PostTrade + 5 + components + + + Application + application + 0 + 1 + Message + Infrastructure + 1 + components + + + BusinessReject + businessreject + 0 + 1 + Message + Infrastructure + 1 + components + + + Network + network + 0 + 1 + Message + Infrastructure + 1 + components + + + UserManagement + usermanagement + 0 + 1 + Message + Infrastructure + 1 + components + + + Fields + fields + 0 + 0 + Field + 6 + + + ImplFields + fields + 0 + 0 + Field + 6 + + + MarketStructureReferenceData + marketstructure + 0 + 1 + Message + PreTrade + 3 + components + + + SecuritiesReferenceData + securitiesreference + 0 + 1 + Message + PreTrade + 3 + components + + \ No newline at end of file diff --git a/static/xml/Components.xml b/static/xml/Components.xml new file mode 100644 index 00000000..156f8851 --- /dev/null +++ b/static/xml/Components.xml @@ -0,0 +1,1595 @@ + + + 1000 + Block + Common + CommissionData + Comm + 0 + The CommissionDate component block is used to carry commission information such as the type of commission and the rate. + + + 1001 + Block + Common + DiscretionInstructions + DiscInstr + 0 + The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price. + + + 1002 + Block + Common + FinancingDetails + FinDetls + 0 + Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example. + + + 1003 + Block + Common + Instrument + Instrmt + 0 + The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX. + + + 1004 + Block + Common + InstrumentExtension + InstrmtExt + 0 + The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities. + + + 1005 + Block + Common + InstrumentLeg + Leg + 0 + The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages. + + + 1006 + Block + Common + LegBenchmarkCurveData + BnchmkCurve + 0 + The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. + + + 1007 + BlockRepeating + Common + LegStipulations + Stip + 0 + The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. + + + 1008 + BlockRepeating + Common + NestedParties + Pty + 0 + The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. + + + 1011 + Block + Common + OrderQtyData + OrdQty + 0 + The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). + + + 1012 + BlockRepeating + Common + Parties + Pty + 0 + The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource. + + + 1013 + Block + Common + PegInstructions + PegInstr + 0 + The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security. + + + 1014 + BlockRepeating + Common + PositionAmountData + Amt + 0 + The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position. + + + 1015 + BlockRepeating + Common + PositionQty + Qty + 0 + The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities. + + + 1016 + Block + Common + SettlInstructionsData + SetInstr + 0 + The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties + + + 1017 + BlockRepeating + Common + SettlParties + Pty + 0 + The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process. + + + 1018 + Block + Common + SpreadOrBenchmarkCurveData + SprdBnchmkCurve + 0 + The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. + + + 1019 + BlockRepeating + Common + Stipulations + Stip + 0 + The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information. + + + 1020 + BlockRepeating + Common + TrdRegTimestamps + TrdRegTS + 0 + The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc. + + + 1021 + Block + Common + UnderlyingInstrument + Undly + 0 + The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. + + + 1022 + Block + Common + YieldData + Yield + 0 + The YieldData component block conveys yield information for a given Fixed Income security. + + + 1023 + BlockRepeating + Common + UnderlyingStipulations + Stip + 0 + The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security. + + + 1024 + Block + Session + StandardHeader + BaseHeader + 0 + The standard FIX message header + + + 1025 + Block + Session + StandardTrailer + Trlr + 1 + The standard FIX message trailer + + + 1009 + BlockRepeating + Common + NestedParties2 + Pty + 0 + The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. + + + 1010 + BlockRepeating + Common + NestedParties3 + Pty + 0 + The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. + + + 2001 + ImplicitBlockRepeating + OrderMassHandling + AffectedOrdGrp + AffectOrd + 0 + + + + 2002 + ImplicitBlockRepeating + Allocation + AllocAckGrp + AllocAck + 0 + + + + 2003 + ImplicitBlockRepeating + Allocation + AllocGrp + Alloc + 0 + + + + 2004 + ImplicitBlockRepeating + ProgramTrading + BidCompReqGrp + CompReq + 0 + + + + 2005 + ImplicitBlockRepeating + ProgramTrading + BidCompRspGrp + CompRsp + 0 + + + + 2006 + ImplicitBlockRepeating + ProgramTrading + BidDescReqGrp + DescReq + 0 + + + + 2007 + ImplicitBlockRepeating + Common + ClrInstGrp + ClrInst + 0 + + + + 2008 + ImplicitBlockRepeating + CollateralManagement + CollInqQualGrp + Qual + 0 + + + + 2009 + ImplicitBlockRepeating + Common + CompIDReqGrp + CIDReq + 0 + + + + 2010 + ImplicitBlockRepeating + Common + CompIDStatGrp + CIDStat + 0 + + + + 2011 + ImplicitBlockRepeating + Common + ContAmtGrp + ContAmt + 0 + + + + 2012 + ImplicitBlockRepeating + Common + ContraGrp + Contra + 0 + + + + 2013 + ImplicitBlockRepeating + Confirmation + CpctyConfGrp + Cpcty + 0 + + + + 2014 + ImplicitBlockRepeating + Allocation + ExecAllocGrp + AllExc + 0 + + + + 2015 + ImplicitBlockRepeating + CollateralManagement + ExecCollGrp + CollExc + 0 + + + + 2017 + ImplicitBlockRepeating + Common + InstrmtGrp + Inst + 0 + + + + 2018 + ImplicitBlockRepeating + Common + InstrmtLegExecGrp + Exec + 0 + + + + 2019 + OptimisedImplicitBlockRepeating + Common + InstrmtLegGrp + Leg + 0 + + + + 2020 + ImplicitBlockRepeating + Common + InstrmtLegIOIGrp + IOI + 0 + + + + 2021 + ImplicitBlockRepeating + Common + InstrmtLegSecListGrp + SecL + 0 + + + + 2022 + ImplicitBlockRepeating + Common + InstrmtMDReqGrp + InstReq + 0 + + + + 2023 + ImplicitBlockRepeating + ProgramTrading + InstrmtStrkPxGrp + StrkPX + 0 + + + + 2024 + ImplicitBlockRepeating + Indication + IOIQualGrp + Qual + 0 + + + + 2025 + ImplicitBlockRepeating + MultilegOrders + LegOrdGrp + Ord + 0 + + + + 2026 + ImplicitBlockRepeating + Common + LegPreAllocGrp + PreAll + 0 + + + + 2027 + ImplicitBlockRepeating + QuotationNegotiation + LegQuotGrp + Quot + 0 + + + + 2028 + ImplicitBlockRepeating + QuotationNegotiation + LegQuotStatGrp + QuoteStat + 0 + + + + 2029 + ImplicitBlockRepeating + Common + LinesOfTextGrp + TxtLn + 0 + + + + 2030 + ImplicitBlockRepeating + ProgramTrading + ListOrdGrp + Ord + 0 + + + + 2031 + ImplicitBlockRepeating + MarketData + MDFullGrp + Full + 0 + + + + 2032 + ImplicitBlockRepeating + MarketData + MDIncGrp + Inc + 0 + + + + 2033 + ImplicitBlockRepeating + MarketData + MDReqGrp + Req + 0 + + + + 2034 + ImplicitBlockRepeating + MarketData + MDRjctGrp + Rjct + 0 + + + + 2035 + ImplicitBlockRepeating + Common + MiscFeesGrp + MiscFees + 0 + + + + 2036 + ImplicitBlockRepeating + Common + OrdAllocGrp + OrdAlloc + 0 + + + + 2037 + ImplicitBlockRepeating + ProgramTrading + OrdListStatGrp + ListStat + 0 + + + + 2038 + ImplicitBlockRepeating + PositionMaintenance + PosUndInstrmtGrp + PosUnd + 0 + + + + 2039 + ImplicitBlockRepeating + Common + PreAllocGrp + PreAll + 0 + + + + 2040 + ImplicitBlockRepeating + Common + PreAllocMlegGrp + PreAllocMleg + 0 + + + + 2041 + ImplicitBlockRepeating + QuotationNegotiation + QuotCxlEntriesGrp + QuotCxlEntry + 0 + + + + 2042 + ImplicitBlockRepeating + QuotationNegotiation + QuotEntryAckGrp + QuotEntryAck + 0 + + + + 2043 + ImplicitBlockRepeating + QuotationNegotiation + QuotEntryGrp + QuotEntry + 0 + + + + 2044 + ImplicitBlockRepeating + QuotationNegotiation + QuotQualGrp + QuotQual + 0 + + + + 2045 + ImplicitBlockRepeating + QuotationNegotiation + QuotReqGrp + QuotReq + 0 + + + + 2046 + ImplicitBlockRepeating + QuotationNegotiation + QuotReqLegsGrp + Leg + 0 + + + + 2047 + ImplicitBlockRepeating + QuotationNegotiation + QuotReqRjctGrp + QuotReqRej + 0 + + + + 2048 + ImplicitBlockRepeating + QuotationNegotiation + QuotSetAckGrp + QuotSetAck + 0 + + + + 2049 + ImplicitBlockRepeating + QuotationNegotiation + QuotSetGrp + QuotSet + 0 + + + + 2050 + ImplicitBlockRepeating + SecuritiesReferenceData + RelSymDerivSecGrp + RelSym + 0 + + + + 2051 + ImplicitBlockRepeating + QuotationNegotiation + RFQReqGrp + RFQReq + 0 + + + + 2052 + ImplicitBlockRepeating + RegistrationInstruction + RgstDistInstGrp + RgDtlInst + 0 + + + + 2053 + ImplicitBlockRepeating + RegistrationInstruction + RgstDtlsGrp + RgDtl + 0 + + + + 2054 + ImplicitBlockRepeating + Common + RoutingGrp + Rtg + 0 + + + + 2055 + ImplicitBlockRepeating + SecuritiesReferenceData + SecListGrp + SecL + 0 + + + + 2056 + ImplicitBlockRepeating + SecuritiesReferenceData + SecTypesGrp + SecT + 0 + + + + 2057 + ImplicitBlockRepeating + SettlementInstruction + SettlInstGrp + SetInst + 0 + + + + 2058 + ImplicitBlockRepeating + CrossOrders + SideCrossOrdCxlGrp + SideCrossCxl + 0 + + + + 2059 + ImplicitBlockRepeating + CrossOrders + SideCrossOrdModGrp + SideCrossMod + 0 + + + + 2060 + ImplicitBlockRepeating + TradeCapture + TrdAllocGrp + Alloc + 0 + + + + 2061 + ImplicitBlockRepeating + TradeCapture + TrdCapRptSideGrp + RptSide + 0 + + + + 2062 + ImplicitBlockRepeating + CollateralManagement + TrdCollGrp + TrdColl + 0 + + + + 2063 + ImplicitBlockRepeating + TradeCapture + TrdInstrmtLegGrp + TrdLeg + 0 + + + + 2064 + ImplicitBlockRepeating + Common + TrdgSesGrp + TrdSes + 0 + + + + 2065 + ImplicitBlockRepeating + CollateralManagement + UndInstrmtCollGrp + UndColl + 0 + + + + 2066 + OptimisedImplicitBlockRepeating + Common + UndInstrmtGrp + Undly + 0 + + + + 2069 + ImplicitBlockRepeating + TradeCapture + TrdCapDtGrp + TrdCapDt + 0 + + + + 2070 + ImplicitBlockRepeating + Common + EvntGrp + Evnt + 0 + + + + 2071 + ImplicitBlockRepeating + Common + SecAltIDGrp + AID + 0 + + + + 2072 + ImplicitBlockRepeating + Common + LegSecAltIDGrp + LegAID + 0 + + + + 2073 + ImplicitBlockRepeating + Common + UndSecAltIDGrp + UndAID + 0 + + + + 2074 + ImplicitBlockRepeating + Common + AttrbGrp + Attrb + 0 + + + + 2075 + ImplicitBlockRepeating + Common + DlvyInstGrp + DlvInst + 0 + + + + 2076 + ImplicitBlockRepeating + Common + SettlPtysSubGrp + Sub + 0 + + + + 2077 + ImplicitBlockRepeating + Common + PtysSubGrp + Sub + 0 + + + + 2078 + ImplicitBlockRepeating + Common + NstdPtysSubGrp + Sub + 0 + + + + 2085 + ImplicitBlockRepeating + Session + HopGrp + Hop + 0 + + + + 2079 + ImplicitBlockRepeating + Common + NstdPtys2SubGrp + Sub + 0 + + + + 2080 + ImplicitBlockRepeating + Common + NstdPtys3SubGrp + Sub + 0 + + + + 2086 + ImplicitBlockRepeating + Common + StrategyParametersGrp + StrtPrmGrp + 0 + + + + 2087 + ImplicitBlockRepeating + SecuritiesReferenceData + SecLstUpdRelSymGrp + SecL + 0 + + + + 2088 + ImplicitBlockRepeating + SecuritiesReferenceData + SecLstUpdRelSymsLegGrp + SecLstUpdRelSymsLegGrp + 0 + + + + 1026 + BlockRepeating + PositionMaintenance + UnderlyingAmount + UndDlvAmt + 0 + The UnderlyingAmount component block is used to supply the underlying amounts, dates, settlement status and method for derivative positions. + + + 1027 + BlockRepeating + PositionMaintenance + ExpirationQty + Qty + 0 + The ExpirationQty component block identified the expiration quantities and type of expiration. + + + 1032 + BlockRepeating + Common + InstrumentParties + Pty + 0 + The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block. + + + 2093 + ImplicitBlockRepeating + Common + InstrumentPtysSubGrp + Sub + 0 + + + + 1028 + BlockRepeating + TradeCapture + SideTrdRegTS + TrdRegTS + 0 + The SideTrdRegTS component block is used to convey regulatory timestamps associated with one side of a multi-sided trade event. + + + 2094 + ImplicitBlockRepeating + TradeCapture + TrdCapRptAckSideGrp + RptSide + 0 + + + + 1033 + BlockRepeating + Common + UndlyInstrumentParties + Pty + 0 + The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block. + + + 2096 + ImplicitBlockRepeating + Common + UndlyInstrumentPtysSubGrp + Sub + 0 + + + + 1029 + Block + Common + DisplayInstruction + DsplyInstr + 0 + The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market. + + + 1030 + Block + Common + TriggeringInstruction + TrgrInstr + 0 + The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered. + + + 1031 + BlockRepeating + Common + RootParties + Pty + 0 + The RootParties component block is a version of the Parties component block used to provide root information regarding the owning and entering parties of a transaction. + + + 2097 + ImplicitBlockRepeating + Common + RootSubParties + Sub + 0 + + + + 2099 + ImplicitBlockRepeating + Common + TrdSessLstGrp + TrdSessLstGrp + 0 + + + + 2098 + ImplicitBlockRepeating + Common + MsgTypeGrp + MsgTypeGrp + 0 + + + + 1058 + Block + Common + SecurityTradingRules + SecTrdgRules + 0 + Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security. + + + 2139 + ImplicitBlockRepeating + Common + SettlDetails + SettlDetails + 0 + + + + 2101 + ImplicitBlockRepeating + SettlementInstruction + SettlObligationInstructions + SettlObligInst + 0 + + + + 2102 + ImplicitBlockRepeating + MarketData + SecSizesGrp + SecSizesGrp + 0 + + + + 2103 + ImplicitBlockRepeating + MarketData + StatsIndGrp + StatsIndGrp + 0 + + + + 1060 + XMLDataBlock + Common + SecurityXML + SecXML + 0 + The SecurityXML component is used for carrying security description or definition in an XML format. See "Specifying an FpML product specification from within the FIX Instrument Block" for more information on using this component block with FpML as a guideline. + + + 2118 + ImplicitBlockRepeating + Common + TickRules + TickRules + 0 + + + + 2119 + ImplicitBlockRepeating + Common + StrikeRules + StrkRules + 0 + + + + 2120 + ImplicitBlockRepeating + Common + MaturityRules + MatRules + 0 + + + + 2121 + ImplicitBlock + Common + SecondaryPriceLimits + PxLmts2 + 0 + + + + 2122 + ImplicitBlock + Common + PriceLimits + PxLmts + 0 + + + + 2123 + ImplicitBlockRepeating + Common + MarketDataFeedTypes + MDFeedTyps + 0 + + + + 2124 + ImplicitBlockRepeating + Common + LotTypeRules + LotTypeRules + 0 + + + + 2125 + ImplicitBlockRepeating + Common + MatchRules + MtchRules + 0 + + + + 2126 + ImplicitBlockRepeating + Common + ExecInstRules + ExecInstRules + 0 + + + + 2127 + ImplicitBlockRepeating + Common + TimeInForceRules + TmInForceRules + 0 + + + + 2128 + ImplicitBlockRepeating + Common + OrdTypeRules + OrdTypRules + 0 + + + + 2129 + ImplicitBlock + Common + TradingSessionRules + TrdgSesRules + 0 + + + + 2130 + ImplicitBlockRepeating + Common + TradingSessionRulesGrp + TrdgSesRulesGrp + 0 + + + + 2131 + ImplicitBlock + Common + BaseTradingRules + BaseTrdgRules + 0 + + + + 2132 + ImplicitBlockRepeating + Common + MarketSegmentGrp + MktSegGrp + 0 + + + + 2104 + ImplicitBlockRepeating + Common + DerivativeInstrumentPartySubIDsGrp + Sub + 0 + + + + 2141 + ImplicitBlockRepeating + Common + DerivativeInstrumentParties + Pty + 0 + + + + 2136 + ImplicitBlockRepeating + Common + DerivativeInstrumentAttribute + Attrb + 0 + + + + 2135 + ImplicitBlockRepeating + Common + NestedInstrumentAttribute + Attrb + 0 + + + + 2140 + ImplicitBlock + Common + DerivativeInstrument + DerivInstrmt + 0 + + + + 2105 + ImplicitBlockRepeating + Common + DerivativeSecurityAltIDGrp + AID + 0 + + + + 2106 + ImplicitBlockRepeating + Common + DerivativeEventsGrp + Evnt + 0 + + + + 2133 + ImplicitBlock + Common + DerivativeSecurityDefinition + DerivSecDef + 0 + + + + 2107 + ImplicitBlockRepeating + Common + RelSymDerivSecUpdGrp + RelSym + 0 + + + + 1061 + XMLDataBlock + Common + DerivativeSecurityXML + SecXML + 0 + + + + 2108 + ImplicitBlockRepeating + TradeCapture + UnderlyingLegSecurityAltIDGrp + AID + 0 + + + + 2134 + ImplicitBlock + TradeCapture + UnderlyingLegInstrument + Instrmt + 0 + + + + 2109 + ImplicitBlockRepeating + TradeCapture + TradeCapLegUnderlyingsGrp + TradeCapLegUndlyGrp + 0 + + + + 2137 + ImplicitBlockRepeating + UserManagement + UsernameGrp + UserGrp + 0 + + + + 2111 + ImplicitBlockRepeating + OrderMassHandling + NotAffectedOrdersGrp + NotAffectedOrdersGrp + 0 + + + + 2112 + ImplicitBlockRepeating + SingleGeneralOrderHandling + FillsGrp + FillsGrp + 0 + + + + 2113 + ImplicitBlockRepeating + TradeCapture + TrdRepIndicatorsGrp + TrdRepIndicatorsGrp + 0 + + + + 1057 + Block + Common + ApplicationSequenceControl + ApplSeqCtrl + 0 + The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block. + + + 2115 + ImplicitBlockRepeating + Application + ApplIDRequestGrp + ApplIDReqGrp + 0 + + + + 2116 + ImplicitBlockRepeating + Application + ApplIDRequestAckGrp + ApplIDReqAckGrp + 0 + + + + 2117 + ImplicitBlockRepeating + Application + ApplIDReportGrp + ApplIDRptGrp + 0 + + + + 2142 + ImplicitBlockRepeating + Common + NstdPtys4SubGrp + Sub + 0 + + + + 1059 + BlockRepeating + Common + NestedParties4 + Pty + 0 + The NestedParties4 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties4 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. + + + 2143 + ImplicitBlock + TradeCapture + TradeReportOrderDetail + TrdRptOrdDetl + 0 + + + 1062 + BlockRepeating + Common + RateSource + RtSrc + 0 + + + 1063 + BlockRepeating + Common + TargetParties + TgtPty + 0 + + + 2144 + ImplicitBlockRepeating + EventCommunication + NewsRefGrp + Refs + 0 + + + 2145 + ImplicitBlockRepeating + Common + ComplexEvents + CmplxEvnt + 0 + The ComplexEvent Group is a repeating block which allows an unlimited number and types of events in the lifetime of an option to be specified. + + + 2146 + ImplicitBlockRepeating + Common + ComplexEventDates + EvntDts + 0 + The ComplexEventDate and ComplexEventTime components are used to constrain a complex event to a specific date range or time range. If specified the event is only effective on or within the specified dates and times. + + + 2147 + ImplicitBlockRepeating + Common + ComplexEventTimes + EvntTms + 0 + The ComplexEventTime component is nested within the ComplexEventDate in order to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified. + + + 2148 + ImplicitBlockRepeating + MarketData + StrmAsgnReqGrp + Reqs + 0 + + + 2149 + ImplicitBlockRepeating + MarketData + StrmAsgnRptGrp + Rpts + 0 + + + 2150 + ImplicitBlockRepeating + MarketData + StrmAsgnReqInstrmtGrp + Instrmts + 0 + + + 2151 + ImplicitBlockRepeating + MarketData + StrmAsgnRptInstrmtGrp + Instrmts + 0 + + \ No newline at end of file diff --git a/static/xml/Datatypes.xml b/static/xml/Datatypes.xml new file mode 100644 index 00000000..2d870e3d --- /dev/null +++ b/static/xml/Datatypes.xml @@ -0,0 +1,453 @@ + + + int + Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). +Examples: +723 in field 21 would be mapped int as |21=723|. +-723 in field 12 would be mapped int as |12=-723| +The following data types are based on int. + + + 1 + xs:integer + Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). +Examples: +723 in field 21 would be mapped int as |21=723|. +-723 in field 12 would be mapped int as |12=-723| +The following data types are based on int. + + + + + Length + int + int field representing the length in bytes. Value must be positive. + + 0 + xs:nonNegativeInteger + int field representing the length in bytes. Value must be positive. + + + + TagNum + int + int field representing a field's tag number when using FIX "Tag=Value" syntax. Value must be positive and may not contain leading zeros. + + + SeqNum + int + int field representing a message sequence number. Value must be positive. + + 0 + xs:positiveInteger + int field representing a message sequence number. Value must be positive. + + + + NumInGroup + int + int field representing the number of entries in a repeating group. Value must be positive. + + + DayOfMonth + int + int field representing a day during a particular monthy (values 1 to 31). + + + float + Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). +Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. The following data types are based on float. + + 1 + xs:decimal + Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). +Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. The following data types are based on float. + + + + Qty + float + float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). + + 0 + xs:decimal + float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). + + + + Price + float + float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. + Strk="47.50" + + 0 + xs:decimal + float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. + + + + PriceOffset + float + float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. + + 0 + xs:decimal + float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. + + + + Amt + float + float field typically representing a Price times a Qty + Amt="6847.00" + + 0 + xs:decimal + float field typically representing a Price times a Qty + + + + Percentage + float + float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. + + 0 + xs:decimal + float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. + + + + char + Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). +The following fields are based on char. + + 0 + xs:string + .{1} + Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). +The following fields are based on char. + + + + Boolean + char + char field containing one of two values: +'Y' = True/Yes +'N' = False/No + + 0 + xs:string + [YN]{1} + char field containing one of two values: +'Y' = True/Yes +'N' = False/No + + + + String + Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). + + 1 + xs:string + Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). + + + + MultipleCharValue + String + string field containing one or more space delimited single character values (e.g. |18=2 A F| ). + + 0 + xs:string + [A-Za-z0-9](\s[A-Za-z0-9])* + string field containing one or more space delimited single character values (e.g. |18=2 A F| ). + + + + MultipleStringValue + String + string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ). + + 0 + xs:string + .+(\s.+)* + string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ). + + + + Country + String + string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). + + 0 + xs:string + .{2} + string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). + + + + Currency + String + string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). + StrkCcy="USD" + + 0 + xs:string + .{3} + string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). + + + + Exchange + String + string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). + + 0 + xs:string + .* + string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). + + + + MonthYear + String + string field representing month of a year. An optional day of the month can be appended or an optional week code. +Valid formats: +YYYYMM +YYYYMMDD +YYYYMMWW +Valid values: +YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. + MonthYear="200303", MonthYear="20030320", MonthYear="200303w2" + + 0 + xs:string + \d{4}(0|1)\d([0-3wW]\d)? + string field representing month of a year. An optional day of the month can be appended or an optional week code. +Valid formats: +YYYYMM +YYYYMMDD +YYYYMMWW +Valid values: +YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. + MonthYear="200303", MonthYear="20030320", MonthYear="200303w2" + + + + UTCTimestamp + String + string field representing Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period required. +Valid values: +* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second) (without milliseconds). +* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). +Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "19981231-23:59:59", "19981231-23:59:60", "19990101-00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) + TransactTm="20011217-09:30:47" + + 0 + xs:dateTime + string field representing Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYY-MM-DDTHH:MM:SS (whole seconds) or YYYY-MM-DDTHH:MM:SS.sss (milliseconds) format as specified in ISO 8601. +Valid values: +* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second) (without milliseconds). +* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). +Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "1998-12-31T23:59:59", "1998-12-31T23:59:60", "1999-01-01T00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) + TransactTm="2001-12-17T09:30:47-05:00" + + + + UTCTimeOnly + String + string field representing Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. +Valid values: +HH = 00-23, MM = 00-60 (60 only if UTC leap second), SS = 00-59. (without milliseconds) +HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). + MDEntryTime="13:20:00.000" + + 0 + xs:time + string field representing Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format as specified in ISO 8601. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. +Valid values: +HH = 00-23, MM = 00-60 (60 only if UTC leap second), SS = 00-59. (without milliseconds) +HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). + MDEntryTime="13:20:00.000" + + + + UTCDateOnly + String + string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. +Valid values: +YYYY = 0000-9999, MM = 01-12, DD = 01-31. + MDEntryDate="20030910" + + 0 + xs:date + string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYY-MM-DD format specifed in ISO 8601. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. +Valid values: +YYYY = 0000-9999, MM = 01-12, DD = 01-31. + MDEntryDate="2003-09-10" + + + + LocalMktDate + String + string field represening a Date of Local Market (as oppose to UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX Protocol. +Valid values: +YYYY = 0000-9999, MM = 01-12, DD = 01-31. + BizDate="2003-09-10" + + + 0 + xs:date + string field represening a Date of Local Market (as oppose to UTC) in YYYY-MM-DD format per the ISO 8601 standard. This is the "normal" date field used by the FIX Protocol. +Valid values: +YYYY = 0000-9999, MM = 01-12, DD = 01-31. + BizDate="2003-09-10" + + + + TZTimeOnly + String + string field representing the time represented based on ISO 8601. This is the time with a UTC offset to allow identification of local time and timezone of that time. +Format is HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. +Example: 07:39Z is 07:39 UTC +Example: 02:39-05 is five hours behind UTC, thus Eastern Time +Example: 15:39+08 is eight hours ahead of UTC, Hong Kong/Singapore time +Example: 13:09+05:30 is 5.5 hours ahead of UTC, India time + + + 0 + xs:time + string field representing the time represented based on ISO 8601. This is the time with a UTC offset to allow identification of local time and timezone of that time. +Format is HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. +MatTm="07:39Z" is 07:39 UTC +MatTm="02:39-05" is five hours behind UTC, thus Eastern Time +MatTm="15:39+08" is eight hours ahead of UTC, Hong Kong/Singapore time +MatTm="13:09+05:30" is 5.5 hours ahead of UTC, India time + + + + TZTimestamp + String + string field representing a time/date combination representing local time with an offset to UTC to allow identification of local time and timezone offset of that time. The representation is based on ISO 8601. +Format is YYYYMMDD-HH:MM:SS[Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999, MM = 01-12, DD = 01-31 HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes +Example: 20060901-07:39Z is 07:39 UTC on 1st of September 2006 +Example: 20060901-02:39-05 is five hours behind UTC, thus Eastern Time on 1st of September 2006 +Example: 20060901-15:39+08 is eight hours ahead of UTC, Hong Kong/Singapore time on 1st of September 2006 +Example: 20060901-13:09+05:30 is 5.5 hours ahead of UTC, India time on 1st of September 2006 + + + 0 + xs:dateTime + string field representing a time/date combination representing local time with an offset to UTC to allow identification of local time and timezone offset of that time. The representation is based on ISO 8601. +Format is YYYYMMDD-HH:MM:SS[Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999, MM = 01-12, DD = 01-31 HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. +TZTransactTime="2006-09-01T07:39Z" is 07:39 UTC on 1st of September 2006 +TZTransactTime="2006-09-01T02:39-05" is five hours behind UTC, thus Eastern Time on 1st of September 2006 +TZTransactTime="2006-09-01T15:39+08" is eight hours ahead of UTC, Hong Kong/Singapore time on 1st of September 2006 +TZTransactTime="2006-09-01T13:09+05:30" is 5.5 hours ahead of UTC, India time on 1st of September 2006 + + + + data + String + string field containing raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). +Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH". + + 0 + xs:string + string field containing raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). +Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH". + + + + Pattern + Used to build on and provide some restrictions on what is allowed as valid values in fields that uses a base FIX data type and a pattern data type. The universe of allowable valid values for the field would then be the union of the base set of valid values and what is defined by the pattern data type. The pattern data type used by the field will retain its base FIX data type (e.g. String, int, char). + + + Tenor + Pattern + used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows: +Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0 +Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0 +Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 +Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 + + 0 + xs:string + [DMWY](\d)+ + used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows: +Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0 +Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0 +Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 +Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 + + + + Reserved100Plus + Pattern + Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. + + 0 + xs:integer + 100 + Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. + + + + Reserved1000Plus + Pattern + Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. + + 0 + xs:integer + 1000 + Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. + + + + Reserved4000Plus + Pattern + Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. + + 0 + xs:integer + 4000 + Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. + + + + XMLData + String + Contains an XML document raw data with no format or content restrictions. XMLData fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). + + 0 + xs:string + + + + Language + String + Identifier for a national language - uses ISO 639-1 standard + en (English), es (spanish), etc. + + 1 + xs:language + + + \ No newline at end of file diff --git a/static/xml/Enums.xml b/static/xml/Enums.xml new file mode 100644 index 00000000..92e05802 --- /dev/null +++ b/static/xml/Enums.xml @@ -0,0 +1,23100 @@ + + + 4 + B + Buy + + 1 + Buy + + + 4 + S + Sell + + 2 + Sell + + + 4 + T + Trade + + 3 + Trade + + + 4 + X + Cross + + 4 + Cross + + + 5 + N + New + + 1 + New + + + 5 + C + Cancel + + 2 + Cancel + + + 5 + R + Replace + + 3 + Replace + + + 13 + 1 + PerUnit + + 1 + Per Unit (implying shares, par, currency, etc.) + + + 13 + 2 + Percent + + 2 + Percent + + + 13 + 3 + Absolute + + 3 + Absolute (total monetary amount) + + + 13 + 4 + PercentageWaivedCashDiscount + + 4 + Percentage waived - cash discount (for CIV buy orders) + + + 13 + 5 + PercentageWaivedEnhancedUnits + + 5 + Percentage waived -= enhanced units (for CIV buy orders) + + + 13 + 6 + PointsPerBondOrContract + + 6 + Points per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds) + + + 18 + 0 + StayOnOfferSide + + 1 + Stay on offer side + + + 18 + 1 + NotHeld + + 2 + Not held + + + 18 + 2 + Work + + 3 + Work + + + 18 + 3 + GoAlong + + 4 + Go along + + + 18 + 4 + OverTheDay + + 5 + Over the day + + + 18 + 5 + Held + + 6 + Held + + + 18 + 6 + ParticipateDoNotInitiate + + 7 + Participate don't initiate + + + 18 + 7 + StrictScale + + 8 + Strict scale + + + 18 + 8 + TryToScale + + 9 + Try to scale + + + 18 + 9 + StayOnBidSide + + 10 + Stay on bid side + + + 18 + A + NoCross + + 11 + No cross (cross is forbidden) + + + 18 + B + OKToCross + + 12 + OK to cross + + + 18 + C + CallFirst + + 13 + Call first + + + 18 + D + PercentOfVolume + + 14 + Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) + + + 18 + E + DoNotIncrease + + 15 + Do not increase - DNI + + + 18 + F + DoNotReduce + + 16 + Do not reduce - DNR + + + 18 + G + AllOrNone + + 17 + All or none - AON + + + 18 + H + ReinstateOnSystemFailure + + 18 + Reinstate on system failure (mutually exclusive with Q and l) + + + 18 + I + InstitutionsOnly + + 19 + Institutions only + + + 18 + J + ReinstateOnTradingHalt + + 20 + Reinstate on Trading Halt (mutually exclusive with K and m) + + + 18 + K + CancelOnTradingHalt + + 21 + Cancel on Trading Halt (mutually exclusive with J and m) + + + 18 + L + LastPeg + + 22 + Last peg (last sale) + + + 18 + M + MidPricePeg + + 23 + Mid-price peg (midprice of inside quote) + + + 18 + N + NonNegotiable + + 24 + Non-negotiable + + + 18 + O + OpeningPeg + + 25 + Opening peg + + + 18 + P + MarketPeg + + 26 + Market peg + + + 18 + Q + CancelOnSystemFailure + + 27 + Cancel on system failure (mutually exclusive with H and l) + + + 18 + R + PrimaryPeg + + 28 + Primary peg (primary market - buy at bid/sell at offer) + + + 18 + S + Suspend + + 29 + Suspend + + + 18 + T + FixedPegToLocalBestBidOrOfferAtTimeOfOrder + + 30 + Fixed Peg to Local best bid or offer at time of order + + + 18 + U + CustomerDisplayInstruction + + 31 + Customer Display Instruction (Rule 11Ac1-1/4) + + + 18 + V + Netting + + 32 + Netting (for Forex) + + + 18 + W + PegToVWAP + + 33 + Peg to VWAP + + + 18 + X + TradeAlong + + 34 + Trade Along + + + 18 + Y + TryToStop + + 35 + Try To Stop + + + 18 + Z + CancelIfNotBest + + 36 + Cancel if not best + + + 18 + a + TrailingStopPeg + + 37 + Trailing Stop Peg + + + 18 + b + StrictLimit + + 38 + Strict Limit (No price improvement) + + + 18 + c + IgnorePriceValidityChecks + + 39 + Ignore Price Validity Checks + + + 18 + d + PegToLimitPrice + + 40 + Peg to Limit Price + + + 18 + e + WorkToTargetStrategy + + 41 + Work to Target Strategy + + + 18 + f + IntermarketSweep + + 42 + Intermarket Sweep + + + 18 + g + ExternalRoutingAllowed + + 43 + External Routing Allowed + + + 18 + h + ExternalRoutingNotAllowed + + 44 + External Routing Not Allowed + + + 18 + i + ImbalanceOnly + + 45 + Imbalance Only + + + 18 + j + SingleExecutionRequestedForBlockTrade + + 46 + Single execution requested for block trade + + + 18 + k + BestExecution + + 47 + Best Execution + + + 18 + l + SuspendOnSystemFailure + + 48 + Suspend on system failure (mutually exclusive with H and Q) + + + 18 + m + SuspendOnTradingHalt + + 49 + Suspend on Trading Halt (mutually exclusive with J and K) + + + 18 + n + ReinstateOnConnectionLoss + + 50 + Reinstate on connection loss (mutually exclusive with o and p) + + + 18 + o + CancelOnConnectionLoss + + 51 + Cancel on connection loss (mutually exclusive with n and p) + + + 18 + p + SuspendOnConnectionLoss + + 52 + Suspend on connection loss (mutually exclusive with n and o) + + + 18 + q + ReleaseFromSuspension + + 53 + Release from suspension (mutually exclusive with S) + + + 18 + r + ExecuteAsDeltaNeutral + + 54 + Execute as delta neutral using volatility provided + + + 18 + s + ExecuteAsDurationNeutral + + 55 + Execute as duration neutral + + + 18 + t + ExecuteAsFXNeutral + + 56 + Execute as FX neutral + + + 20 + 0 + New + + 1 + New + + + 20 + 1 + Cancel + + 2 + Cancel + + + 20 + 2 + Correct + + 3 + Correct + + + 20 + 3 + Status + + 4 + Status + + + 21 + 1 + AutomatedExecutionNoIntervention + + 1 + Automated execution order, private, no Broker intervention + + + 21 + 2 + AutomatedExecutionInterventionOK + + 2 + Automated execution order, public, Broker intervention OK + + + 21 + 3 + ManualOrder + + 3 + Manual order, best execution + + + 22 + 1 + CUSIP + + 1 + CUSIP + + + 22 + 2 + SEDOL + + 2 + SEDOL + + + 22 + 3 + QUIK + + 3 + QUIK + + + 22 + 4 + ISINNumber + + 4 + ISIN number + + + 22 + 5 + RICCode + + 5 + RIC code + + + 22 + 6 + ISOCurrencyCode + + 6 + ISO Currency Code + + + 22 + 7 + ISOCountryCode + + 7 + ISO Country Code + + + 22 + 8 + ExchangeSymbol + + 8 + Exchange Symbol + + + 22 + 9 + ConsolidatedTapeAssociation + + 9 + Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) + + + 22 + A + BloombergSymbol + + 10 + Bloomberg Symbol + + + 22 + B + Wertpapier + + 11 + Wertpapier + + + 22 + C + Dutch + + 12 + Dutch + + + 22 + D + Valoren + + 13 + Valoren + + + 22 + E + Sicovam + + 14 + Sicovam + + + 22 + F + Belgian + + 15 + Belgian + + + 22 + G + Common + + 16 + "Common" (Clearstream and Euroclear) + + + 22 + H + ClearingHouse + + 17 + Clearing House / Clearing Organization + + + 22 + I + ISDAFpMLSpecification + + 18 + ISDA/FpML Product Specification (XML in EncodedSecurityDesc) + + + 22 + J + OptionPriceReportingAuthority + + 19 + Option Price Reporting Authority + + + 22 + K + ISDAFpMLURL + + 20 + ISDA/FpML Product URL (URL in SecurityID) + + + 22 + L + LetterOfCredit + + 21 + Letter of Credit + + + 22 + M + MarketplaceAssignedIdentifier + + 22 + Marketplace-assigned Identifier + + + 25 + H + High + + 1 + High + + + 25 + L + Low + + 2 + Low + + + 25 + M + Medium + + 3 + Medium + + + 27 + S + Small + + 2 + Small + + + 27 + M + Medium + + 3 + Medium + + + 27 + L + Large + + 4 + Large + + + 27 + U + UndisclosedQuantity + + 5 + Undisclosed Quantity + + + 28 + N + New + + 1 + New + + + 28 + C + Cancel + + 2 + Cancel + + + 28 + R + Replace + + 3 + Replace + + + 29 + 1 + Agent + + 1 + Agent + + + 29 + 2 + CrossAsAgent + + 2 + Cross as agent + + + 29 + 3 + CrossAsPrincipal + + 3 + Cross as principal + + + 29 + 4 + Principal + + 4 + Principal + + + 39 + 0 + New + + 1 + New + + + 39 + 1 + PartiallyFilled + + 2 + Partially filled + + + 39 + 2 + Filled + + 3 + Filled + + + 39 + 3 + DoneForDay + + 4 + Done for day + + + 39 + 4 + Canceled + + 5 + Canceled + + + 39 + 5 + Replaced + + 6 + Replaced (No longer used) + + + 39 + 6 + PendingCancel + + 7 + Pending Cancel (i.e. result of Order Cancel Request) + + + 39 + 7 + Stopped + + 8 + Stopped + + + 39 + 8 + Rejected + + 9 + Rejected + + + 39 + 9 + Suspended + + 10 + Suspended + + + 39 + A + PendingNew + + 11 + Pending New + + + 39 + B + Calculated + + 12 + Calculated + + + 39 + C + Expired + + 13 + Expired + + + 39 + D + AcceptedForBidding + + 14 + Accepted for Bidding + + + 39 + E + PendingReplace + + 15 + Pending Replace (i.e. result of Order Cancel/Replace Request) + + + 40 + 1 + Market + + 1 + Market + + + 40 + 2 + Limit + + 2 + Limit + + + 40 + 3 + Stop + + 3 + Stop / Stop Loss + + + 40 + 4 + StopLimit + + 4 + Stop Limit + + + 40 + 5 + MarketOnClose + + 5 + Market On Close (No longer used) + + + 40 + 6 + WithOrWithout + + 6 + With Or Without + + + 40 + 7 + LimitOrBetter + + 7 + Limit Or Better + + + 40 + 8 + LimitWithOrWithout + + 8 + Limit With Or Without + + + 40 + 9 + OnBasis + + 9 + On Basis + + + 40 + A + OnClose + + 10 + On Close (No longer used) + + + 40 + B + LimitOnClose + + 11 + Limit On Close (No longer used) + + + 40 + C + ForexMarket + + 12 + Forex Market (No longer used) + + + 40 + D + PreviouslyQuoted + + 13 + Previously Quoted + + + 40 + E + PreviouslyIndicated + + 14 + Previously Indicated + + + 40 + F + ForexLimit + + 15 + Forex Limit (No longer used) + + + 40 + G + ForexSwap + + 16 + Forex Swap + + + 40 + H + ForexPreviouslyQuoted + + 17 + Forex Previously Quoted (No longer used) + + + 40 + I + Funari + + 18 + Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) + + + 40 + J + MarketIfTouched + + 19 + Market If Touched (MIT) + + + 40 + K + MarketWithLeftOverAsLimit + + 20 + Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) + + + 40 + L + PreviousFundValuationPoint + + 21 + Previous Fund Valuation Point (Historic pricing; for CIV) + + + 40 + M + NextFundValuationPoint + + 22 + Next Fund Valuation Point (Forward pricing; for CIV) + + + 40 + P + Pegged + + 23 + Pegged + + + 40 + Q + CounterOrderSelection + + 24 + Counter-order selection + + + 43 + N + OriginalTransmission + + 1 + Original transmission + + + 43 + Y + PossibleDuplicate + + 2 + Possible duplicate + + + 47 + A + AgencySingleOrder + + 1 + Agency single order + + + 47 + B + ShortExemptTransactionAType + + 2 + Short exempt transaction (refer to A type) + + + 47 + C + ProprietaryNonAlgo + + 3 + Proprietary, Non-Algorithmic Program Trade (non-index arbitrage) + + + 47 + D + ProgramOrderMember + + 4 + Program order, index arb, for Member firm/org + + + 47 + E + ShortExemptTransactionForPrincipal + + 5 + Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as "Registered Equity Market Maker trades") + + + 47 + F + ShortExemptTransactionWType + + 6 + Short exempt transaction (refer to W type) + + + 47 + H + ShortExemptTransactionIType + + 7 + Short exempt transaction (refer to I type) + + + 47 + I + IndividualInvestor + + 8 + Individual Investor, single order + + + 47 + J + ProprietaryAlgo + + 9 + Proprietary, Algorithmic Program Trading (non-index arbitrage) + + + 47 + K + AgencyAlgo + + 10 + Agency, Algorithmic Program Trading (non-index arbitrage) + + + 47 + L + ShortExemptTransactionMemberAffliated + + 11 + Short exempt transaction for member competing market-maker affliated with the firm clearing the trade (refer to P and O types) + + + 47 + M + ProgramOrderOtherMember + + 12 + Program Order, index arb, for other member + + + 47 + N + AgentForOtherMember + + 13 + Agent for other Member, Non-Algorithmic Program Trade (non-index arbitrage) + + + 47 + O + ProprietaryTransactionAffiliated + + 14 + Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as "Competing dealer trades") + + + 47 + P + Principal + + 15 + Principal + + + 47 + R + TransactionNonMember + + 16 + Transactions for the account of a non-member compting market-maker (was incorrectly identified in the FIX spec as "Competing dealer trades") + + + 47 + S + SpecialistTrades + + 17 + Specialist trades + + + 47 + T + TransactionUnaffiliatedMember + + 18 + Transactions for the account of an unaffiliated member's competing market-maker (was incorrectly identified in the FIX spec as "Competing dealer trades") + + + 47 + U + AgencyIndexArb + + 19 + Agency, Index Arbitrage (includes Individual, Index Arbitrage trades) + + + 47 + W + AllOtherOrdersAsAgentForOtherMember + + 20 + All other orders as agent for other member + + + 47 + X + ShortExemptTransactionMemberNotAffliated + + 21 + Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) + + + 47 + Y + AgencyNonAlgo + + 22 + Agency, Non-Algorithmic Program Trade (non-index arbitrage) + + + 47 + Z + ShortExemptTransactionNonMember + + 23 + Short exempt transaction for non-member competing market-maker (refer to A and R types) + + + 54 + 1 + Buy + + 1 + Buy + + + 54 + 2 + Sell + + 2 + Sell + + + 54 + 3 + BuyMinus + + 3 + Buy minus + + + 54 + 4 + SellPlus + + 4 + Sell plus + + + 54 + 5 + SellShort + + 5 + Sell short + + + 54 + 6 + SellShortExempt + + 6 + Sell short exempt + + + 54 + 7 + Undisclosed + + 7 + Undisclosed (valid for IOI and List Order messages only) + + + 54 + 8 + Cross + + 8 + Cross (orders where counterparty is an exchange, valid for all messages except IOIs) + + + 54 + 9 + CrossShort + + 9 + Cross short + + + 54 + A + CrossShortExempt + + 10 + Cross short exempt + + + 54 + B + AsDefined + + 11 + "As Defined" (for use with multileg instruments) + + + 54 + C + Opposite + + 12 + "Opposite" (for use with multileg instruments) + + + 54 + D + Subscribe + + 13 + Subscribe (e.g. CIV) + + + 54 + E + Redeem + + 14 + Redeem (e.g. CIV) + + + 54 + F + Lend + + 15 + Lend (FINANCING - identifies direction of collateral) + + + 54 + G + Borrow + + 16 + Borrow (FINANCING - identifies direction of collateral) + + + 59 + 0 + Day + + 1 + Day (or session) + + + 59 + 1 + GoodTillCancel + + 2 + Good Till Cancel (GTC) + + + 59 + 2 + AtTheOpening + + 3 + At the Opening (OPG) + + + 59 + 3 + ImmediateOrCancel + + 4 + Immediate Or Cancel (IOC) + + + 59 + 4 + FillOrKill + + 5 + Fill Or Kill (FOK) + + + 59 + 5 + GoodTillCrossing + + 6 + Good Till Crossing (GTX) + + + 59 + 6 + GoodTillDate + + 7 + Good Till Date (GTD) + + + 59 + 7 + AtTheClose + + 8 + At the Close + + + 59 + 8 + GoodThroughCrossing + + 9 + Good Through Crossing + + + 59 + 9 + AtCrossing + + 10 + At Crossing + + + 61 + 0 + Normal + + 1 + Normal + + + 61 + 1 + Flash + + 2 + Flash + + + 61 + 2 + Background + + 3 + Background + + + 63 + 0 + Regular + + 1 + Regular / FX Spot settlement (T+1 or T+2 depending on currency) + + + 63 + 1 + Cash + + 2 + Cash (TOD / T+0) + + + 63 + 2 + NextDay + + 3 + Next Day (TOM / T+1) + + + 63 + 3 + TPlus2 + + 4 + T+2 + + + 63 + 4 + TPlus3 + + 5 + T+3 + + + 63 + 5 + TPlus4 + + 6 + T+4 + + + 63 + 6 + Future + + 7 + Future + + + 63 + 7 + WhenAndIfIssued + + 8 + When And If Issued + + + 63 + 8 + SellersOption + + 9 + Sellers Option + + + 63 + 9 + TPlus5 + + 10 + T+5 + + + 63 + B + BrokenDate + + 12 + Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified + + + 63 + C + FXSpotNextSettlement + + 99 + FX Spot Next settlement (Spot+1, aka next day) + + + 65 + CD + EUCPWithLumpSumInterest + For Fixed Income + 1 + EUCP with lump-sum interest rather than discount price + + + 65 + WI + WhenIssued + For Fixed Income + 2 + "When Issued" 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Range + + + 233 + PRICEFREQ + PricingFrequency + + 30 + Pricing frequency + + + 233 + PROD + ProductionYear + + 31 + Production Year + + + 233 + PROTECT + CallProtection + + 32 + Call protection + + + 233 + PURPOSE + Purpose + + 33 + Purpose + + + 233 + PXSOURCE + BenchmarkPriceSource + + 34 + Benchmark price source + + + 233 + RATING + RatingSourceAndRange + + 35 + Rating source and range + + + 233 + REDEMPTION + TypeOfRedemption + + 36 + Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible + + + 233 + RESTRICTED + Restricted + + 37 + Restricted (Y/N) + + + 233 + SECTOR + MarketSector + + 38 + Market Sector + + + 233 + SECTYPE + SecurityTypeIncludedOrExcluded + + 39 + Security Type included or excluded + + + 233 + STRUCT + Structure + + 40 + Structure + + + 233 + SUBSFREQ + SubstitutionsFrequency + + 41 + Substitutions frequency (Repo) + + + 233 + SUBSLEFT + SubstitutionsLeft + + 42 + Substitutions left (Repo) + + + 233 + TEXT + FreeformText + + 43 + Freeform Text + + + 233 + TRDVAR + TradeVariance + + 44 + Trade Variance (value in percent maximum over- or under-allocation allowed) + + + 233 + WAC + WeightedAverageCoupon + + 45 + Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) + + + 233 + WAL + WeightedAverageLifeCoupon + + 46 + Weighted Average Life Coupon - value in percent (exact or range) + + + 233 + WALA + WeightedAverageLoanAge + + 47 + Weighted Average Loan Age - value in months (exact or range) + + + 233 + WAM + WeightedAverageMaturity + + 48 + Weighted Average Maturity - value in months (exact or range) + + + 233 + WHOLE + WholePool + + 49 + Whole Pool (Y/N) + + + 233 + YIELD + YieldRange + + 50 + Yield Range + + + 233 + AVFICO + AverageFICOScore + Other + 51 + Average FICO Score + + + 233 + AVSIZE + AverageLoanSize + Other + 52 + Average Loan Size + + + 233 + MAXBAL + MaximumLoanBalance + Other + 53 + Maximum Loan Balance + + + 233 + POOL + PoolIdentifier + Other + 54 + Pool Identifier + + + 233 + ROLLTYPE + TypeOfRollTrade + Other + 55 + Type of Roll trade + + + 233 + REFTRADE + ReferenceToRollingOrClosingTrade + Other + 56 + reference to rolling or closing trade + + + 233 + REFPRIN + PrincipalOfRollingOrClosingTrade + Other + 57 + principal of rolling or closing trade + + + 233 + REFINT + InterestOfRollingOrClosingTrade + Other + 58 + interest of rolling or closing trade + + + 233 + AVAILQTY + AvailableOfferQuantityToBeShownToTheStreet + Other + 59 + Available offer quantity to be shown to the street + + + 233 + BROKERCREDIT + BrokerCredit + Other + 60 + Broker's sales credit + + + 233 + INTERNALPX + OfferPriceToBeShownToInternalBrokers + Other + 61 + Offer price to be shown to internal brokers + + + 233 + INTERNALQTY + OfferQuantityToBeShownToInternalBrokers + Other + 62 + Offer quantity to be shown to internal brokers + + + 233 + LEAVEQTY + TheMinimumResidualOfferQuantity + Other + 63 + The minimum residual offer quantity + + + 233 + MAXORDQTY + MaximumOrderSize + Other + 64 + Maximum order size + + + 233 + ORDRINCR + OrderQuantityIncrement + Other + 65 + Order quantity increment + + + 233 + PRIMARY + PrimaryOrSecondaryMarketIndicator + Other + 66 + Primary or Secondary market indicator + + + 233 + SALESCREDITOVR + BrokerSalesCreditOverride + Other + 67 + Broker sales credit override + + + 233 + TRADERCREDIT + TraderCredit + Other + 68 + Trader's credit + + + 233 + DISCOUNT + DiscountRate + Other + 69 + Discount Rate (when price is denominated in percent of par) + + + 233 + YTM + YieldToMaturity + Other + 71 + Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) + + + 233 + ABS + AbsolutePrepaymentSpeed + Prepayment Speeds + 1 + Absolute Prepayment Speed + + + 233 + CPP + ConstantPrepaymentPenalty + Prepayment Speeds + 2 + Constant Prepayment Penalty + + + 233 + CPR + ConstantPrepaymentRate + 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Value + + + 269 + 4 + OpeningPrice + + 5 + Opening Price + + + 269 + 5 + ClosingPrice + + 6 + Closing Price + + + 269 + 6 + SettlementPrice + + 7 + Settlement Price + + + 269 + 7 + TradingSessionHighPrice + + 8 + Trading Session High Price + + + 269 + 8 + TradingSessionLowPrice + + 9 + Trading Session Low Price + + + 269 + 9 + TradingSessionVWAPPrice + + 10 + Trading Session VWAP Price + + + 269 + A + Imbalance + + 11 + Imbalance + + + 269 + B + TradeVolume + + 12 + Trade Volume + + + 269 + C + OpenInterest + + 13 + Open Interest + + + 269 + D + CompositeUnderlyingPrice + + 14 + Composite Underlying Price + + + 269 + E + SimulatedSellPrice + + 15 + Simulated Sell Price + + + 269 + F + SimulatedBuyPrice + + 16 + Simulated Buy Price + + + 269 + G + MarginRate + + 17 + Margin Rate + + + 269 + H + MidPrice + + 18 + Mid Price + + + 269 + J + EmptyBook + + 19 + Empty Book + + + 269 + K + SettleHighPrice + + 20 + Settle High Price + + + 269 + L + SettleLowPrice + + 21 + Settle Low Price + + + 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News Pending + + + 276 + U + AdditionalInfo + + 21 + Additional Info + + + 276 + V + AdditionalInfoDueToRelated + + 22 + Additional Info due to related + + + 276 + W + Resume + + 23 + Resume + + + 276 + X + ViewOfCommon + + 24 + View of Common + + + 276 + Y + VolumeAlert + + 25 + Volume Alert + + + 276 + Z + OrderImbalance + + 26 + Order Imbalance + + + 276 + a + EquipmentChangeover + + 27 + Equipment Changeover + + + 276 + b + NoOpen + + 28 + No Open / No Resume + + + 276 + c + RegularETH + + 29 + Regular ETH + + + 276 + d + AutomaticExecution + + 30 + Automatic Execution + + + 276 + e + AutomaticExecutionETH + + 31 + Automatic Execution ETH + + + 276 + f + FastMarketETH + + 32 + Fast Market ETH + + + 276 + g + InactiveETH + + 33 + Inactive ETH + + + 276 + h + Rotation + + 34 + Rotation + + + 276 + i + RotationETH + + 35 + Rotation ETH + + + 276 + j + Halt + + 36 + Halt + + + 276 + k + HaltETH + + 37 + Halt ETH + + + 276 + l + DueToNewsDissemination + + 38 + Due to News Dissemination + + + 276 + m + DueToNewsPending + + 39 + Due to News Pending + + + 276 + n + TradingResume + + 40 + Trading Resume + + + 276 + o + OutOfSequence + + 41 + Out of Sequence + + + 276 + p + BidSpecialist + + 42 + Bid Specialist + + + 276 + q + OfferSpecialist + + 43 + Offer Specialist + + + 276 + r + BidOfferSpecialist + + 44 + Bid Offer Specialist + + + 276 + s + EndOfDaySAM + + 45 + End of Day SAM + + + 276 + t + ForbiddenSAM + + 46 + Forbidden SAM + + + 276 + u + FrozenSAM + + 47 + Frozen SAM + + + 276 + v + PreOpeningSAM + + 48 + PreOpening SAM + + + 276 + w + OpeningSAM + + 49 + Opening SAM + + + 276 + x + OpenSAM + + 50 + Open SAM + + + 276 + y + SurveillanceSAM + + 51 + Surveillance SAM + + + 276 + z + SuspendedSAM + + 52 + Suspended SAM + + + 276 + 0 + ReservedSAM + + 53 + Reserved SAM + + + 276 + 1 + NoActiveSAM + + 54 + No Active SAM + + + 276 + 2 + Restricted + + 55 + Restricted + + + 276 + 3 + RestOfBookVWAP + + 56 + Rest of Book VWAP + + + 276 + 4 + 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+ + + 277 + P + ImbalanceMoreBuyers + + 14 + Imbalance More Buyers (cannot be used in combination with Q) + + + 277 + Q + ImbalanceMoreSellers + + 15 + Imbalance More Sellers (cannot be used in combination with P) + + + 277 + R + OpeningPrice + + 16 + Opening Price + + + 277 + S + BargainCondition + + 17 + Bargain Condition (LSE) + + + 277 + T + ConvertedPriceIndicator + + 18 + Converted Price Indicator + + + 277 + U + ExchangeLast + + 19 + Exchange Last + + + 277 + V + FinalPriceOfSession + + 20 + Final Price of Session + + + 277 + W + ExPit + + 21 + Ex-pit + + + 277 + X + Crossed + + 22 + Crossed + + + 277 + Y + TradesResultingFromManual + + 23 + Trades resulting from manual/slow quote + + + 277 + Z + TradesResultingFromIntermarketSweep + + 24 + Trades resulting from intermarket sweep + + + 277 + a + VolumeOnly + + 25 + Volume Only + + + 277 + b + DirectPlus + + 26 + Direct Plus + + + 277 + c + Acquisition + + 27 + Acquisition + + + 277 + d + Bunched + + 28 + Bunched + + + 277 + e + Distribution + + 29 + Distribution + + + 277 + f + BunchedSale + + 30 + Bunched Sale + + + 277 + g + SplitTrade + + 31 + Split Trade + + + 277 + h + CancelStopped + + 32 + Cancel Stopped + + + 277 + i + CancelETH + + 33 + Cancel ETH + + + 277 + j + CancelStoppedETH + + 34 + Cancel Stopped ETH + + + 277 + k + OutOfSequenceETH + + 35 + Out of Sequence ETH + + + 277 + l + CancelLastETH + + 36 + Cancel Last ETH + + + 277 + m + SoldLastSaleETH + + 37 + Sold Last Sale ETH + + + 277 + n + CancelLast + + 38 + Cancel Last + + + 277 + o + SoldLastSale + + 39 + Sold Last Sale + + + 277 + p + CancelOpen + + 40 + Cancel Open + + + 277 + q + CancelOpenETH + + 41 + Cancel Open ETH + + + 277 + r + OpenedSaleETH + + 42 + Opened Sale ETH + + + 277 + s + CancelOnly + + 43 + Cancel Only + + + 277 + t + CancelOnlyETH + + 44 + Cancel Only ETH + + + 277 + u + LateOpenETH + + 45 + Late Open ETH + + + 277 + v + AutoExecutionETH + + 46 + Auto Execution ETH + + + 277 + w + Reopen + + 47 + Reopen + + + 277 + x + 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(duplicate enumeration - use 'X' instead) + + + 277 + AP + FastMarket + + 75 + Fast Market + + + 277 + AQ + AutomaticExecution + + 76 + Automatic Execution + + + 277 + AR + FormT + + 77 + Form T + + + 277 + AS + BasketIndex + + 78 + Basket Index + + + 277 + AT + BurstBasket + + 79 + Burst Basket + + + 277 + AV + OutsideSpread + + 98 + Outside Spread + + + 277 + 1 + ImpliedTrade + + 99 + Implied Trade + + + 277 + 2 + MarketplaceEnteredTrade + + 100 + Marketplace entered trade + + + 277 + 3 + MultAssetClassMultilegTrade + + 101 + Mult Asset Class Multileg Trade + + + 277 + 4 + MultilegToMultilegTrade + + 102 + Multileg-to-Multileg Trade + + + 279 + 0 + New + + 1 + New + + + 279 + 1 + Change + + 2 + Change + + + 279 + 2 + Delete + + 3 + Delete + + + 279 + 3 + DeleteThru + + 4 + Delete Thru + + + 279 + 4 + DeleteFrom + + 5 + Delete From + + + 279 + 5 + Overlay + + 10 + Overlay + + + 281 + 0 + UnknownSymbol + + 1 + Unknown symbol + + + 281 + 1 + DuplicateMDReqID + + 2 + Duplicate MDReqID + + + 281 + 2 + InsufficientBandwidth + + 3 + Insufficient Bandwidth + + + 281 + 3 + InsufficientPermissions + + 4 + Insufficient Permissions + + + 281 + 4 + UnsupportedSubscriptionRequestType + + 5 + Unsupported SubscriptionRequestType + + + 281 + 5 + UnsupportedMarketDepth + + 6 + Unsupported MarketDepth + + + 281 + 6 + UnsupportedMDUpdateType + + 7 + Unsupported MDUpdateType + + + 281 + 7 + UnsupportedAggregatedBook + + 8 + Unsupported AggregatedBook + + + 281 + 8 + UnsupportedMDEntryType + + 9 + Unsupported MDEntryType + + + 281 + 9 + UnsupportedTradingSessionID + + 10 + Unsupported TradingSessionID + + + 281 + A + UnsupportedScope + + 11 + Unsupported Scope + + + 281 + B + UnsupportedOpenCloseSettleFlag + + 12 + Unsupported OpenCloseSettleFlag + + + 281 + C + UnsupportedMDImplicitDelete + + 13 + Unsupported MDImplicitDelete + + + 281 + D + InsufficientCredit + + 14 + Insufficient credit + + + 285 + 0 + Cancellation + + 1 + Cancellation / Trade Bust + + + 285 + 1 + Error + + 2 + Error + + + 286 + 0 + DailyOpen + + 1 + Daily Open / Close / Settlement entry + + + 286 + 1 + SessionOpen + + 2 + Session Open / Close / Settlement entry + + + 286 + 2 + DeliverySettlementEntry + + 3 + Delivery Settlement entry + + + 286 + 3 + ExpectedEntry + + 4 + Expected entry + + + 286 + 4 + EntryFromPreviousBusinessDay + + 5 + Entry from previous business day + + + 286 + 5 + TheoreticalPriceValue + + 6 + Theoretical Price value + + + 291 + 1 + Bankrupt + + 1 + Bankrupt + + + 291 + 2 + PendingDelisting + + 2 + Pending delisting + + + 291 + 3 + Restricted + + 3 + Restricted + + + 292 + A + ExDividend + + 1 + Ex-Dividend + + + 292 + B + ExDistribution + + 2 + Ex-Distribution + + + 292 + C + ExRights + + 3 + Ex-Rights + + + 292 + D + New + + 4 + New + + + 292 + E + ExInterest + + 5 + Ex-Interest + + + 292 + F + CashDividend + + 6 + Cash Dividend + + + 292 + G + StockDividend + + 7 + Stock Dividend + + + 292 + H + NonIntegerStockSplit + + 8 + Non-Integer Stock Split + + + 292 + I + ReverseStockSplit + + 9 + Reverse Stock Split + + + 292 + J + StandardIntegerStockSplit + + 10 + Standard-Integer Stock Split + + + 292 + K + PositionConsolidation + + 11 + Position Consolidation + + + 292 + L + LiquidationReorganization + + 12 + Liquidation Reorganization + + + 292 + M + MergerReorganization + + 13 + Merger Reorganization + + + 292 + N + RightsOffering + + 14 + Rights Offering + + + 292 + O + ShareholderMeeting + + 15 + Shareholder Meeting + + + 292 + P + Spinoff + + 16 + Spinoff + + + 292 + Q + TenderOffer + + 17 + Tender Offer + + + 292 + R + Warrant + + 18 + Warrant + + + 292 + S + SpecialAction + + 19 + Special Action + + + 292 + T + SymbolConversion + + 20 + Symbol Conversion + + + 292 + U + CUSIP + + 21 + CUSIP / Name Change + + + 292 + V + LeapRollover + + 22 + Leap Rollover + + + 292 + W + SuccessionEvent + + 99 + Succession Event + + + 297 + 0 + Accepted + + 0 + Accepted + + + 297 + 1 + CancelForSymbol + + 1 + Cancel for Symbol(s) + + + 297 + 2 + CanceledForSecurityType + + 2 + Canceled for Security Type(s) + + + 297 + 3 + CanceledForUnderlying + + 3 + Canceled for Underlying + + + 297 + 4 + CanceledAll + + 4 + Canceled All + + + 297 + 5 + Rejected + + 5 + Rejected + + + 297 + 6 + RemovedFromMarket + + 6 + Removed from Market + + + 297 + 7 + Expired + + 7 + Expired + + + 297 + 8 + Query + + 8 + Query + + + 297 + 9 + QuoteNotFound + + 9 + Quote Not Found + + + 297 + 10 + Pending + + 10 + Pending + + + 297 + 11 + Pass + + 11 + Pass + + + 297 + 12 + LockedMarketWarning + + 12 + Locked Market Warning + + + 297 + 13 + CrossMarketWarning + + 13 + Cross Market Warning + + + 297 + 14 + CanceledDueToLockMarket + + 14 + Canceled Due To Lock Market + + + 297 + 15 + CanceledDueToCrossMarket + + 15 + Canceled Due To Cross Market + + + 297 + 16 + Active + + 17 + Active + + + 297 + 17 + Canceled + + 18 + Canceled + + + 297 + 18 + UnsolicitedQuoteReplenishment + + 19 + Unsolicited Quote Replenishment + + + 297 + 19 + PendingEndTrade + + 20 + Pending End Trade + + + 297 + 20 + TooLateToEnd + + 21 + Too Late to End + + + 298 + 1 + CancelForOneOrMoreSecurities + + 1 + Cancel for one or more securities + + + 298 + 2 + CancelForSecurityType + + 2 + Cancel for Security Type(s) + + + 298 + 3 + CancelForUnderlyingSecurity + + 3 + Cancel for underlying security + + + 298 + 4 + CancelAllQuotes + + 4 + Cancel All Quotes + + + 298 + 5 + CancelQuoteSpecifiedInQuoteID + + 5 + Cancel quote specified in QuoteID + + + 300 + 1 + UnknownSymbol + + 1 + Unknown Symbol (security) + + + 300 + 2 + Exchange + + 2 + Exchange (Security) closed + + + 300 + 3 + QuoteRequestExceedsLimit + + 3 + Quote Request exceeds limit + + + 300 + 4 + TooLateToEnter + + 4 + Too late to enter + + + 300 + 5 + UnknownQuote + + 5 + Unknown Quote + + + 300 + 6 + DuplicateQuote + + 6 + Duplicate Quote + + + 300 + 7 + InvalidBid + + 7 + Invalid bid/ask spread + + + 300 + 8 + InvalidPrice + + 8 + Invalid price + + + 300 + 9 + NotAuthorizedToQuoteSecurity + + 9 + Not authorized to quote security + + + 300 + 10 + PriceExceedsCurrentPriceBand + + 10 + Price exceeds current price band + + + 300 + 11 + QuoteLocked + + 11 + Quote Locked - Unable to Update/Cancel + + + 300 + 99 + Other + + 99 + Other + + + 301 + 0 + NoAcknowledgement + + 1 + No Acknowledgement + + + 301 + 1 + AcknowledgeOnlyNegativeOrErroneousQuotes + + 2 + Acknowledge only negative or erroneous quotes + + + 301 + 2 + AcknowledgeEachQuoteMessage + + 3 + Acknowledge each quote message + + + 301 + 3 + SummaryAcknowledgement + + 4 + Summary Acknowledgement + + + 303 + 1 + Manual + + 1 + Manual + + + 303 + 2 + Automatic + + 2 + Automatic + + + 321 + 0 + RequestSecurityIdentityAndSpecifications + + 1 + Request Security identity and specifications + + + 321 + 1 + RequestSecurityIdentityForSpecifications + + 2 + Request Security identity for the specifications provided (name of the security is not supplied) + + + 321 + 2 + RequestListSecurityTypes + + 3 + Request List Security Types + + + 321 + 3 + RequestListSecurities + + 4 + Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.) + + + 321 + 4 + Symbol + + 5 + Symbol + + + 321 + 5 + SecurityTypeAndOrCFICode + + 6 + SecurityType and or CFICode + + + 321 + 6 + Product + + 7 + Product + + + 321 + 7 + TradingSessionID + + 8 + TradingSessionID + + + 321 + 8 + AllSecurities + + 9 + All Securities + + + 321 + 9 + MarketIDOrMarketID + + 10 + MarketID or MarketID + MarketSegmentID + + + 323 + 1 + AcceptAsIs + + 1 + Accept security proposal as-is + + + 323 + 2 + AcceptWithRevisions + + 2 + Accept security proposal with revisions as indicated in the message + + + 323 + 3 + ListOfSecurityTypesReturnedPerRequest + + 3 + List of security types returned per request + + + 323 + 4 + ListOfSecuritiesReturnedPerRequest + + 4 + List of securities returned per request + + + 323 + 5 + RejectSecurityProposal + + 5 + Reject security proposal + + + 323 + 6 + CannotMatchSelectionCriteria + + 6 + Cannot match selection criteria + + + 325 + N + MessageIsBeingSentAsAResultOfAPriorRequest + + 1 + Message is being sent as a result of a prior request + + + 325 + Y + MessageIsBeingSentUnsolicited + + 2 + Message is being sent unsolicited + + + 326 + 1 + OpeningDelay + + 0 + Opening delay + + + 326 + 2 + TradingHalt + + 1 + Trading halt + + + 326 + 3 + Resume + + 2 + Resume + + + 326 + 4 + NoOpen + + 3 + No Open / No Resume + + + 326 + 5 + PriceIndication + + 4 + Price indication + + + 326 + 6 + TradingRangeIndication + + 5 + Trading Range Indication + + + 326 + 7 + MarketImbalanceBuy + + 6 + Market Imbalance Buy + + + 326 + 8 + MarketImbalanceSell + + 7 + Market Imbalance Sell + + + 326 + 9 + MarketOnCloseImbalanceBuy + + 8 + Market on Close Imbalance Buy + + + 326 + 10 + MarketOnCloseImbalanceSell + + 9 + Market on Close Imbalance Sell + + + 326 + 12 + NoMarketImbalance + + 11 + No Market Imbalance + + + 326 + 13 + NoMarketOnCloseImbalance + + 12 + No Market on Close Imbalance + + + 326 + 14 + ITSPreOpening + + 13 + ITS Pre-opening + + + 326 + 15 + NewPriceIndication + + 14 + New Price Indication + + + 326 + 16 + TradeDisseminationTime + + 15 + Trade Dissemination Time + + + 326 + 17 + ReadyToTrade + + 16 + Ready to trade (start of session) + + + 326 + 18 + NotAvailableForTrading + + 17 + Not available for trading (end of session) + + + 326 + 19 + NotTradedOnThisMarket + + 18 + Not traded on this market + + + 326 + 20 + UnknownOrInvalid + + 19 + Unknown or Invalid + + + 326 + 21 + PreOpen + + 20 + Pre-open + + + 326 + 22 + OpeningRotation + + 21 + Opening Rotation + + + 326 + 23 + FastMarket + + 22 + Fast Market + + + 326 + 24 + PreCross + + 98 + Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross + + + 326 + 25 + Cross + + 99 + Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion + + + 328 + N + HaltWasNotRelatedToAHaltOfTheCommonStock + + 1 + Halt was not related to a halt of the common stock + + + 328 + Y + HaltWasDueToCommonStockBeingHalted + + 2 + Halt was due to common stock being halted + + + 329 + N + NotRelatedToSecurityHalt + + 1 + Halt was not related to a halt of the related security + + + 329 + Y + RelatedToSecurityHalt + + 2 + Halt was due to related security being halted + + + 334 + 1 + Cancel + + 1 + Cancel + + + 334 + 2 + Error + + 2 + Error + + + 334 + 3 + Correction + + 3 + Correction + + + 336 + 1 + Day + + 1 + Day + + + 336 + 2 + HalfDay + + 2 + HalfDay + + + 336 + 3 + Morning + + 3 + Morning + + + 336 + 4 + Afternoon + + 4 + Afternoon + + + 336 + 5 + Evening + + 5 + Evening + + + 336 + 6 + AfterHours + + 6 + After-hours + + + 338 + 1 + Electronic + + 1 + Electronic + + + 338 + 2 + OpenOutcry + + 2 + Open Outcry + + + 338 + 3 + TwoParty + + 3 + Two Party + + + 339 + 1 + Testing + + 1 + Testing + + + 339 + 2 + Simulated + + 2 + Simulated + + + 339 + 3 + Production + + 3 + Production + + + 340 + 0 + Unknown + + 1 + Unknown + + + 340 + 1 + Halted + + 2 + Halted + + + 340 + 2 + Open + + 3 + Open + + + 340 + 3 + Closed + + 4 + Closed + + + 340 + 4 + PreOpen + + 5 + Pre-Open + + + 340 + 5 + PreClose + + 6 + Pre-Close + + + 340 + 6 + RequestRejected + + 7 + Request Rejected + + + 373 + 0 + InvalidTagNumber + + 0 + Invalid Tag Number + + + 373 + 1 + RequiredTagMissing + + 1 + Required Tag Missing + + + 373 + 2 + TagNotDefinedForThisMessageType + + 2 + Tag not defined for this message type + + + 373 + 3 + UndefinedTag + + 3 + Undefined tag + + + 373 + 4 + TagSpecifiedWithoutAValue + + 4 + Tag specified without a value + + + 373 + 5 + ValueIsIncorrect + + 5 + Value is incorrect (out of range) for this tag + + + 373 + 6 + IncorrectDataFormatForValue + + 6 + Incorrect data format for value + + + 373 + 7 + DecryptionProblem + + 7 + Decryption problem + + + 373 + 8 + SignatureProblem + + 8 + Signature problem + + + 373 + 9 + CompIDProblem + + 9 + CompID problem + + + 373 + 10 + SendingTimeAccuracyProblem + + 10 + SendingTime Accuracy Problem + + + 373 + 11 + InvalidMsgType + + 11 + Invalid MsgType + + + 373 + 12 + XMLValidationError + + 12 + XML Validation Error + + + 373 + 13 + TagAppearsMoreThanOnce + + 13 + Tag appears more than once + + + 373 + 14 + TagSpecifiedOutOfRequiredOrder + + 14 + Tag specified out of required order + + + 373 + 15 + RepeatingGroupFieldsOutOfOrder + + 15 + Repeating group fields out of order + + + 373 + 16 + IncorrectNumInGroupCountForRepeatingGroup + + 16 + Incorrect NumInGroup count for repeating group + + + 373 + 17 + Non + + 17 + Non "Data" value includes field delimiter (<SOH> character) + + + 373 + 18 + Invalid + + 19 + Invalid/Unsupported Application Version + + + 373 + 99 + Other + + 99 + Other + + + 374 + C + Cancel + + 1 + Cancel + + + 374 + N + New + + 2 + New + + + 377 + N + WasNotSolicited + + 1 + Was not solicited + + + 377 + Y + WasSolicited + + 2 + Was solicited + + + 378 + 0 + GTCorporateAction + + 0 + GT corporate action + + + 378 + 1 + GTRenewal + + 1 + GT renewal / restatement (no corporate action) + + + 378 + 2 + VerbalChange + + 2 + Verbal change + + + 378 + 3 + RepricingOfOrder + + 3 + Repricing of order + + + 378 + 4 + BrokerOption + + 4 + Broker option + + + 378 + 5 + PartialDeclineOfOrderQty + + 5 + Partial decline of OrderQty (e.g. exchange initiated partial cancel) + + + 378 + 6 + CancelOnTradingHalt + + 6 + Cancel on Trading Halt + + + 378 + 7 + CancelOnSystemFailure + + 7 + Cancel on System Failure + + + 378 + 8 + Market + + 8 + Market (Exchange) option + + + 378 + 9 + Canceled + + 9 + Canceled, not best + + + 378 + 10 + WarehouseRecap + + 10 + Warehouse Recap + + + 378 + 11 + PegRefresh + + 11 + Peg Refresh + + + 378 + 99 + Other + + 99 + Other + + + 380 + 0 + Other + + 1 + Other + + + 380 + 1 + UnknownID + + 2 + Unknown ID + + + 380 + 2 + UnknownSecurity + + 3 + Unknown Security + + + 380 + 3 + UnsupportedMessageType + + 4 + Unsupported Message Type + + + 380 + 4 + ApplicationNotAvailable + + 5 + Application not available + + + 380 + 5 + ConditionallyRequiredFieldMissing + + 6 + Conditionally required field missing + + + 380 + 6 + NotAuthorized + + 7 + Not Authorized + + + 380 + 7 + DeliverToFirmNotAvailableAtThisTime + + 8 + DeliverTo firm not available at this time + + + 380 + 18 + InvalidPriceIncrement + + 9 + Invalid price increment + + + 385 + R + Receive + + 1 + Receive + + + 385 + S + Send + + 2 + Send + + + 388 + 0 + RelatedToDisplayedPrice + + 1 + Related to displayed price + + + 388 + 1 + RelatedToMarketPrice + + 2 + Related to market price + + + 388 + 2 + RelatedToPrimaryPrice + + 3 + Related to primary price + + + 388 + 3 + RelatedToLocalPrimaryPrice + + 4 + Related to local primary price + + + 388 + 4 + RelatedToMidpointPrice + + 5 + Related to midpoint price + + + 388 + 5 + RelatedToLastTradePrice + + 6 + Related to last trade price + + + 388 + 6 + RelatedToVWAP + + 7 + Related to VWAP + + + 388 + 7 + AveragePriceGuarantee + + 8 + Average Price Guarantee + + + 394 + 1 + NonDisclosed + + 1 + "Non 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Period optionally specified in ProgressPeriod. + + + 414 + 3 + RealTimeExecutionReports + + 3 + Real-time execution reports (to be discourage) + + + 416 + 1 + Net + + 1 + Net + + + 416 + 2 + Gross + + 2 + Gross + + + 418 + A + Agency + + 1 + Agency + + + 418 + G + VWAPGuarantee + + 2 + VWAP Guarantee + + + 418 + J + GuaranteedClose + + 3 + Guaranteed Close + + + 418 + R + RiskTrade + + 4 + Risk Trade + + + 419 + 2 + ClosingPriceAtMorningSession + + 1 + Closing price at morning session + + + 419 + 3 + ClosingPrice + + 2 + Closing price + + + 419 + 4 + CurrentPrice + + 3 + Current price + + + 419 + 5 + SQ + + 4 + SQ + + + 419 + 6 + VWAPThroughADay + + 5 + VWAP through a day + + + 419 + 7 + VWAPThroughAMorningSession + + 6 + VWAP through a morning session + + + 419 + 8 + VWAPThroughAnAfternoonSession + + 7 + VWAP through an afternoon session + + + 419 + 9 + VWAPThroughADayExcept + + 8 + VWAP through a day except "YORI" (an opening auction) + + + 419 + A + VWAPThroughAMorningSessionExcept + + 9 + VWAP through a morning session except "YORI" (an opening auction) + + + 419 + B + VWAPThroughAnAfternoonSessionExcept + + 10 + VWAP through an afternoon session except "YORI" (an opening auction) + + + 419 + C + Strike + + 11 + Strike + + + 419 + D + Open + + 12 + Open + + + 419 + Z + Others + + 30 + Others + + + 423 + 1 + Percentage + + 0 + Percentage (i.e. percent of par) (often called "dollar price" for fixed income) + + + 423 + 2 + PerUnit + + 1 + Per unit (i.e. per share or contract) + + + 423 + 3 + FixedAmount + + 2 + Fixed amount (absolute value) + + + 423 + 4 + Discount + + 3 + Discount - percentage points below par + + + 423 + 5 + Premium + + 4 + Premium - percentage points over par + + + 423 + 6 + Spread + + 5 + Spread (basis points spread) + + + 423 + 7 + TEDPrice + + 6 + TED Price + + + 423 + 8 + TEDYield + + 7 + TED Yield + + + 423 + 9 + Yield + + 8 + Yield + + + 423 + 10 + FixedCabinetTradePrice + + 9 + Fixed cabinet trade price (primarily for listed futures and options) + + + 423 + 11 + VariableCabinetTradePrice + + 10 + Variable cabinet trade price (primarily for listed futures and options) + + + 423 + 13 + ProductTicksInHalfs + + 12 + Product ticks in halfs + + + 423 + 14 + ProductTicksInFourths + + 13 + Product ticks in fourths + + + 423 + 15 + ProductTicksInEights + + 14 + Product ticks in eights + + + 423 + 16 + ProductTicksInSixteenths + + 15 + Product ticks in sixteenths + + + 423 + 17 + ProductTicksInThirtySeconds + + 16 + Product ticks in thirty-seconds + + + 423 + 18 + ProductTicksInSixtyForths + + 17 + Product ticks in sixty-forths + + + 423 + 19 + ProductTicksInOneTwentyEights + + 18 + Product ticks in one-twenty-eights + + + 427 + 0 + BookOutAllTradesOnDayOfExecution + + 1 + Book out all trades on day of execution + + + 427 + 1 + AccumulateUntilFilledOrExpired + + 2 + Accumulate executions until order is filled or expires + + + 427 + 2 + AccumulateUntilVerballyNotifiedOtherwise + + 3 + Accumulate until verbally notified otherwise + + + 429 + 1 + Ack + + 1 + Ack + + + 429 + 2 + Response + + 2 + Response + + + 429 + 3 + Timed + + 3 + Timed + + + 429 + 4 + ExecStarted + + 4 + Exec Started + + + 429 + 5 + AllDone + + 5 + All Done + + + 429 + 6 + Alert + + 6 + Alert + + + 430 + 1 + Net + + 1 + Net + + + 430 + 2 + Gross + + 2 + Gross + + + 431 + 1 + InBiddingProcess + + 1 + In bidding process + + + 431 + 2 + ReceivedForExecution + + 2 + Received for execution + + + 431 + 3 + Executing + + 3 + Executing + + + 431 + 4 + Cancelling + + 4 + Cancelling + + + 431 + 5 + Alert + + 5 + Alert + + + 431 + 6 + AllDone + + 6 + All Done + + + 431 + 7 + Reject + + 7 + Reject + + + 433 + 1 + Immediate + + 1 + Immediate + + + 433 + 2 + WaitForInstruction + + 2 + Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list) + + + 433 + 3 + SellDriven + + 3 + Exchange/switch CIV order - Sell driven + + + 433 + 4 + BuyDrivenCashTopUp + + 4 + Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order) + + + 433 + 5 + BuyDrivenCashWithdraw + + 5 + Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order) + + + 434 + 1 + OrderCancelRequest + + 1 + Order cancel request + + + 434 + 2 + OrderCancel + + 2 + Order cancel/replace request + + + 442 + 1 + SingleSecurity + + 1 + Single security (default if not specified) + + + 442 + 2 + IndividualLegOfAMultiLegSecurity + + 2 + Individual leg of a multi-leg security + + + 442 + 3 + MultiLegSecurity + + 3 + Multi-leg security + + + 447 + 6 + UKNationalInsuranceOrPensionNumber + For PartyRole = "InvestorID" and for CIV + 1 + UK National Insurance or Pension Number + + + 447 + 7 + USSocialSecurityNumber + For PartyRole = "InvestorID" and for CIV + 2 + US Social Security Number + + + 447 + 8 + USEmployerOrTaxIDNumber + For PartyRole = "InvestorID" and for CIV + 3 + US Employer or Tax ID Number + + + 447 + 9 + AustralianBusinessNumber + For PartyRole = "InvestorID" and for CIV + 4 + Australian Business Number + + + 447 + A + AustralianTaxFileNumber + For PartyRole = "InvestorID" and for CIV + 5 + Australian Tax File Number + + + 447 + 1 + KoreanInvestorID + For PartyRole = "InvestorID" and for Equities + 1 + Korean Investor ID + + + 447 + 2 + TaiwaneseForeignInvestorID + For PartyRole = "InvestorID" and for Equities + 2 + Taiwanese Qualified Foreign Investor ID QFII/FID + + + 447 + 3 + TaiwaneseTradingAcct + For PartyRole = "InvestorID" and for Equities + 3 + Taiwanese Trading Acct + + + 447 + 4 + MalaysianCentralDepository + For PartyRole = "InvestorID" and for Equities + 4 + Malaysian Central Depository (MCD) number + + + 447 + 5 + ChineseInvestorID + For PartyRole = "InvestorID" and for Equities + 5 + Chinese Investor ID + + + 447 + I + ISITCAcronym + For PartyRole="Broker of Credit" + 1 + Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document + + + 447 + B + BIC + For all PartyRoles + 1 + BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") + + + 447 + C + GeneralIdentifier + For all PartyRoles + 2 + Generally accepted market participant identifier (e.g. NASD mnemonic) + + + 447 + D + Proprietary + For all PartyRoles + 3 + Proprietary / Custom code + + + 447 + E + ISOCountryCode + For all PartyRoles + 4 + ISO Country Code + + + 447 + F + SettlementEntityLocation + For all PartyRoles + 5 + Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) + + + 447 + G + MIC + For all PartyRoles + 6 + MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C") + + + 447 + H + CSDParticipant + For all PartyRoles + 7 + CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) + + + 452 + 1 + ExecutingFirm + + 1 + Executing Firm (formerly FIX 4.2 ExecBroker) + + + 452 + 2 + BrokerOfCredit + + 2 + Broker of Credit (formerly FIX 4.2 BrokerOfCredit) + + + 452 + 3 + ClientID + + 3 + Client ID (formerly FIX 4.2 ClientID) + + + 452 + 4 + ClearingFirm + + 4 + Clearing Firm (formerly FIX 4.2 ClearingFirm) + + + 452 + 5 + InvestorID + + 5 + Investor ID + + + 452 + 6 + IntroducingFirm + + 6 + Introducing Firm + + + 452 + 7 + EnteringFirm + + 7 + Entering Firm + + + 452 + 8 + Locate + + 8 + Locate / Lending Firm (for short-sales) + + + 452 + 9 + FundManagerClientID + + 9 + Fund Manager Client ID (for CIV) + + + 452 + 10 + SettlementLocation + + 10 + Settlement Location (formerly FIX 4.2 SettlLocation) + + + 452 + 11 + OrderOriginationTrader + + 11 + Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order) + + + 452 + 12 + ExecutingTrader + + 12 + Executing Trader (associated with Executing Firm - actually executes) + + + 452 + 13 + OrderOriginationFirm + + 13 + Order Origination Firm (e.g. buy-side firm) + + + 452 + 14 + GiveupClearingFirm + + 14 + Giveup Clearing Firm (firm to which trade is given up) + + + 452 + 15 + CorrespondantClearingFirm + + 15 + Correspondant Clearing Firm + + + 452 + 16 + ExecutingSystem + + 16 + Executing System + + + 452 + 17 + ContraFirm + + 17 + Contra Firm + + + 452 + 18 + ContraClearingFirm + + 18 + Contra Clearing Firm + + + 452 + 19 + SponsoringFirm + + 19 + Sponsoring Firm + + + 452 + 20 + UnderlyingContraFirm + + 20 + Underlying Contra Firm + + + 452 + 21 + ClearingOrganization + + 21 + Clearing Organization + + + 452 + 22 + Exchange + + 22 + Exchange + + + 452 + 24 + CustomerAccount + + 24 + Customer Account + + + 452 + 25 + CorrespondentClearingOrganization + + 25 + Correspondent Clearing Organization + + + 452 + 26 + CorrespondentBroker + + 26 + Correspondent Broker + + + 452 + 27 + Buyer + + 27 + Buyer/Seller (Receiver/Deliverer) + + + 452 + 28 + Custodian + + 28 + Custodian + + + 452 + 29 + Intermediary + + 29 + Intermediary + + + 452 + 30 + Agent + + 30 + Agent + + + 452 + 31 + SubCustodian + + 31 + Sub-custodian + + + 452 + 32 + Beneficiary + + 32 + Beneficiary + + + 452 + 33 + InterestedParty + + 33 + Interested party + + + 452 + 34 + RegulatoryBody + + 34 + Regulatory body + + + 452 + 35 + LiquidityProvider + + 35 + Liquidity provider + + + 452 + 36 + EnteringTrader + + 36 + Entering trader + + + 452 + 37 + ContraTrader + + 37 + Contra trader + + + 452 + 38 + PositionAccount + + 38 + Position account + + + 452 + 39 + ContraInvestorID + + 39 + Contra Investor ID + + + 452 + 40 + TransferToFirm + + 40 + Transfer to Firm + + + 452 + 41 + ContraPositionAccount + + 41 + Contra Position Account + + + 452 + 42 + ContraExchange + + 42 + Contra Exchange + + + 452 + 43 + InternalCarryAccount + + 43 + Internal Carry Account + + + 452 + 44 + OrderEntryOperatorID + + 44 + Order Entry Operator ID + + + 452 + 45 + SecondaryAccountNumber + + 45 + Secondary Account Number + + + 452 + 46 + ForeignFirm + + 46 + Foreign Firm + + + 452 + 47 + ThirdPartyAllocationFirm + + 47 + Third Party Allocation Firm + + + 452 + 48 + ClaimingAccount + + 48 + Claiming Account + + + 452 + 49 + AssetManager + + 49 + Asset Manager + + + 452 + 50 + PledgorAccount + + 50 + Pledgor Account + + + 452 + 51 + PledgeeAccount + + 51 + Pledgee Account + + + 452 + 52 + LargeTraderReportableAccount + + 52 + Large Trader Reportable Account + + + 452 + 53 + TraderMnemonic + + 53 + Trader mnemonic + + + 452 + 54 + SenderLocation + + 54 + Sender Location + + + 452 + 55 + SessionID + + 55 + Session ID + + + 452 + 56 + AcceptableCounterparty + + 56 + Acceptable Counterparty + + + 452 + 57 + UnacceptableCounterparty + + 57 + Unacceptable Counterparty + + + 452 + 58 + EnteringUnit + + 58 + Entering Unit + + + 452 + 59 + ExecutingUnit + + 59 + Executing Unit + + + 452 + 60 + IntroducingBroker + + 60 + Introducing Broker + + + 452 + 61 + QuoteOriginator + + 61 + Quote originator + + + 452 + 62 + ReportOriginator + + 62 + Report originator + + + 452 + 63 + SystematicInternaliser + + 63 + Systematic internaliser (SI) + + + 452 + 64 + MultilateralTradingFacility + + 64 + Multilateral Trading Facility (MTF) + + + 452 + 65 + RegulatedMarket + + 65 + Regulated Market (RM) + + + 452 + 66 + MarketMaker + + 66 + Market Maker + + + 452 + 67 + InvestmentFirm + + 67 + Investment Firm + + + 452 + 68 + HostCompetentAuthority + + 68 + Host Competent Authority (Host CA) + + + 452 + 69 + HomeCompetentAuthority + + 69 + Home Competent Authority (Home CA) + + + 452 + 70 + CompetentAuthorityLiquidity + + 70 + Competent Authority of the most relevant market in terms of liquidity (CAL) + + + 452 + 71 + CompetentAuthorityTransactionVenue + + 71 + Competent Authority of the Transaction (Execution) Venue (CATV) + + + 452 + 72 + ReportingIntermediary + + 72 + Reporting intermediary (medium/vendor via which report has been published) + + + 452 + 73 + ExecutionVenue + + 73 + Execution Venue + + + 452 + 74 + MarketDataEntryOriginator + + 74 + Market data entry originator + + + 452 + 75 + LocationID + + 75 + Location ID + + + 452 + 76 + DeskID + + 76 + Desk ID + + + 452 + 77 + MarketDataMarket + + 77 + Market data market + + + 452 + 78 + AllocationEntity + + 78 + Allocation Entity + + + 452 + 79 + PrimeBroker + + 79 + Prime Broker providing General Trade Services + + + 452 + 80 + StepOutFirm + + 80 + Step-Out Firm (Prime Broker) + + + 452 + 81 + BrokerClearingID + + 81 + BrokerClearingID + + + 460 + 1 + AGENCY + + 1 + AGENCY + + + 460 + 2 + COMMODITY + + 2 + COMMODITY + + + 460 + 3 + CORPORATE + + 3 + CORPORATE + + + 460 + 4 + CURRENCY + + 4 + CURRENCY + + + 460 + 5 + EQUITY + + 5 + EQUITY + + + 460 + 6 + GOVERNMENT + + 6 + GOVERNMENT + + + 460 + 7 + INDEX + + 7 + INDEX + + + 460 + 8 + LOAN + + 8 + LOAN + + + 460 + 9 + MONEYMARKET + + 9 + MONEYMARKET + + + 460 + 10 + MORTGAGE + + 10 + MORTGAGE + + + 460 + 11 + MUNICIPAL + + 11 + MUNICIPAL + + + 460 + 12 + OTHER + + 12 + OTHER + + + 460 + 13 + FINANCING + + 13 + FINANCING + + + 464 + N + Fales + + 1 + Fales (Production) + + + 464 + Y + True + + 2 + True (Test) + + + 465 + 1 + SHARES + + 1 + SHARES + + + 465 + 2 + BONDS + + 2 + BONDS + + + 465 + 3 + CURRENTFACE + + 3 + CURRENTFACE + + + 465 + 4 + ORIGINALFACE + + 4 + ORIGINALFACE + + + 465 + 5 + CURRENCY + + 5 + CURRENCY + + + 465 + 6 + CONTRACTS + + 6 + CONTRACTS + + + 465 + 7 + OTHER + + 7 + OTHER + + + 465 + 8 + PAR + + 8 + PAR + + + 468 + 0 + RoundToNearest + + 1 + Round to nearest + + + 468 + 1 + RoundDown + + 2 + Round down + + + 468 + 2 + RoundUp + + 3 + Round up + + + 477 + 1 + CREST + + 1 + CREST + + + 477 + 2 + NSCC + + 2 + NSCC + + + 477 + 3 + Euroclear + + 3 + Euroclear + + + 477 + 4 + Clearstream + + 4 + Clearstream + + + 477 + 5 + Cheque + + 5 + Cheque + + + 477 + 6 + TelegraphicTransfer + + 6 + Telegraphic Transfer + + + 477 + 7 + FedWire + + 7 + Fed Wire + + + 477 + 8 + DirectCredit + + 8 + Direct Credit (BECS, BACS) + + + 477 + 9 + ACHCredit + + 9 + ACH Credit + + + 477 + 10 + BPAY + + 10 + BPAY + + + 477 + 11 + HighValueClearingSystemHVACS + + 11 + High Value Clearing System HVACS + + + 477 + 12 + ReinvestInFund + + 12 + Reinvest In Fund + + + 480 + Y + Yes + + 1 + Yes + + + 480 + N + NoExecutionOnly + + 2 + No - Execution Only + + + 480 + M + NoWaiverAgreement + + 3 + No - Waiver agreement + + + 480 + O + NoInstitutional + + 4 + No - Institutional + + + 481 + Y + Passed + + 1 + Passed + + + 481 + N + NotChecked + + 2 + Not Checked + + + 481 + 1 + ExemptBelowLimit + + 3 + Exempt - Below the Limit + + + 481 + 2 + ExemptMoneyType + + 4 + Exempt - Client Money Type exemption + + + 481 + 3 + ExemptAuthorised + + 5 + Exempt - Authorised Credit or financial institution + + + 484 + B + BidPrice + + 1 + Bid price + + + 484 + C + CreationPrice + + 2 + Creation price + + + 484 + D + CreationPricePlusAdjustmentPercent + + 3 + Creation price plus adjustment percent + + + 484 + E + CreationPricePlusAdjustmentAmount + + 4 + Creation price plus adjustment amount + + + 484 + O + OfferPrice + + 5 + Offer price + + + 484 + P + OfferPriceMinusAdjustmentPercent + + 6 + Offer price minus adjustment percent + + + 484 + Q + OfferPriceMinusAdjustmentAmount + + 7 + Offer price minus adjustment amount + + + 484 + S + SinglePrice + + 8 + Single price + + + 487 + 0 + New + + 1 + New + + + 487 + 1 + Cancel + + 2 + Cancel + + + 487 + 2 + Replace + + 3 + Replace + + + 487 + 3 + Release + + 4 + Release + + + 487 + 4 + Reverse + + 5 + Reverse + + + 487 + 5 + CancelDueToBackOutOfTrade + + 6 + Cancel Due To Back Out of Trade + + + 492 + 1 + CREST + + 1 + CREST + + + 492 + 2 + NSCC + + 2 + NSCC + + + 492 + 3 + Euroclear + + 3 + Euroclear + + + 492 + 4 + Clearstream + + 4 + Clearstream + + + 492 + 5 + Cheque + + 5 + Cheque + + + 492 + 6 + TelegraphicTransfer + + 6 + Telegraphic Transfer + + + 492 + 7 + FedWire + + 7 + Fed Wire + + + 492 + 8 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prior year (US) + + + 495 + 10 + EmployeeCurrentYear + + 10 + Employee - current year (US) + + + 495 + 11 + EmployerPriorYear + + 11 + Employer - prior year (US) + + + 495 + 12 + EmployerCurrentYear + + 12 + Employer - current year (US) + + + 495 + 13 + NonFundPrototypeIRA + + 13 + Non-fund prototype IRA (US) + + + 495 + 14 + NonFundQualifiedPlan + + 14 + Non-fund qualified plan (US) + + + 495 + 15 + DefinedContributionPlan + + 15 + Defined contribution plan (US) + + + 495 + 16 + IRA + + 16 + Individual Retirement Account (US) + + + 495 + 17 + IRARollover + + 17 + Individual Retirement Account - Rollover (US) + + + 495 + 18 + KEOGH + + 18 + KEOGH (US) + + + 495 + 19 + ProfitSharingPlan + + 19 + Profit Sharing Plan (US) + + + 495 + 20 + US401K + + 20 + 401(k) (US) + + + 495 + 21 + SelfDirectedIRA + + 21 + Self-directed IRA (US) + + + 495 + 22 + US403b + + 22 + 403(b) (US) + + + 495 + 23 + US457 + + 23 + 457 (US) + + + 495 + 24 + RothIRAPrototype + + 24 + Roth IRA (Fund Prototype) (US) + + + 495 + 25 + RothIRANonPrototype + + 25 + Roth IRA (Non-prototype) (US) + + + 495 + 26 + RothConversionIRAPrototype + + 26 + Roth Conversion IRA (Fund Prototype) (US) + + + 495 + 27 + RothConversionIRANonPrototype + + 27 + Roth Conversion IRA (Non-prototype) (US) + + + 495 + 28 + EducationIRAPrototype + + 28 + Education IRA (Fund Prototype) (US) + + + 495 + 29 + EducationIRANonPrototype + + 29 + Education IRA (Non-prototype) (US) + + + 495 + 999 + Other + + 99 + Other + + + 497 + N + No + + 1 + No + + + 497 + Y + Yes + + 2 + Yes + + + 506 + A + Accepted + + 1 + Accepted + + + 506 + R + Rejected + + 2 + Rejected + + + 506 + H + Held + + 3 + Held + + + 506 + N + Reminder + + 4 + Reminder - i.e. Registration Instructions are still outstanding + + + 507 + 1 + InvalidAccountType + + 1 + Invalid/unacceptable Account Type + + + 507 + 2 + InvalidTaxExemptType + + 2 + Invalid/unacceptable Tax Exempt Type + + + 507 + 3 + InvalidOwnershipType + + 3 + Invalid/unacceptable Ownership Type + + + 507 + 4 + NoRegDetails + + 4 + Invalid/unacceptable No Reg Details + + + 507 + 5 + InvalidRegSeqNo + + 5 + Invalid/unacceptable Reg Seq No + + + 507 + 6 + InvalidRegDetails + + 6 + Invalid/unacceptable Reg Details + + + 507 + 7 + InvalidMailingDetails + + 7 + Invalid/unacceptable Mailing Details + + + 507 + 8 + InvalidMailingInstructions + + 8 + Invalid/unacceptable Mailing Instructions + + + 507 + 9 + InvalidInvestorID + + 9 + Invalid/unacceptable Investor ID + + + 507 + 10 + InvalidInvestorIDSource + + 10 + Invalid/unaceeptable Investor ID Source + + + 507 + 11 + InvalidDateOfBirth + + 11 + Invalid/unacceptable Date Of Birth + + + 507 + 12 + InvalidCountry + + 12 + Invalid/unacceptable Investor Country Of Residence + + + 507 + 13 + InvalidDistribInstns + + 13 + Invalid/unacceptable No Distrib Instns + + + 507 + 14 + InvalidPercentage + + 14 + Invalid/unacceptable Distrib Percentage + + + 507 + 15 + InvalidPaymentMethod + + 15 + Invalid/unacceptable Distrib Payment Method + + + 507 + 16 + InvalidAccountName + + 16 + Invalid/unacceptable Cash Distrib Agent Acct Name + + + 507 + 17 + InvalidAgentCode + + 17 + Invalid/unacceptable Cash Distrib Agent Code + + + 507 + 18 + InvalidAccountNum + + 18 + Invalid/unacceptable Cash Distrib Agent Acct Num + + + 507 + 99 + Other + + 99 + Other + + + 514 + 0 + New + + 1 + New + + + 514 + 2 + Cancel + + 2 + Cancel + + + 514 + 1 + Replace + + 3 + Replace + + + 517 + J + JointInvestors + + 1 + Joint Investors + + + 517 + T + TenantsInCommon + + 2 + Tenants in Common + + + 517 + 2 + JointTrustees + + 3 + Joint Trustees + + + 519 + 1 + CommissionAmount + + 1 + Commission amount (actual) + + + 519 + 2 + CommissionPercent + + 2 + Commission percent (actual) + + + 519 + 3 + InitialChargeAmount + + 3 + Initial Charge Amount + + + 519 + 4 + InitialChargePercent + + 4 + Initial Charge Percent + + + 519 + 5 + DiscountAmount + + 5 + Discount Amount + + + 519 + 6 + DiscountPercent + + 6 + Discount Percent + + + 519 + 7 + DilutionLevyAmount + + 7 + Dilution Levy Amount + + + 519 + 8 + DilutionLevyPercent + + 8 + Dilution Levy Percent + + + 519 + 9 + ExitChargeAmount + + 9 + Exit Charge Amount + + + 519 + 10 + ExitChargePercent + + 10 + Exit Charge Percent + + + 519 + 11 + FundBasedRenewalCommissionPercent + + 11 + Fund-Based Renewal Commission Percent (a.k.a. Trail commission) + + + 519 + 12 + ProjectedFundValue + + 12 + Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) + + + 519 + 13 + FundBasedRenewalCommissionOnOrder + + 13 + Fund-Based Renewal Commission Amount (based on Order value) + + + 519 + 14 + FundBasedRenewalCommissionOnFund + + 14 + Fund-Based Renewal Commission Amount (based on Projected Fund value) + + + 519 + 15 + NetSettlementAmount + + 15 + Net Settlement Amount + + + 522 + 1 + IndividualInvestor + + 1 + Individual Investor + + + 522 + 2 + PublicCompany + + 2 + Public Company + + + 522 + 3 + PrivateCompany + + 3 + Private Company + + + 522 + 4 + IndividualTrustee + + 4 + Individual Trustee + + + 522 + 5 + CompanyTrustee + + 5 + Company Trustee + + + 522 + 6 + PensionPlan + + 6 + Pension Plan + + + 522 + 7 + CustodianUnderGiftsToMinorsAct + + 7 + Custodian Under Gifts to Minors Act + + + 522 + 8 + Trusts + + 8 + Trusts + + + 522 + 9 + Fiduciaries + + 9 + Fiduciaries + + + 522 + 10 + NetworkingSubAccount + + 10 + Networking Sub-account + + + 522 + 11 + NonProfitOrganization + + 11 + Non-profit organization + + + 522 + 12 + CorporateBody + + 12 + Corporate Body + + + 522 + 13 + Nominee + + 13 + Nominee + + + 528 + A + Agency + + 1 + Agency + + + 528 + G + Proprietary + + 2 + Proprietary + + + 528 + I + Individual + + 3 + Individual + + + 528 + P + Principal + + 4 + Principal (Note for CMS purposes, "Principal" includes "Proprietary") + + + 528 + R + RisklessPrincipal + + 5 + Riskless Principal + + + 528 + W + AgentForOtherMember + + 6 + Agent for Other Member + + + 529 + 1 + ProgramTrade + + 1 + Program Trade + + + 529 + 2 + IndexArbitrage + + 2 + Index Arbitrage + + + 529 + 3 + NonIndexArbitrage + + 3 + Non-Index Arbitrage + + + 529 + 4 + CompetingMarketMaker + + 4 + Competing Market Maker + + + 529 + 5 + ActingAsMarketMakerOrSpecialistInSecurity + + 5 + Acting as Market Maker or Specialist in the security + + + 529 + 6 + ActingAsMarketMakerOrSpecialistInUnderlying + + 6 + Acting as Market Maker or Specialist in the underlying security of a derivative security + + + 529 + 7 + ForeignEntity + + 7 + Foreign Entity (of foreign government or regulatory jurisdiction) + + + 529 + 8 + ExternalMarketParticipant + + 8 + External Market Participant + + + 529 + 9 + ExternalInterConnectedMarketLinkage + + 9 + External Inter-connected Market Linkage + + + 529 + A + RisklessArbitrage + + 10 + Riskless Arbitrage + + + 529 + B + IssuerHolding + + 11 + Issuer Holding + + + 529 + C + IssuePriceStabilization + + 12 + Issue Price Stabilization + + + 529 + D + NonAlgorithmic + + 13 + Non-algorithmic + + + 529 + E + Algorithmic + + 14 + Algorithmic + + + 530 + 1 + CancelOrdersForASecurity + + 1 + Cancel orders for a security + + + 530 + 2 + CancelOrdersForAnUnderlyingSecurity + + 2 + Cancel orders for an underlying security + + + 530 + 3 + CancelOrdersForAProduct + + 3 + Cancel orders for a Product + + + 530 + 4 + CancelOrdersForACFICode + + 4 + Cancel orders for a CFICode + + + 530 + 5 + CancelOrdersForASecurityType + + 5 + Cancel orders for a SecurityType + + + 530 + 6 + CancelOrdersForATradingSession + + 6 + Cancel orders for a trading session + + + 530 + 7 + CancelAllOrders + + 7 + Cancel all orders + + + 530 + 8 + CancelOrdersForAMarket + + 8 + Cancel orders for a market + + + 530 + 9 + CancelOrdersForAMarketSegment + + 9 + Cancel orders for a market segment + + + 530 + A + CancelOrdersForASecurityGroup + + 10 + Cancel orders for a security group + + + 531 + 0 + CancelRequestRejected + + 0 + Cancel Request Rejected - See MassCancelRejectReason (532) + + + 531 + 1 + CancelOrdersForASecurity + + 1 + Cancel orders for a security + + + 531 + 2 + CancelOrdersForAnUnderlyingSecurity + + 2 + Cancel orders for an Underlying Security + + + 531 + 3 + CancelOrdersForAProduct + + 3 + Cancel orders for a Product + + + 531 + 4 + CancelOrdersForACFICode + + 4 + Cancel orders for a CFICode + + + 531 + 5 + CancelOrdersForASecurityType + + 5 + Cancel orders for a SecurityType + + + 531 + 6 + CancelOrdersForATradingSession + + 6 + Cancel orders for a trading session + + + 531 + 7 + CancelAllOrders + + 7 + Cancel All Orders + + + 531 + 8 + CancelOrdersForAMarket + + 8 + Cancel orders for a market + + + 531 + 9 + CancelOrdersForAMarketSegment + + 9 + Cancel orders for a market segment + + + 531 + A + CancelOrdersForASecurityGroup + + 10 + Cancel orders for a security group + + + 532 + 0 + MassCancelNotSupported + + 0 + Mass Cancel Not Supported + + + 532 + 1 + InvalidOrUnknownSecurity + + 1 + Invalid or Unknown Security + + + 532 + 2 + InvalidOrUnkownUnderlyingSecurity + + 2 + Invalid or Unkown Underlying security + + + 532 + 3 + InvalidOrUnknownProduct + + 3 + Invalid or Unknown Product + + + 532 + 4 + InvalidOrUnknownCFICode + + 4 + Invalid or Unknown CFICode + + + 532 + 5 + InvalidOrUnknownSecurityType + + 5 + Invalid or Unknown SecurityType + + + 532 + 6 + InvalidOrUnknownTradingSession + + 6 + Invalid or Unknown Trading Session + + + 532 + 7 + InvalidOrUnknownMarket + + 8 + Invalid or unknown Market + + + 532 + 8 + InvalidOrUnkownMarketSegment + + 9 + Invalid or unkown Market Segment + + + 532 + 9 + InvalidOrUnknownSecurityGroup + + 10 + Invalid or unknown Security Group + + + 532 + 99 + Other + + 99 + Other + + + 537 + 0 + Indicative + + 1 + Indicative + + + 537 + 1 + Tradeable + + 2 + Tradeable + + + 537 + 2 + RestrictedTradeable + + 3 + Restricted Tradeable + + + 537 + 3 + Counter + + 4 + Counter (tradeable) + + + 544 + 1 + Cash + + 1 + Cash + + + 544 + 2 + MarginOpen + + 2 + Margin Open + + + 544 + 3 + MarginClose + + 3 + Margin Close + + + 546 + 1 + LocalMarket + + 1 + Local Market (Exchange, ECN, ATS) + + + 546 + 2 + National + + 2 + National + + + 546 + 3 + Global + + 3 + Global + + + 547 + N + No + + 1 + Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request + + + 547 + Y + Yes + + 2 + Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request + + + 549 + 1 + CrossAON + + 1 + Cross AON - cross trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an "All or None". + + + 549 + 2 + CrossIOC + + 2 + Cross IOC - cross trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an IOC on the other side. Note: CrossPrioritization(550) field may be used to indicate which side should fully execute in this scenario. + + + 549 + 3 + CrossOneSide + + 3 + Cross One Side - cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted by the CrossPrioritization (550) field), but the unfilled portion remains active. + + + 549 + 4 + CrossSamePrice + + 4 + Cross Same Price - cross trade is executed with existing orders with the same price. In this case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities. + + + 550 + 0 + None + + 1 + None + + + 550 + 1 + BuySideIsPrioritized + + 2 + Buy side is prioritized + + + 550 + 2 + SellSideIsPrioritized + + 3 + Sell side is prioritized + + + 552 + 1 + OneSide + + 1 + One Side + + + 552 + 2 + BothSides + + 2 + Both Sides + + + 559 + 0 + Symbol + + 0 + Symbol + + + 559 + 1 + SecurityTypeAnd + + 1 + SecurityType and/or CFICode + + + 559 + 2 + Product + + 2 + Product + + + 559 + 3 + TradingSessionID + + 3 + TradingSessionID + + + 559 + 4 + AllSecurities + + 4 + All Securities + + + 559 + 5 + MarketIDOrMarketID + + 6 + MarketID or MarketID + MarketSegmentID + + + 560 + 0 + ValidRequest + + 0 + Valid request + + + 560 + 1 + InvalidOrUnsupportedRequest + + 1 + Invalid or unsupported request + + + 560 + 2 + NoInstrumentsFound + + 2 + No instruments found that match selection criteria + + + 560 + 3 + NotAuthorizedToRetrieveInstrumentData + + 3 + Not authorized to retrieve instrument data + + + 560 + 4 + InstrumentDataTemporarilyUnavailable + + 4 + Instrument data temporarily unavailable + + + 560 + 5 + RequestForInstrumentDataNotSupported + + 5 + Request for instrument data not supported + + + 563 + 0 + ReportByMulitlegSecurityOnly + + 0 + Report by mulitleg security only (do not report legs) + + + 563 + 1 + ReportByMultilegSecurityAndInstrumentLegs + + 1 + Report by multileg security and by instrument legs belonging to the multileg security + + + 563 + 2 + ReportByInstrumentLegsOnly + + 2 + Report by instrument legs belonging to the multileg security only (do not report status of multileg security) + + + 567 + 1 + UnknownOrInvalidTradingSessionID + + 1 + Unknown or invalid TradingSessionID + + + 567 + 99 + Other + + 99 + Other + + + 569 + 0 + AllTrades + + 0 + All Trades + + + 569 + 1 + MatchedTradesMatchingCriteria + + 1 + Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) + + + 569 + 2 + UnmatchedTradesThatMatchCriteria + + 2 + Unmatched trades that match criteria + + + 569 + 3 + UnreportedTradesThatMatchCriteria + + 3 + Unreported trades that match criteria + + + 569 + 4 + AdvisoriesThatMatchCriteria + + 4 + Advisories that match criteria + + + 570 + N + NotReportedToCounterparty + + 1 + Not reported to counterparty + + + 570 + Y + PerviouslyReportedToCounterparty + + 2 + Perviously reported to counterparty + + + 573 + 0 + Compared + + 0 + Compared, matched or affirmed + + + 573 + 1 + Uncompared + + 1 + Uncompared, unmatched, or unaffirmed + + + 573 + 2 + AdvisoryOrAlert + + 2 + Advisory or alert + + + 574 + 1 + OnePartyTradeReport + General Purpose + 70 + One-Party Trade Report (privately negotiated trade) + + + 574 + 2 + TwoPartyTradeReport + General Purpose + 71 + Two-Party Trade Report (privately negotiated trade) + + + 574 + 3 + ConfirmedTradeReport + General Purpose + 72 + Confirmed Trade Report (reporting from recognized markets) + + + 574 + 4 + AutoMatch + General Purpose + 73 + Auto-match + + + 574 + 5 + CrossAuction + General Purpose + 74 + Cross Auction + + + 574 + 6 + CounterOrderSelection + General Purpose + 75 + Counter-Order Selection + + + 574 + 7 + CallAuction + General Purpose + 76 + Call Auction + + + 574 + 8 + Issuing + General Purpose + 77 + Issuing/Buy Back Auction + + + 574 + M3 + ACTAcceptedTrade + NASDAQ + 2 + ACT Accepted Trade + + + 574 + M4 + ACTDefaultTrade + NASDAQ + 3 + ACT Default Trade + + + 574 + M5 + ACTDefaultAfterM2 + NASDAQ + 4 + ACT Default After M2 + + + 574 + M6 + ACTM6Match + NASDAQ + 5 + ACT M6 Match + + + 574 + A1 + ExactMatchPlus4BadgesExecTime + NYSE and AMEX + 0 + Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) + + + 574 + A2 + ExactMatchPlus4Badges + NYSE and AMEX + 1 + Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges + + + 574 + A3 + ExactMatchPlus2BadgesExecTime + NYSE and AMEX + 2 + Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) + + + 574 + A4 + ExactMatchPlus2Badges + NYSE and AMEX + 3 + Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges + + + 574 + A5 + ExactMatchPlusExecTime + NYSE and AMEX + 4 + Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) + + + 574 + AQ + StampedAdvisoriesOrSpecialistAccepts + NYSE and AMEX + 5 + Compared records resulting from stamped advisories or specialist accepts/pair-offs + + + 574 + S1 + A1ExactMatchSummarizedQuantity + NYSE and AMEX + 6 + Summarized match using A1 exact match criteria except quantity is summaried + + + 574 + S2 + A2ExactMatchSummarizedQuantity + NYSE and AMEX + 7 + Summarized match using A2 exact match criteria except quantity is summarized + + + 574 + S3 + A3ExactMatchSummarizedQuantity + NYSE and AMEX + 8 + Summarized match using A3 exact match criteria except quantity is summarized + + + 574 + S4 + A4ExactMatchSummarizedQuantity + NYSE and AMEX + 9 + Summarized match using A4 exact match criteria except quantity is summarized + + + 574 + S5 + A5ExactMatchSummarizedQuantity + NYSE and AMEX + 10 + Summarized match using A5 exact match criteria except quantity is summarized + + + 574 + M1 + ExactMatchMinusBadgesTimes + NYSE, AMEX and NASDAQ + 11 + Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match + + + 574 + M2 + SummarizedMatchMinusBadgesTimes + NYSE, AMEX and NASDAQ + 12 + Summarized match minus badges and times: ACT M2 Match + + + 574 + MT + OCSLockedIn + NYSE, AMEX and NASDAQ + 13 + OCS Locked In: Non-ACT + + + 575 + N + TreatAsRoundLot + + 1 + Treat as round lot (default) + + + 575 + Y + TreatAsOddLot + + 2 + Treat as odd lot + + + 577 + 0 + ProcessNormally + + 0 + Process normally + + + 577 + 1 + ExcludeFromAllNetting + + 1 + Exclude from all netting + + + 577 + 2 + BilateralNettingOnly + + 2 + Bilateral netting only + + + 577 + 3 + ExClearing + + 3 + Ex clearing + + + 577 + 4 + SpecialTrade + + 4 + Special trade + + + 577 + 5 + MultilateralNetting + + 5 + Multilateral netting + + + 577 + 6 + ClearAgainstCentralCounterparty + + 6 + Clear against central counterparty + + + 577 + 7 + ExcludeFromCentralCounterparty + + 7 + Exclude from central counterparty + + + 577 + 8 + ManualMode + + 8 + Manual mode (pre-posting and/or pre-giveup) + + + 577 + 9 + AutomaticPostingMode + + 9 + Automatic posting mode (trade posting to the position account number specified) + + + 577 + 10 + AutomaticGiveUpMode + + 10 + Automatic give-up mode (trade give-up to the give-up destination number specified) + + + 577 + 11 + QualifiedServiceRepresentativeQSR + + 11 + Qualified Service Representative QSR + + + 577 + 12 + CustomerTrade + + 12 + Customer trade + + + 577 + 13 + SelfClearing + + 13 + Self clearing + + + 581 + 1 + CarriedCustomerSide + + 1 + Account is carried on customer side of the books + + + 581 + 2 + CarriedNonCustomerSide + + 2 + Account is carried on non-customer side of books + + + 581 + 3 + HouseTrader + + 3 + House Trader + + + 581 + 4 + FloorTrader + + 4 + Floor Trader + + + 581 + 6 + CarriedNonCustomerSideCrossMargined + + 5 + Account is carried on non-customer side of books and is cross margined + + + 581 + 7 + HouseTraderCrossMargined + + 6 + Account is house trader and is cross margined + + + 581 + 8 + JointBackOfficeAccount + + 7 + Joint back office account (JBO) + + + 582 + 1 + MemberTradingForTheirOwnAccount + + 1 + Member trading for their own account + + + 582 + 2 + ClearingFirmTradingForItsProprietaryAccount + + 2 + Clearing Firm trading for its proprietary account + + + 582 + 3 + MemberTradingForAnotherMember + + 3 + Member trading for another member + + + 582 + 4 + AllOther + + 4 + All other + + + 585 + 1 + StatusForOrdersForASecurity + + 1 + Status for orders for a Security + + + 585 + 2 + StatusForOrdersForAnUnderlyingSecurity + + 2 + Status for orders for an Underlying Security + + + 585 + 3 + StatusForOrdersForAProduct + + 3 + Status for orders for a Product + + + 585 + 4 + StatusForOrdersForACFICode + + 4 + Status for orders for a CFICode + + + 585 + 5 + StatusForOrdersForASecurityType + + 5 + Status for orders for a SecurityType + + + 585 + 6 + StatusForOrdersForATradingSession + + 6 + Status for orders for a trading session + + + 585 + 7 + StatusForAllOrders + + 7 + Status for all orders + + + 585 + 8 + StatusForOrdersForAPartyID + + 8 + Status for orders for a PartyID + + + 589 + 0 + Auto + + 1 + Can trigger booking without reference to the order initiator ("auto") + + + 589 + 1 + SpeakWithOrderInitiatorBeforeBooking + + 2 + Speak with order initiator before booking ("speak first") + + + 589 + 2 + Accumulate + + 3 + Accumulate + + + 590 + 0 + EachPartialExecutionIsABookableUnit + + 1 + Each partial execution is a bookable unit + + + 590 + 1 + AggregatePartialExecutionsOnThisOrder + + 2 + Aggregate partial executions on this order, and book one trade per order + + + 590 + 2 + AggregateExecutionsForThisSymbol + + 3 + Aggregate executions for this symbol, side, and settlement date + + + 591 + 0 + ProRata + + 1 + Pro rata + + + 591 + 1 + DoNotProRata + + 2 + Do not pro-rata - discuss first + + + 625 + 1 + PreTrading + + 1 + Pre-Trading + + + 625 + 2 + OpeningOrOpeningAuction + + 2 + Opening or opening auction + + + 625 + 3 + Continuous + + 3 + (Continuous) Trading + + + 625 + 4 + ClosingOrClosingAuction + + 4 + Closing or closing auction + + + 625 + 5 + PostTrading + + 5 + Post-Trading + + + 625 + 6 + IntradayAuction + + 6 + Intraday Auction + + + 625 + 7 + Quiescent + + 7 + Quiescent + + + 626 + 1 + Calculated + + 1 + Calculated (includes MiscFees and NetMoney) + + + 626 + 2 + Preliminary + + 2 + Preliminary (without MiscFees and NetMoney) + + + 626 + 3 + SellsideCalculatedUsingPreliminary + + 3 + Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) (Replaced) + + + 626 + 4 + SellsideCalculatedWithoutPreliminary + + 4 + Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) + + + 626 + 5 + ReadyToBook + + 5 + Ready-To-Book - Single Order + + + 626 + 6 + BuysideReadyToBook + + 6 + Buyside Ready-To-Book - Combined Set of Orders (Replaced) + + + 626 + 7 + WarehouseInstruction + + 7 + Warehouse Instruction + + + 626 + 8 + RequestToIntermediary + + 8 + Request to Intermediary + + + 626 + 9 + Accept + + 9 + Accept + + + 626 + 10 + Reject + + 10 + Reject + + + 626 + 11 + AcceptPending + + 11 + Accept Pending + + + 626 + 12 + IncompleteGroup + + 12 + Incomplete Group + + + 626 + 13 + CompleteGroup + + 13 + Complete Group + + + 626 + 14 + ReversalPending + + 14 + Reversal Pending + + + 635 + 1 + FirstYearDelegate + + 1 + 1st year delegate trading for own account + + + 635 + 2 + SecondYearDelegate + + 2 + 2nd year delegate trading for own account + + + 635 + 3 + ThirdYearDelegate + + 3 + 3rd year delegate trading for own account + + + 635 + 4 + FourthYearDelegate + + 4 + 4th year delegate trading for own account + + + 635 + 5 + FifthYearDelegate + + 5 + 5th year delegate trading for own account + + + 635 + 9 + SixthYearDelegate + + 6 + 6th year delegate trading for own account + + + 635 + B + CBOEMember + + 7 + CBOE Member + + + 635 + C + NonMemberAndCustomer + + 8 + Non-member and Customer + + + 635 + E + EquityMemberAndClearingMember + + 9 + Equity Member and Clearing Member + + + 635 + F + FullAndAssociateMember + + 10 + Full and Associate Member trading for own account and as floor brokers + + + 635 + H + Firms106HAnd106J + + 11 + 106.H and 106.J firms + + + 635 + I + GIM + + 12 + GIM, IDEM and COM Membership Interest Holders + + + 635 + L + Lessee106FEmployees + + 13 + Lessee 106.F Employees + + + 635 + M + AllOtherOwnershipTypes + + 14 + All other ownership types + + + 636 + N + NotWorking + + 1 + Order has been accepted but not yet in a working state + + + 636 + Y + Working + + 2 + Order is currently being worked + + + 638 + 0 + PriorityUnchanged + + 1 + Priority unchanged + + + 638 + 1 + LostPriorityAsResultOfOrderChange + + 2 + Lost Priority as result of order change + + + 650 + N + DoesNotConsituteALegalConfirm + + 1 + Does not consitute a Legal Confirm + + + 650 + Y + LegalConfirm + + 2 + Legal Confirm + + + 653 + 0 + PendingApproval + + 1 + Pending Approval + + + 653 + 1 + Approved + + 2 + Approved (Accepted) + + + 653 + 2 + Rejected + + 3 + Rejected + + + 653 + 3 + UnauthorizedRequest + + 4 + Unauthorized Request + + + 653 + 4 + InvalidDefinitionRequest + + 5 + Invalid Definition Request + + + 658 + 1 + UnknownSymbol + + 0 + Unknown Symbol (Security) + + + 658 + 2 + Exchange + + 1 + Exchange (Security) Closed + + + 658 + 3 + QuoteRequestExceedsLimit + + 2 + Quote Request Exceeds Limit + + + 658 + 4 + TooLateToEnter + + 3 + Too Late to enter + + + 658 + 5 + InvalidPrice + + 4 + Invalid Price + + + 658 + 6 + NotAuthorizedToRequestQuote + + 5 + Not Authorized To Request Quote + + + 658 + 7 + NoMatchForInquiry + + 6 + No Match For Inquiry + + + 658 + 8 + NoMarketForInstrument + + 7 + No Market For Instrument + + + 658 + 9 + NoInventory + + 8 + No Inventory + + + 658 + 10 + Pass + + 9 + Pass + + + 658 + 11 + InsufficientCredit + + 10 + Insufficient credit + + + 658 + 99 + Other + + 99 + Other + + + 660 + 1 + BIC + + 1 + BIC + + + 660 + 2 + SIDCode + + 2 + SID Code + + + 660 + 3 + TFM + + 3 + TFM (GSPTA) + + + 660 + 4 + OMGEO + + 4 + OMGEO (Alert ID) + + + 660 + 5 + DTCCCode + + 5 + DTCC Code + + + 660 + 99 + Other + + 99 + Other (custom or proprietary) + + + 665 + 1 + Received + + 1 + Received + + + 665 + 2 + MismatchedAccount + + 2 + Mismatched Account + + + 665 + 3 + MissingSettlementInstructions + + 3 + Missing Settlement Instructions + + + 665 + 4 + Confirmed + + 4 + Confirmed + + + 665 + 5 + RequestRejected + + 5 + Request Rejected + + + 666 + 0 + New + + 1 + New + + + 666 + 1 + Replace + + 2 + Replace + + + 666 + 2 + Cancel + + 3 + Cancel + + + 668 + 1 + BookEntry + + 1 + Book Entry (default) + + + 668 + 2 + Bearer + + 2 + Bearer + + + 690 + 1 + ParForPar + + 1 + Par For Par + + + 690 + 2 + ModifiedDuration + + 2 + Modified Duration + + + 690 + 4 + Risk + + 3 + Risk + + + 690 + 5 + Proceeds + + 4 + Proceeds + + + 692 + 1 + Percent + + 0 + Percent (percent of par) + + + 692 + 2 + PerShare + + 1 + Per Share (e.g. cents per share) + + + 692 + 3 + FixedAmount + + 2 + Fixed Amount (absolute value) + + + 692 + 4 + Discount + + 3 + Discount - percentage points below par + + + 692 + 5 + Premium + + 4 + Premium - percentage points over par + + + 692 + 6 + Spread + + 5 + Spread - basis points relative to benchmark + + + 692 + 7 + TEDPrice + + 6 + TED Price + + + 692 + 8 + TEDYield + + 7 + TED Yield + + + 692 + 9 + YieldSpread + + 8 + Yield Spread (swaps) + + + 692 + 10 + Yield + + 9 + Yield + + + 694 + 1 + Hit + + 1 + Hit/Lift + + + 694 + 2 + Counter + + 2 + Counter + + + 694 + 3 + Expired + + 3 + Expired + + + 694 + 4 + Cover + + 4 + Cover + + + 694 + 5 + DoneAway + + 5 + Done Away + + + 694 + 6 + Pass + + 6 + Pass + + + 694 + 7 + EndTrade + + 7 + End Trade + + + 694 + 8 + TimedOut + + 8 + Timed Out + + + 703 + ALC + AllocationTradeQty + + 1 + Allocation Trade Qty + + + 703 + AS + OptionAssignment + + 2 + Option Assignment + + + 703 + ASF + AsOfTradeQty + + 3 + As-of Trade Qty + + + 703 + DLV + DeliveryQty + + 4 + Delivery Qty + + + 703 + ETR + ElectronicTradeQty + + 5 + Electronic Trade Qty + + + 703 + EX + OptionExerciseQty + + 6 + Option Exercise Qty + + + 703 + FIN + EndOfDayQty + + 7 + End-of-Day Qty + + + 703 + IAS + IntraSpreadQty + + 8 + Intra-spread Qty + + + 703 + IES + InterSpreadQty + + 9 + Inter-spread Qty + + + 703 + PA + AdjustmentQty + + 10 + Adjustment Qty + + + 703 + PIT + PitTradeQty + + 11 + Pit Trade Qty + + + 703 + SOD + StartOfDayQty + + 12 + Start-of-Day Qty + + + 703 + SPL + IntegralSplit + + 13 + Integral Split + + + 703 + TA + TransactionFromAssignment + + 14 + Transaction from Assignment + + + 703 + TOT + TotalTransactionQty + + 15 + Total Transaction Qty + + + 703 + TQ + TransactionQuantity + + 16 + Transaction Quantity + + + 703 + TRF + TransferTradeQty + + 17 + Transfer Trade Qty + + + 703 + TX + TransactionFromExercise + + 18 + Transaction from Exercise + + + 703 + XM + CrossMarginQty + + 19 + Cross Margin Qty + + + 703 + RCV + ReceiveQuantity + + 20 + Receive Quantity + + + 703 + CAA + CorporateActionAdjustment + + 21 + Corporate Action Adjustment + + + 703 + DN + DeliveryNoticeQty + + 22 + Delivery Notice Qty + + + 703 + EP + ExchangeForPhysicalQty + + 23 + Exchange for Physical Qty + + + 703 + PNTN + PrivatelyNegotiatedTradeQty + + 24 + Privately negotiated Trade Qty (Non-regulated) + + + 706 + 0 + Submitted + + 1 + Submitted + + + 706 + 1 + Accepted + + 2 + Accepted + + + 706 + 2 + Rejected + + 3 + Rejected + + + 707 + CASH + CashAmount + + 0 + Cash Amount (Corporate Event) + + + 707 + CRES + CashResidualAmount + + 1 + Cash Residual Amount + + + 707 + FMTM + FinalMarkToMarketAmount + + 2 + Final Mark-to-Market Amount + + + 707 + IMTM + IncrementalMarkToMarketAmount + + 3 + Incremental Mark-to-Market Amount + + + 707 + PREM + PremiumAmount + + 4 + Premium Amount + + + 707 + SMTM + StartOfDayMarkToMarketAmount + + 5 + Start-of-Day Mark-to-Market Amount + + + 707 + TVAR + TradeVariationAmount + + 6 + Trade Variation Amount + + + 707 + VADJ + ValueAdjustedAmount + + 7 + Value Adjusted Amount + + + 707 + SETL + SettlementValue + + 8 + Settlement Value + + + 709 + 1 + Exercise + + 1 + Exercise + + + 709 + 2 + DoNotExercise + + 2 + Do Not Exercise + + + 709 + 3 + PositionAdjustment + + 3 + Position Adjustment + + + 709 + 4 + PositionChangeSubmission + + 4 + Position Change Submission/Margin Disposition + + + 709 + 5 + Pledge + + 5 + Pledge + + + 709 + 6 + LargeTraderSubmission + + 6 + Large Trader Submission + + + 712 + 1 + New + + 1 + New - used to increment the overall transaction quantity + + + 712 + 2 + Replace + + 2 + Replace - used to override the overall transaction quantity or specifi add messages based on the reference ID + + + 712 + 3 + Cancel + + 3 + Cancel - used to remove the overall transaction or specific add messages based on reference ID + + + 712 + 4 + Reverse + + 4 + Reverse - used to completelly back-out the transaction such that the transaction never existed + + + 716 + ITD + Intraday + + 1 + Intraday + + + 716 + RTH + RegularTradingHours + + 2 + Regular Trading Hours + + + 716 + ETH + ElectronicTradingHours + + 3 + Electronic Trading Hours + + + 716 + EOD + EndOfDay + + 4 + End Of Day + + + 718 + 0 + ProcessRequestAsMarginDisposition + + 1 + Process Request As Margin Disposition + + + 718 + 1 + DeltaPlus + + 2 + Delta Plus + + + 718 + 2 + DeltaMinus + + 3 + Delta Minus + + + 718 + 3 + Final + + 4 + Final + + + 722 + 0 + Accepted + + 1 + Accepted + + + 722 + 1 + AcceptedWithWarnings + + 2 + Accepted With Warnings + + + 722 + 2 + Rejected + + 3 + Rejected + + + 722 + 3 + Completed + + 4 + Completed + + + 722 + 4 + CompletedWithWarnings + + 5 + Completed With Warnings + + + 723 + 0 + SuccessfulCompletion + + 1 + Successful Completion - no warnings or errors + + + 723 + 1 + Rejected + + 2 + Rejected + + + 723 + 99 + Other + + 99 + Other + + + 724 + 0 + Positions + + 1 + Positions + + + 724 + 1 + Trades + + 2 + Trades + + + 724 + 2 + Exercises + + 3 + Exercises + + + 724 + 3 + Assignments + + 4 + Assignments + + + 724 + 4 + SettlementActivity + + 5 + Settlement Activity + + + 724 + 5 + BackoutMessage + + 6 + Backout Message + + + 725 + 0 + Inband + + 1 + Inband - transport the request was sent over (default) + + + 725 + 1 + OutOfBand + + 2 + Out of Band - pre-arranged out-of-band delivery mechanizm (i.e. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination (726). + + + 728 + 0 + ValidRequest + + 1 + Valid request + + + 728 + 1 + InvalidOrUnsupportedRequest + + 2 + Invalid or unsupported request + + + 728 + 2 + NoPositionsFoundThatMatchCriteria + + 3 + No positions found that match criteria + + + 728 + 3 + NotAuthorizedToRequestPositions + + 4 + Not authorized to request positions + + + 728 + 4 + RequestForPositionNotSupported + + 5 + Request for position not supported + + + 728 + 99 + Other + + 99 + Other (use Text (58) in conjunction with this code for an explaination) + + + 729 + 0 + Completed + + 1 + Completed + + + 729 + 1 + CompletedWithWarnings + + 2 + Completed With Warnings + + + 729 + 2 + Rejected + + 3 + Rejected + + + 731 + 1 + Final + + 1 + Final + + + 731 + 2 + Theoretical + + 2 + Theoretical + + + 744 + P + ProRata + + 1 + Pro rata + + + 744 + R + Random + + 2 + Random + + + 747 + A + Automatic + + 1 + Automatic + + + 747 + M + Manual + + 2 + Manual + + + 749 + 0 + Successful + + 1 + Successful (default) + + + 749 + 1 + InvalidOrUnknownInstrument + + 2 + Invalid or unknown instrument + + + 749 + 2 + InvalidTypeOfTradeRequested + + 3 + Invalid type of trade requested + + + 749 + 3 + InvalidParties + + 4 + Invalid parties + + + 749 + 4 + InvalidTransportTypeRequested + + 5 + Invalid transport type requested + + + 749 + 5 + InvalidDestinationRequested + + 6 + Invalid destination requested + + + 749 + 8 + TradeRequestTypeNotSupported + + 7 + TradeRequestType not supported + + + 749 + 9 + NotAuthorized + + 8 + Not authorized + + + 749 + 99 + Other + + 99 + Other + + + 750 + 0 + Accepted + + 1 + Accepted + + + 750 + 1 + Completed + + 2 + Completed + + + 750 + 2 + Rejected + + 3 + Rejected + + + 751 + 0 + Successful + + 1 + Successful (default) + + + 751 + 1 + InvalidPartyOnformation + + 2 + Invalid party onformation + + + 751 + 2 + UnknownInstrument + + 3 + Unknown instrument + + + 751 + 3 + UnauthorizedToReportTrades + + 4 + Unauthorized to report trades + + + 751 + 4 + InvalidTradeType + + 5 + Invalid trade type + + + 751 + 99 + Other + + 99 + Other + + + 752 + 1 + SingleSecurity + + 1 + Single Security (default if not specified) + + + 752 + 2 + IndividualLegOfAMultilegSecurity + + 2 + Individual leg of a multileg security + + + 752 + 3 + MultilegSecurity + + 3 + Multileg Security + + + 770 + 1 + ExecutionTime + + 1 + Execution Time + + + 770 + 2 + TimeIn + + 2 + Time In + + + 770 + 3 + TimeOut + + 3 + Time Out + + + 770 + 4 + BrokerReceipt + + 4 + Broker Receipt + + + 770 + 5 + BrokerExecution + + 5 + Broker Execution + + + 770 + 6 + DeskReceipt + + 6 + Desk Receipt + + + 773 + 1 + Status + + 1 + Status + + + 773 + 2 + Confirmation + + 2 + Confirmation + + + 773 + 3 + ConfirmationRequestRejected + + 3 + Confirmation Request Rejected (reason can be stated in Text (58) field) + + + 774 + 1 + MismatchedAccount + + 1 + Mismatched account + + + 774 + 2 + MissingSettlementInstructions + + 2 + Missing settlement instructions + + + 774 + 99 + Other + + 99 + Other + + + 775 + 0 + RegularBooking + + 1 + Regular booking + + + 775 + 1 + CFD + + 2 + CFD (Contract for difference) + + + 775 + 2 + TotalReturnSwap + + 3 + Total Return Swap + + + 780 + 0 + UseDefaultInstructions + + 1 + Use default instructions + + + 780 + 1 + DeriveFromParametersProvided + + 2 + Derive from parameters provided + + + 780 + 2 + FullDetailsProvided + + 3 + Full details provided + + + 780 + 3 + SSIDBIDsProvided + + 4 + SSI DB IDs provided + + + 780 + 4 + PhoneForInstructions + + 5 + Phone for instructions + + + 787 + C + Cash + + 1 + Cash + + + 787 + S + Securities + + 2 + Securities + + + 788 + 1 + Overnight + + 1 + Overnight + + + 788 + 2 + Term + + 2 + Term + + + 788 + 3 + Flexible + + 3 + Flexible + + + 788 + 4 + Open + + 4 + Open + + + 792 + 0 + UnableToProcessRequest + + 1 + Unable to process request + + + 792 + 1 + UnknownAccount + + 2 + Unknown account + + + 792 + 2 + NoMatchingSettlementInstructionsFound + + 3 + No matching settlement instructions found + + + 792 + 99 + Other + + 99 + Other + + + 794 + 2 + PreliminaryRequestToIntermediary + + 1 + Preliminary Request to Intermediary + + + 794 + 3 + SellsideCalculatedUsingPreliminary + + 2 + Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) + + + 794 + 4 + SellsideCalculatedWithoutPreliminary + + 3 + Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) + + + 794 + 5 + WarehouseRecap + + 4 + Warehouse Recap + + + 794 + 8 + RequestToIntermediary + + 5 + Request to Intermediary + + + 794 + 9 + Accept + + 6 + Accept + + + 794 + 10 + Reject + + 7 + Reject + + + 794 + 11 + AcceptPending + + 8 + Accept Pending + + + 794 + 12 + Complete + + 9 + Complete + + + 794 + 14 + ReversePending + + 10 + Reverse Pending + + + 796 + 1 + OriginalDetailsIncomplete + + 1 + Original details incomplete/incorrect + + + 796 + 2 + ChangeInUnderlyingOrderDetails + + 2 + Change in underlying order details + + + 796 + 99 + Other + + 99 + Other + + + 798 + 1 + CarriedCustomerSide + + 1 + Account is carried pn customer side of books + + + 798 + 2 + CarriedNonCustomerSide + + 2 + Account is carried on non-customer side of books + + + 798 + 3 + HouseTrader + + 3 + House trader + + + 798 + 4 + FloorTrader + + 4 + Floor trader + + + 798 + 6 + CarriedNonCustomerSideCrossMargined + + 5 + Account is carried on non-customer side of books and is cross margined + + + 798 + 7 + HouseTraderCrossMargined + + 6 + Account is house trader and is cross margined + + + 798 + 8 + JointBackOfficeAccount + + 7 + Joint back office account (JBO) + + + 803 + 1 + Firm + + 0 + Firm + + + 803 + 2 + Person + + 1 + Person + + + 803 + 3 + System + + 2 + System + + + 803 + 4 + Application + + 3 + Application + + + 803 + 5 + FullLegalNameOfFirm + + 4 + Full legal name of firm + + + 803 + 6 + PostalAddress + + 5 + Postal address + + + 803 + 7 + PhoneNumber + + 6 + Phone number + + + 803 + 8 + EmailAddress + + 7 + Email address + + + 803 + 9 + ContactName + + 8 + Contact name + + + 803 + 10 + SecuritiesAccountNumber + + 9 + Securities account number (for settlement instructions) + + + 803 + 11 + RegistrationNumber + + 10 + Registration number (for settlement instructions and confirmations) + + + 803 + 12 + RegisteredAddressForConfirmation + + 11 + Registered address (for confirmation purposes) + + + 803 + 13 + RegulatoryStatus + + 12 + Regulatory status (for confirmation purposes) + + + 803 + 14 + RegistrationName + + 13 + Registration name (for settlement instructions) + + + 803 + 15 + CashAccountNumber + + 14 + Cash account number (for settlement instructions) + + + 803 + 16 + BIC + + 15 + BIC + + + 803 + 17 + CSDParticipantMemberCode + + 16 + CSD participant member code + + + 803 + 18 + RegisteredAddress + + 17 + Registered address + + + 803 + 19 + FundAccountName + + 18 + Fund account name + + + 803 + 20 + TelexNumber + + 19 + Telex number + + + 803 + 21 + FaxNumber + + 20 + Fax number + + + 803 + 22 + SecuritiesAccountName + + 21 + Securities account name + + + 803 + 23 + CashAccountName + + 22 + Cash account name + + + 803 + 24 + Department + + 23 + Department + + + 803 + 25 + LocationDesk + + 24 + Location desk + + + 803 + 26 + PositionAccountType + + 25 + Position account type + + + 803 + 27 + SecurityLocateID + + 26 + Security locate ID + + + 803 + 28 + MarketMaker + + 27 + Market maker + + + 803 + 29 + EligibleCounterparty + + 28 + Eligible counterparty + + + 803 + 30 + ProfessionalClient + + 29 + Professional client + + + 803 + 31 + Location + + 30 + Location + + + 803 + 32 + ExecutionVenue + + 31 + Execution venue + + + 803 + 33 + CurrencyDeliveryIdentifier + + 99 + Currency delivery identifier + + + 808 + 1 + PendingAccept + + 1 + Pending Accept + + + 808 + 2 + PendingRelease + + 2 + Pending Release + + + 808 + 3 + PendingReversal + + 3 + Pending Reversal + + + 808 + 4 + Accept + + 4 + Accept + + + 808 + 5 + BlockLevelReject + + 5 + Block Level Reject + + + 808 + 6 + AccountLevelReject + + 6 + Account Level Reject + + + 814 + 0 + NoActionTaken + + 1 + No Action Taken + + + 814 + 1 + QueueFlushed + + 2 + Queue Flushed + + + 814 + 2 + OverlayLast + + 3 + Overlay Last + + + 814 + 3 + EndSession + + 4 + End Session + + + 815 + 0 + NoActionTaken + + 1 + No Action Taken + + + 815 + 1 + QueueFlushed + + 2 + Queue Flushed + + + 815 + 2 + OverlayLast + + 3 + Overlay Last + + + 815 + 3 + EndSession + + 4 + End Session + + + 819 + 0 + NoAveragePricing + + 1 + No Average Pricing + + + 819 + 1 + Trade + + 2 + Trade is part of an average price group identified by the TradeLinkID (820) + + + 819 + 2 + LastTrade + + 3 + Last trade is the average price group identified by the TradeLinkID (820) + + + 826 + 0 + AllocationNotRequired + + 1 + Allocation not required + + + 826 + 1 + AllocationRequired + + 2 + Allocation required (give-up trade) allocation information not provided (incomplete) + + + 826 + 2 + UseAllocationProvidedWithTheTrade + + 3 + Use allocation provided with the trade + + + 826 + 3 + AllocationGiveUpExecutor + + 4 + Allocation give-up executor + + + 826 + 4 + AllocationFromExecutor + + 5 + Allocation from executor + + + 826 + 5 + AllocationToClaimAccount + + 6 + Allocation to claim account + + + 827 + 0 + ExpireOnTradingSessionClose + + 1 + Expire on trading session close (default) + + + 827 + 1 + ExpireOnTradingSessionOpen + + 2 + Expire on trading session open + + + 827 + 2 + SpecifiedExpiration + + 3 + Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) + + + 828 + 0 + RegularTrade + + 0 + Regular Trade + + + 828 + 1 + BlockTrade + + 1 + Block Trade + + + 828 + 2 + EFP + + 2 + EFP (Exchange for physical) + + + 828 + 3 + Transfer + + 3 + Transfer + + + 828 + 4 + LateTrade + + 4 + Late Trade + + + 828 + 5 + TTrade + + 5 + T Trade + + + 828 + 6 + WeightedAveragePriceTrade + + 6 + Weighted Average Price Trade + + + 828 + 7 + BunchedTrade + + 7 + Bunched Trade + + + 828 + 8 + LateBunchedTrade + + 8 + Late Bunched Trade + + + 828 + 9 + PriorReferencePriceTrade + + 9 + Prior Reference Price Trade + + + 828 + 10 + AfterHoursTrade + + 10 + After Hours Trade + + + 828 + 11 + ExchangeForRisk + + 11 + Exchange for Risk (EFR) + + + 828 + 12 + ExchangeForSwap + + 12 + Exchange for Swap (EFS ) + + + 828 + 13 + ExchangeOfFuturesFor + + 13 + Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini) + + + 828 + 14 + ExchangeOfOptionsForOptions + + 14 + Exchange of Options for Options (EOO) + + + 828 + 15 + TradingAtSettlement + + 15 + Trading at Settlement + + + 828 + 16 + AllOrNone + + 16 + All or None + + + 828 + 17 + FuturesLargeOrderExecution + + 17 + Futures Large Order Execution + + + 828 + 18 + ExchangeOfFuturesForFutures + + 18 + Exchange of Futures for Futures (external market) (EFF) + + + 828 + 19 + OptionInterimTrade + + 19 + Option Interim Trade + + + 828 + 20 + OptionCabinetTrade + + 20 + Option Cabinet Trade + + + 828 + 22 + PrivatelyNegotiatedTrades + + 21 + Privately Negotiated Trades + + + 828 + 23 + SubstitutionOfFuturesForForwards + + 22 + Substitution of Futures for Forwards + + + 828 + 48 + NonStandardSettlement + + 48 + Non-standard settlement + + + 828 + 49 + DerivativeRelatedTransaction + + 49 + Derivative Related Transaction + + + 828 + 50 + PortfolioTrade + + 50 + Portfolio Trade + + + 828 + 51 + VolumeWeightedAverageTrade + + 51 + Volume Weighted Average Trade + + + 828 + 52 + ExchangeGrantedTrade + + 52 + Exchange Granted Trade + + + 828 + 53 + RepurchaseAgreement + + 53 + Repurchase Agreement + + + 828 + 54 + OTC + + 54 + OTC + + + 828 + 55 + ExchangeBasisFacility + + 55 + Exchange Basis Facility (EBF) + + + 828 + 24 + ErrorTrade + MiFID Values + 24 + Error trade + + + 828 + 25 + SpecialCumDividend + MiFID Values + 25 + Special cum dividend (CD) + + + 828 + 26 + SpecialExDividend + MiFID Values + 26 + Special ex dividend (XD) + + + 828 + 27 + SpecialCumCoupon + MiFID Values + 27 + Special cum coupon (CC) + + + 828 + 28 + SpecialExCoupon + MiFID Values + 28 + Special ex coupon (XC) + + + 828 + 29 + CashSettlement + MiFID Values + 29 + Cash settlement (CS) + + + 828 + 30 + SpecialPrice + MiFID Values + 30 + Special price (usually net- or all-in price) (SP) + + + 828 + 31 + GuaranteedDelivery + MiFID Values + 31 + Guaranteed delivery (GD) + + + 828 + 32 + SpecialCumRights + MiFID Values + 32 + Special cum rights (CR) + + + 828 + 33 + SpecialExRights + MiFID Values + 33 + Special ex rights (XR) + + + 828 + 34 + SpecialCumCapitalRepayments + MiFID Values + 34 + Special cum capital repayments (CP) + + + 828 + 35 + SpecialExCapitalRepayments + MiFID Values + 35 + Special ex capital repayments (XP) + + + 828 + 36 + SpecialCumBonus + MiFID Values + 36 + Special cum bonus (CB) + + + 828 + 37 + SpecialExBonus + MiFID Values + 37 + Special ex bonus (XB) + + + 828 + 38 + LargeTrade + MiFID Values + 38 + Block trade (same as large trade) + + + 828 + 39 + WorkedPrincipalTrade + MiFID Values + 39 + Worked principal trade (UK-specific) + + + 828 + 40 + BlockTrades + MiFID Values + 40 + Block Trades - after market + + + 828 + 41 + NameChange + MiFID Values + 41 + Name change + + + 828 + 42 + PortfolioTransfer + MiFID Values + 42 + Portfolio transfer + + + 828 + 43 + ProrogationBuy + MiFID Values + 43 + Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price + + + 828 + 44 + ProrogationSell + MiFID Values + 44 + Prorogation sell - see prorogation buy + + + 828 + 45 + OptionExercise + MiFID Values + 45 + Option exercise + + + 828 + 46 + DeltaNeutralTransaction + MiFID Values + 46 + Delta neutral transaction + + + 828 + 47 + FinancingTransaction + MiFID Values + 47 + Financing transaction (includes repo and stock lending) + + + 829 + 0 + CMTA + + 1 + CMTA + + + 829 + 1 + InternalTransferOrAdjustment + + 2 + Internal transfer or adjustment + + + 829 + 2 + ExternalTransferOrTransferOfAccount + + 3 + External transfer or transfer of account + + + 829 + 3 + RejectForSubmittingSide + + 4 + Reject for submitting side + + + 829 + 4 + AdvisoryForContraSide + + 5 + Advisory for contra side + + + 829 + 5 + OffsetDueToAnAllocation + + 6 + Offset due to an allocation + + + 829 + 6 + OnsetDueToAnAllocation + + 7 + Onset due to an allocation + + + 829 + 7 + DifferentialSpread + + 8 + Differential spread + + + 829 + 8 + ImpliedSpreadLegExecutedAgainstAnOutright + + 9 + Implied spread leg executed against an outright + + + 829 + 9 + TransactionFromExercise + + 10 + Transaction from exercise + + + 829 + 10 + TransactionFromAssignment + + 11 + Transaction from assignment + + + 829 + 11 + ACATS + + 12 + ACATS + + + 829 + 33 + OffHoursTrade + + 32 + Off Hours Trade + + + 829 + 34 + OnHoursTrade + + 33 + On Hours Trade + + + 829 + 35 + OTCQuote + + 34 + OTC Quote + + + 829 + 36 + ConvertedSWAP + + 36 + Converted SWAP + + + 829 + 14 + AI + MiFID Values + 13 + AI (Automated input facility disabled in response to an exchange request.) + + + 829 + 15 + B + MiFID Values + 14 + B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) + + + 829 + 16 + K + MiFID Values + 15 + K (Transaction using block trade facility.) + + + 829 + 17 + LC + MiFID Values + 16 + LC (Correction submitted more than three days after publication of the original trade report.) + + + 829 + 18 + M + MiFID Values + 17 + M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) + + + 829 + 19 + N + MiFID Values + 18 + N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) + + + 829 + 20 + NM + MiFID Values + 19 + NM ( i) transaction where Exchange has granted permission for non-publication +ii)IDB is reporting as seller +iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.) + + + 829 + 21 + NR + MiFID Values + 20 + NR (Non-risk transaction in a SEATS security other than an AIM security) + + + 829 + 22 + P + MiFID Values + 21 + P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) + + + 829 + 23 + PA + MiFID Values + 22 + PA (Protected transaction notification) + + + 829 + 24 + PC + MiFID Values + 23 + PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) + + + 829 + 25 + PN + MiFID Values + 24 + PN (Worked principal notification for a portfolio transaction which includes order book securities) + + + 829 + 26 + R + MiFID Values + 25 + R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) +(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or +(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).) + + + 829 + 27 + RO + MiFID Values + 26 + RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) + + + 829 + 28 + RT + MiFID Values + 27 + RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) + + + 829 + 29 + SW + MiFID Values + 28 + SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) + + + 829 + 30 + T + MiFID Values + 29 + T (If reporting a single protected transaction) + + + 829 + 31 + WN + MiFID Values + 30 + WN (Worked principal notification for a single order book security) + + + 829 + 32 + WT + MiFID Values + 31 + WT (Worked principal transaction (other than a portfolio transaction)) + + + 829 + 37 + CrossedTrade + MiFID Values + 37 + Crossed Trade (X) + + + 829 + 38 + InterimProtectedTrade + MiFID Values + 38 + Interim Protected Trade (I) + + + 829 + 39 + LargeInScale + MiFID Values + 39 + Large in Scale (L) + + + 835 + 0 + Floating + + 1 + Floating (default) + + + 835 + 1 + Fixed + + 2 + Fixed + + + 836 + 0 + Price + + 1 + Price (default) + + + 836 + 1 + BasisPoints + + 2 + Basis Points + + + 836 + 2 + Ticks + + 3 + Ticks + + + 836 + 3 + PriceTier + + 4 + Price Tier / Level + + + 837 + 0 + OrBetter + + 1 + Or better (default) - price improvement allowed + + + 837 + 1 + Strict + + 2 + Strict - limit is a strict limit + + + 837 + 2 + OrWorse + + 3 + Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) + + + 838 + 1 + MoreAggressive + + 1 + More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick + + + 838 + 2 + MorePassive + + 2 + More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick + + + 840 + 1 + Local + + 1 + Local (Exchange, ECN, ATS) + + + 840 + 2 + National + + 2 + National + + + 840 + 3 + Global + + 3 + Global + + + 840 + 4 + NationalExcludingLocal + + 4 + National excluding local + + + 841 + 0 + Floating + + 1 + Floating (default) + + + 841 + 1 + Fixed + + 2 + Fixed + + + 842 + 0 + Price + + 1 + Price (default) + + + 842 + 1 + BasisPoints + + 2 + Basis Points + + + 842 + 2 + Ticks + + 3 + Ticks + + + 842 + 3 + PriceTier + + 4 + Price Tier / Level + + + 843 + 0 + OrBetter + + 1 + Or better (default) - price improvement allowed + + + 843 + 1 + Strict + + 2 + Strict - limit is a strict limit + + + 843 + 2 + OrWorse + + 3 + Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) + + + 844 + 1 + MoreAggressive + + 1 + More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick + + + 844 + 2 + MorePassive + + 2 + More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick + + + 846 + 1 + Local + + 1 + Local (Exchange, ECN, ATS) + + + 846 + 2 + National + + 2 + National + + + 846 + 3 + Global + + 3 + Global + + + 846 + 4 + NationalExcludingLocal + + 4 + National excluding local + + + 847 + 1 + VWAP + + 1 + VWAP + + + 847 + 2 + Participate + + 3 + Participate (i.e. aim to be x percent of the market volume) + + + 847 + 3 + MininizeMarketImpact + + 4 + Mininize market impact + + + 851 + 1 + AddedLiquidity + + 1 + Added Liquidity + + + 851 + 2 + RemovedLiquidity + + 2 + Removed Liquidity + + + 851 + 3 + LiquidityRoutedOut + + 3 + Liquidity Routed Out + + + 851 + 4 + Auction + + 4 + Auction + + + 852 + N + DoNotReportTrade + + 1 + Do Not Report Trade + + + 852 + Y + ReportTrade + + 2 + Report Trade + + + 853 + 0 + DealerSoldShort + + 1 + Dealer Sold Short + + + 853 + 1 + DealerSoldShortExempt + + 2 + Dealer Sold Short Exempt + + + 853 + 2 + SellingCustomerSoldShort + + 3 + Selling Customer Sold Short + + + 853 + 3 + SellingCustomerSoldShortExempt + + 4 + Selling Customer Sold Short Exempt + + + 853 + 4 + QualifiedServiceRepresentative + + 5 + Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short + + + 853 + 5 + QSROrAGUContraSideSoldShortExempt + + 6 + QSR or AGU Contra Side Sold Short Exempt + + + 854 + 0 + Units + + 1 + Units (shares, par, currency) + + + 854 + 1 + Contracts + + 2 + Contracts (if used - must specify ContractMultiplier (tag 231)) + + + 854 + 2 + UnitsOfMeasurePerTimeUnit + + 3 + Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) + + + 856 + 0 + Submit + + 1 + Submit + + + 856 + 1 + Alleged + + 2 + Alleged + + + 856 + 2 + Accept + + 3 + Accept + + + 856 + 3 + Decline + + 4 + Decline + + + 856 + 4 + Addendum + + 5 + Addendum + + + 856 + 5 + No + + 6 + No/Was + + + 856 + 6 + TradeReportCancel + + 7 + Trade Report Cancel + + + 856 + 7 + LockedIn + + 8 + (Locked-In) Trade Break + + + 856 + 8 + Defaulted + + 9 + Defaulted + + + 856 + 9 + InvalidCMTA + + 10 + Invalid CMTA + + + 856 + 10 + Pended + + 11 + Pended + + + 856 + 11 + AllegedNew + + 12 + Alleged New + + + 856 + 12 + AllegedAddendum + + 13 + Alleged Addendum + + + 856 + 13 + AllegedNo + + 14 + Alleged No/Was + + + 856 + 14 + AllegedTradeReportCancel + + 15 + Alleged Trade Report Cancel + + + 856 + 15 + AllegedTradeBreak + + 16 + Alleged (Locked-In) Trade Break + + + 857 + 0 + NotSpecified + + 1 + Not Specified + + + 857 + 1 + ExplicitListProvided + + 2 + Explicit List Provided + + + 865 + 1 + Put + + 0 + Put + + + 865 + 2 + Call + + 1 + Call + + + 865 + 3 + Tender + + 2 + Tender + + + 865 + 4 + SinkingFundCall + + 3 + Sinking Fund Call + + + 865 + 5 + Activation + + 4 + Activation + + + 865 + 6 + Inactiviation + + 5 + Inactiviation + + + 865 + 7 + LastEligibleTradeDate + + 6 + Last Eligible Trade Date + + + 865 + 8 + SwapStartDate + + 7 + Swap Start Date + + + 865 + 9 + SwapEndDate + + 8 + Swap End Date + + + 865 + 10 + SwapRollDate + + 9 + Swap Roll Date + + + 865 + 11 + SwapNextStartDate + + 10 + Swap Next Start Date + + + 865 + 12 + SwapNextRollDate + + 11 + Swap Next Roll Date + + + 865 + 13 + FirstDeliveryDate + + 12 + First Delivery Date + + + 865 + 14 + LastDeliveryDate + + 13 + Last Delivery Date + + + 865 + 15 + InitialInventoryDueDate + + 14 + Initial Inventory Due Date + + + 865 + 16 + FinalInventoryDueDate + + 15 + Final Inventory Due Date + + + 865 + 17 + FirstIntentDate + + 16 + First Intent Date + + + 865 + 18 + LastIntentDate + + 17 + Last Intent Date + + + 865 + 19 + PositionRemovalDate + + 18 + Position Removal Date + + + 865 + 99 + Other + + 99 + Other + + + 871 + 1 + Flat + + 0 + Flat (securities pay interest on a current basis but are traded without interest) + + + 871 + 2 + ZeroCoupon + + 1 + Zero coupon + + + 871 + 3 + InterestBearing + + 2 + Interest bearing (for Euro commercial paper when not issued at discount) + + + 871 + 4 + NoPeriodicPayments + + 3 + No periodic payments + + + 871 + 5 + VariableRate + + 4 + Variable rate + + + 871 + 6 + LessFeeForPut + + 5 + Less fee for put + + + 871 + 7 + SteppedCoupon + + 6 + Stepped coupon + + + 871 + 8 + CouponPeriod + + 7 + Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field. + + + 871 + 9 + When + + 8 + When [and if] issued + + + 871 + 10 + OriginalIssueDiscount + + 9 + Original issue discount + + + 871 + 11 + Callable + + 10 + Callable, puttable + + + 871 + 12 + EscrowedToMaturity + + 11 + Escrowed to Maturity + + + 871 + 13 + EscrowedToRedemptionDate + + 12 + Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field + + + 871 + 14 + PreRefunded + + 13 + Pre-refunded + + + 871 + 15 + InDefault + + 14 + In default + + + 871 + 16 + Unrated + + 15 + Unrated + + + 871 + 17 + Taxable + + 16 + Taxable + + + 871 + 18 + Indexed + + 17 + Indexed + + + 871 + 19 + SubjectToAlternativeMinimumTax + + 18 + Subject To Alternative Minimum Tax + + + 871 + 20 + OriginalIssueDiscountPrice + + 19 + Original issue discount price. Supply price in the InstrAttribValue (872) field + + + 871 + 21 + CallableBelowMaturityValue + + 20 + Callable below maturity value + + + 871 + 22 + CallableWithoutNotice + + 21 + Callable without notice by mail to holder unless registered + + + 871 + 23 + PriceTickRulesForSecurity + + 22 + Price tick rules for security. + + + 871 + 24 + TradeTypeEligibilityDetailsForSecurity + + 23 + Trade type eligibility details for security. + + + 871 + 25 + InstrumentDenominator + + 26 + Instrument Denominator + + + 871 + 26 + InstrumentNumerator + + 27 + Instrument Numerator + + + 871 + 27 + InstrumentPricePrecision + + 28 + Instrument Price Precision + + + 871 + 28 + InstrumentStrikePrice + + 29 + Instrument Strike Price + + + 871 + 29 + TradeableIndicator + + 30 + Tradeable Indicator + + + 871 + 99 + Text + + 99 + Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field. + + + 875 + 1 + Program3a3 + + 1 + 3(a)(3) + + + 875 + 2 + Program42 + + 2 + 4(2) + + + 875 + 99 + Other + + 99 + Other + + + 891 + 0 + Absolute + + 1 + Absolute + + + 891 + 1 + PerUnit + + 2 + Per Unit + + + 891 + 2 + Percentage + + 3 + Percentage + + + 893 + N + NotLastMessage + + 1 + Not Last Message + + + 893 + Y + LastMessage + + 2 + Last Message + + + 895 + 0 + Initial + + 1 + Initial + + + 895 + 1 + Scheduled + + 2 + Scheduled + + + 895 + 2 + TimeWarning + + 3 + Time Warning + + + 895 + 3 + MarginDeficiency + + 4 + Margin Deficiency + + + 895 + 4 + MarginExcess + + 5 + Margin Excess + + + 895 + 5 + ForwardCollateralDemand + + 6 + Forward Collateral Demand + + + 895 + 6 + EventOfDefault + + 7 + Event of default + + + 895 + 7 + AdverseTaxEvent + + 8 + Adverse tax event + + + 896 + 0 + TradeDate + + 1 + Trade Date + + + 896 + 1 + GCInstrument + + 2 + GC Instrument + + + 896 + 2 + CollateralInstrument + + 3 + Collateral Instrument + + + 896 + 3 + SubstitutionEligible + + 4 + Substitution Eligible + + + 896 + 4 + NotAssigned + + 5 + Not Assigned + + + 896 + 5 + PartiallyAssigned + + 6 + Partially Assigned + + + 896 + 6 + FullyAssigned + + 7 + Fully Assigned + + + 896 + 7 + OutstandingTrades + + 8 + Outstanding Trades (Today < end date) + + + 903 + 0 + New + + 1 + New + + + 903 + 1 + Replace + + 2 + Replace + + + 903 + 2 + Cancel + + 3 + Cancel + + + 903 + 3 + Release + + 4 + Release + + + 903 + 4 + Reverse + + 5 + Reverse + + + 905 + 0 + Received + + 1 + Received + + + 905 + 1 + Accepted + + 2 + Accepted + + + 905 + 2 + Declined + + 3 + Declined + + + 905 + 3 + Rejected + + 4 + Rejected + + + 906 + 0 + UnknownDeal + + 1 + Unknown deal (order / trade) + + + 906 + 1 + UnknownOrInvalidInstrument + + 2 + Unknown or invalid instrument + + + 906 + 2 + UnauthorizedTransaction + + 3 + Unauthorized transaction + + + 906 + 3 + InsufficientCollateral + + 4 + Insufficient collateral + + + 906 + 4 + InvalidTypeOfCollateral + + 5 + Invalid type of collateral + + + 906 + 5 + ExcessiveSubstitution + + 6 + Excessive substitution + + + 906 + 99 + Other + + 99 + Other + + + 910 + 0 + Unassigned + + 1 + Unassigned + + + 910 + 1 + PartiallyAssigned + + 2 + Partially Assigned + + + 910 + 2 + AssignmentProposed + + 3 + Assignment Proposed + + + 910 + 3 + Assigned + + 4 + Assigned (Accepted) + + + 910 + 4 + Challenged + + 5 + Challenged + + + 912 + N + NotLastMessage + + 1 + Not last message + + + 912 + Y + LastMessage + + 2 + Last message + + + 919 + 0 + VersusPayment + + 1 + "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment + + + 919 + 1 + Free + + 2 + "Free": Deliver (if sell) or Receive (if buy) Free + + + 919 + 2 + TriParty + + 3 + Tri-Party + + + 919 + 3 + HoldInCustody + + 4 + Hold In Custody + + + 924 + 1 + LogOnUser + + 1 + Log On User + + + 924 + 2 + LogOffUser + + 2 + Log Off User + + + 924 + 3 + ChangePasswordForUser + + 3 + Change Password For User + + + 924 + 4 + RequestIndividualUserStatus + + 4 + Request Individual User Status + + + 926 + 1 + LoggedIn + + 1 + Logged In + + + 926 + 2 + NotLoggedIn + + 2 + Not Logged In + + + 926 + 3 + UserNotRecognised + + 3 + User Not Recognised + + + 926 + 4 + PasswordIncorrect + + 4 + Password Incorrect + + + 926 + 5 + PasswordChanged + + 5 + Password Changed + + + 926 + 6 + Other + + 6 + Other + + + 926 + 7 + ForcedUserLogoutByExchange + + 7 + Forced user logout by Exchange + + + 926 + 8 + SessionShutdownWarning + + 8 + Session shutdown warning + + + 928 + 1 + Connected + + 1 + Connected + + + 928 + 2 + NotConnectedUnexpected + + 2 + Not Connected - down expected up + + + 928 + 3 + NotConnectedExpected + + 3 + Not Connected - down expected down + + + 928 + 4 + InProcess + + 4 + In Process + + + 935 + 1 + Snapshot + + 1 + Snapshot + + + 935 + 2 + Subscribe + + 2 + Subscribe + + + 935 + 4 + StopSubscribing + + 3 + Stop Subscribing + + + 935 + 8 + LevelOfDetail + + 4 + Level of Detail, then NoCompID's becomes required + + + 937 + 1 + Full + + 1 + Full + + + 937 + 2 + IncrementalUpdate + + 2 + Incremental Update + + + 939 + 0 + Accepted + + 1 + Accepted + + + 939 + 1 + Rejected + + 2 + Rejected + + + 939 + 3 + AcceptedWithErrors + + 3 + Accepted with errors + + + 940 + 1 + Received + + 1 + Received + + + 940 + 2 + ConfirmRejected + + 2 + Confirm rejected, i.e. not affirmed + + + 940 + 3 + Affirmed + + 3 + Affirmed + + + 944 + 0 + Retain + + 1 + Retain + + + 944 + 1 + Add + + 2 + Add + + + 944 + 2 + Remove + + 3 + Remove + + + 945 + 0 + Accepted + + 1 + Accepted + + + 945 + 1 + AcceptedWithWarnings + + 2 + Accepted With Warnings + + + 945 + 2 + Completed + + 3 + Completed + + + 945 + 3 + CompletedWithWarnings + + 4 + Completed With Warnings + + + 945 + 4 + Rejected + + 5 + Rejected + + + 946 + 0 + Successful + + 1 + Successful (default) + + + 946 + 1 + InvalidOrUnknownInstrument + + 2 + Invalid or unknown instrument + + + 946 + 2 + InvalidOrUnknownCollateralType + + 3 + Invalid or unknown collateral type + + + 946 + 3 + InvalidParties + + 4 + Invalid Parties + + + 946 + 4 + InvalidTransportTypeRequested + + 5 + Invalid Transport Type requested + + + 946 + 5 + InvalidDestinationRequested + + 6 + Invalid Destination requested + + + 946 + 6 + NoCollateralFoundForTheTradeSpecified + + 7 + No collateral found for the trade specified + + + 946 + 7 + NoCollateralFoundForTheOrderSpecified + + 8 + No collateral found for the order specified + + + 946 + 8 + CollateralInquiryTypeNotSupported + + 9 + Collateral inquiry type not supported + + + 946 + 9 + UnauthorizedForCollateralInquiry + + 10 + Unauthorized for collateral inquiry + + + 946 + 99 + Other + + 99 + Other (further information in Text (58) field) + + + 959 + 1 + Int + + 1 + Int + + + 959 + 2 + Length + + 2 + Length + + + 959 + 3 + NumInGroup + + 3 + NumInGroup + + + 959 + 4 + SeqNum + + 4 + SeqNum + + + 959 + 5 + TagNum + + 5 + TagNum + + + 959 + 6 + Float + + 6 + float + + + 959 + 7 + Qty + + 7 + Qty + + + 959 + 8 + Price + + 8 + Price + + + 959 + 9 + PriceOffset + + 9 + PriceOffset + + + 959 + 10 + Amt + + 10 + Amt + + + 959 + 11 + Percentage + + 11 + Percentage + + + 959 + 12 + Char + + 12 + Char + + + 959 + 13 + Boolean + + 13 + Boolean + + + 959 + 14 + String + + 14 + String + + + 959 + 15 + MultipleCharValue + + 15 + MultipleCharValue + + + 959 + 16 + Currency + + 16 + Currency + + + 959 + 17 + Exchange + + 17 + Exchange + + + 959 + 18 + MonthYear + + 18 + MonthYear + + + 959 + 19 + UTCTimestamp + + 19 + UTCTimestamp + + + 959 + 20 + UTCTimeOnly + + 20 + UTCTimeOnly + + + 959 + 21 + LocalMktDate + + 21 + LocalMktDate + + + 959 + 22 + UTCDateOnly + + 22 + UTCDateOnly + + + 959 + 23 + Data + + 23 + data + + + 959 + 24 + MultipleStringValue + + 24 + MultipleStringValue + + + 965 + 1 + Active + + 1 + Active + + + 965 + 2 + Inactive + + 2 + Inactive + + + 974 + FIXED + FIXED + + 1 + FIXED + + + 974 + DIFF + DIFF + + 2 + DIFF + + + 975 + 2 + TPlus1 + + 1 + T+1 + + + 975 + 4 + TPlus3 + + 2 + T+3 + + + 975 + 5 + TPlus4 + + 3 + T+4 + + + 980 + A + Add + + 1 + Add + + + 980 + D + Delete + + 2 + Delete + + + 980 + M + Modify + + 3 + Modify + + + 982 + 1 + AutoExercise + + 1 + Auto Exercise + + + 982 + 2 + NonAutoExercise + + 2 + Non Auto Exercise + + + 982 + 3 + FinalWillBeExercised + + 3 + Final Will Be Exercised + + + 982 + 4 + ContraryIntention + + 4 + Contrary Intention + + + 982 + 5 + Difference + + 5 + Difference + + + 992 + 1 + SubAllocate + + 1 + Sub Allocate + + + 992 + 2 + ThirdPartyAllocation + + 2 + Third Party Allocation + + + 996 + Bcf + BillionCubicFeet + Fixed Magnitude UOM + 1 + Billion cubic feet + + + 996 + MMbbl + MillionBarrels + Fixed Magnitude UOM + 5 + Million Barrels + + + 996 + MMBtu + OneMillionBTU + Fixed Magnitude UOM + 6 + One Million BTU + + + 996 + MWh + MegawattHours + Fixed Magnitude UOM + 7 + Megawatt hours + + + 996 + Bbl + Barrels + Variable Quantity UOM + 0 + Barrels + + + 996 + Bu + Bushels + Variable Quantity UOM + 2 + Bushels + + + 996 + lbs + Pounds + Variable Quantity UOM + 3 + pounds + + + 996 + Gal + Gallons + Variable Quantity UOM + 4 + Gallons + + + 996 + oz_tr + TroyOunces + Variable Quantity UOM + 8 + Troy Ounces + + + 996 + t + MetricTons + Variable Quantity UOM + 9 + Metric Tons (aka Tonne) + + + 996 + tn + Tons + Variable Quantity UOM + 10 + Tons (US) + + + 996 + USD + USDollars + Variable Quantity UOM + 11 + US Dollars + + + 997 + H + Hour + + 0 + Hour + + + 997 + Min + Minute + + 1 + Minute + + + 997 + S + Second + + 2 + Second + + + 997 + D + Day + + 3 + Day + + + 997 + Wk + Week + + 4 + Week + + + 997 + Mo + Month + + 5 + Month + + + 997 + Yr + Year + + 6 + Year + + + 1002 + 1 + Automatic + + 1 + Automatic + + + 1002 + 2 + Guarantor + + 2 + Guarantor + + + 1002 + 3 + Manual + + 3 + Manual + + + 1015 + 0 + False + + 1 + false - trade is not an AsOf trade + + + 1015 + 1 + True + + 2 + true - trade is an AsOf trade + + + 1021 + 1 + TopOfBook + + 1 + 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1354 + 0 + ApplicationDoesNotExist + + 1 + Application does not exist + + + 1354 + 1 + MessagesRequestedAreNotAvailable + + 2 + Messages requested are not available + + + 1354 + 2 + UserNotAuthorizedForApplication + + 3 + User not authorized for application + + + 1426 + 0 + ApplSeqNumReset + + 0 + Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399) + + + 1426 + 1 + LastMessageSent + + 1 + Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message. + + + 1426 + 2 + ApplicationAlive + + 2 + Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message. + + + 1429 + 0 + Seconds + 0 + Seconds (default if not specified) + + + 1429 + 1 + TenthsOfASecond + 1 + Tenths of a second + + + 1429 + 2 + HundredthsOfASecond + 2 + Hundredths of a second + + + 1429 + 3 + Milliseconds + 3 + milliseconds + + + 1429 + 4 + Microseconds + 4 + microseconds + + + 1429 + 5 + Nanoseconds + 5 + nanoseconds + + + 1429 + 10 + Minutes + 10 + minutes + + + 1429 + 11 + Hours + 11 + hours + + + 1429 + 12 + Days + 12 + days + + + 1429 + 13 + Weeks + 13 + weeks + + + 1429 + 14 + Months + 14 + months + + + 1429 + 15 + Years + 15 + years + + + 1430 + E + Electronic + 0 + Electronic + + + 1430 + P + Pit + 1 + Pit + + + 1430 + X + ExPit + 2 + Ex-Pit + + + 1431 + 0 + GTCFromPreviousDay + 0 + GTC from previous day + + + 1431 + 1 + PartialFillRemaining + 1 + Partial Fill Remaining + + + 1431 + 2 + OrderChanged + 2 + Order Changed + + + 1432 + 1 + MemberTradingForTheirOwnAccount + 1 + Member trading for their own account + + + 1432 + 2 + ClearingFirmTradingForItsProprietaryAccount + 2 + Clearing Firm trading for its proprietary account + + + 1432 + 3 + MemberTradingForAnotherMember + 3 + Member trading for another member + + + 1432 + 4 + AllOther + 4 + All other + + + 770 + 7 + SubmissionToClearing + 7 + Submission to Clearing + + + 1081 + 4 + OriginalOrderID + 4 + Original order ID + + + 529 + F + Cross + 15 + Cross + + + 1347 + 5 + CancelRetransmission + 6 + Cancel retransmission + + + 1347 + 6 + CancelRetransmissionUnsubscribe + 7 + Cancel retransmission and unsubscribe to the specified applications + + + 298 + 6 + CancelByQuoteType + 6 + Cancel by QuoteType(537) + + + 1084 + 4 + Undisclosed + 4 + Undisclosed (invisible order) + + + 724 + 6 + DeltaPositions + 7 + Delta Positions + + + 452 + 82 + CentralRegistrationDepository + 82 + Central Registration Depository (CRD) + + + 1434 + 0 + UtilityProvidedStandardModel + 0 + Utility provided standard model + + + 1434 + 1 + ProprietaryModel + 1 + Proprietary (user supplied) model + + + 703 + DLT + NetDeltaQty + 25 + Net Delta Qty + + + 1093 + 4 + RoundLotBasedUpon + + 4 + Round lot based upon UnitOfMeasure(996) + + + 1435 + 0 + Shares + + 0 + Shares + + + 1435 + 1 + Hours + + 1 + Hours + + + 1435 + 2 + Days + + 2 + Days + + + 1439 + 0 + NERCEasternOffPeak + + 0 + NERC Eastern Off-Peak + + + 1439 + 1 + NERCWesternOffPeak + + 1 + NERC Western Off-Peak + + + 1439 + 2 + NERCCalendarAllDaysInMonth + + 2 + NERC Calendar-All Days in month + + + 1439 + 3 + NERCEasternPeak + + 3 + NERC Eastern Peak + + + 1439 + 4 + NERCWesternPeak + + 4 + NERC Western Peak + + + 1446 + 0 + Bloomberg + 0 + Bloomberg + + + 1446 + 1 + Reuters + 1 + Reuters + + + 1446 + 2 + Telerate + 2 + Telerate + + + 1446 + 99 + Other + 99 + Other + + + 1447 + 0 + Primary + 0 + Primary + + + 1447 + 1 + Secondary + 1 + Secondary + + + 167 + FXNDF + NonDeliverableForward + Currency + 1 + Non-deliverable forward + + + 167 + FXSPOT + FXSpot + Currency + 2 + FX Spot + + + 167 + FXFWD + FXForward + Currency + 3 + FX Forward + + + 167 + FXSWAP + FXSwap + Currency + 4 + FX Swap + + + 1449 + FR + FullRestructuring + 0 + Full Restructuring + + + 1449 + MR + ModifiedRestructuring + 1 + Modified Restructuring + + + 1449 + MM + ModifiedModRestructuring + 2 + Modified Mod Restructuring + + + 1449 + XR + NoRestructuringSpecified + 3 + No Restructuring specified + + + 1450 + SD + SeniorSecured + 0 + Senior Secured + + + 1450 + SR + Senior + 1 + Senior + + + 1450 + SB + Subordinated + 2 + Subordinated + + + 1196 + PCTPAR + PercentOfPar + 4 + Percent of Par + + + 1197 + CDS + CDSStyleCollateralization + 4 + CDS style collateralization of market to market and coupon + + + 1197 + CDSD + CDSInDeliveryUseRecoveryRateToCalculate + 5 + CDS in delivery - use recovery rate to calculate obligation + + + 707 + ICPN + InitialTradeCouponAmount + 9 + Initial Trade Coupon Amount + + + 707 + ACPN + AccruedCouponAmount + 10 + Accrued Coupon Amount + + + 707 + CPN + CouponAmount + 11 + Coupon Amount + + + 707 + IACPN + IncrementalAccruedCoupon + 12 + Incremental Accrued Coupon + + + 707 + CMTM + CollateralizedMarkToMarket + 13 + Collateralized Mark to Market + + + 707 + ICMTM + IncrementalCollateralizedMarkToMarket + 14 + Incremental Collateralized Mark to market + + + 707 + DLV + CompensationAmount + 15 + Compensation Amount + + + 707 + BANK + TotalBankedAmount + 16 + Total Banked Amount + + + 707 + COLAT + TotalCollateralizedAmount + 17 + Total Collateralized Amount + + + 703 + CEA + CreditEventAdjustment + 25 + Credit Event Adjustment + + + 703 + SEA + SuccessionEventAdjustment + 26 + Succession Event Adjustment + + + 269 + Y + RecoveryRate + 34 + Recovery Rate + + + 269 + Z + RecoveryRateForLong + 35 + Recovery Rate for Long + + + 269 + a + RecoveryRateForShort + 36 + Recovery Rate for Short + + + 276 + 6 + FullCurve + 59 + Full Curve + + + 276 + 7 + FlatCurve + 60 + Flat Curve + + + 269 + W + FixingPrice + 32 + Fixing Price + + + 269 + X + CashRate + 33 + Cash Rate + + + 326 + 26 + PostClose + 100 + Post-close + + + 298 + 7 + CancelForSecurityIssuer + 7 + Cancel for Security Issuer + + + 298 + 8 + CancelForIssuerOfUnderlyingSecurity + 8 + Cancel for Issuer of Underlying Security + + + 300 + 12 + InvalidOrUnknownSecurityIssuer + 12 + Invalid or unknown Security Issuer + + + 300 + 13 + InvalidOrUnknownIssuerOfUnderlyingSecurity + 13 + Invalid or unknown Issuer of Underlying Security + + + 530 + B + CancelOrdersForSecurityIssuer + 11 + Cancel for Security Issuer + + + 530 + C + CancelForIssuerOfUnderlyingSecurity + 12 + Cancel for Issuer of Underlying Security + + + 531 + B + CancelOrdersForASecuritiesIssuer + 11 + Cancel Orders for a Securities Issuer + + + 531 + C + CancelOrdersForIssuerOfUnderlyingSecurity + 12 + Cancel Orders for Issuer of Underlying Security + + + 532 + 10 + InvalidOrUnknownSecurityIssuer + 11 + Invalid or unknown Security Issuer + + + 532 + 11 + InvalidOrUnknownIssuerOfUnderlyingSecurity + 12 + Invalid or unknown Issuer of Underlying Security + + + 585 + 9 + StatusForSecurityIssuer + 9 + Status for Security Issuer + + + 585 + 10 + StatusForIssuerOfUnderlyingSecurity + 10 + Status for Issuer of Underlying Security + + + 1374 + 11 + CancelForSecurityIssuer + 11 + Cancel for Security Issuer + + + 1374 + 12 + CancelForIssuerOfUnderlyingSecurity + 12 + Cancel for Issuer of Underlying Security + + + 1376 + 10 + InvalidOrUnknownSecurityIssuer + 10 + Invalid or unknown Security Issuer + + + 1376 + 11 + InvalidOrUnknownIssuerOfUnderlyingSecurity + 11 + Invalid or unknown Issuer of Underlying Security + + + 327 + 0 + NewsDissemination + 0 + News Dissemination + + + 327 + 1 + OrderInflux + 1 + Order Influx + + + 327 + 2 + OrderImbalance + 2 + Order Imbalance + + + 327 + 3 + AdditionalInformation + 3 + Additional Information + + + 327 + 4 + NewsPending + 4 + News Pending + + + 327 + 5 + EquipmentChangeover + 5 + Equipment Changeover + + + 1470 + 1 + IndustryClassification + 1 + Industry Classification + + + 1470 + 2 + TradingList + 2 + Trading List + + + 1470 + 3 + Market + 3 + Market / Market Segment List + + + 1470 + 4 + NewspaperList + 4 + Newspaper List + + + 1471 + 1 + ICB + 1 + ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com + + + 1471 + 2 + NAICS + 2 + NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. + + + 1471 + 3 + GICS + 3 + GICS (Global Industry Classification Standard) published by Standards & Poor + + + 996 + Alw + Allowances + Variable Quantity UOM + 13 + Allowances + + + 1473 + 0 + CompanyNews + 0 + Company News + + + 1473 + 1 + MarketplaceNews + 1 + Marketplace News + + + 1473 + 2 + FinancialMarketNews + 2 + Financial Market News + + + 1473 + 3 + TechnicalNews + 3 + Technical News + + + 1473 + 99 + OtherNews + 99 + Other News + + + 1477 + 0 + Replacement + 0 + Replacement + + + 1477 + 1 + OtherLanguage + 1 + Other Language + + + 1477 + 2 + Complimentary + 2 + Complimentary + + + 1426 + 3 + ResendComplete + 3 + Application message re-send completed. + + + 1478 + 1 + FixedStrike + 1 + Fixed Strike + + + 1478 + 2 + StrikeSetAtExpiration + 2 + Strike set at expiration to underlying or other value (lookback floating) + + + 1478 + 3 + StrikeSetToAverageAcrossLife + 3 + Strike set to average of underlying settlement price across the life of the option + + + 1478 + 4 + StrikeSetToOptimalValue + 4 + Strike set to optimal value + + + 1479 + 1 + LessThan + 1 + Less than underlying price is in-the-money (ITM) + + + 1479 + 2 + LessThanOrEqual + 2 + Less than or equal to the underlying price is in-the-money(ITM) + + + 1479 + 3 + Equal + 3 + Equal to the underlying price is in-the-money(ITM) + + + 1479 + 4 + GreaterThanOrEqual + 4 + Greater than or equal to underlying price is in-the-money(ITM) + + + 1479 + 5 + GreaterThan + 5 + Greater than underlying is in-the-money(ITM) + + + 1481 + 1 + Regular + 1 + Regular + + + 1481 + 2 + SpecialReference + 2 + Special reference + + + 1481 + 3 + OptimalValue + 3 + Optimal value (Lookback) + + + 1481 + 4 + AverageValue + 4 + Average value (Asian option) + + + 1482 + 1 + Vanilla + 1 + Vanilla + + + 1482 + 2 + Capped + 2 + Capped + + + 1482 + 3 + Binary + 3 + Binary + + + 1484 + 1 + Capped + 1 + Capped + + + 1484 + 2 + Trigger + 2 + Trigger + + + 1484 + 3 + KnockInUp + 3 + Knock-in up + + + 1484 + 4 + KockInDown + 4 + Kock-in down + + + 1484 + 5 + KnockOutUp + 5 + Knock-out up + + + 1484 + 6 + KnockOutDown + 6 + Knock-out down + + + 1484 + 7 + Underlying + 7 + Underlying + + + 1484 + 8 + ResetBarrier + 8 + Reset Barrier + + + 1484 + 9 + RollingBarrier + 9 + Rolling Barrier + + + 1487 + 1 + LessThanComplexEventPrice + 1 + Less than ComplexEventPrice(1486) + + + 1487 + 2 + LessThanOrEqualToComplexEventPrice + 2 + Less than or equal to ComplexEventPrice(1486) + + + 1487 + 3 + EqualToComplexEventPrice + 3 + Equal to ComplexEventPrice(1486) + + + 1487 + 4 + GreaterThanOrEqualToComplexEventPrice + 4 + Greater than or equal to ComplexEventPrice(1486) + + + 1487 + 5 + GreaterThanComplexEventPrice + 5 + Greater than ComplexEventPrice(1486) + + + 1489 + 1 + Expiration + 1 + Expiration + + + 1489 + 2 + Immediate + 2 + Immediate (At Any Time) + + + 1489 + 3 + SpecifiedDate + 3 + Specified Date/Time + + + 1490 + 1 + And + 1 + And + + + 1490 + 2 + Or + 2 + Or + + + 1498 + 1 + StreamAssignmentForNewCustomer + 1 + Stream assignment for new customer(s) + + + 1498 + 2 + StreamAssignmentForExistingCustomer + 2 + Stream assignment for existing customer(s) + + + 1502 + 0 + UnknownClient + 0 + Unknown client + + + 1502 + 1 + ExceedsMaximumSize + 1 + Exceeds maximum size + + + 1502 + 2 + UnknownOrInvalidCurrencyPair + 2 + Unknown or Invalid currency pair + + + 1502 + 3 + NoAvailableStream + 3 + No available stream + + + 1502 + 99 + Other + 99 + Other + + + 1503 + 0 + AssignmentAccepted + 0 + Assignment Accepted + + + 1503 + 1 + AssignmentRejected + 1 + Assignment Rejected + + + 1617 + 1 + Assignment + 1 + Assignment + + + 1617 + 2 + Rejected + 2 + Rejected + + + 1617 + 3 + Terminate + 3 + Terminate/Unassign + + + 1048 + A + Agent + 0 + Agent + + + 1048 + P + Principal + 1 + Principal + + + 1048 + R + RisklessPrincipal + 2 + Riskless Principal + + + 1049 + P + ProRata + 1 + Pro rata + + + 1049 + R + Random + 2 + Random + + + 88 + 99 + Other + 99 + Other + + + 959 + 25 + Country + 25 + Country + + + 959 + 26 + Language + 26 + Language + + + 959 + 27 + TZTimeOnly + 27 + TZTimeOnly + + + 959 + 28 + TZTimestamp + 28 + TZTimestamp + + + 959 + 29 + Tenor + 29 + Tenor + + + 452 + 83 + ClearingAccount + 83 + Clearing Account + + + 452 + 84 + AcceptableSettlingCounterparty + 84 + Acceptable Settling Counterparty + + + 452 + 85 + UnacceptableSettlingCounterparty + 85 + Unacceptable Settling Counterparty + + + 1128 + 9 + FIX50SP2 + 9 + FIX50SP2 + + + 35 + 0 + Heartbeat + + 0 + Heartbeat + The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. + + + 35 + 1 + TestRequest + + 1 + TestRequest + The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID. + + + 35 + 2 + ResendRequest + + 2 + ResendRequest + The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process. + + + 35 + 3 + Reject + + 3 + Reject + The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks. + + + 35 + 4 + SequenceReset + + 4 + SequenceReset + The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side. + + + 35 + 5 + Logout + + 5 + Logout + The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition. + + + 35 + 6 + IOI + + 6 + IOI + Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. +Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. + + + 35 + 7 + Advertisement + + 7 + Advertisement + Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. + + + 35 + 8 + ExecutionReport + + 8 + ExecutionReport + The execution report message is used to: +1. confirm the receipt of an order +2. confirm changes to an existing order (i.e. accept cancel and replace requests) +3. relay order status information +4. relay fill information on working orders +5. relay fill information on tradeable or restricted tradeable quotes +6. reject orders +7. report post-trade fees calculations associated with a trade + + + 35 + 9 + OrderCancelReject + + 9 + OrderCancelReject + The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. + + + 35 + A + Logon + + 10 + Logon + The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session. + + + 35 + AA + DerivativeSecurityList + + 11 + DerivativeSecurityList + The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. + + + 35 + AB + NewOrderMultileg + + 12 + NewOrderMultileg + The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. + + + 35 + AC + MultilegOrderCancelReplace + + 13 + MultilegOrderCancelReplace + Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. + + + 35 + AD + TradeCaptureReportRequest + + 14 + TradeCaptureReportRequest + The Trade Capture Report Request can be used to: +• Request one or more trade capture reports based upon selection criteria provided on the trade capture report request +• Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. + + + 35 + AE + TradeCaptureReport + + 15 + TradeCaptureReport + The Trade Capture Report message can be: +• Used to report trades between counterparties. +• Used to report trades to a trade matching system +• Can be sent unsolicited between counterparties. +• Sent as a reply to a Trade Capture Report Request. +• Can be used to report unmatched and matched trades. + + + 35 + AF + OrderMassStatusRequest + + 16 + OrderMassStatusRequest + The order mass status request message requests the status for orders matching criteria specified within the request. + + + 35 + AG + QuoteRequestReject + + 17 + QuoteRequestReject + The Quote Request Reject message is used to reject Quote Request messages for all quoting models. + + + 35 + AH + RFQRequest + + 18 + RFQRequest + In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments + + + 35 + AI + QuoteStatusReport + + 19 + QuoteStatusReport + The quote status report message is used: +• as the response to a Quote Status Request message +• as a response to a Quote Cancel message +• as a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) + + + 35 + AJ + QuoteResponse + + 20 + QuoteResponse + The Quote Response message is used to respond to a IOI message or Quote message. It is also used to counter a Quote or end a negotiation dialog. + + + 35 + AK + Confirmation + + 21 + Confirmation + The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. + + + 35 + AL + PositionMaintenanceRequest + + 22 + PositionMaintenanceRequest + The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. + + + 35 + AM + PositionMaintenanceReport + + 23 + PositionMaintenanceReport + The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. + + + 35 + AN + RequestForPositions + + 24 + RequestForPositions + The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. + + + 35 + AO + RequestForPositionsAck + + 25 + RequestForPositionsAck + The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. + + + 35 + AP + PositionReport + + 26 + PositionReport + The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. + + + 35 + AQ + TradeCaptureReportRequestAck + + 27 + TradeCaptureReportRequestAck + The Trade Capture Request Ack message is used to: +• Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. +• Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. +• Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request +• The Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. + + + 35 + AR + TradeCaptureReportAck + + 28 + TradeCaptureReportAck + The Trade Capture Report Ack message can be: +• Used to acknowledge trade capture reports received from a counterparty +• Used to reject a trade capture report received from a counterparty + + + 35 + AS + AllocationReport + + 29 + AllocationReport + Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. + + + 35 + AT + AllocationReportAck + + 30 + AllocationReportAck + The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. + + + 35 + AU + ConfirmationAck + + 31 + ConfirmationAck + The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. + + + 35 + AV + SettlementInstructionRequest + + 32 + SettlementInstructionRequest + The Settlement Instruction Request message is used to request standing settlement instructions from another party. + + + 35 + AW + AssignmentReport + + 33 + AssignmentReport + Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. + + + 35 + AX + CollateralRequest + + 34 + CollateralRequest + An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. + + + 35 + AY + CollateralAssignment + + 35 + CollateralAssignment + Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. + + + 35 + AZ + CollateralResponse + + 36 + CollateralResponse + Used to respond to a Collateral Assignment message. + + + 35 + B + News + + 37 + News + The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. + + + 35 + BA + CollateralReport + + 38 + CollateralReport + Used to report collateral status when responding to a Collateral Inquiry message. + + + 35 + BB + CollateralInquiry + + 39 + CollateralInquiry + Used to inquire for collateral status. + + + 35 + BC + NetworkCounterpartySystemStatusRequest + + 40 + NetworkCounterpartySystemStatusRequest + This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. + + + 35 + BD + NetworkCounterpartySystemStatusResponse + + 41 + NetworkCounterpartySystemStatusResponse + This message is sent in response to a Network (Counterparty System) Status Request Message. + + + 35 + BE + UserRequest + + 42 + UserRequest + This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. + + + 35 + BF + UserResponse + + 43 + UserResponse + This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. + + + 35 + BG + CollateralInquiryAck + + 44 + CollateralInquiryAck + Used to respond to a Collateral Inquiry in the following situations: +• When the CollateralInquiry will result in an out of band response (such as a file transfer). +• When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. +• When the Collateral Inquiry is invalid based upon the business rules of the counterparty. + + + 35 + BH + ConfirmationRequest + + 45 + ConfirmationRequest + The Confirmation Request message is used to request a Confirmation message. + + + 35 + BI + TradingSessionListRequest + + 46 + TradingSessionListRequest + The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. + + + 35 + BJ + TradingSessionList + + 47 + TradingSessionList + The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. + + + 35 + BK + SecurityListUpdateReport + + 48 + SecurityListUpdateReport + The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. + + + 35 + BL + AdjustedPositionReport + + 49 + AdjustedPositionReport + Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions + + + 35 + BM + AllocationInstructionAlert + + 50 + AllocationInstructionAlert + This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. + + + 35 + BN + ExecutionAcknowledgement + + 51 + ExecutionAcknowledgement + The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). + + + 35 + BO + ContraryIntentionReport + + 52 + ContraryIntentionReport + The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. + + + 35 + BP + SecurityDefinitionUpdateReport + + 53 + SecurityDefinitionUpdateReport + This message is used for reporting updates to a Product Security Masterfile. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. + + + 35 + BQ + SettlementObligationReport + + 54 + SettlementObligationReport + The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. + + + 35 + BR + DerivativeSecurityListUpdateReport + + 55 + DerivativeSecurityListUpdateReport + The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. + + + 35 + BS + TradingSessionListUpdateReport + + 56 + TradingSessionListUpdateReport + The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. + + + 35 + BT + MarketDefinitionRequest + + 57 + MarketDefinitionRequest + The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. + + + 35 + BU + MarketDefinition + + 58 + MarketDefinition + The Market Definition message is used to respond to Market Definition Request. In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the Market Definition Update Report. + + + 35 + BV + MarketDefinitionUpdateReport + + 59 + MarketDefinitionUpdateReport + In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the Market Definition message. + + + 35 + BW + ApplicationMessageRequest + + 60 + ApplicationMessageRequest + This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). + + + 35 + BX + ApplicationMessageRequestAck + + 61 + ApplicationMessageRequestAck + This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. + + + 35 + BY + ApplicationMessageReport + + 62 + ApplicationMessageReport + This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. + + + 35 + BZ + OrderMassActionReport + + 63 + OrderMassActionReport + The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. + + + 35 + C + Email + + 64 + Email + The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. + + + 35 + CA + OrderMassActionRequest + + 65 + OrderMassActionRequest + The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. + + + 35 + CB + UserNotification + + 66 + UserNotification + The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. + + + 35 + CC + StreamAssignmentRequest + + 67 + StreamAssignmentRequest + In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. + + + 35 + CD + StreamAssignmentReport + + 68 + StreamAssignmentReport + he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. + + + 35 + CE + StreamAssignmentReportACK + + 69 + StreamAssignmentReportACK + This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. + + + 35 + D + NewOrderSingle + + 70 + NewOrderSingle + The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. +The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. + + + 35 + E + NewOrderList + + 71 + NewOrderList + The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. + + + 35 + F + OrderCancelRequest + + 72 + OrderCancelRequest + The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). + + + 35 + G + OrderCancelReplaceRequest + + 73 + OrderCancelReplaceRequest + The order cancel/replace request is used to change the parameters of an existing order. +Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. + + + 35 + H + OrderStatusRequest + + 74 + OrderStatusRequest + The order status request message is used by the institution to generate an order status message back from the broker. + + + 35 + J + AllocationInstruction + + 75 + AllocationInstruction + The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. + + + 35 + K + ListCancelRequest + + 76 + ListCancelRequest + The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. + + + 35 + L + ListExecute + + 77 + ListExecute + The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. + + + 35 + M + ListStatusRequest + + 78 + ListStatusRequest + The list status request message type is used by institutions to instruct the broker to generate status messages for a list. + + + 35 + N + ListStatus + + 79 + ListStatus + The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. + + + 35 + P + AllocationInstructionAck + + 80 + AllocationInstructionAck + In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. +The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. + + + 35 + Q + DontKnowTrade + + 81 + DontKnowTrade + The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. + + + 35 + R + QuoteRequest + + 82 + QuoteRequest + In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) + + + 35 + S + Quote + + 83 + Quote + The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. + + + 35 + T + SettlementInstructions + + 84 + SettlementInstructions + The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. + + + 35 + V + MarketDataRequest + + 85 + MarketDataRequest + Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A Market Data Request is a general request for market data on specific securities or forex quotes. + + + 35 + W + MarketDataSnapshotFullRefresh + + 86 + MarketDataSnapshotFullRefresh + The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. + + + 35 + X + MarketDataIncrementalRefresh + + 87 + MarketDataIncrementalRefresh + The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. + + + 35 + Y + MarketDataRequestReject + + 88 + MarketDataRequestReject + The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. + + + 35 + Z + QuoteCancel + + 89 + QuoteCancel + The Quote Cancel message is used by an originator of quotes to cancel quotes. +The Quote Cancel message supports cancellation of: +• All quotes +• Quotes for a specific symbol or security ID +• All quotes for a security type +• All quotes for an underlying + + + 35 + a + QuoteStatusRequest + + 90 + QuoteStatusRequest + The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: +• For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). +• To subscribe and unsubscribe for Quote Status Report messages for one or more securities. + + + 35 + b + MassQuoteAcknowledgement + + 91 + MassQuoteAcknowledgement + Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. + + + 35 + c + SecurityDefinitionRequest + + 92 + SecurityDefinitionRequest + The Security Definition Request message is used for the following: +1. Request a specific Security to be traded with the second party. The request security can be defined as a multileg security made up of one or more instrument legs. +2. Request a set of individual securities for a single market segment. +3. Request all securities, independent of market segment. + + + 35 + d + SecurityDefinition + + 93 + SecurityDefinition + The Security Definition message is used for the following: +1. Accept the security defined in a Security Definition message. +2. Accept the security defined in a Security Definition message with changes to the definition and/or identity of the security. +3. Reject the security requested in a Security Definition message. +4. Respond to a request for securities within a specified market segment. +5. Convey comprehensive security definition for all market segments that the security participates in. +6. Convey the security's trading rules that differ from default rules for the market segment. + + + 35 + e + SecurityStatusRequest + + 94 + SecurityStatusRequest + The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. + + + 35 + f + SecurityStatus + + 95 + SecurityStatus + The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. + + + 35 + g + TradingSessionStatusRequest + + 96 + TradingSessionStatusRequest + The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. + + + 35 + h + TradingSessionStatus + + 97 + TradingSessionStatus + The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. + + + 35 + i + MassQuote + + 98 + MassQuote + The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). + + + 35 + j + BusinessMessageReject + + 99 + BusinessMessageReject + The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. + + + 35 + k + BidRequest + + 100 + BidRequest + The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. + In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. + In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. + + + 35 + l + BidResponse + + 101 + BidResponse + The Bid Response message can be used in one of two ways depending on which market conventions are being followed. + In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. + In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. + + + 35 + m + ListStrikePrice + + 102 + ListStrikePrice + The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. + + + 35 + n + XMLnonFIX + + 103 + XMLnonFIX + + + + 35 + o + RegistrationInstructions + + 104 + RegistrationInstructions + The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. + + + 35 + p + RegistrationInstructionsResponse + + 105 + RegistrationInstructionsResponse + The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. + + + 35 + q + OrderMassCancelRequest + + 106 + OrderMassCancelRequest + The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). + + + 35 + r + OrderMassCancelReport + + 107 + OrderMassCancelReport + The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. + + + 35 + s + NewOrderCross + + 108 + NewOrderCross + Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. + + + 35 + t + CrossOrderCancelReplaceRequest + + 109 + CrossOrderCancelReplaceRequest + Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. + + + 35 + u + CrossOrderCancelRequest + + 110 + CrossOrderCancelRequest + Used to fully cancel the remaining open quantity of a cross order. + + + 35 + v + SecurityTypeRequest + + 111 + SecurityTypeRequest + The Security Type Request message is used to return a list of security types available from a counterparty or market. + + + 35 + w + SecurityTypes + + 112 + SecurityTypes + The Security Type Request message is used to return a list of security types available from a counterparty or market. + + + 35 + x + SecurityListRequest + + 113 + SecurityListRequest + The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request + + + 35 + y + SecurityList + + 114 + SecurityList + The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. + + + 35 + z + DerivativeSecurityListRequest + + 115 + DerivativeSecurityListRequest + The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request + + \ No newline at end of file diff --git a/static/xml/Fields.xml b/static/xml/Fields.xml new file mode 100644 index 00000000..ccc08202 --- /dev/null +++ b/static/xml/Fields.xml @@ -0,0 +1,12319 @@ + + + 1 + Account + String + Acct + 0 + Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. + + + 2 + AdvId + String + AdvId + 0 + Unique identifier of advertisement message. +(Prior to FIX 4.1 this field was of type int) + + + 3 + AdvRefID + String + AdvRefID + 0 + Reference identifier used with CANCEL and REPLACE transaction types. +(Prior to FIX 4.1 this field was of type int) + + + 4 + AdvSide + char + AdvSide + 0 + Broker's side of advertised trade + + + 5 + AdvTransType + String + AdvTransTyp + 0 + Identifies advertisement message transaction type + + + 6 + AvgPx + Price + AvgPx + 0 + Calculated average price of all fills on this order. +For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. + + + 7 + BeginSeqNo + SeqNum + BeginSeqNo + 1 + Message sequence number of first message in range to be resent + + + 8 + BeginString + String + BeginString + 1 + Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) +Valid values: +FIXT.1.1 + + + + 9 + BodyLength + Length + BodyLength + 1 + Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) + + + 10 + CheckSum + String + CheckSum + 1 + Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) + + + 11 + ClOrdID + String + ClOrdID + SingleGeneralOrderHandling + ID + 0 + Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. + + + 12 + Commission + Amt + Comm + 0 + Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. + + + 13 + CommType + char + CommTyp + 0 + Commission type + + + 14 + CumQty + Qty + CumQty + 0 + Total quantity (e.g. number of shares) filled. +(Prior to FIX 4.2 this field was of type int) + + + 15 + Currency + Currency + Ccy + 0 + Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. + + + 16 + EndSeqNo + SeqNum + EndSeqNo + 1 + Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity). + + + 17 + ExecID + String + ExecID + 0 + Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). +Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. +(Prior to FIX 4.1 this field was of type int). + + + 18 + ExecInst + MultipleCharValue + ExecInst + 0 + Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) + + + 19 + ExecRefID + String + ExecRefID + 0 + Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. +(Prior to FIX 4.1 this field was of type int) + + + 21 + HandlInst + char + HandlInst + 0 + Instructions for order handling on Broker trading floor + + + 22 + SecurityIDSource + String + Src + 0 + Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified. +100+ are reserved for private security identifications + + + 23 + IOIID + String + IOIID + Indication + ID + 0 + Unique identifier of IOI message. +(Prior to FIX 4.1 this field was of type int) + + + 25 + IOIQltyInd + char + QltyInd + 0 + Relative quality of indication + + + 26 + IOIRefID + String + RefID + 0 + Reference identifier used with CANCEL and REPLACE, transaction types. +(Prior to FIX 4.1 this field was of type int) + + + 27 + IOIQty + String + Qty + 0 + Qty + Quantity (e.g. number of shares) in numeric form or relative size. + + + 28 + IOITransType + char + TransTyp + 0 + Identifies IOI message transaction type + + + 29 + LastCapacity + char + LastCpcty + 0 + Broker capacity in order execution + + + 30 + LastMkt + Exchange + LastMkt + 0 + Market of execution for last fill, or an indication of the market where an order was routed +Valid values: +See "Appendix 6-C" + + + 31 + LastPx + Price + LastPx + 0 + Price of this (last) fill. + + + 32 + LastQty + Qty + LastQty + 0 + Quantity (e.g. shares) bought/sold on this (last) fill. +(Prior to FIX 4.2 this field was of type int) + + + 33 + NoLinesOfText + NumInGroup + NoLinesOfText + 1 + Identifies number of lines of text body + + + 34 + MsgSeqNum + SeqNum + SeqNum + 0 + Integer message sequence number. + + + 35 + MsgType + String + MsgTyp + 0 + Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) +Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. +*** Note the use of lower case letters *** + + + 36 + NewSeqNo + SeqNum + NewSeqNo + 1 + New sequence number + + + 37 + OrderID + String + OrdID + 0 + Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. + + + 38 + OrderQty + Qty + Qty + 0 + Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. +(Prior to FIX 4.2 this field was of type int) + + + 39 + OrdStatus + char + OrdStat + SingleGeneralOrderHandling + Stat + 0 + Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) + + + 40 + OrdType + char + OrdTyp + SingleGeneralOrderHandling + Typ + 0 + Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) + + + 41 + OrigClOrdID + String + OrigClOrdID + SingleGeneralOrderHandling + OrigID + 0 + ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. + + + 42 + OrigTime + UTCTimestamp + OrigTm + 0 + Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) + + + 43 + PossDupFlag + Boolean + PosDup + 0 + Indicates possible retransmission of message with this sequence number + + + 44 + Price + Price + Px + 0 + Price per unit of quantity (e.g. per share) + + + 45 + RefSeqNum + SeqNum + RefSeqNum + 0 + Reference message sequence number + + + 48 + SecurityID + String + ID + 0 + Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. + + + 49 + SenderCompID + String + SID + 0 + Assigned value used to identify firm sending message. + + + 50 + SenderSubID + String + SSub + 0 + Assigned value used to identify specific message originator (desk, trader, etc.) + + + 52 + SendingTime + UTCTimestamp + Snt + 0 + Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") + + + 53 + Quantity + Qty + Qty + 0 + Overall/total quantity (e.g. number of shares) +(Prior to FIX 4.2 this field was of type int) + + + 54 + Side + char + Side + 0 + Side of order (see Volume : "Glossary" for value definitions) + + + 55 + Symbol + String + Sym + 0 + Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) +Use "[N/A]" for products which do not have a symbol. + + + 56 + TargetCompID + String + TID + 0 + Assigned value used to identify receiving firm. + + + 57 + TargetSubID + String + TSub + 0 + Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. + + + 58 + Text + String + Txt + 0 + Free format text string +(Note: this field does not have a specified maximum length) + + + 59 + TimeInForce + char + TmInForce + 0 + Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) + + + 60 + TransactTime + UTCTimestamp + TxnTm + 0 + Timestamp when the business transaction represented by the message occurred. + + + 61 + Urgency + char + Urgency + 0 + Urgency flag + + + 62 + ValidUntilTime + UTCTimestamp + ValidUntilTm + 0 + Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") + + + 63 + SettlType + String + SettlTyp + 0 + Tenor + Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) +Regular is defined as the default settlement period for the particular security on the exchange of execution. +In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. +Additionally the following patterns may be uses as well as enum values +Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 +Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 +Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 +Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 +Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. + + + 64 + SettlDate + LocalMktDate + SettlDt + 0 + Specific date of trade settlement (SettlementDate) in YYYYMMDD format. +If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) +(expressed in local time at place of settlement) + + + 65 + SymbolSfx + String + Sfx + 0 + Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). +As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. + + + 66 + ListID + String + ListID + ProgramTrading + ID + 0 + Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. + + + 67 + ListSeqNo + int + ListSeqNo + ProgramTrading + SeqNo + 0 + Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) + + + 68 + TotNoOrders + int + TotNoOrds + 0 + Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. +(Prior to FIX 4.2 this field was named "ListNoOrds") + + + 69 + ListExecInst + String + ListExecInst + 0 + Free format text message containing list handling and execution instructions. + + + 70 + AllocID + String + AllocID + Allocation + ID + 0 + Unique identifier for allocation message. +(Prior to FIX 4.1 this field was of type int) + + + 71 + AllocTransType + char + TransTyp + 0 + Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** + + + 72 + RefAllocID + String + RefAllocID + Allocation + RefID + 0 + Reference identifier to be used with AllocTransType (71) = Replace or Cancel. +(Prior to FIX 4.1 this field was of type int) + + + 73 + NoOrders + NumInGroup + NoOrds + 1 + Indicates number of orders to be combined for average pricing and allocation. + + + 74 + AvgPxPrecision + int + AvgPxPrcsn + 0 + Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. + + + 75 + TradeDate + LocalMktDate + TrdDt + 0 + Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). + + + 77 + PositionEffect + char + PosEfct + 0 + Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. + + + 78 + NoAllocs + NumInGroup + NoAllocs + 1 + Number of repeating AllocAccount (79)/AllocPrice (366) entries. + + + 79 + AllocAccount + String + Acct + 0 + Sub-account mnemonic + + + 80 + AllocQty + Qty + Qty + 0 + Quantity to be allocated to specific sub-account +(Prior to FIX 4.2 this field was of type int) + + + 81 + ProcessCode + char + ProcCode + 0 + Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. + + + 82 + NoRpts + int + NoRpts + 0 + Total number of reports within series. + + + 83 + RptSeq + int + RptSeq + 0 + Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. + + + 84 + CxlQty + Qty + CxlQty + 0 + Total quantity canceled for this order. +(Prior to FIX 4.2 this field was of type int) + + + 85 + NoDlvyInst + NumInGroup + NoDlvyInst + 1 + Number of delivery instruction fields in repeating group. +Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. + + + 87 + AllocStatus + int + Stat + Allocation + Stat + 0 + Identifies status of allocation. + + + 88 + AllocRejCode + int + RejCode + 0 + Reserved100Plus + Identifies reason for rejection. + + + 89 + Signature + data + Signature + 1 + Electronic signature + + + 90 + SecureDataLen + Length + 91 + SecureDataLen + 1 + Length of encrypted message + + + 91 + SecureData + data + SecureData + 1 + Actual encrypted data stream + + + 93 + SignatureLength + Length + 89 + SignatureLength + 1 + Number of bytes in signature field + + + 94 + EmailType + char + EmailTyp + 0 + Email message type. + + + 95 + RawDataLength + Length + 96 + RawDataLength + 0 + Number of bytes in raw data field. + + + 96 + RawData + data + RawData + 0 + Unformatted raw data, can include bitmaps, word processor documents, etc. + + + 97 + PossResend + Boolean + PosRsnd + 0 + Indicates that message may contain information that has been sent under another sequence number. + + + 98 + EncryptMethod + int + EncryptMethod + 1 + Method of encryption. + + + 99 + StopPx + Price + StopPx + 0 + Price per unit of quantity (e.g. per share) + + + 100 + ExDestination + Exchange + ExDest + 0 + Execution destination as defined by institution when order is entered. +Valid values: +See "Appendix 6-C" + + + 102 + CxlRejReason + int + CxlRejRsn + 0 + Reserved100Plus + Code to identify reason for cancel rejection. + + + 103 + OrdRejReason + int + RejRsn + 0 + Reserved100Plus + Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. + + + 104 + IOIQualifier + char + Qual + 0 + Code to qualify IOI use. (see Volume : "Glossary" for value definitions) + + + 106 + Issuer + String + Issr + 0 + Name of security issuer (e.g. International Business Machines, GNMA). +see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" + + + 107 + SecurityDesc + String + Desc + 0 + Can be used to provide an optional textual description for a financial instrument. + + + 108 + HeartBtInt + int + HeartBtInt + 1 + Heartbeat interval (seconds) + + + 110 + MinQty + Qty + MinQty + 0 + Minimum quantity of an order to be executed. +(Prior to FIX 4.2 this field was of type int) + + + 111 + MaxFloor + Qty + MaxFloor + 0 + The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. + + + 112 + TestReqID + String + TestReqID + 1 + Identifier included in Test Request message to be returned in resulting Heartbeat + + + 113 + ReportToExch + Boolean + RptToExch + 0 + Identifies party of trade responsible for exchange reporting. + + + 114 + LocateReqd + Boolean + LocReqd + 0 + Indicates whether the broker is to locate the stock in conjunction with a short sell order. + + + 115 + OnBehalfOfCompID + String + OBID + 0 + Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. + + + 116 + OnBehalfOfSubID + String + OBSub + 0 + Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party + + + 117 + QuoteID + String + QID + 0 + Unique identifier for quote + + + 118 + NetMoney + Amt + NetMny + 0 + Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. + + + 119 + SettlCurrAmt + Amt + SettlCurrAmt + 0 + Total amount due expressed in settlement currency (includes the effect of the forex transaction) + + + 120 + SettlCurrency + Currency + SettlCcy + 0 + Currency code of settlement denomination. + + + 121 + ForexReq + Boolean + ForexReq + 0 + Indicates request for forex accommodation trade to be executed along with security transaction. + + + 122 + OrigSendingTime + UTCTimestamp + OrigSnt + 0 + Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. + + + 123 + GapFillFlag + Boolean + GapFillFlag + 1 + Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. + + + 124 + NoExecs + NumInGroup + NoExecs + 1 + No of execution repeating group entries to follow. + + + 126 + ExpireTime + UTCTimestamp + ExpireTm + 0 + Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") +The meaning of expiration is specific to the context where the field is used. +For orders, this is the expiration time of a Good Til Date TimeInForce. +For Quotes - this is the expiration of the quote. +Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. +For collateral requests, this is the time by which collateral must be assigned. +For collateral assignments, this is the time by which a response to the assignment is expected. + + + 127 + DKReason + char + DkRsn + 0 + Reason for execution rejection. + + + 128 + DeliverToCompID + String + D2ID + 0 + Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. + + + 129 + DeliverToSubID + String + D2Sub + 0 + Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party + + + 130 + IOINaturalFlag + Boolean + NatFlag + 0 + Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. + + + 131 + QuoteReqID + String + ReqID + 0 + Unique identifier for quote request + + + 132 + BidPx + Price + BidPx + 0 + Bid price/rate + + + 133 + OfferPx + Price + OfrPx + 0 + Offer price/rate + + + 134 + BidSize + Qty + BidSz + 0 + Quantity of bid +(Prior to FIX 4.2 this field was of type int) + + + 135 + OfferSize + Qty + OfrSz + 0 + Quantity of offer +(Prior to FIX 4.2 this field was of type int) + + + 136 + NoMiscFees + NumInGroup + NoMiscFees + 1 + Number of repeating groups of miscellaneous fees + + + 137 + MiscFeeAmt + Amt + Amt + 0 + Miscellaneous fee value + + + 138 + MiscFeeCurr + Currency + Curr + 0 + Currency of miscellaneous fee + + + 139 + MiscFeeType + String + Typ + 0 + Indicates type of miscellaneous fee. + + + 140 + PrevClosePx + Price + PrevClsPx + 0 + Previous closing price of security. + + + 141 + ResetSeqNumFlag + Boolean + ResetSeqNumFlag + 1 + Indicates that the both sides of the FIX session should reset sequence numbers. + + + 142 + SenderLocationID + String + SLoc + 0 + Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) + + + 143 + TargetLocationID + String + TLoc + 0 + Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader) + + + 144 + OnBehalfOfLocationID + String + OBLoc + 0 + Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party + + + 145 + DeliverToLocationID + String + D2Loc + 0 + Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party + + + 146 + NoRelatedSym + NumInGroup + NoReltdSym + 1 + Specifies the number of repeating symbols specified. + + + 147 + Subject + String + Subject + 0 + The subject of an Email message + + + 148 + Headline + String + Headline + 0 + The headline of a News message + + + 149 + URLLink + String + URL + 0 + A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) +See "Appendix 6-B FIX Fields Based Upon Other Standards" + + + 150 + ExecType + char + ExecTyp + 0 + Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** + + + 151 + LeavesQty + Qty + LeavesQty + 0 + Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14). +(Prior to FIX 4.2 this field was of type int) + + + 152 + CashOrderQty + Qty + Cash + 0 + Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages. + + + 153 + AllocAvgPx + Price + AvgPx + 0 + AvgPx (6) for a specific AllocAccount (79) +For Fixed Income this is always expressed as "percent of par" price type. + + + 154 + AllocNetMoney + Amt + NetMny + 0 + NetMoney (8) for a specific AllocAccount (79) + + + 155 + SettlCurrFxRate + float + SettlCurrFxRt + 0 + Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) + + + 156 + SettlCurrFxRateCalc + char + SettlCurrFxRtCalc + 0 + Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided. + + + 157 + NumDaysInterest + int + NumDaysInt + 0 + Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. + + + 158 + AccruedInterestRate + Percentage + AcrdIntRt + 0 + The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. + + + 159 + AccruedInterestAmt + Amt + AcrdIntAmt + 0 + Amount of Accrued Interest for convertible bonds and fixed income + + + 160 + SettlInstMode + char + SettlInstMode + 0 + Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** + + + 161 + AllocText + String + Txt + 0 + Free format text related to a specific AllocAccount (79). + + + 162 + SettlInstID + String + SettlInstID + 0 + Unique identifier for Settlement Instruction. + + + 163 + SettlInstTransType + char + SettlInstTransTyp + 0 + Settlement Instructions message transaction type + + + 164 + EmailThreadID + String + EmailThreadID + 0 + Unique identifier for an email thread (new and chain of replies) + + + 165 + SettlInstSource + char + InstSrc + 0 + Indicates source of Settlement Instructions + + + 167 + SecurityType + String + SecTyp + 0 + Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. + + + 168 + EffectiveTime + UTCTimestamp + EfctvTm + 0 + Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") + + + 169 + StandInstDbType + int + StandInstDbTyp + 0 + Identifies the Standing Instruction database used + + + 170 + StandInstDbName + String + StandInstDbName + 0 + Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name). + + + 171 + StandInstDbID + String + StandInstDbID + 0 + Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. + + + 172 + SettlDeliveryType + int + DlvryTyp + 0 + Identifies type of settlement + + + 188 + BidSpotRate + Price + BidSpotRt + 0 + Bid F/X spot rate. + + + 189 + BidForwardPoints + PriceOffset + BidFwdPnts + 0 + Bid F/X forward points added to spot rate. May be a negative value. + + + 190 + OfferSpotRate + Price + OfrSpotRt + 0 + Offer F/X spot rate. + + + 191 + OfferForwardPoints + PriceOffset + OfrFwdPnts + 0 + Offer F/X forward points added to spot rate. May be a negative value. + + + 192 + OrderQty2 + Qty + Qty2 + 0 + OrderQty (38) of the future part of a F/X swap order. + + + 193 + SettlDate2 + LocalMktDate + SettlDt2 + 0 + SettDate (64) of the future part of a F/X swap order. + + + 194 + LastSpotRate + Price + LastSpotRt + 0 + F/X spot rate. + + + 195 + LastForwardPoints + PriceOffset + LastFwdPnts + 0 + F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 + + + 196 + AllocLinkID + String + LinkID + Allocation + LinkID + 0 + Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique. + + + 197 + AllocLinkType + int + LinkTyp + 0 + Identifies the type of Allocation linkage when AllocLinkID (96) is used. + + + 198 + SecondaryOrderID + String + OrdID2 + 0 + Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. + + + 199 + NoIOIQualifiers + NumInGroup + NoIOIQuals + 1 + Number of repeating groups of IOIQualifiers (04). + + + 200 + MaturityMonthYear + MonthYear + MMY + 0 + Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). +Format: +YYYYMM (e.g. 199903) +YYYYMMDD (e.g. 20030323) +YYYYMMwN (e.g. 200303w) for week +A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). + + + 201 + PutOrCall + int + PutCall + 0 + Indicates whether an option contract is a put or call + + + 202 + StrikePrice + Price + StrkPx + 0 + Strike Price for an Option. + + + 203 + CoveredOrUncovered + int + Covered + 0 + Used for derivative products, such as options + + + 206 + OptAttribute + char + OptAt + 0 + Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. + + + 207 + SecurityExchange + Exchange + Exch + 0 + Market used to help identify a security. +Valid values: +See "Appendix 6-C" + + + 208 + NotifyBrokerOfCredit + Boolean + NotifyBrkrOfCredit + 0 + Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). + + + 209 + AllocHandlInst + int + HandlInst + SingleGeneralOrderHandling + HndInst + 0 + Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. + + + 210 + MaxShow + Qty + MaxShow + 0 + Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). +(Prior to FIX 4.2 this field was of type int) + + + 211 + PegOffsetValue + float + OfstVal + 0 + Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) +(Prior to FIX 4.4 this field was of type PriceOffset) + + + 212 + XmlDataLen + Length + 213 + XmlDataLen + 1 + Length of the XmlData data block. + + + 213 + XmlData + data + XmlData + 1 + Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. + + + 214 + SettlInstRefID + String + SettlInstRefID + 0 + Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types. + + + 215 + NoRoutingIDs + NumInGroup + NoRtgIDs + 1 + Number of repeating groups of RoutingID (217) and RoutingType (216) values. +See Volume 3: "Pre-Trade Message Targeting/Routing" + + + 216 + RoutingType + int + RtgTyp + 0 + Indicates the type of RoutingID (217) specified. + + + 217 + RoutingID + String + RtgID + 0 + Assigned value used to identify a specific routing destination. + + + 218 + Spread + PriceOffset + Spread + 0 + For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. +Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative. +Swap Spread: Target spread for a swap. + + + 220 + BenchmarkCurveCurrency + Currency + Ccy + 0 + Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 221 + BenchmarkCurveName + String + Name + 0 + Name of benchmark curve. +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 222 + BenchmarkCurvePoint + String + Point + 0 + Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". +Sample values: +M = combination of a number between 1-12 and a "M" for month +Y = combination of number between 1-100 and a "Y" for year} +10Y-OLD = see above, then add "-OLD" when appropriate +INTERPOLATED = the point is mathematically derived +2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon +See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 223 + CouponRate + Percentage + CpnRt + 0 + The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. + + + 224 + CouponPaymentDate + LocalMktDate + CpnPmt + 0 + Date interest is to be paid. Used in identifying Corporate Bond issues. +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) +(prior to FIX 4.4 field was of type UTCDate) + + + 225 + IssueDate + LocalMktDate + Issued + 0 + The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) +(prior to FIX 4.4 field was of type UTCDate) + + + 226 + RepurchaseTerm + int + RepoTrm + 0 + Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 227 + RepurchaseRate + Percentage + RepoRt + 0 + Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 228 + Factor + float + Fctr + 0 + For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index. +Qty * Factor * Price = Gross Trade Amount +For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. +(Qty * Price) * Factor = Nominal Value +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 229 + TradeOriginationDate + LocalMktDate + OrignDt + 0 + Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) +(prior to FIX 4.4 field was of type UTCDate) + + + 230 + ExDate + LocalMktDate + ExDt + 0 + The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) +(prior to FIX 4.4 field was of type UTCDate) + + + 231 + ContractMultiplier + float + Mult + 0 + Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. +In general quantities for all calsses should be expressed in the basic unit of the instrument, e.g. shares for equities, norminal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions. + + + 232 + NoStipulations + NumInGroup + NoStips + 1 + Number of stipulation entries +(Note tag # was reserved in FIX 4.1, added in FIX 4.3). + + + 233 + StipulationType + String + Typ + 0 + For Fixed Income. +Type of Stipulation. +Other types may be used by mutual agreement of the counterparties. +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 234 + StipulationValue + String + Val + 0 + For Fixed Income. Value of stipulation. +The expression can be an absolute single value or a combination of values and logical operators: +< value +> value +<= value +>= value +value +value - value2 +value OR value2 +value AND value2 +YES +NO +Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON". +CD = Special cum Dividend +XD = Special ex Dividend +CC = Special cum Coupon +XC = Special ex Coupon +CB = Special cum Bonus +XB = Special ex Bonus +CR = Special cum Rights +XR = Special ex Rights +CP = Special cum Capital Repayments +XP = Special ex Capital Repayments +CS = Cash Settlement +SP = Special Price +TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. +GD = Guaranteed Delivery +Values for StipulationType = "PXSOURCE": +BB GENERIC +BB FAIRVALUE +BROKERTEC +ESPEED +GOVPX +HILLIARD FARBER +ICAP +TRADEWEB +TULLETT LIBERTY +If a particular side of the market is wanted append /BID /OFFER or /MID. +plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. +Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc. +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 235 + YieldType + String + Typ + 0 + Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 236 + Yield + Percentage + Yld + 0 + Yield percentage. +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 237 + TotalTakedown + Amt + TotTakedown + 0 + The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 238 + Concession + Amt + Concession + 0 + Provides the reduction in price for the secondary market in Muncipals. +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 239 + RepoCollateralSecurityType + String + 167 + RepoCollSecTyp + 0 + Identifies the collateral used in the transaction. +Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 240 + RedemptionDate + LocalMktDate + Redeem + 0 + Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) + + + 241 + UnderlyingCouponPaymentDate + LocalMktDate + CpnPmt + 0 + Underlying security's CouponPaymentDate. +See CouponPaymentDate (224) field for description +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) +(prior to FIX 4.4 field was of type UTCDate) + + + 242 + UnderlyingIssueDate + LocalMktDate + Issued + 0 + Underlying security's IssueDate. +See IssueDate (225) field for description +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) +(prior to FIX 4.4 field was of type UTCDate) + + + 243 + UnderlyingRepoCollateralSecurityType + String + 167 + RepoCollSecTyp + 0 + Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 244 + UnderlyingRepurchaseTerm + int + RepoTrm + 0 + Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 245 + UnderlyingRepurchaseRate + Percentage + RepoRt + 0 + Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 246 + UnderlyingFactor + float + Fctr + 0 + Underlying security's Factor. +See Factor (228) field for description +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 247 + UnderlyingRedemptionDate + LocalMktDate + Redeem + 0 + Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) + + + 248 + LegCouponPaymentDate + LocalMktDate + CpnPmt + 0 + Multileg instrument's individual leg security's CouponPaymentDate. +See CouponPaymentDate (224) field for description +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) +(prior to FIX 4.4 field was of type UTCDate) + + + 249 + LegIssueDate + LocalMktDate + Issued + 0 + Multileg instrument's individual leg security's IssueDate. +See IssueDate (225) field for description +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) +(prior to FIX 4.4 field was of type UTCDate) + + + 250 + LegRepoCollateralSecurityType + String + 167 + RepoCollSecTyp + 0 + Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 251 + LegRepurchaseTerm + int + RepoTrm + 0 + Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 252 + LegRepurchaseRate + Percentage + RepoRt + 0 + Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 253 + LegFactor + float + Fctr + 0 + Multileg instrument's individual leg security's Factor. +See Factor (228) field for description +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 254 + LegRedemptionDate + LocalMktDate + Redeem + 0 + Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) + + + 255 + CreditRating + String + CrdRtg + 0 + An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 256 + UnderlyingCreditRating + String + CrdRtg + 0 + Underlying security's CreditRating. +See CreditRating (255) field for description +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 257 + LegCreditRating + String + CrdRtg + 0 + Multileg instrument's individual leg security's CreditRating. +See CreditRating (255) field for description +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 258 + TradedFlatSwitch + Boolean + TrddFlatSwitch + 0 + Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 259 + BasisFeatureDate + LocalMktDate + BasisFeatureDt + 0 + BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) +(prior to FIX 4.4 field was of type UTCDate) + + + 260 + BasisFeaturePrice + Price + BasisFeaturePx + 0 + Price for BasisFeatureDate. +See BasisFeatureDate (259) +(Note tag # was reserved in FIX 4.1, added in FIX 4.3) + + + 262 + MDReqID + String + ReqID + 0 + Unique identifier for Market Data Request + + + 263 + SubscriptionRequestType + char + SubReqTyp + 0 + Subscription Request Type + + + 264 + MarketDepth + int + MktDepth + 0 + Depth of market for Book Snapshot / Incremental updates +0 - full book depth +1 - top of book +2 and above - book depth (number of levels) + + + 265 + MDUpdateType + int + UpdtTyp + 0 + Specifies the type of Market Data update. + + + 266 + AggregatedBook + Boolean + AggBook + 0 + Specifies whether or not book entries should be aggregated. (Not specified) = broker option + + + 267 + NoMDEntryTypes + NumInGroup + NoMDEntryTyps + 1 + Number of MDEntryType (269) fields requested. + + + 268 + NoMDEntries + NumInGroup + NoMDEntries + 1 + Number of entries in Market Data message. + + + 269 + MDEntryType + char + Typ + 0 + Type Market Data entry. + + + 270 + MDEntryPx + Price + Px + 0 + Price of the Market Data Entry. + + + 271 + MDEntrySize + Qty + Sz + 0 + Quantity or volume represented by the Market Data Entry. + + + 272 + MDEntryDate + UTCDateOnly + Dt + 0 + Date of Market Data Entry. +(prior to FIX 4.4 field was of type UTCDate) + + + 273 + MDEntryTime + UTCTimeOnly + Tm + 0 + Time of Market Data Entry. + + + 274 + TickDirection + char + TickDirctn + 0 + Direction of the "tick". + + + 275 + MDMkt + Exchange + Mkt + 0 + Market posting quote / trade. +Valid values: +See "Appendix 6-C" + + + 276 + QuoteCondition + MultipleStringValue + QCond + 0 + Space-delimited list of conditions describing a quote. + + + 277 + TradeCondition + MultipleStringValue + TrdCond + 0 + Space-delimited list of conditions describing a trade + + + 278 + MDEntryID + String + ID + 0 + Unique Market Data Entry identifier. + + + 279 + MDUpdateAction + char + UpdtAct + 0 + Type of Market Data update action. + + + 280 + MDEntryRefID + String + RefID + 0 + Refers to a previous MDEntryID (278). + + + 281 + MDReqRejReason + char + ReqRejResn + 0 + Reason for the rejection of a Market Data request. + + + 282 + MDEntryOriginator + String + Orig + 0 + Originator of a Market Data Entry + + + 283 + LocationID + String + LctnID + 0 + Identification of a Market Maker's location + + + 284 + DeskID + String + DeskID + 0 + Identification of a Market Maker's desk + + + 285 + DeleteReason + char + DelRsn + 0 + Reason for deletion. + + + 286 + OpenCloseSettlFlag + MultipleCharValue + OpenClsSettlFlag + 0 + Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) + + + 287 + SellerDays + int + SellerDays + 0 + Specifies the number of days that may elapse before delivery of the security + + + 288 + MDEntryBuyer + String + Buyer + 0 + Buying party in a trade + + + 289 + MDEntrySeller + String + Seller + 0 + Selling party in a trade + + + 290 + MDEntryPositionNo + int + PosNo + 0 + Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with . + + + 291 + FinancialStatus + MultipleCharValue + FinclStat + 0 + Identifies a firm's or a security's financial status + + + 292 + CorporateAction + MultipleCharValue + CorpActn + 0 + Identifies the type of Corporate Action. + + + 293 + DefBidSize + Qty + DefBidSz + 0 + Default Bid Size. + + + 294 + DefOfferSize + Qty + DefOfrSz + 0 + Default Offer Size. + + + 295 + NoQuoteEntries + NumInGroup + NoQuotEntries + 1 + The number of quote entries for a QuoteSet. + + + 296 + NoQuoteSets + NumInGroup + NoQuotSets + 1 + The number of sets of quotes in the message. + + + 297 + QuoteStatus + int + Stat + 0 + Identifies the status of the quote acknowledgement. + + + 298 + QuoteCancelType + int + CxlTyp + 0 + Reserved100Plus + Identifies the type of quote cancel. + + + 299 + QuoteEntryID + String + EntryID + 0 + Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. + + + 300 + QuoteRejectReason + int + RejRsn + 0 + Reserved100Plus + Reason Quote was rejected: + + + 301 + QuoteResponseLevel + int + RspLvl + 0 + Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. + + + 302 + QuoteSetID + String + SetID + 0 + Unique id for the Quote Set. + + + 303 + QuoteRequestType + int + ReqTyp + 0 + Indicates the type of Quote Request being generated + + + 304 + TotNoQuoteEntries + int + TotNoQuotEntries + 0 + Total number of quotes for the quote set. + + + 305 + UnderlyingSecurityIDSource + String + Src + 0 + 22 + Underlying security's SecurityIDSource. +Valid values: see SecurityIDSource (22) field + + + 306 + UnderlyingIssuer + String + Issr + 0 + Underlying security's Issuer. +See Issuer (06) field for description + + + 307 + UnderlyingSecurityDesc + String + Desc + 0 + Description of the Underlying security. +See SecurityDesc(107). + + + 308 + UnderlyingSecurityExchange + Exchange + Exch + 0 + Underlying security's SecurityExchange. Can be used to identify the underlying security. +Valid values: see SecurityExchange (207) + + + 309 + UnderlyingSecurityID + String + ID + 0 + Underlying security's SecurityID. +See SecurityID (48) field for description + + + 310 + UnderlyingSecurityType + String + SecTyp + 0 + 167 + Underlying security's SecurityType. +Valid values: see SecurityType (167) field +(see below for details concerning this fields use in conjunction with SecurityType=REPO) +The following applies when used in conjunction with SecurityType=REPO +Represents the general or specific type of security that underlies a financing agreement +Valid values for SecurityType=REPO: +If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: + + + 311 + UnderlyingSymbol + String + Sym + 0 + Underlying security's Symbol. +See Symbol (55) field for description + + + 312 + UnderlyingSymbolSfx + String + Sfx + 0 + 65 + Underlying security's SymbolSfx. +See SymbolSfx (65) field for description + + + 313 + UnderlyingMaturityMonthYear + MonthYear + MMY + 0 + Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. +See MaturityMonthYear (200) field for description + + + 315 + UnderlyingPutOrCall + int + PutCall + 0 + Put or call indicator of the underlying security. +See PutOrCall(201). + + + 316 + UnderlyingStrikePrice + Price + StrkPx + 0 + Underlying security's StrikePrice. +See StrikePrice (202) field for description + + + 317 + UnderlyingOptAttribute + char + OptA + 0 + Underlying security's OptAttribute. +See OptAttribute (206) field for description + + + 318 + UnderlyingCurrency + Currency + Ccy + 0 + Underlying security's Currency. +See Currency (5) field for description and valid values + + + 320 + SecurityReqID + String + ReqID + 0 + Unique ID of a Security Definition Request. + + + 321 + SecurityRequestType + int + ReqTyp + 0 + Type of Security Definition Request. + + + 322 + SecurityResponseID + String + RspID + 0 + Unique ID of a Security Definition message. + + + 323 + SecurityResponseType + int + RspTyp + 0 + Type of Security Definition message response. + + + 324 + SecurityStatusReqID + String + StatReqID + 0 + Unique ID of a Security Status Request message. + + + 325 + UnsolicitedIndicator + Boolean + Unsol + 0 + Indicates whether or not message is being sent as a result of a subscription request or not. + + + 326 + SecurityTradingStatus + int + TrdgStat + 0 + Reserved100Plus + Identifies the trading status applicable to the transaction. + + + 327 + HaltReason + int + HaltRsn + 0 + Reserved100Plus + Denotes the reason for the Opening Delay or Trading Halt. + + + 328 + InViewOfCommon + Boolean + InViewOfCmn + 0 + Indicates whether or not the halt was due to Common Stock trading being halted. + + + 329 + DueToRelated + Boolean + DueToReltd + 0 + Indicates whether or not the halt was due to the Related Security being halted. + + + 330 + BuyVolume + Qty + BuyVol + 0 + Quantity bought. + + + 331 + SellVolume + Qty + SellVol + 0 + Quantity sold. + + + 332 + HighPx + Price + HighPx + 0 + Represents an indication of the high end of the price range for a security prior to the open or reopen + + + 333 + LowPx + Price + LowPx + 0 + Represents an indication of the low end of the price range for a security prior to the open or reopen + + + 334 + Adjustment + int + Adjmt + 0 + Identifies the type of adjustment. + + + 335 + TradSesReqID + String + ReqID + 0 + Unique ID of a Trading Session Status message. + + + 336 + TradingSessionID + String + SesID + 0 + Reserved100Plus + Identifier for Trading Session +A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. +To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. +Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. + + + 337 + ContraTrader + String + CntraTrdr + SingleGeneralOrderHandling + Trdr + 0 + Identifies the trader (e.g. "badge number") of the ContraBroker. + + + 338 + TradSesMethod + int + Method + 0 + Method of trading + + + 339 + TradSesMode + int + Mode + 0 + Trading Session Mode + + + 340 + TradSesStatus + int + Stat + 0 + Reserved100Plus + State of the trading session. + + + 341 + TradSesStartTime + UTCTimestamp + StartTm + 0 + Starting time of the trading session + + + 342 + TradSesOpenTime + UTCTimestamp + OpenTm + 0 + Time of the opening of the trading session + + + 343 + TradSesPreCloseTime + UTCTimestamp + PreClsTm + 0 + Time of the pre-closed of the trading session + + + 344 + TradSesCloseTime + UTCTimestamp + ClsTm + 0 + Closing time of the trading session + + + 345 + TradSesEndTime + UTCTimestamp + EndTm + 0 + End time of the trading session + + + 346 + NumberOfOrders + int + NumOfOrds + 0 + Number of orders in the market. + + + 347 + MessageEncoding + String + MsgEncd + 0 + Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields. + + + 348 + EncodedIssuerLen + Length + 349 + EncIssrLen + 0 + Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. + + + 349 + EncodedIssuer + data + EncIssr + 0 + Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field. + + + 350 + EncodedSecurityDescLen + Length + 351 + EncSecDescLen + 0 + Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field. + + + 351 + EncodedSecurityDesc + data + EncSecDesc + 0 + Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. + + + 352 + EncodedListExecInstLen + Length + 353 + EncListExecInstLen + 0 + Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. + + + 353 + EncodedListExecInst + data + EncListExecInst + 0 + Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field. + + + 354 + EncodedTextLen + Length + 355 + EncTxtLen + 0 + Byte length of encoded (non-ASCII characters) EncodedText (355) field. + + + 355 + EncodedText + data + EncTxt + 0 + Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. + + + 356 + EncodedSubjectLen + Length + 357 + EncSubjectLen + 0 + Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. + + + 357 + EncodedSubject + data + EncSubject + 0 + Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field. + + + 358 + EncodedHeadlineLen + Length + 359 + EncHeadlineLen + 0 + Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. + + + 359 + EncodedHeadline + data + EncHeadline + 0 + Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field. + + + 360 + EncodedAllocTextLen + Length + 361 + EncAllocTextLen + 0 + Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field. + + + 361 + EncodedAllocText + data + EncAllocText + 0 + Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. + + + 362 + EncodedUnderlyingIssuerLen + Length + 363 + EncUndIssrLen + 0 + Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. + + + 363 + EncodedUnderlyingIssuer + data + EncUndIssr + 0 + Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. + + + 364 + EncodedUnderlyingSecurityDescLen + Length + 365 + EncUndSecDescLen + 0 + Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. + + + 365 + EncodedUnderlyingSecurityDesc + data + EncUndSecDesc + 0 + Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. + + + 366 + AllocPrice + Price + Px + 0 + Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). + + + 367 + QuoteSetValidUntilTime + UTCTimestamp + ValidTil + 0 + Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") + + + 368 + QuoteEntryRejectReason + int + EntryRejRsn + 0 + 300 + Reserved100Plus + Reason Quote Entry was rejected: + + + 369 + LastMsgSeqNumProcessed + SeqNum + LastMsgSeqNumProced + 1 + The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. + + + 371 + RefTagID + int + RefTagID + 0 + The tag number of the FIX field being referenced. + + + 372 + RefMsgType + String + RefMsgTyp + 0 + 35 + The MsgType (35) of the FIX message being referenced. + + + 373 + SessionRejectReason + int + SessRejRsn + 1 + Reserved100Plus + Code to identify reason for a session-level Reject message. + + + 374 + BidRequestTransType + char + BidReqTransTyp + 0 + Identifies the Bid Request message type. + + + 375 + ContraBroker + String + CntraBrkr + 0 + Identifies contra broker. Standard NASD market-maker mnemonic is preferred. + + + 376 + ComplianceID + String + ComplianceID + 0 + ID used to represent this transaction for compliance purposes (e.g. OATS reporting). + + + 377 + SolicitedFlag + Boolean + SolFlag + 0 + Indicates whether or not the order was solicited. + + + 378 + ExecRestatementReason + int + ExecRstmtRsn + 0 + Reserved100Plus + Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel. + + + 379 + BusinessRejectRefID + String + BizRejRefID + 0 + The value of the business-level "ID" field on the message being referenced. + + + 380 + BusinessRejectReason + int + BizRejRsn + 0 + Code to identify reason for a Business Message Reject message. + + + 381 + GrossTradeAmt + Amt + GrossTrdAmt + 0 + Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size). + + + 382 + NoContraBrokers + NumInGroup + NoCntraBrkrs + 1 + The number of ContraBroker (375) entries. + + + 383 + MaxMessageSize + Length + MaxMsgSz + 1 + Maximum number of bytes supported for a single message. + + + 384 + NoMsgTypes + NumInGroup + NoMsgTyps + 1 + Number of MsgTypes (35) in repeating group. + + + 385 + MsgDirection + char + MsgDirctn + 1 + Specifies the direction of the messsage. + + + 386 + NoTradingSessions + NumInGroup + NoTrdgSesss + 1 + Number of TradingSessionIDs (336) in repeating group. + + + 387 + TotalVolumeTraded + Qty + TotVolTrdd + 0 + Total volume (quantity) traded. + + + 388 + DiscretionInst + char + DsctnInst + 0 + Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. + + + 389 + DiscretionOffsetValue + float + OfstValu + 0 + Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) +(Prior to FIX 4.4 this field was of type PriceOffset) + + + 390 + BidID + String + BidID + 0 + Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. + + + 391 + ClientBidID + String + ClBidID + 0 + Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. + + + 392 + ListName + String + ListName + 0 + Descriptive name for list order. + + + 393 + TotNoRelatedSym + int + TotNoReltdSym + 0 + Total number of securities. +(Prior to FIX 4.4 this field was named TotalNumSecurities) + + + 394 + BidType + int + BidTyp + 0 + Code to identify the type of Bid Request. + + + 395 + NumTickets + int + NumTkts + 0 + Total number of tickets. + + + 396 + SideValue1 + Amt + SideValu1 + 0 + Amounts in currency + + + 397 + SideValue2 + Amt + SideValu2 + 0 + Amounts in currency + + + 398 + NoBidDescriptors + NumInGroup + NoBidDescptrs + 1 + Number of BidDescriptor (400) entries. + + + 399 + BidDescriptorType + int + BidDescptrTyp + 0 + Code to identify the type of BidDescriptor (400). + + + 400 + BidDescriptor + String + BidDescptr + 0 + BidDescriptor value. Usage depends upon BidDescriptorTyp (399). +If BidDescriptorType = 1 +Industrials etc - Free text +If BidDescriptorType = 2 +"FR" etc - ISO Country Codes +If BidDescriptorType = 3 +FT00, FT250, STOX - Free text + + + 401 + SideValueInd + int + SideValuInd + 0 + Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. + + + 402 + LiquidityPctLow + Percentage + LqdtyPctLow + 0 + Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage. + + + 403 + LiquidityPctHigh + Percentage + LqdtyPctHigh + 0 + Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage. + + + 404 + LiquidityValue + Amt + LqdtyValu + 0 + Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency + + + 405 + EFPTrackingError + Percentage + EFPTrkngErr + 0 + Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage. + + + 406 + FairValue + Amt + FairValu + 0 + Used in EFP trades + + + 407 + OutsideIndexPct + Percentage + OutsideNdxPct + 0 + Used in EFP trades. Represented as a percentage. + + + 408 + ValueOfFutures + Amt + ValuOfFuts + 0 + Used in EFP trades + + + 409 + LiquidityIndType + int + LqdtyIndTyp + 0 + Code to identify the type of liquidity indicator. + + + 410 + WtAverageLiquidity + Percentage + WtAvgLqdty + 0 + Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. + + + 411 + ExchangeForPhysical + Boolean + EFP + 0 + Indicates whether or not to exchange for phsyical. + + + 412 + OutMainCntryUIndex + Amt + OutMainCntryUNdx + 0 + Value of stocks in Currency + + + 413 + CrossPercent + Percentage + CrssPct + CrossOrders + Pct + 0 + Percentage of program that crosses in Currency. Represented as a percentage. + + + 414 + ProgRptReqs + int + ProgRptReqs + 0 + Code to identify the desired frequency of progress reports. + + + 415 + ProgPeriodInterval + int + ProgPeriodIntvl + 0 + Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. + + + 416 + IncTaxInd + int + IncTaxInd + 0 + Code to represent whether value is net (inclusive of tax) or gross. + + + 417 + NumBidders + int + NumBidders + 0 + Indicates the total number of bidders on the list + + + 418 + BidTradeType + char + BidTrdTyp + 0 + Code to represent the type of trade. +(Prior to FIX 4.4 this field was named "TradeType") + + + 419 + BasisPxType + char + BasisPxTyp + 0 + Code to represent the basis price type. + + + 420 + NoBidComponents + NumInGroup + NoBidComponents + 1 + Indicates the number of list entries. + + + 421 + Country + Country + Ctry + 0 + ISO Country Code in field + + + 422 + TotNoStrikes + int + TotNoStrks + 0 + Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation. + + + 423 + PriceType + int + PxTyp + 0 + Code to represent the price type. +(For Financing transactions PriceType implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate". +See Volume : "Glossary" for further value definitions) + + + 424 + DayOrderQty + Qty + DayOrdQty + 0 + For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425)) + + + 425 + DayCumQty + Qty + DayCumQty + 0 + Quantity on a GT order that has traded today. + + + 426 + DayAvgPx + Price + DayAvgPx + 0 + The average price for quantity on a GT order that has traded today. + + + 427 + GTBookingInst + int + GTBkngInst + 0 + Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. + + + 428 + NoStrikes + NumInGroup + NoStrks + 1 + Number of list strike price entries. + + + 429 + ListStatusType + int + ListStatTyp + 0 + Code to represent the status type. + + + 430 + NetGrossInd + int + NetGrossInd + 0 + Code to represent whether value is net (inclusive of tax) or gross. + + + 431 + ListOrderStatus + int + ListOrdStat + 0 + Code to represent the status of a list order. + + + 432 + ExpireDate + LocalMktDate + ExpireDt + 0 + Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices + + + 433 + ListExecInstType + char + ListExecInstTyp + 0 + Identifies the type of ListExecInst (69). + + + 434 + CxlRejResponseTo + char + CxlRejRspTo + 0 + Identifies the type of request that a Cancel Reject is in response to. + + + 435 + UnderlyingCouponRate + Percentage + CpnRt + 0 + Underlying security's CouponRate. +See CouponRate (223) field for description + + + 436 + UnderlyingContractMultiplier + float + Mult + 0 + Underlying security's ContractMultiplier. +See ContractMultiplier (231) field for description + + + 437 + ContraTradeQty + Qty + CntraTrdQty + SingleGeneralOrderHandling + TrdQty + 0 + Quantity traded with the ContraBroker (375). + + + 438 + ContraTradeTime + UTCTimestamp + CntraTrdTm + SingleGeneralOrderHandling + TrdTm + 0 + Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") + + + 441 + LiquidityNumSecurities + int + LqdtyNumSecurities + 0 + Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. + + + 442 + MultiLegReportingType + char + MLegRptTyp + 0 + Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.). + + + 443 + StrikeTime + UTCTimestamp + StrkTm + 0 + The time at which current market prices are used to determine the value of a basket. + + + 444 + ListStatusText + String + ListStatText + 0 + Free format text string related to List Status. + + + 445 + EncodedListStatusTextLen + Length + 446 + EncListStatTextLen + 0 + Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. + + + 446 + EncodedListStatusText + data + EncListStatText + 0 + Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. + + + 447 + PartyIDSource + char + Src + 0 + Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. +See "Appendix 6-G - Use of <Parties> Component Block" + + + 448 + PartyID + String + ID + 0 + Party identifier/code. See PartyIDSource (447) and PartyRole (452). +See "Appendix 6-G - Use of <Parties> Component Block" + + + 451 + NetChgPrevDay + PriceOffset + NetChgPrevDay + 0 + Net change from previous day's closing price vs. last traded price. + + + 452 + PartyRole + int + R + 0 + Identifies the type or role of the PartyID (448) specified. +See "Appendix 6-G - Use of <Parties> Component Block" +(see Volume : "Glossary" for value definitions) + + + 453 + NoPartyIDs + NumInGroup + NoPtyIDs + 1 + Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries + + + 454 + NoSecurityAltID + NumInGroup + NoSecAltID + 1 + Number of SecurityAltID (455) entries. + + + 455 + SecurityAltID + String + AltID + 0 + Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. + + + 456 + SecurityAltIDSource + String + AltIDSrc + 0 + 22 + Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. +Valid values: +Same valid values as the SecurityIDSource (22) field + + + 457 + NoUnderlyingSecurityAltID + NumInGroup + NoUndSecAltID + 1 + Number of UnderlyingSecurityAltID (458) entries. + + + 458 + UnderlyingSecurityAltID + String + AltID + 0 + Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. + + + 459 + UnderlyingSecurityAltIDSource + String + AltIDSrc + 0 + 22 + Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. +Valid values: +Same valid values as the SecurityIDSource (22) field + + + 460 + Product + int + Prod + 0 + Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. + + + 461 + CFICode + String + CFI + 0 + Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. +A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" + + + 462 + UnderlyingProduct + int + Prod + 0 + 460 + Underlying security's Product. +Valid values: see Product(460) field + + + 463 + UnderlyingCFICode + String + CFI + 0 + Underlying security's CFICode. +Valid values: see CFICode (461) field + + + 464 + TestMessageIndicator + Boolean + TestMsgInd + 1 + Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents". + + + 466 + BookingRefID + String + BkngRefID + 0 + Common reference passed to a post-trade booking process (e.g. industry matching utility). + + + 467 + IndividualAllocID + String + IndAllocID + 0 + Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). + + + 468 + RoundingDirection + char + RndDir + 0 + Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. +The default is for rounding to be at the discretion of the executing broker or fund manager. +e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. + + + 469 + RoundingModulus + float + RndMod + 0 + For CIV - a float value indicating the value to which rounding is required. +i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. +The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share. + + + 470 + CountryOfIssue + Country + IssuCtry + 0 + ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. + + + 471 + StateOrProvinceOfIssue + String + StPrv + 0 + A two-character state or province abbreviation. + + + 472 + LocaleOfIssue + String + Lcl + 0 + Identifies the locale. For Municipal Security Issuers other than state or province. Refer to +http://www.atmos.albany.edu/cgi/stagrep-cgi +Reference the IATA city codes for values. +Note IATA (International Air Transport Association) maintains the codes at www.iata.org. + + + 473 + NoRegistDtls + NumInGroup + NoRegistDtls + 1 + The number of registration details on a Registration Instructions message + + + 474 + MailingDtls + String + MailingDtls + 0 + Set of Correspondence address details, possibly including phone, fax, etc. + + + 475 + InvestorCountryOfResidence + Country + InvestorCtryOfResidence + 0 + The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. + + + 476 + PaymentRef + String + PmtRef + 0 + "Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. + + + 477 + DistribPaymentMethod + int + DistribPmtMethod + 0 + Reserved100Plus + A code identifying the payment method for a (fractional) distribution. +13 through 998 are reserved for future use +Values above 1000 are available for use by private agreement among counterparties + + + 478 + CashDistribCurr + Currency + CshDistribCurr + 0 + Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes". + + + 479 + CommCurrency + Currency + Ccy + 0 + Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". + + + 480 + CancellationRights + char + CxllationRights + 0 + For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. + + + 481 + MoneyLaunderingStatus + char + MnyLaunderingStat + 0 + A one character code identifying Money laundering status. + + + 482 + MailingInst + String + MailingInst + 0 + Free format text to specify mailing instruction requirements, e.g. "no third party mailings". + + + 483 + TransBkdTime + UTCTimestamp + TransBkdTm + 0 + For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. +For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission. + + + 484 + ExecPriceType + char + ExecPxTyp + 0 + For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. + + + 485 + ExecPriceAdjustment + float + ExecPxAdjment + 0 + For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) + + + 486 + DateOfBirth + LocalMktDate + DtOfBirth + 0 + The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. + + + 487 + TradeReportTransType + int + TransTyp + 0 + Identifies Trade Report message transaction type +(Prior to FIX 4.4 this field was of type char) + + + 488 + CardHolderName + String + CardHolderName + 0 + The name of the payment card holder as specified on the card being used for payment. + + + 489 + CardNumber + String + CardNum + 0 + The number of the payment card as specified on the card being used for payment. + + + 490 + CardExpDate + LocalMktDate + CardExpDt + 0 + The expiry date of the payment card as specified on the card being used for payment. + + + 491 + CardIssNum + String + CardIssNum + 0 + The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. + + + 492 + PaymentMethod + int + PmtMethod + 0 + Reserved1000Plus + A code identifying the Settlement payment method. 16 through 998 are reserved for future use +Values above 1000 are available for use by private agreement among counterparties + + + 493 + RegistAcctType + String + AcctTyp + RegistrationInstruction + AcctTyp + 0 + For CIV - a fund manager-defined code identifying which of the fund manager's account types is required. + + + 494 + Designation + String + Designation + 0 + Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name. + + + 495 + TaxAdvantageType + int + TaxAdvantageTyp + 0 + Reserved1000Plus + For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. +30 - 998 are reserved for future use by recognized taxation authorities +999=Other +values above 1000 are available for use by private agreement among counterparties + + + 496 + RegistRejReasonText + String + RejRsnTxt + RegistrationInstruction + Dtls + 0 + Text indicating reason(s) why a Registration Instruction has been rejected. + + + 497 + FundRenewWaiv + char + FundRenewWaiv + 0 + A one character code identifying whether the Fund based renewal commission is to be waived. + + + 498 + CashDistribAgentName + String + CshDistribAgentName + 0 + Name of local agent bank if for cash distributions + + + 499 + CashDistribAgentCode + String + CshDistribAgentCode + 0 + BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions + + + 500 + CashDistribAgentAcctNumber + String + CshDistribAgentAcctNum + 0 + Account number at agent bank for distributions. + + + 501 + CashDistribPayRef + String + CshDistribPayRef + 0 + Free format Payment reference to assist with reconciliation of distributions. + + + 502 + CashDistribAgentAcctName + String + CshDistribAgentAcctName + 0 + Name of account at agent bank for distributions. + + + 503 + CardStartDate + LocalMktDate + CardStartDt + 0 + The start date of the card as specified on the card being used for payment. + + + 504 + PaymentDate + LocalMktDate + PmtDt + 0 + The date written on a cheque or date payment should be submitted to the relevant clearing system. + + + 505 + PaymentRemitterID + String + PmtRemtrID + 0 + Identifies sender of a payment, e.g. the payment remitter or a customer reference number. + + + 506 + RegistStatus + char + RegStat + 0 + Registration status as returned by the broker or (for CIV) the fund manager: + + + 507 + RegistRejReasonCode + int + RejRsnCd + RegistrationInstruction + RejRsnCd + 0 + Reserved100Plus + Reason(s) why Registration Instructions has been rejected. +The reason may be further amplified in the RegistRejReasonCode field. +Possible values of reason code include: + + + 508 + RegistRefID + String + RefID + RegistrationInstruction + RefID + 0 + Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types. + + + 509 + RegistDtls + String + Dtls + RegistrationInstruction + RejRsnTxt + 0 + Set of Registration name and address details, possibly including phone, fax etc. + + + 510 + NoDistribInsts + NumInGroup + NoDistribInsts + 1 + The number of Distribution Instructions on a Registration Instructions message + + + 511 + RegistEmail + String + Email + RegistrationInstruction + Email + 0 + Email address relating to Registration name and address details + + + 512 + DistribPercentage + Percentage + DistribPctage + 0 + The amount of each distribution to go to this beneficiary, expressed as a percentage + + + 513 + RegistID + String + RegistID + RegistrationInstruction + ID + 0 + Unique identifier of the registration details as assigned by institution or intermediary. + + + 514 + RegistTransType + char + TransTyp + 0 + Identifies Registration Instructions transaction type + + + 515 + ExecValuationPoint + UTCTimestamp + ExecValuationPoint + 0 + For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager. + + + 516 + OrderPercent + Percentage + Pct + 0 + For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages. + + + 517 + OwnershipType + char + OwnershipTyp + 0 + The relationship between Registration parties. + + + 518 + NoContAmts + NumInGroup + NoContAmts + 1 + The number of Contract Amount details on an Execution Report message + + + 519 + ContAmtType + int + ContAmtTyp + 0 + Type of ContAmtValue (520). +NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. + + + 520 + ContAmtValue + float + ContAmtValu + 0 + Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). + + + 521 + ContAmtCurr + Currency + ContAmtCurr + 0 + Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". + + + 522 + OwnerType + int + OwnerTyp + 0 + Identifies the type of owner. + + + 523 + PartySubID + String + ID + 0 + Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. + + + 524 + NestedPartyID + String + ID + 0 + PartyID value within a nested repeating group. +Same values as PartyID (448) + + + 525 + NestedPartyIDSource + char + Src + 0 + 447 + PartyIDSource value within a nested repeating group. +Same values as PartyIDSource (447) + + + 526 + SecondaryClOrdID + String + ClOrdID2 + SingleGeneralOrderHandling + ID2 + 0 + Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. + + + 527 + SecondaryExecID + String + ExecID2 + 0 + Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. + + + 528 + OrderCapacity + char + Cpcty + 0 + Designates the capacity of the firm placing the order. +(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) +(see Volume : "Glossary" for value definitions) + + + 529 + OrderRestrictions + MultipleCharValue + Rstctions + 0 + Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. + + + 530 + MassCancelRequestType + char + MassCxlReqTyp + OrderMassHandling + ReqTyp + 0 + Specifies scope of Order Mass Cancel Request. + + + 531 + MassCancelResponse + char + MassCxlRsp + OrderMassHandling + Rsp + 0 + Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request + + + 532 + MassCancelRejectReason + int + MassCxlRejRsn + 0 + Reserved100Plus + Reason Order Mass Cancel Request was rejected + + + 533 + TotalAffectedOrders + int + TotAffctdOrds + 0 + Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q). + + + 534 + NoAffectedOrders + NumInGroup + NoAffctdOrds + 0 + Number of affected orders in the repeating group of order ids. + + + 535 + AffectedOrderID + String + AffctdOrdID + 0 + OrderID (37) of an order affected by a mass cancel request. + + + 536 + AffectedSecondaryOrderID + String + AffctdScndOrdID + 0 + SecondaryOrderID (198) of an order affected by a mass cancel request. + + + 537 + QuoteType + int + Typ + 0 + Identifies the type of quote. +An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. +A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. +A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. +A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. + + + 538 + NestedPartyRole + int + R + 0 + 452 + PartyRole value within a nested repeating group. +Same values as PartyRole (452) + + + 539 + NoNestedPartyIDs + NumInGroup + NoNstPtyIDs + 1 + Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries + + + 540 + TotalAccruedInterestAmt + Amt + TotAcrdIntAmt + 0 + Total Amount of Accrued Interest for convertible bonds and fixed income + + + 541 + MaturityDate + LocalMktDate + MatDt + 0 + Date of maturity. + + + 542 + UnderlyingMaturityDate + LocalMktDate + Mat + 0 + Underlying security's maturity date. +See MaturityDate (541) field for description + + + 543 + InstrRegistry + String + Rgstry + 0 + Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate). + + + 544 + CashMargin + char + CshMgn + 0 + Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. + + + 545 + NestedPartySubID + String + ID + 0 + PartySubID value within a nested repeating group. +Same values as PartySubID (523) + + + 546 + Scope + MultipleCharValue + Scope + 0 + Specifies the market scope of the market data. + + + 547 + MDImplicitDelete + Boolean + ImplctDel + 0 + Defines how a server handles distribution of a truncated book. Defaults to broker option. + + + 548 + CrossID + String + CrssID + CrossOrders + ID + 0 + Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. + + + 549 + CrossType + int + CrssTyp + CrossOrders + Typ + 0 + Type of cross being submitted to a market + + + 550 + CrossPrioritization + int + CrssPriortstn + CrossOrders + Priorty + 0 + Indicates if one side or the other of a cross order should be prioritized. +The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). + + + 551 + OrigCrossID + String + OrigCrssID + CrossOrders + OrigID + 0 + CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests. + + + 552 + NoSides + NumInGroup + NoSides + 1 + Number of Side repeating group instances. + + + 553 + Username + String + Username + 0 + Userid or username. + + + 554 + Password + String + Password + 0 + Password or passphrase. + + + 555 + NoLegs + NumInGroup + NoLegs + 1 + Number of InstrumentLeg repeating group instances. + + + 556 + LegCurrency + Currency + Ccy + 0 + Currency associated with a particular Leg's quantity + + + 557 + TotNoSecurityTypes + int + TotNoSecTyps + 0 + Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results. + + + 558 + NoSecurityTypes + NumInGroup + NoSecTyps + 1 + Number of Security Type repeating group instances. + + + 559 + SecurityListRequestType + int + ListReqTyp + 0 + Identifies the type/criteria of Security List Request + + + 560 + SecurityRequestResult + int + ReqRslt + 0 + The results returned to a Security Request message + + + 561 + RoundLot + Qty + RndLot + 0 + The trading lot size of a security + + + 562 + MinTradeVol + Qty + MinTrdVol + 0 + The minimum trading volume for a security + + + 563 + MultiLegRptTypeReq + int + MLEGRptTypReq + 0 + Indicates the method of execution reporting requested by issuer of the order. + + + 564 + LegPositionEffect + char + PosEfct + 0 + 77 + PositionEffect for leg of a multileg +See PositionEffect (77) field for description + + + 565 + LegCoveredOrUncovered + int + Cover + 0 + 203 + CoveredOrUncovered for leg of a multileg +See CoveredOrUncovered (203) field for description + + + 566 + LegPrice + Price + Px + 0 + Price for leg of a multileg +See Price (44) field for description + + + 567 + TradSesStatusRejReason + int + StatRejRsn + 0 + Reserved100Plus + Indicates the reason a Trading Session Status Request was rejected. + + + 568 + TradeRequestID + String + ReqID + 0 + Trade Capture Report Request ID + + + 569 + TradeRequestType + int + ReqTyp + 0 + Type of Trade Capture Report. + + + 570 + PreviouslyReported + Boolean + PrevlyRpted + 0 + Indicates if the trade capture report was previously reported to the counterparty + + + 571 + TradeReportID + String + RptID + 0 + Unique identifier of trade capture report + + + 572 + TradeReportRefID + String + RptRefID + 0 + Reference identifier used with CANCEL and REPLACE transaction types. + + + 573 + MatchStatus + char + MtchStat + 0 + The status of this trade with respect to matching or comparison. + + + 574 + MatchType + String + MtchTyp + 0 + The point in the matching process at which this trade was matched. + + + 575 + OddLot + Boolean + OddLot + 0 + This trade is to be treated as an odd lot +If this field is not specified, the default will be "N" + + + 576 + NoClearingInstructions + NumInGroup + NoClrngInstrctns + 1 + Number of clearing instructions + + + 577 + ClearingInstruction + int + ClrngInstrctn + 0 + Eligibility of this trade for clearing and central counterparty processing +values above 4000 are reserved for agreement between parties + + + 578 + TradeInputSource + String + InptSrc + 0 + Type of input device or system from which the trade was entered. + + + 579 + TradeInputDevice + String + InptDev + 0 + Specific device number, terminal number or station where trade was entered + + + 580 + NoDates + NumInGroup + NoDts + 0 + Number of Date fields provided in date range + + + 581 + AccountType + int + AcctTyp + 0 + Type of account associated with an order + + + 582 + CustOrderCapacity + int + CustCpcty + 0 + Capacity of customer placing the order +Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). + + + 583 + ClOrdLinkID + String + ClOrdLinkID + SingleGeneralOrderHandling + LnkID + 0 + Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. + + + 584 + MassStatusReqID + String + MassStatReqID + OrderMassHandling + ReqID + 0 + Value assigned by issuer of Mass Status Request to uniquely identify the request + + + 585 + MassStatusReqType + int + MassStatReqTyp + OrderMassHandling + ReqTyp + 0 + Reserved100Plus + Mass Status Request Type + + + 586 + OrigOrdModTime + UTCTimestamp + OrigOrdModTm + 0 + The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. + + + 587 + LegSettlType + char + SettlTyp + 0 + 63 + Refer to values for SettlType[63] + + + 588 + LegSettlDate + LocalMktDate + SettlDt + 0 + Refer to description for SettlDate[64] + + + 589 + DayBookingInst + char + DayBkngInst + 0 + Indicates whether or not automatic booking can occur. + + + 590 + BookingUnit + char + BkngUnit + 0 + Indicates what constitutes a bookable unit. + + + 591 + PreallocMethod + char + PreallocMeth + 0 + Indicates the method of preallocation. + + + 592 + UnderlyingCountryOfIssue + Country + Ctry + 0 + Underlying security's CountryOfIssue. +See CountryOfIssue (470) field for description + + + 593 + UnderlyingStateOrProvinceOfIssue + String + StOrProvnc + 0 + Underlying security's StateOrProvinceOfIssue. +See StateOrProvinceOfIssue (471) field for description + + + 594 + UnderlyingLocaleOfIssue + String + Lcl + 0 + Underlying security's LocaleOfIssue. +See LocaleOfIssue (472) field for description + + + 595 + UnderlyingInstrRegistry + String + Rgstry + 0 + Underlying security's InstrRegistry. +See InstrRegistry (543) field for description + + + 596 + LegCountryOfIssue + Country + Ctry + 0 + Multileg instrument's individual leg security's CountryOfIssue. +See CountryOfIssue (470) field for description + + + 597 + LegStateOrProvinceOfIssue + String + StOrProvnc + 0 + Multileg instrument's individual leg security's StateOrProvinceOfIssue. +See StateOrProvinceOfIssue (471) field for description + + + 598 + LegLocaleOfIssue + String + Lcl + 0 + Multileg instrument's individual leg security's LocaleOfIssue. +See LocaleOfIssue (472) field for description + + + 599 + LegInstrRegistry + String + Rgstry + 0 + Multileg instrument's individual leg security's InstrRegistry. +See InstrRegistry (543) field for description + + + 600 + LegSymbol + String + Sym + 0 + Multileg instrument's individual security's Symbol. +See Symbol (55) field for description + + + 601 + LegSymbolSfx + String + Sfx + 0 + 65 + Multileg instrument's individual security's SymbolSfx. +See SymbolSfx (65) field for description + + + 602 + LegSecurityID + String + ID + 0 + Multileg instrument's individual security's SecurityID. +See SecurityID (48) field for description + + + 603 + LegSecurityIDSource + String + Src + 0 + 22 + Multileg instrument's individual security's SecurityIDSource. +See SecurityIDSource (22) field for description + + + 604 + NoLegSecurityAltID + NumInGroup + NoLegSecAltID + 0 + Multileg instrument's individual security's NoSecurityAltID. +See NoSecurityAltID (454) field for description + + + 605 + LegSecurityAltID + String + SecAltID + 0 + Multileg instrument's individual security's SecurityAltID. +See SecurityAltID (455) field for description + + + 606 + LegSecurityAltIDSource + String + SecAltIDSrc + 0 + 22 + Multileg instrument's individual security's SecurityAltIDSource. +See SecurityAltIDSource (456) field for description + + + 607 + LegProduct + int + Prod + 0 + 460 + Multileg instrument's individual security's Product. +See Product (460) field for description + + + 608 + LegCFICode + String + CFI + 0 + Multileg instrument's individual security's CFICode. +See CFICode (461) field for description + + + 609 + LegSecurityType + String + SecTyp + 0 + 167 + Refer to definition of SecurityType(167) + + + 610 + LegMaturityMonthYear + MonthYear + MMY + 0 + Multileg instrument's individual security's MaturityMonthYear. +See MaturityMonthYear (200) field for description + + + 611 + LegMaturityDate + LocalMktDate + Mat + 0 + Multileg instrument's individual security's MaturityDate. +See MaturityDate (54) field for description + + + 612 + LegStrikePrice + Price + Strk + 0 + Multileg instrument's individual security's StrikePrice. +See StrikePrice (202) field for description + + + 613 + LegOptAttribute + char + OptA + 0 + Multileg instrument's individual security's OptAttribute. +See OptAttribute (206) field for description + + + 614 + LegContractMultiplier + float + Cmult + 0 + Multileg instrument's individual security's ContractMultiplier. +See ContractMultiplier (23) field for description + + + 615 + LegCouponRate + Percentage + CpnRt + 0 + Multileg instrument's individual security's CouponRate. +See CouponRate (223) field for description + + + 616 + LegSecurityExchange + Exchange + Exch + 0 + Multileg instrument's individual security's SecurityExchange. +See SecurityExchange (207) field for description + + + 617 + LegIssuer + String + Issr + 0 + Multileg instrument's individual security's Issuer. +See Issuer (106) field for description + + + 618 + EncodedLegIssuerLen + Length + 619 + EncLegIssrLen + 0 + Multileg instrument's individual security's EncodedIssuerLen. +See EncodedIssuerLen (348) field for description + + + 619 + EncodedLegIssuer + data + EncLegIssr + 0 + Multileg instrument's individual security's EncodedIssuer. +See EncodedIssuer (349) field for description + + + 620 + LegSecurityDesc + String + Desc + 0 + Description of a leg of a multileg instrument. +See SecurityDesc(107). + + + 621 + EncodedLegSecurityDescLen + Length + 622 + EncLegSecDescLen + 0 + Multileg instrument's individual security's EncodedSecurityDescLen. +See EncodedSecurityDescLen (350) field for description + + + 622 + EncodedLegSecurityDesc + data + EncLegSecDesc + 0 + Multileg instrument's individual security's EncodedSecurityDesc. +See EncodedSecurityDesc (35) field for description + + + 623 + LegRatioQty + float + RatioQty + 0 + The ratio of quantity for this individual leg relative to the entire multileg security. + + + 624 + LegSide + char + Side + 0 + 54 + The side of this individual leg (multileg security). +See Side (54) field for description and values + + + 625 + TradingSessionSubID + String + SesSub + 0 + Reserved100Plus + Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility + + + 626 + AllocType + int + AllocType + Allocation + Typ + 0 + Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") +(see Volume : "Glossary" for value definitions) +*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** + + + 627 + NoHops + NumInGroup + NoHops + 1 + Number of HopCompID entries in repeating group. + + + 628 + HopCompID + String + ID + 0 + Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. +Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. + + + 629 + HopSendingTime + UTCTimestamp + Snt + 0 + Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. +Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. + + + 630 + HopRefID + SeqNum + Ref + 0 + Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. +Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. + + + 631 + MidPx + Price + MidPx + 0 + Mid price/rate + + + 632 + BidYield + Percentage + BidYld + 0 + Bid yield + + + 633 + MidYield + Percentage + MidYld + 0 + Mid yield + + + 634 + OfferYield + Percentage + OfrYld + 0 + Offer yield + + + 635 + ClearingFeeIndicator + String + ClrFeeInd + 0 + Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. +(Values source CBOT, CME, NYBOT, and NYMEX): + + + 636 + WorkingIndicator + Boolean + WorkingInd + 0 + Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. + + + 637 + LegLastPx + Price + LastPx + 0 + Execution price assigned to a leg of a multileg instrument. +See LastPx (31) field for description and values + + + 638 + PriorityIndicator + int + PriInd + 0 + Indicates if a Cancel/Replace has caused an order to lose book priority. + + + 639 + PriceImprovement + PriceOffset + PxImprvmnt + 0 + Amount of price improvement. + + + 640 + Price2 + Price + Px2 + 0 + Price of the future part of a F/X swap order. +See Price (44) for description. + + + 641 + LastForwardPoints2 + PriceOffset + LastFwdPnts2 + 0 + F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value. + + + 642 + BidForwardPoints2 + PriceOffset + BidFwdPnts2 + 0 + Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. + + + 643 + OfferForwardPoints2 + PriceOffset + OfrFwdPnts2 + 0 + Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. + + + 644 + RFQReqID + String + RFQReqID + 0 + RFQ Request ID - used to identify an RFQ Request. + + + 645 + MktBidPx + Price + MktBidPx + 0 + Used to indicate the best bid in a market + + + 646 + MktOfferPx + Price + MktOfrPx + 0 + Used to indicate the best offer in a market + + + 647 + MinBidSize + Qty + MinBidSz + 0 + Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size + + + 648 + MinOfferSize + Qty + MinOfrSz + 0 + Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size. + + + 649 + QuoteStatusReqID + String + StatReqID + 0 + Unique identifier for Quote Status Request. + + + 650 + LegalConfirm + Boolean + LegalCnfm + 0 + Indicates that this message is to serve as the final and legal confirmation. + + + 651 + UnderlyingLastPx + Price + UndLastPx + 0 + The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. + + + 652 + UnderlyingLastQty + Qty + UndLastQty + 0 + The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. + + + 654 + LegRefID + String + RefID + 0 + Unique indicator for a specific leg. + + + 655 + ContraLegRefID + String + CntraLegRefID + SingleGeneralOrderHandling + LegRefID + 0 + Unique indicator for a specific leg for the ContraBroker (375). + + + 656 + SettlCurrBidFxRate + float + SettlCurrBidFxRt + 0 + Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) + + + 657 + SettlCurrOfferFxRate + float + SettlCurrOfrFxRt + 0 + Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) + + + 658 + QuoteRequestRejectReason + int + ReqRejRsn + 0 + Reserved100Plus + Reason Quote was rejected: + + + 659 + SideComplianceID + String + SideComplianceID + 0 + ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). + + + 660 + AcctIDSource + int + AcctIDSrc + 0 + Reserved100Plus + Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. + + + 661 + AllocAcctIDSource + int + ActIDSrc + 0 + 660 + Used to identify the source of the AllocAccount (79) code. +See AcctIDSource (660) for valid values. + + + 662 + BenchmarkPrice + Price + Px + 0 + Specifies the price of the benchmark. + + + 663 + BenchmarkPriceType + int + PxTyp + 0 + 423 + Identifies type of BenchmarkPrice (662). +See PriceType (423) for valid values. + + + 664 + ConfirmID + String + CnfmID + 0 + Message reference for Confirmation + + + 665 + ConfirmStatus + int + CnfmStat + 0 + Identifies the status of the Confirmation. + + + 666 + ConfirmTransType + int + CnfmTransTyp + 0 + Identifies the Confirmation transaction type. + + + 667 + ContractSettlMonth + MonthYear + CSetMo + 0 + Specifies when the contract (i.e. MBS/TBA) will settle. + + + 668 + DeliveryForm + int + DlvryForm + 0 + Identifies the form of delivery. + + + 669 + LastParPx + Price + LastParPx + 0 + Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. +Usage: Execution Report and Allocation Report repeating executions block (from sellside). + + + 670 + NoLegAllocs + NumInGroup + NoLegAllocs + 1 + Number of Allocations for the leg + + + 671 + LegAllocAccount + String + AllocAcct + 0 + Allocation Account for the leg +See AllocAccount (79) for description and valid values. + + + 672 + LegIndividualAllocID + String + IndAllocID + 0 + Reference for the individual allocation ticket +See IndividualAllocID (467) for description and valid values. + + + 673 + LegAllocQty + Qty + AllocQty + 0 + Leg allocation quantity. +See AllocQty (80) for description and valid values. + + + 674 + LegAllocAcctIDSource + String + AllocAcctIDSrc + 0 + The source of the LegAllocAccount (671) +See AllocAcctIDSource (661) for description and valid values. + + + 675 + LegSettlCurrency + Currency + SettlCcy + 0 + Identifies settlement currency for the Leg. +See SettlCurrency (20) for description and valid values + + + 676 + LegBenchmarkCurveCurrency + Currency + Ccy + 0 + LegBenchmarkPrice (679) currency +See BenchmarkCurveCurrency (220) for description and valid values. + + + 677 + LegBenchmarkCurveName + String + Name + 0 + 221 + Name of the Leg Benchmark Curve. +See BenchmarkCurveName (22) for description and valid values. + + + 678 + LegBenchmarkCurvePoint + String + Point + 0 + Identifies the point on the Leg Benchmark Curve. +See BenchmarkCurvePoint (222) for description and valid values. + + + 679 + LegBenchmarkPrice + Price + Px + 0 + Used to identify the price of the benchmark security. +See BenchmarkPrice (662) for description and valid values. + + + 680 + LegBenchmarkPriceType + int + PxTyp + 0 + The price type of the LegBenchmarkPrice. +See BenchmarkPriceType (663) for description and valid values. + + + 681 + LegBidPx + Price + BidPx + 0 + Bid price of this leg. +See BidPx (32) for description and valid values. + + + 682 + LegIOIQty + String + IOIQty + 0 + 27 + Qty + Leg-specific IOI quantity. +See IOIQty (27) for description and valid values + + + 683 + NoLegStipulations + NumInGroup + NoLegStips + 1 + Number of leg stipulation entries + + + 684 + LegOfferPx + Price + OfrPx + 0 + Offer price of this leg. +See OfferPx (133) for description and valid values + + + 685 + LegOrderQty + Qty + OrdQty + 0 + Quantity ordered of this leg. +See OrderQty (38) for description and valid values + + + 686 + LegPriceType + int + PxTyp + 0 + 423 + The price type of the LegBidPx (681) and/or LegOfferPx (684). +See PriceType (423) for description and valid values + + + 687 + LegQty + Qty + Qty + 0 + Quantity of this leg, e.g. in Quote dialog. +See Quantity (53) for description and valid values + + + 688 + LegStipulationType + String + StipTyp + 0 + 233 + For Fixed Income, type of Stipulation for this leg. +See StipulationType (233) for description and valid values + + + 689 + LegStipulationValue + String + StipVal + 0 + For Fixed Income, value of stipulation. +See StipulationValue (234) for description and valid values + + + 690 + LegSwapType + int + SwapTyp + 0 + For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. + + + 691 + Pool + String + Pool + 0 + For Fixed Income, identifies MBS / ABS pool. + + + 692 + QuotePriceType + int + QuotPxTyp + 0 + Code to represent price type requested in Quote. +If the Quote Request is for a Swap values 1-8 apply to all legs. + + + 693 + QuoteRespID + String + RspID + 0 + Message reference for Quote Response + + + 694 + QuoteRespType + int + RspTyp + 0 + Identifies the type of Quote Response. + + + 695 + QuoteQualifier + char + Qual + 0 + 104 + Code to qualify Quote use +See IOIQualifier (104) for description and valid values. + + + 696 + YieldRedemptionDate + LocalMktDate + RedDt + 0 + Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). + + + 697 + YieldRedemptionPrice + Price + RedPx + 0 + Price to which the yield has been calculated. + + + 698 + YieldRedemptionPriceType + int + RedPxTyp + 0 + 423 + The price type of the YieldRedemptionPrice (697) +See PriceType (423) for description and valid values. + + + 699 + BenchmarkSecurityID + String + SecID + 0 + The identifier of the benchmark security, e.g. Treasury against Corporate bond. +See SecurityID (tag 48) for description and valid values. + + + 700 + ReversalIndicator + Boolean + ReversalInd + 0 + Indicates a trade that reverses a previous trade. + + + 701 + YieldCalcDate + LocalMktDate + CalcDt + 0 + Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. + + + 702 + NoPositions + NumInGroup + NoPoss + 1 + Number of position entries. + + + 703 + PosType + String + Typ + 0 + Used to identify the type of quantity that is being returned. + + + 704 + LongQty + Qty + Long + 0 + Long Quantity + + + 705 + ShortQty + Qty + Short + 0 + Short Quantity + + + 706 + PosQtyStatus + int + Stat + 0 + Status of this position. + + + 707 + PosAmtType + String + Typ + 0 + Type of Position amount + + + 708 + PosAmt + Amt + Amt + 0 + Position amount + + + 709 + PosTransType + int + TxnTyp + 0 + Identifies the type of position transaction + + + 710 + PosReqID + String + ReqID + 0 + Unique identifier for the position maintenance request as assigned by the submitter + + + 711 + NoUnderlyings + NumInGroup + NoUnds + 1 + Number of underlying legs that make up the security. + + + 712 + PosMaintAction + int + Actn + 0 + Maintenance Action to be performed. + + + 713 + OrigPosReqRefID + String + OrigPosReqRefID + PositionMaintenance + OrigReqRefID + 0 + Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. + + + 714 + PosMaintRptRefID + String + RptRefID + 0 + Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. + + + 715 + ClearingBusinessDate + LocalMktDate + BizDt + 0 + The "Clearing Business Date" referred to by this maintenance request. + + + 716 + SettlSessID + String + SetSesID + 0 + Identifies a specific settlement session + + + 717 + SettlSessSubID + String + SetSesSub + 0 + SubID value associated with SettlSessID(716) + + + 718 + AdjustmentType + int + AdjTyp + 0 + Type of adjustment to be applied, used for PCS and PAJ + + + 719 + ContraryInstructionIndicator + Boolean + CntraryInstrctnInd + SingleGeneralOrderHandling + InstrctnInd + 0 + Used to indicate when a contrary instruction for exercise or abandonment is being submitted + + + 720 + PriorSpreadIndicator + Boolean + PriorSpreadInd + 0 + Indicates if requesting a rollover of prior day's spread submissions. + + + 721 + PosMaintRptID + String + RptID + 0 + Unique identifier for this position report + + + 722 + PosMaintStatus + int + Stat + 0 + Status of Position Maintenance Request + + + 723 + PosMaintResult + int + Rslt + 0 + Reserved100Plus + Result of Position Maintenance Request. +4000+ Reserved and available for bi-laterally agreed upon user-defined values + + + 724 + PosReqType + int + ReqTyp + 0 + Used to specify the type of position request being made. + + + 725 + ResponseTransportType + int + RspTransportTyp + 0 + Identifies how the response to the request should be transmitted. +Details specified via ResponseDestination (726). + + + 726 + ResponseDestination + String + RspDest + 0 + URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. +See "Appendix 6-B FIX Fields Based Upon Other Standards" + + + 727 + TotalNumPosReports + int + TotRpts + 0 + Total number of Position Reports being returned. + + + 728 + PosReqResult + int + Rslt + 0 + Reserved100Plus + Result of Request for Position +4000+ Reserved and available for bi-laterally agreed upon user-defined values + + + 729 + PosReqStatus + int + Stat + 0 + Status of Request for Positions + + + 730 + SettlPrice + Price + SetPx + 0 + Settlement price + + + 731 + SettlPriceType + int + SetPxTyp + 0 + Type of settlement price + + + 732 + UnderlyingSettlPrice + Price + UndSetPx + 0 + Underlying security's SettlPrice. +See SettlPrice (730) field for description + + + 733 + UnderlyingSettlPriceType + int + UndSetPxTyp + 0 + 731 + Underlying security's SettlPriceType. +See SettlPriceType (731) field for description + + + 734 + PriorSettlPrice + Price + PriSetPx + 0 + Previous settlement price + + + 735 + NoQuoteQualifiers + NumInGroup + NoQuotQuals + 1 + Number of repeating groups of QuoteQualifiers (695). + + + 736 + AllocSettlCurrency + Currency + AllocSettlCcy + 0 + Currency code of settlement denomination for a specific AllocAccount (79). + + + 737 + AllocSettlCurrAmt + Amt + AllocSettlCurrAmt + Allocation + SettlCcyAmt + 0 + Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). + + + 738 + InterestAtMaturity + Amt + IntAtMat + 0 + Amount of interest (i.e. lump-sum) at maturity. + + + 739 + LegDatedDate + LocalMktDate + Dated + 0 + The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date + + + 740 + LegPool + String + Pool + 0 + For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. +See Pool (691) for description and valid values. + + + 741 + AllocInterestAtMaturity + Amt + IntAtMat + 0 + Amount of interest (i.e. lump-sum) at maturity at the account-level. + + + 742 + AllocAccruedInterestAmt + Amt + AcrdIntAmt + 0 + Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. + + + 743 + DeliveryDate + LocalMktDate + DlvDt + 0 + Date of delivery. + + + 744 + AssignmentMethod + char + AsgnMeth + 0 + Method by which short positions are assigned to an exercise notice during exercise and assignment processing + + + 745 + AssignmentUnit + Qty + Unit + 0 + Quantity Increment used in performing assignment. + + + 746 + OpenInterest + Amt + OpenInt + 0 + Open interest that was eligible for assignment. + + + 747 + ExerciseMethod + char + ExrMethod + 0 + Exercise Method used to in performing assignment. + + + 748 + TotNumTradeReports + int + TotNumTrdRpts + 0 + Total number of trade reports returned. + + + 749 + TradeRequestResult + int + ReqRslt + 0 + Reserved100Plus + Result of Trade Request + + + 750 + TradeRequestStatus + int + ReqStat + 0 + Status of Trade Request. + + + 751 + TradeReportRejectReason + int + RejRsn + 0 + Reserved100Plus + Reason Trade Capture Request was rejected. +100+ Reserved and available for bi-laterally agreed upon user-defined values + + + 752 + SideMultiLegReportingType + int + MLegRptTyp + 0 + Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. + + + 753 + NoPosAmt + NumInGroup + NoPosAmt + 1 + Number of position amount entries. + + + 754 + AutoAcceptIndicator + Boolean + AutoAcceptInd + 0 + Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. + + + 755 + AllocReportID + String + RptID + 0 + Unique identifier for Allocation Report message. + + + 756 + NoNested2PartyIDs + NumInGroup + NoNst2PtyIDs + 1 + Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries + + + 757 + Nested2PartyID + String + ID + 0 + PartyID value within a "second instance" Nested repeating group. +Same values as PartyID (448) + + + 758 + Nested2PartyIDSource + char + Src + 0 + 447 + PartyIDSource value within a "second instance" Nested repeating group. +Same values as PartyIDSource (447) + + + 759 + Nested2PartyRole + int + R + 0 + 452 + PartyRole value within a "second instance" Nested repeating group. +Same values as PartyRole (452) + + + 760 + Nested2PartySubID + String + ID + 0 + PartySubID value within a "second instance" Nested repeating group. +Same values as PartySubID (523) + + + 761 + BenchmarkSecurityIDSource + String + SecIDSrc + 0 + 22 + Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. +Same values as the SecurityIDSource (22) field + + + 762 + SecuritySubType + String + SubTyp + 0 + Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. +If SecuritySubType is used then SecurityType is required. +For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". + + + 763 + UnderlyingSecuritySubType + String + SubTyp + 0 + Underlying security's SecuritySubType. +See SecuritySubType (762) field for description + + + 764 + LegSecuritySubType + String + SecSubTyp + 0 + SecuritySubType of the leg instrument. +See SecuritySubType (762) field for description + + + 765 + AllowableOneSidednessPct + Percentage + AOSPct + 0 + The maximum percentage that execution of one side of a program trade can exceed execution of the other. + + + 766 + AllowableOneSidednessValue + Amt + AOSValu + 0 + The maximum amount that execution of one side of a program trade can exceed execution of the other. + + + 767 + AllowableOneSidednessCurr + Currency + AOSCurr + 0 + The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. + + + 768 + NoTrdRegTimestamps + NumInGroup + NoTrdRegTmstamps + 1 + Number of TrdRegTimestamp (769) entries + + + 769 + TrdRegTimestamp + UTCTimestamp + TS + 0 + Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house). + + + 770 + TrdRegTimestampType + int + Typ + 0 + Traded / Regulatory timestamp type. +Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. +(see Volume : "Glossary" for value definitions) + + + 771 + TrdRegTimestampOrigin + String + Src + 0 + Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value. + + + 772 + ConfirmRefID + String + CnfmRefID + 0 + Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel + + + 773 + ConfirmType + int + CnfmTyp + 0 + Identifies the type of Confirmation message being sent. + + + 774 + ConfirmRejReason + int + CnfmRejRsn + 0 + Reserved100Plus + Identifies the reason for rejecting a Confirmation. + + + 775 + BookingType + int + BkngTyp + 0 + Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). + + + 776 + IndividualAllocRejCode + int + IndAllocRejCode + 0 + 88 + Identified reason for rejecting an individual AllocAccount (79) detail. +Same values as AllocRejCode (88) + + + 777 + SettlInstMsgID + String + SettlInstMsgID + 0 + Unique identifier for Settlement Instruction message. + + + 778 + NoSettlInst + NumInGroup + NoSettlInst + 1 + Number of settlement instructions within repeating group. + + + 779 + LastUpdateTime + UTCTimestamp + LastUpdateTm + 0 + Timestamp of last update to data item (or creation if no updates made since creation). + + + 780 + AllocSettlInstType + int + SettlInstTyp + 0 + Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. + + + 781 + NoSettlPartyIDs + NumInGroup + NoSettlPtyIDs + 1 + Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries + + + 782 + SettlPartyID + String + ID + 0 + PartyID value within a settlement parties component. Nested repeating group. +Same values as PartyID (448) + + + 783 + SettlPartyIDSource + char + Src + 0 + 447 + PartyIDSource value within a settlement parties component. +Same values as PartyIDSource (447) + + + 784 + SettlPartyRole + int + R + 0 + 452 + PartyRole value within a settlement parties component. +Same values as PartyRole (452) + + + 785 + SettlPartySubID + String + ID + 0 + PartySubID value within a settlement parties component. +Same values as PartySubID (523) + + + 786 + SettlPartySubIDType + int + Typ + 0 + 803 + Type of SettlPartySubID (785) value. +Same values as PartySubIDType (803) + + + 787 + DlvyInstType + char + InstTyp + 0 + Used to indicate whether a delivery instruction is used for securities or cash settlement. + + + 788 + TerminationType + int + TrmTyp + 0 + Type of financing termination. + + + 789 + NextExpectedMsgSeqNum + SeqNum + NextExpectedMsgSeqNum + 1 + Next expected MsgSeqNum value to be received. + + + 790 + OrdStatusReqID + String + StatReqID + 0 + Can be used to uniquely identify a specific Order Status Request message. + + + 791 + SettlInstReqID + String + SettlInstReqID + 0 + Unique ID of settlement instruction request message + + + 792 + SettlInstReqRejCode + int + SettlInstReqRejCode + 0 + Reserved100Plus + Identifies reason for rejection (of a settlement instruction request message). + + + 793 + SecondaryAllocID + String + AllocID2 + Allocation + ID2 + 0 + Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.). + + + 794 + AllocReportType + int + RptTyp + 0 + Describes the specific type or purpose of an Allocation Report message + + + 795 + AllocReportRefID + String + RptRefID + 0 + Reference identifier to be used with AllocTransType (7) = Replace or Cancel + + + 796 + AllocCancReplaceReason + int + CxlRplcRsn + Allocation + CxlRplcRsn + 0 + Reserved100Plus + Reason for cancelling or replacing an Allocation Instruction or Allocation Report message + + + 797 + CopyMsgIndicator + Boolean + CopyMsgInd + 0 + Indicates whether or not this message is a drop copy of another message. + + + 798 + AllocAccountType + int + AcctTyp + 0 + Type of account associated with a confirmation or other trade-level message + + + 799 + OrderAvgPx + Price + AvgPx + 0 + Average price for a specific order + + + 800 + OrderBookingQty + Qty + BkngQty + 0 + Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message + + + 801 + NoSettlPartySubIDs + NumInGroup + NoSettlPtySubIDs + 1 + Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries + + + 802 + NoPartySubIDs + NumInGroup + NoPtySubIDs + 1 + Number of PartySubID (523)and PartySubIDType (803) entries + + + 803 + PartySubIDType + int + Typ + 0 + Reserved4000Plus + Type of PartySubID (523) value +4000+ = Reserved and available for bi-laterally agreed upon user defined values + + + 804 + NoNestedPartySubIDs + NumInGroup + NoNstPtySubIDs + 1 + Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries + + + 805 + NestedPartySubIDType + int + Typ + 0 + 803 + Type of NestedPartySubID (545) value. +Same values as PartySubIDType (803) + + + 806 + NoNested2PartySubIDs + NumInGroup + NoNst2PtySubIDs + 1 + Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. + + + 807 + Nested2PartySubIDType + int + Typ + 0 + 803 + Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. +Same values as PartySubIDType (803) + + + 808 + AllocIntermedReqType + int + IntermedReqTyp + Allocation + ImReqTyp + 0 + Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" + + + 810 + UnderlyingPx + Price + Px + 0 + Underlying price associate with a derivative instrument. + + + 811 + PriceDelta + float + PxDelta + 0 + The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. +This value is normally between -1.0 and 1.0. + + + 812 + ApplQueueMax + int + ApplQuMax + 0 + Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue. + + + 813 + ApplQueueDepth + int + ApplQuDepth + 0 + Current number of application messages that were queued at the time that the message was created by the counterparty. + + + 814 + ApplQueueResolution + int + ApplQuResolution + 0 + Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. + + + 815 + ApplQueueAction + int + ApplQuActn + 0 + Action to take to resolve an application message queue (backlog). + + + 816 + NoAltMDSource + NumInGroup + NoAltMDSrc + 1 + Number of alternative market data sources + + + 817 + AltMDSourceID + String + AltMDSrcID + 0 + Session layer source for market data +(For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). + + + 818 + SecondaryTradeReportID + String + TrdRptID2 + TradeCapture + RptID2 + 0 + Secondary trade report identifier - can be used to associate an additional identifier with a trade. + + + 819 + AvgPxIndicator + int + AvgPxInd + 0 + Average Pricing Indicator + + + 820 + TradeLinkID + String + LinkID + TradeCapture + LinkID + 0 + Used to link a group of trades together. Useful for linking a group of trades together for average price calculations. + + + 821 + OrderInputDevice + String + OrdInptDev + 0 + Specific device number, terminal number or station where order was entered + + + 822 + UnderlyingTradingSessionID + String + UndSesID + 0 + Trading Session in which the underlying instrument trades + + + 823 + UnderlyingTradingSessionSubID + String + UndSesSub + 0 + Trading Session sub identifier in which the underlying instrument trades + + + 824 + TradeLegRefID + String + TrdLegRefID + 0 + Reference to the leg of a multileg instrument to which this trade refers + + + 825 + ExchangeRule + String + ExchRule + 0 + Used to report any exchange rules that apply to this trade. +Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. + + + 826 + TradeAllocIndicator + int + AllocInd + 0 + Identifies how the trade is to be allocated + + + 827 + ExpirationCycle + int + ExpirationCycle + 0 + Part of trading cycle when an instrument expires. Field is applicable for derivatives. + + + 828 + TrdType + int + TrdTyp + 0 + Reserved1000Plus + Type of Trade: + + + 829 + TrdSubType + int + TrdSubTyp + 0 + Reserved1000Plus + Further qualification to the trade type + + + 830 + TransferReason + String + TrnsfrRsn + 0 + Reason trade is being transferred + + + 832 + TotNumAssignmentReports + int + TotNumAsgnRpts + 0 + Total Number of Assignment Reports being returned to a firm + + + 833 + AsgnRptID + String + RptID + 0 + Unique identifier for the Assignment Report + + + 834 + ThresholdAmount + PriceOffset + ThresholdAmt + 0 + Amount that a position has to be in the money before it is exercised. + + + 835 + PegMoveType + int + MoveTyp + 0 + Describes whether peg is static or floats + + + 836 + PegOffsetType + int + OfstTyp + 0 + Type of Peg Offset value + + + 837 + PegLimitType + int + LmtTyp + 0 + Type of Peg Limit + + + 838 + PegRoundDirection + int + RndDir + 0 + If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive + + + 839 + PeggedPrice + Price + PeggedPx + 0 + The price the order is currently pegged at + + + 840 + PegScope + int + Scope + 0 + The scope of the peg + + + 841 + DiscretionMoveType + int + MoveTyp + 0 + Describes whether discretionay price is static or floats + + + 842 + DiscretionOffsetType + int + OfstTyp + 0 + Type of Discretion Offset value + + + 843 + DiscretionLimitType + int + LimitTyp + 0 + Type of Discretion Limit + + + 844 + DiscretionRoundDirection + int + RndDir + 0 + If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive + + + 845 + DiscretionPrice + Price + DsctnPx + 0 + The current discretionary price of the order + + + 846 + DiscretionScope + int + Scope + 0 + The scope of the discretion + + + 847 + TargetStrategy + int + TgtStrategy + 0 + Reserved1000Plus + The target strategy of the order +1000+ = Reserved and available for bi-laterally agreed upon user defined values + + + 848 + TargetStrategyParameters + String + TgtStrategyParameters + 0 + Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties + + + 849 + ParticipationRate + Percentage + ParticipationRt + 0 + For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) + + + 850 + TargetStrategyPerformance + float + TgtStrategyPerformance + 0 + For communication of the performance of the order versus the target strategy + + + 851 + LastLiquidityInd + int + LastLqdtyInd + 0 + Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. + + + 852 + PublishTrdIndicator + Boolean + PubTrdInd + 0 + Indicates if a trade should be reported via a market reporting service. + + + 853 + ShortSaleReason + int + ShrtSaleRsn + 0 + Reason for short sale. + + + 854 + QtyType + int + QtyTyp + 0 + Type of quantity specified in a quantity field: + + + 855 + SecondaryTrdType + int + TrdTyp2 + 0 + 828 + Additional TrdType(828) assigned to a trade by trade match system. + + + 856 + TradeReportType + int + RptTyp + 0 + Type of Trade Report + + + 857 + AllocNoOrdersType + int + NoOrdsTyp + 0 + Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the NoOrders group or not. + + + 858 + SharedCommission + Amt + SharedComm + 0 + Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. + + + 859 + ConfirmReqID + String + CnfmReqID + 0 + Unique identifier for a Confirmation Request message + + + 860 + AvgParPx + Price + AvgParPx + 0 + Used to express average price as percent of par (used where AvgPx field is expressed in some other way) + + + 861 + ReportedPx + Price + RptedPx + 0 + Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) + + + 862 + NoCapacities + NumInGroup + NoCapacities + 1 + Number of repeating OrderCapacity entries. + + + 863 + OrderCapacityQty + Qty + CpctyQty + 0 + Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) + + + 864 + NoEvents + NumInGroup + NoEvents + 1 + Number of repeating EventType entries. + + + 865 + EventType + int + EventTyp + 0 + Reserved100Plus + Code to represent the type of event + + + 866 + EventDate + LocalMktDate + Dt + 0 + Date of event + + + 867 + EventPx + Price + Px + 0 + Predetermined price of issue at event, if applicable + + + 868 + EventText + String + Txt + 0 + Comments related to the event. + + + 869 + PctAtRisk + Percentage + PctAtRisk + 0 + Percent at risk due to lowest possible call. + + + 870 + NoInstrAttrib + NumInGroup + NoInstrAttrib + 1 + Number of repeating InstrAttribType entries. + + + 871 + InstrAttribType + int + Typ + 0 + Reserved100Plus + Code to represent the type of instrument attribute + + + 872 + InstrAttribValue + String + Val + 0 + Attribute value appropriate to the InstrAttribType (87) field. + + + 873 + DatedDate + LocalMktDate + Dated + 0 + The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date + + + 874 + InterestAccrualDate + LocalMktDate + IntAcrl + 0 + The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date + + + 875 + CPProgram + int + CPPgm + 0 + Reserved100Plus + The program under which a commercial paper is issued + + + 876 + CPRegType + String + CPRegT + 0 + The registration type of a commercial paper issuance + + + 877 + UnderlyingCPProgram + String + CPPgm + 0 + The program under which the underlying commercial paper is issued + + + 878 + UnderlyingCPRegType + String + CPRegTyp + 0 + The registration type of the underlying commercial paper issuance + + + 879 + UnderlyingQty + Qty + Qty + 0 + Unit amount of the underlying security (par, shares, currency, etc.) + + + 880 + TrdMatchID + String + MtchID + 0 + Identifier assigned to a trade by a matching system. + + + 881 + SecondaryTradeReportRefID + String + TrdRptRefID2 + TradeCapture + RptRefID2 + 0 + Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). + + + 882 + UnderlyingDirtyPrice + Price + DirtPx + 0 + Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest + + + 883 + UnderlyingEndPrice + Price + EndPx + 0 + Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. + + + 884 + UnderlyingStartValue + Amt + StartVal + 0 + Currency value attributed to this collateral at the start of the agreement + + + 885 + UnderlyingCurrentValue + Amt + CurVal + 0 + Currency value currently attributed to this collateral + + + 886 + UnderlyingEndValue + Amt + EndVal + 0 + Currency value attributed to this collateral at the end of the agreement + + + 887 + NoUnderlyingStips + NumInGroup + NoUndStips + 1 + Number of underlying stipulation entries + + + 888 + UnderlyingStipType + String + Typ + 0 + 233 + Type of stipulation. +Same values as StipulationType (233) + + + 889 + UnderlyingStipValue + String + Val + 0 + Value of stipulation. +Same values as StipulationValue (234) + + + 890 + MaturityNetMoney + Amt + MatNetMny + 0 + Net Money at maturity if Zero Coupon and maturity value is different from par value + + + 891 + MiscFeeBasis + int + Basis + 0 + Defines the unit for a miscellaneous fee. + + + 892 + TotNoAllocs + int + TotNoAllocs + 0 + Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation. + + + 893 + LastFragment + Boolean + LastFragment + 0 + Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List + + + 894 + CollReqID + String + ReqID + 0 + Collateral Request Identifier + + + 895 + CollAsgnReason + int + AsgnRsn + 0 + Reason for Collateral Assignment + + + 896 + CollInquiryQualifier + int + Qual + 0 + Collateral inquiry qualifiers: + + + 897 + NoTrades + NumInGroup + NoTrds + 1 + Number of trades in repeating group. + + + 898 + MarginRatio + Percentage + MgnRatio + 0 + The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. + + + 899 + MarginExcess + Amt + MgnExcess + 0 + Excess margin amount (deficit if value is negative) + + + 900 + TotalNetValue + Amt + TotNetValu + 0 + TotalNetValue is determined as follows: +At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). +In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). +For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) + + + 901 + CashOutstanding + Amt + CshOutstanding + 0 + Starting consideration less repayments + + + 902 + CollAsgnID + String + ID + 0 + Collateral Assignment Identifier + + + 903 + CollAsgnTransType + int + TransTyp + 0 + Collateral Assignment Transaction Type + + + 904 + CollRespID + String + RespID + 0 + Collateral Response Identifier + + + 905 + CollAsgnRespType + int + RespTyp + 0 + Collateral Assignment Response Type + + + 906 + CollAsgnRejectReason + int + RejRsn + 0 + Reserved100Plus + Collateral Assignment Reject Reason + + + 907 + CollAsgnRefID + String + RefID + 0 + Collateral Assignment Identifier to which a transaction refers + + + 908 + CollRptID + String + RptID + 0 + Collateral Report Identifier + + + 909 + CollInquiryID + String + ID + 0 + Collateral Inquiry Identifier + + + 910 + CollStatus + int + Stat + 0 + Collateral Status + + + 911 + TotNumReports + int + TotNumRpts + 0 + Total number of reports returned in response to a request. + + + 912 + LastRptRequested + Boolean + LastRptReqed + 0 + Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request. + + + 913 + AgreementDesc + String + AgmtDesc + 0 + The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. + + + 914 + AgreementID + String + AgmtID + 0 + A common reference to the applicable standing agreement between the counterparties to a financing transaction. + + + 915 + AgreementDate + LocalMktDate + AgmtDt + 0 + A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. + + + 916 + StartDate + LocalMktDate + StartDt + 0 + Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral + + + 917 + EndDate + LocalMktDate + EndDt + 0 + End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral + + + 918 + AgreementCurrency + Currency + AgmtCcy + 0 + Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. + + + 919 + DeliveryType + int + DlvryTyp + 0 + Identifies type of settlement + + + 920 + EndAccruedInterestAmt + Amt + EndAcrdIntAmt + 0 + Accrued Interest Amount applicable to a financing transaction on the End Date. + + + 921 + StartCash + Amt + StartCsh + 0 + Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. + + + 922 + EndCash + Amt + EndCsh + 0 + Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. + + + 923 + UserRequestID + String + UserReqID + 0 + Unique identifier for a User Request. + + + 924 + UserRequestType + int + UserReqTyp + 0 + Indicates the action required by a User Request Message + + + 925 + NewPassword + String + NewPassword + 0 + New Password or passphrase + + + 926 + UserStatus + int + UserStat + 0 + Indicates the status of a user + + + 927 + UserStatusText + String + UserStatText + 0 + A text description associated with a user status. + + + 928 + StatusValue + int + StatValu + 0 + Indicates the status of a network connection + + + 929 + StatusText + String + StatText + 0 + A text description associated with a network status. + + + 930 + RefCompID + String + RefCompID + 0 + Assigned value used to identify a firm. + + + 931 + RefSubID + String + RefSubID + 0 + Assigned value used to identify specific elements within a firm. + + + 932 + NetworkResponseID + String + NtwkRspID + 0 + Unique identifier for a network response. + + + 933 + NetworkRequestID + String + NtwkReqID + 0 + Unique identifier for a network resquest. + + + 934 + LastNetworkResponseID + String + LastNtwkRspID + 0 + Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. + + + 935 + NetworkRequestType + int + NtwkReqTyp + 0 + Indicates the type and level of details required for a Network Status Request Message +Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) + + + 936 + NoCompIDs + NumInGroup + NoCompIDs + 1 + Number of CompID entries in a repeating group. + + + 937 + NetworkStatusResponseType + int + NtwkStatRspTyp + 0 + Indicates the type of Network Response Message. + + + 938 + NoCollInquiryQualifier + NumInGroup + NoCollInqQual + 1 + Number of CollInquiryQualifier entries in a repeating group. + + + 939 + TrdRptStatus + int + TrdRptStat + 0 + Trade Report Status + + + 940 + AffirmStatus + int + AffirmStat + 0 + Identifies the status of the ConfirmationAck. + + + 941 + UnderlyingStrikeCurrency + Currency + StrkCcy + 0 + Currency in which the strike price of an underlying instrument is denominated + + + 942 + LegStrikeCurrency + Currency + StrkCcy + 0 + Currency in which the strike price of a instrument leg of a multileg instrument is denominated + + + 943 + TimeBracket + String + TmBkt + 0 + A code that represents a time interval in which a fill or trade occurred. +Required for US futures markets. + + + 944 + CollAction + int + Actn + 0 + Action proposed for an Underlying Instrument instance. + + + 945 + CollInquiryStatus + int + Stat + 0 + Status of Collateral Inquiry + + + 946 + CollInquiryResult + int + Rslt + 0 + Reserved100Plus + Result returned in response to Collateral Inquiry +4000+ Reserved and available for bi-laterally agreed upon user-defined values + + + 947 + StrikeCurrency + Currency + StrkCcy + 0 + Currency in which the StrikePrice is denominated. + + + 948 + NoNested3PartyIDs + NumInGroup + NoNst3PtyIDs + 1 + Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries + + + 949 + Nested3PartyID + String + ID + 0 + PartyID value within a "third instance" Nested repeating group. +Same values as PartyID (448) + + + 950 + Nested3PartyIDSource + char + Src + 0 + 447 + PartyIDSource value within a "third instance" Nested repeating group. +Same values as PartyIDSource (447) + + + 951 + Nested3PartyRole + int + R + 0 + 452 + PartyRole value within a "third instance" Nested repeating group. +Same values as PartyRole (452) + + + 952 + NoNested3PartySubIDs + NumInGroup + NoNst3PtySubIDs + 1 + Number of Nested3PartySubIDs (953) entries + + + 953 + Nested3PartySubID + String + ID + 0 + PartySubID value within a "third instance" Nested repeating group. +Same values as PartySubID (523) + + + 954 + Nested3PartySubIDType + int + Typ + 0 + 803 + PartySubIDType value within a "third instance" Nested repeating group. +Same values as PartySubIDType (803) + + + 955 + LegContractSettlMonth + MonthYear + CSetMo + 0 + Specifies when the contract (i.e. MBS/TBA) will settle. + + + 956 + LegInterestAccrualDate + LocalMktDate + IntAcrl + 0 + The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date + + + 957 + NoStrategyParameters + NumInGroup + NoStrtPrm + 1 + Indicates number of strategy parameters + + + 958 + StrategyParameterName + String + StrtPrmNme + 0 + Name of parameter + + + 959 + StrategyParameterType + int + StrtPrmTyp + 0 + Datatype of the parameter + + + 960 + StrategyParameterValue + String + StrtPrmVal + 0 + Value of the parameter + + + 961 + HostCrossID + String + HstCxID + 0 + Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order. + + + 962 + SideTimeInForce + UTCTimestamp + SideTmFrc + 0 + Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided. + + + 963 + MDReportID + int + RptID + 0 + Unique identifier for the Market Data Report. + + + 964 + SecurityReportID + int + RptID + 0 + Identifies a Security List message. + + + 965 + SecurityStatus + String + Status + 0 + Used for derivatives. Denotes the current state of the Instrument. + + + 966 + SettleOnOpenFlag + String + SettlOnOpenFlag + 0 + Indicator to determine if instrument is settle on open + + + 967 + StrikeMultiplier + float + StrkMult + 0 + Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. + + + 968 + StrikeValue + float + StrkValu + 0 + Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. + + + 969 + MinPriceIncrement + float + MinPxIncr + 0 + Minimum price increase for a given exchange-traded Instrument + + + 970 + PositionLimit + int + PosLmt + 0 + Position Limit for a given exchange-traded product. + + + 971 + NTPositionLimit + int + NTPosLmt + 0 + Position Limit in the near-term contract for a given exchange-traded product. + + + 972 + UnderlyingAllocationPercent + Percentage + AllocPct + 0 + Percent of the Strike Price that this underlying represents. + + + 973 + UnderlyingCashAmount + Amt + CashAmt + 0 + Cash amount associated with the underlying component. + + + 974 + UnderlyingCashType + String + CashTyp + 0 + Used for derivatives that deliver into cash underlying. + + + 975 + UnderlyingSettlementType + int + SettlTyp + 0 + Indicates order settlement period for the underlying instrument. + + + 976 + QuantityDate + LocalMktDate + QtyDt + 0 + Date associated to the quantity that is being reported for the position. + + + 977 + ContIntRptID + String + RptID + 0 + Unique identifier for the Contrary Intention report + + + 978 + LateIndicator + Boolean + LateInd + 0 + Indicates if the contrary intention was received after the exchange imposed cutoff time + + + 979 + InputSource + String + InptSrc + 0 + Source of the contrary intention + + + 980 + SecurityUpdateAction + char + UpdActn + 0 + + + + 981 + NoExpiration + NumInGroup + NoExpiration + 1 + Number of Expiration Qty entries + + + 982 + ExpirationQtyType + int + ExpTyp + 0 + Expiration Quantity type + + + 983 + ExpQty + Qty + ExpQty + 0 + Expiration Quantity associated with the Expiration Type + + + 984 + NoUnderlyingAmounts + NumInGroup + NoUnderlyingAmounts + 1 + Total number of occurrences of Amount to pay in order to receive the underlying instrument + + + 985 + UnderlyingPayAmount + Amt + PayAmt + 0 + Amount to pay in order to receive the underlying instrument + + + 986 + UnderlyingCollectAmount + Amt + ColAmt + 0 + Amount to collect in order to deliver the underlying instrument + + + 987 + UnderlyingSettlementDate + LocalMktDate + StlDt + 0 + Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. + + + 988 + UnderlyingSettlementStatus + String + SetStat + 0 + Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. + + + 989 + SecondaryIndividualAllocID + String + IndAllocID2 + 0 + Will allow the intermediary to specify an allocation ID generated by their system. + + + 990 + LegReportID + String + RptID + 0 + Additional attribute to store the Trade ID of the Leg. + + + 991 + RndPx + Price + RndPx + 0 + Specifies average price rounded to quoted precision. + + + 992 + IndividualAllocType + int + Typ + 0 + Identifies whether the allocation is to be sub-allocated or allocated to a third party + + + 993 + AllocCustomerCapacity + String + CustCpcty + 0 + Capacity of customer in the allocation block. + + + 994 + TierCode + String + TierCD + 0 + The Tier the trade was matched by the clearing system. + + + 996 + UnitOfMeasure + String + UOM + 0 + The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. +Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). +The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. +Examples: +For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. +For Eurodollars futures contracts, a UnitOfMeasure of USD with a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. +For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. + + + 997 + TimeUnit + String + TmUnit + 0 + Unit of time associated with the contract. +NOTE: Additional values may be used by mutual agreement of the counterparties + + + 998 + UnderlyingUnitOfMeasure + String + UOM + 0 + 996 + Refer to defintion of UnitOfMeasure(996) + + + 999 + LegUnitOfMeasure + String + UOM + 0 + 996 + Refer to defintion of UnitOfMeasure(996) + + + 1000 + UnderlyingTimeUnit + String + TmUnit + 0 + 997 + Same as TimeUnit. + + + 1001 + LegTimeUnit + String + TmUnit + 0 + 997 + Same as TimeUnit. + + + 1002 + AllocMethod + int + Meth + 0 + Specifies the method under which a trade quantity was allocated. + + + 1003 + TradeID + String + TrdID + 0 + The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. + + + 1005 + SideTradeReportID + String + RptID + 0 + Used on a multi-sided trade to designate the ReportID + + + 1006 + SideFillStationCd + String + FillStationCd + 0 + Used on a multi-sided trade to convey order routing information + + + 1007 + SideReasonCd + String + RsnCD + 0 + Used on a multi-sided trade to convey reason for execution + + + 1008 + SideTrdSubTyp + int + TrdSubTyp + 0 + 829 + Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). + + + 1009 + SideLastQty + int + SideQty + 0 + Used to indicate the quantity on one of a multi-sided Trade Capture Report + + + 1011 + MessageEventSource + String + MsgEvtSrc + 0 + Used to identify the event or source which gave rise to a message. +Valid values will be based on an exchange's implementation. +Example values are: +"MQM" (originated at Firm Back Office) +"Clear" (originated in Clearing System) +"Reg" (static data generated via Register request) + + + 1012 + SideTrdRegTimestamp + UTCTimestamp + TS + 0 + Will be used in a multi-sided message. +Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house + + + 1013 + SideTrdRegTimestampType + int + Typ + 0 + 770 + Same as TrdRegTimeStampType + + + 1014 + SideTrdRegTimestampSrc + String + Src + 0 + Same as TrdRegTimestampOrigin +Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value + + + 1015 + AsOfIndicator + char + AsOfInd + 0 + Used to indicate that a floor-trade was originally submitted "as of" a specific trade date which is earlier than its clearing date. + + + 1016 + NoSideTrdRegTS + NumInGroup + NoSideTrdRegTS + 1 + Indicates number of SideTimestamps contained in group + + + 1017 + LegOptionRatio + float + LegOptionRatio + 0 + Expresses the risk of an option leg +Value must be between -1 and 1. +A Call Option will require a ratio value between 0 and 1 +A Put Option will require a ratio value between -1 and 0 + + + 1018 + NoInstrumentParties + NumInGroup + NoInstrmntPty + 1 + Identifies the number of parties identified with an instrument + + + 1019 + InstrumentPartyID + String + ID + 0 + PartyID value within an instrument party repeating group. Same values as PartyID (448) + + + 1020 + TradeVolume + Qty + TrdVol + 0 + Used to report volume with a trade + + + 1021 + MDBookType + int + MDBkTyp + 0 + Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection + + + 1022 + MDFeedType + String + MDFeedTyp + 0 + Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative + + + 1023 + MDPriceLevel + int + MDPxLvl + 0 + Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level + + + 1024 + MDOriginType + int + MDOrigTyp + 0 + Used to describe the origin of an entry in the book + + + 1025 + FirstPx + Price + FirstPx + 0 + Indicates the first trade price of the day/session + + + 1026 + MDEntrySpotRate + float + MDEntrySpotRt + 0 + The spot rate for an FX entry + + + 1027 + MDEntryForwardPoints + PriceOffset + MDEntryFwdPnts + 0 + Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 + + + 1028 + ManualOrderIndicator + Boolean + ManOrdInd + 0 + Indicates if the order was initially received manually (as opposed to electronically) + + + 1029 + CustDirectedOrder + Boolean + CustDrctdOrd + 0 + Indicates if the customer directed this order to a specific execution venue "Y" or not "N". +A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. + + + 1030 + ReceivedDeptID + String + RcvdDptID + 0 + Identifies the Broker / Dealer Department that first took the order. + + + 1031 + CustOrderHandlingInst + MultipleStringValue + CustOrdHdlInst + 0 + Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. +NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only. +Valid values are grouped by OrderHandlingInstSource(1032). + + + 1032 + OrderHandlingInstSource + int + OrdHndlInstSrc + 0 + Identifies the class or source of the "OrderHandlingInst" values. Scope of this will apply to both CustOrderHandlingInst and DeskOrderHandlingInst fields. +Required if CustOrderHandlingInst and/or DeskOrderHandlingInst is specified. + + + 1033 + DeskType + String + DskTyp + 0 + Type of trading desk. Valid values are grouped by DeskTypeSource(1034). + + + 1034 + DeskTypeSource + int + DskTypSrc + 0 + Identifies the class or source of DeskType(1033) values. Required if DeskType(1033) is specified. + + + 1035 + DeskOrderHandlingInst + MultipleStringValue + DskOrdHndlInst + 0 + 1031 + Codes that apply special information that the Broker / Dealer needs to report. +NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only. +Valid values are grouped by OrderHandlingInstSource(1032). + + + 1036 + ExecAckStatus + char + ExecAckStat + 0 + The status of this execution acknowledgement message. + + + 1037 + UnderlyingDeliveryAmount + Amt + UndlyDlvAmt + 0 + Indicates the underlying position amount to be delivered + + + 1038 + UnderlyingCapValue + Amt + CapValu + 0 + Maximum notional value for a capped financial instrument + + + 1039 + UnderlyingSettlMethod + String + SetMeth + 0 + + + + 1040 + SecondaryTradeID + String + TrdID2 + 0 + Used to carry an internal trade entity ID which may or may not be reported to the firm + + + 1041 + FirmTradeID + String + FirmTrdID + 0 + The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary + + + 1042 + SecondaryFirmTradeID + String + FirmTrdID2 + 0 + Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary + + + 1043 + CollApplType + int + ApplTyp + 0 + conveys how the collateral should be/has been applied + + + 1044 + UnderlyingAdjustedQuantity + Qty + AdjQty + 0 + Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. + + + 1045 + UnderlyingFXRate + float + FxRate + 0 + Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15). + + + 1046 + UnderlyingFXRateCalc + char + FxRateCalc + 0 + Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. + + + 1047 + AllocPositionEffect + char + AllocPosEfct + 0 + Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. + + + 1048 + DealingCapacity + char + DealingCpcty + 0 + Identifies role of dealer; Agent, Principal, RisklessPrincipal + + + 1049 + InstrmtAssignmentMethod + char + AsgnMeth + 0 + Method under which assignment was conducted + + + 1050 + InstrumentPartyIDSource + char + Src + 0 + 447 + PartyIDSource value within an instrument partyrepeating group. +Same values as PartyIDSource (447) + + + 1051 + InstrumentPartyRole + int + R + 0 + 452 + PartyRole value within an instrument partyepeating group. +Same values as PartyRole (452) + + + 1052 + NoInstrumentPartySubIDs + NumInGroup + NoInstrmntPtySubIDs + 1 + Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries + + + 1053 + InstrumentPartySubID + String + ID + 0 + PartySubID value within an instrument party repeating group. +Same values as PartySubID (523) + + + 1054 + InstrumentPartySubIDType + int + Typ + 0 + 803 + Type of InstrumentPartySubID (1053) value. +Same values as PartySubIDType (803) + + + 1055 + PositionCurrency + String + Ccy + 0 + The Currency in which the position Amount is denominated + + + 1056 + CalculatedCcyLastQty + Qty + CalcCcyLastQty + 0 + Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. + + + 1057 + AggressorIndicator + Boolean + AgrsrInd + 0 + Used to identify whether the order initiator is an aggressor or not in the trade. + + + 1058 + NoUndlyInstrumentParties + NumInGroup + NoInstrmntPty + 1 + Identifies the number of parties identified with an underlying instrument + + + 1059 + UnderlyingInstrumentPartyID + String + ID + 0 + PartyID value within an underlying instrument party repeating group. +Same values as PartyID (448) + + + 1060 + UnderlyingInstrumentPartyIDSource + char + Src + 0 + 447 + PartyIDSource value within an underlying instrument partyrepeating group. +Same values as PartyIDSource (447) + + + 1061 + UnderlyingInstrumentPartyRole + int + R + 0 + 452 + PartyRole value within an underlying instrument partyepeating group. +Same values as PartyRole (452) + + + 1062 + NoUndlyInstrumentPartySubIDs + NumInGroup + NoInstrmntPtySubIDs + 1 + Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries + + + 1063 + UnderlyingInstrumentPartySubID + String + ID + 0 + PartySubID value within an underlying instrument party repeating group. +Same values as PartySubID (523) + + + 1064 + UnderlyingInstrumentPartySubIDType + int + Typ + 0 + 803 + Type of underlying InstrumentPartySubID (1053) value. +Same values as PartySubIDType (803) + + + 1065 + BidSwapPoints + PriceOffset + BidSwapPnts + 0 + The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 + + + 1066 + OfferSwapPoints + PriceOffset + OfrSwapPnts + 0 + The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 + + + 1067 + LegBidForwardPoints + PriceOffset + LegBidFwdPnts + 0 + The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 + + + 1068 + LegOfferForwardPoints + PriceOffset + LegOfrFwdPnts + 0 + The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 + + + 1069 + SwapPoints + PriceOffset + SwapPnts + 0 + For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 + + + 1070 + MDQuoteType + int + MDQteTyp + 0 + Identifies market data quote type. + + + 1071 + LastSwapPoints + PriceOffset + LastSwapPnts + 0 + For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 + + + 1072 + SideGrossTradeAmt + Amt + SideGrossTradeAmt + 0 + The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. + + + 1073 + LegLastForwardPoints + PriceOffset + LegLastFwdPnts + 0 + The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 + + + 1074 + LegCalculatedCcyLastQty + Qty + LegCalcCcyLastQty + 0 + Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. + + + 1075 + LegGrossTradeAmt + Amt + LegGrossTrdAmt + 0 + The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size. + + + 1079 + MaturityTime + TZTimeOnly + MatTm + 0 + Time of security's maturity expressed in local time with offset to UTC specified + + + 1080 + RefOrderID + String + RefOrdID + 0 + The ID reference to the order being hit or taken + + + 1081 + RefOrderIDSource + char + RefOrdIDSrc + 0 + Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order. + + + 1082 + SecondaryDisplayQty + Qty + SecDspQty + 0 + Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. + + + 1083 + DisplayWhen + char + DspWhn + 0 + Instructs when to refresh DisplayQty (1138). + + + 1084 + DisplayMethod + char + DspMthd + 0 + Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" + + + 1085 + DisplayLowQty + Qty + DsplLwQty + 0 + Defines the lower quantity limit to a randomized refresh of DisplayQty. + + + 1086 + DisplayHighQty + Qty + DisplayHighQty + 0 + Defines the upper quantity limit to a randomized refresh of DisplayQty. + + + 1087 + DisplayMinIncr + Qty + DspMinIncr + 0 + Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size). + + + 1088 + RefreshQty + Qty + RfrshQty + 0 + Defines the quantity used to refresh DisplayQty. + + + 1089 + MatchIncrement + Qty + MtchInc + 0 + Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. + + + 1090 + MaxPriceLevels + int + MxPxLvls + 0 + Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. + + + 1091 + PreTradeAnonymity + Boolean + PrTrdAnon + 0 + Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. + + + 1092 + PriceProtectionScope + char + PxPrtScp + 0 + Defines the type of price protection the customer requires on their order. + + + 1093 + LotType + char + LotTyp + 0 + Defines the lot type assigned to the order. + + + 1094 + PegPriceType + int + PegPxTyp + 0 + Defines the type of peg. + + + 1095 + PeggedRefPrice + Price + PggdRefPx + 0 + The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding. + + + 1096 + PegSecurityIDSource + String + PegSecurityIDSource + 0 + 22 + Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22) + + + 1097 + PegSecurityID + String + PegSecID + 0 + Defines the identity of the security off whose prices the order will peg. + + + 1098 + PegSymbol + String + PgSymbl + 0 + Defines the common, 'human understood' representation of the security off whose prices the order will Peg. + + + 1099 + PegSecurityDesc + String + PegSecDesc + 0 + Security description of the security off whose prices the order will Peg. + + + 1100 + TriggerType + char + TrgrTyp + 0 + Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. + + + 1101 + TriggerAction + char + TrgrActn + 0 + Defines the type of action to take when the trigger hits. + + + 1102 + TriggerPrice + Price + TrgrPx + 0 + The price at which the trigger should hit. + + + 1103 + TriggerSymbol + String + TrgrSym + 0 + Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic. + + + 1104 + TriggerSecurityID + String + TrgrSecID + 0 + Defines the identity of the security whose prices will be tracked by the trigger logic. + + + 1105 + TriggerSecurityIDSource + String + TrgrSecIDSrc + 0 + 22 + Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22). + + + 1106 + TriggerSecurityDesc + String + TrgrSecDesc + 0 + Defines the security description of the security whose prices will be tracked by the trigger logic. + + + 1107 + TriggerPriceType + char + TrgrPxTyp + 0 + The type of price that the trigger is compared to. + + + 1108 + TriggerPriceTypeScope + char + TrgrPxTypScp + 0 + Defines the type of price protection the customer requires on their order. + + + 1109 + TriggerPriceDirection + char + TrgrPxDir + 0 + The side from which the trigger price is reached. + + + 1110 + TriggerNewPrice + Price + TrgrNewPx + 0 + The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1. + + + 1111 + TriggerOrderType + char + TrgrOrdTyp + 0 + The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. + + + 1112 + TriggerNewQty + Qty + TrgrNewQty + 0 + The Quantity the order should have after the trigger has hit. + + + 1113 + TriggerTradingSessionID + String + TrgrTrdSessID + 0 + Defines the trading session at which the order will be activated. + + + 1114 + TriggerTradingSessionSubID + String + TrgrTrdSessSubID + 0 + Defines the subordinate trading session at which the order will be activated. + + + 1115 + OrderCategory + char + OrdCat + 0 + Defines the type of interest behind a trade (fill or partial fill). + + + 1116 + NoRootPartyIDs + NumInGroup + NoRootPartyIDs + 1 + Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries + + + 1117 + RootPartyID + String + ID + 0 + PartyID value within a root parties component. Same values as PartyID (448) + + + 1118 + RootPartyIDSource + char + Src + 0 + 447 + PartyIDSource value within a root parties component. Same values as PartyIDSource (447) + + + 1119 + RootPartyRole + int + R + 0 + 452 + PartyRole value within a root parties component. Same values as PartyRole (452) + + + 1120 + NoRootPartySubIDs + NumInGroup + NoRootPartySubIDs + 1 + Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries + + + 1121 + RootPartySubID + String + ID + 0 + PartySubID value within a root parties component. Same values as PartySubID (523) + + + 1122 + RootPartySubIDType + int + Typ + 0 + 803 + Type of RootPartySubID (1121) value. Same values as PartySubIDType (803) + + + 1123 + TradeHandlingInstr + char + TrdHandlInst + 0 + Specified how the Trade Capture Report should be handled by the Respondent. + + + 1124 + OrigTradeHandlingInstr + char + OrigTrdHandlInst + 0 + 1123 + Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) + + + 1125 + OrigTradeDate + LocalMktDate + OrigTrdDt + 0 + Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer + + + 1126 + OrigTradeID + String + OrigTrdID + 0 + Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer + + + 1127 + OrigSecondaryTradeID + String + OrignTrdID2 + 0 + Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer + + + 1128 + ApplVerID + String + ApplVerID + 0 + Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release + + + 1129 + CstmApplVerID + String + CstmApplVerID + 1 + Specifies a custom extension to a message being applied at the message level. Enumerated field + + + 1130 + RefApplVerID + String + RefApplVerID + 0 + 1128 + Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID + + + 1131 + RefCstmApplVerID + String + RefCstmApplVerID + 0 + Specifies a custom extension to a message being applied at the session level. + + + 1132 + TZTransactTime + TZTimestamp + TZTransactTime + 0 + Transact time in the local date-time stamp with a TZ offset to UTC identified + + + 1133 + ExDestinationIDSource + char + ExDestIDSrc + 0 + The ID source of ExDestination + + + 1134 + ReportedPxDiff + Boolean + ReportedPxDiff + 0 + Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType + + + 1135 + RptSys + String + RptSys + 0 + Indicates the system or medium on which the report has been published + + + 1136 + AllocClearingFeeIndicator + String + ClrFeeInd + 0 + ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. + + + 1137 + DefaultApplVerID + String + DefApplVerID + 0 + 1128 + Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID + + + 1138 + DisplayQty + Qty + DisplayQty + 0 + The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. + + + 1139 + ExchangeSpecialInstructions + String + ExchSpeclInstr + 0 + Free format text string related to exchange. + + + 1213 + UnderlyingMaturityTime + TZTimeOnly + MatTm + 0 + Time of security's maturity expressed in local time with offset to UTC specified + + + 1212 + LegMaturityTime + TZTimeOnly + MatTm + 0 + Time of security's maturity expressed in local time with offset to UTC specified + + + 1140 + MaxTradeVol + Qty + MaxTrdVol + 0 + The maximum order quantity that can be submitted for a security. + + + 1141 + NoMDFeedTypes + NumInGroup + NoMDFeedTypes + 1 + The number of feed types and corresponding book depths associated with a security + + + 1142 + MatchAlgorithm + String + MtchAlgo + 0 + The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender. + + + 1143 + MaxPriceVariation + float + MxPxVar + 0 + The maximum price variation of an execution from one event to the next for a given security. + + + 1144 + ImpliedMarketIndicator + int + ImpldMktInd + 0 + Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. + + + 1145 + EventTime + UTCTimestamp + Tm + 0 + Specific time of event. To be used in combination with EventDate [866] + + + 1146 + MinPriceIncrementAmount + Amt + MinPxIncrAmt + 0 + Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231). + + + 1147 + UnitOfMeasureQty + Qty + UOMQty + 0 + Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. + + + 1148 + LowLimitPrice + Price + LowLmtPx + 0 + Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected + + + 1149 + HighLimitPrice + Price + HiLmtPx + 0 + Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected + + + 1150 + TradingReferencePrice + Price + TrdgRefPx + 0 + Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. + + + 1151 + SecurityGroup + String + SecGrp + 0 + An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. + + + 1152 + LegNumber + int + LegNo + 0 + Allow sequencing of Legs for a Strategy to be captured + + + 1153 + SettlementCycleNo + int + CycleNo + 0 + Settlement cycle in which the settlement obligation was generated + + + 1154 + SideCurrency + Currency + Ccy + 0 + Used to identify the trading currency on the Trade Capture Report Side + + + 1155 + SideSettlCurrency + Currency + SettlCcy + 0 + Used to identify the settlement currency on the Trade Capture Report Side + + + 1157 + CcyAmt + Amt + CcyAmt + 0 + Net flow of Currency 1 + + + 1158 + NoSettlDetails + NumInGroup + NoSettlDetails + 1 + Used to group Each Settlement Party + + + 1159 + SettlObligMode + int + SettlMode + 0 + Used to identify the reporting mode of the settlement obligation which is either preliminary or final + + + 1160 + SettlObligMsgID + String + SettlMsgID + 0 + Message identifier for Settlement Obligation Report + + + 1161 + SettlObligID + String + SettlID + 0 + Unique ID for this settlement instruction. + + + 1162 + SettlObligTransType + char + SettlTransTyp + 0 + Transaction Type - required except where SettlInstMode is 5=Reject SSI request + + + 1163 + SettlObligRefID + String + SettlRefID + 0 + Required where SettlInstTransType is Cancel or Replace + + + 1164 + SettlObligSource + char + SettlSrc + 0 + Used to identify whether these delivery instructions are for the buyside or the sellside. + + + 1165 + NoSettlOblig + NumInGroup + NoSettlOblig + 1 + Number of settlement obligations + + + 1166 + QuoteMsgID + String + QtMsgID + 0 + Unique identifier for a quote message. + + + 1167 + QuoteEntryStatus + int + QtEntSts + 0 + Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. + + + 1168 + TotNoCxldQuotes + int + TotNoCxldQts + 0 + Specifies the number of canceled quotes + + + 1169 + TotNoAccQuotes + int + TotNoAccQts + 0 + Specifies the number of accepted quotes + + + 1170 + TotNoRejQuotes + int + TotNoRejQts + 0 + Specifies the number of rejected quotes + + + 1171 + PrivateQuote + Boolean + PrvtQt + 0 + Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. + + + 1172 + RespondentType + int + RspdntTyp + 0 + Specifies the type of respondents requested. + + + 1173 + MDSubBookType + int + MDSubBkTyp + 0 + Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. +Values are bilaterally agreed. + + + 1174 + SecurityTradingEvent + int + SecTrdEvnt + 0 + Reserved100Plus + Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. + + + 1175 + NoStatsIndicators + NumInGroup + NoStatsInds + 1 + Number of statistics indicator repeating group entries + + + 1176 + StatsType + int + StatsTyp + 0 + Type of statistics + + + 1177 + NoOfSecSizes + NumInGroup + NoSecSzs + 1 + The number of secondary sizes specifies in this entry + + + 1178 + MDSecSizeType + int + MDSecSizeType + 0 + Reserved100Plus + Specifies the type of secondary size. + + + 1179 + MDSecSize + Qty + MDSecSize + 0 + A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). + + + 1180 + ApplID + String + ApplID + 0 + Identifies the application with which a message is associated. Used only if application sequencing is in effect. + + + 1181 + ApplSeqNum + SeqNum + ApplSeqNum + 0 + Data sequence number to be used when FIX session is not in effect + + + 1182 + ApplBegSeqNum + SeqNum + ApplBegSeqNum + 0 + Beginning range of application sequence numbers + + + 1183 + ApplEndSeqNum + SeqNum + ApplEndSeq + 0 + Ending range of application sequence numbers + + + 1184 + SecurityXMLLen + Length + 1185 + SecXMLLen + 1 + Lenght of the SecurityXML data block. + + + 1185 + SecurityXML + XMLData + SecXML + 1 + Actual XML data stream describing a security, normally FpML. + + + 1186 + SecurityXMLSchema + String + Schema + 0 + The schema used to validate the contents of SecurityXML + + + 1187 + RefreshIndicator + Boolean + RefInd + 0 + Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed +'Y' - Mandatory refresh by all participants +'N' - Process as required + + + 1188 + Volatility + float + Vol + 0 + Annualized volatility for option model calculations + + + 1189 + TimeToExpiration + float + TmToExp + 0 + Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. + + + 1190 + RiskFreeRate + float + RFR + 0 + Interest rate. Usually some form of short term rate. + + + 1191 + PriceUnitOfMeasure + String + PxUOM + 0 + 996 + Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract + + + 1192 + PriceUnitOfMeasureQty + Qty + PxUOMQty + 0 + Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. + + + 1193 + SettlMethod + char + SettlMeth + 0 + Settlement method for a contract. Can be used as an alternative to CFI Code value + + + 1194 + ExerciseStyle + int + ExerStyle + 0 + Type of exercise of a derivatives security + + + 1419 + UnderlyingExerciseStyle + int + ExerStyle + 0 + 1194 + Type of exercise of a derivatives security + + + 1420 + LegExerciseStyle + int + ExerStyle + 0 + 1194 + Type of exercise of a derivatives security + + + 1195 + OptPayoutAmount + Amt + OptPayAmt + 0 + Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. +Conditionally required if OptPayoutType(1482) is set to binary. + + + 1196 + PriceQuoteMethod + String + PxQteMeth + 0 + Method for price quotation + + + 1197 + ValuationMethod + String + ValMeth + 0 + Specifies the type of valuation method applied. + + + 1198 + ListMethod + int + ListMeth + 0 + Indicates whether instruments are pre-listed only or can also be defined via user request + + + 1199 + CapPrice + Price + CapPx + 0 + Used to express the ceiling price of a capped call + + + 1200 + FloorPrice + Price + FlrPx + 0 + Used to express the floor price of a capped put + + + 1201 + NoStrikeRules + NumInGroup + 1 + Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument + + + 1202 + StartStrikePxRange + Price + StartStrkPxRng + 0 + Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying + + + 1203 + EndStrikePxRange + Price + EndStrkPxRng + 0 + Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying + + + 1204 + StrikeIncrement + float + StrkIncr + 0 + Value by which strike price should be incremented within the specified price range. + + + 1205 + NoTickRules + NumInGroup + 1 + Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security + + + 1206 + StartTickPriceRange + Price + StartTickPxRng + 0 + Starting price range for specified tick increment + + + 1207 + EndTickPriceRange + Price + EndTickPxRng + 0 + Ending price range for the specified tick increment + + + 1208 + TickIncrement + Price + TickIncr + 0 + Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded + + + 1209 + TickRuleType + int + TickRuleTyp + 0 + Specifies the type of tick rule which is being described + + + 1210 + NestedInstrAttribType + int + Typ + 0 + 871 + Code to represent the type of instrument attribute + + + 1211 + NestedInstrAttribValue + String + Val + 0 + Attribute value appropriate to the NestedInstrAttribType field + + + 1214 + DerivativeSymbol + String + Sym + 0 + Refer to definition for Symbol(55) + + + 1215 + DerivativeSymbolSfx + String + Sfx + 0 + 65 + Refer to definition for SymbolSfx(65) + + + 1216 + DerivativeSecurityID + String + ID + 0 + Refer to definition for SecurityID(48) + + + 1217 + DerivativeSecurityIDSource + String + Src + 0 + 22 + Refer to definition for SecurityIDSoruce(22) + + + 1218 + NoDerivativeSecurityAltID + NumInGroup + NoDerivativeSecurityAltID + 1 + Refer to definition for NoSecurityAltID(454) + + + 1219 + DerivativeSecurityAltID + String + ID + 0 + Refer to definition for SecurityAltID(455) + + + 1220 + DerivativeSecurityAltIDSource + String + Src + 0 + 22 + Refer to definition for SecurityAltIDSource(456) + + + 1221 + SecondaryLowLimitPrice + Price + LowLmtPx + 0 + Refer to definition of LowLimitPrice(1148) + + + 1230 + SecondaryHighLimitPrice + Price + HiLmtPx + 0 + Refer to definition of HighLimitPrice(1149) + + + 1222 + MaturityRuleID + String + MatRuleID + 0 + Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated + + + 1223 + StrikeRuleID + String + StrkRule + 0 + Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated + + + 1225 + DerivativeOptPayAmount + Amt + OptPayAmt + 0 + Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount + + + 1226 + EndMaturityMonthYear + MonthYear + EndMMY + 0 + Ending maturity month year for an option class + + + 1227 + ProductComplex + String + ProdCmplx + 0 + Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. + + + 1228 + DerivativeProductComplex + String + ProdCmplx + 0 + Refer to ProductComplex(1227) + + + 1229 + MaturityMonthYearIncrement + int + MMYIncr + 0 + Increment between successive maturities for an option class + + + 1231 + MinLotSize + Qty + MinLotSz + 0 + Minimum lot size allowed based on lot type specified in LotType(1093) + + + 1232 + NoExecInstRules + NumInGroup + NoExecInstRules + 1 + Number of execution instructions + + + 1234 + NoLotTypeRules + NumInGroup + NoLotTypeRules + 1 + Number of Lot Type Rules + + + 1235 + NoMatchRules + NumInGroup + NoMatchRules + 1 + Number of Match Rules + + + 1236 + NoMaturityRules + NumInGroup + NoMaturityRules + 1 + Number of maturity rules in MarurityRules component block + + + 1237 + NoOrdTypeRules + NumInGroup + NoOrdTypeRules + 1 + Number of order types + + + 1239 + NoTimeInForceRules + NumInGroup + NoTimeInForceRules + 1 + Number of time in force techniques + + + 1240 + SecondaryTradingReferencePrice + Price + TrdgRefPx + 0 + Refer to definition for TradingReferencePrice(1150) + + + 1241 + StartMaturityMonthYear + MonthYear + StartMMY + 0 + Starting maturity month year for an option class + + + 1242 + FlexProductEligibilityIndicator + Boolean + FlexProdElig + 0 + Used to indicate if a product or group of product supports the creation of flexible securities + + + 1243 + DerivFlexProductEligibilityIndicator + Boolean + FlexProdElig + 0 + Refer to FlexProductEligibilityIndicator(1242) + + + 1244 + FlexibleIndicator + Boolean + FlexInd + 0 + Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. + + + 1245 + TradingCurrency + Currency + TrdCcy + 0 + Used when the trading currency can differ from the price currency + + + 1246 + DerivativeProduct + int + Prod + 0 + 460 + + + + 1247 + DerivativeSecurityGroup + String + SecGrp + 0 + + + + 1248 + DerivativeCFICode + String + CFI + 0 + + + + 1249 + DerivativeSecurityType + String + SecTyp + 0 + 167 + + + + 1250 + DerivativeSecuritySubType + String + SecSubTyp + 0 + + + + 1251 + DerivativeMaturityMonthYear + MonthYear + MMY + 0 + + + + 1252 + DerivativeMaturityDate + LocalMktDate + MatDt + 0 + + + + 1253 + DerivativeMaturityTime + TZTimeOnly + MatTm + 0 + + + + 1254 + DerivativeSettleOnOpenFlag + String + OpenCloseSettlFlag + 0 + + + + 1255 + DerivativeInstrmtAssignmentMethod + char + AsgnMeth + 0 + 1049 + + + + 1256 + DerivativeSecurityStatus + String + Status + 0 + 965 + + + + 1257 + DerivativeInstrRegistry + String + Rgstry + 0 + + + + 1258 + DerivativeCountryOfIssue + Country + Ctry + 0 + + + + 1259 + DerivativeStateOrProvinceOfIssue + String + StPrv + 0 + + + + 1260 + DerivativeLocaleOfIssue + String + Lcl + 0 + + + + 1261 + DerivativeStrikePrice + Price + StrkPx + 0 + + + + 1262 + DerivativeStrikeCurrency + Currency + StrkCcy + 0 + + + + 1263 + DerivativeStrikeMultiplier + float + StrkMult + 0 + + + + 1264 + DerivativeStrikeValue + float + StrkValu + 0 + + + + 1265 + DerivativeOptAttribute + char + OptAt + 0 + + + + 1266 + DerivativeContractMultiplier + float + Mult + 0 + + + + 1267 + DerivativeMinPriceIncrement + float + MinPxIncr + 0 + + + + 1268 + DerivativeMinPriceIncrementAmount + Amt + MinPxIncrAmt + 0 + + + + 1269 + DerivativeUnitOfMeasure + String + UOM + 0 + 996 + + + + 1270 + DerivativeUnitOfMeasureQty + Qty + UOMQty + 0 + + + + 1271 + DerivativeTimeUnit + String + TmUnit + 0 + 997 + + + + 1272 + DerivativeSecurityExchange + Exchange + Exch + 0 + + + + 1273 + DerivativePositionLimit + int + PosLmt + 0 + + + + 1274 + DerivativeNTPositionLimit + int + NTPosLmt + 0 + + + + 1275 + DerivativeIssuer + String + Issr + 0 + + + + 1276 + DerivativeIssueDate + LocalMktDate + IssDt + 0 + + + + 1277 + DerivativeEncodedIssuerLen + Length + EncIssrLen + 0 + + + + 1278 + DerivativeEncodedIssuer + data + EncIssr + 0 + + + + 1279 + DerivativeSecurityDesc + String + Desc + 0 + + + + 1280 + DerivativeEncodedSecurityDescLen + Length + EncSecDescLen + 0 + + + + 1281 + DerivativeEncodedSecurityDesc + data + EncSecDesc + 0 + + + + 1282 + DerivativeSecurityXMLLen + Length + 1283 + SecXMLLen + 1 + Refer to definition SecurityXMLLen(1184) + + + 1283 + DerivativeSecurityXML + data + SecXML + 1 + Refer to definition of SecurityXML(1185) + + + 1284 + DerivativeSecurityXMLSchema + String + Schema + 0 + Refer to definition of SecurityXMLSchema(1186) + + + 1285 + DerivativeContractSettlMonth + MonthYear + CSetMo + 0 + + + + 1286 + NoDerivativeEvents + NumInGroup + NoDerivativeEvents + 1 + + + + 1287 + DerivativeEventType + int + EventTyp + 0 + 865 + + + + 1288 + DerivativeEventDate + LocalMktDate + Dt + 0 + + + + 1289 + DerivativeEventTime + UTCTimestamp + Tm + 0 + + + + 1290 + DerivativeEventPx + Price + Px + 0 + + + + 1291 + DerivativeEventText + String + Txt + 0 + + + + 1292 + NoDerivativeInstrumentParties + NumInGroup + 1 + Refer to definition of NoParties(453) + + + 1293 + DerivativeInstrumentPartyID + String + ID + 0 + Refer to definition of PartyID(448) + + + 1294 + DerivativeInstrumentPartyIDSource + String + Src + 0 + 447 + Refer to definition of PartyIDSource(447) + + + 1295 + DerivativeInstrumentPartyRole + int + R + 0 + 452 + REfer to definition of PartyRole(452) + + + 1296 + NoDerivativeInstrumentPartySubIDs + NumInGroup + 1 + Refer to definition for NoPartySubIDs(802) + + + 1297 + DerivativeInstrumentPartySubID + String + ID + 0 + Refer to definition for PartySubID(523) + + + 1298 + DerivativeInstrumentPartySubIDType + int + Typ + 0 + 803 + Refer to definition for PartySubIDType(803) + + + 1299 + DerivativeExerciseStyle + char + ExerStyle + 0 + 1194 + Type of exercise of a derivatives security + + + 1300 + MarketSegmentID + String + MktSegID + 0 + Identifies the market segment + + + 1301 + MarketID + Exchange + MktID + 0 + Identifies the Market + + + 1302 + MaturityMonthYearIncrementUnits + int + MMYIncrUnits + 0 + Unit of measure for the Maturity Month Year Increment + + + 1303 + MaturityMonthYearFormat + int + MMYFmt + 0 + Format used to generate the MaturityMonthYear for each option + + + 1304 + StrikeExerciseStyle + int + StrkExrStyle + 0 + 1194 + Expiration Style for an option class: + + + 1305 + SecondaryPriceLimitType + int + PxLmtTyp + 0 + 1306 + Describes the how the price limits are expressed + + + 1306 + PriceLimitType + int + PxLmtTyp + 0 + Describes the how the price limits are expressed + + + 1308 + ExecInstValue + char + ExecInstValu + 0 + 18 + Indicates execution instructions that are valid for the specified market segment + + + 1309 + NoTradingSessionRules + NumInGroup + 1 + Allows trading rules to be expressed by trading session + + + 1310 + NoMarketSegments + NumInGroup + 1 + Number of Market Segments on which a security may trade. + + + 1311 + NoDerivativeInstrAttrib + NumInGroup + 1 + + + + 1312 + NoNestedInstrAttrib + NumInGroup + 1 + + + + 1313 + DerivativeInstrAttribType + int + Typ + 0 + 871 + Refer to definition of InstrAttribType(871) + + + 1314 + DerivativeInstrAttribValue + String + Val + 0 + Refer to definition of InstrAttribValue(872) + + + 1315 + DerivativePriceUnitOfMeasure + String + PxUOM + 0 + 996 + Refer to definition for PriceUnitOfMeasure(1191) + + + 1316 + DerivativePriceUnitOfMeasureQty + Qty + PxUOMQty + 0 + Refer to definition of PriceUnitOfMeasureQty(1192) + + + 1317 + DerivativeSettlMethod + char + SettlMeth + 0 + 1193 + Refer to definition of SettlMethod(1193) + + + 1318 + DerivativePriceQuoteMethod + String + PxQteMeth + 0 + 1196 + Refer to definition of PriceQuoteMethod(1196) + + + 1319 + DerivativeValuationMethod + String + ValMeth + 0 + 1197 + Refer to definition of ValuationMethod(1197). + + + 1320 + DerivativeListMethod + int + ListMeth + 0 + 1198 + Indicates whether instruments are pre-listed only or can also be defined via user request + + + 1321 + DerivativeCapPrice + Price + CapPx + 0 + Refer to definition of CapPrice(1199) + + + 1322 + DerivativeFloorPrice + Price + FlrPx + 0 + Refer to definition of FloorPrice(1200) + + + 1323 + DerivativePutOrCall + int + PutCall + 0 + 201 + Indicates whether an Option is for a put or call + + + 1324 + ListUpdateAction + char + ListUpdActn + 0 + 980 + If provided, then Instrument occurrence has explicitly changed + + + 1358 + LegPutOrCall + int + PutCall + 0 + Refer to definition of PutOrCall(201) + + + 1224 + LegUnitOfMeasureQty + Qty + UOMQty + 0 + Refer to definition of UnitOfMeasureQty(1147) + + + 1421 + LegPriceUnitOfMeasure + String + PxUOM + 0 + 996 + Refer to definition for PriceUnitOfMeasure(1191) + + + 1422 + LegPriceUnitOfMeasureQty + Qty + PxUOMQty + 0 + Refer to definition of PriceUnitOfMeasureQty(1192) + + + 1423 + UnderlyingUnitOfMeasureQty + Qty + UOMQty + 0 + Refer to definition of UnitOfMeasureQty(1147) + + + 1424 + UnderlyingPriceUnitOfMeasure + String + PxUOM + 0 + 996 + Refer to definition for PriceUnitOfMeasure(1191) + + + 1425 + UnderlyingPriceUnitOfMeasureQty + Qty + PxUOMQty + 0 + Refer to definition of PriceUnitOfMeasureQty(1192) + + + 1393 + MarketReqID + String + MktReqID + 0 + Unique ID of a Market Definition Request message. + + + 1394 + MarketReportID + String + MktRptID + 0 + Market Definition message identifier. + + + 1395 + MarketUpdateAction + char + MktUpdtActn + 0 + 980 + Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). + + + 1396 + MarketSegmentDesc + String + MarketSegmentDesc + 0 + Description or name of Market Segment + + + 1397 + EncodedMktSegmDescLen + Length + EncodedMktSegmDescLen + 0 + Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field. + + + 1398 + EncodedMktSegmDesc + data + EncodedMktSegmDesc + 0 + Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field. + + + 1325 + ParentMktSegmID + String + ParentMktSegmID + 0 + Reference to a parent Market Segment. See MarketSegmentID(1300) + + + 1326 + TradingSessionDesc + String + TradingSessionDesc + 0 + Trading Session description + + + 1327 + TradSesUpdateAction + char + TradSesUpdtActn + 0 + 980 + Specifies the action taken for the specified trading sessions. + + + 1328 + RejectText + String + RejTxt + 0 + Those will be used by Firms to send a reason for rejecting a trade in an allocate claim model. + + + 1329 + FeeMultiplier + float + FeeMult + 0 + This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. + + + 1330 + UnderlyingLegSymbol + String + Sym + 0 + Refer to definition for Symbol(55) + + + 1331 + UnderlyingLegSymbolSfx + String + Sfx + 0 + Refer to definition for SymbolSfx(65) + + + 1332 + UnderlyingLegSecurityID + String + ID + 0 + Refer to definition for SecurityID(48) + + + 1333 + UnderlyingLegSecurityIDSource + String + Src + 0 + Refer to definition for SecurityIDSource(22) + + + 1334 + NoUnderlyingLegSecurityAltID + NumInGroup + NoUnderlyingLegSecurityAltID + 1 + Refer to definition for NoSecurityAltID(454) + + + 1335 + UnderlyingLegSecurityAltID + String + AltID + 0 + Refer to definition for SecurityAltID(455) + + + 1336 + UnderlyingLegSecurityAltIDSource + String + AltIDSrc + 0 + Refer to definition for SecurityAltIDSource(456) + + + 1337 + UnderlyingLegSecurityType + String + SecType + 0 + Refer to definition for SecurityType(167) + + + 1338 + UnderlyingLegSecuritySubType + String + SubType + 0 + Refer to definition for SecuritySubType(762) + + + 1339 + UnderlyingLegMaturityMonthYear + MonthYear + MMY + 0 + Refer to definition for MaturityMonthYear(200) + + + 1343 + UnderlyingLegPutOrCall + int + PutCall + 0 + Refer to definition for PutOrCall(201) + + + 1340 + UnderlyingLegStrikePrice + Price + StrkPx + 0 + Refer to definition for StrikePrice(202) + + + 1341 + UnderlyingLegSecurityExchange + String + Exch + 0 + Refer to definition for SecurityExchange(207) + + + 1342 + NoOfLegUnderlyings + NumInGroup + NoOfLegUnderlyings + 1 + Number of Underlyings, Identifies the Underlying of the Leg + + + 1344 + UnderlyingLegCFICode + String + CFI + 0 + Refer to definition for CFICode(461) + + + 1345 + UnderlyingLegMaturityDate + LocalMktDate + MatDt + 0 + Date of maturity. + + + 1405 + UnderlyingLegMaturityTime + TZTimeOnly + MatTm + 0 + Time of security's maturity expressed in local time with offset to UTC specified + + + 1391 + UnderlyingLegOptAttribute + char + OptAt + 0 + Refer to definition of OptAttribute(206) + + + 1392 + UnderlyingLegSecurityDesc + String + Desc + 0 + Refer to definition of SecurityDesc(107) + + + 1400 + EncryptedPasswordMethod + int + EncPwdMethod + 0 + Reserved100Plus + Enumeration defining the encryption method used to encrypt password fields. +At this time there are no encryption methods defined by FPL. + + + 1401 + EncryptedPasswordLen + Length + 1402 + EncPwdLen + 1 + Length of the EncryptedPassword(1402) field + + + 1402 + EncryptedPassword + data + EncPwd + 0 + Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) + + + 1403 + EncryptedNewPasswordLen + Length + 1404 + EncNewPwdLen + 1 + Length of the EncryptedNewPassword(1404) field + + + 1404 + EncryptedNewPassword + data + EncNewPwd + 0 + Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) + + + 1156 + ApplExtID + int + ApplExtID + 1 + The extension pack number associated with an application message. + + + 1406 + RefApplExtID + int + RefApplExtID + 0 + The extension pack number associated with an application message. + + + 1407 + DefaultApplExtID + int + DfltApplExtID + 0 + The extension pack number that is the default for a FIX session. + + + 1408 + DefaultCstmApplVerID + String + DefaultCstmApplVerID + 1 + The default custom application version ID that is the default for a session. + + + 1409 + SessionStatus + int + SessStat + 0 + Reserved100Plus + Status of a FIX session + + + 1410 + DefaultVerIndicator + Boolean + DfltVerInd + 0 + + + + 809 + NoUsernames + NumInGroup + NoUsers + 1 + Number of Usernames to which this this response is directed + + + 1367 + LegAllocSettlCurrency + Currency + AllocSettlCcy + 0 + Identifies settlement currency for the leg level allocation. + + + 1361 + TotNoFills + int + TotNoFills + 0 + Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation. + + + 1362 + NoFills + NumInGroup + NoFills + 1 + + + + 1363 + FillExecID + String + FillExecID + 0 + Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap, + + + 1364 + FillPx + Price + FillPx + 0 + Price of Fill. Refer to LastPx(31). + + + 1365 + FillQty + Qty + FillQty + 0 + Quantity of Fill. Refer to LastQty(32). + + + 1366 + LegAllocID + String + LegAllocID + 0 + The AllocID(70) of an individual leg of a multileg order. + + + 1368 + TradSesEvent + int + TradSesEvent + 0 + Reserved100Plus + Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. + + + 1369 + MassActionReportID + String + MassActionReportID + 0 + Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN) + + + 1370 + NoNotAffectedOrders + NumInGroup + NoNotAffectedOrders + 1 + Number of not affected orders in the repeating group of order ids. + + + 1371 + NotAffectedOrderID + String + NotAffectedOrderID + 0 + OrderID(37) of an order not affected by a mass cancel request. + + + 1372 + NotAffOrigClOrdID + String + NotAffOrigClOrdID + 0 + ClOrdID(11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. + + + 1373 + MassActionType + int + MassActionType + 0 + Specifies the type of action requested + + + 1374 + MassActionScope + int + MassActionScope + 0 + Reserved100Plus + Specifies scope of Order Mass Action Request. + + + 1375 + MassActionResponse + int + MassActionResponse + 0 + Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. + + + 1376 + MassActionRejectReason + int + MassActionRejectReason + 0 + Reserved100Plus + Reason Order Mass Action Request was rejected + + + 1377 + MultilegModel + int + MlegModel + 0 + Specifies the type of multileg order. + + + 1378 + MultilegPriceMethod + int + MlegPxMeth + 0 + Code to represent how the multileg price is to be interpreted when applied to the legs. +(See Volume : "Glossary" for further value definitions) + + + 1379 + LegVolatility + float + LegVolatility + 0 + Specifies the volatility of an instrument leg. + + + 1380 + DividendYield + Percentage + DividendYield + 0 + The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. + + + 1381 + LegDividendYield + Percentage + LegDividendYield + 0 + Refer to definition for DividendYield(1380). + + + 1382 + CurrencyRatio + float + CurrencyRatio + 0 + Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7 + + + 1383 + LegCurrencyRatio + float + LegCurrencyRatio + 0 + Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 + + + 1384 + LegExecInst + MultipleCharValue + LegExecInst + 0 + 18 + Refer to ExecInst(18) +Same values as ExecInst(18) + + + 1385 + ContingencyType + int + ContingencyType + 0 + Reserved100Plus + Defines the type of contingency. + + + 1386 + ListRejectReason + int + ListRejectReason + 0 + Reserved100Plus + Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. + + + 1387 + NoTrdRepIndicators + NumInGroup + NoTrdRepIndicators + 1 + Number of trade reporting indicators + + + 1388 + TrdRepPartyRole + int + PtyRole + 0 + 452 + Identifies the type of party for trade reporting. Same values as PartyRole(452). + + + 1389 + TrdRepIndicator + Boolean + TrdRepInd + 0 + Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). + + + 1390 + TradePublishIndicator + int + TrdPubInd + 0 + Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). + + + 1346 + ApplReqID + String + ApplReqID + 0 + Unique identifier for request + + + 1347 + ApplReqType + int + ApplReqTyp + 0 + Type of Application Message Request being made. + + + 1348 + ApplResponseType + int + ApplRespTyp + 0 + Used to indicate the type of acknowledgement being sent. + + + 1349 + ApplTotalMessageCount + int + ApplTotMsgCnt + 0 + Total number of messages included in transmission. + + + 1350 + ApplLastSeqNum + SeqNum + ApplLastSeqNum + 0 + Application sequence number of last message in transmission + + + 1351 + NoApplIDs + NumInGroup + NoApplIDs + 1 + Specifies number of application id occurrences + + + 1352 + ApplResendFlag + Boolean + ApplResendFlag + 0 + Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request + + + 1353 + ApplResponseID + String + ApplRespID + 0 + Identifier for the Applicaton Message Request Ack + + + 1354 + ApplResponseError + int + ApplRespErr + 0 + Used to return an error code or text associated with a response to an Application Request. + + + 1355 + RefApplID + String + RefApplID + 0 + Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component + + + 1356 + ApplReportID + String + ApplRptID + 0 + Identifier for the Application Sequence Reset + + + 1357 + RefApplLastSeqNum + SeqNum + RefApplLastSeqNum + 0 + Application sequence number of last message in transmission. + + + 1399 + ApplNewSeqNum + SeqNum + ApplNewSeqNum + 0 + Used to specify a new application sequence number. + + + 1426 + ApplReportType + int + ApplRptTyp + 0 + Type of report + + + 1411 + Nested4PartySubIDType + int + Typ + 0 + 803 + Refer to definition of PartySubIDType(803) + + + 1412 + Nested4PartySubID + String + ID + 0 + Refer to definition of PartySubID(523) + + + 1413 + NoNested4PartySubIDs + NumInGroup + NoNested4PartySubIDs + 0 + Refer to definition of NoPartySubIDs(802) + + + 1414 + NoNested4PartyIDs + NumInGroup + NoNested4PartyIDs + 0 + Refer to definition of NoPartyIDs(453) + + + 1415 + Nested4PartyID + String + ID + 0 + Refer to definition of PartyID(448) + + + 1416 + Nested4PartyIDSource + char + Src + 0 + 447 + Refer to definition of PartyIDSource(447) + + + 1417 + Nested4PartyRole + int + R + 0 + 452 + Refer to definition of PartyRole(452) + + + 1418 + LegLastQty + Qty + LastQty + 0 + Fill quantity for the leg instrument + + + 1427 + SideExecID + String + SideExecID + 0 + When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade. + + + 1428 + OrderDelay + int + OrdDelay + 0 + Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). + + + 1429 + OrderDelayUnit + int + OrdDelayUnit + 0 + Reserved100Plus + Time unit in which the OrderDelay(1428) is expressed + + + 1430 + VenueType + char + VenuTyp + 0 + Identifies the type of venue where a trade was executed + + + 1431 + RefOrdIDReason + int + RefOrdIDRsn + 0 + Reserved100Plus + The reason for updating the RefOrdID + + + 1432 + OrigCustOrderCapacity + int + OrigCustOrdCpcty + 0 + The customer capacity for this trade at the time of the order/execution. +Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). + + + 1433 + RefApplReqID + String + RefID + 0 + Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) + + + 1434 + ModelType + int + ModelTyp + 0 + Type of pricing model used + + + 1435 + ContractMultiplierUnit + int + MultTyp + 0 + Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. + + + 1436 + LegContractMultiplierUnit + int + MultTyp + 0 + 1435 + "Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in. + + + + 1437 + UnderlyingContractMultiplierUnit + int + MultTyp + 0 + 1435 + Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UndlyContractMultiplier(tag 436) is expressed in. + + + 1438 + DerivativeContractMultiplierUnit + int + MultTyp + 0 + 1435 + Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in. + + + 1439 + FlowScheduleType + int + FlowSchedTyp + 0 + Reserved100Plus + The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". + + + 1440 + LegFlowScheduleType + int + FlowSchedTyp + 0 + 1439 + Reserved100Plus + The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". + + + 1441 + UnderlyingFlowScheduleType + int + FlowSchedTyp + 0 + 1439 + Reserved100Plus + The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". + + + 1442 + DerivativeFlowScheduleType + int + FlowSchedTyp + 0 + 1439 + Reserved100Plus + The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". + + + 1443 + FillLiquidityInd + int + LqdtyInd + 0 + 851 + Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled + + + 1444 + SideLiquidityInd + int + LqdtyInd + 0 + 851 + Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. + + + 1445 + NoRateSources + NumInGroup + NoRtSrc + 1 + Number of rate sources being specified. + + + 1446 + RateSource + int + RtSrc + 0 + Identifies the source of rate information. +For FX, the reference source to be used for the FX spot rate. + + + 1447 + RateSourceType + int + RtSrcTyp + 0 + Indicates whether the rate source specified is a primary or secondary source. + + + 1448 + ReferencePage + String + RefPg + 0 + Identifies the reference "page" from the rate source. +For FX, the reference page to the spot rate to be used for the reference FX spot rate. + + + 1449 + RestructuringType + String + RestrctTyp + 0 + A category of CDS credit even in which the underlying bond experiences a restructuring. +Used to define a CDS instrument. + + + 1450 + Seniority + String + Snrty + 0 + Specifies which issue (underlying bond) will receive payment priority in the event of a default. +Used to define a CDS instrument. + + + 1451 + NotionalPercentageOutstanding + Percentage + NotlPctOut + 0 + Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. +Used to calculate the true value of a CDS trade or position. + + + 1452 + OriginalNotionalPercentageOutstanding + Percentage + OrigNotlPctOut + 0 + Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). + + + 1453 + UnderlyingRestructuringType + String + RestrctTyp + 0 + 1449 + See RestructuringType(1449) + + + 1454 + UnderlyingSeniority + String + Snrty + 0 + 1450 + See Seniority(1450) + + + 1455 + UnderlyingNotionalPercentageOutstanding + Percentage + NotlPctOut + 0 + See NotionalPercentageOutstanding(1451) + + + 1456 + UnderlyingOriginalNotionalPercentageOutstanding + Percentage + OrigNotlPctOut + 0 + See OriginalNotionalPercentageOutstanding(1452) + + + 1457 + AttachmentPoint + Percentage + AttchPnt + 0 + Lower bound percentage of the loss that the tranche can endure. + + + 1458 + DetachmentPoint + Percentage + DetchPnt + 0 + Upper bound percentage of the loss the tranche can endure. + + + 1459 + UnderlyingAttachmentPoint + Percentage + AttchPnt + 0 + See AttachmentPoint(1457). + + + 1460 + UnderlyingDetachmentPoint + Percentage + DetchPnt + 0 + See DetachmentPoint(1458). + + + 1461 + NoTargetPartyIDs + NumInGroup + 1 + Identifies the number of target parties identified in a mass action. + + + 1462 + TargetPartyID + String + ID + 0 + PartyID value within an target party repeating group. + + + 1463 + TargetPartyIDSource + char + Src + 0 + 447 + PartyIDSource value within an target party repeating group. +Same values as PartyIDSource (447) + + + 1464 + TargetPartyRole + int + R + 0 + 452 + PartyRole value within an target party repeating group. +Same values as PartyRole (452) + + + 1465 + SecurityListID + String + ListID + 0 + Specifies an identifier for a Security List + + + 1466 + SecurityListRefID + String + ListRefID + 0 + Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists. + + + 1467 + SecurityListDesc + String + ListDesc + 0 + Specifies a description or name of a Security List. + + + 1468 + EncodedSecurityListDescLen + Length + 1469 + 1 + Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field. + + + 1469 + EncodedSecurityListDesc + data + 1 + Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field. + + + 1470 + SecurityListType + int + ListTyp + 0 + Reserved100Plus + Specifies a type of Security List. + + + 1471 + SecurityListTypeSource + int + LstTypSrc + 0 + Reserved100Plus + Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. + + + 1472 + NewsID + String + ID + 0 + Unique identifier for a News message + + + 1473 + NewsCategory + int + NewsCatgy + 0 + Reserved100Plus + Category of news mesage. + + + 1474 + LanguageCode + Language + LangCd + 0 + The national language in which the news item is provided. + + + 1475 + NoNewsRefIDs + NumInGroup + 1 + Number of News reference items + + + 1476 + NewsRefID + String + RefID + 0 + Reference to another News message identified by NewsID(1474). + + + 1477 + NewsRefType + int + RefTyp + 0 + Reserved100Plus + Type of reference to another News Message item. Defines if the referenced news item is a replacement, is in a different language, or is complimentary. + + + 1478 + StrikePriceDeterminationMethod + int + StrkPxDtrmnMeth + 0 + Reserved100Plus + Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. +Conditionally, required if value is other than "fixed". + + + 1479 + StrikePriceBoundaryMethod + int + StrkPxBndryMeth + 0 + Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. + + + 1480 + StrikePriceBoundaryPrecision + Percentage + StrkPxBndryPrcsn + 0 + Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. + + + 1481 + UnderlyingPriceDeterminationMethod + int + PxDtrmnMeth + 0 + Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). + + + 1482 + OptPayoutType + int + OptPayoutTyp + 0 + Indicates the type of payout that will result from an in-the-money option. + + + 1483 + NoComplexEvents + NumInGroup + 1 + Number of complex event occurrences. + + + 1484 + ComplexEventType + int + Typ + 0 + Identifies the type of complex event. + + + 1485 + ComplexOptPayoutAmount + Amt + OptPayAmt + 0 + Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. + + + 1486 + ComplexEventPrice + Price + Px + 0 + Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). + + + 1487 + ComplexEventPriceBoundaryMethod + int + PxBndryMeth + 0 + Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. + + + 1488 + ComplexEventPriceBoundaryPrecision + Percentage + PxBndryPrcsn + 0 + Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. + + + 1489 + ComplexEventPriceTimeType + int + PxTmTyp + 0 + Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType. + + + 1490 + ComplexEventCondition + int + Cond + 0 + Specifies the condition between complex events when more than one event is specified. +Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. + + + 1491 + NoComplexEventDates + NumInGroup + 1 + Number of complex event date occurrences for a given complex event. + + + 1492 + ComplexEventStartDate + UTCTimestamp + StartDt + 0 + Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options +ComplexEventStartDate must always be less than or equal to ComplexEventEndDate. + + + 1493 + ComplexEventEndDate + UTCTimestamp + EndDt + 0 + Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options +ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate. + + + 1494 + NoComplexEventTimes + NumInGroup + 1 + Number of complex event time occurrences for a given complex event date +The default in case of an absence of time fields is 00:00:00-23:59:59. + + + 1495 + ComplexEventStartTime + UTCTimeOnly + StartTm + 0 + Specifies the start time of the time range on which a complex event date is effective. +ComplexEventStartTime must always be less than or equal to ComplexEventEndTime. + + + 1496 + ComplexEventEndTime + UTCTimeOnly + EndTm + 0 + Specifies the end time of the time range on which a complex event date is effective. +ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime. + + + 1497 + StreamAsgnReqID + String + ReqID + 0 + Unique identifier for the stream assignment request provided by the requester. + + + 1498 + StreamAsgnReqType + int + AsgnReqTyp + 0 + Type of stream assignment request. + + + 1499 + NoAsgnReqs + NumInGroup + 1 + Number of assignment requests. + + + 1500 + MDStreamID + String + MDStrmID + 0 + The identifier or name of the price stream. + + + 1501 + StreamAsgnRptID + String + RptID + 0 + Unique identifier of the stream assignment report provided by the respondent. + + + 1502 + StreamAsgnRejReason + int + RejRsn + 0 + Reserved100Plus + Reason code for stream assignment request reject. + + + 1503 + StreamAsgnAckType + int + ActTyp + 0 + Type of acknowledgement. + + + 1617 + StreamAsgnType + int + AsgnTyp + 0 + The type of assignment being affected in the Stream Assignment Report. + + + 1504 + RelSymTransactTime + UTCTimestamp + TxnTm + 0 + See TransactTime(60) + + \ No newline at end of file diff --git a/static/xml/Messages.xml b/static/xml/Messages.xml new file mode 100644 index 00000000..aa616679 --- /dev/null +++ b/static/xml/Messages.xml @@ -0,0 +1,1229 @@ + + + 1 + 0 + Heartbeat + Session + Session + Heartbeat + 1 + The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. + + + 2 + 1 + TestRequest + Session + Session + TestRequest + 1 + The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID. + + + 3 + 2 + ResendRequest + Session + Session + ResendRequest + 1 + The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process. + + + 4 + 3 + Reject + Session + Session + Reject + 1 + The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks. + + + 5 + 4 + SequenceReset + Session + Session + SequenceReset + 1 + The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side. + + + 6 + 5 + Logout + Session + Session + Logout + 1 + The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition. + + + 7 + 6 + IOI + Indication + PreTrade + IOI + 0 + Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. +Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. + + + 8 + 7 + Advertisement + Indication + PreTrade + Adv + 0 + Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. + + + 9 + 8 + ExecutionReport + SingleGeneralOrderHandling + Trade + ExecRpt + 0 + The execution report message is used to: +1. confirm the receipt of an order +2. confirm changes to an existing order (i.e. accept cancel and replace requests) +3. relay order status information +4. relay fill information on working orders +5. relay fill information on tradeable or restricted tradeable quotes +6. reject orders +7. report post-trade fees calculations associated with a trade + + + 10 + 9 + OrderCancelReject + SingleGeneralOrderHandling + Trade + OrdCxlRej + 0 + The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. + + + 11 + A + Logon + Session + Session + Logon + 1 + The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session. + + + 12 + B + News + EventCommunication + PreTrade + News + 0 + The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. + + + 13 + C + Email + EventCommunication + PreTrade + Email + 0 + The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. + + + 14 + D + NewOrderSingle + SingleGeneralOrderHandling + Trade + Order + 0 + The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. +The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. + + + 15 + E + NewOrderList + ProgramTrading + Trade + NewOrdList + 0 + The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. + + + 16 + F + OrderCancelRequest + SingleGeneralOrderHandling + Trade + OrdCxlReq + 0 + The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). + + + 17 + G + OrderCancelReplaceRequest + SingleGeneralOrderHandling + Trade + OrdCxlRplcReq + 0 + The order cancel/replace request is used to change the parameters of an existing order. +Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. + + + 18 + H + OrderStatusRequest + SingleGeneralOrderHandling + Trade + OrdStatReq + 0 + The order status request message is used by the institution to generate an order status message back from the broker. + + + 19 + J + AllocationInstruction + Allocation + PostTrade + AllocInstrctn + 0 + The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. + + + 20 + K + ListCancelRequest + ProgramTrading + Trade + ListCxlReq + 0 + The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. + + + 21 + L + ListExecute + ProgramTrading + Trade + ListExct + 0 + The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. + + + 22 + M + ListStatusRequest + ProgramTrading + Trade + ListStatReq + 0 + The list status request message type is used by institutions to instruct the broker to generate status messages for a list. + + + 23 + N + ListStatus + ProgramTrading + Trade + ListStat + 0 + The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. + + + 24 + P + AllocationInstructionAck + Allocation + PostTrade + AllocInstrctnAck + 0 + In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. +The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. + + + 25 + Q + DontKnowTrade + SingleGeneralOrderHandling + Trade + DkTrd + 0 + The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. + + + 26 + R + QuoteRequest + QuotationNegotiation + PreTrade + QuotReq + 0 + In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) + + + 27 + S + Quote + QuotationNegotiation + PreTrade + Quot + 0 + The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. + + + 28 + T + SettlementInstructions + SettlementInstruction + PostTrade + SettlInstrctns + 0 + The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. + + + 29 + V + MarketDataRequest + MarketData + PreTrade + MktDataReq + 0 + Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A Market Data Request is a general request for market data on specific securities or forex quotes. + + + 30 + W + MarketDataSnapshotFullRefresh + MarketData + PreTrade + MktDataFull + 0 + The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. + + + 31 + X + MarketDataIncrementalRefresh + MarketData + PreTrade + MktDataInc + 0 + The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. + + + 32 + Y + MarketDataRequestReject + MarketData + PreTrade + MktDataReqRej + 0 + The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. + + + 33 + Z + QuoteCancel + QuotationNegotiation + PreTrade + QuotCxl + 0 + The Quote Cancel message is used by an originator of quotes to cancel quotes. +The Quote Cancel message supports cancellation of: +• All quotes +• Quotes for a specific symbol or security ID +• All quotes for a security type +• All quotes for an underlying + + + 34 + a + QuoteStatusRequest + QuotationNegotiation + PreTrade + QuotStatReq + 0 + The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: +• For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). +• To subscribe and unsubscribe for Quote Status Report messages for one or more securities. + + + 35 + b + MassQuoteAcknowledgement + QuotationNegotiation + PreTrade + MassQuotAck + 0 + Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. + + + 36 + c + SecurityDefinitionRequest + SecuritiesReferenceData + PreTrade + SecDefReq + 0 + The Security Definition Request message is used for the following: +1. Request a specific Security to be traded with the second party. The request security can be defined as a multileg security made up of one or more instrument legs. +2. Request a set of individual securities for a single market segment. +3. Request all securities, independent of market segment. + + + 37 + d + SecurityDefinition + SecuritiesReferenceData + PreTrade + SecDef + 0 + The Security Definition message is used for the following: +1. Accept the security defined in a Security Definition message. +2. Accept the security defined in a Security Definition message with changes to the definition and/or identity of the security. +3. Reject the security requested in a Security Definition message. +4. Respond to a request for securities within a specified market segment. +5. Convey comprehensive security definition for all market segments that the security participates in. +6. Convey the security's trading rules that differ from default rules for the market segment. + + + 38 + e + SecurityStatusRequest + SecuritiesReferenceData + PreTrade + SecStatReq + 0 + The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. + + + 39 + f + SecurityStatus + SecuritiesReferenceData + PreTrade + SecStat + 0 + The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. + + + 40 + g + TradingSessionStatusRequest + MarketStructureReferenceData + PreTrade + TrdgSesStatReq + 0 + The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. + + + 41 + h + TradingSessionStatus + MarketStructureReferenceData + PreTrade + TrdgSesStat + 0 + The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. + + + 42 + i + MassQuote + QuotationNegotiation + PreTrade + MassQuot + 0 + The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). + + + 43 + j + BusinessMessageReject + BusinessReject + Infrastructure + BizMsgRej + 0 + The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. + + + 44 + k + BidRequest + ProgramTrading + Trade + BidReq + 0 + The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. + In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. + In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. + + + 45 + l + BidResponse + ProgramTrading + Trade + BidRsp + 0 + The Bid Response message can be used in one of two ways depending on which market conventions are being followed. + In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. + In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. + + + 46 + m + ListStrikePrice + ProgramTrading + Trade + ListStrkPx + 0 + The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. + + + 47 + n + XMLnonFIX + Session + Session + XMLnonFIX + 1 + + + + 48 + o + RegistrationInstructions + RegistrationInstruction + PostTrade + RgstInstrctns + 0 + The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. + + + 49 + p + RegistrationInstructionsResponse + RegistrationInstruction + PostTrade + RgstInstrctnsRsp + 0 + The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. + + + 50 + q + OrderMassCancelRequest + OrderMassHandling + Trade + OrdMassCxlReq + 0 + The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). + + + 51 + r + OrderMassCancelReport + OrderMassHandling + Trade + OrdMassCxlRpt + 0 + The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. + + + 52 + s + NewOrderCross + CrossOrders + Trade + NewOrdCrss + 0 + Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. + + + 53 + t + CrossOrderCancelReplaceRequest + CrossOrders + Trade + CrssOrdCxlRplcReq + 0 + Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. + + + 54 + u + CrossOrderCancelRequest + CrossOrders + Trade + CrssOrdCxlReq + 0 + Used to fully cancel the remaining open quantity of a cross order. + + + 55 + v + SecurityTypeRequest + SecuritiesReferenceData + PreTrade + SecTypReq + 0 + The Security Type Request message is used to return a list of security types available from a counterparty or market. + + + 56 + w + SecurityTypes + SecuritiesReferenceData + PreTrade + SecTyps + 0 + The Security Type Request message is used to return a list of security types available from a counterparty or market. + + + 57 + x + SecurityListRequest + SecuritiesReferenceData + PreTrade + SecListReq + 0 + The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request + + + 58 + y + SecurityList + SecuritiesReferenceData + PreTrade + SecList + 0 + The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. + + + 59 + z + DerivativeSecurityListRequest + SecuritiesReferenceData + PreTrade + DerivSecListReq + 0 + The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request + + + 60 + AA + DerivativeSecurityList + SecuritiesReferenceData + PreTrade + DerivSecList + 0 + The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. + + + 61 + AB + NewOrderMultileg + MultilegOrders + Trade + NewOrdMleg + 0 + The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. + + + 62 + AC + MultilegOrderCancelReplace + MultilegOrders + Trade + MlegOrdCxlRplc + 0 + Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. + + + 63 + AD + TradeCaptureReportRequest + TradeCapture + PostTrade + TrdCaptRptReq + 0 + The Trade Capture Report Request can be used to: +• Request one or more trade capture reports based upon selection criteria provided on the trade capture report request +• Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. + + + 64 + AE + TradeCaptureReport + TradeCapture + PostTrade + TrdCaptRpt + 0 + The Trade Capture Report message can be: +• Used to report trades between counterparties. +• Used to report trades to a trade matching system +• Can be sent unsolicited between counterparties. +• Sent as a reply to a Trade Capture Report Request. +• Can be used to report unmatched and matched trades. + + + 65 + AF + OrderMassStatusRequest + OrderMassHandling + Trade + OrdMassStatReq + 0 + The order mass status request message requests the status for orders matching criteria specified within the request. + + + 66 + AG + QuoteRequestReject + QuotationNegotiation + PreTrade + QuotReqRej + 0 + The Quote Request Reject message is used to reject Quote Request messages for all quoting models. + + + 67 + AH + RFQRequest + QuotationNegotiation + PreTrade + RFQReq + 0 + In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments + + + 68 + AI + QuoteStatusReport + QuotationNegotiation + PreTrade + QuotStatRpt + 0 + The quote status report message is used: +• as the response to a Quote Status Request message +• as a response to a Quote Cancel message +• as a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) + + + 69 + AJ + QuoteResponse + QuotationNegotiation + PreTrade + QuotRsp + 0 + The Quote Response message is used to respond to a IOI message or Quote message. It is also used to counter a Quote or end a negotiation dialog. + + + 70 + AK + Confirmation + Confirmation + PostTrade + Cnfm + 0 + The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. + + + 71 + AL + PositionMaintenanceRequest + PositionMaintenance + PostTrade + PosMntReq + 0 + The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. + + + 72 + AM + PositionMaintenanceReport + PositionMaintenance + PostTrade + PosMntRpt + 0 + The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. + + + 73 + AN + RequestForPositions + PositionMaintenance + PostTrade + ReqForPoss + 0 + The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. + + + 74 + AO + RequestForPositionsAck + PositionMaintenance + PostTrade + ReqForPossAck + 0 + The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. + + + 75 + AP + PositionReport + PositionMaintenance + PostTrade + PosRpt + 0 + The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. + + + 76 + AQ + TradeCaptureReportRequestAck + TradeCapture + PostTrade + TrdCaptRptReqAck + 0 + The Trade Capture Request Ack message is used to: +• Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. +• Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. +• Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request +• The Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. + + + 77 + AR + TradeCaptureReportAck + TradeCapture + PostTrade + TrdCaptRptAck + 0 + The Trade Capture Report Ack message can be: +• Used to acknowledge trade capture reports received from a counterparty +• Used to reject a trade capture report received from a counterparty + + + 78 + AS + AllocationReport + Allocation + PostTrade + AllocRpt + 0 + Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. + + + 79 + AT + AllocationReportAck + Allocation + PostTrade + AllocRptAck + 0 + The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. + + + 80 + AU + ConfirmationAck + Confirmation + PostTrade + CnfmAck + 0 + The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. + + + 81 + AV + SettlementInstructionRequest + SettlementInstruction + PostTrade + SettlInstrctnReq + 0 + The Settlement Instruction Request message is used to request standing settlement instructions from another party. + + + 82 + AW + AssignmentReport + PositionMaintenance + PostTrade + AsgnRpt + 0 + Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. + + + 83 + AX + CollateralRequest + CollateralManagement + PostTrade + CollReq + 0 + An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. + + + 84 + AY + CollateralAssignment + CollateralManagement + PostTrade + CollAsgn + 0 + Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. + + + 85 + AZ + CollateralResponse + CollateralManagement + PostTrade + CollRsp + 0 + Used to respond to a Collateral Assignment message. + + + 86 + BA + CollateralReport + CollateralManagement + PostTrade + CollRpt + 0 + Used to report collateral status when responding to a Collateral Inquiry message. + + + 87 + BB + CollateralInquiry + CollateralManagement + PostTrade + CollInq + 0 + Used to inquire for collateral status. + + + 88 + BC + NetworkCounterpartySystemStatusRequest + Network + Infrastructure + NtwkSysStatReq + 0 + This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. + + + 89 + BD + NetworkCounterpartySystemStatusResponse + Network + Infrastructure + NtwkSysStatRsp + 0 + This message is sent in response to a Network (Counterparty System) Status Request Message. + + + 90 + BE + UserRequest + UserManagement + Infrastructure + UserReq + 0 + This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. + + + 91 + BF + UserResponse + UserManagement + Infrastructure + UserRsp + 0 + This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. + + + 92 + BG + CollateralInquiryAck + CollateralManagement + PostTrade + CollInqAck + 0 + Used to respond to a Collateral Inquiry in the following situations: +• When the CollateralInquiry will result in an out of band response (such as a file transfer). +• When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. +• When the Collateral Inquiry is invalid based upon the business rules of the counterparty. + + + 93 + BH + ConfirmationRequest + Confirmation + PostTrade + CnfmReq + 0 + The Confirmation Request message is used to request a Confirmation message. + + + 94 + BO + ContraryIntentionReport + PositionMaintenance + PostTrade + ContIntRpt + 0 + The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. + + + 95 + BP + SecurityDefinitionUpdateReport + SecuritiesReferenceData + PreTrade + SecDefUpd + 0 + This message is used for reporting updates to a Product Security Masterfile. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. + + + 96 + BK + SecurityListUpdateReport + SecuritiesReferenceData + PreTrade + SecListUpd + 0 + The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. + + + 97 + BL + AdjustedPositionReport + PositionMaintenance + PostTrade + AdjPosRep + 0 + Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions + + + 98 + BM + AllocationInstructionAlert + Allocation + PostTrade + AllocInstrAlert + 0 + This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. + + + 99 + BN + ExecutionAcknowledgement + SingleGeneralOrderHandling + Trade + ExecAck + 0 + The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). + + + 100 + BJ + TradingSessionList + MarketStructureReferenceData + PreTrade + TradSessList + 0 + The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. + + + 101 + BI + TradingSessionListRequest + MarketStructureReferenceData + PreTrade + TradSessListReq + 0 + The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. + + + 102 + BQ + SettlementObligationReport + SettlementInstruction + PostTrade + SettlObligation + 0 + The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. + + + 103 + BR + DerivativeSecurityListUpdateReport + SecuritiesReferenceData + PreTrade + DerivSecListUpd + 0 + The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. + + + 104 + BS + TradingSessionListUpdateReport + MarketStructureReferenceData + PreTrade + TrdgSesListUpd + 0 + The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. + + + 105 + BT + MarketDefinitionRequest + MarketStructureReferenceData + PreTrade + MktDefReq + 0 + The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. + + + 106 + BU + MarketDefinition + MarketStructureReferenceData + PreTrade + MktDef + 0 + The Market Definition message is used to respond to Market Definition Request. In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the Market Definition Update Report. + + + 107 + BV + MarketDefinitionUpdateReport + MarketStructureReferenceData + PreTrade + MktDefUpd + 0 + In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the Market Definition message. + + + 113 + CB + UserNotification + UserManagement + Infrastructure + UserNotifctn + 0 + The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. + + + 111 + BZ + OrderMassActionReport + OrderMassHandling + Trade + OrdMassActRpt + 0 + The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. + + + 112 + CA + OrderMassActionRequest + OrderMassHandling + Trade + OrdMassActReq + 0 + The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. + + + 108 + BW + ApplicationMessageRequest + Application + Infrastructure + ApplMsgReq + 0 + This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). + + + 109 + BX + ApplicationMessageRequestAck + Application + Infrastructure + ApplMsgReqAck + 0 + This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. + + + 110 + BY + ApplicationMessageReport + Application + Infrastructure + ApplMsgRpt + 0 + This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. + + + 114 + CC + StreamAssignmentRequest + MarketData + PreTrade + StrmAsgnReq + 0 + In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. + + + 115 + CD + StreamAssignmentReport + MarketData + PreTrade + StrmAsgnRpt + 0 + he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. + + + 116 + CE + StreamAssignmentReportACK + MarketData + PreTrade + StrmAsgnRptACK + 0 + This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. + + \ No newline at end of file diff --git a/static/xml/MsgContents.xml b/static/xml/MsgContents.xml new file mode 100644 index 00000000..769c5e7c --- /dev/null +++ b/static/xml/MsgContents.xml @@ -0,0 +1,38093 @@ + + + 1 + StandardHeader + 0 + 1 + 1 + MsgType = 0 + + + 1 + 112 + 0 + 2 + 0 + Required when the heartbeat is the result of a Test Request message. + + + 1 + StandardTrailer + 0 + 3 + 1 + + + 2 + StandardHeader + 0 + 1 + 1 + MsgType = 1 + + + 2 + 112 + 0 + 2 + 1 + + + 2 + StandardTrailer + 0 + 3 + 1 + + + 3 + StandardHeader + 0 + 1 + 1 + MsgType = 2 + + + 3 + 7 + 0 + 2 + 1 + + + 3 + 16 + 0 + 3 + 1 + + + 3 + StandardTrailer + 0 + 4 + 1 + + + 4 + StandardHeader + 0 + 1 + 1 + MsgType = 3 + + + 4 + 45 + 0 + 2 + 1 + MsgSeqNum of rejected message + + + 4 + 371 + 0 + 3 + 0 + The tag number of the FIX field being referenced. + + + 4 + 372 + 0 + 4 + 0 + The MsgType of the FIX message being referenced. + + + 4 + 1130 + 0 + 4.1 + 0 + Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. + + + 4 + 1406 + 0 + 4.2 + 0 + Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. + + + 4 + 1131 + 0 + 4.3 + 0 + Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. + + + 4 + 373 + 0 + 5 + 0 + Code to identify reason for a session-level Reject message. + + + 4 + 58 + 0 + 6 + 0 + Where possible, message to explain reason for rejection + + + 4 + 354 + 0 + 7 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 4 + 355 + 0 + 8 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 4 + StandardTrailer + 0 + 9 + 1 + + + 5 + StandardHeader + 0 + 1 + 1 + MsgType = 4 + + + 5 + 123 + 0 + 2 + 0 + + + 5 + 36 + 0 + 3 + 1 + + + 5 + StandardTrailer + 0 + 4 + 1 + + + 6 + StandardHeader + 0 + 1 + 1 + MsgType = 5 + + + 6 + 1409 + 0 + 1.01 + 0 + Session status at time of logout. + + + 6 + 58 + 0 + 2 + 0 + + + 6 + 354 + 0 + 3 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 6 + 355 + 0 + 4 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 6 + StandardTrailer + 0 + 5 + 1 + + + 7 + StandardHeader + 0 + 1 + 1 + MsgType = 6 + + + 7 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 7 + 23 + 0 + 2 + 1 + + + 7 + 28 + 0 + 3 + 1 + + + 7 + 26 + 0 + 4 + 0 + Required for Cancel and Replace IOITransType messages + + + 7 + Instrument + 0 + 5 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 7 + Parties + 0 + 5.1 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". + + + 7 + FinancingDetails + 0 + 6 + 0 + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" + + + 7 + UndInstrmtGrp + 0 + 7 + 0 + Number of underlyings + + + 7 + 54 + 0 + 9 + 1 + Side of Indication +Valid subset of values: +1 = Buy +2 = Sell +7 = Undisclosed +B = As Defined (for multilegs) +C = Opposite (for multilegs) + + + + 7 + 854 + 0 + 10 + 0 + + + 7 + OrderQtyData + 0 + 11 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" +The value zero is used if NoLegs repeating group is used +Applicable if needed to express CashOrder Qty (tag 152) + + + 7 + 27 + 0 + 12 + 1 + The value zero is used if NoLegs repeating group is used + + + 7 + 15 + 0 + 13 + 0 + + + 7 + Stipulations + 0 + 14 + 0 + Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages" + + + 7 + InstrmtLegIOIGrp + 0 + 15 + 0 + Required for multileg IOIs + + + 7 + 423 + 0 + 19 + 0 + + + 7 + 44 + 0 + 20 + 0 + + + 7 + 62 + 0 + 21 + 0 + + + 7 + 25 + 0 + 22 + 0 + + + 7 + 130 + 0 + 23 + 0 + + + 7 + IOIQualGrp + 0 + 24 + 0 + Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. + + + 7 + 58 + 0 + 26 + 0 + + + 7 + 354 + 0 + 27 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 7 + 355 + 0 + 28 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 7 + 60 + 0 + 29 + 0 + + + 7 + 149 + 0 + 30 + 0 + A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) + + + 7 + RoutingGrp + 0 + 31 + 0 + Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. + + + 7 + SpreadOrBenchmarkCurveData + 0 + 34 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" + + + 7 + YieldData + 0 + 35 + 0 + + + 7 + StandardTrailer + 0 + 36 + 1 + + + 8 + StandardHeader + 0 + 1 + 1 + MsgType = 7 + + + 8 + 2 + 0 + 2 + 1 + + + 8 + 5 + 0 + 3 + 1 + + + 8 + 3 + 0 + 4 + 0 + Required for Cancel and Replace AdvTransType messages + + + 8 + Instrument + 0 + 5 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 8 + InstrmtLegGrp + 0 + 6 + 0 + Number of legs +Identifies a Multi-leg Execution if present and non-zero. + + + 8 + UndInstrmtGrp + 0 + 8 + 0 + Number of underlyings + + + 8 + 4 + 0 + 10 + 1 + + + 8 + 53 + 0 + 11 + 1 + + + 8 + 854 + 0 + 12 + 0 + + + 8 + 44 + 0 + 13 + 0 + + + 8 + 15 + 0 + 14 + 0 + + + 8 + 75 + 0 + 15 + 0 + + + 8 + 60 + 0 + 16 + 0 + + + 8 + 58 + 0 + 17 + 0 + + + 8 + 354 + 0 + 18 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 8 + 355 + 0 + 19 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 8 + 149 + 0 + 20 + 0 + A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) + + + 8 + 30 + 0 + 21 + 0 + + + 8 + 336 + 0 + 22 + 0 + + + 8 + 625 + 0 + 23 + 0 + + + 8 + StandardTrailer + 0 + 24 + 1 + + + 9 + StandardHeader + 0 + 1 + 1 + MsgType = 8 + + + 9 + ApplicationSequenceControl + 0 + 1.1 + 0 + For use in drop copy applications. NOT FOR USE in transactional applications. + + + 9 + 37 + 0 + 2 + 1 + OrderID is required to be unique for each chain of orders. + + + 9 + 198 + 0 + 3 + 0 + Can be used to provide order id used by exchange or executing system. + + + 9 + 526 + 0 + 4 + 0 + In the case of quotes can be mapped to: +- QuoteID(117) of a single Quote +- QuoteEntryID(299) of a Mass Quote. + + + 9 + 527 + 0 + 5 + 0 + + + 9 + 11 + 0 + 6 + 0 + Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). +In the case of quotes can be mapped to: +- QuoteMsgID(1166) of a single Quote +- QuoteID(117) of a Mass Quote. + + + 9 + 41 + 0 + 7 + 0 + Conditionally required for response to a Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. + + + 9 + 583 + 0 + 8 + 0 + + + 9 + 693 + 0 + 9 + 0 + Required if responding to a QuoteResponse message. Echo back the Initiator's value specified in the message. + + + 9 + 790 + 0 + 10 + 0 + Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester. + + + 9 + 584 + 0 + 11 + 0 + Required if responding to a Order Mass Status Request. Echo back the value provided by the requester. + + + 9 + 961 + 0 + 11.1 + 0 + Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs + + + 9 + 911 + 0 + 12 + 0 + Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned. + + + 9 + 912 + 0 + 13 + 0 + Can be used when responding to an Order Mass Status Request to indicate that this is the last Execution Reports which will be returned as a result of the request. + + + 9 + Parties + 0 + 14 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 9 + 229 + 0 + 15 + 0 + + + 9 + ContraGrp + 0 + 16 + 0 + Number of ContraBrokers repeating group instances. + + + 9 + 66 + 0 + 22 + 0 + Required for executions against orders which were submitted as part of a list. + + + 9 + 548 + 0 + 23 + 0 + CrossID for the replacement order + + + 9 + 551 + 0 + 24 + 0 + Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. + + + 9 + 549 + 0 + 25 + 0 + + + 9 + 880 + 0 + 25.1 + 0 + + + 9 + 17 + 0 + 26 + 1 + Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)). + + + 9 + 19 + 0 + 27 + 0 + Required for Trade Cancel and Trade Correct ExecType messages + + + 9 + 150 + 0 + 28 + 1 + Describes the purpose of the execution report. + + + 9 + 39 + 0 + 29 + 1 + Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx + + + 9 + 636 + 0 + 30 + 0 + For optional use with OrdStatus = 0 (New) + + + 9 + 103 + 0 + 31 + 0 + For optional use with ExecType = 8 (Rejected) + + + 9 + 378 + 0 + 32 + 0 + Required for ExecType = D (Restated). + + + 9 + 1 + 0 + 33 + 0 + Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary + + + 9 + 660 + 0 + 34 + 0 + + + 9 + 581 + 0 + 35 + 0 + Specifies type of account + + + 9 + 589 + 0 + 36 + 0 + + + 9 + 590 + 0 + 37 + 0 + + + 9 + 591 + 0 + 38 + 0 + + + 9 + 70 + 0 + 38.1 + 0 + + + 9 + PreAllocGrp + 0 + 38.2 + 0 + Pre-trade allocation instructions. + + + 9 + 63 + 0 + 39 + 0 + + + 9 + 64 + 0 + 40 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. +Required for NDFs to specify the "value date". + + + 9 + 574 + 0 + 40.1 + 0 + + + 9 + 1115 + 0 + 40.2 + 0 + + + 9 + 544 + 0 + 41 + 0 + + + 9 + 635 + 0 + 42 + 0 + + + 9 + Instrument + 0 + 43 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 9 + FinancingDetails + 0 + 44 + 0 + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" + + + 9 + UndInstrmtGrp + 0 + 45 + 0 + Number of underlyings + + + 9 + 54 + 0 + 47 + 1 + + + 9 + Stipulations + 0 + 48 + 0 + Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" + + + 9 + 854 + 0 + 49 + 0 + + + 9 + OrderQtyData + 0 + 50 + 0 + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" +**IMPORTANT NOTE: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder. ** + + + 9 + 1093 + 0 + 50.1 + 0 + + + 9 + 40 + 0 + 51 + 0 + + + 9 + 423 + 0 + 52 + 0 + + + 9 + 44 + 0 + 53 + 0 + Required if specified on the order + + + 9 + 1092 + 0 + 53.1 + 0 + + + 9 + 99 + 0 + 54 + 0 + Required if specified on the order + + + 9 + TriggeringInstruction + 0 + 54.1 + 0 + Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" + + + 9 + PegInstructions + 0 + 55 + 0 + Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" + + + 9 + DiscretionInstructions + 0 + 56 + 0 + Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" + + + 9 + 839 + 0 + 57 + 0 + The current price the order is pegged at + + + 9 + 1095 + 0 + 57.1 + 0 + The reference price of a pegged order. + + + 9 + 845 + 0 + 58 + 0 + The current discretionary price of the order + + + 9 + 847 + 0 + 59 + 0 + The target strategy of the order + + + 9 + StrategyParametersGrp + 0 + 59.1 + 0 + Strategy parameter block + + + 9 + 848 + 0 + 60 + 0 + For further specification of the TargetStrategy + + + 9 + 849 + 0 + 61 + 0 + Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. +For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) + + + 9 + 850 + 0 + 62 + 0 + For communication of the performance of the order versus the target strategy + + + 9 + 15 + 0 + 63 + 0 + + + 9 + 376 + 0 + 64 + 0 + + + 9 + 377 + 0 + 65 + 0 + + + 9 + 59 + 0 + 66 + 0 + Absence of this field indicates Day order + + + 9 + 168 + 0 + 67 + 0 + Time specified on the order at which the order should be considered valid + + + 9 + 432 + 0 + 68 + 0 + Conditionally required if TimeInForce = GTD and ExpireTime is not specified. + + + 9 + 126 + 0 + 69 + 0 + Conditionally required if TimeInForce = GTD and ExpireDate is not specified. + + + 9 + 18 + 0 + 70 + 0 + Can contain multiple instructions, space delimited. + + + 9 + 1057 + 0 + 70.1 + 0 + + + 9 + 528 + 0 + 71 + 0 + + + 9 + 529 + 0 + 72 + 0 + + + 9 + 1091 + 0 + 72.1 + 0 + + + 9 + 582 + 0 + 73 + 0 + + + 9 + 32 + 0 + 74 + 0 + Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType = Trade or Trade Correct. +If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for. + + + 9 + 1056 + 0 + 74.1 + 0 + Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType = Trade or Trade Correct and is an FX trade. + + + 9 + 1071 + 0 + 74.2 + 0 + Optionally used when ExecType = Trade or Trade Correct and is a FX Swap trade. Used to express the swap points for the swap trade event. + + + 9 + 652 + 0 + 75 + 0 + + + 9 + 31 + 0 + 76 + 0 + Price of this (last) fill. Required if ExecType = Trade or Trade Correct. +Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). +If ExecType=Stopped, represents the price stopped/guaranteed/protected at. +Not required for FX Swap when ExecType = Trade or Trade Correct as there is no "all-in" rate that applies to both legs of the FX Swap. + + + 9 + 651 + 0 + 77 + 0 + + + 9 + 669 + 0 + 78 + 0 + Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. + + + 9 + 194 + 0 + 79 + 0 + Applicable for F/X orders + + + 9 + 195 + 0 + 80 + 0 + Applicable for F/X orders + + + 9 + 30 + 0 + 81 + 0 + If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed. + + + 9 + 336 + 0 + 82 + 0 + + + 9 + 625 + 0 + 83 + 0 + + + 9 + 943 + 0 + 84 + 0 + + + 9 + 29 + 0 + 85 + 0 + + + 9 + 151 + 0 + 86 + 1 + Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty. + + + 9 + 14 + 0 + 87 + 1 + Currently executed quantity for chain of orders. + + + 9 + 6 + 0 + 88 + 0 + Not required for markets where average price is not calculated by the market. +Conditionally required otherwise. + + + 9 + 424 + 0 + 89 + 0 + For GT orders on days following the day of the first trade. + + + 9 + 425 + 0 + 90 + 0 + For GT orders on days following the day of the first trade. + + + 9 + 426 + 0 + 91 + 0 + For GT orders on days following the day of the first trade. + + + 9 + 1361 + 0 + 91.1 + 0 + Used to support fragmentation. Sum of NoFills across all messages with the same ExecID. + + + 9 + 893 + 0 + 91.2 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 9 + FillsGrp + 0 + 91.3 + 0 + Specifies the partial fills included in this Execution Report + + + 9 + 427 + 0 + 92 + 0 + States whether executions are booked out or accumulated on a partially filled GT order + + + 9 + 75 + 0 + 93 + 0 + Used when reporting other than current day trades. + + + 9 + 60 + 0 + 94 + 0 + Time the transaction represented by this ExecutionReport occurred + + + 9 + 113 + 0 + 95 + 0 + + + 9 + CommissionData + 0 + 96 + 0 + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" +Note: On a fill/partial fill messages, it represents value for that fill/partial fill. On ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field. + + + 9 + SpreadOrBenchmarkCurveData + 0 + 97 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" + + + 9 + YieldData + 0 + 98 + 0 + Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" + + + 9 + 381 + 0 + 99 + 0 + + + 9 + 157 + 0 + 100 + 0 + + + 9 + 230 + 0 + 101 + 0 + + + 9 + 158 + 0 + 102 + 0 + + + 9 + 159 + 0 + 103 + 0 + + + 9 + 738 + 0 + 104 + 0 + For fixed income products which pay lump-sum interest at maturity. + + + 9 + 920 + 0 + 105 + 0 + For repurchase agreements the accrued interest on termination. + + + 9 + 921 + 0 + 106 + 0 + For repurchase agreements the start (dirty) cash consideration + + + 9 + 922 + 0 + 107 + 0 + For repurchase agreements the end (dirty) cash consideration + + + 9 + 258 + 0 + 108 + 0 + + + 9 + 259 + 0 + 109 + 0 + + + 9 + 260 + 0 + 110 + 0 + + + 9 + 238 + 0 + 111 + 0 + + + 9 + 237 + 0 + 112 + 0 + + + 9 + 118 + 0 + 113 + 0 + Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field. + + + 9 + 119 + 0 + 114 + 0 + Used to report results of forex accommodation trade + + + 9 + 120 + 0 + 115 + 0 + Used to report results of forex accomodation trade. +Required for NDFs. + + + 9 + 155 + 0 + 116 + 0 + Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency + + + 9 + 156 + 0 + 117 + 0 + Specifies whether the SettlCurrFxRate should be multiplied or divided + + + 9 + 21 + 0 + 118 + 0 + + + 9 + 110 + 0 + 119 + 0 + + + 9 + 1089 + 0 + 119.1 + 0 + + + 9 + 1090 + 0 + 119.2 + 0 + + + 9 + DisplayInstruction + 0 + 119.3 + 0 + Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" + + + 9 + 111 + 0 + 120 + 0 + + + 9 + 77 + 0 + 121 + 0 + For use in derivatives omnibus accounting + + + 9 + 210 + 0 + 122 + 0 + + + 9 + 775 + 0 + 123 + 0 + Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. + + + 9 + 58 + 0 + 124 + 0 + + + 9 + 354 + 0 + 125 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 9 + 355 + 0 + 126 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 9 + 193 + 0 + 127 + 0 + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. + + + 9 + 192 + 0 + 128 + 0 + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. + + + 9 + 641 + 0 + 129 + 0 + Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. + + + 9 + 442 + 0 + 130 + 0 + Default is a single security if not specified. + + + 9 + 480 + 0 + 131 + 0 + For CIV - Optional + + + 9 + 481 + 0 + 132 + 0 + + + 9 + 513 + 0 + 133 + 0 + Reference to Registration Instructions message for this Order. + + + 9 + 494 + 0 + 134 + 0 + Supplementary registration information for this Order + + + 9 + 483 + 0 + 135 + 0 + For CIV - Optional + + + 9 + 515 + 0 + 136 + 0 + For CIV - Optional + + + 9 + 484 + 0 + 137 + 0 + For CIV - Optional + + + 9 + 485 + 0 + 138 + 0 + For CIV - Optional + + + 9 + 638 + 0 + 139 + 0 + + + 9 + 639 + 0 + 140 + 0 + + + 9 + 851 + 0 + 141 + 0 + Applicable only on OrdStatus of Partial or Filled. + + + 9 + ContAmtGrp + 0 + 142 + 0 + Number of contract details in this message (number of repeating groups to follow) + + + 9 + InstrmtLegExecGrp + 0 + 146 + 0 + Number of legs +Identifies a Multi-leg Execution if present and non-zero. + + + 9 + 797 + 0 + 159 + 0 + + + 9 + MiscFeesGrp + 0 + 160 + 0 + Required if any miscellaneous fees are reported. + + + 9 + 1380 + 0 + 160.001 + 0 + + + 9 + 1028 + 0 + 160.1 + 0 + + + 9 + 1029 + 0 + 160.2 + 0 + + + 9 + 1030 + 0 + 160.3 + 0 + + + 9 + 1031 + 0 + 160.4 + 0 + + + 9 + 1032 + 0 + 160.5 + 0 + + + 9 + TrdRegTimestamps + 0 + 160.6 + 0 + + + 9 + 1188 + 0 + 161.1 + 0 + + + 9 + 1189 + 0 + 161.2 + 0 + + + 9 + 1190 + 0 + 161.3 + 0 + + + 9 + 811 + 0 + 161.4 + 0 + + + 9 + StandardTrailer + 0 + 165 + 1 + + + 10 + StandardHeader + 0 + 1 + 1 + MsgType = 9 + + + 10 + 37 + 0 + 2 + 1 + If CxlRejReason="Unknown order", specify "NONE". + + + 10 + 198 + 0 + 3 + 0 + Can be used to provide order id used by exchange or executing system. + + + 10 + 526 + 0 + 4 + 0 + + + 10 + 11 + 0 + 5 + 1 + Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order. + + + 10 + 583 + 0 + 6 + 0 + + + 10 + 41 + 0 + 7 + 0 + ClOrdID(11) which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. +Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. + + + 10 + 39 + 0 + 8 + 1 + OrdStatus value after this cancel reject is applied. +If CxlRejReason = "Unknown Order", specify Rejected. + + + 10 + 636 + 0 + 9 + 0 + For optional use with OrdStatus = 0 (New) + + + 10 + 586 + 0 + 10 + 0 + + + 10 + 66 + 0 + 11 + 0 + Required for rejects against orders which were submitted as part of a list. + + + 10 + 1 + 0 + 12 + 0 + + + 10 + 660 + 0 + 13 + 0 + + + 10 + 581 + 0 + 14 + 0 + + + 10 + 229 + 0 + 15 + 0 + + + 10 + 75 + 0 + 16 + 0 + + + 10 + 60 + 0 + 17 + 0 + + + 10 + 434 + 0 + 18 + 1 + + + 10 + 102 + 0 + 19 + 0 + + + 10 + 58 + 0 + 20 + 0 + + + 10 + 354 + 0 + 21 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 10 + 355 + 0 + 22 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 10 + StandardTrailer + 0 + 23 + 1 + + + 11 + StandardHeader + 0 + 1 + 1 + MsgType = A + + + 11 + 98 + 0 + 2 + 1 + (Always unencrypted) + + + 11 + 108 + 0 + 3 + 1 + Note same value used by both sides + + + 11 + 95 + 0 + 4 + 0 + Required for some authentication methods + + + 11 + 96 + 0 + 5 + 0 + Required for some authentication methods + + + 11 + 141 + 0 + 6 + 0 + Indicates both sides of a FIX session should reset sequence numbers + + + 11 + 789 + 0 + 7 + 0 + Optional, alternative via counterparty bi-lateral agreement message gap detection and recovery approach (see "Logon Message NextExpectedMsgSeqNum Processing" section) + + + 11 + 383 + 0 + 8 + 0 + Can be used to specify the maximum number of bytes supported for messages received + + + 11 + MsgTypeGrp + 0 + 8.1 + 0 + + + 11 + 464 + 0 + 12 + 0 + Can be used to specify that this FIX session will be sending and receiving "test" vs. "production" messages. + + + 11 + 553 + 0 + 13 + 0 + + + 11 + 554 + 0 + 14 + 0 + Note: minimal security exists without transport-level encryption. + + + 11 + 925 + 0 + 15 + 0 + Specifies a new password for the FIX Logon. The new password is used for subsequent logons. + + + 11 + 1400 + 0 + 16 + 0 + + + 11 + 1401 + 0 + 17 + 0 + + + 11 + 1402 + 0 + 18 + 0 + + + 11 + 1403 + 0 + 19 + 0 + + + 11 + 1404 + 0 + 20 + 0 + Encrypted new password- encrypted via the method specified in the field EncryptedPasswordMethod(1400) + + + 11 + 1409 + 0 + 21 + 0 + Session status at time of logon. Field is intended to be used when the logon is sent as an acknowledgement from acceptor of the FIX session. + + + 11 + 1137 + 0 + 30 + 1 + The default version of FIX messages used in this session. + + + 11 + 1407 + 0 + 31 + 0 + The default extension pack for FIX messages used in this session + + + 11 + 1408 + 0 + 32 + 0 + The default custom application version (dictionary) for FIX messages used in this session + + + 11 + 58 + 0 + 50 + 0 + Available to provide a response to logon when used as a logon acknowledgement from acceptor back to the logon initiator. + + + 11 + 354 + 0 + 51 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 11 + 355 + 0 + 52 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 11 + StandardTrailer + 0 + 100 + 1 + + + 12 + StandardHeader + 0 + 1 + 1 + MsgType = B + + + 12 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 12 + 42 + 0 + 2 + 0 + + + 12 + 61 + 0 + 3 + 0 + + + 12 + 148 + 0 + 4 + 1 + Specifies the headline text + + + 12 + 358 + 0 + 5 + 0 + Must be set if EncodedHeadline field is specified and must immediately precede it. + + + 12 + 359 + 0 + 6 + 0 + Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. + + + 12 + RoutingGrp + 0 + 7 + 0 + Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. + + + 12 + InstrmtGrp + 0 + 10 + 0 + Specifies the number of repeating symbols (instruments) specified + + + 12 + InstrmtLegGrp + 0 + 12 + 0 + Number of legs +Identifies a Multi-leg Execution if present and non-zero. + + + 12 + UndInstrmtGrp + 0 + 14 + 0 + Number of underlyings + + + 12 + LinesOfTextGrp + 0 + 16 + 1 + Specifies the number of repeating lines of text specified + + + 12 + 149 + 0 + 20 + 0 + A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) + + + 12 + 95 + 0 + 21 + 0 + + + 12 + 96 + 0 + 22 + 0 + + + 12 + StandardTrailer + 0 + 23 + 1 + + + 13 + StandardHeader + 0 + 1 + 1 + MsgType = C + + + 13 + 164 + 0 + 2 + 1 + Unique identifier for the email message thread + + + 13 + 94 + 0 + 3 + 1 + + + 13 + 42 + 0 + 4 + 0 + + + 13 + 147 + 0 + 5 + 1 + Specifies the Subject text + + + 13 + 356 + 0 + 6 + 0 + Must be set if EncodedSubject field is specified and must immediately precede it. + + + 13 + 357 + 0 + 7 + 0 + Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. + + + 13 + RoutingGrp + 0 + 11 + 0 + Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. + + + 13 + InstrmtGrp + 0 + 14 + 0 + Specifies the number of repeating symbols (instruments) specified + + + 13 + UndInstrmtGrp + 0 + 16 + 0 + Number of underlyings + + + 13 + InstrmtLegGrp + 0 + 18 + 0 + Number of legs +Identifies a Multi-leg Execution if present and non-zero. + + + 13 + 37 + 0 + 20 + 0 + + + 13 + 11 + 0 + 21 + 0 + + + 13 + LinesOfTextGrp + 0 + 22 + 1 + Specifies the number of repeating lines of text specified + + + 13 + 95 + 0 + 26 + 0 + + + 13 + 96 + 0 + 27 + 0 + + + 13 + StandardTrailer + 0 + 28 + 1 + + + 14 + StandardHeader + 0 + 1 + 1 + MsgType = D + + + 14 + 11 + 0 + 2 + 1 + Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. + + + 14 + 526 + 0 + 3 + 0 + + + 14 + 583 + 0 + 4 + 0 + + + 14 + Parties + 0 + 5 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 14 + 229 + 0 + 6 + 0 + + + 14 + 75 + 0 + 7 + 0 + + + 14 + 1 + 0 + 8 + 0 + + + 14 + 660 + 0 + 9 + 0 + + + 14 + 581 + 0 + 10 + 0 + Type of account associated with the order (Origin) + + + 14 + 589 + 0 + 11 + 0 + + + 14 + 590 + 0 + 12 + 0 + + + 14 + 591 + 0 + 13 + 0 + + + 14 + 70 + 0 + 14 + 0 + Used to assign an overall allocation id to the block of preallocations + + + 14 + PreAllocGrp + 0 + 15 + 0 + Number of repeating groups for pre-trade allocation + + + 14 + 63 + 0 + 22 + 0 + For NDFs either SettlType or SettlDate should be specified. + + + 14 + 64 + 0 + 23 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. +For NDFs either SettlType or SettlDate should be specified. + + + 14 + 544 + 0 + 24 + 0 + + + 14 + 635 + 0 + 25 + 0 + + + 14 + 21 + 0 + 26 + 0 + + + 14 + 18 + 0 + 27 + 0 + Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified. + + + 14 + 110 + 0 + 28 + 0 + + + 14 + 1089 + 0 + 28.1 + 0 + + + 14 + 1090 + 0 + 28.2 + 0 + + + 14 + DisplayInstruction + 0 + 28.3 + 0 + + + 14 + 111 + 0 + 29 + 0 + + + 14 + 100 + 0 + 30 + 0 + + + 14 + 1133 + 0 + 30.1 + 0 + + + 14 + TrdgSesGrp + 0 + 31 + 0 + Specifies the number of repeating TradingSessionIDs + + + 14 + 81 + 0 + 34 + 0 + Used to identify soft trades at order entry. + + + 14 + Instrument + 0 + 35 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 14 + FinancingDetails + 0 + 36 + 0 + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" + + + 14 + UndInstrmtGrp + 0 + 37 + 0 + Number of underlyings + + + 14 + 140 + 0 + 39 + 0 + Useful for verifying security identification + + + 14 + 54 + 0 + 40 + 1 + + + 14 + 114 + 0 + 41 + 0 + Required for short sell orders + + + 14 + 60 + 0 + 42 + 1 + Time this order request was initiated/released by the trader, trading system, or intermediary. + + + 14 + Stipulations + 0 + 43 + 0 + Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" + + + 14 + 854 + 0 + 44 + 0 + + + 14 + OrderQtyData + 0 + 45 + 1 + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" + + + 14 + 40 + 0 + 46 + 1 + + + 14 + 423 + 0 + 47 + 0 + + + 14 + 44 + 0 + 48 + 0 + Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. + + + 14 + 1092 + 0 + 48.1 + 0 + + + 14 + 99 + 0 + 49 + 0 + Required for OrdType = "Stop" or OrdType = "Stop limit". + + + 14 + TriggeringInstruction + 0 + 49.1 + 0 + Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" + + + 14 + SpreadOrBenchmarkCurveData + 0 + 50 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" + + + 14 + YieldData + 0 + 51 + 0 + Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" + + + 14 + 15 + 0 + 52 + 0 + + + 14 + 376 + 0 + 53 + 0 + + + 14 + 377 + 0 + 54 + 0 + + + 14 + 23 + 0 + 55 + 0 + Required for Previously Indicated Orders (OrdType=E) + + + 14 + 117 + 0 + 56 + 0 + Required for Previously Quoted Orders (OrdType=D) + + + 14 + 59 + 0 + 57 + 0 + Absence of this field indicates Day order + + + 14 + 168 + 0 + 58 + 0 + Can specify the time at which the order should be considered valid + + + 14 + 432 + 0 + 59 + 0 + Conditionally required if TimeInForce = GTD and ExpireTime is not specified. + + + 14 + 126 + 0 + 60 + 0 + Conditionally required if TimeInForce = GTD and ExpireDate is not specified. + + + 14 + 427 + 0 + 61 + 0 + States whether executions are booked out or accumulated on a partially filled GT order + + + 14 + CommissionData + 0 + 62 + 0 + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" + + + 14 + 528 + 0 + 63 + 0 + + + 14 + 529 + 0 + 64 + 0 + + + 14 + 1091 + 0 + 64.1 + 0 + + + 14 + 582 + 0 + 65 + 0 + + + 14 + 121 + 0 + 66 + 0 + Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. + + + 14 + 120 + 0 + 67 + 0 + Required if ForexReq=Y. +Required for NDFs. + + + 14 + 775 + 0 + 68 + 0 + Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. + + + 14 + 58 + 0 + 69 + 0 + + + 14 + 354 + 0 + 70 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 14 + 355 + 0 + 71 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 14 + 193 + 0 + 72 + 0 + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. + + + 14 + 192 + 0 + 73 + 0 + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. + + + 14 + 640 + 0 + 74 + 0 + Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). + + + 14 + 77 + 0 + 75 + 0 + For use in derivatives omnibus accounting + + + 14 + 203 + 0 + 76 + 0 + For use with derivatives, such as options + + + 14 + 210 + 0 + 77 + 0 + + + 14 + PegInstructions + 0 + 78 + 0 + Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" + + + 14 + DiscretionInstructions + 0 + 79 + 0 + Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" + + + 14 + 847 + 0 + 80 + 0 + The target strategy of the order + + + 14 + StrategyParametersGrp + 0 + 80.1 + 0 + Strategy parameter block + + + 14 + 848 + 0 + 81 + 0 + For further specification of the TargetStrategy + + + 14 + 849 + 0 + 82 + 0 + Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. +For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) + + + 14 + 480 + 0 + 83 + 0 + For CIV - Optional + + + 14 + 481 + 0 + 84 + 0 + + + 14 + 513 + 0 + 85 + 0 + Reference to Registration Instructions message for this Order. + + + 14 + 494 + 0 + 86 + 0 + Supplementary registration information for this Order + + + 14 + 1028 + 0 + 86.1 + 0 + + + 14 + 1029 + 0 + 86.2 + 0 + + + 14 + 1030 + 0 + 86.3 + 0 + + + 14 + 1031 + 0 + 86.4 + 0 + + + 14 + 1032 + 0 + 86.5 + 0 + + + 14 + TrdRegTimestamps + 0 + 86.6 + 0 + + + 14 + 1080 + 0 + 86.61 + 0 + Required for counter-order selection / Hit / Take Orders. (OrdType = Q) + + + 14 + 1081 + 0 + 86.62 + 0 + Conditionally required if RefOrderID is specified. + + + 14 + StandardTrailer + 0 + 87 + 1 + + + 15 + StandardHeader + 0 + 1 + 1 + MsgType = E + + + 15 + 66 + 0 + 2 + 1 + Must be unique, by customer, for the day + + + 15 + 390 + 0 + 3 + 0 + Should refer to an earlier program if bidding took place. + + + 15 + 391 + 0 + 4 + 0 + + + 15 + 414 + 0 + 5 + 0 + + + 15 + 394 + 0 + 6 + 1 + e.g. Non Disclosed Model, Disclosed Model, No Bidding Process + + + 15 + 415 + 0 + 7 + 0 + + + 15 + 480 + 0 + 8 + 0 + For CIV - Optional + + + 15 + 481 + 0 + 9 + 0 + + + 15 + 513 + 0 + 10 + 0 + Reference to Registration Instructions message applicable to all Orders in this List. + + + 15 + 433 + 0 + 11 + 0 + Controls when execution should begin For CIV Orders indicates order of execution.. + + + 15 + 69 + 0 + 12 + 0 + Free-form text. + + + 15 + 1385 + 0 + 12.1 + 0 + Used for contingency orders. + + + 15 + 352 + 0 + 13 + 0 + Must be set if EncodedListExecInst field is specified and must immediately precede it. + + + 15 + 353 + 0 + 14 + 0 + Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. + + + 15 + 765 + 0 + 15 + 0 + The maximum percentage that execution of one side of a program trade can exceed execution of the other. + + + 15 + 766 + 0 + 16 + 0 + The maximum amount that execution of one side of a program trade can exceed execution of the other. + + + 15 + 767 + 0 + 17 + 0 + The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used. + + + 15 + 68 + 0 + 18 + 1 + Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. + + + 15 + 893 + 0 + 19 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 15 + RootParties + 0 + 19.1 + 0 + Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual orders. + + + 15 + ListOrdGrp + 0 + 20 + 1 + Number of orders in this message (number of repeating groups to follow) + + + 15 + StandardTrailer + 0 + 105 + 1 + + + 16 + StandardHeader + 0 + 1 + 1 + MsgType = F + + + 16 + 41 + 0 + 2 + 0 + ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. +Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID + + + 16 + 37 + 0 + 3 + 0 + Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). + + + 16 + 11 + 0 + 4 + 1 + Unique ID of cancel request as assigned by the institution. + + + 16 + 526 + 0 + 5 + 0 + + + 16 + 583 + 0 + 6 + 0 + + + 16 + 66 + 0 + 7 + 0 + Required for List Orders + + + 16 + 586 + 0 + 8 + 0 + + + 16 + 1 + 0 + 9 + 0 + + + 16 + 660 + 0 + 10 + 0 + + + 16 + 581 + 0 + 11 + 0 + + + 16 + Parties + 0 + 12 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 16 + Instrument + 0 + 13 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 16 + FinancingDetails + 0 + 14 + 0 + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" +Must match original order + + + 16 + UndInstrmtGrp + 0 + 15 + 0 + Number of underlyings + + + 16 + 54 + 0 + 17 + 1 + + + 16 + 60 + 0 + 18 + 1 + Time this order request was initiated/released by the trader or trading system. + + + 16 + OrderQtyData + 0 + 19 + 1 + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" +Note: OrderQty = CumQty + LeavesQty (see exceptions above) + + + 16 + 376 + 0 + 20 + 0 + + + 16 + 58 + 0 + 21 + 0 + + + 16 + 354 + 0 + 22 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 16 + 355 + 0 + 23 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 16 + StandardTrailer + 0 + 24 + 1 + + + 17 + StandardHeader + 0 + 1 + 1 + MsgType = G + + + 17 + 37 + 0 + 2 + 0 + Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). + + + 17 + Parties + 0 + 3 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 17 + 229 + 0 + 4 + 0 + + + 17 + 75 + 0 + 5 + 0 + + + 17 + 41 + 0 + 6 + 0 + ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. +Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID + + + 17 + 11 + 0 + 7 + 1 + Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. + + + 17 + 526 + 0 + 8 + 0 + + + 17 + 583 + 0 + 9 + 0 + + + 17 + 66 + 0 + 10 + 0 + Required for List Orders + + + 17 + 586 + 0 + 11 + 0 + TransactTime of the last state change that occurred to the original order + + + 17 + 1 + 0 + 12 + 0 + + + 17 + 660 + 0 + 13 + 0 + + + 17 + 581 + 0 + 14 + 0 + + + 17 + 589 + 0 + 15 + 0 + + + 17 + 590 + 0 + 16 + 0 + + + 17 + 591 + 0 + 17 + 0 + + + 17 + 70 + 0 + 18 + 0 + Used to assign an overall allocation id to the block of preallocations + + + 17 + PreAllocGrp + 0 + 19 + 0 + Number of repeating groups for pre-trade allocation + + + 17 + 63 + 0 + 26 + 0 + For NDFs either SettlType or SettlDate should be specified. + + + 17 + 64 + 0 + 27 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. +For NDFs either SettlType or SettlDate should be specified. + + + 17 + 544 + 0 + 28 + 0 + + + 17 + 635 + 0 + 29 + 0 + + + 17 + 21 + 0 + 30 + 0 + + + 17 + 18 + 0 + 31 + 0 + Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message). + + + 17 + 110 + 0 + 32 + 0 + + + 17 + 1089 + 0 + 32.1 + 0 + + + 17 + 1090 + 0 + 32.2 + 0 + + + 17 + DisplayInstruction + 0 + 32.3 + 0 + Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" + + + 17 + 111 + 0 + 33 + 0 + + + 17 + 100 + 0 + 34 + 0 + + + 17 + 1133 + 0 + 34.1 + 0 + + + 17 + TrdgSesGrp + 0 + 35 + 0 + Specifies the number of repeating TradingSessionIDs + + + 17 + Instrument + 0 + 38 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" +Must match original order + + + 17 + FinancingDetails + 0 + 39 + 0 + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" +Must match original order + + + 17 + UndInstrmtGrp + 0 + 40 + 0 + Number of underlyings + + + 17 + 54 + 0 + 44 + 1 + Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: +Buy and Buy Minus +Sell, Sell Plus, Sell Short, and Sell Short Exempt +Cross, Cross Short, and Cross Short Exempt + + + 17 + 60 + 0 + 45 + 1 + Time this order request was initiated/released by the trader or trading system. + + + 17 + 854 + 0 + 46 + 0 + + + 17 + OrderQtyData + 0 + 47 + 1 + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" +Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) + + + 17 + 40 + 0 + 48 + 1 + + + 17 + 423 + 0 + 49 + 0 + + + 17 + 44 + 0 + 50 + 0 + Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. + + + 17 + 1092 + 0 + 50.1 + 0 + + + 17 + 99 + 0 + 51 + 0 + Required for OrdType = "Stop" or OrdType = "Stop limit". + + + 17 + TriggeringInstruction + 0 + 51.1 + 0 + Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" + + + 17 + SpreadOrBenchmarkCurveData + 0 + 52 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" + + + 17 + YieldData + 0 + 53 + 0 + Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" + + + 17 + PegInstructions + 0 + 54 + 0 + Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" + + + 17 + DiscretionInstructions + 0 + 55 + 0 + Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" + + + 17 + 847 + 0 + 56 + 0 + The target strategy of the order + + + 17 + StrategyParametersGrp + 0 + 56.1 + 0 + Strategy parameter block + + + 17 + 848 + 0 + 57 + 0 + For further specification of the TargetStrategy + + + 17 + 849 + 0 + 58 + 0 + Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. +For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) + + + 17 + 376 + 0 + 59 + 0 + + + 17 + 377 + 0 + 60 + 0 + + + 17 + 15 + 0 + 61 + 0 + Must match original order. + + + 17 + 59 + 0 + 62 + 0 + Absence of this field indicates Day order + + + 17 + 168 + 0 + 63 + 0 + Can specify the time at which the order should be considered valid + + + 17 + 432 + 0 + 64 + 0 + Conditionally required if TimeInForce = GTD and ExpireTime is not specified. + + + 17 + 126 + 0 + 65 + 0 + Conditionally required if TimeInForce = GTD and ExpireDate is not specified. + + + 17 + 427 + 0 + 66 + 0 + States whether executions are booked out or accumulated on a partially filled GT order + + + 17 + CommissionData + 0 + 67 + 0 + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" + + + 17 + 528 + 0 + 68 + 0 + + + 17 + 529 + 0 + 69 + 0 + + + 17 + 1091 + 0 + 69.1 + 0 + + + 17 + 582 + 0 + 70 + 0 + + + 17 + 121 + 0 + 71 + 0 + Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. + + + 17 + 120 + 0 + 72 + 0 + Required if ForexReq=Y. +Required for NDFs. + + + 17 + 775 + 0 + 73 + 0 + Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. + + + 17 + 58 + 0 + 74 + 0 + + + 17 + 354 + 0 + 75 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 17 + 355 + 0 + 76 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 17 + 193 + 0 + 77 + 0 + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. + + + 17 + 192 + 0 + 78 + 0 + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. + + + 17 + 640 + 0 + 79 + 0 + Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap. + + + 17 + 77 + 0 + 80 + 0 + For use in derivatives omnibus accounting + + + 17 + 203 + 0 + 81 + 0 + For use with derivatives, such as options + + + 17 + 210 + 0 + 82 + 0 + + + 17 + 114 + 0 + 83 + 0 + Required for short sell orders + + + 17 + 480 + 0 + 84 + 0 + For CIV - Optional + + + 17 + 481 + 0 + 85 + 0 + + + 17 + 513 + 0 + 86 + 0 + Reference to Registration Instructions message for this Order. + + + 17 + 494 + 0 + 87 + 0 + Supplementary registration information for this Order + + + 17 + 1028 + 0 + 87.1 + 0 + + + 17 + 1029 + 0 + 87.2 + 0 + + + 17 + 1030 + 0 + 87.3 + 0 + + + 17 + 1031 + 0 + 87.4 + 0 + + + 17 + 1032 + 0 + 87.5 + 0 + + + 17 + TrdRegTimestamps + 0 + 87.6 + 0 + + + 17 + StandardTrailer + 0 + 88 + 1 + + + 18 + StandardHeader + 0 + 1 + 1 + MsgType = H + + + 18 + 37 + 0 + 2 + 0 + Conditionally required if ClOrdID(11) is not provided. Either OrderID or ClOrdID must be provided. + + + 18 + 11 + 0 + 3 + 0 + The ClOrdID of the order whose status is being requested. Conditionally required if the OrderID(37) is not provided. Either OrderID or ClOrdID must be provided. + + + 18 + 526 + 0 + 4 + 0 + + + 18 + 583 + 0 + 5 + 0 + + + 18 + Parties + 0 + 6 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 18 + 790 + 0 + 7 + 0 + Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided. + + + 18 + 1 + 0 + 8 + 0 + + + 18 + 660 + 0 + 9 + 0 + + + 18 + Instrument + 0 + 10 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 18 + FinancingDetails + 0 + 11 + 0 + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" +Must match original order + + + 18 + UndInstrmtGrp + 0 + 12 + 0 + Number of underlyings + + + 18 + 54 + 0 + 14 + 1 + + + 18 + StandardTrailer + 0 + 15 + 1 + + + 19 + StandardHeader + 0 + 1 + 1 + MsgType = J + + + 19 + 70 + 0 + 2 + 1 + Unique identifier for this allocation instruction message + + + 19 + 71 + 0 + 3 + 1 + i.e. New, Cancel, Replace + + + 19 + 626 + 0 + 4 + 1 + Specifies the purpose or type of Allocation message + + + 19 + 793 + 0 + 5 + 0 + Optional second identifier for this allocation instruction (need not be unique) + + + 19 + 72 + 0 + 6 + 0 + Required for AllocTransType = Replace or Cancel + + + 19 + 796 + 0 + 7 + 0 + Required for AllocTransType = Replace or Cancel +Gives the reason for replacing or cancelling the allocation instruction + + + 19 + 808 + 0 + 8 + 0 + Required if AllocType = 8 (Request to Intermediary) +Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) + + + 19 + 196 + 0 + 9 + 0 + Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" + + + 19 + 197 + 0 + 10 + 0 + Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. + + + 19 + 466 + 0 + 11 + 0 + Can be used with AllocType=" Ready-To-Book " + + + 19 + 857 + 0 + 12 + 0 + Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not. + + + 19 + OrdAllocGrp + 0 + 13 + 0 + Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 + + + 19 + ExecAllocGrp + 0 + 23 + 0 + Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. + + + 19 + 570 + 0 + 30 + 0 + + + 19 + 700 + 0 + 31 + 0 + + + 19 + 574 + 0 + 32 + 0 + + + 19 + 54 + 0 + 33 + 1 + + + 19 + Instrument + 0 + 34 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". +For NDFs fixing date and time can be optionally specified using MaturityDate and MaturityTime. + + + 19 + InstrumentExtension + 0 + 35 + 0 + Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" + + + 19 + FinancingDetails + 0 + 36 + 0 + Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" + + + 19 + UndInstrmtGrp + 0 + 37 + 0 + + + 19 + InstrmtLegGrp + 0 + 39 + 0 + + + 19 + 53 + 0 + 41 + 1 + Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book + + + 19 + 854 + 0 + 42 + 0 + + + 19 + 30 + 0 + 43 + 0 + Market of the executions. + + + 19 + 229 + 0 + 44 + 0 + + + 19 + 336 + 0 + 45 + 0 + + + 19 + 625 + 0 + 46 + 0 + + + 19 + 423 + 0 + 47 + 0 + + + 19 + 6 + 0 + 48 + 0 + For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). +For 3rd party allocations used to convey either basic price or averaged price +Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. + + + 19 + 860 + 0 + 49 + 0 + + + 19 + SpreadOrBenchmarkCurveData + 0 + 50 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" + + + 19 + 15 + 0 + 51 + 0 + Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. + + + 19 + 74 + 0 + 52 + 0 + Absence of this field indicates that default precision arranged by the broker/institution is to be used + + + 19 + Parties + 0 + 53 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 19 + 75 + 0 + 54 + 1 + + + 19 + 60 + 0 + 55 + 0 + Date/time when allocation is generated + + + 19 + 63 + 0 + 56 + 0 + + + 19 + 64 + 0 + 57 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. +Required for NDFs to specify the "value date". + + + 19 + 775 + 0 + 58 + 0 + Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. + + + 19 + 381 + 0 + 59 + 0 + Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. + + + 19 + 238 + 0 + 60 + 0 + + + 19 + 237 + 0 + 61 + 0 + + + 19 + 118 + 0 + 62 + 0 + Expressed in same currency as AvgPx. Sum of AllocNetMoney. +For FX, if specified, expressed in terms of Currency(15). + + + 19 + 77 + 0 + 63 + 0 + + + 19 + 754 + 0 + 64 + 0 + Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House + + + 19 + 58 + 0 + 65 + 0 + + + 19 + 354 + 0 + 66 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 19 + 355 + 0 + 67 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 19 + 157 + 0 + 68 + 0 + Applicable for Convertible Bonds and fixed income + + + 19 + 158 + 0 + 69 + 0 + Applicable for Convertible Bonds and fixed income + + + 19 + 159 + 0 + 70 + 0 + Applicable for Convertible Bonds and fixed income + + + 19 + 540 + 0 + 71 + 0 + + + 19 + 738 + 0 + 72 + 0 + + + 19 + 920 + 0 + 73 + 0 + For repurchase agreements the accrued interest on termination. + + + 19 + 921 + 0 + 74 + 0 + For repurchase agreements the start (dirty) cash consideration + + + 19 + 922 + 0 + 75 + 0 + For repurchase agreements the end (dirty) cash consideration + + + 19 + 650 + 0 + 76 + 0 + + + 19 + Stipulations + 0 + 77 + 0 + + + 19 + YieldData + 0 + 78 + 0 + + + 19 + PositionAmountData + 0 + 78.1 + 0 + Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" + + + 19 + 892 + 0 + 79 + 0 + Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. +Only required where message has been fragmented. + + + 19 + 893 + 0 + 80 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 19 + AllocGrp + 0 + 81 + 0 + Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" + + + 19 + 819 + 0 + 81.1 + 0 + Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. + + + 19 + 715 + 0 + 81.2 + 0 + Indicates Clearing Business Date for which transaction will be settled. + + + 19 + 828 + 0 + 81.3 + 0 + Indicates Trade Type of Allocation. + + + 19 + 829 + 0 + 81.4 + 0 + Indicates TradeSubType of Allocation. Necessary for defining groups. + + + 19 + 582 + 0 + 81.5 + 0 + Indicates CTI of original trade marked for allocation. + + + 19 + 578 + 0 + 81.6 + 0 + Indicates input source of original trade marked for allocation. + + + 19 + 442 + 0 + 81.8 + 0 + Indicates MultiLegReportType of original trade marked for allocation. + + + 19 + 1011 + 0 + 81.85 + 0 + Used to identify the event or source which gave rise to a message. + + + 19 + 991 + 0 + 81.9 + 0 + Specifies the rounded price to quoted precision. + + + 19 + StandardTrailer + 0 + 117 + 1 + + + 20 + StandardHeader + 0 + 1 + 1 + MsgType = K + + + 20 + 66 + 0 + 2 + 1 + + + 20 + Parties + 0 + 2.1 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" + + + 20 + 60 + 0 + 3 + 1 + Time this order request was initiated/released by the trader or trading system. + + + 20 + 229 + 0 + 4 + 0 + + + 20 + 75 + 0 + 5 + 0 + + + 20 + 58 + 0 + 6 + 0 + + + 20 + 354 + 0 + 7 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 20 + 355 + 0 + 8 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 20 + StandardTrailer + 0 + 9 + 1 + + + 21 + StandardHeader + 0 + 1 + 1 + MsgType = L + + + 21 + 66 + 0 + 2 + 1 + Must be unique, by customer, for the day + + + 21 + 391 + 0 + 3 + 0 + Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute. + + + 21 + 390 + 0 + 4 + 0 + + + 21 + 60 + 0 + 5 + 1 + Time this order request was initiated/released by the trader or trading system. + + + 21 + 58 + 0 + 6 + 0 + + + 21 + 354 + 0 + 7 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 21 + 355 + 0 + 8 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 21 + StandardTrailer + 0 + 9 + 1 + + + 22 + StandardHeader + 0 + 1 + 1 + MsgType = M + + + 22 + 66 + 0 + 2 + 1 + + + 22 + 58 + 0 + 3 + 0 + + + 22 + 354 + 0 + 4 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 22 + 355 + 0 + 5 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 22 + StandardTrailer + 0 + 6 + 1 + + + 23 + StandardHeader + 0 + 1 + 1 + MsgType = N + + + 23 + 66 + 0 + 2 + 1 + + + 23 + 429 + 0 + 3 + 1 + + + 23 + 82 + 0 + 4 + 1 + Total number of messages required to status complete list. + + + 23 + 431 + 0 + 5 + 1 + + + 23 + 1385 + 0 + 5.1 + 0 + + + 23 + 1386 + 0 + 5.2 + 0 + + + 23 + 83 + 0 + 6 + 1 + Sequence number of this report message. + + + 23 + 444 + 0 + 7 + 0 + + + 23 + 445 + 0 + 8 + 0 + Must be set if EncodedListStatusText field is specified and must immediately precede it. + + + 23 + 446 + 0 + 9 + 0 + Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. + + + 23 + 60 + 0 + 10 + 0 + + + 23 + 68 + 0 + 11 + 1 + Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. + + + 23 + 893 + 0 + 12 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 23 + OrdListStatGrp + 0 + 13 + 1 + Number of orders statused in this message, i.e. number of repeating groups to follow. + + + 23 + StandardTrailer + 0 + 26 + 1 + + + 24 + StandardHeader + 0 + 1 + 1 + MsgType = P + + + 24 + 70 + 0 + 2 + 1 + + + 24 + Parties + 0 + 3 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 24 + 793 + 0 + 4 + 0 + Optional second identifier for the allocation instruction being acknowledged (need not be unique) + + + 24 + 75 + 0 + 5 + 0 + + + 24 + 60 + 0 + 6 + 0 + Date/Time Allocation Instruction Ack generated + + + 24 + 87 + 0 + 7 + 1 + Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed). + + + 24 + 88 + 0 + 8 + 0 + Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message + + + 24 + 626 + 0 + 9 + 0 + + + 24 + 808 + 0 + 10 + 0 + Required if AllocType = 8 (Request to Intermediary) +Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) + + + 24 + 573 + 0 + 11 + 0 + Denotes whether the financial details provided on the Allocation Instruction were successfully matched. + + + 24 + 460 + 0 + 12 + 0 + + + 24 + 167 + 0 + 13 + 0 + + + 24 + 58 + 0 + 14 + 0 + Can include explanation for AllocRejCode = 7 (other) + + + 24 + 354 + 0 + 15 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 24 + 355 + 0 + 16 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 24 + AllocAckGrp + 0 + 17 + 0 + This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value. +Indicates number of allocation groups to follow. + + + 24 + StandardTrailer + 0 + 26 + 1 + + + 25 + StandardHeader + 0 + 1 + 1 + MsgType = Q + + + 25 + 37 + 0 + 2 + 1 + Broker Order ID as identified on problem execution + + + 25 + 198 + 0 + 3 + 0 + + + 25 + 17 + 0 + 4 + 1 + Execution ID of problem execution + + + 25 + 127 + 0 + 5 + 1 + + + 25 + Instrument + 0 + 6 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 25 + UndInstrmtGrp + 0 + 7 + 0 + Number of underlyings + + + 25 + InstrmtLegGrp + 0 + 9 + 0 + Number of Legs + + + 25 + 54 + 0 + 11 + 1 + + + 25 + OrderQtyData + 0 + 12 + 1 + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" + + + 25 + 32 + 0 + 13 + 0 + Required if specified on the ExecutionRpt + + + 25 + 31 + 0 + 14 + 0 + Required if specified on the ExecutionRpt + + + 25 + 58 + 0 + 15 + 0 + + + 25 + 354 + 0 + 16 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 25 + 355 + 0 + 17 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 25 + StandardTrailer + 0 + 18 + 1 + + + 26 + StandardHeader + 0 + 1 + 1 + MsgType = R + + + 26 + 131 + 0 + 2 + 1 + + + 26 + 644 + 0 + 3 + 0 + For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. + + + 26 + 11 + 0 + 4 + 0 + Required only in two party models when QuoteType(537) = '1' (Tradeable) and the OrdType(40) = '2' (Limit). + + + 26 + 528 + 0 + 5 + 0 + + + 26 + 1171 + 0 + 5.1 + 0 + Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. + + + 26 + 1172 + 0 + 5.2 + 0 + + + 26 + 1091 + 0 + 5.3 + 0 + + + 26 + RootParties + 0 + 5.31 + 0 + Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. + + + 26 + QuotReqGrp + 0 + 6 + 1 + Number of related symbols (instruments) in Request + + + 26 + 58 + 0 + 51 + 0 + + + 26 + 354 + 0 + 52 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 26 + 355 + 0 + 53 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 26 + StandardTrailer + 0 + 54 + 1 + + + 27 + StandardHeader + 0 + 1 + 1 + MsgType = S + + + 27 + 131 + 0 + 2 + 0 + Required when quote is in response to a Quote Request message + + + 27 + 117 + 0 + 3 + 1 + + + 27 + 1166 + 0 + 3.1 + 0 + Optionally used to supply a message identifier for a quote. + + + 27 + 693 + 0 + 4 + 0 + Required when responding to the Quote Response message. The counterparty specified ID of the Quote Response message. + + + 27 + 537 + 0 + 5 + 0 + Quote Type +If not specified, the default is an indicative quote + + + 27 + 1171 + 0 + 5.1 + 0 + Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. + + + 27 + QuotQualGrp + 0 + 6 + 0 + + + 27 + 301 + 0 + 8 + 0 + Level of Response requested from receiver of quote messages. + + + 27 + Parties + 0 + 9 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 27 + 336 + 0 + 10 + 0 + + + 27 + 625 + 0 + 11 + 0 + + + 27 + Instrument + 0 + 12 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 27 + FinancingDetails + 0 + 13 + 0 + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" + + + 27 + UndInstrmtGrp + 0 + 14 + 0 + Number of underlyings + + + 27 + 54 + 0 + 16 + 0 + Required for Tradeable or Counter quotes of single instruments + + + 27 + OrderQtyData + 0 + 17 + 0 + Required for Tradeable quotes or Counter quotes of single instruments + + + 27 + 63 + 0 + 18 + 0 + + + 27 + 64 + 0 + 19 + 0 + Can be used with forex quotes to specify a specific "value date". +For NDFs this is required. + + + 27 + 193 + 0 + 20 + 0 + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. + + + 27 + 192 + 0 + 21 + 0 + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. + + + 27 + 15 + 0 + 22 + 0 + Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted + + + 27 + Stipulations + 0 + 23 + 0 + Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" + + + 27 + 1 + 0 + 24 + 0 + + + 27 + 660 + 0 + 25 + 0 + + + 27 + 581 + 0 + 26 + 0 + Type of account associated with the order (Origin) + + + 27 + LegQuotGrp + 0 + 27 + 0 + Required for multileg quotes + + + 27 + 132 + 0 + 39 + 0 + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. + + + 27 + 133 + 0 + 40 + 0 + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. + + + 27 + 645 + 0 + 41 + 0 + Can be used by markets that require showing the current best bid and offer + + + 27 + 646 + 0 + 42 + 0 + Can be used by markets that require showing the current best bid and offer + + + 27 + 647 + 0 + 43 + 0 + Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. + + + 27 + 134 + 0 + 44 + 0 + Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. + + + 27 + 648 + 0 + 45 + 0 + Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. + + + 27 + 135 + 0 + 46 + 0 + Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. + + + 27 + 110 + 0 + 46.1 + 0 + For use in private/directed quote negotiations. + + + 27 + 62 + 0 + 47 + 0 + The time when the quote will expire + + + 27 + 188 + 0 + 48 + 0 + May be applicable for F/X quotes + + + 27 + 190 + 0 + 49 + 0 + May be applicable for F/X quotes + + + 27 + 189 + 0 + 50 + 0 + May be applicable for F/X quotes + + + 27 + 191 + 0 + 51 + 0 + May be applicable for F/X quotes + + + 27 + 1065 + 0 + 51.1 + 0 + Bid swap points of an FX Swap quote. + + + 27 + 1066 + 0 + 51.2 + 0 + + + 27 + 631 + 0 + 52 + 0 + + + 27 + 632 + 0 + 53 + 0 + + + 27 + 633 + 0 + 54 + 0 + + + 27 + 634 + 0 + 55 + 0 + + + 27 + 60 + 0 + 56 + 0 + + + 27 + 40 + 0 + 57 + 0 + Can be used to specify the type of order the quote is for + + + 27 + 642 + 0 + 58 + 0 + Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value + + + 27 + 643 + 0 + 59 + 0 + Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value + + + 27 + 656 + 0 + 60 + 0 + Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message + + + 27 + 657 + 0 + 61 + 0 + Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message + + + 27 + 156 + 0 + 62 + 0 + Can be used when the quote is provided in a currency other than the instruments trading currency. + + + 27 + 13 + 0 + 63 + 0 + Can be used to show the counterparty the commission associated with the transaction. + + + 27 + 12 + 0 + 64 + 0 + Can be used to show the counterparty the commission associated with the transaction. + + + 27 + 582 + 0 + 65 + 0 + For Futures Exchanges + + + 27 + 100 + 0 + 66 + 0 + Used when routing quotes to multiple markets + + + 27 + 1133 + 0 + 66.1 + 0 + + + 27 + 528 + 0 + 67 + 0 + + + 27 + 423 + 0 + 68 + 0 + + + 27 + SpreadOrBenchmarkCurveData + 0 + 69 + 0 + + + 27 + YieldData + 0 + 70 + 0 + + + 27 + 58 + 0 + 71 + 0 + + + 27 + 354 + 0 + 72 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 27 + 355 + 0 + 73 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 27 + StandardTrailer + 0 + 74 + 1 + + + 28 + StandardHeader + 0 + 1 + 1 + MsgType = T + + + 28 + 777 + 0 + 2 + 1 + Unique identifier for this message + + + 28 + 791 + 0 + 3 + 0 + Only used when this message is used to respond to a settlement instruction request (to which this ID refers) + + + 28 + 160 + 0 + 4 + 1 + 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request + + + 28 + 792 + 0 + 5 + 0 + Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message. + + + 28 + 58 + 0 + 6 + 0 + Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. + + + 28 + 354 + 0 + 7 + 0 + + + 28 + 355 + 0 + 8 + 0 + + + 28 + 11 + 0 + 9 + 0 + Required for SettlInstMode(160) = 4 and when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID. + + + 28 + 60 + 0 + 10 + 1 + Date/time this message was generated + + + 28 + SettlInstGrp + 0 + 11 + 0 + Required except where SettlInstMode is 5=Reject SSI request + + + 28 + StandardTrailer + 0 + 33 + 1 + + + 29 + StandardHeader + 0 + 1 + 1 + MsgType = V + + + 29 + 262 + 0 + 2 + 1 + Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). + + + 29 + 263 + 0 + 3 + 1 + SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. + + + 29 + Parties + 0 + 3.1 + 0 + Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages + + + 29 + 264 + 0 + 4 + 1 + + + 29 + 265 + 0 + 5 + 0 + Required if SubscriptionRequestType = Snapshot + Updates (1). + + + 29 + 266 + 0 + 6 + 0 + + + 29 + 286 + 0 + 7 + 0 + Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). + + + 29 + 546 + 0 + 8 + 0 + Defines the scope(s) of the request + + + 29 + 547 + 0 + 9 + 0 + Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1). + + + 29 + MDReqGrp + 0 + 10 + 1 + Number of MDEntryType fields requested. + + + 29 + InstrmtMDReqGrp + 0 + 12 + 1 + Number of symbols (instruments) requested. + + + 29 + TrdgSesGrp + 0 + 18 + 0 + Number of trading sessions for which the request is valid. + + + 29 + 815 + 0 + 21 + 0 + Action to take if application level queuing exists + + + 29 + 812 + 0 + 22 + 0 + Maximum application queue depth that must be exceeded before queuing action is taken. + + + 29 + 1070 + 0 + 22.1 + 0 + + + 29 + StandardTrailer + 0 + 23 + 1 + + + 30 + StandardHeader + 0 + 1 + 1 + MsgType = W + + + 30 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 30 + 911 + 0 + 1.01 + 0 + Total number or reports returned in response to a request. + + + 30 + 963 + 0 + 1.1 + 0 + Unique indentifier for Market Data Report + + + 30 + 715 + 0 + 1.2 + 0 + + + 30 + 1021 + 0 + 1.21 + 0 + Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection + + + 30 + 1173 + 0 + 1.211 + 0 + Can be used to define a subordinate book. + + + 30 + 264 + 0 + 1.212 + 0 + Can be used to define the current depth of the book. + + + 30 + 1022 + 0 + 1.22 + 0 + Describes a class of service for a given data feed, ie Regular and Market Maker + + + 30 + 1187 + 0 + 1.221 + 0 + + + 30 + 75 + 0 + 1.23 + 0 + Used to specify the trading date for which a set of market data applies + + + 30 + 262 + 0 + 2 + 0 + Conditionally required if this message is in response to a Market Data Request. + + + 30 + Instrument + 0 + 3 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 30 + UndInstrmtGrp + 0 + 4 + 0 + Number of underlyings + + + 30 + InstrmtLegGrp + 0 + 6 + 0 + Required for multileg quotes + + + 30 + 291 + 0 + 8 + 0 + + + 30 + 292 + 0 + 9 + 0 + + + 30 + 451 + 0 + 10 + 0 + + + 30 + MDFullGrp + 0 + 11 + 1 + Number of entries following. + + + 30 + 813 + 0 + 46 + 0 + Depth of application messages queued for transmission as of delivery of this message + + + 30 + 814 + 0 + 47 + 0 + Action taken to resolve application queuing + + + 30 + RoutingGrp + 0 + 47.1 + 0 + + + 30 + StandardTrailer + 0 + 48 + 1 + + + 31 + StandardHeader + 0 + 1 + 1 + MsgType = X + + + 31 + ApplicationSequenceControl + 0 + 1.01 + 0 + + + 31 + 1021 + 0 + 1.1 + 0 + Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection + + + 31 + 1022 + 0 + 1.2 + 0 + Describes a class of service for a given data feed, ie Regular and Market Maker + + + 31 + 75 + 0 + 1.3 + 0 + Used to specify the trading date for which a set of market data applies + + + 31 + 262 + 0 + 2 + 0 + Conditionally required if this message is in response to a Market Data Request. + + + 31 + MDIncGrp + 0 + 3 + 1 + Number of entries following. + + + 31 + 813 + 0 + 50 + 0 + Depth of application messages queued for transmission as of delivery of this message + + + 31 + 814 + 0 + 51 + 0 + Action taken to resolve application queuing + + + 31 + RoutingGrp + 0 + 51.1 + 0 + + + 31 + StandardTrailer + 0 + 52 + 1 + + + 32 + StandardHeader + 0 + 1 + 1 + MsgType = Y + + + 32 + 262 + 0 + 2 + 1 + Must refer to the MDReqID of the request. + + + 32 + Parties + 0 + 2.1 + 0 + Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages + + + 32 + 281 + 0 + 3 + 0 + + + 32 + MDRjctGrp + 0 + 4 + 0 + + + 32 + 58 + 0 + 6 + 0 + + + 32 + 354 + 0 + 7 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 32 + 355 + 0 + 8 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 32 + StandardTrailer + 0 + 9 + 1 + + + 33 + StandardHeader + 0 + 1 + 1 + MsgType = Z + + + 33 + 131 + 0 + 2 + 0 + Required when quote is in response to a Quote Request message + + + 33 + 117 + 0 + 3 + 0 + Conditionally required when QuoteCancelType(298) = 5 (cancel quote specified in QuoteID). Maps to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). + + + 33 + 1166 + 0 + 3.1 + 0 + Optionally used to supply a message identifier for a quote cancel. + + + 33 + 298 + 0 + 4 + 1 + Identifies the type of Quote Cancel request. + + + 33 + 301 + 0 + 5 + 0 + Level of Response requested from receiver of quote messages. + + + 33 + Parties + 0 + 6 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 33 + 1 + 0 + 7 + 0 + + + 33 + 660 + 0 + 8 + 0 + + + 33 + 581 + 0 + 9 + 0 + Type of account associated with the order (Origin) + + + 33 + 336 + 0 + 10 + 0 + + + 33 + 625 + 0 + 11 + 0 + + + 33 + QuotCxlEntriesGrp + 0 + 12 + 0 + The number of securities (instruments) whose quotes are to be canceled +Not required when cancelling all quotes. + + + 33 + StandardTrailer + 0 + 19 + 1 + + + 34 + StandardHeader + 0 + 1 + 1 + MsgType = a (lowercase) + + + 34 + 649 + 0 + 2 + 0 + + + 34 + 117 + 0 + 3 + 0 + Maps to: +- QuoteID(117) of a single Quote +- QuoteEntryID(299) of a Mass Quote. + + + 34 + Instrument + 0 + 4 + 0 + Conditionally required when requesting status of a single security quote. + + + 34 + FinancingDetails + 0 + 5 + 0 + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" + + + 34 + UndInstrmtGrp + 0 + 6 + 0 + Number of underlyings + + + 34 + InstrmtLegGrp + 0 + 8 + 0 + Required for multileg quotes + + + 34 + Parties + 0 + 10 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 34 + 1 + 0 + 11 + 0 + + + 34 + 660 + 0 + 12 + 0 + + + 34 + 581 + 0 + 13 + 0 + Type of account associated with the order (Origin) + + + 34 + 336 + 0 + 14 + 0 + + + 34 + 625 + 0 + 15 + 0 + + + 34 + 263 + 0 + 16 + 0 + Used to subscribe for Quote Status Report messages + + + 34 + StandardTrailer + 0 + 17 + 1 + + + 35 + StandardHeader + 0 + 1 + 1 + MsgType = b (lowercase) + + + 35 + 131 + 0 + 2 + 0 + Required when acknowledgment is in response to a Quote Request message + + + 35 + 117 + 0 + 3 + 0 + Required when acknowledgment is in response to a Mass Quote, mass Quote Cancel or mass Quote Status Request message. Maps to: +- QuoteID(117) of a Mass Quote +- QuoteMsgID(1166) of Quote Cancel +- QuoteStatusReqID(649) of Quote Status Request + + + 35 + 297 + 0 + 4 + 1 + Status of the mass quote acknowledgement. + + + 35 + 300 + 0 + 5 + 0 + Reason Quote was rejected. + + + 35 + 301 + 0 + 6 + 0 + Level of Response requested from receiver of quote messages. Is echoed back to the counterparty. + + + 35 + 537 + 0 + 7 + 0 + Type of Quote + + + 35 + 298 + 0 + 7.1 + 0 + + + 35 + Parties + 0 + 8 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 35 + 1 + 0 + 9 + 0 + + + 35 + 660 + 0 + 10 + 0 + + + 35 + 581 + 0 + 11 + 0 + Type of account associated with the order (Origin) + + + 35 + 58 + 0 + 12 + 0 + + + 35 + 354 + 0 + 13 + 0 + + + 35 + 355 + 0 + 14 + 0 + + + 35 + QuotSetAckGrp + 0 + 15 + 0 + The number of sets of quotes in the message + + + 35 + StandardTrailer + 0 + 49 + 1 + + + 36 + StandardHeader + 0 + 1 + 1 + MsgType = c (lowercase) + + + 36 + 320 + 0 + 2 + 1 + + + 36 + 321 + 0 + 3 + 1 + + + 36 + 1301 + 0 + 3.1 + 0 + Identifies the market for which the security definition request is being made. + + + 36 + 1300 + 0 + 3.2 + 0 + Identifies the segment of the market for which the security definition request is being made. + + + 36 + Instrument + 0 + 4 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" +of the requested Security + + + 36 + InstrumentExtension + 0 + 5 + 0 + Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" + + + 36 + UndInstrmtGrp + 0 + 6 + 0 + Number of underlyings + + + 36 + 15 + 0 + 8 + 0 + + + 36 + 58 + 0 + 9 + 0 + Comment, instructions, or other identifying information. + + + 36 + 354 + 0 + 10 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 36 + 355 + 0 + 11 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 36 + 336 + 0 + 12 + 0 + Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. + + + 36 + 625 + 0 + 13 + 0 + + + 36 + Stipulations + 0 + 13.1 + 0 + + + 36 + InstrmtLegGrp + 0 + 14 + 0 + Number of legs that make up the Security + + + 36 + SpreadOrBenchmarkCurveData + 0 + 15.1 + 0 + + + 36 + YieldData + 0 + 15.2 + 0 + + + 36 + 827 + 0 + 16 + 0 + + + 36 + 263 + 0 + 17 + 0 + Subscribe or unsubscribe for security status to security specified in request. + + + 36 + StandardTrailer + 0 + 18 + 1 + + + 37 + StandardHeader + 0 + 1 + 1 + MsgType = d (lowercase) + + + 37 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 37 + 964 + 0 + 1.1 + 0 + Identifier for Security Definition message + + + 37 + 715 + 0 + 1.2 + 0 + + + 37 + 320 + 0 + 2 + 0 + + + 37 + 322 + 0 + 3 + 0 + Identifier for the Security Definition message + + + 37 + 323 + 0 + 4 + 0 + Response to the Security Definition Request + + + 37 + 292 + 0 + 4.1 + 0 + Identifies the type of Corporate Action + + + 37 + Instrument + 0 + 5 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" +of the requested Security + + + 37 + InstrumentExtension + 0 + 6 + 0 + Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" + + + 37 + UndInstrmtGrp + 0 + 7 + 0 + Number of underlyings + + + 37 + 15 + 0 + 9 + 0 + Currency in which the price is denominated + + + 37 + 58 + 0 + 12 + 0 + Comment, instructions, or other identifying information. + + + 37 + 354 + 0 + 13 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 37 + 355 + 0 + 14 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 37 + Stipulations + 0 + 14.1 + 0 + + + 37 + InstrmtLegGrp + 0 + 15 + 0 + Number of legs that make up the Security + + + 37 + SpreadOrBenchmarkCurveData + 0 + 15.1 + 0 + + + 37 + YieldData + 0 + 15.2 + 0 + + + 37 + MarketSegmentGrp + 0 + 15.4 + 0 + Contains all the security details related to listing and trading the security + + + 37 + StandardTrailer + 0 + 20 + 1 + + + 38 + StandardHeader + 0 + 1 + 1 + MsgType = e (lowercase) + + + 38 + 324 + 0 + 2 + 1 + Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). + + + 38 + Instrument + 0 + 3 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 38 + InstrumentExtension + 0 + 4 + 0 + Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" + + + 38 + UndInstrmtGrp + 0 + 5 + 0 + Number of underlyings + + + 38 + InstrmtLegGrp + 0 + 7 + 0 + Number of legs that make up the Security + + + 38 + 15 + 0 + 9 + 0 + + + 38 + 263 + 0 + 10 + 1 + SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. + + + 38 + 1301 + 0 + 10.1 + 0 + + + 38 + 1300 + 0 + 10.2 + 0 + + + 38 + 336 + 0 + 11 + 0 + + + 38 + 625 + 0 + 12 + 0 + + + 38 + StandardTrailer + 0 + 13 + 1 + + + 39 + StandardHeader + 0 + 1 + 1 + MsgType = f (lowercase) + + + 39 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 39 + 324 + 0 + 2 + 0 + + + 39 + Instrument + 0 + 3 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 39 + InstrumentExtension + 0 + 4 + 0 + Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" + + + 39 + UndInstrmtGrp + 0 + 5 + 0 + Number of underlyings + + + 39 + InstrmtLegGrp + 0 + 7 + 0 + Required for multileg quotes + + + 39 + 15 + 0 + 9 + 0 + + + 39 + 1301 + 0 + 9.1 + 0 + + + 39 + 1300 + 0 + 9.2 + 0 + + + 39 + 336 + 0 + 10 + 0 + + + 39 + 625 + 0 + 11 + 0 + + + 39 + 325 + 0 + 12 + 0 + Set to 'Y' if message is sent as a result of a subscription request not a snapshot request + + + 39 + 326 + 0 + 13 + 0 + Identifies the trading status applicable to the transaction. + + + 39 + 1174 + 0 + 13.2 + 0 + Identifies an event related to the trading status + + + 39 + 291 + 0 + 14 + 0 + + + 39 + 292 + 0 + 15 + 0 + + + 39 + 327 + 0 + 16 + 0 + Denotes the reason for the Opening Delay or Trading Halt. + + + 39 + 328 + 0 + 17 + 0 + + + 39 + 329 + 0 + 18 + 0 + + + 39 + 1021 + 0 + 18.1 + 0 + Used to relay changes in the book type + + + 39 + 264 + 0 + 18.2 + 0 + Used to relay changes in Market Depth. + + + 39 + 330 + 0 + 19 + 0 + + + 39 + 331 + 0 + 20 + 0 + + + 39 + 332 + 0 + 21 + 0 + + + 39 + 333 + 0 + 22 + 0 + + + 39 + 31 + 0 + 23 + 0 + Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated. + + + 39 + 60 + 0 + 24 + 0 + Trade Dissemination Time + + + 39 + 334 + 0 + 25 + 0 + + + 39 + 1025 + 0 + 25.1 + 0 + Represents the price of the first fill of the trading session. + + + 39 + 58 + 0 + 26 + 0 + Comment, instructions, or other identifying information. + + + 39 + 354 + 0 + 27 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 39 + 355 + 0 + 28 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 39 + StandardTrailer + 0 + 29 + 1 + + + 40 + StandardHeader + 0 + 1 + 1 + MsgType = g (lowercase) + + + 40 + 335 + 0 + 2 + 1 + Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). + + + 40 + 1301 + 0 + 2.1 + 0 + Market for which Trading Session applies + + + 40 + 1300 + 0 + 2.2 + 0 + Market Segment for which Trading Session applies + + + 40 + 336 + 0 + 3 + 0 + Trading Session for which status is being requested + + + 40 + 625 + 0 + 4 + 0 + + + 40 + 338 + 0 + 5 + 0 + Method of trading + + + 40 + 339 + 0 + 6 + 0 + Trading Session Mode + + + 40 + 263 + 0 + 7 + 1 + + + 40 + 207 + 0 + 7.1 + 0 + + + 40 + StandardTrailer + 0 + 8 + 1 + + + 41 + StandardHeader + 0 + 1 + 1 + MsgType = h (lowercase) + + + 41 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 41 + 335 + 0 + 2 + 0 + Provided for a response to a specific Trading Session Status Request message (snapshot). + + + 41 + 1301 + 0 + 2.1 + 0 + Market for which Trading Session applies + + + 41 + 1300 + 0 + 2.2 + 0 + Market Segment for which Trading Session applies + + + 41 + 336 + 0 + 3 + 1 + Identifier for Trading Session + + + 41 + 625 + 0 + 4 + 0 + + + 41 + 338 + 0 + 5 + 0 + Method of trading: + + + 41 + 339 + 0 + 6 + 0 + Trading Session Mode + + + 41 + 325 + 0 + 7 + 0 + Set to 'Y' if message is sent unsolicited as a result of a previous subscription request. + + + 41 + 340 + 0 + 8 + 1 + State of the trading session + + + 41 + 1368 + 0 + 8.1 + 0 + Identifies an event related to the trading status of a trading session + + + 41 + 567 + 0 + 9 + 0 + Use with TradSesStatus = "Request Rejected" + + + 41 + 341 + 0 + 10 + 0 + Starting time of the trading session + + + 41 + 342 + 0 + 11 + 0 + Time of the opening of the trading session + + + 41 + 343 + 0 + 12 + 0 + Time of the pre-close of the trading session + + + 41 + 344 + 0 + 13 + 0 + Closing time of the trading session + + + 41 + 345 + 0 + 14 + 0 + End time of the trading session + + + 41 + 387 + 0 + 15 + 0 + + + 41 + 58 + 0 + 16 + 0 + + + 41 + 354 + 0 + 17 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 41 + 355 + 0 + 18 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 41 + Instrument + 0 + 18.1 + 0 + + + 41 + StandardTrailer + 0 + 19 + 1 + + + 42 + StandardHeader + 0 + 1 + 1 + MsgType = i (lowercase) + + + 42 + 131 + 0 + 2 + 0 + Required when quote is in response to a Quote Request message + + + 42 + 117 + 0 + 3 + 1 + + + 42 + 537 + 0 + 4 + 0 + Type of Quote +Default is Indicative if not specified + + + 42 + 301 + 0 + 5 + 0 + Level of Response requested from receiver of quote messages. + + + 42 + Parties + 0 + 6 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 42 + 1 + 0 + 7 + 0 + + + 42 + 660 + 0 + 8 + 0 + + + 42 + 581 + 0 + 9 + 0 + Type of account associated with the order (Origin) + + + 42 + 293 + 0 + 10 + 0 + Default Bid Size for quote contained within this quote message - if not explicitly provided. + + + 42 + 294 + 0 + 11 + 0 + Default Offer Size for quotes contained within this quote message - if not explicitly provided. + + + 42 + QuotSetGrp + 0 + 12 + 1 + The number of sets of quotes in the message + + + 42 + StandardTrailer + 0 + 46 + 1 + + + 43 + StandardHeader + 0 + 1 + 1 + MsgType = j (lowercase) + + + 43 + 45 + 0 + 2 + 0 + MsgSeqNum of rejected message + + + 43 + 372 + 0 + 3 + 1 + The MsgType of the FIX message being referenced. + + + 43 + 1130 + 0 + 3.1 + 0 + Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. + + + 43 + 1406 + 0 + 3.2 + 0 + Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. + + + 43 + 1131 + 0 + 3.3 + 0 + Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. + + + 43 + 379 + 0 + 4 + 0 + The value of the business-level "ID" field on the message being referenced. Required unless the corresponding ID field (see list above) was not specified. + + + 43 + 380 + 0 + 5 + 1 + Code to identify reason for a Business Message Reject message. + + + 43 + 58 + 0 + 6 + 0 + Where possible, message to explain reason for rejection + + + 43 + 354 + 0 + 7 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 43 + 355 + 0 + 8 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 43 + StandardTrailer + 0 + 9 + 1 + + + 44 + StandardHeader + 0 + 1 + 1 + MsgType = k (lowercase) + + + 44 + 390 + 0 + 2 + 0 + Required to relate the bid response + + + 44 + 391 + 0 + 3 + 1 + + + 44 + 374 + 0 + 4 + 1 + Identifies the Bid Request message transaction type + + + 44 + 392 + 0 + 5 + 0 + + + 44 + 393 + 0 + 6 + 1 + + + 44 + 394 + 0 + 7 + 1 + e.g. "Non Disclosed", "Disclosed", No Bidding Process + + + 44 + 395 + 0 + 8 + 0 + Total number of tickets/allocations assuming fully executed + + + 44 + 15 + 0 + 9 + 0 + Used to represent the currency of monetary amounts. + + + 44 + 396 + 0 + 10 + 0 + Expressed in Currency + + + 44 + 397 + 0 + 11 + 0 + Expressed in Currency + + + 44 + BidDescReqGrp + 0 + 12 + 0 + Used if BidType="Non Disclosed" + + + 44 + BidCompReqGrp + 0 + 24 + 0 + Used if BidType="Disclosed" + + + 44 + 409 + 0 + 34 + 0 + + + 44 + 410 + 0 + 35 + 0 + Overall weighted average liquidity expressed as a % of average daily volume + + + 44 + 411 + 0 + 36 + 0 + + + 44 + 412 + 0 + 37 + 0 + % value of stocks outside main country in Currency + + + 44 + 413 + 0 + 38 + 0 + % of program that crosses in Currency + + + 44 + 414 + 0 + 39 + 0 + + + 44 + 415 + 0 + 40 + 0 + Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. + + + 44 + 416 + 0 + 41 + 0 + Net/Gross + + + 44 + 121 + 0 + 42 + 0 + Is foreign exchange required + + + 44 + 417 + 0 + 43 + 0 + Indicates the total number of bidders on the list + + + 44 + 75 + 0 + 44 + 0 + + + 44 + 418 + 0 + 45 + 1 + + + 44 + 419 + 0 + 46 + 1 + + + 44 + 443 + 0 + 47 + 0 + Used when BasisPxType = "C" + + + 44 + 58 + 0 + 48 + 0 + + + 44 + 354 + 0 + 49 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 44 + 355 + 0 + 50 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 44 + StandardTrailer + 0 + 51 + 1 + + + 45 + StandardHeader + 0 + 1 + 1 + MsgType = l (lowercase L) + + + 45 + 390 + 0 + 2 + 0 + + + 45 + 391 + 0 + 3 + 0 + + + 45 + BidCompRspGrp + 0 + 4 + 1 + Number of bid repeating groups + + + 45 + StandardTrailer + 0 + 20 + 1 + + + 46 + StandardHeader + 0 + 1 + 1 + MsgType = m (lowercase) + + + 46 + 66 + 0 + 2 + 1 + + + 46 + 422 + 0 + 3 + 1 + Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. + + + 46 + 893 + 0 + 4 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 46 + InstrmtStrkPxGrp + 0 + 5 + 1 + Number of strike price entries + + + 46 + StandardTrailer + 0 + 18 + 1 + + + 47 + StandardHeader + 0 + 1 + 1 + + + 47 + StandardTrailer + 0 + 100 + 1 + + + 48 + StandardHeader + 0 + 1 + 1 + MsgType = o (lowercase O) + + + 48 + 513 + 0 + 2 + 1 + + + 48 + 514 + 0 + 3 + 1 + + + 48 + 508 + 0 + 4 + 1 + Required for Cancel and Replace RegistTransType messages + + + 48 + 11 + 0 + 5 + 0 + Unique identifier of the order as assigned by institution or intermediary to which Registration relates + + + 48 + Parties + 0 + 6 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 48 + 1 + 0 + 7 + 0 + + + 48 + 660 + 0 + 8 + 0 + + + 48 + 493 + 0 + 9 + 0 + + + 48 + 495 + 0 + 10 + 0 + + + 48 + 517 + 0 + 11 + 0 + + + 48 + RgstDtlsGrp + 0 + 12 + 0 + Number of registration details in this message (number of repeating groups to follow) + + + 48 + RgstDistInstGrp + 0 + 21 + 0 + Number of Distribution instructions in this message (number of repeating groups to follow) + + + 48 + StandardTrailer + 0 + 30 + 1 + + + 49 + StandardHeader + 0 + 1 + 1 + MsgType = p (lowercase P) + + + 49 + 513 + 0 + 2 + 1 + Unique identifier of the original Registration Instructions details + + + 49 + 514 + 0 + 3 + 1 + Identifies original Registration Instructions transaction type + + + 49 + 508 + 0 + 4 + 1 + Required for Cancel and Replace RegistTransType messages + + + 49 + 11 + 0 + 5 + 0 + Unique identifier of the order as assigned by institution or intermediary. + + + 49 + Parties + 0 + 6 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 49 + 1 + 0 + 7 + 0 + + + 49 + 660 + 0 + 8 + 0 + + + 49 + 506 + 0 + 9 + 1 + + + 49 + 507 + 0 + 10 + 0 + + + 49 + 496 + 0 + 11 + 0 + + + 49 + StandardTrailer + 0 + 12 + 1 + + + 50 + StandardHeader + 0 + 1 + 1 + MsgType = q (lowercase Q) + + + 50 + 11 + 0 + 2 + 1 + Unique ID of Order Mass Cancel Request as assigned by the institution. + + + 50 + 526 + 0 + 3 + 0 + + + 50 + 530 + 0 + 4 + 1 + Specifies the type of cancellation requested + + + 50 + 336 + 0 + 5 + 0 + Trading Session in which orders are to be canceled + + + 50 + 625 + 0 + 6 + 0 + + + 50 + Parties + 0 + 6.1 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" + + + 50 + Instrument + 0 + 7 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 50 + UnderlyingInstrument + 0 + 8 + 0 + Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" + + + 50 + 1301 + 0 + 8.1 + 0 + Required for MassCancelRequestType = 8 (Cancel orders for a market) + + + 50 + 1300 + 0 + 8.2 + 0 + Required for MassCancelRequestType = 9 (Cancel orders for a market segment) + + + 50 + 54 + 0 + 9 + 0 + Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side. + + + 50 + 60 + 0 + 10 + 1 + Time this order request was initiated/released by the trader or trading system. + + + 50 + 58 + 0 + 11 + 0 + + + 50 + 354 + 0 + 12 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 50 + 355 + 0 + 13 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 50 + StandardTrailer + 0 + 14 + 1 + + + 51 + StandardHeader + 0 + 1 + 1 + MsgType = r (lowercase R) + + + 51 + 11 + 0 + 2 + 0 + ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders. + + + 51 + 526 + 0 + 3 + 0 + + + 51 + 37 + 0 + 4 + 1 + Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request. + + + 51 + 1369 + 0 + 4.1 + 1 + Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request + + + 51 + 198 + 0 + 5 + 0 + Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. + + + 51 + 530 + 0 + 6 + 1 + Order Mass Cancel Request Type accepted by the system + + + 51 + 531 + 0 + 7 + 1 + Indicates the action taken by the counterparty order handling system as a result of the Cancel Request +0 - Indicates Order Mass Cancel Request was rejected. + + + 51 + 532 + 0 + 8 + 0 + Indicates why Order Mass Cancel Request was rejected +Required if MassCancelResponse = 0 + + + 51 + 533 + 0 + 9 + 0 + Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request + + + 51 + AffectedOrdGrp + 0 + 10 + 0 + List of orders affected by the Order Mass Cancel Request + + + 51 + NotAffectedOrdersGrp + 0 + 10.1 + 0 + List of orders not affected by Order Mass Cancel Request + + + 51 + 336 + 0 + 14 + 0 + Trading Session in which orders are to be canceled + + + 51 + 625 + 0 + 15 + 0 + + + 51 + Parties + 0 + 15.1 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" + + + 51 + Instrument + 0 + 16 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 51 + UnderlyingInstrument + 0 + 17 + 0 + Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" + + + 51 + 1301 + 0 + 17.1 + 0 + + + 51 + 1300 + 0 + 17.2 + 0 + + + 51 + 54 + 0 + 18 + 0 + Side of the market specified on the Order Mass Cancel Request + + + 51 + 60 + 0 + 19 + 0 + Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. + + + 51 + 58 + 0 + 20 + 0 + + + 51 + 354 + 0 + 21 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 51 + 355 + 0 + 22 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 51 + StandardTrailer + 0 + 23 + 1 + + + 52 + StandardHeader + 0 + 1 + 1 + MsgType = s (lowercase S) + + + 52 + 548 + 0 + 2 + 1 + + + 52 + 549 + 0 + 3 + 1 + + + 52 + 550 + 0 + 4 + 1 + + + 52 + RootParties + 0 + 4.1 + 0 + Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. + + + 52 + SideCrossOrdModGrp + 0 + 5 + 1 + Must be 1 or 2 +1 or 2 if CrossType=1 +2 otherwise + + + 52 + Instrument + 0 + 45 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 52 + UndInstrmtGrp + 0 + 46 + 0 + Number of underlyings + + + 52 + InstrmtLegGrp + 0 + 48 + 0 + Number of Legs + + + 52 + 63 + 0 + 50 + 0 + + + 52 + 64 + 0 + 51 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. + + + 52 + 21 + 0 + 52 + 0 + + + 52 + 18 + 0 + 53 + 0 + Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. + + + 52 + 110 + 0 + 54 + 0 + + + 52 + 1089 + 0 + 54.1 + 0 + + + 52 + 1090 + 0 + 54.2 + 0 + + + 52 + DisplayInstruction + 0 + 54.3 + 0 + Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" + + + 52 + 111 + 0 + 55 + 0 + + + 52 + 100 + 0 + 56 + 0 + + + 52 + 1133 + 0 + 56.1 + 0 + + + 52 + TrdgSesGrp + 0 + 57 + 0 + Specifies the number of repeating TradingSessionIDs + + + 52 + 81 + 0 + 60 + 0 + Used to identify soft trades at order entry. + + + 52 + 140 + 0 + 61 + 0 + Useful for verifying security identification + + + 52 + 114 + 0 + 62 + 0 + Required for short sell orders + + + 52 + 60 + 0 + 63 + 1 + Time this order request was initiated/released by the trader, trading system, or intermediary. + + + 52 + 483 + 0 + 63.1 + 0 + A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU + + + 52 + Stipulations + 0 + 64 + 0 + Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" + + + 52 + 40 + 0 + 65 + 1 + + + 52 + 423 + 0 + 66 + 0 + + + 52 + 44 + 0 + 67 + 0 + Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. + + + 52 + 1092 + 0 + 67.1 + 0 + + + 52 + 99 + 0 + 68 + 0 + Required for OrdType = "Stop" or OrdType = "Stop limit". + + + 52 + TriggeringInstruction + 0 + 68.1 + 0 + Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" + + + 52 + SpreadOrBenchmarkCurveData + 0 + 69 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" + + + 52 + YieldData + 0 + 70 + 0 + Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" + + + 52 + 15 + 0 + 71 + 0 + + + 52 + 376 + 0 + 72 + 0 + + + 52 + 23 + 0 + 73 + 0 + Required for Previously Indicated Orders (OrdType=E) + + + 52 + 117 + 0 + 74 + 0 + Required for Previously Quoted Orders (OrdType=D) + + + 52 + 59 + 0 + 75 + 0 + Absence of this field indicates Day order + + + 52 + 168 + 0 + 76 + 0 + Can specify the time at which the order should be considered valid + + + 52 + 432 + 0 + 77 + 0 + Conditionally required if TimeInForce = GTD and ExpireTime is not specified. + + + 52 + 126 + 0 + 78 + 0 + Conditionally required if TimeInForce = GTD and ExpireDate is not specified. + + + 52 + 427 + 0 + 79 + 0 + States whether executions are booked out or accumulated on a partially filled GT order + + + 52 + 210 + 0 + 80 + 0 + + + 52 + PegInstructions + 0 + 81 + 0 + Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" + + + 52 + DiscretionInstructions + 0 + 82 + 0 + Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" + + + 52 + 847 + 0 + 83 + 0 + The target strategy of the order + + + 52 + StrategyParametersGrp + 0 + 83.1 + 0 + Strategy parameter block + + + 52 + 848 + 0 + 84 + 0 + For further specification of the TargetStrategy + + + 52 + 849 + 0 + 85 + 0 + Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. +For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) + + + 52 + 480 + 0 + 86 + 0 + For CIV - Optional + + + 52 + 481 + 0 + 87 + 0 + + + 52 + 513 + 0 + 88 + 0 + Reference to Registration Instructions message for this Order. + + + 52 + 494 + 0 + 89 + 0 + Supplementary registration information for this Order + + + 52 + StandardTrailer + 0 + 90 + 1 + + + 53 + StandardHeader + 0 + 1 + 1 + MsgType = t (lowercase T) + + + 53 + 37 + 0 + 2 + 0 + Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). + + + 53 + 548 + 0 + 3 + 1 + CrossID for the replacement order + + + 53 + 551 + 0 + 4 + 1 + Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. + + + 53 + 961 + 0 + 4.1 + 0 + Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs + + + 53 + 549 + 0 + 5 + 1 + + + 53 + 550 + 0 + 6 + 1 + + + 53 + RootParties + 0 + 6.1 + 0 + Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. + + + 53 + SideCrossOrdModGrp + 0 + 7 + 1 + Must be 1 or 2 + + + 53 + Instrument + 0 + 49 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 53 + UndInstrmtGrp + 0 + 50 + 0 + Number of underlyings + + + 53 + InstrmtLegGrp + 0 + 52 + 0 + Number of Legs + + + 53 + 63 + 0 + 54 + 0 + + + 53 + 64 + 0 + 55 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. + + + 53 + 21 + 0 + 56 + 0 + + + 53 + 18 + 0 + 57 + 0 + Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. + + + 53 + 110 + 0 + 58 + 0 + + + 53 + 1089 + 0 + 58.1 + 0 + + + 53 + 1090 + 0 + 58.2 + 0 + + + 53 + DisplayInstruction + 0 + 58.3 + 0 + Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" + + + 53 + 111 + 0 + 59 + 0 + + + 53 + 100 + 0 + 60 + 0 + + + 53 + 1133 + 0 + 60.1 + 0 + + + 53 + TrdgSesGrp + 0 + 61 + 0 + Specifies the number of repeating TradingSessionIDs + + + 53 + 81 + 0 + 64 + 0 + Used to identify soft trades at order entry. + + + 53 + 140 + 0 + 65 + 0 + Useful for verifying security identification + + + 53 + 114 + 0 + 66 + 0 + Required for short sell orders + + + 53 + 60 + 0 + 67 + 1 + Time this order request was initiated/released by the trader, trading system, or intermediary. + + + 53 + 483 + 0 + 67.1 + 0 + A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU + + + 53 + Stipulations + 0 + 68 + 0 + Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" + + + 53 + 40 + 0 + 69 + 1 + + + 53 + 423 + 0 + 70 + 0 + + + 53 + 44 + 0 + 71 + 0 + Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. + + + 53 + 1092 + 0 + 71.1 + 0 + + + 53 + 99 + 0 + 72 + 0 + Required for OrdType = "Stop" or OrdType = "Stop limit". + + + 53 + TriggeringInstruction + 0 + 72.1 + 0 + Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" + + + 53 + SpreadOrBenchmarkCurveData + 0 + 73 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" + + + 53 + YieldData + 0 + 74 + 0 + Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" + + + 53 + 15 + 0 + 75 + 0 + + + 53 + 376 + 0 + 76 + 0 + + + 53 + 23 + 0 + 77 + 0 + Required for Previously Indicated Orders (OrdType=E) + + + 53 + 117 + 0 + 78 + 0 + Required for Previously Quoted Orders (OrdType=D) + + + 53 + 59 + 0 + 79 + 0 + Absence of this field indicates Day order + + + 53 + 168 + 0 + 80 + 0 + Can specify the time at which the order should be considered valid + + + 53 + 432 + 0 + 81 + 0 + Conditionally required if TimeInForce = GTD and ExpireTime is not specified. + + + 53 + 126 + 0 + 82 + 0 + Conditionally required if TimeInForce = GTD and ExpireDate is not specified. + + + 53 + 427 + 0 + 83 + 0 + States whether executions are booked out or accumulated on a partially filled GT order + + + 53 + 210 + 0 + 84 + 0 + + + 53 + PegInstructions + 0 + 85 + 0 + Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" + + + 53 + DiscretionInstructions + 0 + 86 + 0 + Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" + + + 53 + 847 + 0 + 87 + 0 + The target strategy of the order + + + 53 + StrategyParametersGrp + 0 + 87.1 + 0 + Strategy parameter block + + + 53 + 848 + 0 + 88 + 0 + For further specification of the TargetStrategy + + + 53 + 849 + 0 + 89 + 0 + Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. +For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) + + + 53 + 480 + 0 + 90 + 0 + For CIV - Optional + + + 53 + 481 + 0 + 91 + 0 + + + 53 + 513 + 0 + 92 + 0 + Reference to Registration Instructions message for this Order. + + + 53 + 494 + 0 + 93 + 0 + Supplementary registration information for this Order + + + 53 + StandardTrailer + 0 + 94 + 1 + + + 54 + StandardHeader + 0 + 1 + 1 + MsgType = u (lowercase U) + + + 54 + 37 + 0 + 2 + 0 + Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). + + + 54 + 548 + 0 + 3 + 1 + CrossID for the replacement order + + + 54 + 551 + 0 + 4 + 1 + Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. + + + 54 + 961 + 0 + 4.1 + 0 + Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs + + + 54 + 549 + 0 + 5 + 1 + + + 54 + 550 + 0 + 6 + 1 + + + 54 + RootParties + 0 + 6.1 + 0 + Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. + + + 54 + SideCrossOrdCxlGrp + 0 + 7 + 1 + Must be 1 or 2 + + + 54 + Instrument + 0 + 22 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 54 + UndInstrmtGrp + 0 + 23 + 0 + Number of underlyings + + + 54 + InstrmtLegGrp + 0 + 25 + 0 + Number of Leg + + + 54 + 60 + 0 + 27 + 1 + Time this order request was initiated/released by the trader, trading system, or intermediary. + + + 54 + StandardTrailer + 0 + 28 + 1 + + + 55 + StandardHeader + 0 + 1 + 1 + MsgType = v (lowercase V) + + + 55 + 320 + 0 + 2 + 1 + + + 55 + 58 + 0 + 3 + 0 + Comment, instructions, or other identifying information. + + + 55 + 354 + 0 + 4 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 55 + 355 + 0 + 5 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 55 + 1301 + 0 + 5.1 + 0 + Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. + + + 55 + 1300 + 0 + 5.2 + 0 + Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. + + + 55 + 336 + 0 + 6 + 0 + Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. + + + 55 + 625 + 0 + 7 + 0 + + + 55 + 460 + 0 + 8 + 0 + Used to qualify which security types are returned + + + 55 + 167 + 0 + 9 + 0 + Used to qualify which security type is returned + + + 55 + 762 + 0 + 10 + 0 + Used to qualify which security types are returned + + + 55 + StandardTrailer + 0 + 11 + 1 + + + 56 + StandardHeader + 0 + 1 + 1 + MsgType = w (lowercase W) + + + 56 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 56 + 320 + 0 + 2 + 1 + + + 56 + 322 + 0 + 3 + 1 + Identifier for the security response message + + + 56 + 323 + 0 + 4 + 1 + The result of the security request identified by SecurityReqID + + + 56 + 557 + 0 + 5 + 0 + Indicates total number of security types in the event that multiple Security Type messages are used to return results + + + 56 + 893 + 0 + 6 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 56 + SecTypesGrp + 0 + 7 + 0 + + + 56 + 58 + 0 + 12 + 0 + Comment, instructions, or other identifying information. + + + 56 + 354 + 0 + 13 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 56 + 355 + 0 + 14 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 56 + 1301 + 0 + 14.1 + 0 + Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. + + + 56 + 1300 + 0 + 14.2 + 0 + Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. + + + 56 + 336 + 0 + 15 + 0 + Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. + + + 56 + 625 + 0 + 16 + 0 + + + 56 + 263 + 0 + 17 + 0 + Subscribe or unsubscribe for security status to security specified in request. + + + 56 + StandardTrailer + 0 + 18 + 1 + + + 57 + StandardHeader + 0 + 1 + 1 + MsgType = x (lowercase X) + + + 57 + 320 + 0 + 2 + 1 + + + 57 + 559 + 0 + 3 + 1 + Type of Security List Request being made + + + 57 + 1301 + 0 + 3.1 + 0 + Identifies the market which lists and trades the instrument. + + + 57 + 1300 + 0 + 3.2 + 0 + Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. + + + 57 + Instrument + 0 + 4 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" +of the requested Security + + + 57 + InstrumentExtension + 0 + 5 + 0 + Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" + + + 57 + FinancingDetails + 0 + 6 + 0 + Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" + + + 57 + UndInstrmtGrp + 0 + 7 + 0 + Number of underlyings + + + 57 + InstrmtLegGrp + 0 + 9 + 0 + Number of legs that make up the Security + + + 57 + 15 + 0 + 11 + 0 + + + 57 + 58 + 0 + 12 + 0 + Comment, instructions, or other identifying information. + + + 57 + 354 + 0 + 13 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 57 + 355 + 0 + 14 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 57 + 336 + 0 + 15 + 0 + Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. + + + 57 + 625 + 0 + 16 + 0 + + + 57 + 263 + 0 + 17 + 0 + Subscribe or unsubscribe for security status to security specified in request. + + + 57 + StandardTrailer + 0 + 18 + 1 + + + 58 + StandardHeader + 0 + 1 + 1 + MsgType = y (lowercase Y) + + + 58 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 58 + 964 + 0 + 1.1 + 0 + + + 58 + 715 + 0 + 1.2 + 0 + + + 58 + 320 + 0 + 2 + 0 + + + 58 + 322 + 0 + 3 + 0 + Identifier for the Security List message + + + 58 + 560 + 0 + 4 + 0 + Result of the Security Request identified by the SecurityReqID + + + 58 + 393 + 0 + 5 + 0 + Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. + + + 58 + 1301 + 0 + 5.1 + 0 + Identifies the market which lists and trades the instrument. + + + 58 + 1300 + 0 + 5.2 + 0 + Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. + + + 58 + 893 + 0 + 6 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 58 + SecListGrp + 0 + 7 + 0 + Specifies the number of repeating symbols (instruments) specified + + + 58 + StandardTrailer + 0 + 31 + 1 + + + 59 + StandardHeader + 0 + 1 + 1 + MsgType = z (lowercase Z) + + + 59 + 320 + 0 + 2 + 1 + + + 59 + 559 + 0 + 3 + 1 + + + 59 + 1301 + 0 + 3.1 + 0 + + + 59 + 1300 + 0 + 3.2 + 0 + + + 59 + UnderlyingInstrument + 0 + 4 + 0 + Specifies the underlying instrument + + + 59 + DerivativeInstrument + 0 + 4.1 + 0 + Group block which contains all information for an option family. + + + 59 + 762 + 0 + 5 + 0 + + + 59 + 15 + 0 + 6 + 0 + + + 59 + 58 + 0 + 7 + 0 + Comment, instructions, or other identifying information. + + + 59 + 354 + 0 + 8 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 59 + 355 + 0 + 9 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 59 + 336 + 0 + 10 + 0 + Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. + + + 59 + 625 + 0 + 11 + 0 + + + 59 + 263 + 0 + 12 + 0 + Subscribe or unsubscribe for security status to security specified in request. + + + 59 + StandardTrailer + 0 + 13 + 1 + + + 60 + StandardHeader + 0 + 1 + 1 + MsgType = AA (2 A's) + + + 60 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 60 + 320 + 0 + 2 + 0 + + + 60 + 322 + 0 + 3 + 0 + Identifier for the Derivative Security List message + + + 60 + 560 + 0 + 4 + 0 + Result of the Security Request identified by SecurityReqID + + + 60 + UnderlyingInstrument + 0 + 5 + 0 + Underlying security for which derivatives are being returned + + + 60 + DerivativeSecurityDefinition + 0 + 5.1 + 0 + Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. + + + 60 + 393 + 0 + 6 + 0 + Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. + + + 60 + 893 + 0 + 7 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 60 + RelSymDerivSecGrp + 0 + 8 + 0 + Specifies the number of repeating symbols (instruments) specified + + + 60 + StandardTrailer + 0 + 20 + 1 + + + 61 + StandardHeader + 0 + 1 + 1 + MsgType = AB + + + 61 + 11 + 0 + 2 + 1 + Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. + + + 61 + 526 + 0 + 3 + 0 + + + 61 + 583 + 0 + 4 + 0 + + + 61 + Parties + 0 + 5 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 61 + 229 + 0 + 6 + 0 + + + 61 + 75 + 0 + 7 + 0 + + + 61 + 1 + 0 + 8 + 0 + + + 61 + 660 + 0 + 9 + 0 + + + 61 + 581 + 0 + 10 + 0 + + + 61 + 589 + 0 + 11 + 0 + + + 61 + 590 + 0 + 12 + 0 + + + 61 + 591 + 0 + 13 + 0 + + + 61 + 70 + 0 + 14 + 0 + Used to assign an identifier to the block of individual preallocations + + + 61 + PreAllocMlegGrp + 0 + 15 + 0 + Number of repeating groups for pre-trade allocation + + + 61 + 63 + 0 + 22 + 0 + + + 61 + 64 + 0 + 23 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. + + + 61 + 544 + 0 + 24 + 0 + + + 61 + 635 + 0 + 25 + 0 + + + 61 + 21 + 0 + 26 + 0 + + + 61 + 18 + 0 + 27 + 0 + Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. + + + 61 + 110 + 0 + 28 + 0 + + + 61 + 1089 + 0 + 28.1 + 0 + + + 61 + 1090 + 0 + 28.2 + 0 + + + 61 + DisplayInstruction + 0 + 28.3 + 0 + Insert here the set of "ReserveInstruction" fields defined in "common components of application messages" + + + 61 + 111 + 0 + 29 + 0 + + + 61 + 100 + 0 + 30 + 0 + + + 61 + 1133 + 0 + 30.1 + 0 + + + 61 + TrdgSesGrp + 0 + 31 + 0 + Specifies the number of repeating TradingSessionIDs + + + 61 + 81 + 0 + 34 + 0 + Used to identify soft trades at order entry. + + + 61 + 54 + 0 + 35 + 1 + Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. + + + 61 + Instrument + 0 + 36 + 0 + + + 61 + UndInstrmtGrp + 0 + 37 + 0 + Number of underlyings + + + 61 + 140 + 0 + 39 + 0 + Useful for verifying security identification + + + 61 + 1069 + 0 + 39.1 + 0 + For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer. + + + 61 + LegOrdGrp + 0 + 40 + 0 + Number of legs + + + 61 + 114 + 0 + 59 + 0 + Required for short sell orders + + + 61 + 60 + 0 + 60 + 1 + Time this order request was initiated/released by the trader, trading system, or intermediary. + + + 61 + 854 + 0 + 61 + 0 + + + 61 + OrderQtyData + 0 + 62 + 0 + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts are expressed in the LegQty. + + + 61 + 40 + 0 + 63 + 1 + + + 61 + 1377 + 0 + 63.1 + 0 + + + 61 + 1378 + 0 + 63.2 + 0 + + + 61 + 423 + 0 + 64 + 0 + + + 61 + 44 + 0 + 65 + 0 + Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. + + + 61 + 1092 + 0 + 65.1 + 0 + + + 61 + 99 + 0 + 66 + 0 + Required for OrdType = "Stop" or OrdType = "Stop limit". + + + 61 + TriggeringInstruction + 0 + 66.1 + 0 + Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" + + + 61 + 15 + 0 + 67 + 0 + + + 61 + 376 + 0 + 68 + 0 + + + 61 + 377 + 0 + 69 + 0 + + + 61 + 23 + 0 + 70 + 0 + Required for Previously Indicated Orders (OrdType=E) + + + 61 + 117 + 0 + 71 + 0 + Required for Previously Quoted Orders (OrdType=D) + + + 61 + 1080 + 0 + 71.1 + 0 + Required for counter-order selection / Hit / Take Orders. (OrdType = Q) + + + 61 + 1081 + 0 + 71.2 + 0 + Conditionally required if RefOrderID is specified. + + + 61 + 59 + 0 + 72 + 0 + Absence of this field indicates Day order + + + 61 + 168 + 0 + 73 + 0 + Can specify the time at which the order should be considered valid + + + 61 + 432 + 0 + 74 + 0 + Conditionally required if TimeInForce = GTD and ExpireTime is not specified. + + + 61 + 126 + 0 + 75 + 0 + Conditionally required if TimeInForce = GTD and ExpireDate is not specified. + + + 61 + 427 + 0 + 76 + 0 + States whether executions are booked out or accumulated on a partially filled GT order + + + 61 + CommissionData + 0 + 77 + 0 + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" + + + 61 + 528 + 0 + 78 + 0 + + + 61 + 529 + 0 + 79 + 0 + + + 61 + 1091 + 0 + 79.1 + 0 + + + 61 + 582 + 0 + 80 + 0 + + + 61 + 121 + 0 + 81 + 0 + Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. + + + 61 + 120 + 0 + 82 + 0 + Required if ForexReq = Y. + + + 61 + 775 + 0 + 83 + 0 + Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. + + + 61 + 58 + 0 + 84 + 0 + + + 61 + 354 + 0 + 85 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 61 + 355 + 0 + 86 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 61 + 77 + 0 + 87 + 0 + For use in derivatives omnibus accounting + + + 61 + 203 + 0 + 88 + 0 + For use with derivatives, such as options + + + 61 + 210 + 0 + 89 + 0 + + + 61 + PegInstructions + 0 + 90 + 0 + Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" + + + 61 + DiscretionInstructions + 0 + 91 + 0 + Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" + + + 61 + 847 + 0 + 92 + 0 + The target strategy of the order + + + 61 + StrategyParametersGrp + 0 + 92.1 + 0 + Strategy parameter block + + + 61 + 848 + 0 + 93 + 0 + For further specification of the TargetStrategy + + + 61 + 1190 + 0 + 93.1 + 0 + + + 61 + 849 + 0 + 94 + 0 + Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. +For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) + + + 61 + 480 + 0 + 95 + 0 + For CIV - Optional + + + 61 + 481 + 0 + 96 + 0 + + + 61 + 513 + 0 + 97 + 0 + Reference to Registration Instructions message for this Order. + + + 61 + 494 + 0 + 98 + 0 + Supplementary registration information for this Order + + + 61 + 563 + 0 + 99 + 0 + Indicates the method of execution reporting requested by issuer of the order. + + + 61 + StandardTrailer + 0 + 100 + 1 + + + 62 + StandardHeader + 0 + 1 + 1 + MsgType = AC + + + 62 + 37 + 0 + 2 + 0 + Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). + + + 62 + 41 + 0 + 3 + 0 + ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. + + + 62 + 11 + 0 + 4 + 0 + Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. + + + 62 + 526 + 0 + 5 + 0 + + + 62 + 583 + 0 + 6 + 0 + + + 62 + 586 + 0 + 7 + 0 + + + 62 + Parties + 0 + 8 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 62 + 229 + 0 + 9 + 0 + + + 62 + 75 + 0 + 10 + 0 + + + 62 + 1 + 0 + 11 + 0 + + + 62 + 660 + 0 + 12 + 0 + + + 62 + 581 + 0 + 13 + 0 + + + 62 + 589 + 0 + 14 + 0 + + + 62 + 590 + 0 + 15 + 0 + + + 62 + 591 + 0 + 16 + 0 + + + 62 + 70 + 0 + 17 + 0 + Used to assign an identifier to the block of individual preallocations + + + 62 + PreAllocMlegGrp + 0 + 18 + 0 + Number of repeating groups for pre-trade allocation + + + 62 + 63 + 0 + 25 + 0 + + + 62 + 64 + 0 + 26 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. + + + 62 + 544 + 0 + 27 + 0 + + + 62 + 635 + 0 + 28 + 0 + + + 62 + 21 + 0 + 29 + 0 + + + 62 + 18 + 0 + 30 + 0 + Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. + + + 62 + 110 + 0 + 31 + 0 + + + 62 + 1089 + 0 + 31.1 + 0 + + + 62 + 1090 + 0 + 31.2 + 0 + + + 62 + DisplayInstruction + 0 + 31.3 + 0 + Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" + + + 62 + 111 + 0 + 32 + 0 + + + 62 + 100 + 0 + 33 + 0 + + + 62 + 1133 + 0 + 33.1 + 0 + + + 62 + TrdgSesGrp + 0 + 34 + 0 + Specifies the number of repeating TradingSessionIDs + + + 62 + 81 + 0 + 37 + 0 + Used to identify soft trades at order entry. + + + 62 + 54 + 0 + 38 + 1 + Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. + + + 62 + Instrument + 0 + 39 + 0 + + + 62 + UndInstrmtGrp + 0 + 40 + 0 + Number of underlyings + + + 62 + 140 + 0 + 42 + 0 + Useful for verifying security identification + + + 62 + 1069 + 0 + 42.1 + 0 + + + 62 + LegOrdGrp + 0 + 43 + 0 + Number of legs + + + 62 + 114 + 0 + 62 + 0 + Required for short sell orders + + + 62 + 60 + 0 + 63 + 1 + Time this order request was initiated/released by the trader, trading system, or intermediary. + + + 62 + 854 + 0 + 64 + 0 + + + 62 + OrderQtyData + 0 + 65 + 1 + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" + + + 62 + 40 + 0 + 66 + 1 + + + 62 + 1377 + 0 + 66.1 + 0 + + + 62 + 1378 + 0 + 66.2 + 0 + + + 62 + 423 + 0 + 67 + 0 + + + 62 + 44 + 0 + 68 + 0 + Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. + + + 62 + 1092 + 0 + 68.1 + 0 + + + 62 + 99 + 0 + 69 + 0 + Required for OrdType = "Stop" or OrdType = "Stop limit". + + + 62 + TriggeringInstruction + 0 + 69.1 + 0 + Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" + + + 62 + 15 + 0 + 70 + 0 + + + 62 + 376 + 0 + 71 + 0 + + + 62 + 377 + 0 + 72 + 0 + + + 62 + 23 + 0 + 73 + 0 + Required for Previously Indicated Orders (OrdType=E) + + + 62 + 117 + 0 + 74 + 0 + Required for Previously Quoted Orders (OrdType=D) + + + 62 + 59 + 0 + 75 + 0 + Absence of this field indicates Day order + + + 62 + 168 + 0 + 76 + 0 + Can specify the time at which the order should be considered valid + + + 62 + 432 + 0 + 77 + 0 + Conditionally required if TimeInForce = GTD and ExpireTime is not specified. + + + 62 + 126 + 0 + 78 + 0 + Conditionally required if TimeInForce = GTD and ExpireDate is not specified. + + + 62 + 427 + 0 + 79 + 0 + States whether executions are booked out or accumulated on a partially filled GT order + + + 62 + CommissionData + 0 + 80 + 0 + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" + + + 62 + 528 + 0 + 81 + 0 + + + 62 + 529 + 0 + 82 + 0 + + + 62 + 1091 + 0 + 82.1 + 0 + + + 62 + 582 + 0 + 83 + 0 + + + 62 + 121 + 0 + 84 + 0 + Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. + + + 62 + 120 + 0 + 85 + 0 + Required if ForexReq = Y. + + + 62 + 775 + 0 + 86 + 0 + Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. + + + 62 + 58 + 0 + 87 + 0 + + + 62 + 354 + 0 + 88 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 62 + 355 + 0 + 89 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 62 + 77 + 0 + 90 + 0 + For use in derivatives omnibus accounting + + + 62 + 203 + 0 + 91 + 0 + For use with derivatives, such as options + + + 62 + 210 + 0 + 92 + 0 + + + 62 + PegInstructions + 0 + 93 + 0 + Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" + + + 62 + DiscretionInstructions + 0 + 94 + 0 + Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" + + + 62 + 847 + 0 + 95 + 0 + The target strategy of the order + + + 62 + StrategyParametersGrp + 0 + 95.1 + 0 + Strategy parameter block + + + 62 + 848 + 0 + 96 + 0 + For further specification of the TargetStrategy + + + 62 + 1190 + 0 + 96.1 + 0 + + + 62 + 849 + 0 + 97 + 0 + Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. +For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) + + + 62 + 480 + 0 + 98 + 0 + For CIV - Optional + + + 62 + 481 + 0 + 99 + 0 + + + 62 + 513 + 0 + 100 + 0 + Reference to Registration Instructions message for this Order. + + + 62 + 494 + 0 + 101 + 0 + Supplementary registration information for this Order + + + 62 + 563 + 0 + 102 + 0 + Indicates the method of execution reporting requested by issuer of the order. + + + 62 + StandardTrailer + 0 + 103 + 1 + + + 63 + StandardHeader + 0 + 1 + 1 + MsgType = AD + + + 63 + 568 + 0 + 2 + 1 + Identifier for the trade request + + + 63 + 1003 + 0 + 2.1 + 0 + + + 63 + 1040 + 0 + 2.2 + 0 + + + 63 + 1041 + 0 + 2.3 + 0 + + + 63 + 1042 + 0 + 2.4 + 0 + + + 63 + 569 + 0 + 3 + 1 + + + 63 + 263 + 0 + 4 + 0 + Used to subscribe / unsubscribe for trade capture reports +If the field is absent, the value 0 will be the default (snapshot only - no subscription) + + + 63 + 571 + 0 + 5 + 0 + To request a specific trade report + + + 63 + 818 + 0 + 6 + 0 + To request a specific trade report + + + 63 + 17 + 0 + 7 + 0 + + + 63 + 150 + 0 + 8 + 0 + To requst all trades of a specific execution type + + + 63 + 37 + 0 + 9 + 0 + + + 63 + 11 + 0 + 10 + 0 + + + 63 + 573 + 0 + 11 + 0 + + + 63 + 828 + 0 + 12 + 0 + To request all trades of a specific trade type + + + 63 + 829 + 0 + 13 + 0 + To request all trades of a specific trade sub type + + + 63 + 1123 + 0 + 13.1 + 0 + + + 63 + 830 + 0 + 14 + 0 + To request all trades for a specific transfer reason + + + 63 + 855 + 0 + 15 + 0 + To request all trades of a specific trade sub type + + + 63 + 820 + 0 + 16 + 0 + To request all trades of a specific trade link id + + + 63 + 880 + 0 + 17 + 0 + To request a trade matching a specific TrdMatchID + + + 63 + Parties + 0 + 18 + 0 + Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) +ExecutingBroker +ClearingFirm +ContraBroker +ContraClearingFirm +SettlementLocation - depository, CSD, or other settlement party +ExecutingTrader +InitiatingTrader +OrderOriginator + + + 63 + Instrument + 0 + 19 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 63 + InstrumentExtension + 0 + 20 + 0 + Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" + + + 63 + FinancingDetails + 0 + 21 + 0 + Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" + + + 63 + UndInstrmtGrp + 0 + 22 + 0 + + + + 63 + InstrmtLegGrp + 0 + 24 + 0 + + + + 63 + TrdCapDtGrp + 0 + 26 + 0 + Number of date ranges provided (must be 1 or 2 if specified) + + + 63 + 715 + 0 + 29 + 0 + To request trades for a specific clearing business date. + + + 63 + 336 + 0 + 30 + 0 + To request trades for a specific trading session. + + + 63 + 625 + 0 + 31 + 0 + To request trades for a specific trading session. + + + 63 + 943 + 0 + 32 + 0 + To request trades within a specific time bracket. + + + 63 + 54 + 0 + 33 + 0 + To request trades for a specific side of a trade. + + + 63 + 442 + 0 + 34 + 0 + Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument. + + + 63 + 578 + 0 + 35 + 0 + To requests trades that were submitted from a specific trade input source. + + + 63 + 579 + 0 + 36 + 0 + To request trades that were submitted from a specific trade input device. + + + 63 + 725 + 0 + 37 + 0 + Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. + + + 63 + 726 + 0 + 38 + 0 + URI destination name. Used if ResponseTransportType is out-of-band. + + + 63 + 58 + 0 + 39 + 0 + Used to match specific values within Text fields + + + 63 + 354 + 0 + 40 + 0 + + + 63 + 355 + 0 + 41 + 0 + + + 63 + 1011 + 0 + 41.1 + 0 + Used to identify the event or source which gave rise to a message + + + 63 + StandardTrailer + 0 + 42 + 1 + + + 64 + StandardHeader + 0 + 1 + 1 + MsgType = AE + + + 64 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 64 + 571 + 0 + 2 + 0 + TradeReportID is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID. The alternative to a message-chain model is an entity-based model in which TradeID is used to identify a trade. In this case, TradeID is required and TradeReportID can be optionally specified. + + + 64 + 1003 + 0 + 2.1 + 0 + + + 64 + 1040 + 0 + 2.2 + 0 + + + 64 + 1041 + 0 + 2.3 + 0 + + + 64 + 1042 + 0 + 2.4 + 0 + + + 64 + 487 + 0 + 3 + 0 + Identifies Trade Report message transaction type. + + + 64 + 856 + 0 + 4 + 0 + + + 64 + 939 + 0 + 4.1 + 0 + Status of Trade Report +In 3 party listed derivatives model used to convey status of a trade to a counterparty. Used specifically in a "claim" model. + + + 64 + 568 + 0 + 5 + 0 + Request ID if the Trade Capture Report is in response to a Trade Capture Report Request + + + 64 + 828 + 0 + 6 + 0 + + + 64 + 829 + 0 + 7 + 0 + + + 64 + 855 + 0 + 8 + 0 + + + 64 + 1123 + 0 + 8.1 + 0 + + + 64 + 1124 + 0 + 8.2 + 0 + + + 64 + 1125 + 0 + 8.3 + 0 + Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer + + + 64 + 1126 + 0 + 8.4 + 0 + Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer + + + 64 + 1127 + 0 + 8.5 + 0 + Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer + + + 64 + 830 + 0 + 9 + 0 + + + 64 + 150 + 0 + 10 + 0 + Type of Execution being reported: +Uses subset of ExecType for Trade Capture Reports + + + 64 + 748 + 0 + 11 + 0 + Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request + + + 64 + 912 + 0 + 12 + 0 + Indicates if this is the last report in the response to a Trade Capture Report Request + + + 64 + 325 + 0 + 13 + 0 + Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. + + + 64 + 263 + 0 + 14 + 0 + Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default + + + 64 + 572 + 0 + 15 + 0 + The TradeReportID that is being referenced for some action, such as correction or cancellation + + + 64 + 881 + 0 + 16 + 0 + + + 64 + 818 + 0 + 17 + 0 + + + 64 + 820 + 0 + 18 + 0 + Used to associate a group of trades together. Useful for average price calculations. + + + 64 + 880 + 0 + 19 + 0 + + + 64 + 17 + 0 + 20 + 0 + Market (Exchange) assigned Execution Identifier + + + 64 + 527 + 0 + 22 + 0 + + + 64 + 378 + 0 + 23 + 0 + Reason for restatement + + + 64 + 570 + 0 + 24 + 0 + Indicates if the trade capture report was previously reported to the counterparty + + + 64 + 423 + 0 + 25 + 0 + Can be used to indicate cabinet trade pricing + + + 64 + RootParties + 0 + 25.01 + 0 + Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. + + + 64 + 1015 + 0 + 25.1 + 0 + Indicates if the trade is an outtrade from a previous day. + + + 64 + 716 + 0 + 25.2 + 0 + + + + 64 + 717 + 0 + 25.3 + 0 + + + 64 + Instrument + 0 + 26 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 64 + FinancingDetails + 0 + 27 + 0 + Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" + + + 64 + 854 + 0 + 29 + 0 + + + 64 + YieldData + 0 + 30 + 0 + Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" + + + 64 + UndInstrmtGrp + 0 + 31 + 0 + + + 64 + 822 + 0 + 33 + 0 + + + 64 + 823 + 0 + 34 + 0 + + + 64 + 32 + 0 + 35 + 1 + Trade Quantity. + + + 64 + 31 + 0 + 36 + 1 + Trade Price. + + + 64 + 1056 + 0 + 36.1 + 0 + + + 64 + 15 + 0 + 36.11 + 0 + Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout + + + 64 + 120 + 0 + 36.12 + 0 + Contra currency of the deal. Used to qualify CalculatedCcyLastQty + + + 64 + 669 + 0 + 37 + 0 + Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. + + + 64 + 194 + 0 + 38 + 0 + Applicable for F/X orders + + + 64 + 195 + 0 + 39 + 0 + Applicable for F/X orders + + + 64 + 1071 + 0 + 39.1 + 0 + + + 64 + 30 + 0 + 40 + 0 + + + 64 + 75 + 0 + 41 + 0 + Used when reporting other than current day trades. + + + 64 + 715 + 0 + 42 + 0 + + + 64 + 6 + 0 + 43 + 0 + Average Price - if present then the LastPx will contain the original price on the execution + + + 64 + SpreadOrBenchmarkCurveData + 0 + 44 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" + + + 64 + 819 + 0 + 45 + 0 + Average Pricing indicator + + + 64 + PositionAmountData + 0 + 46 + 0 + Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" + + + 64 + 442 + 0 + 47 + 0 + Type of report if multileg instrument. +Provided to support a scenario for trades of multileg instruments between two parties. + + + 64 + 824 + 0 + 48 + 0 + Reference to the leg of a multileg instrument to which this trade refers +Used when MultiLegReportingType = 2 (Single Leg of a Multileg security) + + + 64 + TrdInstrmtLegGrp + 0 + 49 + 0 + Number of legs +Identifies a Multi-leg Execution if present and non-zero. + + + 64 + 60 + 0 + 62 + 0 + Time the transaction represented by this Trade Capture Report occurred. Execution Time of trade. Also describes the time of block trades. + + + 64 + TrdRegTimestamps + 0 + 63 + 0 + + + 64 + 63 + 0 + 64 + 0 + + + 64 + 64 + 0 + 65 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. + + + 64 + 987 + 0 + 65.1 + 0 + The settlement date for the underlying instrument of a derivatives security. + + + 64 + 573 + 0 + 66 + 0 + + + 64 + 574 + 0 + 67 + 0 + + + 64 + TrdCapRptSideGrp + 0 + 68 + 1 + Number of sides + + + 64 + 1188 + 0 + 69 + 0 + + + 64 + 1380 + 0 + 70 + 0 + + + 64 + 1190 + 0 + 71 + 0 + + + 64 + 1382 + 0 + 72 + 0 + + + 64 + 797 + 0 + 142 + 0 + Indicates drop copy. + + + 64 + TrdRepIndicatorsGrp + 0 + 142.1 + 0 + Number of trade reporting indicators following + + + 64 + 852 + 0 + 143 + 0 + + + 64 + 1390 + 0 + 143.1 + 0 + + + 64 + 853 + 0 + 144 + 0 + + + 64 + 994 + 0 + 144.1 + 0 + Indicates the algorithm (tier) used to match a trade + + + 64 + 1011 + 0 + 144.2 + 0 + Used to identify the event or source which gave rise to a message + + + 64 + 779 + 0 + 144.3 + 0 + Used to indicate reports after a specific time + + + 64 + 991 + 0 + 144.4 + 0 + Specifies the rounded price to quoted precision. + + + 64 + 1132 + 0 + 144.41 + 0 + + + 64 + 1134 + 0 + 144.42 + 0 + The reason(s) for the price difference should be stated by using field (Tag 828 ) TrdType and, if required, field (Tag 829) TrdSubType as well + + + 64 + 381 + 0 + 144.43 + 0 + (LastQty(32) * LastPx(31) or LastParPx(669)) For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. + + + 64 + 1328 + 0 + 144.51 + 0 + + + 64 + 1329 + 0 + 144.52 + 0 + + + 64 + StandardTrailer + 0 + 145 + 1 + + + 65 + StandardHeader + 0 + 1 + 1 + MsgType = AF + + + 65 + 584 + 0 + 2 + 1 + Unique ID of mass status request as assigned by the institution. + + + 65 + 585 + 0 + 3 + 1 + Specifies the scope of the mass status request + + + 65 + Parties + 0 + 4 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 65 + 1 + 0 + 5 + 0 + Account + + + 65 + 660 + 0 + 6 + 0 + + + 65 + 336 + 0 + 7 + 0 + Trading Session + + + 65 + 625 + 0 + 8 + 0 + + + 65 + Instrument + 0 + 9 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 65 + UnderlyingInstrument + 0 + 10 + 0 + Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" + + + 65 + 54 + 0 + 11 + 0 + Optional qualifier used to indicate the side of the market for which orders will be returned. + + + 65 + StandardTrailer + 0 + 12 + 1 + + + 66 + StandardHeader + 0 + 1 + 1 + MsgType = AG + + + 66 + 131 + 0 + 2 + 1 + + + 66 + 644 + 0 + 3 + 0 + For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. + + + 66 + 658 + 0 + 4 + 1 + Reason Quote was rejected + + + 66 + 1171 + 0 + 4.1 + 0 + Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. + + + 66 + 1172 + 0 + 4.2 + 0 + + + 66 + 1091 + 0 + 4.3 + 0 + + + 66 + RootParties + 0 + 4.31 + 0 + Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. + + + 66 + QuotReqRjctGrp + 0 + 5 + 1 + Number of related symbols (instruments) in Request + + + 66 + 58 + 0 + 49 + 0 + + + 66 + 354 + 0 + 50 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 66 + 355 + 0 + 51 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 66 + StandardTrailer + 0 + 52 + 1 + + + 67 + StandardHeader + 0 + 1 + 1 + MsgType = AH + + + 67 + 644 + 0 + 2 + 1 + + + 67 + Parties + 0 + 2.1 + 0 + Insert here the set of Parties (firm identification) fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES + + + 67 + RFQReqGrp + 0 + 3 + 1 + Number of related symbols (instruments) in Request + + + 67 + 263 + 0 + 14 + 0 + Used to subscribe for Quote Requests that are sent into a market + + + 67 + 1171 + 0 + 14.1 + 0 + Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. + + + 67 + StandardTrailer + 0 + 15 + 1 + + + 68 + StandardHeader + 0 + 1 + 1 + MsgType = AI + + + 68 + 649 + 0 + 2 + 0 + + + 68 + 131 + 0 + 3 + 0 + Required when quote is in response to a Quote Request message + + + 68 + 117 + 0 + 4 + 0 + Maps to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). + + + 68 + 1166 + 0 + 4.1 + 0 + Maps to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). + + + 68 + 693 + 0 + 5 + 0 + Required when responding to a Quote Response message. + + + 68 + 537 + 0 + 6 + 0 + Quote Type +If not specified, the default is an indicative quote + + + 68 + 298 + 0 + 6.1 + 0 + + + 68 + Parties + 0 + 7 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 68 + 336 + 0 + 8 + 0 + + + 68 + 625 + 0 + 9 + 0 + + + 68 + Instrument + 0 + 10 + 0 + Conditionally required when reporting status of a single security quote. + + + 68 + FinancingDetails + 0 + 11 + 0 + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" + + + 68 + UndInstrmtGrp + 0 + 12 + 0 + Number of underlyings + + + 68 + 54 + 0 + 14 + 0 + + + 68 + OrderQtyData + 0 + 15 + 0 + Required for Tradeable quotes of single instruments + + + 68 + 63 + 0 + 16 + 0 + + + 68 + 64 + 0 + 17 + 0 + Can be used with forex quotes to specify a specific "value date" + + + 68 + 193 + 0 + 18 + 0 + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. + + + 68 + 192 + 0 + 19 + 0 + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. + + + 68 + 15 + 0 + 20 + 0 + Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted + + + 68 + Stipulations + 0 + 21 + 0 + + + 68 + 1 + 0 + 22 + 0 + + + 68 + 660 + 0 + 23 + 0 + + + 68 + 581 + 0 + 24 + 0 + Type of account associated with the order (Origin) + + + 68 + LegQuotStatGrp + 0 + 25 + 0 + Required for multileg quote status reports + + + 68 + QuotQualGrp + 0 + 33 + 0 + + + 68 + 126 + 0 + 35 + 0 + + + 68 + 44 + 0 + 36 + 0 + + + 68 + 423 + 0 + 37 + 0 + + + 68 + SpreadOrBenchmarkCurveData + 0 + 38 + 0 + + + 68 + YieldData + 0 + 39 + 0 + + + 68 + 132 + 0 + 40 + 0 + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. + + + 68 + 133 + 0 + 41 + 0 + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. + + + 68 + 645 + 0 + 42 + 0 + Can be used by markets that require showing the current best bid and offer + + + 68 + 646 + 0 + 43 + 0 + Can be used by markets that require showing the current best bid and offer + + + 68 + 647 + 0 + 44 + 0 + Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. + + + 68 + 134 + 0 + 45 + 0 + Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. + + + 68 + 648 + 0 + 46 + 0 + Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. + + + 68 + 135 + 0 + 47 + 0 + Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. + + + 68 + 110 + 0 + 47.1 + 0 + + + 68 + 62 + 0 + 48 + 0 + + + 68 + 188 + 0 + 49 + 0 + May be applicable for F/X quotes + + + 68 + 190 + 0 + 50 + 0 + May be applicable for F/X quotes + + + 68 + 189 + 0 + 51 + 0 + May be applicable for F/X quotes + + + 68 + 191 + 0 + 52 + 0 + May be applicable for F/X quotes + + + 68 + 631 + 0 + 53 + 0 + + + 68 + 632 + 0 + 54 + 0 + + + 68 + 633 + 0 + 55 + 0 + + + 68 + 634 + 0 + 56 + 0 + + + 68 + 60 + 0 + 57 + 0 + + + 68 + 40 + 0 + 58 + 0 + Can be used to specify the type of order the quote is for + + + 68 + 642 + 0 + 59 + 0 + Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value + + + 68 + 643 + 0 + 60 + 0 + Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value + + + 68 + 656 + 0 + 61 + 0 + Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this message + + + 68 + 657 + 0 + 62 + 0 + Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this message + + + 68 + 156 + 0 + 63 + 0 + Can be used when the quote is provided in a currency other than the instruments trading currency. + + + 68 + 13 + 0 + 64 + 0 + Can be used to show the counterparty the commission associated with the transaction. + + + 68 + 12 + 0 + 65 + 0 + Can be used to show the counterparty the commission associated with the transaction. + + + 68 + 582 + 0 + 66 + 0 + For Futures Exchanges + + + 68 + 100 + 0 + 67 + 0 + Used when routing quotes to multiple markets + + + 68 + 1133 + 0 + 67.1 + 0 + + + 68 + 297 + 0 + 68 + 0 + Quote Status + + + 68 + 300 + 0 + 68.1 + 0 + Reason Quote was rejected + + + 68 + 58 + 0 + 69 + 0 + + + 68 + 354 + 0 + 70 + 0 + + + 68 + 355 + 0 + 71 + 0 + + + 68 + StandardTrailer + 0 + 72 + 1 + + + 69 + StandardHeader + 0 + 1 + 1 + MsgType = AJ + + + 69 + 693 + 0 + 2 + 1 + Unique ID as assigned by the Initiator + + + 69 + 117 + 0 + 3 + 0 + Required only when responding to a Quote. + + + 69 + 1166 + 0 + 3.1 + 0 + Optionally used when responding to a Quote. + + + 69 + 694 + 0 + 4 + 1 + Type of response this Quote Response is. + + + 69 + 11 + 0 + 5 + 0 + Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote). + + + 69 + 528 + 0 + 6 + 0 + + + 69 + 529 + 0 + 6.1 + 0 + + + 69 + 23 + 0 + 7 + 0 + Required only when responding to an IOI. + + + 69 + 537 + 0 + 8 + 0 + Default is Indicative. + + + 69 + 1091 + 0 + 8.1 + 0 + + + 69 + QuotQualGrp + 0 + 9 + 0 + + + 69 + Parties + 0 + 11 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 69 + 336 + 0 + 12 + 0 + + + 69 + 625 + 0 + 13 + 0 + + + 69 + Instrument + 0 + 14 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" +For multilegs supply minimally a value for Symbol (55). + + + 69 + FinancingDetails + 0 + 15 + 0 + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" +For multilegs supply minimally a value for Symbol (55). + + + 69 + UndInstrmtGrp + 0 + 16 + 0 + Number of underlyings + + + 69 + 54 + 0 + 18 + 0 + Required when countering a single instrument quote or "hit/lift" an IOI or Quote. + + + 69 + OrderQtyData + 0 + 19 + 0 + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" +Required when countering a single instrument quote or "hit/lift" an IOI or Quote. + + + 69 + 110 + 0 + 19.1 + 0 + + + 69 + 63 + 0 + 20 + 0 + + + 69 + 64 + 0 + 21 + 0 + Can be used with forex quotes to specify a specific "value date" + + + 69 + 193 + 0 + 22 + 0 + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. + + + 69 + 192 + 0 + 23 + 0 + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. + + + 69 + 15 + 0 + 24 + 0 + Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted + + + 69 + Stipulations + 0 + 25 + 0 + Optional + + + 69 + 1 + 0 + 26 + 0 + + + 69 + 660 + 0 + 27 + 0 + Used to identify the source of the Account code. + + + 69 + 581 + 0 + 28 + 0 + Type of account associated with the order (Origin) + + + 69 + LegQuotGrp + 0 + 29 + 0 + Required for multileg quote response + + + 69 + 132 + 0 + 41 + 0 + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. + + + 69 + 133 + 0 + 42 + 0 + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. + + + 69 + 645 + 0 + 43 + 0 + Can be used by markets that require showing the current best bid and offer + + + 69 + 646 + 0 + 44 + 0 + Can be used by markets that require showing the current best bid and offer + + + 69 + 647 + 0 + 45 + 0 + Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. + + + 69 + 134 + 0 + 46 + 0 + Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. + + + 69 + 648 + 0 + 47 + 0 + Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. + + + 69 + 135 + 0 + 48 + 0 + Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. + + + 69 + 62 + 0 + 49 + 0 + The time when the quote will expire. +Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counter offer is valid until. + + + 69 + 188 + 0 + 50 + 0 + May be applicable for F/X quotes + + + 69 + 190 + 0 + 51 + 0 + May be applicable for F/X quotes + + + 69 + 189 + 0 + 52 + 0 + May be applicable for F/X quotes + + + 69 + 191 + 0 + 53 + 0 + May be applicable for F/X quotes + + + 69 + 631 + 0 + 54 + 0 + + + 69 + 632 + 0 + 55 + 0 + + + 69 + 633 + 0 + 56 + 0 + + + 69 + 634 + 0 + 57 + 0 + + + 69 + 60 + 0 + 58 + 0 + + + 69 + 40 + 0 + 59 + 0 + Can be used to specify the type of order the quote is for. + + + 69 + 642 + 0 + 60 + 0 + Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value + + + 69 + 643 + 0 + 61 + 0 + Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value + + + 69 + 656 + 0 + 62 + 0 + Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message + + + 69 + 657 + 0 + 63 + 0 + Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message + + + 69 + 156 + 0 + 64 + 0 + Can be used when the quote is provided in a currency other than the instruments trading currency. + + + 69 + 12 + 0 + 65 + 0 + Can be used to show the counterparty the commission associated with the transaction. + + + 69 + 13 + 0 + 66 + 0 + Can be used to show the counterparty the commission associated with the transaction. + + + 69 + 582 + 0 + 67 + 0 + For Futures Exchanges + + + 69 + 100 + 0 + 68 + 0 + Used when routing quotes to multiple markets + + + 69 + 1133 + 0 + 68.1 + 0 + + + 69 + 58 + 0 + 69 + 0 + + + 69 + 354 + 0 + 70 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 69 + 355 + 0 + 71 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 69 + 44 + 0 + 72 + 0 + + + 69 + 423 + 0 + 73 + 0 + + + 69 + SpreadOrBenchmarkCurveData + 0 + 74 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" + + + 69 + YieldData + 0 + 75 + 0 + Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" + + + 69 + StandardTrailer + 0 + 76 + 1 + + + 70 + StandardHeader + 0 + 1 + 1 + MsgType = AK + + + 70 + 664 + 0 + 2 + 1 + Unique ID for this message + + + 70 + 772 + 0 + 3 + 0 + Mandatory if ConfirmTransType is Replace or Cancel + + + 70 + 859 + 0 + 4 + 0 + Only used when this message is used to respond to a confirmation request (to which this ID refers) + + + 70 + 666 + 0 + 5 + 1 + New, Cancel or Replace + + + 70 + 773 + 0 + 6 + 1 + Denotes whether this message represents a confirmation or a trade status message + + + 70 + 797 + 0 + 7 + 0 + Denotes whether or not this message represents copy confirmation (or status message) +Absence of this field indicates message is not a drop copy. + + + 70 + 650 + 0 + 8 + 0 + Denotes whether this message represents the legally binding confirmation +Absence of this field indicates message is not a legal confirm. + + + 70 + 665 + 0 + 9 + 1 + + + 70 + Parties + 0 + 10 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" +Required for fixed income +Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) +Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details) + + + 70 + OrdAllocGrp + 0 + 11 + 0 + Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 + + + 70 + 70 + 0 + 21 + 0 + Used to refer to an earlier Allocation Instruction. + + + 70 + 793 + 0 + 22 + 0 + Used to refer to an earlier Allocation Instruction via its secondary identifier + + + 70 + 467 + 0 + 23 + 0 + Used to refer to an allocation account within an earlier Allocation Instruction. + + + 70 + 60 + 0 + 24 + 1 + Represents the time this message was generated + + + 70 + 75 + 0 + 25 + 1 + + + 70 + TrdRegTimestamps + 0 + 26 + 0 + Time of last execution being confirmed by this message + + + 70 + Instrument + 0 + 27 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 70 + InstrumentExtension + 0 + 28 + 0 + Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" + + + 70 + FinancingDetails + 0 + 29 + 0 + Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" + + + 70 + UndInstrmtGrp + 0 + 30 + 0 + + + + 70 + InstrmtLegGrp + 0 + 32 + 0 + + + + 70 + YieldData + 0 + 34 + 0 + If traded on Yield, price must be calculated "to worst" and the <Yield> component block must specify how calculated, redemption date and price (if not par). If traded on Price, the <Yield> component block must specify how calculated - "Worst", and include redemptiondate and price (if not par). + + + 70 + 80 + 0 + 35 + 1 + The quantity being confirmed by this message (this is at a trade level, not block or order level) + + + 70 + 854 + 0 + 36 + 0 + + + 70 + 54 + 0 + 37 + 1 + + + 70 + 15 + 0 + 38 + 0 + + + 70 + 30 + 0 + 39 + 0 + + + 70 + CpctyConfGrp + 0 + 40 + 1 + + + + 70 + 79 + 0 + 44 + 1 + Account number for the trade being confirmed by this message + + + 70 + 661 + 0 + 45 + 0 + + + 70 + 798 + 0 + 46 + 0 + + + 70 + 6 + 0 + 47 + 1 + Gross price for the trade being confirmed +Always expressed in percent-of-par for Fixed Income + + + 70 + 74 + 0 + 48 + 0 + Absence of this field indicates that default precision arranged by the broker/institution is to be used + + + 70 + 423 + 0 + 49 + 0 + Price type for the AvgPx field + + + 70 + 860 + 0 + 50 + 0 + + + 70 + SpreadOrBenchmarkCurveData + 0 + 51 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" + + + 70 + 861 + 0 + 52 + 0 + Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade) + + + 70 + 58 + 0 + 53 + 0 + + + 70 + 354 + 0 + 54 + 0 + + + 70 + 355 + 0 + 55 + 0 + + + 70 + 81 + 0 + 56 + 0 + Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above. + + + 70 + 381 + 0 + 57 + 1 + AllocQty(80) * AvgPx(6) + + + 70 + 157 + 0 + 58 + 0 + + + 70 + 230 + 0 + 59 + 0 + Optional "next coupon date" for Fixed Income + + + 70 + 158 + 0 + 60 + 0 + + + 70 + 159 + 0 + 61 + 0 + Required for Fixed Income products that trade with accrued interest + + + 70 + 738 + 0 + 62 + 0 + Required for Fixed Income products that pay lump sum interest at maturity + + + 70 + 920 + 0 + 63 + 0 + For repurchase agreements the accrued interest on termination. + + + 70 + 921 + 0 + 64 + 0 + For repurchase agreements the start (dirty) cash consideration + + + 70 + 922 + 0 + 65 + 0 + For repurchase agreements the end (dirty) cash consideration + + + 70 + 238 + 0 + 66 + 0 + + + 70 + 237 + 0 + 67 + 0 + + + 70 + 118 + 0 + 68 + 1 + + + 70 + 890 + 0 + 69 + 0 + Net Money at maturity if Zero Coupon and maturity value is different from par value + + + 70 + 119 + 0 + 70 + 0 + + + 70 + 120 + 0 + 71 + 0 + + + 70 + 155 + 0 + 72 + 0 + + + 70 + 156 + 0 + 73 + 0 + + + 70 + 63 + 0 + 74 + 0 + + + 70 + 64 + 0 + 75 + 0 + + + 70 + SettlInstructionsData + 0 + 76 + 0 + Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" +Used to communicate settlement instructions for this Confirmation. + + + 70 + CommissionData + 0 + 77 + 0 + + + 70 + 858 + 0 + 78 + 0 + Used to identify any commission shared with a third party (e.g. directed brokerage) + + + 70 + Stipulations + 0 + 79 + 0 + + + 70 + MiscFeesGrp + 0 + 80 + 0 + Required if any miscellaneous fees are reported. + + + 70 + StandardTrailer + 0 + 85 + 1 + + + 71 + StandardHeader + 0 + 1 + 1 + MsgType = AL + + + 71 + 710 + 0 + 2 + 0 + Unique identifier for the position maintenance request as assigned by the submitter. Conditionally required when used in a request/reply scenario (i.e. not required in batch scenario) + + + 71 + 709 + 0 + 3 + 1 + + + 71 + 712 + 0 + 4 + 1 + + + 71 + 713 + 0 + 5 + 0 + Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. + + + 71 + 714 + 0 + 6 + 0 + Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled. + + + 71 + 715 + 0 + 7 + 1 + The Clearing Business Date referred to by this maintenance request + + + 71 + 716 + 0 + 8 + 0 + + + 71 + 717 + 0 + 9 + 0 + + + 71 + Parties + 0 + 10 + 1 + The Following PartyRoles can be specified: +ClearingOrganization +Clearing Firm +Position Account + + + 71 + 1 + 0 + 11 + 0 + + + 71 + 660 + 0 + 12 + 0 + + + 71 + 581 + 0 + 13 + 0 + Type of account associated with the order (Origin) + + + 71 + Instrument + 0 + 14 + 1 + + + 71 + 15 + 0 + 15 + 0 + + + 71 + InstrmtLegGrp + 0 + 16 + 0 + Specifies the number of legs that make up the Security + + + 71 + UndInstrmtGrp + 0 + 18 + 0 + Specifies the number of underlying legs that make up the Security + + + 71 + TrdgSesGrp + 0 + 20 + 0 + Specifies the number of repeating TradingSessionIDs + + + 71 + 60 + 0 + 23 + 0 + Time this order request was initiated/released by the trader, trading system, or intermediary. + + + 71 + PositionQty + 0 + 24 + 1 + + + 71 + PositionAmountData + 0 + 24.1 + 0 + + + 71 + 718 + 0 + 25 + 0 + Type of adjustment to be applied, used for PCS & PAJ +Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition + + + 71 + 719 + 0 + 26 + 0 + Boolean - if Y then indicates you are requesting a position maintenance that acting + + + 71 + 720 + 0 + 27 + 0 + Boolean - Y indicates you are requesting rollover of prior day's spread submissions + + + 71 + 834 + 0 + 28 + 0 + + + 71 + 58 + 0 + 29 + 0 + + + 71 + 354 + 0 + 30 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 71 + 355 + 0 + 31 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 71 + 120 + 0 + 31.1 + 0 + + + 71 + StandardTrailer + 0 + 32 + 1 + + + 72 + StandardHeader + 0 + 1 + 1 + MsgType = AM + + + 72 + 721 + 0 + 2 + 1 + Unique identifier for this position report + + + 72 + 709 + 0 + 3 + 1 + + + 72 + 710 + 0 + 4 + 0 + Unique identifier for the position maintenance request associated with this report + + + 72 + 712 + 0 + 5 + 1 + + + 72 + 713 + 0 + 6 + 0 + Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. + + + 72 + 722 + 0 + 7 + 1 + Status of Position Maintenance Request + + + 72 + 723 + 0 + 8 + 0 + + + 72 + 715 + 0 + 9 + 1 + The Clearing Business Date covered by this request + + + 72 + 716 + 0 + 10 + 0 + + + + 72 + 717 + 0 + 11 + 0 + + + 72 + Parties + 0 + 12 + 0 + Position Account + + + 72 + 1 + 0 + 13 + 0 + + + 72 + 660 + 0 + 14 + 0 + + + 72 + 581 + 0 + 15 + 0 + Type of account associated with the order (Origin) + + + 72 + 714 + 0 + 15.1 + 0 + Reference to a PosMaintRptID (Tag 721) from a previous Position Maintenance Report that is being replaced or canceled + + + 72 + Instrument + 0 + 16 + 1 + + + 72 + 15 + 0 + 17 + 0 + + + 72 + 120 + 0 + 17.1 + 0 + + + 72 + 719 + 0 + 17.2 + 0 + Can be set to true when a position maintenance request is being performed contrary to current money position, i.e. for an exercise of an out of the money position or an abandonement (do not exercise ) of an in the money position + + + 72 + 720 + 0 + 17.3 + 0 + + + 72 + InstrmtLegGrp + 0 + 18 + 0 + Specifies the number of legs that make up the Security + + + 72 + UndInstrmtGrp + 0 + 20 + 0 + Specifies the number of underlying legs that make up the Security + + + 72 + TrdgSesGrp + 0 + 22 + 0 + Specifies the number of repeating TradingSessionIDs + + + 72 + 60 + 0 + 25 + 0 + Time this order request was initiated/released by the trader, trading system, or intermediary. Conditionally required except when requests for reports are processed in batch, transaction time is not available, or when PosReqID is not present. + + + 72 + PositionQty + 0 + 26 + 1 + See definition for Position Quantity in the Proposed Component Block section above + + + 72 + PositionAmountData + 0 + 27 + 0 + Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" + + + 72 + 718 + 0 + 28 + 0 + Type of adjustment to be applied +Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only + + + 72 + 834 + 0 + 29 + 0 + + + 72 + 58 + 0 + 30 + 0 + + + 72 + 354 + 0 + 31 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 72 + 355 + 0 + 32 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 72 + StandardTrailer + 0 + 33 + 1 + + + 73 + StandardHeader + 0 + 1 + 1 + MsgType = AN + + + 73 + 710 + 0 + 2 + 1 + Unique identifier for the Request for Positions as assigned by the submitter + + + 73 + 724 + 0 + 3 + 1 + + + 73 + 573 + 0 + 4 + 0 + + + 73 + 263 + 0 + 5 + 0 + Used to subscribe / unsubscribe for trade capture reports +If the field is absent, the value 0 will be the default + + + 73 + 120 + 0 + 5.1 + 0 + + + 73 + Parties + 0 + 6 + 1 + Position Account + + + 73 + 1 + 0 + 7 + 0 + + + 73 + 660 + 0 + 8 + 0 + + + 73 + 581 + 0 + 9 + 0 + Type of account associated with the order (Origin) + + + 73 + Instrument + 0 + 10 + 0 + + + 73 + 15 + 0 + 11 + 0 + + + 73 + InstrmtLegGrp + 0 + 12 + 0 + Specifies the number of legs that make up the Security + + + 73 + UndInstrmtGrp + 0 + 14 + 0 + Specifies the number of underlying legs that make up the Security + + + 73 + 715 + 0 + 16 + 1 + The Clearing Business Date referred to by this request + + + 73 + 716 + 0 + 17 + 0 + + + + 73 + 717 + 0 + 18 + 0 + + + 73 + TrdgSesGrp + 0 + 19 + 0 + Specifies the number of repeating TradingSessionIDs + + + 73 + 60 + 0 + 22 + 1 + Time this order request was initiated/released by the trader, trading system, or intermediary. + + + 73 + 725 + 0 + 23 + 0 + Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. + + + 73 + 726 + 0 + 24 + 0 + URI destination name. Used if ResponseTransportType is out-of-band. + + + 73 + 58 + 0 + 25 + 0 + + + 73 + 354 + 0 + 26 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 73 + 355 + 0 + 27 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 73 + StandardTrailer + 0 + 28 + 1 + + + 74 + StandardHeader + 0 + 1 + 1 + MsgType = AO + + + 74 + 721 + 0 + 2 + 1 + Unique identifier for this position report + + + 74 + 710 + 0 + 3 + 0 + Unique identifier for the Request for Position associated with this report +This field should not be provided if the report was sent unsolicited. + + + 74 + 727 + 0 + 4 + 0 + Total number of Position Reports being returned + + + 74 + 325 + 0 + 5 + 0 + Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. + + + 74 + 728 + 0 + 6 + 1 + + + 74 + 729 + 0 + 7 + 1 + + + 74 + 724 + 0 + 7.1 + 0 + + + 74 + 573 + 0 + 7.2 + 0 + + + 74 + 715 + 0 + 7.3 + 0 + + + 74 + 263 + 0 + 7.4 + 0 + + + 74 + 716 + 0 + 7.5 + 0 + + + 74 + 717 + 0 + 7.6 + 0 + + + 74 + 120 + 0 + 7.71 + 0 + + + 74 + Parties + 0 + 8 + 1 + Position Account + + + 74 + 1 + 0 + 9 + 0 + + + 74 + 660 + 0 + 10 + 0 + + + 74 + 581 + 0 + 11 + 0 + Type of account associated with the order (Origin) + + + 74 + Instrument + 0 + 12 + 0 + + + 74 + 15 + 0 + 13 + 0 + + + 74 + InstrmtLegGrp + 0 + 14 + 0 + Specifies the number of legs that make up the Security + + + 74 + UndInstrmtGrp + 0 + 16 + 0 + Specifies the number of underlying legs that make up the Security + + + 74 + 725 + 0 + 18 + 0 + Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. + + + 74 + 726 + 0 + 19 + 0 + URI destination name. Used if ResponseTransportType is out-of-band. + + + 74 + 58 + 0 + 20 + 0 + + + 74 + 354 + 0 + 21 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 74 + 355 + 0 + 22 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 74 + StandardTrailer + 0 + 23 + 1 + + + 75 + StandardHeader + 0 + 1 + 1 + MsgType = AP + + + 75 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 75 + 721 + 0 + 2 + 1 + Unique identifier for this position report + + + 75 + 710 + 0 + 3 + 0 + Unique identifier for the Request for Positions associated with this report +This field should not be provided if the report was sent unsolicited. + + + 75 + 724 + 0 + 4 + 0 + + + 75 + 263 + 0 + 5 + 0 + Used to subscribe / unsubscribe for trade capture reports +If the field is absent, the value 0 will be the default + + + 75 + 727 + 0 + 6 + 0 + Total number of Position Reports being returned + + + 75 + 728 + 0 + 6 + 0 + Result of a Request for Position + + + 75 + 325 + 0 + 7 + 0 + Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. + + + 75 + 715 + 0 + 9 + 1 + The Clearing Business Date referred to by this maintenance request + + + 75 + 716 + 0 + 10 + 0 + + + 75 + 717 + 0 + 11 + 0 + + + 75 + 423 + 0 + 11.1 + 0 + + + 75 + 120 + 0 + 11.2 + 0 + + + 75 + 1011 + 0 + 11.3 + 0 + Used to identify the event or source which gave rise to a message + + + 75 + Parties + 0 + 12 + 1 + Position Account + + + 75 + 1 + 0 + 13 + 0 + Account may also be specified through via Parties Block using Party Role 27 which signifies Account + + + 75 + 660 + 0 + 14 + 0 + + + 75 + 581 + 0 + 15 + 0 + Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account + + + 75 + Instrument + 0 + 16 + 0 + + + 75 + 15 + 0 + 17 + 0 + + + 75 + 730 + 0 + 18 + 0 + + + 75 + 731 + 0 + 19 + 0 + Values = Final, Theoretical + + + 75 + 734 + 0 + 20 + 0 + + + 75 + 573 + 0 + 20.1 + 0 + Used to indicate if a Position Report is matched or unmatched + + + 75 + InstrmtLegGrp + 0 + 21 + 0 + Specifies the number of legs that make up the Security + + + 75 + PosUndInstrmtGrp + 0 + 23 + 0 + Specifies the number of underlying legs that make up the Security + + + 75 + PositionQty + 0 + 27 + 0 + Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages" + + + 75 + PositionAmountData + 0 + 28 + 0 + Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" + + + 75 + 506 + 0 + 29 + 0 + RegNonRegInd + + + 75 + 743 + 0 + 30 + 0 + + + 75 + 58 + 0 + 31 + 0 + + + 75 + 354 + 0 + 32 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 75 + 355 + 0 + 33 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 75 + StandardTrailer + 0 + 34 + 1 + + + 76 + StandardHeader + 0 + 1 + 1 + MsgType = AQ + + + 76 + 568 + 0 + 2 + 1 + Identifier for the trade request + + + 76 + 1003 + 0 + 2.1 + 0 + + + 76 + 1040 + 0 + 2.2 + 0 + + + 76 + 1041 + 0 + 2.3 + 0 + + + 76 + 1042 + 0 + 2.4 + 0 + + + 76 + 569 + 0 + 3 + 1 + + + 76 + 263 + 0 + 4 + 0 + Used to subscribe / unsubscribe for trade capture reports +If the field is absent, the value 0 will be the default + + + 76 + 748 + 0 + 5 + 0 + Number of trade reports returned + + + 76 + 749 + 0 + 6 + 1 + Result of Trade Request + + + 76 + 750 + 0 + 7 + 1 + Status of Trade Request + + + 76 + Instrument + 0 + 8 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 76 + UndInstrmtGrp + 0 + 9 + 0 + + + 76 + InstrmtLegGrp + 0 + 11 + 0 + Number of legs +NoLegs > 0 identifies a Multi-leg Execution + + + 76 + 442 + 0 + 13 + 0 + Specify type of multileg reporting to be returned. + + + 76 + 725 + 0 + 14 + 0 + Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. + + + 76 + 726 + 0 + 15 + 0 + URI destination name. Used if ResponseTransportType is out-of-band. + + + 76 + 58 + 0 + 16 + 0 + May be used by the executing market to record any execution Details that are particular to that market + + + 76 + 354 + 0 + 17 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 76 + 355 + 0 + 18 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 76 + 1011 + 0 + 18.1 + 0 + Used to identify the event or source which gave rise to a message + + + 76 + StandardTrailer + 0 + 19 + 1 + + + 77 + StandardHeader + 0 + 1 + 1 + MsgType = AR + + + 77 + 571 + 0 + 2 + 0 + Unique identifier for the Trade Capture Report + + + 77 + 1003 + 0 + 2.1 + 0 + + + 77 + 1040 + 0 + 2.2 + 0 + + + 77 + 1041 + 0 + 2.3 + 0 + + + 77 + 1042 + 0 + 2.4 + 0 + + + 77 + 487 + 0 + 3 + 0 + Identifies Trade Report message transaction type. + + + 77 + 856 + 0 + 4 + 0 + Indicates action to take on trade + + + 77 + 828 + 0 + 5 + 0 + + + 77 + 829 + 0 + 6 + 0 + + + 77 + 855 + 0 + 7 + 0 + + + 77 + 1123 + 0 + 7.1 + 0 + + + 77 + 1124 + 0 + 7.2 + 0 + + + 77 + 1125 + 0 + 7.3 + 0 + Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer + + + 77 + 1126 + 0 + 7.4 + 0 + Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer + + + 77 + 1127 + 0 + 7.5 + 0 + Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer + + + 77 + 830 + 0 + 8 + 0 + + + 77 + RootParties + 0 + 8.1 + 0 + Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report: + + + 77 + 150 + 0 + 9 + 0 + Type of Execution being reported: +Uses subset of ExecType for Trade Capture Reports + + + 77 + 572 + 0 + 10 + 0 + The TradeReportID that is being referenced for some action, such as correction or cancellation + + + 77 + 881 + 0 + 11 + 0 + The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation + + + 77 + 939 + 0 + 12 + 0 + Status of Trade Report + + + 77 + 751 + 0 + 13 + 0 + Reason for Rejection of Trade Report + + + 77 + 818 + 0 + 14 + 0 + + + 77 + 263 + 0 + 15 + 0 + Used to subscribe / unsubscribe for trade capture reports +If the field is absent, the value 0 will be the default + + + 77 + 820 + 0 + 16 + 0 + Used to associate a group of trades together. Useful for average price calculations. + + + 77 + 880 + 0 + 17 + 0 + + + 77 + 17 + 0 + 18 + 0 + Exchanged assigned Execution ID (Trade Identifier) + + + 77 + 527 + 0 + 19 + 0 + + + 77 + 378 + 0 + 19.2 + 0 + + + 77 + 570 + 0 + 19.3 + 0 + + + 77 + 423 + 0 + 19.4 + 0 + + + 77 + 822 + 0 + 19.45 + 0 + + + 77 + 823 + 0 + 19.46 + 0 + + + 77 + 716 + 0 + 19.5 + 0 + + + + 77 + 717 + 0 + 19.51 + 0 + + + 77 + 854 + 0 + 19.6 + 0 + + + 77 + 32 + 0 + 19.8 + 0 + + + 77 + 31 + 0 + 19.9 + 0 + + + 77 + Instrument + 0 + 20 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 77 + 669 + 0 + 20 + 0 + + + 77 + 1056 + 0 + 20.01 + 0 + + + 77 + 1071 + 0 + 20.02 + 0 + + + 77 + 15 + 0 + 20.021 + 0 + Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout + + + 77 + 120 + 0 + 20.022 + 0 + Contra currency of the deal. Used to qualify CalculatedCcyLastQty + + + 77 + 194 + 0 + 20.1 + 0 + + + 77 + 195 + 0 + 20.2 + 0 + + + 77 + 30 + 0 + 20.3 + 0 + + + 77 + 75 + 0 + 20.4 + 0 + + + 77 + 715 + 0 + 20.5 + 0 + + + 77 + 6 + 0 + 20.6 + 0 + + + 77 + 819 + 0 + 20.7 + 0 + + + 77 + 442 + 0 + 20.8 + 0 + + + 77 + 824 + 0 + 20.9 + 0 + + + 77 + 60 + 0 + 21 + 0 + Time ACK was issued by matching system, trading system or counterparty + + + 77 + 63 + 0 + 21 + 0 + + + 77 + UndInstrmtGrp + 0 + 21.15 + 0 + + + 77 + 573 + 0 + 21.2 + 0 + + + 77 + 574 + 0 + 21.3 + 0 + + + 77 + 797 + 0 + 21.4 + 0 + + + 77 + TrdRepIndicatorsGrp + 0 + 21.41 + 0 + + + 77 + 852 + 0 + 21.5 + 0 + + + 77 + 1390 + 0 + 21.51 + 0 + + + 77 + 853 + 0 + 21.6 + 0 + + + 77 + TrdInstrmtLegGrp + 0 + 21.9 + 0 + + + 77 + TrdRegTimestamps + 0 + 22 + 0 + + + 77 + 725 + 0 + 23 + 0 + Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. + + + 77 + 726 + 0 + 24 + 0 + URI destination name. Used if ResponseTransportType is out-of-band. + + + 77 + 58 + 0 + 25 + 0 + May be used by the executing market to record any execution Details that are particular to that market + + + 77 + 354 + 0 + 26 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 77 + 355 + 0 + 27 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 77 + 1015 + 0 + 27.1 + 0 + Indicates if the trade is an outtrade from a previous day + + + 77 + 635 + 0 + 41 + 0 + + + 77 + PositionAmountData + 0 + 50.1 + 0 + Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" + + + 77 + 994 + 0 + 50.2 + 0 + Indicates the algorithm (tier) used to match a trade + + + 77 + 1011 + 0 + 50.3 + 0 + Used to identify the event or source which gave rise to a message + + + 77 + 779 + 0 + 50.4 + 0 + Used to indicate reports after a specific time + + + 77 + 991 + 0 + 50.5 + 0 + Specifies the rounded price to quoted precision. + + + 77 + TrdCapRptAckSideGrp + 0 + 52.1 + 0 + + + 77 + 1135 + 0 + 52.2 + 0 + + + 77 + 381 + 0 + 52.3 + 0 + (LastQty(32) * LastPx(31) or LastParPx(669)) For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. + + + 77 + 64 + 0 + 52.4 + 0 + + + 77 + 1329 + 0 + 53.1 + 0 + + + 77 + StandardTrailer + 0 + 57 + 1 + + + 78 + StandardHeader + 0 + 1 + 1 + MsgType = AS + + + 78 + 755 + 0 + 2 + 1 + Unique identifier for this message + + + 78 + 70 + 0 + 3 + 0 + + + 78 + 71 + 0 + 4 + 1 + i.e. New, Cancel, Replace + + + 78 + 795 + 0 + 5 + 0 + Required for AllocTransType = Replace or Cancel + + + 78 + 796 + 0 + 6 + 0 + Required for AllocTransType = Replace or Cancel +Gives the reason for replacing or cancelling the allocation report + + + 78 + 793 + 0 + 7 + 0 + Optional second identifier for this allocation instruction (need not be unique) + + + 78 + 794 + 0 + 8 + 1 + Specifies the purpose or type of Allocation Report message + + + 78 + 87 + 0 + 9 + 1 + + + 78 + 88 + 0 + 10 + 0 + Required for AllocStatus = 1 (rejected) + + + 78 + 72 + 0 + 11 + 0 + Required for AllocTransType = Replace or Cancel + + + 78 + 808 + 0 + 12 + 0 + Required if AllocReportType = 8 (Request to Intermediary) +Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) + + + 78 + 196 + 0 + 13 + 0 + Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" + + + 78 + 197 + 0 + 14 + 0 + Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. + + + 78 + 466 + 0 + 15 + 0 + + + 78 + 715 + 0 + 15.05 + 0 + Indicates Clearing Business Date for which transaction will be settled. + + + 78 + 828 + 0 + 15.1 + 0 + Indicates Trade Type of Allocation. + + + 78 + 829 + 0 + 15.15 + 0 + Indicates TradeSubType of Allocation. Necessary for defining groups. + + + 78 + 442 + 0 + 15.2 + 0 + Indicates MultiLegReportType of original trade marked for allocation. + + + 78 + 582 + 0 + 15.3 + 0 + Indicates CTI of original trade marked for allocation. + + + 78 + 578 + 0 + 15.4 + 0 + Indicates input source of original trade marked for allocation. + + + 78 + 991 + 0 + 15.5 + 0 + Specifies the rounded price to quoted precision. + + + 78 + 1011 + 0 + 15.6 + 0 + Used to identify the event or source which gave rise to a message. + + + 78 + 579 + 0 + 15.7 + 0 + Specific device number, terminal number or station where trade was entered + + + 78 + 819 + 0 + 15.8 + 0 + Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. + + + 78 + 857 + 0 + 16 + 0 + Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not. + + + 78 + OrdAllocGrp + 0 + 17 + 0 + Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 + + + 78 + ExecAllocGrp + 0 + 27 + 0 + Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. + + + 78 + 570 + 0 + 34 + 0 + + + 78 + 700 + 0 + 35 + 0 + + + 78 + 574 + 0 + 36 + 0 + + + 78 + 54 + 0 + 37 + 1 + + + 78 + Instrument + 0 + 38 + 1 + Components of Application Messages". +For NDFs, fixing date (specified in MaturityDate(541)) is required. Fixing time (specified in MaturityTime(1079)) is optional. + + + 78 + InstrumentExtension + 0 + 39 + 0 + Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" + + + 78 + FinancingDetails + 0 + 40 + 0 + Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" + + + 78 + UndInstrmtGrp + 0 + 41 + 0 + + + 78 + InstrmtLegGrp + 0 + 43 + 0 + + + 78 + 53 + 0 + 45 + 1 + Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book + + + 78 + 854 + 0 + 46 + 0 + + + 78 + 30 + 0 + 47 + 0 + Market of the executions. + + + 78 + 229 + 0 + 48 + 0 + + + 78 + 336 + 0 + 49 + 0 + + + 78 + 625 + 0 + 50 + 0 + + + 78 + 423 + 0 + 51 + 0 + + + 78 + 6 + 0 + 52 + 1 + For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). + + + 78 + 860 + 0 + 53 + 0 + + + 78 + SpreadOrBenchmarkCurveData + 0 + 54 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" + + + 78 + 15 + 0 + 55 + 0 + Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. + + + 78 + 74 + 0 + 56 + 0 + Absence of this field indicates that default precision arranged by the broker/institution is to be used + + + 78 + Parties + 0 + 57 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 78 + 75 + 0 + 58 + 1 + + + 78 + 60 + 0 + 59 + 0 + Date/time when allocation is generated + + + 78 + 63 + 0 + 60 + 0 + + + 78 + 64 + 0 + 61 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. +Required for NDFs to specify the "value date". + + + 78 + 775 + 0 + 62 + 0 + Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. + + + 78 + 381 + 0 + 63 + 0 + Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. + + + 78 + 238 + 0 + 64 + 0 + + + 78 + 237 + 0 + 65 + 0 + + + 78 + 118 + 0 + 66 + 0 + Expressed in same currency as AvgPx. Sum of AllocNetMoney. +For FX expressed in terms of Currency(15). + + + 78 + 77 + 0 + 67 + 0 + + + 78 + 754 + 0 + 68 + 0 + Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House + + + 78 + 58 + 0 + 69 + 0 + + + 78 + 354 + 0 + 70 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 78 + 355 + 0 + 71 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 78 + 157 + 0 + 72 + 0 + Applicable for Convertible Bonds and fixed income + + + 78 + 158 + 0 + 73 + 0 + Applicable for Convertible Bonds and fixed income + + + 78 + 159 + 0 + 74 + 0 + Sum of AllocAccruedInterestAmt within repeating group. + + + 78 + 540 + 0 + 75 + 0 + + + 78 + 738 + 0 + 76 + 0 + + + 78 + 920 + 0 + 77 + 0 + For repurchase agreements the accrued interest on termination. + + + 78 + 921 + 0 + 78 + 0 + For repurchase agreements the start (dirty) cash consideration + + + 78 + 922 + 0 + 79 + 0 + For repurchase agreements the end (dirty) cash consideration + + + 78 + 650 + 0 + 80 + 0 + + + 78 + Stipulations + 0 + 81 + 0 + + + 78 + YieldData + 0 + 82 + 0 + + + 78 + PositionAmountData + 0 + 82.1 + 0 + Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" + + + 78 + 892 + 0 + 83 + 0 + Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. +Only required where message has been fragmented. + + + 78 + 893 + 0 + 84 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 78 + AllocGrp + 0 + 85 + 0 + Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" + + + 78 + StandardTrailer + 0 + 120 + 1 + + + 79 + StandardHeader + 0 + 1 + 1 + MsgType = AT + + + 79 + 755 + 0 + 2 + 1 + + + 79 + 70 + 0 + 3 + 0 + + + 79 + 715 + 0 + 3.1 + 0 + Indicates Clearing Business Date for which transaction will be settled. + + + 79 + 819 + 0 + 3.2 + 0 + Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. + + + 79 + 53 + 0 + 3.3 + 0 + + + 79 + 71 + 0 + 3.4 + 0 + + + 79 + Parties + 0 + 4 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 79 + 793 + 0 + 5 + 0 + Optional second identifier for the allocation report being acknowledged (need not be unique) + + + 79 + 75 + 0 + 6 + 0 + + + 79 + 60 + 0 + 7 + 0 + Date/Time Allocation Report Ack generated + + + 79 + 87 + 0 + 8 + 0 + Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed). +AllocStatus will be conditionally required in a 2-party model when used by a counterparty to convey a change in status. It will be optional in a 3-party model in which only the central counterparty may issue the status of an allocation + + + 79 + 88 + 0 + 9 + 0 + Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message + + + 79 + 794 + 0 + 10 + 0 + + + 79 + 808 + 0 + 11 + 0 + Required if AllocReportType = 8 (Request to Intermediary) +Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) + + + 79 + 573 + 0 + 12 + 0 + Denotes whether the financial details provided on the Allocation Report were successfully matched. + + + 79 + 460 + 0 + 13 + 0 + + + 79 + 167 + 0 + 14 + 0 + + + 79 + 58 + 0 + 15 + 0 + Can include explanation for AllocRejCode = 7 (other) + + + 79 + 354 + 0 + 16 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 79 + 355 + 0 + 17 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 79 + AllocAckGrp + 0 + 18 + 0 + This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value. +Indicates number of allocation groups to follow. + + + 79 + StandardTrailer + 0 + 27 + 1 + + + 80 + StandardHeader + 0 + 1 + 1 + MsgType = AU + + + 80 + 664 + 0 + 2 + 1 + + + 80 + 75 + 0 + 3 + 1 + + + 80 + 60 + 0 + 4 + 1 + Date/Time Allocation Instruction Ack generated + + + 80 + 940 + 0 + 5 + 1 + + + 80 + 774 + 0 + 6 + 0 + Required for ConfirmStatus = 1 (rejected) + + + 80 + 573 + 0 + 7 + 0 + Denotes whether the financial details provided on the Confirmation were successfully matched. + + + 80 + 58 + 0 + 8 + 0 + Can include explanation for AllocRejCode = 7 (other) + + + 80 + 354 + 0 + 9 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 80 + 355 + 0 + 10 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 80 + StandardTrailer + 0 + 11 + 1 + + + 81 + StandardHeader + 0 + 1 + 1 + MsgType = AV + + + 81 + 791 + 0 + 2 + 1 + Unique message ID + + + 81 + 60 + 0 + 3 + 1 + Date/Time this request message was generated + + + 81 + Parties + 0 + 4 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" +Used here for party whose instructions this message is requesting and (optionally) for settlement location +Not required if database identifiers are being used to request settlement instructions. Required otherwise. + + + 81 + 79 + 0 + 5 + 0 + Should not be populated if StandInstDbType is populated + + + 81 + 661 + 0 + 6 + 0 + Required if AllocAccount populated +Should not be populated if StandInstDbType is populated + + + 81 + 54 + 0 + 7 + 0 + Should not be populated if StandInstDbType is populated + + + 81 + 460 + 0 + 8 + 0 + Should not be populated if StandInstDbType is populated + + + 81 + 167 + 0 + 9 + 0 + Should not be populated if StandInstDbType is populated + + + 81 + 461 + 0 + 10 + 0 + Should not be populated if StandInstDbType is populated + + + 81 + 120 + 0 + 10.1 + 0 + Should not be populated if StandInstDbType is populated + + + 81 + 168 + 0 + 11 + 0 + Should not be populated if StandInstDbType is populated + + + 81 + 126 + 0 + 12 + 0 + Should not be populated if StandInstDbType is populated + + + 81 + 779 + 0 + 13 + 0 + Should not be populated if StandInstDbType is populated + + + 81 + 169 + 0 + 14 + 0 + Should not be populated if any of AllocAccount through to LastUpdateTime are populated + + + 81 + 170 + 0 + 15 + 0 + Should not be populated if any of AllocAccount through to LastUpdateTime are populated + + + 81 + 171 + 0 + 16 + 0 + The identifier of the standing instructions within the database specified in StandInstDbType +Required if StandInstDbType populated +Should not be populated if any of AllocAccount through to LastUpdateTime are populated + + + 81 + StandardTrailer + 0 + 17 + 1 + + + 82 + StandardHeader + 0 + 1 + 1 + MsgType = AW + + + 82 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 82 + 833 + 0 + 2 + 1 + Unique identifier for the Assignment report + + + 82 + 832 + 0 + 3 + 0 + Total Number of Assignment Reports being returned to a firm + + + 82 + 912 + 0 + 4 + 0 + + + 82 + Parties + 0 + 5 + 1 + Clearing Organization +Clearing Firm +Contra Clearing Organization +Contra Clearing Firm +Position Account + + + 82 + 1 + 0 + 6 + 0 + Customer Account + + + 82 + 581 + 0 + 7 + 0 + Type of account associated with the order (Origin) + + + 82 + Instrument + 0 + 8 + 0 + CFI Code - Market Indicator (col 4) used to indicate Market of Assignment + + + 82 + 15 + 0 + 9 + 0 + + + 82 + InstrmtLegGrp + 0 + 10 + 0 + Number of legs that make up the Security + + + 82 + UndInstrmtGrp + 0 + 12 + 0 + Number of legs that make up the Security + + + 82 + PositionQty + 0 + 14 + 0 + "Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" + + + 82 + PositionAmountData + 0 + 15 + 0 + Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" + + + 82 + 834 + 0 + 16 + 0 + + + 82 + 730 + 0 + 17 + 0 + Settlement Price of Option + + + 82 + 731 + 0 + 18 + 0 + Values = Final, Theoretical + + + 82 + 732 + 0 + 19 + 0 + Settlement Price of Underlying + + + 82 + 734 + 0 + 19.1 + 0 + + + 82 + 432 + 0 + 20 + 0 + Expiration Date of Option + + + 82 + 744 + 0 + 21 + 0 + Method under which assignment was conducted + + + 82 + 745 + 0 + 22 + 0 + Quantity Increment used in performing assignment + + + 82 + 746 + 0 + 23 + 0 + Open interest that was eligible for assignment + + + 82 + 747 + 0 + 24 + 0 + Exercise Method used to in performing assignment +Values = Automatic, Manual + + + 82 + 716 + 0 + 25 + 0 + + + + 82 + 717 + 0 + 26 + 0 + + + + 82 + 715 + 0 + 27 + 1 + Business date of assignment + + + 82 + 58 + 0 + 28 + 0 + + + 82 + 354 + 0 + 29 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 82 + 355 + 0 + 30 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 82 + StandardTrailer + 0 + 31 + 1 + + + 83 + StandardHeader + 0 + 1 + 1 + MsgType = AX + + + 83 + 894 + 0 + 2 + 1 + Unique identifier for collateral request + + + 83 + 895 + 0 + 3 + 1 + Reason collateral assignment is being requested + + + 83 + 60 + 0 + 4 + 1 + + + 83 + 126 + 0 + 5 + 0 + Time until when Respondent has to assign collateral + + + 83 + Parties + 0 + 6 + 0 + + + 83 + 1 + 0 + 7 + 0 + Customer Account + + + 83 + 581 + 0 + 8 + 0 + Type of account associated with the order (Origin) + + + 83 + 11 + 0 + 9 + 0 + Identifier of order for which collateral is required + + + 83 + 37 + 0 + 10 + 0 + Identifier of order for which collateral is required + + + 83 + 198 + 0 + 11 + 0 + Identifier of order for which collateral is required + + + 83 + 526 + 0 + 12 + 0 + Identifier of order for which collateral is required + + + 83 + ExecCollGrp + 0 + 13 + 0 + Executions for which collateral is required + + + 83 + TrdCollGrp + 0 + 15 + 0 + Trades for which collateral is required + + + 83 + Instrument + 0 + 18 + 0 + Instrument that was traded for which collateral is required + + + 83 + FinancingDetails + 0 + 19 + 0 + Details of the Agreement and Deal + + + 83 + 64 + 0 + 20 + 0 + + + 83 + 53 + 0 + 21 + 0 + + + 83 + 854 + 0 + 22 + 0 + + + 83 + 15 + 0 + 23 + 0 + + + 83 + InstrmtLegGrp + 0 + 24 + 0 + Number of legs that make up the Security + + + 83 + UndInstrmtCollGrp + 0 + 26 + 0 + Number of legs that make up the Security + + + 83 + 899 + 0 + 29 + 0 + + + 83 + 900 + 0 + 30 + 0 + + + 83 + 901 + 0 + 31 + 0 + + + 83 + TrdRegTimestamps + 0 + 32 + 0 + Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" + + + 83 + 54 + 0 + 33 + 0 + + + 83 + MiscFeesGrp + 0 + 34 + 0 + Required if any miscellaneous fees are reported. + + + 83 + 44 + 0 + 39 + 0 + + + 83 + 423 + 0 + 40 + 0 + + + 83 + 159 + 0 + 41 + 0 + + + 83 + 920 + 0 + 42 + 0 + + + 83 + 921 + 0 + 43 + 0 + + + 83 + 922 + 0 + 44 + 0 + + + 83 + SpreadOrBenchmarkCurveData + 0 + 45 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" + + + 83 + Stipulations + 0 + 46 + 0 + Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" + + + 83 + 336 + 0 + 47 + 0 + Trading Session in which trade occurred + + + 83 + 625 + 0 + 48 + 0 + Trading Session Subid in which trade occurred + + + 83 + 716 + 0 + 49 + 0 + + + 83 + 717 + 0 + 50 + 0 + + + 83 + 715 + 0 + 51 + 0 + + + 83 + 58 + 0 + 52 + 0 + + + 83 + 354 + 0 + 53 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 83 + 355 + 0 + 54 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 83 + StandardTrailer + 0 + 55 + 1 + + + 84 + StandardHeader + 0 + 1 + 1 + MsgType = AY + + + 84 + 902 + 0 + 2 + 1 + Unique Identifer for collateral assignment + + + 84 + 894 + 0 + 3 + 0 + Identifer of CollReqID to which the Collateral Assignment is in response + + + 84 + 895 + 0 + 4 + 1 + Reason for collateral assignment + + + 84 + 903 + 0 + 5 + 1 + Collateral Transaction Type + + + 84 + 907 + 0 + 6 + 0 + Collateral assignment to which this transaction refers + + + 84 + 60 + 0 + 7 + 1 + + + 84 + 126 + 0 + 8 + 0 + For an Initial assignment, time by which a response is expected + + + 84 + Parties + 0 + 9 + 0 + + + 84 + 1 + 0 + 10 + 0 + Customer Account + + + 84 + 581 + 0 + 11 + 0 + Type of account associated with the order (Origin) + + + 84 + 11 + 0 + 12 + 0 + Identifier of order for which collateral is required + + + 84 + 37 + 0 + 13 + 0 + Identifier of order for which collateral is required + + + 84 + 198 + 0 + 14 + 0 + Identifier of order for which collateral is required + + + 84 + 526 + 0 + 15 + 0 + Identifier of order for which collateral is required + + + 84 + ExecCollGrp + 0 + 16 + 0 + Executions for which collateral is required + + + 84 + TrdCollGrp + 0 + 18 + 0 + Trades for which collateral is required + + + 84 + Instrument + 0 + 21 + 0 + Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" + + + 84 + FinancingDetails + 0 + 22 + 0 + Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" + + + 84 + 64 + 0 + 23 + 0 + + + 84 + 53 + 0 + 24 + 0 + + + 84 + 854 + 0 + 25 + 0 + + + 84 + 15 + 0 + 26 + 0 + + + 84 + InstrmtLegGrp + 0 + 27 + 0 + Number of legs that make up the Security + + + 84 + UndInstrmtCollGrp + 0 + 29 + 0 + Number of legs that make up the Security + + + 84 + 899 + 0 + 32 + 0 + + + 84 + 900 + 0 + 33 + 0 + + + 84 + 901 + 0 + 34 + 0 + + + 84 + TrdRegTimestamps + 0 + 35 + 0 + Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" + + + 84 + 54 + 0 + 36 + 0 + + + 84 + MiscFeesGrp + 0 + 37 + 0 + Required if any miscellaneous fees are reported. + + + 84 + 44 + 0 + 42 + 0 + + + 84 + 423 + 0 + 43 + 0 + + + 84 + 159 + 0 + 44 + 0 + + + 84 + 920 + 0 + 45 + 0 + + + 84 + 921 + 0 + 46 + 0 + + + 84 + 922 + 0 + 47 + 0 + + + 84 + SpreadOrBenchmarkCurveData + 0 + 48 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" + + + 84 + Stipulations + 0 + 49 + 0 + Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" + + + 84 + SettlInstructionsData + 0 + 50 + 0 + Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" + + + 84 + 336 + 0 + 51 + 0 + Trading Session in which trade occurred + + + 84 + 625 + 0 + 52 + 0 + Trading Session Subid in which trade occurred + + + 84 + 716 + 0 + 53 + 0 + + + 84 + 717 + 0 + 54 + 0 + + + 84 + 715 + 0 + 55 + 0 + + + 84 + 58 + 0 + 56 + 0 + + + 84 + 354 + 0 + 57 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 84 + 355 + 0 + 58 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 84 + StandardTrailer + 0 + 59 + 1 + + + 85 + StandardHeader + 0 + 1 + 1 + MsgType = AZ + + + 85 + 904 + 0 + 2 + 1 + Unique identifer for the collateral response + + + 85 + 902 + 0 + 3 + 0 + Conditionally required when responding to a Collateral Assignment message + + + 85 + 894 + 0 + 4 + 0 + Identifer of CollReqID to which the Collateral Assignment is in response + + + 85 + 895 + 0 + 5 + 0 + Conditionally required when responding to a Collateral Assignment message + + + 85 + 903 + 0 + 6 + 0 + Collateral Transaction Type - not recommended because it causes confusion + + + 85 + 905 + 0 + 7 + 1 + Collateral Assignment Response Type + + + 85 + 906 + 0 + 8 + 0 + Reason Colllateral Assignment was rejected + + + 85 + 60 + 0 + 9 + 1 + + + 85 + 1043 + 0 + 9.1 + 0 + + + 85 + 291 + 0 + 9.2 + 0 + Tells whether security has been restricted. + + + 85 + 715 + 0 + 9.3 + 0 + + + 85 + Parties + 0 + 10 + 0 + + + 85 + 1 + 0 + 11 + 0 + Customer Account + + + 85 + 581 + 0 + 12 + 0 + Type of account associated with the order (Origin) + + + 85 + 11 + 0 + 13 + 0 + Identifier of order for which collateral is required + + + 85 + 37 + 0 + 14 + 0 + Identifier of order for which collateral is required + + + 85 + 198 + 0 + 15 + 0 + Identifier of order for which collateral is required + + + 85 + 526 + 0 + 16 + 0 + Identifier of order for which collateral is required + + + 85 + ExecCollGrp + 0 + 17 + 0 + Executions for which collateral is required + + + 85 + TrdCollGrp + 0 + 19 + 0 + Trades for which collateral is required + + + 85 + Instrument + 0 + 22 + 0 + Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" + + + 85 + FinancingDetails + 0 + 23 + 0 + Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" + + + 85 + 64 + 0 + 24 + 0 + + + 85 + 53 + 0 + 25 + 0 + + + 85 + 854 + 0 + 26 + 0 + + + 85 + 15 + 0 + 27 + 0 + + + 85 + InstrmtLegGrp + 0 + 28 + 0 + Number of legs that make up the Security + + + 85 + UndInstrmtCollGrp + 0 + 30 + 0 + Number of legs that make up the Security + + + 85 + 899 + 0 + 33 + 0 + + + 85 + 900 + 0 + 34 + 0 + + + 85 + 901 + 0 + 35 + 0 + + + 85 + TrdRegTimestamps + 0 + 36 + 0 + Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" + + + 85 + 54 + 0 + 37 + 0 + + + 85 + MiscFeesGrp + 0 + 38 + 0 + Required if any miscellaneous fees are reported. + + + 85 + 44 + 0 + 43 + 0 + + + 85 + 423 + 0 + 44 + 0 + + + 85 + 159 + 0 + 45 + 0 + + + 85 + 920 + 0 + 46 + 0 + + + 85 + 921 + 0 + 47 + 0 + + + 85 + 922 + 0 + 48 + 0 + + + 85 + SpreadOrBenchmarkCurveData + 0 + 49 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" + + + 85 + Stipulations + 0 + 50 + 0 + Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" + + + 85 + 58 + 0 + 51 + 0 + + + 85 + 354 + 0 + 52 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 85 + 355 + 0 + 53 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 85 + StandardTrailer + 0 + 54 + 1 + + + 86 + StandardHeader + 0 + 1 + 1 + MsgType = BA + + + 86 + 908 + 0 + 2 + 1 + Unique Identifer for collateral report + + + 86 + 909 + 0 + 3 + 0 + Identifier for the collateral inquiry to which this message is a reply + + + 86 + 60 + 0 + 3.1 + 0 + + + 86 + 1043 + 0 + 3.2 + 0 + Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis. + + + 86 + 291 + 0 + 3.3 + 0 + Tells whether security has been restricted. + + + 86 + 910 + 0 + 4 + 1 + Collateral status + + + 86 + 911 + 0 + 5 + 0 + + + 86 + 912 + 0 + 6 + 0 + + + 86 + Parties + 0 + 7 + 0 + + + 86 + 1 + 0 + 8 + 0 + Customer Account + + + 86 + 581 + 0 + 9 + 0 + Type of account associated with the order (Origin) + + + 86 + 11 + 0 + 10 + 0 + Identifier of order for which collateral is required + + + 86 + 37 + 0 + 11 + 0 + Identifier of order for which collateral is required + + + 86 + 198 + 0 + 12 + 0 + Identifier of order for which collateral is required + + + 86 + 526 + 0 + 13 + 0 + Identifier of order for which collateral is required + + + 86 + ExecCollGrp + 0 + 14 + 0 + Executions for which collateral is required + + + 86 + TrdCollGrp + 0 + 16 + 0 + Trades for which collateral is required + + + 86 + Instrument + 0 + 19 + 0 + Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" + + + 86 + FinancingDetails + 0 + 20 + 0 + Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" + + + 86 + 64 + 0 + 21 + 0 + + + 86 + 53 + 0 + 22 + 0 + + + 86 + 854 + 0 + 23 + 0 + + + 86 + 15 + 0 + 24 + 0 + + + 86 + InstrmtLegGrp + 0 + 25 + 0 + Number of legs that make up the Security + + + 86 + UndInstrmtGrp + 0 + 27 + 0 + Number of legs that make up the Security + + + 86 + 899 + 0 + 29 + 0 + + + 86 + 900 + 0 + 30 + 0 + + + 86 + 901 + 0 + 31 + 0 + + + 86 + TrdRegTimestamps + 0 + 32 + 0 + Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" + + + 86 + 54 + 0 + 33 + 0 + + + 86 + MiscFeesGrp + 0 + 34 + 0 + Required if any miscellaneous fees are reported. + + + 86 + 44 + 0 + 39 + 0 + + + 86 + 423 + 0 + 40 + 0 + + + 86 + 159 + 0 + 41 + 0 + + + 86 + 920 + 0 + 42 + 0 + + + 86 + 921 + 0 + 43 + 0 + + + 86 + 922 + 0 + 44 + 0 + + + 86 + SpreadOrBenchmarkCurveData + 0 + 45 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" + + + 86 + Stipulations + 0 + 46 + 0 + Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" + + + 86 + SettlInstructionsData + 0 + 47 + 0 + Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" + + + 86 + 336 + 0 + 48 + 0 + Trading Session in which trade occurred + + + 86 + 625 + 0 + 49 + 0 + Trading Session Subid in which trade occurred + + + 86 + 716 + 0 + 50 + 0 + + + 86 + 717 + 0 + 51 + 0 + + + 86 + 715 + 0 + 52 + 0 + + + 86 + 58 + 0 + 53 + 0 + + + 86 + 354 + 0 + 54 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 86 + 355 + 0 + 55 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 86 + StandardTrailer + 0 + 56 + 1 + + + 87 + StandardHeader + 0 + 1 + 1 + MsgType = BB + + + 87 + 909 + 0 + 2 + 1 + Unique identifier for this message. + + + 87 + CollInqQualGrp + 0 + 3 + 0 + Number of qualifiers to inquiry + + + 87 + 263 + 0 + 5 + 0 + Used to subscribe / unsubscribe for collateral status reports. +If the field is absent, the default will be snapshot request only - no subscription. + + + 87 + 725 + 0 + 6 + 0 + Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. + + + 87 + 726 + 0 + 7 + 0 + URI destination name. Used if ResponseTransportType is out-of-band. + + + 87 + Parties + 0 + 8 + 0 + + + 87 + 1 + 0 + 9 + 0 + Customer Account + + + 87 + 581 + 0 + 10 + 0 + Type of account associated with the order (Origin) + + + 87 + 11 + 0 + 11 + 0 + Identifier of order for which collateral is required + + + 87 + 37 + 0 + 12 + 0 + Identifier of order for which collateral is required + + + 87 + 198 + 0 + 13 + 0 + Identifier of order for which collateral is required + + + 87 + 526 + 0 + 14 + 0 + Identifier of order for which collateral is required + + + 87 + ExecCollGrp + 0 + 15 + 0 + Executions for which collateral is required + + + 87 + TrdCollGrp + 0 + 17 + 0 + Trades for which collateral is required + + + 87 + Instrument + 0 + 20 + 0 + Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" + + + 87 + FinancingDetails + 0 + 21 + 0 + Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" + + + 87 + 64 + 0 + 22 + 0 + + + 87 + 53 + 0 + 23 + 0 + + + 87 + 854 + 0 + 24 + 0 + + + 87 + 15 + 0 + 25 + 0 + + + 87 + InstrmtLegGrp + 0 + 26 + 0 + Number of legs that make up the Security + + + 87 + UndInstrmtGrp + 0 + 28 + 0 + Number of legs that make up the Security + + + 87 + 899 + 0 + 30 + 0 + + + 87 + 900 + 0 + 31 + 0 + + + 87 + 901 + 0 + 32 + 0 + + + 87 + TrdRegTimestamps + 0 + 33 + 0 + Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" + + + 87 + 54 + 0 + 34 + 0 + + + 87 + 44 + 0 + 35 + 0 + + + 87 + 423 + 0 + 36 + 0 + + + 87 + 159 + 0 + 37 + 0 + + + 87 + 920 + 0 + 38 + 0 + + + 87 + 921 + 0 + 39 + 0 + + + 87 + 922 + 0 + 40 + 0 + + + 87 + SpreadOrBenchmarkCurveData + 0 + 41 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" + + + 87 + Stipulations + 0 + 42 + 0 + Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" + + + 87 + SettlInstructionsData + 0 + 43 + 0 + Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" + + + 87 + 336 + 0 + 44 + 0 + Trading Session in which trade occurred + + + 87 + 625 + 0 + 45 + 0 + Trading Session Subid in which trade occurred + + + 87 + 716 + 0 + 46 + 0 + + + 87 + 717 + 0 + 47 + 0 + + + 87 + 715 + 0 + 48 + 0 + + + 87 + 58 + 0 + 49 + 0 + + + 87 + 354 + 0 + 50 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 87 + 355 + 0 + 51 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 87 + StandardTrailer + 0 + 52 + 1 + + + 88 + StandardHeader + 0 + 1 + 1 + MsgType = "BC" + + + 88 + 935 + 0 + 2 + 1 + + + 88 + 933 + 0 + 3 + 1 + + + 88 + CompIDReqGrp + 0 + 4 + 0 + Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. +If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. + + + 88 + StandardTrailer + 0 + 9 + 1 + + + 89 + StandardHeader + 0 + 1 + 1 + MsgType = "BD" + + + 89 + 937 + 0 + 2 + 1 + + + 89 + 933 + 0 + 3 + 0 + + + 89 + 932 + 0 + 4 + 1 + + + 89 + 934 + 0 + 5 + 0 + Required when NetworkStatusResponseType=2 + + + 89 + CompIDStatGrp + 0 + 6 + 1 + Specifies the number of repeating CompId's + + + 89 + StandardTrailer + 0 + 13 + 1 + + + 90 + StandardHeader + 0 + 1 + 1 + MsgType = "BE" + + + 90 + 923 + 0 + 2 + 1 + + + 90 + 924 + 0 + 3 + 1 + + + 90 + 553 + 0 + 4 + 1 + + + 90 + 554 + 0 + 5 + 0 + + + 90 + 925 + 0 + 6 + 0 + + + 90 + 1400 + 0 + 6.01 + 0 + + + 90 + 1401 + 0 + 6.02 + 0 + + + 90 + 1402 + 0 + 6.03 + 0 + + + 90 + 1403 + 0 + 6.04 + 0 + + + 90 + 1404 + 0 + 6.05 + 0 + + + 90 + 95 + 0 + 7 + 0 + + + 90 + 96 + 0 + 8 + 0 + Can be used to hand structures etc to other API's etc + + + 90 + StandardTrailer + 0 + 9 + 1 + + + 91 + StandardHeader + 0 + 1 + 1 + MsgType = "BF" + + + 91 + 923 + 0 + 2 + 1 + + + 91 + 553 + 0 + 3 + 1 + + + 91 + 926 + 0 + 4 + 0 + + + 91 + 927 + 0 + 5 + 0 + Reason a request was not carried out + + + 91 + StandardTrailer + 0 + 6 + 1 + + + 92 + StandardHeader + 0 + 1 + 1 + MsgType = BG + + + 92 + 909 + 0 + 2 + 1 + Identifier for the collateral inquiry to which this message is a reply + + + 92 + 945 + 0 + 3 + 1 + Status of the Collateral Inquiry referenced by CollInquiryID + + + 92 + 946 + 0 + 4 + 0 + Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings + + + 92 + CollInqQualGrp + 0 + 5 + 0 + Number of qualifiers to inquiry + + + 92 + 911 + 0 + 7 + 0 + Total number of reports generated in response to this inquiry + + + 92 + Parties + 0 + 8 + 0 + + + 92 + 1 + 0 + 9 + 0 + Customer Account + + + 92 + 581 + 0 + 10 + 0 + Type of account associated with the order (Origin) + + + 92 + 11 + 0 + 11 + 0 + Identifier of order for which collateral is required + + + 92 + 37 + 0 + 12 + 0 + Identifier of order for which collateral is required + + + 92 + 198 + 0 + 13 + 0 + Identifier of order for which collateral is required + + + 92 + 526 + 0 + 14 + 0 + Identifier of order for which collateral is required + + + 92 + ExecCollGrp + 0 + 15 + 0 + Executions for which collateral is required + + + 92 + TrdCollGrp + 0 + 17 + 0 + Trades for which collateral is required + + + 92 + Instrument + 0 + 20 + 0 + Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" + + + 92 + FinancingDetails + 0 + 21 + 0 + Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" + + + 92 + 64 + 0 + 22 + 0 + + + 92 + 53 + 0 + 23 + 0 + + + 92 + 854 + 0 + 24 + 0 + + + 92 + 15 + 0 + 25 + 0 + + + 92 + InstrmtLegGrp + 0 + 26 + 0 + Number of legs that make up the Security + + + 92 + UndInstrmtGrp + 0 + 28 + 0 + Number of legs that make up the Security + + + 92 + 336 + 0 + 30 + 0 + Trading Session in which trade occurred + + + 92 + 625 + 0 + 31 + 0 + Trading Session Subid in which trade occurred + + + 92 + 716 + 0 + 32 + 0 + + + 92 + 717 + 0 + 33 + 0 + + + 92 + 715 + 0 + 34 + 0 + + + 92 + 725 + 0 + 35 + 0 + Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. + + + 92 + 726 + 0 + 36 + 0 + URI destination name. Used if ResponseTransportType is out-of-band. + + + 92 + 58 + 0 + 37 + 0 + + + 92 + 354 + 0 + 38 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 92 + 355 + 0 + 39 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 92 + StandardTrailer + 0 + 40 + 1 + + + 93 + StandardHeader + 0 + 1 + 1 + MsgType = BH + + + 93 + 859 + 0 + 2 + 1 + Unique identifier for this message + + + 93 + 773 + 0 + 3 + 1 + Denotes whether this message is being used to request a confirmation or a trade status message + + + 93 + OrdAllocGrp + 0 + 4 + 0 + Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 + + + 93 + 70 + 0 + 14 + 0 + Used to refer to an earlier Allocation Instruction. + + + 93 + 793 + 0 + 15 + 0 + Used to refer to an earlier Allocation Instruction via its secondary identifier + + + 93 + 467 + 0 + 16 + 0 + Used to refer to an allocation account within an earlier Allocation Instruction. + + + 93 + 60 + 0 + 17 + 1 + Represents the time this message was generated + + + 93 + 79 + 0 + 18 + 0 + Account number for the trade being confirmed by this message + + + 93 + 661 + 0 + 19 + 0 + + + 93 + 798 + 0 + 20 + 0 + + + 93 + 58 + 0 + 21 + 0 + + + 93 + 354 + 0 + 22 + 0 + + + 93 + 355 + 0 + 23 + 0 + + + 93 + StandardTrailer + 0 + 24 + 1 + + + 94 + StandardHeader + 0 + 1 + 1 + MsgType = BO + + + 94 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 94 + 977 + 0 + 1.1 + 1 + Unique identifier for the Contrary Intention report + + + 94 + 60 + 0 + 1.2 + 0 + Time the contrary intention was received by clearing organization. + + + 94 + 978 + 0 + 1.3 + 0 + Indicates if the contrary intention was received after the exchange imposed cutoff time + + + 94 + 979 + 0 + 1.4 + 0 + Source of the contrary intention + + + 94 + 715 + 0 + 1.5 + 1 + Business date of contrary intention + + + 94 + Parties + 0 + 1.6 + 1 + Clearing Organization +Clearing Firm +Position Account + + + 94 + ExpirationQty + 0 + 1.7 + 1 + Expiration Quantities + + + 94 + Instrument + 0 + 1.8 + 1 + + + 94 + UndInstrmtGrp + 0 + 1.9 + 0 + + + 94 + 58 + 0 + 2 + 0 + + + 94 + 354 + 0 + 2.1 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 94 + 355 + 0 + 2.2 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 94 + StandardTrailer + 0 + 10 + 1 + + + 95 + StandardHeader + 0 + 1 + 1 + MsgType = BP + + + 95 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 95 + 964 + 0 + 1.1 + 0 + Identifier for the Security Definition Update message in a bulk transfer environment (No Request/Response) + + + 95 + 320 + 0 + 1.2 + 0 + + + 95 + 322 + 0 + 1.3 + 0 + Identifier for the Security Definition message. + + + 95 + 323 + 0 + 1.4 + 0 + Response to the Security Definition Request. + + + 95 + 715 + 0 + 1.5 + 0 + + + 95 + 980 + 0 + 1.6 + 0 + + + 95 + 292 + 0 + 1.7 + 0 + Identifies the type of Corporate Action + + + 95 + Instrument + 0 + 1.8 + 0 + + + 95 + InstrumentExtension + 0 + 1.801 + 0 + + + 95 + UndInstrmtGrp + 0 + 1.81 + 0 + + + 95 + 15 + 0 + 1.9 + 0 + + + 95 + 58 + 0 + 2.2 + 0 + Comment, instructions, or other identifying information. + + + 95 + 354 + 0 + 2.3 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 95 + 355 + 0 + 2.4 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 95 + Stipulations + 0 + 2.41 + 0 + + + 95 + InstrmtLegGrp + 0 + 2.5 + 0 + + + 95 + SpreadOrBenchmarkCurveData + 0 + 2.5001 + 0 + + + 95 + YieldData + 0 + 2.52 + 0 + + + 95 + MarketSegmentGrp + 0 + 2.61 + 0 + Contains all the security details related to listing and trading the security + + + 95 + StandardTrailer + 0 + 10 + 1 + + + 96 + StandardHeader + 0 + 1 + 1 + MsgType = BK + + + 96 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 96 + 964 + 0 + 1.1 + 0 + Identifier for the Security List Update message in a bulk transfer environment (No Request/Response) + + + 96 + 320 + 0 + 1.2 + 0 + + + 96 + 322 + 0 + 1.3 + 0 + Identifier for the Security List message. + + + 96 + 560 + 0 + 1.4 + 0 + Result of the Security Request identified by the SecurityReqID. + + + 96 + 393 + 0 + 1.5 + 0 + Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. + + + 96 + 715 + 0 + 1.6 + 0 + + + 96 + 980 + 0 + 1.7 + 0 + + + 96 + 292 + 0 + 1.8 + 0 + Identifies the type of Corporate Action that triggered the update + + + 96 + 1301 + 0 + 1.801 + 0 + Identifies the market which lists and trades the instrument. + + + 96 + 1300 + 0 + 1.802 + 0 + Identifies the segment of the market specified in MarketID(96) + + + 96 + 893 + 0 + 1.9 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 96 + SecLstUpdRelSymGrp + 0 + 2 + 0 + Specifies the number of repeating symbols (instruments) specified + + + 96 + StandardTrailer + 0 + 10 + 1 + + + 97 + StandardHeader + 0 + 1 + 1 + MsgType = BL + + + 97 + 721 + 0 + 1.1 + 1 + Unique identifier for this Adjusted Position report + + + 97 + 724 + 0 + 1.2 + 0 + + + 97 + 715 + 0 + 1.3 + 1 + The Clearing Business Date referred to by this maintenance request + + + 97 + 716 + 0 + 1.4 + 0 + + + 97 + 714 + 0 + 1.41 + 0 + + + 97 + Parties + 0 + 1.5 + 1 + Position Account + + + 97 + PositionQty + 0 + 1.6 + 1 + Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" + + + 97 + InstrmtGrp + 0 + 1.8 + 0 + + + 97 + 730 + 0 + 1.9 + 0 + Settlement Price + + + 97 + 734 + 0 + 2 + 0 + Prior Settlement Price + + + 97 + StandardTrailer + 0 + 10 + 1 + + + 98 + StandardHeader + 0 + 1 + 1 + MsgType = BM + + + 98 + 70 + 0 + 2 + 1 + Unique identifier for this allocation instruction alert message + + + 98 + 71 + 0 + 3 + 1 + i.e. New, Cancel, Replace + + + 98 + 626 + 0 + 4 + 1 + Specifies the purpose or type of Allocation message + + + 98 + 793 + 0 + 5 + 0 + Optional second identifier for this allocation instruction (need not be unique) + + + 98 + 72 + 0 + 6 + 0 + Required for AllocTransType = Replace or Cancel + + + 98 + 796 + 0 + 7 + 0 + Required for AllocTransType = Replace or Cancel +Gives the reason for replacing or cancelling the allocation instruction + + + 98 + 808 + 0 + 8 + 0 + Required if AllocType = 8 (Request to Intermediary) +Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) + + + 98 + 196 + 0 + 9 + 0 + Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" + + + 98 + 197 + 0 + 10 + 0 + Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. + + + 98 + 466 + 0 + 11 + 0 + Can be used with AllocType=" Ready-To-Book " + + + 98 + 857 + 0 + 12 + 0 + Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not. + + + 98 + OrdAllocGrp + 0 + 13 + 0 + Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 + + + 98 + ExecAllocGrp + 0 + 23 + 0 + Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. + + + 98 + 570 + 0 + 30 + 0 + + + 98 + 700 + 0 + 31 + 0 + + + 98 + 574 + 0 + 32 + 0 + + + 98 + 54 + 0 + 33 + 1 + + + 98 + Instrument + 0 + 34 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" + + + 98 + InstrumentExtension + 0 + 35 + 0 + Insert here the set of "InstrumentExtension" fields defined in "common components of application messages" + + + 98 + FinancingDetails + 0 + 36 + 0 + Insert here the set of "FinancingDetails" fields defined in "common components of application messages" + + + 98 + UndInstrmtGrp + 0 + 37 + 0 + + + 98 + InstrmtLegGrp + 0 + 39 + 0 + + + 98 + 53 + 0 + 41 + 1 + Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book + + + 98 + 854 + 0 + 42 + 0 + + + 98 + 30 + 0 + 43 + 0 + Market of the executions. + + + 98 + 229 + 0 + 44 + 0 + + + 98 + 336 + 0 + 45 + 0 + + + 98 + 625 + 0 + 46 + 0 + + + 98 + 423 + 0 + 47 + 0 + + + 98 + 6 + 0 + 48 + 0 + For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). +For 3rd party allocations used to convey either basic price or averaged price +Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. + + + 98 + 860 + 0 + 49 + 0 + + + 98 + SpreadOrBenchmarkCurveData + 0 + 50 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages" + + + 98 + 15 + 0 + 51 + 0 + Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. + + + 98 + 74 + 0 + 52 + 0 + Absence of this field indicates that default precision arranged by the broker/institution is to be used + + + 98 + Parties + 0 + 53 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" + + + 98 + 75 + 0 + 54 + 1 + + + 98 + 60 + 0 + 55 + 0 + Date/time when allocation is generated + + + 98 + 63 + 0 + 56 + 0 + + + 98 + 64 + 0 + 57 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. + + + 98 + 775 + 0 + 58 + 0 + Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. + + + 98 + 381 + 0 + 59 + 0 + Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). + + + 98 + 238 + 0 + 60 + 0 + + + 98 + 237 + 0 + 61 + 0 + + + 98 + 118 + 0 + 62 + 0 + Expressed in same currency as AvgPx. Sum of AllocNetMoney. + + + 98 + 77 + 0 + 63 + 0 + + + 98 + 754 + 0 + 64 + 0 + Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House + + + 98 + 58 + 0 + 65 + 0 + + + 98 + 354 + 0 + 66 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 98 + 355 + 0 + 67 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 98 + 157 + 0 + 68 + 0 + Applicable for Convertible Bonds and fixed income + + + 98 + 158 + 0 + 69 + 0 + Applicable for Convertible Bonds and fixed income + + + 98 + 159 + 0 + 70 + 0 + Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest) + + + 98 + 540 + 0 + 71 + 0 + (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group. + + + 98 + 738 + 0 + 72 + 0 + + + 98 + 920 + 0 + 73 + 0 + For repurchase agreements the accrued interest on termination. + + + 98 + 921 + 0 + 74 + 0 + For repurchase agreements the start (dirty) cash consideration + + + 98 + 922 + 0 + 75 + 0 + For repurchase agreements the end (dirty) cash consideration + + + 98 + 650 + 0 + 76 + 0 + + + 98 + Stipulations + 0 + 77 + 0 + + + 98 + YieldData + 0 + 78 + 0 + + + 98 + PositionAmountData + 0 + 78.1 + 0 + Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" + + + 98 + 892 + 0 + 79 + 0 + Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. +Only required where message has been fragmented. + + + 98 + 893 + 0 + 80 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 98 + AllocGrp + 0 + 81 + 0 + Indicates number of allocation groups to follow. +Not required for AllocTransType=Cancel +Not required for AllocType=" Ready-To-Book " or "Warehouse instruction". + + + 98 + 819 + 0 + 81.1 + 0 + Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. + + + 98 + 715 + 0 + 81.2 + 0 + Indicates Clearing Business Date for which transaction will be settled. + + + 98 + 828 + 0 + 81.3 + 0 + Indicates Trade Type of Allocation. + + + 98 + 829 + 0 + 81.4 + 0 + Indicates TradeSubType of Allocation. Necessary for defining groups. + + + 98 + 582 + 0 + 81.5 + 0 + Indicates CTI of original trade marked for allocation. + + + 98 + 578 + 0 + 81.6 + 0 + Indicates input source of original trade marked for allocation. + + + 98 + 442 + 0 + 81.8 + 0 + Indicates MultiLegReportType of original trade marked for allocation. + + + 98 + 1011 + 0 + 81.85 + 0 + Used to identify the event or source which gave rise to a message. + + + 98 + 991 + 0 + 81.9 + 0 + Specifies the rounded price to quoted precision. + + + 98 + StandardTrailer + 0 + 117 + 1 + + + 99 + StandardHeader + 0 + 1 + 1 + MsgType = BN + + + 99 + 37 + 0 + 2 + 1 + + + 99 + 198 + 0 + 3 + 0 + + + 99 + 11 + 0 + 4 + 0 + Conditionally required if the Execution Report message contains a ClOrdID. + + + 99 + 1036 + 0 + 5 + 1 + Indicates the status of the execution acknowledgement. The "received, not yet processed" is an optional intermediary status that can be used to notify the counterparty that the Execution Report has been received. + + + 99 + 17 + 0 + 6 + 1 + The ExecID of the Execution Report being acknowledged. + + + 99 + 127 + 0 + 7 + 0 + Conditionally required when ExecAckStatus = 2 (Don't know / Rejected). + + + 99 + Instrument + 0 + 8 + 1 + + + 99 + UndInstrmtGrp + 0 + 9 + 0 + + + 99 + InstrmtLegGrp + 0 + 10 + 0 + + + 99 + 54 + 0 + 11 + 1 + + + 99 + OrderQtyData + 0 + 12 + 1 + + + 99 + 32 + 0 + 13 + 0 + Conditionally required if specified on the Execution Report + + + 99 + 31 + 0 + 14 + 0 + Conditionally Required if specified on the Execution Report + + + 99 + 423 + 0 + 15 + 0 + Conditionally required if specified on the Execution Report + + + 99 + 669 + 0 + 16 + 0 + Conditionally required if specified on the Execution Report + + + 99 + 14 + 0 + 17 + 0 + Conditionally required if specified on the Execution Report + + + 99 + 6 + 0 + 18 + 0 + Conditionally required if specified on the Execution Report + + + 99 + 58 + 0 + 19 + 0 + Conditionally required if DKReason = "other" + + + 99 + 354 + 0 + 20 + 0 + + + 99 + 355 + 0 + 21 + 0 + + + 99 + StandardTrailer + 0 + 22 + 1 + + + 100 + StandardHeader + 0 + 1 + 1 + MsgType = BJ + + + 100 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 100 + 335 + 0 + 2 + 0 + Provided for a response to a specific Trading Session List Request message (snapshot). + + + 100 + TrdSessLstGrp + 0 + 3 + 1 + + + 100 + StandardTrailer + 0 + 100 + 1 + + + 101 + StandardHeader + 0 + 1 + 1 + MsgType = BI + + + 101 + 335 + 0 + 2 + 1 + Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Update Request (2). + + + 101 + 1301 + 0 + 2.1 + 0 + Market for which Trading Session applies + + + 101 + 1300 + 0 + 2.2 + 0 + Market Segment for which Trading Session applies + + + 101 + 336 + 0 + 3 + 0 + Trading Session for which status is being requested + + + 101 + 625 + 0 + 4 + 0 + + + 101 + 207 + 0 + 5 + 0 + + + 101 + 338 + 0 + 6 + 0 + Method of Trading + + + 101 + 339 + 0 + 7 + 0 + Trading Session Mode + + + 101 + 263 + 0 + 8 + 1 + + + 101 + StandardTrailer + 0 + 100 + 1 + + + 102 + StandardHeader + 0 + 1 + 1 + MsgType = BQ + + + 102 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 102 + 715 + 0 + 2 + 0 + + + 102 + 1153 + 0 + 3 + 0 + Settlement cycle in which the settlement obligation was generated + + + 102 + 1160 + 0 + 4 + 1 + Unique identifier for this message + + + 102 + 1159 + 0 + 5 + 1 + Used to identify the reporting mode of the settlement obligation which is either preliminary or final + + + 102 + 58 + 0 + 6 + 0 + Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. + + + 102 + 354 + 0 + 7 + 0 + + + 102 + 355 + 0 + 8 + 0 + + + 102 + 60 + 0 + 10 + 0 + Time when the Settlemnt Obligation Report was created. + + + 102 + SettlObligationInstructions + 0 + 11 + 1 + + + 102 + StandardTrailer + 0 + 100 + 1 + + + 103 + StandardHeader + 0 + 1 + 1 + MsgType = BR + + + 103 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 103 + 320 + 0 + 2 + 0 + + + 103 + 322 + 0 + 3 + 0 + Identifier for the Derivative Security List message + + + 103 + 560 + 0 + 4 + 0 + Result of the Security Request identified by SecurityReqID + + + 103 + 980 + 0 + 6 + 0 + Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed + + + 103 + UnderlyingInstrument + 0 + 8 + 0 + Underlying security for which derivatives are being returned + + + 103 + DerivativeSecurityDefinition + 0 + 9 + 0 + Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. DerivativeSecurityDefinition contains the following components: DerivativeInstrument. DerivativeInstrumentExtension, MarketSegmentGrp + + + 103 + 393 + 0 + 10 + 0 + Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. + + + 103 + 893 + 0 + 11 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 103 + RelSymDerivSecUpdGrp + 0 + 12 + 0 + + + 103 + StandardTrailer + 0 + 100 + 1 + + + 104 + StandardHeader + 0 + 1 + 1 + MsgType = BS + + + 104 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 104 + 335 + 0 + 2 + 0 + Provided for a response to a specific Trading Session List Request message (snapshot). + + + 104 + TrdSessLstGrp + 0 + 4 + 1 + + + 104 + StandardTrailer + 0 + 100 + 1 + + + 105 + StandardHeader + 0 + 1 + 1 + MsgType = BT + + + 105 + 1393 + 0 + 2 + 1 + Must be unique, or the ID of previous Market Segment Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request(2). + + + 105 + 263 + 0 + 3 + 1 + + + 105 + 1301 + 0 + 4 + 0 + Conditionally required if MarketSegmentID(1300) is specified on the request + + + 105 + 1300 + 0 + 5 + 0 + + + 105 + 1325 + 0 + 6 + 0 + Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. + + + 105 + StandardTrailer + 0 + 100 + 1 + + + 106 + StandardHeader + 0 + 1 + 1 + MsgType = BU + + + 106 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 106 + 1394 + 0 + 2 + 1 + Unique identifier for each Market Definition message + + + 106 + 1393 + 0 + 3 + 0 + + + 106 + 1301 + 0 + 4 + 1 + + + 106 + 1300 + 0 + 5 + 0 + + + 106 + 1396 + 0 + 6 + 0 + + + 106 + 1397 + 0 + 7 + 0 + Must be set if EncodedMktSegmDesc field is specified and must immediately precede it. + + + 106 + 1398 + 0 + 8 + 0 + Encoded (non-ASCII characters) representation of the MarketSegmDesc field in the encoded format specified via the MessageEncoding field. + + + 106 + 1325 + 0 + 9 + 0 + Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. + + + 106 + 15 + 0 + 10 + 0 + The default trading currency + + + 106 + BaseTradingRules + 0 + 11 + 0 + Insert here the set of "BaseTradingRules" fields defined in "common components of application messages" + + + 106 + OrdTypeRules + 0 + 12 + 0 + Insert here the set of "OrdTypeRules" fields defined in "common components of application messages" + + + 106 + TimeInForceRules + 0 + 13 + 0 + Insert here the set of "TimeInForceRules" fields defined in "common components of application messages" + + + 106 + ExecInstRules + 0 + 14 + 0 + Insert here the set of "ExecInstRules" fields defined in "common components of application messages" + + + 106 + 60 + 0 + 15 + 0 + + + 106 + 58 + 0 + 16 + 0 + Comment, instructions, or other identifying information. + + + 106 + 354 + 0 + 17 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 106 + 355 + 0 + 18 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 106 + StandardTrailer + 0 + 100 + 1 + + + 107 + StandardHeader + 0 + 1 + 1 + MsgType = BV + + + 107 + ApplicationSequenceControl + 0 + 1.001 + 0 + + + 107 + 1394 + 0 + 2 + 1 + Unique identifier for each Market Definition message + + + 107 + 1393 + 0 + 3 + 0 + + + 107 + 1395 + 0 + 4 + 0 + Specifies the action taken + + + 107 + 1301 + 0 + 5 + 1 + + + 107 + 1300 + 0 + 6 + 0 + + + 107 + 1396 + 0 + 7 + 0 + + + 107 + 1397 + 0 + 8 + 0 + Must be set if EncodedMktSegmDesc field is specified and must immediately precede it. + + + 107 + 1398 + 0 + 9 + 0 + Encoded (non-ASCII characters) representation of the MarketSegmDesc field in the encoded format specified via the MessageEncoding field. + + + 107 + 1325 + 0 + 10 + 0 + Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. + + + 107 + 15 + 0 + 11 + 0 + The default trading currency + + + 107 + BaseTradingRules + 0 + 13 + 0 + Insert here the set of "BaseTradingRules" fields defined in "common components of application messages" + + + 107 + OrdTypeRules + 0 + 14 + 0 + Insert here the set of "OrdTypeRules" fields defined in "common components of application messages" + + + 107 + TimeInForceRules + 0 + 15 + 0 + Insert here the set of "TimeInForceRules" fields defined in "common components of application messages" + + + 107 + ExecInstRules + 0 + 16 + 0 + Insert here the set of "ExecInstRules" fields defined in "common components of application messages" + + + 107 + 60 + 0 + 17 + 0 + + + 107 + 58 + 0 + 18 + 0 + Comment, instructions, or other identifying information. + + + 107 + 354 + 0 + 19 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 107 + 355 + 0 + 20 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 107 + StandardTrailer + 0 + 100 + 1 + + + 108 + StandardHeader + 0 + 1 + 1 + MsgType = BW + + + 108 + 1346 + 0 + 2 + 1 + Unique identifier for request + + + 108 + 1347 + 0 + 3 + 1 + Type of Application Message Request being made + + + 108 + ApplIDRequestGrp + 0 + 4 + 0 + + + 108 + 58 + 0 + 20 + 0 + Allows user to provide reason for request + + + 108 + 354 + 0 + 21 + 0 + + + 108 + 355 + 0 + 22 + 0 + + + 108 + StandardTrailer + 0 + 100 + 1 + + + 109 + StandardHeader + 0 + 1 + 1 + MsgType = BX + + + 109 + 1353 + 0 + 2 + 1 + Identifier for the Application Message Request Ack + + + 109 + 1346 + 0 + 3 + 0 + Identifier of the request associated with this ACK message + + + 109 + 1347 + 0 + 4 + 0 + + + 109 + 1348 + 0 + 5 + 0 + + + 109 + 1349 + 0 + 6 + 0 + Total number of messages included in transmission + + + 109 + ApplIDRequestAckGrp + 0 + 7 + 0 + + + 109 + 58 + 0 + 20 + 0 + + + 109 + 354 + 0 + 21 + 0 + + + 109 + 355 + 0 + 22 + 0 + + + 109 + StandardTrailer + 0 + 100 + 1 + + + 110 + StandardHeader + 0 + 1 + 1 + MsgType = BY + + + 110 + 1356 + 0 + 2 + 1 + Identifier for the Application Message Report + + + 110 + 1426 + 0 + 3 + 1 + Type of report + + + 110 + ApplIDReportGrp + 0 + 4 + 0 + + + 110 + 58 + 0 + 20 + 0 + + + 110 + 354 + 0 + 21 + 0 + + + 110 + 355 + 0 + 22 + 0 + + + 110 + StandardTrailer + 0 + 100 + 1 + + + 111 + StandardHeader + 0 + 1 + 1 + MsgType = BZ + + + 111 + 11 + 0 + 2 + 0 + ClOrdID provided on the Order Mass Action Request. + + + 111 + 526 + 0 + 3 + 0 + + + 111 + 1369 + 0 + 4 + 1 + Unique Identifier for the Order Mass Action Report + + + 111 + 1373 + 0 + 5 + 1 + Order Mass Action Request Type accepted by the system + + + 111 + 1374 + 0 + 6 + 1 + Specifies the scope of the action + + + 111 + 1375 + 0 + 7 + 1 + Indicates the action taken by the counterparty order handling system as a result of the Action Request +0 - Indicates Order Mass Action Request was rejected. + + + 111 + 1376 + 0 + 8 + 0 + Indicates why Order Mass Action Request was rejected +Required if MassActionResponse = 0 + + + 111 + 533 + 0 + 9 + 0 + Optional field used to indicate the total number of orders affected by the Order Mass Action Request + + + 111 + AffectedOrdGrp + 0 + 10 + 0 + Orders affected by the Order Mass Action Request. + + + 111 + NotAffectedOrdersGrp + 0 + 10.1 + 0 + List of orders not affected by the Order Mass Action Request. + + + 111 + 1301 + 0 + 11 + 0 + MarketID for which orders are to be affected + + + 111 + 1300 + 0 + 12 + 0 + MarketSegmentID for which orders are to be affected + + + 111 + 336 + 0 + 13 + 0 + TradingSessionID for which orders are to be affected + + + 111 + 625 + 0 + 14 + 0 + TradingSessionSubID for which orders are to be affected + + + 111 + Parties + 0 + 15 + 0 + + + 111 + Instrument + 0 + 16 + 0 + + + 111 + UnderlyingInstrument + 0 + 17 + 0 + + + 111 + 54 + 0 + 18 + 0 + Side of the market specified on the Order Mass Action Request + + + 111 + 60 + 0 + 19 + 0 + Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. + + + 111 + 58 + 0 + 20 + 0 + + + 111 + 354 + 0 + 21 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 111 + 355 + 0 + 22 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 111 + StandardTrailer + 0 + 100 + 1 + + + 112 + StandardHeader + 0 + 1 + 1 + MsgType = CA + + + 112 + 11 + 0 + 2 + 1 + Unique ID of Order Mass Action Request as assigned by the institution. + + + 112 + 526 + 0 + 3 + 0 + + + 112 + 1373 + 0 + 4 + 1 + Specifies the type of action requested + + + 112 + 1374 + 0 + 5 + 1 + Specifies the scope of the action + + + 112 + 1301 + 0 + 6 + 0 + MarketID for which orders are to be affected + + + 112 + 1300 + 0 + 7 + 0 + MarketSegmentID for which orders are to be affected + + + 112 + 336 + 0 + 8 + 0 + Trading Session in which orders are to be affected + + + 112 + 625 + 0 + 9 + 0 + + + 112 + Parties + 0 + 10 + 0 + + + 112 + Instrument + 0 + 11 + 0 + + + 112 + UnderlyingInstrument + 0 + 12 + 0 + + + 112 + 54 + 0 + 13 + 0 + + + 112 + 60 + 0 + 14 + 1 + + + 112 + 58 + 0 + 15 + 0 + + + 112 + 354 + 0 + 16 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 112 + 355 + 0 + 17 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 112 + StandardTrailer + 0 + 100 + 1 + + + 113 + StandardHeader + 0 + 1 + 1 + MsgType = CB + + + 113 + UsernameGrp + 0 + 2 + 0 + List of users to which the notification is directed + + + 113 + 926 + 0 + 3 + 1 + Reason for notification - when possible provide an explanation. + + + 113 + 58 + 0 + 20 + 0 + Explanation for user notification. + + + 113 + 354 + 0 + 21 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 113 + 355 + 0 + 22 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 113 + StandardTrailer + 0 + 100 + 1 + + + 1000 + 12 + 0 + 1 + 0 + + + 1000 + 13 + 0 + 2 + 0 + + + 1000 + 479 + 0 + 3 + 0 + + + + 1000 + 497 + 0 + 4 + 0 + + + + 1001 + 388 + 0 + 1 + 0 + What the discretionary price is related to (e.g. primary price, display price etc) + + + 1001 + 389 + 0 + 2 + 0 + Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType + + + 1001 + 841 + 0 + 3 + 0 + Describes whether discretion price is static/fixed or floats + + + 1001 + 842 + 0 + 4 + 0 + Type of Discretion Offset (e.g. price offset, tick offset etc) + + + 1001 + 843 + 0 + 5 + 0 + Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) + + + 1001 + 844 + 0 + 6 + 0 + If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) + + + 1001 + 846 + 0 + 7 + 0 + The scope of "related to" price of the discretion (e.g. local, global etc) + + + 1002 + 913 + 0 + 1 + 0 + The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal + + + 1002 + 914 + 0 + 2 + 0 + A common reference to the applicable standing agreement between the principals + + + 1002 + 915 + 0 + 3 + 0 + A reference to the date the underlying agreement was executed. + + + 1002 + 918 + 0 + 4 + 0 + Currency of the underlying agreement. + + + 1002 + 788 + 0 + 5 + 0 + For Repos the timing or method for terminating the agreement. + + + 1002 + 916 + 0 + 6 + 0 + Settlement date of the beginning of the deal + + + 1002 + 917 + 0 + 7 + 0 + Repayment / repurchase date + + + 1002 + 919 + 0 + 8 + 0 + Delivery or custody arrangement for the underlying securities + + + 1002 + 898 + 0 + 9 + 0 + Percentage of cash value that underlying security collateral must meet. + + + 1003 + 55 + 0 + 1 + 0 + Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) +Use "[N/A]" for products which do not have a symbol. + + + 1003 + 65 + 0 + 2 + 0 + Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. + + + 1003 + 48 + 0 + 3 + 0 + Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. + + + 1003 + 22 + 0 + 4 + 0 + Required if SecurityID is specified. + + + 1003 + SecAltIDGrp + 0 + 5 + 0 + Number of alternate Security Identifiers + + + 1003 + 460 + 0 + 8 + 0 + Indicates the type of product the security is associated with (high-level category) + + + 1003 + 1227 + 0 + 8.001 + 0 + Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc + + + 1003 + 1151 + 0 + 8.1 + 0 + An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. + + + 1003 + 461 + 0 + 9 + 0 + Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. + + + 1003 + 167 + 0 + 10 + 0 + It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. +Required for Fixed Income. Refer to Volume 7 - Fixed Income +Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) + + + 1003 + 762 + 0 + 11 + 0 + Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. + + + 1003 + 200 + 0 + 12 + 0 + Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. + + + 1003 + 541 + 0 + 13 + 0 + Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&amp;P futures).may use MaturityMonthYear and/or this field. +When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. +For NDFs this represents the fixing date of the contract. + + + 1003 + 1079 + 0 + 13.01 + 0 + For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. + + + 1003 + 966 + 0 + 13.1 + 0 + Indicator to determine if Instrument is Settle on Open. + + + 1003 + 1049 + 0 + 13.2 + 0 + + + 1003 + 965 + 0 + 13.3 + 0 + Gives the current state of the instrument + + + 1003 + 224 + 0 + 14 + 0 + Date interest is to be paid. Used in identifying Corporate Bond issues. + + + 1003 + 225 + 0 + 15 + 0 + Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. + + + 1003 + 239 + 0 + 16 + 0 + + + 1003 + 226 + 0 + 17 + 0 + + + 1003 + 227 + 0 + 18 + 0 + + + 1003 + 228 + 0 + 19 + 0 + For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. +Qty * Factor * Price = Gross Trade Amount +For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. +(Qty * Price) * Factor = Nominal Value + + + 1003 + 255 + 0 + 20 + 0 + + + 1003 + 543 + 0 + 21 + 0 + The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. + + + 1003 + 470 + 0 + 22 + 0 + ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. + + + 1003 + 471 + 0 + 23 + 0 + A two-character state or province abbreviation. + + + 1003 + 472 + 0 + 24 + 0 + The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). + + + 1003 + 240 + 0 + 25 + 0 + + + 1003 + 202 + 0 + 26 + 0 + Used for derivatives, such as options and covered warrants + + + 1003 + 947 + 0 + 27 + 0 + Used for derivatives + + + 1003 + 967 + 0 + 27.1 + 0 + Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. + + + 1003 + 968 + 0 + 27.2 + 0 + Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. + + + 1003 + 206 + 0 + 28 + 0 + Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. + + + 1003 + 231 + 0 + 29 + 0 + For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. + + + 1003 + 969 + 0 + 29.1 + 0 + Minimum price increment for the instrument. Could also be used to represent tick value. + + + 1003 + 1146 + 0 + 29.101 + 0 + Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] + + + 1003 + 996 + 0 + 29.2 + 0 + 0 + + + 1003 + 1147 + 0 + 29.21 + 0 + + + 1003 + 1191 + 0 + 29.211 + 0 + + + 1003 + 1192 + 0 + 29.212 + 0 + + + 1003 + 1193 + 0 + 29.213 + 0 + Settlement method for a contract. Can be used as an alternative to CFI Code value + + + 1003 + 1194 + 0 + 29.214 + 0 + Type of exercise of a derivatives security + + + 1003 + 1195 + 0 + 29.215 + 0 + Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount + + + 1003 + 1196 + 0 + 29.216 + 0 + Method for price quotation + + + 1003 + 1197 + 0 + 29.2161 + 0 + Indicates type of valuation method used. + + + 1003 + 1198 + 0 + 29.217 + 0 + Indicates whether the instruments are pre-listed only or can also be defined via user request + + + 1003 + 1199 + 0 + 29.218 + 0 + Used to express the ceiling price of a capped call + + + 1003 + 1200 + 0 + 29.219 + 0 + Used to express the floor price of a capped put + + + 1003 + 201 + 0 + 29.22 + 0 + Used to express option right + + + 1003 + 1244 + 0 + 29.221 + 0 + Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator + + + 1003 + 1242 + 0 + 29.222 + 0 + Used to indicate if a product or group of product supports the creation of flexible securities + + + 1003 + 997 + 0 + 29.3 + 0 + Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) + + + 1003 + 223 + 0 + 30 + 0 + For Fixed Income. + + + 1003 + 207 + 0 + 31 + 0 + Can be used to identify the security. + + + 1003 + 970 + 0 + 31.1 + 0 + Position Limit for the instrument. + + + 1003 + 971 + 0 + 31.2 + 0 + Near-term Position Limit for the instrument. + + + 1003 + 106 + 0 + 32 + 0 + + + 1003 + 348 + 0 + 33 + 0 + Must be set if EncodedIssuer field is specified and must immediately precede it. + + + 1003 + 349 + 0 + 34 + 0 + Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. + + + 1003 + 107 + 0 + 35 + 0 + + + 1003 + 350 + 0 + 36 + 0 + Must be set if EncodedSecurityDesc field is specified and must immediately precede it. + + + 1003 + 351 + 0 + 37 + 0 + Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. + + + 1003 + SecurityXML + 0 + 37.1 + 0 + Embedded XML document describing security. + + + 1003 + 691 + 0 + 38 + 0 + Identifies MBS / ABS pool + + + 1003 + 667 + 0 + 39 + 0 + Must be present for MBS/TBA + + + 1003 + 875 + 0 + 40 + 0 + The program under which a commercial paper is issued + + + 1003 + 876 + 0 + 41 + 0 + The registration type of a commercial paper issuance + + + 1003 + EvntGrp + 0 + 42 + 0 + Number of repeating EventType group entries. + + + 1003 + 873 + 0 + 47 + 0 + If different from IssueDate + + + 1003 + 874 + 0 + 48 + 0 + If different from IssueDate and DatedDate + + + 1003 + InstrumentParties + 0 + 48.1 + 0 + Used to identify the parties listing a specific instrument + + + 1004 + 668 + 0 + 1 + 0 + Identifies the form of delivery. + + + 1004 + 869 + 0 + 2 + 0 + Percent at risk due to lowest possible call. + + + 1004 + AttrbGrp + 0 + 3 + 0 + Number of repeating InstrAttrib group entries. + + + 1005 + 600 + 0 + 1 + 0 + + + 1005 + 601 + 0 + 2 + 0 + + + 1005 + 602 + 0 + 3 + 0 + + + 1005 + 603 + 0 + 4 + 0 + + + 1005 + LegSecAltIDGrp + 0 + 5 + 0 + + + 1005 + 607 + 0 + 8 + 0 + + + 1005 + 608 + 0 + 9 + 0 + + + 1005 + 609 + 0 + 10 + 0 + + + 1005 + 764 + 0 + 11 + 0 + + + 1005 + 610 + 0 + 12 + 0 + + + 1005 + 611 + 0 + 13 + 0 + + + 1005 + 1212 + 0 + 13.1 + 0 + + + 1005 + 248 + 0 + 14 + 0 + + + 1005 + 249 + 0 + 15 + 0 + + + 1005 + 250 + 0 + 16 + 0 + + + 1005 + 251 + 0 + 17 + 0 + + + 1005 + 252 + 0 + 18 + 0 + + + 1005 + 253 + 0 + 19 + 0 + + + 1005 + 257 + 0 + 20 + 0 + + + 1005 + 599 + 0 + 21 + 0 + + + 1005 + 596 + 0 + 22 + 0 + + + 1005 + 597 + 0 + 23 + 0 + + + 1005 + 598 + 0 + 24 + 0 + + + 1005 + 254 + 0 + 25 + 0 + + + 1005 + 612 + 0 + 26 + 0 + + + 1005 + 942 + 0 + 27 + 0 + + + 1005 + 613 + 0 + 28 + 0 + + + 1005 + 614 + 0 + 29 + 0 + + + 1005 + 999 + 0 + 29.1 + 0 + + + 1005 + 1224 + 0 + 29.101 + 0 + + + 1005 + 1421 + 0 + 29.102 + 0 + + + 1005 + 1422 + 0 + 29.103 + 0 + + + 1005 + 1001 + 0 + 29.2 + 0 + Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) + + + 1005 + 1420 + 0 + 29.3 + 0 + + + 1005 + 615 + 0 + 30 + 0 + + + 1005 + 616 + 0 + 31 + 0 + + + 1005 + 617 + 0 + 32 + 0 + + + 1005 + 618 + 0 + 33 + 0 + + + 1005 + 619 + 0 + 34 + 0 + + + 1005 + 620 + 0 + 35 + 0 + + + 1005 + 621 + 0 + 36 + 0 + + + 1005 + 622 + 0 + 37 + 0 + + + 1005 + 623 + 0 + 38 + 0 + Specific to the <InstrumentLeg> (not in <Instrument>) + + + 1005 + 624 + 0 + 39 + 0 + Specific to the <InstrumentLeg> (not in <Instrument>) + + + 1005 + 556 + 0 + 40 + 0 + Specific to the <InstrumentLeg> (not in <Instrument>) + + + 1005 + 740 + 0 + 41 + 0 + Identifies MBS / ABS pool + + + 1005 + 739 + 0 + 42 + 0 + + + 1005 + 955 + 0 + 43 + 0 + + + 1005 + 956 + 0 + 44 + 0 + + + 1005 + 1358 + 0 + 44.01 + 0 + Used to express option right + + + 1005 + 1017 + 0 + 44.1 + 0 + LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. + + + 1005 + 566 + 0 + 44.2 + 0 + Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. + + + 1006 + 676 + 0 + 1 + 0 + + + 1006 + 677 + 0 + 2 + 0 + + + 1006 + 678 + 0 + 3 + 0 + + + 1006 + 679 + 0 + 4 + 0 + + + 1006 + 680 + 0 + 5 + 0 + + + 1007 + 683 + 0 + 1 + 0 + + + 1007 + 688 + 1 + 2 + 0 + Required if NoLegStipulations >0 + + + 1007 + 689 + 1 + 3 + 0 + + + 1008 + 539 + 0 + 1 + 0 + Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole + + + 1008 + 524 + 1 + 2 + 0 + Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. + + + 1008 + 525 + 1 + 3 + 0 + Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. + + + 1008 + 538 + 1 + 4 + 0 + Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. + + + 1008 + NstdPtysSubGrp + 1 + 5 + 0 + Repeating group of NestedParty sub-identifiers. + + + 1009 + 756 + 0 + 1 + 0 + Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole + + + 1009 + 757 + 1 + 2 + 0 + Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. + + + 1009 + 758 + 1 + 3 + 0 + Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. + + + 1009 + 759 + 1 + 4 + 0 + Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. + + + 1009 + NstdPtys2SubGrp + 1 + 5 + 0 + Repeating group of Nested2Party sub-identifiers. + + + 1010 + 948 + 0 + 1 + 0 + Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole + + + 1010 + 949 + 1 + 2 + 0 + Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. + + + 1010 + 950 + 1 + 3 + 0 + Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. + + + 1010 + 951 + 1 + 4 + 0 + Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. + + + 1010 + NstdPtys3SubGrp + 1 + 5 + 0 + Repeating group of Nested3Party sub-identifiers. + + + 1011 + 38 + 0 + 1 + 0 + One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. + + + 1011 + 152 + 0 + 2 + 0 + One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. + + + 1011 + 516 + 0 + 3 + 0 + For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. + + + 1011 + 468 + 0 + 4 + 0 + For CIV - Optional + + + 1011 + 469 + 0 + 5 + 0 + For CIV - Optional + + + 1012 + 453 + 0 + 1 + 0 + Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole + + + 1012 + 448 + 1 + 2 + 0 + Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. + + + 1012 + 447 + 1 + 3 + 0 + Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. + + + 1012 + 452 + 1 + 4 + 0 + Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. + + + 1012 + PtysSubGrp + 1 + 5 + 0 + Repeating group of Party sub-identifiers. + + + 1013 + 211 + 0 + 1 + 0 + Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType + + + 1013 + 1094 + 0 + 1.1 + 0 + Defines the type of peg. + + + 1013 + 835 + 0 + 2 + 0 + Describes whether peg is static/fixed or floats + + + 1013 + 836 + 0 + 3 + 0 + Type of Peg Offset (e.g. price offset, tick offset etc) + + + 1013 + 837 + 0 + 4 + 0 + Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) + + + 1013 + 838 + 0 + 5 + 0 + If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) + + + 1013 + 840 + 0 + 6 + 0 + The scope of the "related to" price of the peg (e.g. local, global etc) + + + 1013 + 1096 + 0 + 6.1 + 0 + Required if PegSecurityID is specified. + + + 1013 + 1097 + 0 + 6.2 + 0 + Requires PegSecurityIDSource if specified. + + + 1013 + 1098 + 0 + 6.3 + 0 + + + 1013 + 1099 + 0 + 6.4 + 0 + + + 1014 + 753 + 0 + 1 + 0 + Number of Position Amount entries + + + 1014 + 707 + 1 + 2 + 0 + + + 1014 + 708 + 1 + 3 + 0 + + + 1014 + 1055 + 1 + 3.1 + 0 + + + 1015 + 702 + 0 + 1 + 0 + + + 1015 + 703 + 1 + 2 + 0 + Required if NoPositions > 1 + + + 1015 + 704 + 1 + 3 + 0 + + + 1015 + 705 + 1 + 4 + 0 + + + 1015 + 706 + 1 + 5 + 0 + + + 1015 + 976 + 1 + 5.1 + 0 + Date associated with the quantity being reported + + + 1015 + NestedParties + 1 + 6 + 0 + Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position. + + + 1016 + 172 + 0 + 1 + 0 + Required if AllocSettlInstType = 1 or 2 + + + 1016 + 169 + 0 + 2 + 0 + Required if AllocSettlInstType = 3 (should not be populated otherwise) + + + 1016 + 170 + 0 + 3 + 0 + Required if AllocSettlInstType = 3 (should not be populated otherwise) + + + 1016 + 171 + 0 + 4 + 0 + Identifier used within the StandInstDbType +Required if AllocSettlInstType = 3 (should not be populated otherwise) + + + 1016 + DlvyInstGrp + 0 + 5 + 0 + Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) + + + 1017 + 781 + 0 + 1 + 0 + Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole + + + 1017 + 782 + 1 + 2 + 0 + Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. + + + 1017 + 783 + 1 + 3 + 0 + Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. + + + 1017 + 784 + 1 + 4 + 0 + Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. + + + 1017 + SettlPtysSubGrp + 1 + 5 + 0 + Repeating group of SettlParty sub-identifiers. + + + 1018 + 218 + 0 + 1 + 0 + For Fixed Income + + + 1018 + 220 + 0 + 2 + 0 + + + 1018 + 221 + 0 + 3 + 0 + + + 1018 + 222 + 0 + 4 + 0 + + + 1018 + 662 + 0 + 5 + 0 + + + 1018 + 663 + 0 + 6 + 0 + Must be present if BenchmarkPrice is used. + + + 1018 + 699 + 0 + 7 + 0 + The identifier of the benchmark security, e.g. Treasury against Corporate bond. + + + 1018 + 761 + 0 + 8 + 0 + Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. + + + 1019 + 232 + 0 + 1 + 0 + + + 1019 + 233 + 1 + 2 + 0 + Required if NoStipulations >0 + + + 1019 + 234 + 1 + 3 + 0 + + + 1020 + 768 + 0 + 1 + 0 + + + 1020 + 769 + 1 + 2 + 0 + Required if NoTrdRegTimestamps > 1 + + + 1020 + 770 + 1 + 3 + 0 + Required if NoTrdRegTimestamps > 1 + + + 1020 + 771 + 1 + 4 + 0 + + + 1020 + 1033 + 1 + 4.1 + 0 + Type of Trading desk + + + 1020 + 1034 + 1 + 4.2 + 0 + + + 1020 + 1035 + 1 + 4.3 + 0 + + + 1021 + 311 + 0 + 1 + 0 + + + 1021 + 312 + 0 + 2 + 0 + + + 1021 + 309 + 0 + 3 + 0 + + + 1021 + 305 + 0 + 4 + 0 + + + 1021 + UndSecAltIDGrp + 0 + 5 + 0 + + + 1021 + 462 + 0 + 8 + 0 + + + 1021 + 463 + 0 + 9 + 0 + + + 1021 + 310 + 0 + 10 + 0 + + + 1021 + 763 + 0 + 11 + 0 + + + 1021 + 313 + 0 + 12 + 0 + + + 1021 + 542 + 0 + 13 + 0 + + + 1021 + 1213 + 0 + 13.1 + 0 + + + 1021 + 241 + 0 + 14 + 0 + + + 1021 + 242 + 0 + 15 + 0 + + + 1021 + 243 + 0 + 16 + 0 + + + 1021 + 244 + 0 + 17 + 0 + + + 1021 + 245 + 0 + 18 + 0 + + + 1021 + 246 + 0 + 19 + 0 + + + 1021 + 256 + 0 + 20 + 0 + + + 1021 + 595 + 0 + 21 + 0 + + + 1021 + 592 + 0 + 22 + 0 + + + 1021 + 593 + 0 + 23 + 0 + + + 1021 + 594 + 0 + 24 + 0 + + + 1021 + 247 + 0 + 25 + 0 + + + 1021 + 316 + 0 + 27 + 0 + + + 1021 + 941 + 0 + 28 + 0 + + + 1021 + 317 + 0 + 29 + 0 + + + 1021 + 436 + 0 + 30 + 0 + + + 1021 + 998 + 0 + 30.1 + 0 + + + 1021 + 1423 + 0 + 30.101 + 0 + + + 1021 + 1424 + 0 + 30.102 + 0 + + + 1021 + 1425 + 0 + 30.103 + 0 + + + 1021 + 1000 + 0 + 30.2 + 0 + Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) + + + 1021 + 1419 + 0 + 30.3 + 0 + + + 1021 + 435 + 0 + 31 + 0 + + + 1021 + 308 + 0 + 32 + 0 + + + 1021 + 306 + 0 + 33 + 0 + + + 1021 + 362 + 0 + 34 + 0 + + + 1021 + 363 + 0 + 35 + 0 + + + 1021 + 307 + 0 + 36 + 0 + + + 1021 + 364 + 0 + 37 + 0 + + + 1021 + 365 + 0 + 38 + 0 + + + 1021 + 877 + 0 + 39 + 0 + + + 1021 + 878 + 0 + 40 + 0 + + + 1021 + 972 + 0 + 40.1 + 0 + Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. + + + 1021 + 318 + 0 + 41 + 0 + Specific to the <UnderlyingInstrument> (not in <Instrument>) + + + 1021 + 879 + 0 + 42 + 0 + Specific to the <UnderlyingInstrument> (not in <Instrument>) +Unit amount of the underlying security (par, shares, currency, etc.) + + + 1021 + 975 + 0 + 42.1 + 0 + Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. + + + 1021 + 973 + 0 + 42.2 + 0 + Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. + + + 1021 + 974 + 0 + 42.3 + 0 + Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price) + + + 1021 + 810 + 0 + 43 + 0 + Specific to the <UnderlyingInstrument> (not in <Instrument>) +In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. + + + 1021 + 882 + 0 + 44 + 0 + Specific to the <UnderlyingInstrument> (not in <Instrument>) +In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest + + + 1021 + 883 + 0 + 45 + 0 + Specific to the <UnderlyingInstrument> (not in <Instrument>) +In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. + + + 1021 + 884 + 0 + 46 + 0 + Specific to the <UnderlyingInstrument> (not in <Instrument>) +Currency value attributed to this collateral at the start of the agreement + + + 1021 + 885 + 0 + 47 + 0 + Specific to the <UnderlyingInstrument> (not in <Instrument>) +Currency value currently attributed to this collateral + + + 1021 + 886 + 0 + 48 + 0 + Specific to the <UnderlyingInstrument> (not in <Instrument>) +Currency value attributed to this collateral at the end of the agreement + + + 1021 + UnderlyingStipulations + 0 + 49 + 0 + Specific to the <UnderlyingInstrument> (not in <Instrument>) +Insert here the contents of the <UnderlyingStipulations> Component Block + + + 1021 + 1044 + 0 + 49.1 + 0 + Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). + + + 1021 + 1045 + 0 + 49.2 + 0 + Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). + + + 1021 + 1046 + 0 + 49.3 + 0 + Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). + + + 1021 + 1038 + 0 + 50 + 0 + + + 1021 + UndlyInstrumentParties + 0 + 51 + 0 + + + 1021 + 1039 + 0 + 51.1 + 0 + + + 1021 + 315 + 0 + 51.2 + 0 + Used to express option right + + + 1022 + 235 + 0 + 1 + 0 + + + 1022 + 236 + 0 + 2 + 0 + + + 1022 + 701 + 0 + 3 + 0 + + + 1022 + 696 + 0 + 4 + 0 + + + 1022 + 697 + 0 + 5 + 0 + + + 1022 + 698 + 0 + 6 + 0 + + + 1023 + 887 + 0 + 1 + 0 + + + 1023 + 888 + 1 + 2 + 0 + Required if NoUnderlyingStips >0 + + + 1023 + 889 + 1 + 3 + 0 + + + 1024 + 8 + 0 + 1 + 1 + FIXT.1.1 (Always unencrypted, must be first field in message) + + + 1024 + 9 + 0 + 2 + 1 + (Always unencrypted, must be second field in message) + + + 1024 + 35 + 0 + 3 + 1 + (Always unencrypted, must be third field in message) + + + 1024 + 1128 + 0 + 3.1 + 0 + Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. + + + 1024 + 1156 + 0 + 3.11 + 0 + + + 1024 + 1129 + 0 + 3.2 + 0 + Used to support bilaterally agreed custom functionality + + + 1024 + 49 + 0 + 4 + 1 + (Always unencrypted) + + + 1024 + 56 + 0 + 5 + 1 + (Always unencrypted) + + + 1024 + 115 + 0 + 6 + 0 + Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) + + + 1024 + 128 + 0 + 7 + 0 + Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) + + + 1024 + 90 + 0 + 8 + 0 + Required to identify length of encrypted section of message. (Always unencrypted) + + + 1024 + 91 + 0 + 9 + 0 + Required when message body is encrypted. Always immediately follows SecureDataLen field. + + + 1024 + 34 + 0 + 10 + 1 + (Can be embedded within encrypted data section.) + + + 1024 + 50 + 0 + 11 + 0 + (Can be embedded within encrypted data section.) + + + 1024 + 142 + 0 + 12 + 0 + Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) + + + 1024 + 57 + 0 + 13 + 0 + "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) + + + 1024 + 143 + 0 + 14 + 0 + Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) + + + 1024 + 116 + 0 + 15 + 0 + Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) + + + 1024 + 144 + 0 + 16 + 0 + Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) + + + 1024 + 129 + 0 + 17 + 0 + Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) + + + 1024 + 145 + 0 + 18 + 0 + Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) + + + 1024 + 43 + 0 + 19 + 0 + Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) + + + 1024 + 97 + 0 + 20 + 0 + Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) + + + 1024 + 52 + 0 + 21 + 1 + (Can be embedded within encrypted data section.) + + + 1024 + 122 + 0 + 22 + 0 + Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) + + + 1024 + 212 + 0 + 23 + 0 + Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) + + + 1024 + 213 + 0 + 24 + 0 + Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) +See Volume 1: FIXML Support + + + 1024 + 347 + 0 + 25 + 0 + Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used. + + + 1024 + 369 + 0 + 26 + 0 + The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. + + + 1024 + HopGrp + 0 + 27 + 0 + Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. + + + 1025 + 93 + 0 + 1 + 0 + Required when trailer contains signature. Note: Not to be included within SecureData field + + + 1025 + 89 + 0 + 2 + 0 + Note: Not to be included within SecureData field + + + 1025 + 10 + 0 + 3 + 1 + (Always unencrypted, always last field in message) + + + 1026 + 984 + 0 + 1 + 0 + + + 1026 + 985 + 1 + 1.1 + 0 + Amount to pay in order to receive the underlying instrument. + + + 1026 + 986 + 1 + 1.2 + 0 + Amount to collect in order to deliver the underlying instrument. + + + 1026 + 987 + 1 + 1.3 + 0 + Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. + + + 1026 + 988 + 1 + 1.4 + 0 + Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. + + + 1027 + 981 + 0 + 1 + 0 + + + 1027 + 982 + 1 + 1.1 + 0 + Required if NoExpiration > 1 + + + 1027 + 983 + 1 + 1.2 + 0 + + + 1028 + 1016 + 0 + 1 + 0 + + + 1028 + 1012 + 1 + 1.1 + 0 + + + 1028 + 1013 + 1 + 1.2 + 0 + + + 1028 + 1014 + 1 + 1.3 + 0 + + + 1029 + 1138 + 0 + 1 + 0 + + + 1029 + 1082 + 0 + 2 + 0 + + + 1029 + 1083 + 0 + 3 + 0 + + + 1029 + 1084 + 0 + 4 + 0 + + + 1029 + 1085 + 0 + 5 + 0 + Required when DisplayMethod = 3 + + + 1029 + 1086 + 0 + 6 + 0 + Required when DisplayMethod = 3 + + + 1029 + 1087 + 0 + 7 + 0 + Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 + + + 1029 + 1088 + 0 + 8 + 0 + Required when DisplayMethod = 2 + + + 1030 + 1100 + 0 + 1 + 0 + Required if any other Triggering tags are specified. + + + 1030 + 1101 + 0 + 1.1 + 0 + + + 1030 + 1102 + 0 + 1.2 + 0 + Only relevant and required for TriggerAction = 1 + + + 1030 + 1103 + 0 + 1.3 + 0 + Only relevant and required for TriggerAction = 1 + + + 1030 + 1104 + 0 + 1.4 + 0 + Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 + + + 1030 + 1105 + 0 + 1.5 + 0 + Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 + + + 1030 + 1106 + 0 + 1.6 + 0 + + + 1030 + 1107 + 0 + 1.7 + 0 + Only relevant for TriggerAction = 1 + + + 1030 + 1108 + 0 + 1.8 + 0 + Only relevant for TriggerAction = 1 + + + 1030 + 1109 + 0 + 1.9 + 0 + Only relevant for TriggerAction = 1 + + + 1030 + 1110 + 0 + 2 + 0 + Should be specified if the order changes Price. + + + 1030 + 1111 + 0 + 2.1 + 0 + Should be specified if the order changes type. + + + 1030 + 1112 + 0 + 2.2 + 0 + Required if the order should change quantity + + + 1030 + 1113 + 0 + 2.3 + 0 + Only relevant and required for TriggerType = 2. + + + 1030 + 1114 + 0 + 2.4 + 0 + Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only. + + + 1031 + 1116 + 0 + 1 + 0 + Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole + + + 1031 + 1117 + 1 + 1.1 + 0 + Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0. + + + 1031 + 1118 + 1 + 1.2 + 0 + Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0. + + + 1031 + 1119 + 1 + 1.3 + 0 + Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0. + + + 1031 + RootSubParties + 1 + 1.4 + 0 + Repeating group of RootParty sub-identifiers. + + + 1032 + 1018 + 0 + 1 + 0 + Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole + + + 1032 + 1019 + 1 + 2 + 0 + Used to identify party id related to instrument + + + 1032 + 1050 + 1 + 3 + 0 + Used to identify source of instrument party id + + + 1032 + 1051 + 1 + 4 + 0 + Used to identify the role of instrument party id + + + 1032 + InstrumentPtysSubGrp + 1 + 5 + 0 + Repeating group of InstrumentParty sub-identifiers. + + + 1033 + 1058 + 0 + 1 + 0 + Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole + + + 1033 + 1059 + 1 + 2 + 0 + Used to identify party id related to instrument + + + 1033 + 1060 + 1 + 3 + 0 + Used to identify source of instrument party id + + + 1033 + 1061 + 1 + 4 + 0 + Used to identify the role of instrument party id + + + 1033 + UndlyInstrumentPtysSubGrp + 1 + 5 + 0 + Repeating group of InstrumentParty sub-identifiers. + + + 1057 + 1180 + 0 + 1 + 0 + Identifies the application with which a message is associated. Used only if application sequencing is in effect. + + + 1057 + 1181 + 0 + 2 + 0 + Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. + + + 1057 + 1350 + 0 + 3 + 0 + The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified + + + 1057 + 1352 + 0 + 4 + 0 + Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. + + + 1058 + BaseTradingRules + 0 + 2 + 0 + This block contains the base trading rules + + + 1058 + TradingSessionRulesGrp + 0 + 2.1 + 0 + This block contains the trading rules specific to a trading session + + + 1058 + NestedInstrumentAttribute + 0 + 2.2 + 0 + + + 1059 + 1414 + 0 + 1 + 0 + Repeating group below should contain unique combinations of Nested4PartyID, Nested4PartyIDSource, and Nested4PartyRole. + + + 1059 + 1415 + 1 + 1.1 + 0 + Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0. + + + 1059 + 1416 + 1 + 1.2 + 0 + Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0. + + + 1059 + 1417 + 1 + 1.3 + 0 + Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0. + + + 1059 + NstdPtys4SubGrp + 1 + 1.4 + 0 + + + 1060 + 1184 + 0 + 1 + 0 + Must be set if SecurityXML field is specified and must immediately precede it. + + + 1060 + 1185 + 0 + 2 + 0 + XML payload or content describing the Security information. + + + 1060 + 1186 + 0 + 3 + 0 + XML Schema used to validate the XML used to describe the Security. + + + 1061 + 1282 + 0 + 1 + 0 + Must be set if SecurityXML field is specified andd must immediately precede it. + + + 1061 + 1283 + 0 + 2 + 0 + XML Data Stream describing the Security. + + + 1061 + 1284 + 0 + 3 + 0 + XML Schema used to validate the XML used to describe the Security. + + + 2001 + 534 + 0 + 1 + 0 + Optional field used to indicate the number of order identifiers for orders affected by the mass action request. Must be followed with OrigClOrdID (41) as the next field. + + + 2001 + 41 + 1 + 2 + 0 + Required if NoAffectedOrders > 0 and must be the first repeating field in the group. +Indicates the client order id of an order affected by this request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID) this field should contain string "MANUAL". + + + 2001 + 535 + 1 + 3 + 0 + Contains the OrderID assigned by the counterparty of an affected order. Not required as part of the repeating group if OrigClOrdID(41) has a value other than "MANUAL". + + + 2001 + 536 + 1 + 4 + 0 + Contains the SecondaryOrderID assigned by the counterparty of an affected order. Not required as part of the repeating group + + + 2002 + 78 + 0 + 1 + 0 + This repeating group is optionally used for messages with AllocStatus = 2 (account level reject), AllocStatus = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus has any other value. +Indicates number of allocation groups to follow. + + + 2002 + 79 + 1 + 2 + 0 + Required if NoAllocs > 0. Must be first field in repeating group. + + + 2002 + 661 + 1 + 3 + 0 + + + 2002 + 366 + 1 + 4 + 0 + Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx. + + + 2002 + 1047 + 1 + 4.1 + 0 + + + 2002 + 467 + 1 + 5 + 0 + + + 2002 + 776 + 1 + 6 + 0 + Required if NoAllocs > 0. + + + 2002 + NestedParties + 1 + 6.1 + 0 + + + 2002 + 161 + 1 + 7 + 0 + Free format text field related to this AllocAccount (can be used here to hold text relating to the rejection of this AllocAccount) + + + 2002 + 360 + 1 + 8 + 0 + Must be set if EncodedAllocText field is specified and must immediately precede it. + + + 2002 + 361 + 1 + 9 + 0 + Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. + + + 2002 + 989 + 1 + 9.1 + 0 + Will allow the intermediary to specify an allocation ID generated by the system + + + 2002 + 993 + 1 + 9.2 + 0 + Will allow for granular reporting of separate allocation detail within a single trade report or allocation message. + + + 2002 + 992 + 1 + 9.3 + 0 + Identifies whether the allocation is to be sub-allocated or allocated to a third party. + + + 2002 + 80 + 1 + 9.4 + 0 + Quantity to be allocated to specific sub-account + + + 2003 + 78 + 0 + 1 + 0 + Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction + + + 2003 + 79 + 1 + 2 + 0 + May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs > 0. Must be first field in repeating group. +Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". + + + 2003 + 661 + 1 + 3 + 0 + + + 2003 + 573 + 1 + 4 + 0 + + + 2003 + 366 + 1 + 5 + 0 + Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx. + + + 2003 + 80 + 1 + 6 + 0 + Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". + + + 2003 + 467 + 1 + 7 + 0 + + + 2003 + 81 + 1 + 8 + 0 + + + 2003 + 989 + 1 + 8.1 + 0 + Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system. + + + 2003 + 1002 + 1 + 8.2 + 0 + Specifies the method under which a trade quantity was allocated. + + + 2003 + 993 + 1 + 8.4 + 0 + Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. + + + 2003 + 1047 + 1 + 8.4001 + 0 + + + 2003 + 992 + 1 + 8.41 + 0 + + + 2003 + NestedParties + 1 + 9 + 0 + Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" +Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc. +Note: this field can be used for settlement location (PSET) information. + + + 2003 + 208 + 1 + 10 + 0 + + + 2003 + 209 + 1 + 11 + 0 + + + 2003 + 161 + 1 + 12 + 0 + Free format text field related to this AllocAccount + + + 2003 + 360 + 1 + 13 + 0 + Must be set if EncodedAllocText field is specified and must immediately precede it. + + + 2003 + 361 + 1 + 14 + 0 + Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. + + + 2003 + CommissionData + 1 + 15 + 0 + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" + + + 2003 + 153 + 1 + 16 + 0 + AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency(15). For Fixed Income always express value as "percent of par". + + + + 2003 + 154 + 1 + 17 + 0 + NetMoney for this AllocAccount +((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell. +((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy. +For FX, if specified, expressed in terms of Currency(15). + + + 2003 + 119 + 1 + 18 + 0 + Replaced by AllocSettlCurrAmt + + + 2003 + 737 + 1 + 19 + 0 + AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency + + + 2003 + 120 + 1 + 20 + 0 + Replaced by AllocSettlCurrency +SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. + + + 2003 + 736 + 1 + 21 + 0 + AllocSettlCurrency for this AllocAccount if different from "overall" Currency. +Required if AllocSettlCurrAmt is specified. +Required for NDFs. + + + 2003 + 155 + 1 + 22 + 0 + Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency + + + 2003 + 156 + 1 + 23 + 0 + Specifies whether the SettlCurrFxRate should be multiplied or divided + + + 2003 + 742 + 1 + 24 + 0 + Applicable for Convertible Bonds and fixed income + + + 2003 + 741 + 1 + 25 + 0 + Applicable for securities that pay interest in lump-sum at maturity + + + 2003 + MiscFeesGrp + 1 + 26 + 0 + + + 2003 + ClrInstGrp + 1 + 31 + 0 + + + 2003 + 635 + 1 + 31.1 + 0 + + + 2003 + 780 + 1 + 34 + 0 + Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. +Absence of this field implies use of default instructions. + + + 2003 + SettlInstructionsData + 1 + 35 + 0 + Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" +Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3. + + + 2004 + 420 + 0 + 1 + 0 + Used if BidType="Disclosed" + + + 2004 + 66 + 1 + 2 + 0 + Required if NoBidComponents > 0. Must be first field in repeating group. + + + 2004 + 54 + 1 + 3 + 0 + When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference. + + + 2004 + 336 + 1 + 4 + 0 + Indicates off-exchange type activities for Detail. + + + 2004 + 625 + 1 + 5 + 0 + + + 2004 + 430 + 1 + 6 + 0 + Indicates Net or Gross for selling Detail. + + + 2004 + 63 + 1 + 7 + 0 + + + 2004 + 64 + 1 + 8 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. + + + 2004 + 1 + 1 + 9 + 0 + + + 2004 + 660 + 1 + 10 + 0 + + + 2005 + 420 + 0 + 1 + 1 + Number of bid repeating groups + + + 2005 + CommissionData + 1 + 2 + 1 + First element Commission required if NoBidComponents > 0. + + + 2005 + 66 + 1 + 3 + 0 + + + 2005 + 421 + 1 + 4 + 0 + ISO Country Code + + + 2005 + 54 + 1 + 5 + 0 + When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference. + + + 2005 + 44 + 1 + 6 + 0 + Second element of price + + + 2005 + 423 + 1 + 7 + 0 + + + 2005 + 406 + 1 + 8 + 0 + The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc). + + + 2005 + 430 + 1 + 9 + 0 + Net/Gross + + + 2005 + 63 + 1 + 10 + 0 + + + 2005 + 64 + 1 + 11 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. + + + 2005 + 336 + 1 + 12 + 0 + + + 2005 + 625 + 1 + 13 + 0 + + + 2005 + 58 + 1 + 14 + 0 + + + 2005 + 354 + 1 + 15 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2005 + 355 + 1 + 16 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2006 + 398 + 0 + 1 + 0 + Used if BidType="Non Disclosed" + + + 2006 + 399 + 1 + 2 + 0 + Required if NoBidDescriptors > 0. Must be first field in repeating group. + + + 2006 + 400 + 1 + 3 + 0 + + + 2006 + 401 + 1 + 4 + 0 + Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. + + + 2006 + 404 + 1 + 5 + 0 + Value between LiquidityPctLow and LiquidityPctHigh in Currency + + + 2006 + 441 + 1 + 6 + 0 + Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency + + + 2006 + 402 + 1 + 7 + 0 + Liquidity indicator or lower limit if LiquidityNumSecurities > 1 + + + 2006 + 403 + 1 + 8 + 0 + Upper liquidity indicator if LiquidityNumSecurities > 1 + + + 2006 + 405 + 1 + 9 + 0 + Eg Used in EFP (Exchange For Physical) trades 12% + + + 2006 + 406 + 1 + 10 + 0 + Used in EFP trades + + + 2006 + 407 + 1 + 11 + 0 + Used in EFP trades + + + 2006 + 408 + 1 + 12 + 0 + Used in EFP trades + + + 2007 + 576 + 0 + 1 + 0 + + + + 2007 + 577 + 1 + 2 + 0 + Required if NoClearingInstructions > 0 + + + 2008 + 938 + 0 + 1 + 0 + Number of qualifiers to inquiry + + + 2008 + 896 + 1 + 2 + 0 + Required if NoCollInquiryQualifier > 0 +Type of collateral inquiry + + + 2009 + 936 + 0 + 1 + 0 + Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. +If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. + + + 2009 + 930 + 1 + 2 + 0 + Used to restrict updates/request to specific CompID + + + 2009 + 931 + 1 + 3 + 0 + Used to restrict updates/request to specific SubID + + + 2009 + 283 + 1 + 4 + 0 + Used to restrict updates/request to specific LocationID + + + 2009 + 284 + 1 + 5 + 0 + Used to restrict updates/request to specific DeskID + + + 2010 + 936 + 0 + 1 + 1 + Specifies the number of repeating CompId's + + + 2010 + 930 + 1 + 2 + 1 + CompID that status is being report for. Required if NoCompIDs > 0, + + + 2010 + 931 + 1 + 3 + 0 + SubID that status is being report for. + + + 2010 + 283 + 1 + 4 + 0 + LocationID that status is being report for. + + + 2010 + 284 + 1 + 5 + 0 + DeskID that status is being report for. + + + 2010 + 928 + 1 + 6 + 1 + + + 2010 + 929 + 1 + 7 + 0 + Additional Information, i.e. "National Holiday" + + + 2011 + 518 + 0 + 1 + 0 + Number of contract details in this message (number of repeating groups to follow) + + + 2011 + 519 + 1 + 2 + 0 + Must be first field in the repeating group. + + + 2011 + 520 + 1 + 3 + 0 + + + 2011 + 521 + 1 + 4 + 0 + + + 2012 + 382 + 0 + 1 + 0 + Number of ContraBrokers repeating group instances. + + + 2012 + 375 + 1 + 2 + 0 + First field in repeating group. Required if NoContraBrokers > 0. + + + 2012 + 337 + 1 + 3 + 0 + + + 2012 + 437 + 1 + 4 + 0 + + + 2012 + 438 + 1 + 5 + 0 + + + 2012 + 655 + 1 + 6 + 0 + + + 2013 + 862 + 0 + 1 + 1 + + + + 2013 + 528 + 1 + 2 + 1 + Specifies the capacity of the firm executing the order(s) + + + 2013 + 529 + 1 + 3 + 0 + + + 2013 + 863 + 1 + 4 + 1 + The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). Sum of OrderCapacityQty values must equal this message's AllocQty. + + + 2014 + 124 + 0 + 1 + 0 + Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. + + + 2014 + 32 + 1 + 2 + 0 + Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0 + + + 2014 + 17 + 1 + 3 + 0 + + + 2014 + 527 + 1 + 4 + 0 + + + 2014 + 31 + 1 + 5 + 0 + Price of individual execution. Required if NoExecs > 0. +For FX, if specified, expressed in terms of Currency(15). + + + 2014 + 669 + 1 + 6 + 0 + Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type + + + 2014 + 29 + 1 + 7 + 0 + Used to identify whether the trade was executed on an agency or principal basis. + + + 2014 + 1003 + 1 + 7.1 + 0 + + + 2014 + 1041 + 1 + 7.2 + 0 + + + 2015 + 124 + 0 + 1 + 0 + Executions for which collateral is required + + + 2015 + 17 + 1 + 2 + 0 + Required if NoExecs > 0 + + + 2017 + 146 + 0 + 1 + 0 + Specifies the number of repeating symbols (instruments) specified + + + 2017 + Instrument + 1 + 2 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 2018 + 555 + 0 + 1 + 0 + Number of legs +Identifies a Multi-leg Execution if present and non-zero. + + + 2018 + InstrumentLeg + 1 + 2 + 0 + Must be provided if Number of legs > 0 + + + 2018 + 687 + 1 + 3 + 0 + + + 2018 + 685 + 1 + 3.1 + 0 + When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. +This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). + + + 2018 + 690 + 1 + 4 + 0 + Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg + + + 2018 + LegStipulations + 1 + 5 + 0 + + + 2018 + 1366 + 1 + 5.1 + 0 + + + 2018 + LegPreAllocGrp + 1 + 5.2 + 0 + + + 2018 + 564 + 1 + 6 + 0 + Provide if the PositionEffect for the leg is different from that specified for the overall multileg security + + + 2018 + 565 + 1 + 7 + 0 + Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. + + + 2018 + NestedParties3 + 1 + 7.1 + 0 + + + 2018 + 654 + 1 + 9 + 0 + Used to identify a specific leg. + + + 2018 + 587 + 1 + 11 + 0 + + + 2018 + 588 + 1 + 12 + 0 + Takes precedence over LegSettlType value and conditionally required/omitted for specific LegSettlType values. + + + 2018 + 637 + 1 + 13 + 0 + Used to report the execution price assigned to the leg of the multileg instrument + + + 2018 + 675 + 1 + 13.1 + 0 + + + 2018 + 1073 + 1 + 13.2 + 0 + + + 2018 + 1074 + 1 + 13.3 + 0 + + + 2018 + 1075 + 1 + 13.4 + 0 + For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (231) is required in this case. + + + 2018 + 1379 + 1 + 13.5 + 0 + + + 2018 + 1381 + 1 + 13.6 + 0 + + + 2018 + 1383 + 1 + 13.7 + 0 + + + 2018 + 1384 + 1 + 13.8 + 0 + + + 2018 + 1418 + 1 + 14 + 0 + + + 2019 + 555 + 0 + 1 + 0 + Number of legs + + + 2019 + InstrumentLeg + 1 + 2 + 0 + Must be provided if Number of legs > 0 + + + 2020 + 555 + 0 + 1 + 0 + Required for multileg IOIs + + + 2020 + InstrumentLeg + 1 + 2 + 0 + Required for multileg IOIs +For Swaps one leg is Buy and other leg is Sell + + + 2020 + 682 + 1 + 3 + 0 + Required for multileg IOIs and for each leg. + + + 2020 + LegStipulations + 1 + 4 + 0 + + + 2021 + 555 + 0 + 1 + 0 + Number of legs that make up the Security + + + 2021 + InstrumentLeg + 1 + 2 + 0 + Insert here the set of "Instrument Legs" (leg symbology) fields defined in "Common Components of Application Messages" +Required if NoLegs > 0 + + + 2021 + 690 + 1 + 3 + 0 + + + 2021 + 587 + 1 + 4 + 0 + + + 2021 + LegStipulations + 1 + 5 + 0 + Insert here the set of "LegStipulations" (leg symbology) fields defined in "Common Components of Application Messages" +Required if NoLegs > 0 + + + 2021 + LegBenchmarkCurveData + 1 + 6 + 0 + Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "Common Components of Application Messages" +Required if NoLegs > 0 + + + 2022 + 146 + 0 + 1 + 1 + Number of symbols (instruments) requested. + + + 2022 + Instrument + 1 + 2 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 2022 + UndInstrmtGrp + 1 + 3 + 0 + + + 2022 + InstrmtLegGrp + 1 + 5 + 0 + + + 2022 + 15 + 1 + 5.1 + 0 + + + 2022 + 537 + 1 + 5.2 + 0 + + + 2022 + 63 + 1 + 5.3 + 0 + For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. + + + 2022 + 64 + 1 + 5.4 + 0 + SettlType (specifying the tenor) or SettlDate must be specified. + + + 2022 + 271 + 1 + 5.41 + 0 + Quantity or volume represented by the Market Data Entry. In the context of the Market Data Request this allows the Initiator to indicate the quantity of the market data request. Specific to FX this field indicates the ceiling amount the customer is seeking prices for. + + + 2023 + 428 + 0 + 1 + 1 + Number of strike price entries + + + 2023 + Instrument + 1 + 2 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" +Required if NoStrikes > 0. Must be first field in repeating group. + + + 2023 + UndInstrmtGrp + 1 + 2.1 + 0 + Underlying Instruments + + + 2023 + 140 + 1 + 2.2 + 0 + Useful for verifying security identification + + + 2023 + 11 + 1 + 2.3 + 0 + Can use client order identifier or the symbol and side to uniquely identify the stock in the list. + + + 2023 + 526 + 1 + 2.4 + 0 + + + 2023 + 54 + 1 + 2.5 + 0 + + + 2023 + 44 + 1 + 2.6 + 0 + + + 2023 + 15 + 1 + 2.7 + 0 + + + 2023 + 58 + 1 + 2.8 + 0 + + + 2023 + 354 + 1 + 2.9 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2023 + 355 + 1 + 3 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2024 + 199 + 0 + 1 + 0 + Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. + + + 2024 + 104 + 1 + 2 + 0 + Required if NoIOIQualifiers > 0 + + + 2025 + 555 + 0 + 1 + 1 + Number of legs + + + 2025 + InstrumentLeg + 1 + 2 + 0 + Must be provided if Number of legs > 0 + + + 2025 + 687 + 1 + 3 + 0 + + + 2025 + 690 + 1 + 4 + 0 + + + 2025 + LegStipulations + 1 + 5 + 0 + + + 2025 + 1366 + 1 + 5.1 + 0 + + + 2025 + LegPreAllocGrp + 1 + 6 + 0 + + + 2025 + 564 + 1 + 13 + 0 + Provide if the PositionEffect for the leg is different from that specified for the overall multileg security + + + 2025 + 565 + 1 + 14 + 0 + Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. + + + 2025 + NestedParties + 1 + 15 + 0 + Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" +Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type + + + 2025 + 654 + 1 + 16 + 0 + Used to identify a specific leg. + + + 2025 + 587 + 1 + 18 + 0 + Refer to values for SettlType (63) + + + 2025 + 588 + 1 + 19 + 0 + Refer to values for SettlDate (64) + + + 2025 + 675 + 1 + 19.01 + 0 + + + 2025 + 685 + 1 + 19.1 + 0 + + + 2025 + 1379 + 1 + 19.2 + 0 + + + 2025 + 1381 + 1 + 19.3 + 0 + + + 2025 + 1383 + 1 + 19.4 + 0 + + + 2025 + 1384 + 1 + 19.5 + 0 + + + 2026 + 670 + 0 + 1 + 0 + + + 2026 + 671 + 1 + 2 + 0 + + + 2026 + 672 + 1 + 3 + 0 + + + 2026 + NestedParties2 + 1 + 3.1 + 0 + + + 2026 + 673 + 1 + 5 + 0 + + + 2026 + 674 + 1 + 6 + 0 + + + 2026 + 1367 + 1 + 7 + 0 + + + 2027 + 555 + 0 + 1 + 0 + Required for multileg quotes + + + 2027 + InstrumentLeg + 1 + 2 + 0 + Required for multileg quotes +For Swaps one leg is Buy and other leg is Sell + + + 2027 + 687 + 1 + 3 + 0 + + + 2027 + 685 + 1 + 3.1 + 0 + When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. +This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). + + + 2027 + 690 + 1 + 4 + 0 + + + 2027 + 587 + 1 + 5 + 0 + + + 2027 + 588 + 1 + 6 + 0 + + + 2027 + LegStipulations + 1 + 7 + 0 + + + 2027 + NestedParties + 1 + 8 + 0 + + + 2027 + 686 + 1 + 9 + 0 + Code to represent type of price presented in LegBidPx and LegOfferPx. Required if LegBidPx or PegOfferPx is present. + + + 2027 + 681 + 1 + 10 + 0 + + + 2027 + 684 + 1 + 11 + 0 + + + 2027 + LegBenchmarkCurveData + 1 + 12 + 0 + + + 2027 + 654 + 1 + 12.1 + 0 + Initiator can optionally provide a unique identifier for the specific leg. Required for FX Swaps + + + 2027 + 1067 + 1 + 12.2 + 0 + + + 2027 + 1068 + 1 + 12.3 + 0 + + + 2028 + 555 + 0 + 1 + 0 + Required for multileg quote status reports + + + 2028 + InstrumentLeg + 1 + 2 + 0 + Required for multileg quote status reports +For Swaps one leg is Buy and other leg is Sell + + + 2028 + 687 + 1 + 3 + 0 + + + 2028 + 685 + 1 + 3.1 + 0 + When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. +This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). + + + 2028 + 690 + 1 + 4 + 0 + + + 2028 + 587 + 1 + 5 + 0 + + + 2028 + 588 + 1 + 6 + 0 + + + 2028 + LegStipulations + 1 + 7 + 0 + + + 2028 + NestedParties + 1 + 8 + 0 + + + 2029 + 33 + 0 + 1 + 1 + Specifies the number of repeating lines of text specified + + + 2029 + 58 + 1 + 2 + 1 + Repeating field, number of instances defined in LinesOfText + + + 2029 + 354 + 1 + 3 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2029 + 355 + 1 + 4 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2030 + 73 + 0 + 1 + 1 + Number of orders in this message (number of repeating groups to follow) + + + 2030 + 11 + 1 + 2 + 1 + Must be the first field in the repeating group. + + + 2030 + 526 + 1 + 3 + 0 + + + 2030 + 67 + 1 + 4 + 1 + Order number within the list + + + 2030 + 583 + 1 + 5 + 0 + + + 2030 + 160 + 1 + 6 + 0 + + + 2030 + Parties + 1 + 7 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 2030 + 229 + 1 + 8 + 0 + + + 2030 + 75 + 1 + 9 + 0 + + + 2030 + 1 + 1 + 10 + 0 + + + 2030 + 660 + 1 + 11 + 0 + + + 2030 + 581 + 1 + 12 + 0 + + + 2030 + 589 + 1 + 13 + 0 + + + 2030 + 590 + 1 + 14 + 0 + + + 2030 + 70 + 1 + 15 + 0 + Use to assign an ID to the block of individual preallocations + + + 2030 + 591 + 1 + 16 + 0 + + + 2030 + PreAllocGrp + 1 + 17 + 0 + + + 2030 + 63 + 1 + 24 + 0 + + + 2030 + 64 + 1 + 25 + 0 + Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. + + + 2030 + 544 + 1 + 26 + 0 + + + 2030 + 635 + 1 + 27 + 0 + + + 2030 + 21 + 1 + 28 + 0 + + + 2030 + 18 + 1 + 29 + 0 + Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. + + + 2030 + 110 + 1 + 30 + 0 + + + 2030 + 1089 + 1 + 30.1 + 0 + + + 2030 + 1090 + 1 + 30.2 + 0 + + + 2030 + DisplayInstruction + 1 + 30.21 + 0 + Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" + + + 2030 + 111 + 1 + 31 + 0 + + + 2030 + 100 + 1 + 32 + 0 + + + 2030 + 1133 + 1 + 32.1 + 0 + + + 2030 + TrdgSesGrp + 1 + 33 + 0 + + + 2030 + 81 + 1 + 36 + 0 + + + 2030 + Instrument + 1 + 37 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 2030 + UndInstrmtGrp + 1 + 38 + 0 + + + 2030 + 140 + 1 + 40 + 0 + Useful for verifying security identification + + + 2030 + 54 + 1 + 41 + 1 + Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. + + + 2030 + 401 + 1 + 42 + 0 + Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. + + + 2030 + 114 + 1 + 43 + 0 + Required for short sell orders + + + 2030 + 60 + 1 + 44 + 0 + + + 2030 + Stipulations + 1 + 45 + 0 + Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" + + + 2030 + 854 + 1 + 46 + 0 + + + 2030 + OrderQtyData + 1 + 47 + 1 + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" + + + 2030 + 40 + 1 + 48 + 0 + + + 2030 + 423 + 1 + 49 + 0 + + + 2030 + 44 + 1 + 50 + 0 + + + 2030 + 1092 + 1 + 50.1 + 0 + + + 2030 + 99 + 1 + 51 + 0 + + + 2030 + TriggeringInstruction + 1 + 51.1 + 0 + Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" + + + 2030 + SpreadOrBenchmarkCurveData + 1 + 52 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" + + + 2030 + YieldData + 1 + 53 + 0 + Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" + + + 2030 + 15 + 1 + 54 + 0 + + + 2030 + 376 + 1 + 55 + 0 + + + 2030 + 377 + 1 + 56 + 0 + + + 2030 + 23 + 1 + 57 + 0 + Required for Previously Indicated Orders (OrdType=E) + + + 2030 + 117 + 1 + 58 + 0 + Required for Previously Quoted Orders (OrdType=D) + + + 2030 + 1080 + 1 + 58.1 + 0 + Required for counter-order selection / Hit / Take Orders (OrdType = Q) + + + 2030 + 1081 + 1 + 58.2 + 0 + Conditionally required if RefOrderID is specified. + + + 2030 + 59 + 1 + 59 + 0 + + + 2030 + 168 + 1 + 60 + 0 + + + 2030 + 432 + 1 + 61 + 0 + Conditionally required if TimeInForce = GTD and ExpireTime is not specified. + + + 2030 + 126 + 1 + 62 + 0 + Conditionally required if TimeInForce = GTD and ExpireDate is not specified. + + + 2030 + 427 + 1 + 63 + 0 + States whether executions are booked out or accumulated on a partially filled GT order + + + 2030 + CommissionData + 1 + 64 + 0 + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" + + + 2030 + 528 + 1 + 65 + 0 + + + 2030 + 529 + 1 + 66 + 0 + + + 2030 + 1091 + 1 + 66.1 + 0 + + + 2030 + 582 + 1 + 67 + 0 + + + 2030 + 121 + 1 + 68 + 0 + + + 2030 + 120 + 1 + 69 + 0 + + + 2030 + 775 + 1 + 70 + 0 + Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. + + + 2030 + 58 + 1 + 71 + 0 + + + 2030 + 354 + 1 + 72 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2030 + 355 + 1 + 73 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2030 + 193 + 1 + 74 + 0 + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. + + + 2030 + 192 + 1 + 75 + 0 + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. + + + 2030 + 640 + 1 + 76 + 0 + Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). + + + 2030 + 77 + 1 + 77 + 0 + + + 2030 + 203 + 1 + 78 + 0 + + + 2030 + 210 + 1 + 79 + 0 + + + 2030 + PegInstructions + 1 + 80 + 0 + Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" + + + 2030 + DiscretionInstructions + 1 + 81 + 0 + Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" + + + 2030 + 847 + 1 + 82 + 0 + The target strategy of the order + + + 2030 + StrategyParametersGrp + 1 + 82.1 + 0 + Strategy parameter block + + + 2030 + 848 + 1 + 83 + 0 + For further specification of the TargetStrategy + + + 2030 + 849 + 1 + 84 + 0 + Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. +For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) + + + 2030 + 494 + 1 + 85 + 0 + Supplementary registration information for this Order within the List + + + 2031 + 268 + 0 + 1 + 1 + Number of entries following. + + + 2031 + 269 + 1 + 2 + 1 + Must be the first field in this repeating group. + + + 2031 + 278 + 1 + 2.1 + 0 + Conditionally required when maintaining an order-depth book, that is, when AggregatedBook (266) is "N". allows subsequent Incremental changes to be applied using MDEntryID. + + + 2031 + 270 + 1 + 3 + 0 + Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required when MDEntryType = "auction clearing price" + + + 2031 + 423 + 1 + 3.01 + 0 + + + 2031 + YieldData + 1 + 3.011 + 0 + Insert here the set of YieldData (yield-related) fields defined in "Common Components of Application Messages + + + 2031 + SpreadOrBenchmarkCurveData + 1 + 3.012 + 0 + Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages + + + 2031 + 40 + 1 + 3.1 + 0 + Used to support market mechanism type; limit order, market order, committed principal order + + + 2031 + 15 + 1 + 4 + 0 + Can be used to specify the currency of the quoted price. + + + 2031 + 271 + 1 + 5 + 0 + Conditionally required if MDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume (B), or Open Interest(C) +conditionally required when MDEntryType = "auction clearing price" + + + 2031 + SecSizesGrp + 1 + 5.1 + 0 + + + 2031 + 1093 + 1 + 5.2 + 0 + Can be used to specify the lot type of the quoted size in order depth books. + + + 2031 + 272 + 1 + 6 + 0 + + + 2031 + 273 + 1 + 7 + 0 + + + 2031 + 274 + 1 + 8 + 0 + + + 2031 + 275 + 1 + 9 + 0 + Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C + + + 2031 + 336 + 1 + 10 + 0 + + + 2031 + 625 + 1 + 11 + 0 + + + 2031 + 326 + 1 + 11.1 + 0 + + + 2031 + 327 + 1 + 11.2 + 0 + + + 2031 + 276 + 1 + 12 + 0 + Space-delimited list of conditions describing a quote. + + + 2031 + 277 + 1 + 13 + 0 + Space-delimited list of conditions describing a trade + + + 2031 + 282 + 1 + 14 + 0 + + + 2031 + 283 + 1 + 15 + 0 + + + 2031 + 284 + 1 + 16 + 0 + + + 2031 + 286 + 1 + 17 + 0 + Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). + + + 2031 + 59 + 1 + 18 + 0 + For optional use when this Bid or Offer represents an order + + + 2031 + 432 + 1 + 19 + 0 + For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. + + + 2031 + 126 + 1 + 20 + 0 + For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. + + + 2031 + 110 + 1 + 21 + 0 + For optional use when this Bid or Offer represents an order + + + 2031 + 18 + 1 + 22 + 0 + Can contain multiple instructions, space delimited. + + + 2031 + 287 + 1 + 23 + 0 + + + 2031 + 37 + 1 + 24 + 0 + For optional use when this Bid, Offer, or Trade represents an order + + + 2031 + 198 + 1 + 24.1 + 0 + For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. + + + 2031 + 299 + 1 + 25 + 0 + For optional use when this Bid, Offer, or Trade represents a quote + + + 2031 + 288 + 1 + 26 + 0 + For optional use in reporting Trades + + + 2031 + 289 + 1 + 27 + 0 + For optional use in reporting Trades + + + 2031 + 346 + 1 + 28 + 0 + In an Aggregated Book, used to show how many individual orders make up an MDEntry + + + 2031 + 290 + 1 + 29 + 0 + Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 + + + 2031 + 546 + 1 + 30 + 0 + + + 2031 + 811 + 1 + 31 + 0 + + + 2031 + 58 + 1 + 32 + 0 + Text to describe the Market Data Entry. Part of repeating group. + + + 2031 + 354 + 1 + 33 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2031 + 355 + 1 + 34 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2031 + 1023 + 1 + 34.1 + 0 + Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 + + + 2031 + 528 + 1 + 34.2 + 0 + Designates the capacity of the firm placing the order + + + 2031 + 1024 + 1 + 34.3 + 0 + + + 2031 + 332 + 1 + 34.4 + 0 + Used to report high price in association with trade, bid or ask rather than a separate entity + + + 2031 + 333 + 1 + 34.5 + 0 + Used to report low price in association with trade, bid or ask rather than a separate entitty + + + 2031 + 1020 + 1 + 34.6 + 0 + Used to report trade volume in association with trade, bid or ask rather than a separate entity + + + 2031 + 63 + 1 + 34.7 + 0 + + + 2031 + 64 + 1 + 34.8 + 0 + Indicates date on which instrument will settle. +For NDFs required for specifying the "value date". + + + 2031 + 1070 + 1 + 34.9 + 0 + + + 2031 + 83 + 1 + 35 + 0 + Used to identify the sequence number within a feed type + + + 2031 + 1048 + 1 + 35.2 + 0 + Identifies role of dealer; Agent, Principal, RisklessPrincipal + + + 2031 + 1026 + 1 + 35.3 + 0 + + + 2031 + 1027 + 1 + 35.4 + 0 + + + 2031 + Parties + 1 + 35.5 + 0 + + + 2032 + 268 + 0 + 1 + 1 + Number of entries following. + + + 2032 + 279 + 1 + 2 + 1 + Must be first field in this repeating group. + + + 2032 + 285 + 1 + 3 + 0 + If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. + + + 2032 + 1173 + 1 + 3.1 + 0 + Can be used to define a subordinate book. + + + 2032 + 264 + 1 + 3.2 + 0 + Can be used to define the current depth of the book. + + + 2032 + 269 + 1 + 4 + 0 + Conditionally required if MDUpdateAction = New(0). Cannot be changed. + + + 2032 + 278 + 1 + 5 + 0 + If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified.. + + + 2032 + 280 + 1 + 6 + 0 + If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID. + + + 2032 + Instrument + 1 + 7 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" +Either Symbol (the instrument component block) or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, StrikePrice, OptAttribute, and SecurityExchange. May not be changed. + + + 2032 + UndInstrmtGrp + 1 + 8 + 0 + + + 2032 + InstrmtLegGrp + 1 + 10 + 0 + + + 2032 + 291 + 1 + 12 + 0 + + + 2032 + 292 + 1 + 13 + 0 + + + 2032 + 270 + 1 + 14 + 0 + Conditionally required when MDUpdateAction = New(0) and MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest (C). +Conditionally required when MDEntryType = "auction clearing price" + + + 2032 + 423 + 1 + 14.001 + 0 + + + 2032 + YieldData + 1 + 14.002 + 0 + Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages + + + 2032 + SpreadOrBenchmarkCurveData + 1 + 14.003 + 0 + Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages + + + 2032 + 40 + 1 + 14.1 + 0 + Used to support market mechanism type; limit order, market order, committed principal order + + + 2032 + 15 + 1 + 15 + 0 + Can be used to specify the currency of the quoted price. + + + 2032 + 271 + 1 + 16 + 0 + Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume(B), or Open Interest(C). +Conditionally required when MDEntryType = "auction clearing price" + + + 2032 + SecSizesGrp + 1 + 16.1 + 0 + + + 2032 + 1093 + 1 + 16.2 + 0 + Can be used to specify the lot type of the quoted size in order depth books. + + + 2032 + 272 + 1 + 17 + 0 + + + 2032 + 273 + 1 + 18 + 0 + + + 2032 + 274 + 1 + 19 + 0 + + + 2032 + 275 + 1 + 20 + 0 + Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C + + + 2032 + 336 + 1 + 21 + 0 + + + 2032 + 625 + 1 + 22 + 0 + + + 2032 + 326 + 1 + 22.1 + 0 + + + 2032 + 327 + 1 + 22.2 + 0 + + + 2032 + 276 + 1 + 23 + 0 + Space-delimited list of conditions describing a quote. + + + 2032 + 277 + 1 + 24 + 0 + Space-delimited list of conditions describing a trade + + + 2032 + 828 + 1 + 24.1 + 0 + For optional use in reporting Trades + + + 2032 + 574 + 1 + 24.2 + 0 + For optional use in reporting Trades + + + 2032 + 282 + 1 + 25 + 0 + + + 2032 + 283 + 1 + 26 + 0 + + + 2032 + 284 + 1 + 27 + 0 + + + 2032 + 286 + 1 + 28 + 0 + Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). + + + 2032 + 59 + 1 + 29 + 0 + For optional use when this Bid or Offer represents an order + + + 2032 + 432 + 1 + 30 + 0 + For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. + + + 2032 + 126 + 1 + 31 + 0 + For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. + + + 2032 + 110 + 1 + 32 + 0 + For optional use when this Bid or Offer represents an order + + + 2032 + 18 + 1 + 33 + 0 + Can contain multiple instructions, space delimited. + + + 2032 + 287 + 1 + 34 + 0 + + + 2032 + 37 + 1 + 35 + 0 + For optional use when this Bid, Offer, or Trade represents an order + + + 2032 + 198 + 1 + 35.1 + 0 + For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. + + + 2032 + 299 + 1 + 36 + 0 + For optional use when this Bid, Offer, or Trade represents a quote + + + 2032 + 1003 + 1 + 36.1 + 0 + For optional use in reporting Trades + + + 2032 + 288 + 1 + 37 + 0 + For optional use in reporting Trades + + + 2032 + 289 + 1 + 38 + 0 + For optional use in reporting Trades + + + 2032 + 346 + 1 + 39 + 0 + In an Aggregated Book, used to show how many individual orders make up an MDEntry + + + 2032 + 290 + 1 + 40 + 0 + Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 + + + 2032 + 546 + 1 + 41 + 0 + + + 2032 + 811 + 1 + 42 + 0 + + + 2032 + 451 + 1 + 43 + 0 + + + 2032 + 58 + 1 + 44 + 0 + Text to describe the Market Data Entry. Part of repeating group. + + + 2032 + 354 + 1 + 45 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2032 + 355 + 1 + 46 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2032 + 1023 + 1 + 46.01 + 0 + + + 2032 + 528 + 1 + 46.1 + 0 + + + 2032 + 1024 + 1 + 46.2 + 0 + + + 2032 + 332 + 1 + 46.3 + 0 + + + 2032 + 333 + 1 + 46.4 + 0 + + + 2032 + 1020 + 1 + 46.5 + 0 + + + 2032 + 63 + 1 + 46.6 + 0 + + + 2032 + 64 + 1 + 46.7 + 0 + Indicates date on which instrument will settle. +For NDFs required for specifying the "value date". + + + 2032 + 483 + 1 + 46.701 + 0 + For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades. + + + 2032 + 60 + 1 + 46.702 + 0 + For optional use in reporting Trades. Used to specify the time of matching. + + + 2032 + 1070 + 1 + 46.8 + 0 + + + 2032 + 83 + 1 + 46.9 + 0 + Allows sequence number to be specified within a feed type + + + 2032 + 1048 + 1 + 47.1 + 0 + Identifies role of dealer; Agent, Principal, RisklessPrincipal + + + 2032 + 1026 + 1 + 47.2 + 0 + + + 2032 + 1027 + 1 + 47.3 + 0 + + + 2032 + StatsIndGrp + 1 + 47.31 + 0 + + + 2032 + Parties + 1 + 47.4 + 0 + + + 2033 + 267 + 0 + 1 + 1 + Number of MDEntryType fields requested. + + + 2033 + 269 + 1 + 2 + 1 + Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving. + + + 2034 + 816 + 0 + 1 + 0 + + + 2034 + 817 + 1 + 2 + 0 + Alternative Market Data Source + + + 2035 + 136 + 0 + 1 + 0 + Required if any miscellaneous fees are reported. Indicates number of repeating entries. + + + 2035 + 137 + 1 + 2 + 0 + Required if NoMiscFees > 0 + + + 2035 + 138 + 1 + 3 + 0 + + + 2035 + 139 + 1 + 4 + 0 + Required if NoMiscFees > 0 + + + 2035 + 891 + 1 + 5 + 0 + + + 2036 + 73 + 0 + 1 + 0 + Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 + + + 2036 + 11 + 1 + 2 + 0 + Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order. +Required when NoOrders(73) > 0 and must be the first repeating field in the group. + + + 2036 + 37 + 1 + 3 + 0 + + + 2036 + 198 + 1 + 4 + 0 + Can be used to provide order id used by exchange or executing system. + + + 2036 + 526 + 1 + 5 + 0 + + + 2036 + 66 + 1 + 6 + 0 + Required for List Orders. + + + 2036 + NestedParties2 + 1 + 7 + 0 + Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages" +This is used to identify the executing broker for step in/give in trades + + + 2036 + 38 + 1 + 8 + 0 + + + 2036 + 799 + 1 + 9 + 0 + Average price for this order. +For FX, if specified, expressed in terms of Currency(15). + + + 2036 + 800 + 1 + 10 + 0 + Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) +Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field) + + + 2037 + 73 + 0 + 1 + 1 + Number of orders statused in this message, i.e. number of repeating groups to follow. + + + 2037 + 11 + 1 + 2 + 0 + Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. + + + 2037 + 37 + 1 + 2.1 + 0 + + + 2037 + 526 + 1 + 3 + 0 + + + 2037 + 14 + 1 + 4 + 1 + + + 2037 + 39 + 1 + 5 + 1 + + + 2037 + 636 + 1 + 6 + 0 + For optional use with OrdStatus = 0 (New) + + + 2037 + 151 + 1 + 7 + 1 + Quantity open for further execution. LeavesQty = OrderQty - CumQty. + + + 2037 + 84 + 1 + 8 + 1 + + + 2037 + 6 + 1 + 9 + 1 + + + 2037 + 103 + 1 + 10 + 0 + Used if the order is rejected + + + 2037 + 58 + 1 + 11 + 0 + + + 2037 + 354 + 1 + 12 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2037 + 355 + 1 + 13 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2038 + 711 + 0 + 1 + 0 + + + 2038 + UnderlyingInstrument + 1 + 2 + 0 + Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages" +Required if NoUnderlyings > 0 + + + 2038 + 732 + 1 + 3 + 0 + + + 2038 + 733 + 1 + 4 + 0 + Values = Final, Theoretical + + + 2038 + 1037 + 1 + 4.001 + 0 + + + 2038 + UnderlyingAmount + 1 + 4.1 + 0 + Insert here the set of "Underlying Amount" fields defined in "Common Components of Application Messages" + + + 2039 + 78 + 0 + 1 + 0 + Number of repeating groups for pre-trade allocation + + + 2039 + 79 + 1 + 2 + 0 + Required if NoAllocs > 0. Must be first field in repeating group. + + + 2039 + 661 + 1 + 3 + 0 + + + 2039 + 736 + 1 + 4 + 0 + + + 2039 + 467 + 1 + 5 + 0 + + + 2039 + NestedParties + 1 + 6 + 0 + Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" +Used for NestedPartyRole=Clearing Firm + + + 2039 + 80 + 1 + 7 + 0 + + + 2040 + 78 + 0 + 1 + 0 + Number of repeating groups for pre-trade allocation + + + 2040 + 79 + 1 + 2 + 0 + Required if NoAllocs > 0. Must be first field in repeating group. + + + 2040 + 661 + 1 + 3 + 0 + + + 2040 + 736 + 1 + 4 + 0 + + + 2040 + 467 + 1 + 5 + 0 + + + 2040 + NestedParties3 + 1 + 6 + 0 + Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" + + + 2040 + 80 + 1 + 7 + 0 + + + 2041 + 295 + 0 + 1 + 0 + The number of securities (instruments) whose quotes are to be canceled +Not required when cancelling all quotes. + + + 2041 + Instrument + 1 + 2 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 2041 + FinancingDetails + 1 + 3 + 0 + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" + + + 2041 + UndInstrmtGrp + 1 + 4 + 0 + + + 2041 + InstrmtLegGrp + 1 + 6 + 0 + + + 2042 + 295 + 0 + 1 + 0 + The number of quotes for this Symbol (QuoteSet) that follow in this message. + + + 2042 + 299 + 1 + 2 + 0 + Uniquely identifies the quote across the complete set of all quotes for a given quote provider. +First field in repeating group. Required if NoQuoteEntries > 0. + + + 2042 + Instrument + 1 + 3 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 2042 + InstrmtLegGrp + 1 + 4 + 0 + + + 2042 + 132 + 1 + 6 + 0 + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. + + + 2042 + 133 + 1 + 7 + 0 + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. + + + 2042 + 134 + 1 + 8 + 0 + + + 2042 + 135 + 1 + 9 + 0 + + + 2042 + 62 + 1 + 10 + 0 + + + 2042 + 188 + 1 + 11 + 0 + May be applicable for F/X quotes + + + 2042 + 190 + 1 + 12 + 0 + May be applicable for F/X quotes + + + 2042 + 189 + 1 + 13 + 0 + May be applicable for F/X quotes + + + 2042 + 191 + 1 + 14 + 0 + May be applicable for F/X quotes + + + 2042 + 631 + 1 + 15 + 0 + + + 2042 + 632 + 1 + 16 + 0 + + + 2042 + 633 + 1 + 17 + 0 + + + 2042 + 634 + 1 + 18 + 0 + + + 2042 + 60 + 1 + 19 + 0 + + + 2042 + 336 + 1 + 20 + 0 + + + 2042 + 625 + 1 + 21 + 0 + + + 2042 + 64 + 1 + 22 + 0 + Can be used with forex quotes to specify a specific "value date" + + + 2042 + 40 + 1 + 23 + 0 + Can be used to specify the type of order the quote is for + + + 2042 + 193 + 1 + 24 + 0 + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. + + + 2042 + 192 + 1 + 25 + 0 + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. + + + 2042 + 642 + 1 + 26 + 0 + Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value + + + 2042 + 643 + 1 + 27 + 0 + Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value + + + 2042 + 15 + 1 + 28 + 0 + Can be used to specify the currency of the quoted price. + + + 2042 + 1167 + 1 + 28.1 + 0 + + + 2042 + 368 + 1 + 29 + 0 + Reason Quote Entry was rejected. + + + 2043 + 295 + 0 + 1 + 1 + The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. + + + 2043 + 299 + 1 + 2 + 1 + Uniquely identifies the quote across the complete set of all quotes for a given quote provider. + + + 2043 + Instrument + 1 + 3 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 2043 + InstrmtLegGrp + 1 + 4 + 0 + + + 2043 + 132 + 1 + 6 + 0 + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. + + + 2043 + 133 + 1 + 7 + 0 + If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. + + + 2043 + 134 + 1 + 8 + 0 + + + 2043 + 135 + 1 + 9 + 0 + + + 2043 + 62 + 1 + 10 + 0 + + + 2043 + 188 + 1 + 11 + 0 + May be applicable for F/X quotes + + + 2043 + 190 + 1 + 12 + 0 + May be applicable for F/X quotes + + + 2043 + 189 + 1 + 13 + 0 + May be applicable for F/X quotes + + + 2043 + 191 + 1 + 14 + 0 + May be applicable for F/X quotes + + + 2043 + 631 + 1 + 15 + 0 + + + 2043 + 632 + 1 + 16 + 0 + + + 2043 + 633 + 1 + 17 + 0 + + + 2043 + 634 + 1 + 18 + 0 + + + 2043 + 60 + 1 + 19 + 0 + + + 2043 + 336 + 1 + 20 + 0 + + + 2043 + 625 + 1 + 21 + 0 + + + 2043 + 64 + 1 + 22 + 0 + Can be used with forex quotes to specify a specific "value date" + + + 2043 + 40 + 1 + 23 + 0 + Can be used to specify the type of order the quote is for + + + 2043 + 193 + 1 + 24 + 0 + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. + + + 2043 + 192 + 1 + 25 + 0 + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. + + + 2043 + 642 + 1 + 26 + 0 + Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value + + + 2043 + 643 + 1 + 27 + 0 + Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value + + + 2043 + 15 + 1 + 28 + 0 + Can be used to specify the currency of the quoted price. + + + 2044 + 735 + 0 + 1 + 0 + + + 2044 + 695 + 1 + 2 + 0 + Required if NoQuoteQualifiers > 1 + + + 2045 + 146 + 0 + 1 + 1 + Number of related symbols (instruments) in Request + + + 2045 + Instrument + 1 + 2 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 2045 + FinancingDetails + 1 + 3 + 0 + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" + + + 2045 + UndInstrmtGrp + 1 + 4 + 0 + + + 2045 + 140 + 1 + 6 + 0 + Useful for verifying security identification + + + 2045 + 303 + 1 + 7 + 0 + Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. + + + 2045 + 537 + 1 + 8 + 0 + Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) +Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote. + + + + 2045 + 336 + 1 + 9 + 0 + + + 2045 + 625 + 1 + 10 + 0 + + + 2045 + 229 + 1 + 11 + 0 + + + 2045 + 54 + 1 + 12 + 0 + If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. +For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward. + + + 2045 + 854 + 1 + 13 + 0 + Type of quantity specified in a quantity field. +For FX, if used, should be "0". + + + 2045 + OrderQtyData + 1 + 14 + 0 + Required for single instrument quoting. +Required for Fixed Income if QuoteType is Tradeable. + + + 2045 + 110 + 1 + 14.1 + 0 + + + 2045 + 63 + 1 + 15 + 0 + For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. + + + 2045 + 64 + 1 + 16 + 0 + Can be used (e.g. with forex quotes) to specify the desired "value date". +For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. + + + 2045 + 193 + 1 + 17 + 0 + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. + + + 2045 + 192 + 1 + 18 + 0 + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. + + + 2045 + 15 + 1 + 19 + 0 + Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. + + + 2045 + Stipulations + 1 + 20 + 0 + Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" + + + 2045 + 1 + 1 + 21 + 0 + + + 2045 + 660 + 1 + 22 + 0 + + + 2045 + 581 + 1 + 23 + 0 + + + 2045 + QuotReqLegsGrp + 1 + 24 + 0 + + + 2045 + QuotQualGrp + 1 + 33 + 0 + + + 2045 + 692 + 1 + 35 + 0 + Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. + + + 2045 + 40 + 1 + 36 + 0 + Can be used to specify the type of order the quote request is for + + + 2045 + 62 + 1 + 37 + 0 + Used by the quote initiator to indicate the period of time the resulting Quote must be valid until + + + 2045 + 126 + 1 + 38 + 0 + The time when Quote Request will expire. + + + 2045 + 60 + 1 + 39 + 0 + Time transaction was entered + + + 2045 + SpreadOrBenchmarkCurveData + 1 + 40 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" + + + 2045 + 423 + 1 + 41 + 0 + + + 2045 + 44 + 1 + 42 + 0 + Quoted or target price + + + 2045 + 640 + 1 + 43 + 0 + Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. + + + 2045 + YieldData + 1 + 44 + 0 + Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" + + + 2045 + Parties + 1 + 45 + 0 + + + 2046 + 555 + 0 + 1 + 0 + Required for multileg quotes. + + + 2046 + InstrumentLeg + 1 + 2 + 0 + Required for multileg quotes +For Swaps one leg is Buy and other leg is Sell + + + 2046 + 687 + 1 + 3 + 0 + + + 2046 + 685 + 1 + 3.1 + 0 + When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. +This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). + + + 2046 + 690 + 1 + 4 + 0 + + + 2046 + 587 + 1 + 5 + 0 + + + 2046 + 588 + 1 + 6 + 0 + + + 2046 + LegStipulations + 1 + 7 + 0 + + + 2046 + NestedParties + 1 + 8 + 0 + + + 2046 + LegBenchmarkCurveData + 1 + 9 + 0 + + + 2046 + 654 + 1 + 9.1 + 0 + Initiator can optionally provide a unique identifier for the specific leg. + + + 2047 + 146 + 0 + 1 + 1 + Number of related symbols (instruments) in Request + + + 2047 + Instrument + 1 + 2 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 2047 + FinancingDetails + 1 + 3 + 0 + Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" + + + 2047 + UndInstrmtGrp + 1 + 4 + 0 + + + 2047 + 140 + 1 + 6 + 0 + Useful for verifying security identification + + + 2047 + 303 + 1 + 7 + 0 + Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. + + + 2047 + 537 + 1 + 8 + 0 + Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) + + + 2047 + 336 + 1 + 9 + 0 + + + 2047 + 625 + 1 + 10 + 0 + + + 2047 + 229 + 1 + 11 + 0 + + + 2047 + 54 + 1 + 12 + 0 + If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. +Required if specified in Quote Request message. + + + 2047 + 854 + 1 + 13 + 0 + + + 2047 + OrderQtyData + 1 + 14 + 0 + Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages" +Required if component is specified in Quote Request message. + + + 2047 + 63 + 1 + 15 + 0 + + + 2047 + 64 + 1 + 16 + 0 + Can be used (e.g. with forex quotes) to specify the desired "value date" + + + 2047 + 193 + 1 + 17 + 0 + Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. + + + 2047 + 192 + 1 + 18 + 0 + Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. + + + 2047 + 15 + 1 + 19 + 0 + Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. + + + 2047 + Stipulations + 1 + 20 + 0 + Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" + + + 2047 + 1 + 1 + 21 + 0 + + + 2047 + 660 + 1 + 22 + 0 + + + 2047 + 581 + 1 + 23 + 0 + + + 2047 + QuotReqLegsGrp + 1 + 24 + 0 + + + 2047 + QuotQualGrp + 1 + 33 + 0 + + + 2047 + 692 + 1 + 35 + 0 + Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. + + + 2047 + 40 + 1 + 36 + 0 + Can be used to specify the type of order the quote request is for + + + 2047 + 126 + 1 + 37 + 0 + The time when Quote Request will expire. + + + 2047 + 60 + 1 + 38 + 0 + Time transaction was entered + + + 2047 + SpreadOrBenchmarkCurveData + 1 + 39 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" + + + 2047 + 423 + 1 + 40 + 0 + + + 2047 + 44 + 1 + 41 + 0 + Quoted or target price + + + 2047 + 640 + 1 + 42 + 0 + Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. + + + 2047 + YieldData + 1 + 43 + 0 + Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" + + + 2047 + Parties + 1 + 44 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 2048 + 296 + 0 + 1 + 0 + The number of sets of quotes in the message + + + 2048 + 302 + 1 + 2 + 0 + First field in repeating group. Required if NoQuoteSets > 0 + + + 2048 + UnderlyingInstrument + 1 + 3 + 0 + Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" +Required if NoQuoteSets > 0 + + + 2048 + 304 + 1 + 4 + 0 + Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. +Required if NoQuoteEntries > 0 + + + 2048 + 1168 + 1 + 4.1 + 0 + Total number of quotes canceled for the quote set across all messages. + + + 2048 + 1169 + 1 + 4.2 + 0 + Total number of quotes accepted for the quote set across all messages. + + + 2048 + 1170 + 1 + 4.3 + 0 + Total number of quotes rejected for the quote set across all messages. + + + 2048 + 893 + 1 + 5 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 2048 + QuotEntryAckGrp + 1 + 6 + 0 + + + 2049 + 296 + 0 + 1 + 1 + The number of sets of quotes in the message + + + 2049 + 302 + 1 + 2 + 1 + Sequential number for the Quote Set. For a given QuoteID - assumed to start at 1. +Must be the first field in the repeating group. + + + 2049 + UnderlyingInstrument + 1 + 3 + 0 + Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" + + + 2049 + 367 + 1 + 4 + 0 + + + 2049 + 304 + 1 + 5 + 1 + Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. + + + 2049 + 893 + 1 + 6 + 0 + Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. + + + 2049 + QuotEntryGrp + 1 + 7 + 1 + + + 2050 + 146 + 0 + 1 + 0 + Specifies the number of repeating symbols (instruments) specified + + + 2050 + Instrument + 1 + 2 + 0 + + + 2050 + SecondaryPriceLimits + 1 + 2.1 + 0 + Secondary price limit rules + + + 2050 + 15 + 1 + 3 + 0 + + + 2050 + 292 + 1 + 3.1 + 0 + Identifies the type of Corporate Action + + + 2050 + InstrumentExtension + 1 + 5 + 0 + + + 2050 + InstrmtLegGrp + 1 + 6 + 0 + + + 2050 + 58 + 1 + 10 + 0 + Comment, instructions, or other identifying information. + + + 2050 + 354 + 1 + 11 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2050 + 355 + 1 + 12 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2051 + 146 + 0 + 1 + 1 + Number of related symbols (instruments) in Request + + + 2051 + Instrument + 1 + 2 + 1 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" + + + 2051 + UndInstrmtGrp + 1 + 3 + 0 + + + 2051 + InstrmtLegGrp + 1 + 5 + 0 + + + 2051 + 140 + 1 + 7 + 0 + Useful for verifying security identification + + + 2051 + 303 + 1 + 8 + 0 + Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. + + + 2051 + 537 + 1 + 9 + 0 + Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) + + + 2051 + 336 + 1 + 10 + 0 + + + 2051 + 625 + 1 + 11 + 0 + + + 2052 + 510 + 0 + 1 + 0 + Number of Distribution instructions in this message (number of repeating groups to follow) + + + 2052 + 477 + 1 + 2 + 0 + Must be first field in the repeating group if NoDistribInsts > 0. + + + 2052 + 512 + 1 + 3 + 0 + + + 2052 + 478 + 1 + 4 + 0 + + + 2052 + 498 + 1 + 5 + 0 + + + 2052 + 499 + 1 + 6 + 0 + + + 2052 + 500 + 1 + 7 + 0 + + + 2052 + 501 + 1 + 8 + 0 + + + 2052 + 502 + 1 + 9 + 0 + + + 2053 + 473 + 0 + 1 + 0 + Number of registration details in this message (number of repeating groups to follow) + + + 2053 + 509 + 1 + 2 + 0 + Must be first field in the repeating group + + + 2053 + 511 + 1 + 3 + 0 + + + 2053 + 474 + 1 + 4 + 0 + + + 2053 + 482 + 1 + 5 + 0 + + + 2053 + NestedParties + 1 + 6 + 0 + Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" +Used for NestedPartyRole=InvestorID + + + 2053 + 522 + 1 + 7 + 0 + + + 2053 + 486 + 1 + 8 + 0 + + + 2053 + 475 + 1 + 9 + 0 + + + 2054 + 215 + 0 + 1 + 0 + Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. + + + 2054 + 216 + 1 + 2 + 0 + Indicates type of RoutingID. Required if NoRoutingIDs is > 0. + + + 2054 + 217 + 1 + 3 + 0 + Identifies routing destination. Required if NoRoutingIDs is > 0. + + + 2055 + 146 + 0 + 1 + 0 + Specifies the number of repeating symbols (instruments) specified + + + 2055 + Instrument + 1 + 2 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" +of the requested Security + + + 2055 + InstrumentExtension + 1 + 3 + 0 + Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" + + + 2055 + FinancingDetails + 1 + 4 + 0 + Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" + + + 2055 + SecurityTradingRules + 1 + 4.1 + 0 + Used to provide listing rules + + + 2055 + StrikeRules + 1 + 4.2 + 0 + Used to provide listing rules + + + 2055 + UndInstrmtGrp + 1 + 5 + 0 + + + 2055 + 15 + 1 + 7 + 0 + + + 2055 + Stipulations + 1 + 8 + 0 + Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" + + + 2055 + InstrmtLegSecListGrp + 1 + 9 + 0 + + + 2055 + SpreadOrBenchmarkCurveData + 1 + 15 + 0 + Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" + + + 2055 + YieldData + 1 + 16 + 0 + Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" + + + 2055 + 58 + 1 + 22 + 0 + Comment, instructions, or other identifying information. + + + 2055 + 354 + 1 + 23 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2055 + 355 + 1 + 24 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2056 + 558 + 0 + 1 + 0 + + + 2056 + 167 + 1 + 2 + 0 + Required if NoSecurityTypes > 0 + + + 2056 + 762 + 1 + 3 + 0 + + + 2056 + 460 + 1 + 4 + 0 + + + 2056 + 461 + 1 + 5 + 0 + + + 2057 + 778 + 0 + 1 + 0 + Required except where SettlInstMode is 5=Reject SSI request + + + 2057 + 162 + 1 + 2 + 0 + Unique ID for this settlement instruction. +Required except where SettlInstMode is 5=Reject SSI request + + + 2057 + 163 + 1 + 3 + 0 + New, Replace, Cancel or Restate +Required except where SettlInstMode is 5=Reject SSI request + + + 2057 + 214 + 1 + 4 + 0 + Required where SettlInstTransType is Cancel or Replace + + + 2057 + Parties + 1 + 5 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" +Used here for settlement location. +Also used for executing broker for CIV settlement instructions + + + 2057 + 54 + 1 + 6 + 0 + Can be used for SettleInstMode 1 if SSIs are being provided for a particular side. + + + 2057 + 460 + 1 + 7 + 0 + Can be used for SettleInstMode 1 if SSIs are being provided for a particular product. + + + 2057 + 167 + 1 + 8 + 0 + Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode). + + + 2057 + 461 + 1 + 9 + 0 + Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as identified by CFI code). + + + 2057 + 120 + 1 + 9.1 + 0 + Can be used for SettleInstMode 1 if SSIs are being provided for a particular settlement currency + + + 2057 + 168 + 1 + 10 + 0 + Effective (start) date/time for this settlement instruction. +Required except where SettlInstMode is 5=Reject SSI request + + + 2057 + 126 + 1 + 11 + 0 + Termination date/time for this settlement instruction. + + + 2057 + 779 + 1 + 12 + 0 + Date/time this settlement instruction was last updated (or created if not updated since creation). +Required except where SettlInstMode is 5=Reject SSI request + + + 2057 + SettlInstructionsData + 1 + 13 + 0 + Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" + + + 2057 + 492 + 1 + 14 + 0 + For use with CIV settlement instructions + + + 2057 + 476 + 1 + 15 + 0 + For use with CIV settlement instructions + + + 2057 + 488 + 1 + 16 + 0 + For use with CIV settlement instructions + + + 2057 + 489 + 1 + 17 + 0 + For use with CIV settlement instructions + + + 2057 + 503 + 1 + 18 + 0 + For use with CIV settlement instructions + + + 2057 + 490 + 1 + 19 + 0 + For use with CIV settlement instructions + + + 2057 + 491 + 1 + 20 + 0 + For use with CIV settlement instructions + + + 2057 + 504 + 1 + 21 + 0 + For use with CIV settlement instructions + + + 2057 + 505 + 1 + 22 + 0 + For use with CIV settlement instructions + + + 2058 + 552 + 0 + 1 + 1 + Must be 1 or 2 + + + 2058 + 54 + 1 + 2 + 1 + + + 2058 + 41 + 1 + 3 + 0 + Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). + + + 2058 + 11 + 1 + 4 + 1 + Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. + + + 2058 + 526 + 1 + 5 + 0 + + + 2058 + 583 + 1 + 6 + 0 + + + 2058 + 586 + 1 + 7 + 0 + + + 2058 + Parties + 1 + 8 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 2058 + 229 + 1 + 9 + 0 + + + 2058 + 75 + 1 + 10 + 0 + + + 2058 + OrderQtyData + 1 + 11 + 1 + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" + + + 2058 + 376 + 1 + 12 + 0 + + + 2058 + 58 + 1 + 13 + 0 + + + 2058 + 354 + 1 + 14 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2058 + 355 + 1 + 15 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2059 + 552 + 0 + 1 + 1 + Must be 1 or 2 +1 or 2 if CrossType=1 +2 otherwise + + + 2059 + 54 + 1 + 2 + 1 + + + 2059 + 41 + 1 + 2.1 + 0 + Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11) + + + 2059 + 11 + 1 + 3 + 1 + Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. + + + 2059 + 526 + 1 + 4 + 0 + + + 2059 + 583 + 1 + 5 + 0 + + + 2059 + Parties + 1 + 6 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" + + + 2059 + 229 + 1 + 7 + 0 + + + 2059 + 75 + 1 + 8 + 0 + + + 2059 + 1 + 1 + 9 + 0 + + + 2059 + 660 + 1 + 10 + 0 + + + 2059 + 581 + 1 + 11 + 0 + + + 2059 + 589 + 1 + 12 + 0 + + + 2059 + 590 + 1 + 13 + 0 + + + 2059 + 591 + 1 + 14 + 0 + + + 2059 + 70 + 1 + 15 + 0 + Use to assign an identifier to the block of preallocations + + + 2059 + PreAllocGrp + 1 + 16 + 0 + + + 2059 + 854 + 1 + 23 + 0 + + + 2059 + OrderQtyData + 1 + 24 + 1 + Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" + + + 2059 + CommissionData + 1 + 25 + 0 + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" + + + 2059 + 528 + 1 + 26 + 0 + + + 2059 + 529 + 1 + 27 + 0 + + + 2059 + 1091 + 1 + 27.1 + 0 + + + 2059 + 582 + 1 + 28 + 0 + + + 2059 + 121 + 1 + 29 + 0 + Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. + + + 2059 + 120 + 1 + 30 + 0 + Required if ForexReq = Y. + + + 2059 + 775 + 1 + 31 + 0 + Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. + + + 2059 + 58 + 1 + 32 + 0 + + + 2059 + 354 + 1 + 33 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2059 + 355 + 1 + 34 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2059 + 77 + 1 + 35 + 0 + For use in derivatives omnibus accounting + + + 2059 + 203 + 1 + 36 + 0 + For use with derivatives, such as options + + + 2059 + 544 + 1 + 37 + 0 + + + 2059 + 635 + 1 + 38 + 0 + + + 2059 + 377 + 1 + 39 + 0 + + + 2059 + 659 + 1 + 40 + 0 + + + 2059 + 962 + 1 + 40.1 + 0 + Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order. + + + 2060 + 78 + 0 + 1 + 0 + Number of repeating groups for trade allocation + + + 2060 + 79 + 1 + 2 + 0 + Required if NoAllocs > 0. Must be first field in repeating group. + + + 2060 + 661 + 1 + 3 + 0 + + + 2060 + 736 + 1 + 4 + 0 + + + 2060 + 467 + 1 + 5 + 0 + + + 2060 + NestedParties2 + 1 + 6 + 0 + Insert here the set of "NestedParties2" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" + + + 2060 + 80 + 1 + 7 + 0 + + + 2060 + 993 + 1 + 7.1 + 0 + Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. + + + 2060 + 1002 + 1 + 7.2 + 0 + Specifies the method under which a trade quantity was allocated. + + + 2060 + 989 + 1 + 7.3 + 0 + Provides support for an intermediary assigned allocation ID + + + 2060 + 1136 + 1 + 7.4 + 0 + + + 2061 + 552 + 0 + 1 + 1 + Number of sides + + + 2061 + 54 + 1 + 2 + 1 + + + 2061 + 1009 + 1 + 7.1 + 0 + Used to indicate the quantity on one side of a multi-sided Trade Capture Report + + + 2061 + 1005 + 1 + 7.2 + 0 + Used to indicate the report ID on one side of a multi-sided Trade Capture Report + + + 2061 + 1006 + 1 + 7.3 + 0 + Used for order routing to indicate the Fill Station Code on one side of a multi-sided Trade Capture Report + + + 2061 + 1007 + 1 + 7.4 + 0 + Used to indicate the reason of a multi-sided Trade Capture Report + + + 2061 + 83 + 1 + 7.5 + 0 + Used for order routing to indicate the fill sequence on one side of a multi-sided Trade Capture Report + + + 2061 + 1008 + 1 + 7.6 + 0 + Used to support multi-sided orders of different trade types + + + 2061 + 430 + 1 + 7.61 + 0 + Code to represent whether value is net (inclusive of tax) or gross. + + + 2061 + 1154 + 1 + 7.62 + 0 + Used to Identify the Currency of the Trade Report Side. + + + 2061 + 1155 + 1 + 7.63 + 0 + Used to Identify the Settlement Currency of the Trade Report Side. + + + 2061 + Parties + 1 + 8 + 0 + Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" +Range of values on report: + + + 2061 + 1 + 1 + 9 + 0 + Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary + + + 2061 + 660 + 1 + 10 + 0 + + + 2061 + 581 + 1 + 11 + 0 + Specifies type of account + + + 2061 + 81 + 1 + 12 + 0 + Used to specify Step-out trades + + + 2061 + 575 + 1 + 13 + 0 + + + 2061 + ClrInstGrp + 1 + 14 + 0 + + + 2061 + 578 + 1 + 17 + 0 + + + 2061 + 579 + 1 + 18 + 0 + + + 2061 + 376 + 1 + 21 + 0 + + + 2061 + 377 + 1 + 22 + 0 + + + 2061 + 582 + 1 + 25 + 0 + The customer capacity for this trade + + + 2061 + 336 + 1 + 29 + 0 + Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID then applies to all sides of the trade + + + 2061 + 625 + 1 + 30 + 0 + Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID then applies to all sides of the trade + + + 2061 + 943 + 1 + 31 + 0 + + + 2061 + CommissionData + 1 + 32 + 0 + Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" +Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field. + + + 2061 + 157 + 1 + 34 + 0 + + + 2061 + 230 + 1 + 35 + 0 + + + 2061 + 158 + 1 + 36 + 0 + + + 2061 + 159 + 1 + 37 + 0 + + + 2061 + 738 + 1 + 38 + 0 + + + 2061 + 920 + 1 + 39 + 0 + For repurchase agreements the accrued interest on termination. + + + 2061 + 921 + 1 + 40 + 0 + For repurchase agreements the start (dirty) cash consideration + + + 2061 + 922 + 1 + 41 + 0 + For repurchase agreements the end (dirty) cash consideration + + + 2061 + 238 + 1 + 42 + 0 + + + 2061 + 237 + 1 + 43 + 0 + + + 2061 + 118 + 1 + 44 + 0 + Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field. + + + 2061 + 119 + 1 + 45 + 0 + Used to report results of forex accommodation trade + + + 2061 + 155 + 1 + 47 + 0 + Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency + + + 2061 + 156 + 1 + 48 + 0 + Specifies whether the SettlCurrFxRate should be multiplied or divided + + + 2061 + 77 + 1 + 49 + 0 + For use in derivatives omnibus accounting + + + 2061 + 58 + 1 + 50 + 0 + May be used by the executing market to record any execution Details that are particular to that market + + + 2061 + 354 + 1 + 51 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2061 + 355 + 1 + 52 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2061 + 752 + 1 + 53 + 0 + Default is a single security if not specified. +Provided to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument. + + + 2061 + ContAmtGrp + 1 + 54 + 0 + + + 2061 + Stipulations + 1 + 58 + 0 + + + 2061 + MiscFeesGrp + 1 + 59 + 0 + + + 2061 + 825 + 1 + 64 + 0 + Used to report any exchange rules that apply to this trade. + + + 2061 + 826 + 1 + 65 + 0 + Identifies if the trade is to be allocated + + + 2061 + 591 + 1 + 66 + 0 + + + 2061 + 70 + 1 + 67 + 0 + Used to assign an ID to the block of preallocations + + + 2061 + TrdAllocGrp + 1 + 68 + 0 + + + 2061 + SideTrdRegTS + 1 + 69 + 0 + Used to indicate the regulatory time stamp on one side of a multi-sided Trade Capture Report. + + + 2061 + SettlDetails + 1 + 69.001 + 0 + Conveys settlement account details reported as part of obligation + + + 2061 + 1072 + 1 + 69.1 + 0 + + + 2061 + 1057 + 1 + 69.2 + 0 + + + 2061 + 1139 + 1 + 69.3 + 0 + + + 2062 + 897 + 0 + 1 + 0 + Trades for which collateral is required + + + 2062 + 571 + 1 + 2 + 0 + Required if NoTrades > 0 + + + 2062 + 818 + 1 + 3 + 0 + + + 2063 + 555 + 0 + 1 + 0 + Number of legs +Identifies a Multi-leg Execution if present and non-zero. + + + 2063 + InstrumentLeg + 1 + 2 + 0 + Must be provided if Number of legs > 0 + + + 2063 + 687 + 1 + 3 + 0 + + + 2063 + 690 + 1 + 4 + 0 + Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg + + + 2063 + 990 + 1 + 4.1 + 0 + Additional attribute to store the Trade ID of the Leg. + + + 2063 + 1152 + 1 + 4.11 + 0 + Allow sequencing of Legs for a Strategy to be captured + + + 2063 + LegStipulations + 1 + 5 + 0 + + + 2063 + 564 + 1 + 6 + 0 + Provide if the PositionEffect for the leg is different from that specified for the overall multileg security + + + 2063 + 565 + 1 + 7 + 0 + Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. + + + 2063 + NestedParties + 1 + 8 + 0 + Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" +Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type + + + 2063 + 654 + 1 + 9 + 0 + Used to identify a specific leg. + + + 2063 + 587 + 1 + 11 + 0 + + + 2063 + 588 + 1 + 12 + 0 + Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType values. + + + 2063 + 637 + 1 + 13 + 0 + Used to report the execution price assigned to the leg of the multileg instrument + + + 2063 + 675 + 1 + 13.1 + 0 + + + 2063 + 1073 + 1 + 13.2 + 0 + + + 2063 + 1074 + 1 + 13.3 + 0 + + + 2063 + 1075 + 1 + 13.4 + 0 + For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (231) is required in this case. + + + 2063 + 1379 + 1 + 13.401 + 0 + + + 2063 + 1381 + 1 + 13.402 + 0 + + + 2063 + 1383 + 1 + 13.403 + 0 + + + 2063 + 1384 + 1 + 13.404 + 0 + + + 2063 + 1418 + 1 + 13.405 + 0 + + + 2063 + TradeCapLegUnderlyingsGrp + 1 + 13.5 + 0 + + + 2064 + 386 + 0 + 1 + 0 + Specifies the number of repeating TradingSessionIDs + + + 2064 + 336 + 1 + 2 + 0 + Required if NoTradingSessions is > 0. + + + 2064 + 625 + 1 + 3 + 0 + + + 2065 + 711 + 0 + 1 + 0 + Number of legs that make up the Security + + + 2065 + UnderlyingInstrument + 1 + 2 + 0 + Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages" +Required if NoUnderlyings > 0 + + + 2065 + 944 + 1 + 3 + 0 + Required if NoUnderlyings > 0 + + + 2066 + 711 + 0 + 1 + 0 + Number of underlyings + + + 2066 + UnderlyingInstrument + 1 + 2 + 0 + Must be provided if Number of underlyings > 0 + + + 2069 + 580 + 0 + 1 + 0 + Number of date ranges provided (must be 1 or 2 if specified) + + + 2069 + 75 + 1 + 2 + 0 + Used when reporting other than current day trades. +Conditionally required if NoDates > 0 + + + 2069 + 779 + 1 + 2.1 + 0 + + + 2069 + 60 + 1 + 3 + 0 + To request trades for a specific time. + + + 2070 + 864 + 0 + 1 + 0 + + + 2070 + 865 + 1 + 2 + 0 + + + 2070 + 866 + 1 + 3 + 0 + + + 2070 + 1145 + 1 + 3.1 + 0 + Specific time of event. To be used in combination with EventDate [866] + + + 2070 + 867 + 1 + 4 + 0 + + + 2070 + 868 + 1 + 5 + 0 + + + 2071 + 454 + 0 + 1 + 0 + + + 2071 + 455 + 1 + 2 + 0 + + + 2071 + 456 + 1 + 3 + 0 + + + 2072 + 604 + 0 + 1 + 0 + + + 2072 + 605 + 1 + 2 + 0 + + + 2072 + 606 + 1 + 3 + 0 + + + 2073 + 457 + 0 + 1 + 0 + + + 2073 + 458 + 1 + 2 + 0 + + + 2073 + 459 + 1 + 3 + 0 + + + 2074 + 870 + 0 + 1 + 0 + + + 2074 + 871 + 1 + 2 + 0 + + + 2074 + 872 + 1 + 3 + 0 + + + 2075 + 85 + 0 + 1 + 0 + + + 2075 + 165 + 1 + 2 + 0 + + + 2075 + 787 + 1 + 3 + 0 + + + 2075 + SettlParties + 1 + 4 + 0 + + + 2076 + 801 + 0 + 1 + 0 + + + 2076 + 785 + 1 + 2 + 0 + + + 2076 + 786 + 1 + 3 + 0 + + + 2077 + 802 + 0 + 1 + 0 + + + 2077 + 523 + 1 + 2 + 0 + + + 2077 + 803 + 1 + 3 + 0 + + + 2078 + 804 + 0 + 1 + 0 + + + 2078 + 545 + 1 + 2 + 0 + + + 2078 + 805 + 1 + 3 + 0 + + + 2079 + 806 + 0 + 1 + 0 + + + 2079 + 760 + 1 + 2 + 0 + + + 2079 + 807 + 1 + 3 + 0 + + + 2080 + 952 + 0 + 1 + 0 + + + 2080 + 953 + 1 + 2 + 0 + + + 2080 + 954 + 1 + 3 + 0 + + + 2085 + 627 + 0 + 1 + 0 + + + 2085 + 628 + 1 + 2 + 0 + + + 2085 + 629 + 1 + 3 + 0 + + + 2085 + 630 + 1 + 4 + 0 + + + 2086 + 957 + 0 + 1 + 0 + Indicates number of strategy parameters + + + 2086 + 958 + 1 + 2 + 0 + Name of parameter + + + 2086 + 959 + 1 + 3 + 0 + Datatype of the parameter. + + + 2086 + 960 + 1 + 4 + 0 + Value of the parameter + + + 2087 + 146 + 0 + 1 + 0 + Specifies the number of repeating symbols (instruments) specified + + + 2087 + 1324 + 1 + 1.1 + 0 + + + 2087 + Instrument + 1 + 1.2 + 0 + Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" of the requested Security + + + 2087 + InstrumentExtension + 1 + 1.3 + 0 + Insert here the set of " InstrumentExtension " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " + + + 2087 + FinancingDetails + 1 + 1.4 + 0 + Insert here the set of " FinancingDetails " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " + + + 2087 + SecurityTradingRules + 1 + 1.41 + 0 + + + 2087 + StrikeRules + 1 + 1.42 + 0 + + + 2087 + UndInstrmtGrp + 1 + 1.5 + 0 + + + 2087 + 15 + 1 + 1.6 + 0 + + + 2087 + Stipulations + 1 + 1.7 + 0 + + + 2087 + SecLstUpdRelSymsLegGrp + 1 + 1.8 + 0 + + + 2087 + SpreadOrBenchmarkCurveData + 1 + 1.9 + 0 + Insert here the set of " SpreadOrBenchmarkCurveData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " + + + 2087 + YieldData + 1 + 2 + 0 + Insert here the set of " YieldData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " + + + 2087 + 58 + 1 + 2.6 + 0 + Comment, instructions, or other identifying information. + + + 2087 + 354 + 1 + 2.7 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2087 + 355 + 1 + 2.8 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2088 + 555 + 0 + 1 + 0 + Number of legs that make up the Security + + + 2088 + InstrumentLeg + 1 + 1.1 + 0 + Insert here the set of "Instrument Legs" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 + + + 2088 + 690 + 1 + 1.2 + 0 + + + 2088 + 587 + 1 + 1.3 + 0 + + + 2088 + LegStipulations + 1 + 1.4 + 0 + Insert here the set of "LegStipulations" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 + + + 2088 + LegBenchmarkCurveData + 1 + 1.5 + 0 + Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 + + + 2093 + 1052 + 0 + 1 + 0 + + + 2093 + 1053 + 1 + 2 + 0 + + + 2093 + 1054 + 1 + 3 + 0 + + + 2094 + 552 + 0 + 1 + 1 + + + 2094 + 54 + 1 + 2 + 1 + + + 2094 + Parties + 1 + 8 + 0 + Insert here here the set of "Parties" fields defined in "Common Components of Application Messages" + + + 2094 + 1 + 1 + 9 + 0 + + + 2094 + 660 + 1 + 10 + 0 + + + 2094 + 581 + 1 + 11 + 0 + + + 2094 + 81 + 1 + 12 + 0 + + + 2094 + 575 + 1 + 13 + 0 + + + 2094 + ClrInstGrp + 1 + 14 + 0 + + + 2094 + 578 + 1 + 17 + 0 + + + 2094 + 579 + 1 + 18 + 0 + + + 2094 + 376 + 1 + 21 + 0 + + + 2094 + 377 + 1 + 22 + 0 + + + 2094 + 582 + 1 + 25 + 0 + + + 2094 + 336 + 1 + 29 + 0 + Generally the same for all sides of a trade, if reported only on the first side the same TradingSessionID will apply to all sides of the trade + + + 2094 + 625 + 1 + 30 + 0 + Generally the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID will apply to all sides of the trade. + + + 2094 + 943 + 1 + 31 + 0 + + + 2094 + 430 + 1 + 31.1 + 0 + Code to represent whether value is net (inclusive of tax) or gross. + + + 2094 + 1154 + 1 + 31.2 + 0 + Used to Identify the Currency of the Trade Report Side. + + + 2094 + 1155 + 1 + 31.3 + 0 + Used to Identify the Settlement Currency of the Trade Report Side. + + + 2094 + CommissionData + 1 + 32 + 0 + Insert here here the set of "Commission Data" fields defined in "Common Components of Application Messages" + + + 2094 + 157 + 1 + 34 + 0 + + + 2094 + 230 + 1 + 35 + 0 + + + 2094 + 158 + 1 + 36 + 0 + + + 2094 + 159 + 1 + 37 + 0 + + + 2094 + 738 + 1 + 38 + 0 + + + 2094 + 920 + 1 + 39 + 0 + + + 2094 + 921 + 1 + 40 + 0 + + + 2094 + 922 + 1 + 41 + 0 + + + 2094 + 238 + 1 + 42 + 0 + + + 2094 + 237 + 1 + 43 + 0 + + + 2094 + 118 + 1 + 44 + 0 + + + 2094 + 119 + 1 + 45 + 0 + + + 2094 + 155 + 1 + 47 + 0 + + + 2094 + 156 + 1 + 48 + 0 + + + 2094 + 77 + 1 + 49 + 0 + + + 2094 + 752 + 1 + 53 + 0 + + + 2094 + ContAmtGrp + 1 + 54 + 0 + + + 2094 + Stipulations + 1 + 58 + 0 + Insert here here the set of "Stipulations" fields defined in "Common Components of Application Messages" + + + 2094 + MiscFeesGrp + 1 + 59 + 0 + + + 2094 + 825 + 1 + 64 + 0 + + + 2094 + SettlDetails + 1 + 64.1 + 0 + Conveys settlement account details reported as part of obligation + + + 2094 + 826 + 1 + 65 + 0 + + + 2094 + 591 + 1 + 66 + 0 + + + 2094 + 70 + 1 + 67 + 0 + + + 2094 + TrdAllocGrp + 1 + 68 + 0 + + + 2094 + 1072 + 1 + 68.1 + 0 + + + 2094 + 1057 + 1 + 68.2 + 0 + + + 2094 + 1009 + 1 + 68.5 + 0 + + + 2094 + 1005 + 1 + 68.6 + 0 + + + 2094 + 1006 + 1 + 68.7 + 0 + + + 2094 + 1007 + 1 + 68.8 + 0 + + + 2094 + 83 + 1 + 68.9 + 0 + + + 2094 + 1008 + 1 + 69 + 0 + + + 2094 + SideTrdRegTS + 1 + 69.1 + 0 + + + 2096 + 1062 + 0 + 1 + 0 + + + 2096 + 1063 + 1 + 2 + 0 + + + 2096 + 1064 + 1 + 3 + 0 + + + 2097 + 1120 + 0 + 1 + 0 + Repeating group of RootParty sub-identifiers. + + + 2097 + 1121 + 1 + 1.1 + 0 + Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if +NoRootPartySubIDs > 0. + + + 2097 + 1122 + 1 + 1.2 + 0 + Type of Sub-identifier. Required if NoRootPartySubIDs > 0. + + + 2098 + 384 + 0 + 9 + 0 + Specifies the number of repeating RefMsgTypes specified + + + 2098 + 372 + 1 + 10 + 0 + Specifies a specific, supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message + + + 2098 + 385 + 1 + 11 + 0 + Indicates direction (send vs. receive) of a supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message + + + 2098 + 1130 + 1 + 11.2 + 0 + Specifies the service pack release being applied to an application message. + + + 2098 + 1406 + 1 + 11.21 + 0 + Specified the extension pack being applied to a message. + + + 2098 + 1131 + 1 + 11.3 + 0 + Specifies a custom extension to a message being applied at the session level. + + + 2098 + 1410 + 1 + 11.4 + 0 + Indicates that this Application Version (RefApplVerID(1130), RefApplExtID(1406),RefCstmApplVerID(1131)) is the default for the RefMsgType(372) field. + + + 2099 + 386 + 0 + 1 + 1 + + + 2099 + 336 + 1 + 1.1 + 1 + Identifier for Trading Session + + + 2099 + 625 + 1 + 1.2 + 0 + + + 2099 + 207 + 1 + 1.3 + 0 + + + 2099 + 1301 + 1 + 1.301 + 0 + Market for which Trading Session applies + + + 2099 + 1300 + 1 + 1.302 + 0 + Market Segment for which Trading Session applies + + + 2099 + 1326 + 1 + 1.303 + 0 + + + 2099 + 338 + 1 + 1.4 + 0 + Method of Trading + + + 2099 + 339 + 1 + 1.5 + 0 + Trading Session Mode + + + 2099 + 325 + 1 + 1.6 + 0 + "Y" if message is sent unsolicited as a result of a previous subscription request. + + + 2099 + 340 + 1 + 1.7 + 1 + State of trading session. + + + 2099 + 567 + 1 + 1.8 + 0 + Used with TradSesStatus = "Request Rejected" + + + 2099 + 341 + 1 + 1.9 + 0 + Starting time of trading session + + + 2099 + 342 + 1 + 2 + 0 + Time of the opening of the trading session + + + 2099 + 343 + 1 + 2.1 + 0 + Time of pre-close of trading session + + + 2099 + 344 + 1 + 2.2 + 0 + Closing time of trading session + + + 2099 + 345 + 1 + 2.3 + 0 + End time of trading session + + + 2099 + 387 + 1 + 2.4 + 0 + + + 2099 + TradingSessionRules + 1 + 2.41 + 0 + Insert here the set of "TradingSessionRules" fields defined in "common components of application messages" + + + 2099 + 58 + 1 + 2.5 + 0 + + + 2099 + 354 + 1 + 2.6 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2099 + 355 + 1 + 2.7 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2101 + 1165 + 0 + 1 + 0 + Number of Settlement Obligations + + + 2101 + 430 + 1 + 1.1 + 0 + + + 2101 + 1161 + 1 + 1.2 + 0 + Unique ID for this settlement instruction + + + 2101 + 1162 + 1 + 1.3 + 0 + New, Replace, Cancel, or Restate + + + 2101 + 1163 + 1 + 1.4 + 0 + Required where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced. + + + 2101 + 1157 + 1 + 1.5 + 0 + Net flow of currency 1 + + + 2101 + 119 + 1 + 1.6 + 0 + Net flow of currency 2 + + + 2101 + 15 + 1 + 1.7 + 0 + Currency 1 in the stated currency pair, the dealt currency + + + 2101 + 120 + 1 + 1.8 + 0 + Currency 2 in the stated currency pair, the contra currency + + + 2101 + 155 + 1 + 1.9 + 0 + Derived rate of Ccy2 per Ccy1 based on netting + + + 2101 + 64 + 1 + 2 + 0 + Value Date + + + 2101 + Instrument + 1 + 2.1 + 0 + Used to express the instrument in which settlement is taking place + + + 2101 + Parties + 1 + 2.2 + 0 + + + 2101 + 168 + 1 + 2.3 + 0 + Effective (start) date/time for this settlement instruction + + + 2101 + 126 + 1 + 2.4 + 0 + Termination date/time for this settlement instruction. + + + 2101 + 779 + 1 + 2.5 + 0 + Date/time this settlement instruction was last updated (or created if not updated since creation). + + + 2101 + SettlDetails + 1 + 2.6 + 0 + Conveys settlement account details reported as part of obligation + + + 2102 + 1177 + 0 + 1 + 0 + Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1). + + + 2102 + 1178 + 1 + 1.1 + 0 + Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group + + + 2102 + 1179 + 1 + 1.2 + 0 + + + 2103 + 1175 + 0 + 1 + 0 + Number of statistics indicators + + + 2103 + 1176 + 1 + 1.1 + 0 + Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0. + + + 2104 + 1296 + 0 + 1 + 0 + + + 2104 + 1297 + 1 + 1.1 + 0 + + + 2104 + 1298 + 1 + 1.2 + 0 + + + 2105 + 1218 + 0 + 1 + 0 + + + 2105 + 1219 + 1 + 1.1 + 0 + + + 2105 + 1220 + 1 + 1.2 + 0 + + + 2106 + 1286 + 0 + 1 + 0 + + + 2106 + 1287 + 1 + 1.1 + 0 + Indicates type of event describing security + + + 2106 + 1288 + 1 + 1.2 + 0 + + + 2106 + 1289 + 1 + 1.3 + 0 + Specific time of event. To be used in combination with EventDate [1288] + + + 2106 + 1290 + 1 + 1.4 + 0 + + + 2106 + 1291 + 1 + 1.5 + 0 + + + 2107 + 146 + 0 + 1 + 0 + + + 2107 + 1324 + 1 + 1.1 + 0 + If provided, then Instrument occurrence has explicitly changed + + + 2107 + 292 + 1 + 1.101 + 0 + + + 2107 + Instrument + 1 + 1.2 + 0 + + + 2107 + InstrumentExtension + 1 + 1.3 + 0 + + + 2107 + SecondaryPriceLimits + 1 + 1.4 + 0 + Secondary price limit rules + + + 2107 + 15 + 1 + 1.5 + 0 + + + 2107 + InstrmtLegGrp + 1 + 1.6 + 0 + + + 2107 + 58 + 1 + 1.7 + 0 + Comment, instructions, or other identifying information. + + + 2107 + 354 + 1 + 1.8 + 0 + Must be set if EncodedText field is specified and must immediately precede it. + + + 2107 + 355 + 1 + 1.9 + 0 + Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. + + + 2108 + 1334 + 0 + 1 + 0 + + + 2108 + 1335 + 1 + 1.1 + 0 + + + 2108 + 1336 + 1 + 1.2 + 0 + + + 2109 + 1342 + 0 + 1 + 0 + Number of legs for the underlying instrument + + + 2109 + UnderlyingLegInstrument + 1 + 1.1 + 0 + + + 2111 + 1370 + 0 + 1 + 0 + Optional field used to indicate the number of order identifiers for orders not affected by the request. Must be followed with NotAffOrigClOrdID (1372) as the next field. + + + 2111 + 1372 + 1 + 1.1 + 0 + Required if NoNotAffectedOrders(1370) > 0 and must be the first repeating field in the group. +Indicates the client order id of an order not affected by the request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID) this field should contain string "MANUAL". + + + 2111 + 1371 + 1 + 1.2 + 0 + Contains the OrderID assigned by the counterparty of an unaffected order. Not required as part of the repeating group if NotAffOrigClOrdID(1372) has a value other than "MANUAL". + + + 2112 + 1362 + 0 + 1 + 0 + Specifies the number of partial fills included in this Execution Report + + + 2112 + 1363 + 1 + 1.1 + 0 + Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills > 0 + + + 2112 + 1364 + 1 + 1.2 + 0 + Price of this partial fill. Conditionally required if NoFills > 0. Refer to LastPx(31). + + + 2112 + 1365 + 1 + 1.3 + 0 + Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills > 0. + + + 2112 + NestedParties4 + 1 + 1.4 + 0 + Contraparty information + + + 2113 + 1387 + 0 + 1 + 0 + Number of trade publication indicators following + + + 2113 + 1388 + 1 + 1.1 + 0 + + + 2113 + 1389 + 1 + 1.2 + 0 + + + 2115 + 1351 + 0 + 1 + 0 + Specifies number of application id occurrences + + + 2115 + 1355 + 1 + 2 + 0 + + + 2115 + 1182 + 1 + 3 + 0 + Message sequence number of first message in range to be resent + + + 2115 + 1183 + 1 + 4 + 0 + Message sequence number of last message in range to be resent. If request is for a single message ApplBeginSeqNo = ApplEndSeqNo. If request is for all messages subsequent to a particular message, ApplEndSeqNo = "0" (representing infinity). + + + 2116 + 1351 + 0 + 1 + 0 + Number of applications + + + 2116 + 1355 + 1 + 2 + 0 + + + 2116 + 1182 + 1 + 3 + 0 + + + 2116 + 1183 + 1 + 4 + 0 + + + 2116 + 1357 + 1 + 5 + 0 + + + 2116 + 1354 + 1 + 6 + 0 + + + 2117 + 1351 + 0 + 1 + 0 + Number of applications + + + 2117 + 1355 + 1 + 2 + 0 + + + 2117 + 1399 + 1 + 3 + 0 + + + 2117 + 1357 + 1 + 4 + 0 + + + 2118 + 1205 + 0 + 1 + 0 + Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security. + + + 2118 + 1206 + 1 + 1.1 + 0 + Starting price range for specified tick increment + + + 2118 + 1207 + 1 + 1.2 + 0 + Ending price range for the specified tick increment + + + 2118 + 1208 + 1 + 1.3 + 0 + Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded + + + 2118 + 1209 + 1 + 1.4 + 0 + Specifies the type of tick rule which is being described + + + 2119 + 1201 + 0 + 1 + 0 + Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument + + + 2119 + 1223 + 1 + 1.1 + 0 + Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated + + + 2119 + 1202 + 1 + 1.2 + 0 + Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying + + + 2119 + 1203 + 1 + 1.3 + 0 + Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying + + + 2119 + 1204 + 1 + 1.4 + 0 + Value by which strike price should be incremented within the specified price + + + 2119 + 1304 + 1 + 1.5 + 0 + Enumeration that represents the exercise style for a class of options +Same values as ExerciseStyle + + + 2119 + MaturityRules + 1 + 1.6 + 0 + Describes the maturity rules for a given set of strikes as defined by StrikeRules + + + 2120 + 1236 + 0 + 1 + 0 + Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument + + + 2120 + 1222 + 1 + 1.1 + 0 + Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated + + + 2120 + 1303 + 1 + 1.2 + 0 + Format used to generate the MMY for each option contract: + + + 2120 + 1302 + 1 + 1.3 + 0 + enumeration specifying the increment unit: + + + 2120 + 1241 + 1 + 1.4 + 0 + Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying + + + 2120 + 1226 + 1 + 1.5 + 0 + Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying + + + 2120 + 1229 + 1 + 1.7 + 0 + Value by which maturity month year should be incremented within the specified price range. + + + 2121 + 1305 + 0 + 1 + 0 + + + 2121 + 1221 + 0 + 2 + 0 + + + 2121 + 1230 + 0 + 3 + 0 + + + 2121 + 1240 + 0 + 4 + 0 + + + 2122 + 1306 + 0 + 1 + 0 + Describes the how the price limits are expressed + + + 2122 + 1148 + 0 + 1.1 + 0 + Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected + + + 2122 + 1149 + 0 + 1.2 + 0 + Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected + + + 2122 + 1150 + 0 + 1.3 + 0 + Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. + + + 2123 + 1141 + 0 + 1 + 0 + The number of feed types and corresponding book depths associated with a security + + + 2123 + 1022 + 1 + 1.1 + 0 + Describes a class of service for a given data feed + + + 2123 + 264 + 1 + 1.2 + 0 + The depth of book associated with a particular feed type + + + 2123 + 1021 + 1 + 1.3 + 0 + Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection + + + 2124 + 1234 + 0 + 1 + 0 + Number of Lot Types + + + 2124 + 1093 + 1 + 1.1 + 0 + Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1) + + + 2124 + 1231 + 1 + 1.2 + 0 + Minimum lot size allowed based on lot type specified in LotType(1093) + + + 2125 + 1235 + 0 + 1 + 0 + Number of match rules + + + 2125 + 1142 + 1 + 1.1 + 0 + The type of algorithm used to match orders in a specific security on an electronic trading platform. +Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar + + + 2125 + 574 + 1 + 1.2 + 0 + The point in the matching process at which this trade was matched. + + + 2126 + 1232 + 0 + 1 + 0 + Number of execution instructions + + + 2126 + 1308 + 1 + 1.1 + 0 + Indicates execution instructions that are valid for the specified market segment + + + 2127 + 1239 + 0 + 1 + 0 + Number of time in force techniques + + + 2127 + 59 + 1 + 1.1 + 0 + Indicates time in force techniques that are valid for the specified market segment + + + 2128 + 1237 + 0 + 1 + 0 + Number of order types + + + 2128 + 40 + 1 + 1.1 + 0 + Indicates order types that are valid for the specified market segment. + + + 2129 + OrdTypeRules + 0 + 1.1 + 0 + Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. + + + 2129 + TimeInForceRules + 0 + 1.2 + 0 + specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session + + + 2129 + ExecInstRules + 0 + 1.3 + 0 + specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session + + + 2129 + MatchRules + 0 + 1.4 + 0 + specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session + + + 2129 + MarketDataFeedTypes + 0 + 1.5 + 0 + specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session + + + 2130 + 1309 + 0 + 1 + 0 + Allows trading rules to be expressed by trading session + + + 2130 + 336 + 1 + 1.1 + 0 + Identifier for the trading session +Must be provided if NoTradingSessions > 0 +Set to [N/A] if values are not specific to trading session + + + 2130 + 625 + 1 + 1.2 + 0 + Identifier for the trading session +Set to [N/A] if values are not specific to trading session sub id + + + 2130 + TradingSessionRules + 1 + 1.3 + 0 + Contains trading rules specified at the trading session level + + + 2131 + TickRules + 0 + 1.1 + 0 + This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security + + + 2131 + LotTypeRules + 0 + 1.2 + 0 + Specifies the lot types that are valid for trading. + + + 2131 + PriceLimits + 0 + 1.3 + 0 + Specifies the price limits that are valid for trading. + + + 2131 + 827 + 0 + 1.4 + 0 + + + 2131 + 562 + 0 + 1.5 + 0 + The minimum order quantity that can be submitted for an order. + + + 2131 + 1140 + 0 + 1.6 + 0 + The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade + + + 2131 + 1143 + 0 + 1.7 + 0 + The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. + + + 2131 + 1144 + 0 + 1.8 + 0 + + + 2131 + 1245 + 0 + 1.9 + 0 + Used when the trading currency can differ from the price currency + + + 2131 + 561 + 0 + 2 + 0 + Trading lot size of security + + + 2131 + 1377 + 0 + 2.1 + 0 + Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities. + + + 2131 + 1378 + 0 + 2.2 + 0 + Used for multileg security only. Defines the method used when applying the multileg price to the legs. + + + 2131 + 423 + 0 + 2.3 + 0 + Defines the default Price Type used for trading. + + + 2132 + 1310 + 0 + 1 + 0 + Number of Market Segments on which a security may trade. + + + 2132 + 1301 + 1 + 1.1 + 0 + Identifies the market which lists and trades the instrument. + + + 2132 + 1300 + 1 + 1.2 + 0 + Identifies the segment of the market to which the specify trading rules and listing rules apply. + + + 2132 + SecurityTradingRules + 1 + 1.3 + 0 + + + 2132 + StrikeRules + 1 + 1.4 + 0 + This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. + + + 2133 + DerivativeInstrument + 0 + 1.1 + 0 + Optional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series. + + + 2133 + DerivativeInstrumentAttribute + 0 + 1.2 + 0 + Additional attribution for the instrument series + + + 2133 + MarketSegmentGrp + 0 + 1.3 + 0 + Security trading and listing attributes for the series level + + + 2134 + 1330 + 0 + 1 + 0 + + + 2134 + 1331 + 0 + 2 + 0 + + + 2134 + 1332 + 0 + 3 + 0 + + + 2134 + 1333 + 0 + 4 + 0 + + + 2134 + UnderlyingLegSecurityAltIDGrp + 0 + 5 + 0 + + + 2134 + 1344 + 0 + 6 + 0 + + + 2134 + 1337 + 0 + 7 + 0 + + + 2134 + 1338 + 0 + 8 + 0 + + + 2134 + 1339 + 0 + 9 + 0 + + + 2134 + 1345 + 0 + 10 + 0 + + + 2134 + 1405 + 0 + 11 + 0 + + + 2134 + 1340 + 0 + 12 + 0 + + + 2134 + 1391 + 0 + 13 + 0 + + + 2134 + 1343 + 0 + 14 + 0 + + + 2134 + 1341 + 0 + 15 + 0 + + + 2134 + 1392 + 0 + 16 + 0 + + + 2135 + 1312 + 0 + 1 + 0 + + + 2135 + 1210 + 1 + 1.1 + 0 + Code to represent the type of instrument attribute + + + 2135 + 1211 + 1 + 1.2 + 0 + Attribute value appropriate to the NestedInstrAttribType field + + + 2136 + 1311 + 0 + 1 + 0 + + + 2136 + 1313 + 1 + 1.1 + 0 + + + 2136 + 1314 + 1 + 1.2 + 0 + + + 2137 + 809 + 0 + 1.1 + 0 + Number of usernames + + + 2137 + 553 + 1 + 1.2 + 0 + Recipient of the notification + + + 2139 + 1158 + 0 + 1 + 0 + Number of settlement parties + + + 2139 + 1164 + 1 + 1.1 + 0 + Indicates the Source of the Settlement Instructions + + + 2139 + SettlParties + 1 + 1.2 + 0 + Carries settlement account information + + + 2140 + 1214 + 0 + 1 + 0 + Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) +Use "[N/A]" for products which do not have a symbol. + + + 2140 + 1215 + 0 + 1.1 + 0 + Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. + + + 2140 + 1216 + 0 + 1.2 + 0 + Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. + + + 2140 + 1217 + 0 + 1.3 + 0 + Required if SecurityID is specified. + + + 2140 + DerivativeSecurityAltIDGrp + 0 + 1.4 + 0 + + + 2140 + 1246 + 0 + 1.5 + 0 + Indicates the type of product the security is associated with (high-level category) + + + 2140 + 1228 + 0 + 1.6 + 0 + Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc + + + 2140 + 1243 + 0 + 1.7 + 0 + Used to indicate if a product or group of product supports the creation of flexible securities + + + 2140 + 1247 + 0 + 1.8 + 0 + An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. + + + 2140 + 1248 + 0 + 1.9 + 0 + Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. + + + 2140 + 1249 + 0 + 2 + 0 + It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. +Required for Fixed Income. Refer to Volume 7 - Fixed Income +Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) + + + 2140 + 1250 + 0 + 2.1 + 0 + Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. + + + 2140 + 1251 + 0 + 2.2 + 0 + Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified. + + + 2140 + 1252 + 0 + 2.3 + 0 + Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field. +When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. + + + 2140 + 1253 + 0 + 2.4 + 0 + + + 2140 + 1254 + 0 + 2.5 + 0 + Indicator to determine if Instrument is Settle on Open. + + + 2140 + 1255 + 0 + 2.6 + 0 + + + 2140 + 1256 + 0 + 2.7 + 0 + Gives the current state of the instrument + + + 2140 + 1276 + 0 + 2.8 + 0 + Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. + + + 2140 + 1257 + 0 + 2.9 + 0 + The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. + + + 2140 + 1258 + 0 + 3 + 0 + ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. + + + 2140 + 1259 + 0 + 3.1 + 0 + A two-character state or province abbreviation. + + + 2140 + 1260 + 0 + 3.11 + 0 + The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). + + + 2140 + 1261 + 0 + 3.2 + 0 + Used for derivatives, such as options and covered warrants + + + 2140 + 1262 + 0 + 3.3 + 0 + Used for derivatives + + + 2140 + 1263 + 0 + 3.4 + 0 + Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. + + + 2140 + 1264 + 0 + 3.5 + 0 + Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. + + + 2140 + 1265 + 0 + 3.6 + 0 + Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. + + + 2140 + 1266 + 0 + 3.7 + 0 + For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. + + + 2140 + 1267 + 0 + 3.8 + 0 + Minimum price increment for the instrument. Could also be used to represent tick value. + + + 2140 + 1268 + 0 + 3.9 + 0 + Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] + + + 2140 + 1269 + 0 + 4 + 0 + + + 2140 + 1270 + 0 + 4.1 + 0 + + + 2140 + 1315 + 0 + 4.2 + 0 + + + 2140 + 1316 + 0 + 4.3 + 0 + + + 2140 + 1317 + 0 + 4.31 + 0 + Settlement method for a contract. Can be used as an alternative to CFI Code value + + + 2140 + 1318 + 0 + 4.32 + 0 + Method for price quotation + + + 2140 + 1319 + 0 + 4.33 + 0 + For futures, indicates type of valuation method applied + + + 2140 + 1320 + 0 + 4.34 + 0 + Indicates whether strikes are pre-listed only or can also be defined via user request + + + 2140 + 1321 + 0 + 4.35 + 0 + Used to express the ceiling price of a capped call + + + 2140 + 1322 + 0 + 4.36 + 0 + Used to express the floor price of a capped put + + + 2140 + 1323 + 0 + 4.361 + 0 + + + 2140 + 1299 + 0 + 4.4 + 0 + Type of exercise of a derivatives security + + + 2140 + 1225 + 0 + 4.5 + 0 + Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount + + + 2140 + 1271 + 0 + 4.6 + 0 + Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) + + + 2140 + 1272 + 0 + 4.7 + 0 + Can be used to identify the security. + + + 2140 + 1273 + 0 + 4.8 + 0 + Position Limit for the instrument. + + + 2140 + 1274 + 0 + 4.9 + 0 + Near-term Position Limit for the instrument. + + + 2140 + 1275 + 0 + 5 + 0 + + + 2140 + 1277 + 0 + 5.1 + 0 + Must be set if EncodedIssuer field is specified and must immediately precede it. + + + 2140 + 1278 + 0 + 5.2 + 0 + Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. + + + 2140 + 1279 + 0 + 5.3 + 0 + + + 2140 + 1280 + 0 + 5.4 + 0 + Must be set if EncodedSecurityDesc field is specified and must immediately precede it. + + + 2140 + 1281 + 0 + 5.5 + 0 + Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. + + + 2140 + DerivativeSecurityXML + 0 + 5.6 + 0 + Embedded XML document describing security. + + + 2140 + 1285 + 0 + 5.9 + 0 + Must be present for MBS or TBA + + + 2140 + DerivativeEventsGrp + 0 + 6 + 0 + + + 2140 + DerivativeInstrumentParties + 0 + 6.1 + 0 + + + 2141 + 1292 + 0 + 1 + 0 + Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole + + + 2141 + 1293 + 1 + 1.1 + 0 + Used to identify party id related to instrument series + + + 2141 + 1294 + 1 + 1.2 + 0 + Used to identify source of instrument series party id + + + 2141 + 1295 + 1 + 1.3 + 0 + Used to identify the role of instrument series party id + + + 2141 + DerivativeInstrumentPartySubIDsGrp + 1 + 1.4 + 0 + + + 2142 + 1413 + 0 + 1 + 0 + + + 2142 + 1412 + 1 + 1.1 + 0 + + + 2142 + 1411 + 1 + 1.2 + 0 + + + 60 + 964 + 0 + 1.1 + 0 + + + 60 + 715 + 0 + 4.1 + 0 + + + 2143 + 37 + 0 + 1 + 0 + + + 2143 + 198 + 0 + 2 + 0 + + + 2143 + 11 + 0 + 3 + 0 + In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). + + + 2143 + 526 + 0 + 4 + 0 + In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). + + + 2143 + 66 + 0 + 5 + 0 + + + 2143 + 1080 + 0 + 6 + 0 + Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs. + + + 2143 + 1081 + 0 + 7 + 0 + + + 2143 + 1431 + 0 + 8 + 0 + The reason for updating the RefOrdID + + + 2143 + 40 + 0 + 9 + 0 + Order type from the order associated with the trade + + + 2143 + 44 + 0 + 10 + 0 + Order price at time of trade + + + 2143 + 99 + 0 + 11 + 0 + Stop/Limit order price + + + 2143 + 18 + 0 + 12 + 0 + Execution Instruction from the order associated with the trade + + + 2143 + 39 + 0 + 13 + 0 + Status of order as of this trade report + + + 2143 + OrderQtyData + 0 + 14 + 0 + Order quantity at time of trade + + + 2143 + 151 + 0 + 15 + 0 + + + 2143 + 14 + 0 + 16 + 0 + + + 2143 + 59 + 0 + 17 + 0 + + + 2143 + 126 + 0 + 18 + 0 + The order expiration date/time in UTC + + + 2143 + DisplayInstruction + 0 + 19 + 0 + + + 2143 + 528 + 0 + 20 + 0 + + + 2143 + 529 + 0 + 21 + 0 + + + 2143 + 1432 + 0 + 22 + 0 + + + 2143 + 821 + 0 + 23 + 0 + + + 2143 + 1093 + 0 + 24 + 0 + + + 2143 + 483 + 0 + 25 + 0 + + + 2143 + 586 + 0 + 26 + 0 + + + 64 + 1430 + 0 + 25.4 + 0 + + + 64 + 1300 + 0 + 25.5 + 0 + + + 64 + 1301 + 0 + 25.6 + 0 + + + 2061 + 1115 + 1 + 70 + 0 + + + 2061 + TradeReportOrderDetail + 1 + 71 + 0 + Order details for the order associated with this side of the trade + + + 2061 + 1427 + 1 + 2.1 + 0 + Execution Identifier assigned by Market - used when each side of a trade is assigned its own unique ExecID + + + 2061 + 1428 + 1 + 3 + 0 + + + 2061 + 1429 + 1 + 3.1 + 0 + + + 2143 + 775 + 0 + 21.5 + 0 + + + 2043 + 775 + 1 + 29 + 0 + + + 2043 + 528 + 1 + 30 + 0 + + + 2043 + 529 + 1 + 31 + 0 + + + 2042 + 775 + 1 + 28.001 + 0 + + + 2042 + 528 + 1 + 28.002 + 0 + + + 2042 + 529 + 1 + 28.003 + 0 + + + 68 + 775 + 0 + 67.2 + 0 + + + 68 + 528 + 0 + 67.3 + 0 + + + 68 + 529 + 0 + 67.4 + 0 + + + 27 + 775 + 0 + 66.2 + 0 + + + 27 + 529 + 0 + 67.1 + 0 + + + 26 + 775 + 0 + 4.1 + 0 + + + 26 + 529 + 0 + 5.01 + 0 + + + 33 + 537 + 0 + 4.1 + 0 + Conditional Required when QuoteCancelType(298)=6[Cancel by QuoteType] + + + 108 + Parties + 0 + 10 + 0 + + + 109 + Parties + 0 + 10 + 0 + + + 2115 + NestedParties + 1 + 5 + 0 + + + 2116 + NestedParties + 1 + 7 + 0 + + + 2115 + 1433 + 1 + 2.1 + 0 + + + 2116 + 1433 + 1 + 2.1 + 0 + + + 75 + 1434 + 0 + 30.1 + 0 + + + 75 + 811 + 0 + 30.2 + 0 + + + 1003 + 1435 + 0 + 29.001 + 0 + + + 1003 + 1439 + 0 + 29.002 + 0 + + + 1005 + 1436 + 0 + 29.001 + 0 + + + 1005 + 1440 + 0 + 29.002 + 0 + + + 1021 + 1437 + 0 + 30.001 + 0 + + + 1021 + 1441 + 0 + 30.002 + 0 + + + 2140 + 1438 + 0 + 3.701 + 0 + + + 2140 + 1442 + 0 + 3.702 + 0 + + + 2112 + 1443 + 1 + 1.31 + 0 + + + 2061 + 1444 + 1 + 70.5 + 0 + + + 1062 + 1445 + 0 + 1 + 0 + + + 1062 + 1446 + 1 + 2 + 0 + Required if NoRateSource(1445) > 0 + + + 1062 + 1447 + 1 + 3 + 0 + Required if NoRateSources(1445) > 0 + + + 1062 + 1448 + 1 + 4 + 0 + Required if RateSource(1446)=other + + + 2045 + 120 + 1 + 19.1 + 0 + Required for NDFs to specify the settlement currency (fixing currency). + + + 2045 + RateSource + 1 + 19.2 + 0 + + + 27 + 120 + 0 + 22.1 + 0 + Required for NDFs to specify the settlement currency (fixing currency). + + + 27 + RateSource + 0 + 22.2 + 0 + + + 2032 + 120 + 1 + 15.1 + 0 + Required for NDFs to specify the settlement currency (fixing currency). + + + 2032 + RateSource + 1 + 15.2 + 0 + + + 2031 + 120 + 1 + 4.1 + 0 + Required for NDFs to specify the settlement currency (fixing currency). + + + 2031 + RateSource + 1 + 4.2 + 0 + + + 9 + RateSource + 0 + 115.1 + 0 + + + 19 + RateSource + 0 + 85 + 0 + + + 78 + RateSource + 0 + 90 + 0 + + + 1003 + 1449 + 0 + 14.1 + 0 + + + 1003 + 1450 + 0 + 14.2 + 0 + + + 1003 + 1451 + 0 + 14.3 + 0 + + + 1003 + 1452 + 0 + 14.4 + 0 + + + 1003 + 1457 + 0 + 14.5 + 0 + + + 1003 + 1458 + 0 + 14.6 + 0 + + + 1021 + 1453 + 0 + 14.1 + 0 + + + 1021 + 1454 + 0 + 14.2 + 0 + + + 1021 + 1455 + 0 + 14.3 + 0 + + + 1021 + 1456 + 0 + 14.4 + 0 + + + 1021 + 1459 + 0 + 14.5 + 0 + + + 1021 + 1460 + 0 + 14.6 + 0 + + + 2031 + 828 + 1 + 31.1 + 0 + Specifies trade type when a trade is being reported. Must be used when MDEntryType(269) = Trade(2). + + + 2031 + 1025 + 1 + 34.51 + 0 + Indicates the first price of a trading session; can be a bid, ask, or trade price. + + + 2031 + 31 + 1 + 34.52 + 0 + Indicates the last price of a trading session; can be a bid, ask, or trade price. + + + 2032 + 1025 + 1 + 46.41 + 0 + Indicates the first price of a trading session; can be a bid, ask, or a trade price. + + + 2032 + 31 + 1 + 46.42 + 0 + Indicates the last price of a trading session; can be a bid, ask, or a trade price. + + + 1063 + 1461 + 0 + 1 + 0 + Repeating group below should contain unique combinations of TargetPartyID, TargetPartyIDSource, and TargetPartyRole. + + + 1063 + 1462 + 1 + 2 + 0 + Required if NoTargetPartyIDs > 0. +Used to identify PartyID targeted for the action specified in the message. + + + 1063 + 1463 + 1 + 3 + 0 + Used to identify source of target party id. + + + 1063 + 1464 + 1 + 4 + 0 + Used to identify the role of target party id. + + + 35 + TargetParties + 0 + 8.1 + 0 + Should be populated if the Mass Quote Acknowledgement is acknowledging a mass quote cancellation by party. + + + 112 + TargetParties + 0 + 10.1 + 0 + Can be used to specify the parties to whom the Order Mass Action should apply. + + + 111 + TargetParties + 0 + 15.1 + 0 + Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA). + + + 50 + TargetParties + 0 + 6.2 + 0 + Can be used to specify the parties to whom the Order Mass Cancel should apply. + + + 51 + TargetParties + 0 + 15.2 + 0 + Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q). + + + 65 + TargetParties + 0 + 4.1 + 0 + Can be used to specify the parties to whom the Order Mass Status Request should apply. + + + 33 + TargetParties + 0 + 6.1 + 0 + Can be used to specify the parties to whom the Quote Cancel should be applied. + + + 68 + TargetParties + 0 + 7.1 + 0 + Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A). + + + 34 + TargetParties + 0 + 10.1 + 0 + Can be used to specify the parties to whom the Quote Status Request should apply. + + + 57 + 1465 + 0 + 3.001 + 0 + Identifies a specific list + + + 57 + 1470 + 0 + 3.002 + 0 + Indentifies a list type + + + 57 + 1471 + 0 + 3.003 + 0 + Identifies the source a list type + + + 58 + 1465 + 0 + 1.3 + 0 + Identifies a specific Security List Entry + + + 58 + 1466 + 0 + 1.4 + 0 + Provides a reference to another Security List + + + 58 + 1467 + 0 + 1.5 + 0 + + + 58 + 1468 + 0 + 1.6 + 0 + + + 58 + 1469 + 0 + 1.7 + 0 + + + 58 + 1470 + 0 + 1.8 + 0 + Identifies a list type + + + 58 + 1471 + 0 + 1.9 + 0 + Identifies the source of a list type + + + 96 + 1465 + 0 + 1.101 + 0 + Identifies a specific Security List entity + + + 96 + 1466 + 0 + 1.102 + 0 + Provides a reference to another Security List + + + 96 + 1467 + 0 + 1.103 + 0 + + + 96 + 1468 + 0 + 1.104 + 0 + + + 96 + 1469 + 0 + 1.105 + 0 + + + 96 + 1470 + 0 + 1.106 + 0 + Identifies a list type + + + 96 + 1471 + 0 + 1.107 + 0 + Identifies the sourec as a listype + + + 77 + 1430 + 0 + 19.901 + 0 + + + 77 + 1300 + 0 + 19.902 + 0 + + + 77 + 1301 + 0 + 19.903 + 0 + + + 2094 + 1427 + 1 + 7.1 + 0 + This refers to the ExecID of the execution being reported. Used in trade reporting models that utilize different execution IDs for each side of the trade. This is used when reporting a trade with two or more sides. + + + 2094 + 1428 + 1 + 7.2 + 0 + + + 2094 + 1429 + 1 + 7.3 + 0 + Used in conjunction with OrderDelay to specify the time unit being expressed. Default is "seconds" if not specified. + + + 2094 + 1115 + 1 + 69.01 + 0 + + + 2094 + TradeReportOrderDetail + 1 + 69.02 + 0 + Details of the order associated with this side of the trade. + + + 2144 + 1475 + 0 + 1 + 0 + Number of news item references + + + 2144 + 1476 + 1 + 2 + 0 + Required if NoNewsRefIDs(2144) > 0. +News item being referenced. + + + 2144 + 1477 + 1 + 3 + 0 + Type of reference. + + + 12 + 1472 + 0 + 1.1 + 0 + Unique identifer for News message + + + 12 + NewsRefGrp + 0 + 1.2 + 0 + News items referenced by this News message + + + 12 + 1473 + 0 + 1.3 + 0 + + + 12 + 1474 + 0 + 1.4 + 0 + Used to optionally specify the national language used for the News item. + + + 12 + 1301 + 0 + 8 + 0 + Used to optionally specify the market to which this News applies. + + + 12 + 1300 + 0 + 9 + 0 + Used to optionally specify the market segment to which this News applies. + + + 110 + 1346 + 0 + 2.1 + 0 + If the application message report is generated in response to an ApplicationMessageRequest(MsgType=BW), then this tag contain the ApplReqID(1346) of that request. + + + 2145 + 1483 + 0 + 1 + 0 + Number of complex events + + + 2145 + 1484 + 1 + 2 + 0 + Identifies the type of complex event. +Required if NoComplexEvents > 0. + + + + 2145 + 1485 + 1 + 3 + 0 + + + 2145 + 1486 + 1 + 4 + 0 + + + 2145 + 1487 + 1 + 5 + 0 + + + 2145 + 1488 + 1 + 6 + 0 + + + 2145 + 1489 + 1 + 7 + 0 + + + 2145 + 1490 + 1 + 8 + 0 + ComplexEventCondition is conditionally required when there are more than one ComplexEvent occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition which links it with the second event. + + + 2145 + ComplexEventDates + 1 + 9 + 0 + Used to specify the dates and time ranges when a complex event is in effect. + + + 2146 + 1491 + 0 + 1 + 0 + Number of complex event date occurrences for a given complex event. + + + 2146 + 1492 + 1 + 2 + 0 + Required if NoComplexEventDates(1491) > 0. + + + 2146 + 1493 + 1 + 3 + 0 + Required if NoComplexEventDates(1491) > 0. + + + 2146 + ComplexEventTimes + 1 + 4 + 0 + + + 2147 + 1494 + 0 + 1 + 0 + + + 2147 + 1495 + 1 + 2 + 0 + Required if NoComplexEventTimes(1494) > 0. + + + 2147 + 1496 + 1 + 3 + 0 + Required if NoComplexEventTimes(1494) > 0. + + + 1003 + 1478 + 0 + 27.3 + 0 + + + 1003 + 1479 + 0 + 27.4 + 0 + + + 1003 + 1480 + 0 + 27.5 + 0 + + + 1003 + 1481 + 0 + 27.6 + 0 + + + 1003 + 1482 + 0 + 29.2141 + 0 + + + 1003 + ComplexEvents + 0 + 49 + 0 + + + 114 + StandardHeader + 0 + 1 + 1 + MsgType = CC + + + 114 + 1497 + 0 + 2 + 1 + Unique identifier of the request. + + + 114 + 1498 + 0 + 3 + 1 + Type of assignment being requested. + + + 114 + StrmAsgnReqGrp + 0 + 4 + 1 + Assignment requests + + + 114 + StandardTrailer + 0 + 9999 + 1 + + + 115 + StandardHeader + 0 + 1 + 1 + MsgType = CD + + + 115 + 1501 + 0 + 2 + 1 + Unique identifier of the Stream Assignment Report. + + + 115 + 1498 + 0 + 3 + 0 + Required if report is being sent in response to a StreamAssignmentRequest. The value should be the same as the value in the corresponding request. + + + 115 + 1497 + 0 + 4 + 0 + Conditionally required if Stream Assignment Report is being sent in response to a StreamAssignmentRequest(MsgType=CC). Not required for unsolicited stream assignments. + + + 115 + StrmAsgnRptGrp + 0 + 5 + 0 + Stream assignments + + + 115 + StandardTrailer + 0 + 9999 + 1 + + + 116 + StandardHeader + 0 + 1 + 1 + MsgType = CE + + + 116 + 1503 + 0 + 2 + 1 + + + 116 + 1501 + 0 + 3 + 1 + + + 116 + 1502 + 0 + 4 + 0 + + + 116 + 58 + 0 + 5 + 0 + Can be used to provide additional information regarding the assignment report, such as reject description. + + + 116 + 354 + 0 + 6 + 0 + + + 116 + 355 + 0 + 7 + 0 + + + 116 + StandardTrailer + 0 + 8 + 1 + + + 2148 + 1499 + 0 + 1 + 0 + Stream Assignment Requests. + + + 2148 + Parties + 1 + 2 + 0 + + + 2148 + StrmAsgnReqInstrmtGrp + 1 + 3 + 0 + + + 2149 + 1499 + 0 + 1 + 0 + Stream Assignment Reports. + + + 2149 + Parties + 1 + 2 + 0 + + + 2149 + StrmAsgnRptInstrmtGrp + 1 + 3 + 0 + + + 2150 + 146 + 0 + 1 + 0 + + + 2150 + Instrument + 1 + 2 + 0 + + + 2150 + 63 + 1 + 3 + 0 + + + 2150 + 271 + 1 + 4 + 0 + + + 2150 + 1500 + 1 + 5 + 0 + + + 2151 + 146 + 0 + 1 + 0 + + + 2151 + Instrument + 1 + 2 + 0 + + + 2151 + 63 + 1 + 3 + 0 + + + 2151 + 1617 + 1 + 4 + 0 + + + 2151 + 1500 + 1 + 5 + 0 + + + 2151 + 1502 + 1 + 6 + 0 + + + 2151 + 58 + 1 + 7 + 0 + + + 2151 + 354 + 1 + 8 + 0 + + + 2151 + 355 + 1 + 9 + 0 + + + 2022 + 1500 + 1 + 6 + 0 + + + 30 + 1500 + 0 + 2.1 + 0 + + + 2032 + 1500 + 1 + 6.1 + 0 + + + 60 + 60 + 0 + 5.2 + 0 + + + 2050 + 1504 + 1 + 7 + 0 + + + 103 + 60 + 0 + 9.1 + 0 + + + 2107 + 1504 + 1 + 1.61 + 0 + + + 37 + 60 + 0 + 16 + 0 + + + 95 + 60 + 0 + 3 + 0 + + + 58 + 60 + 0 + 4.1 + 0 + + + 2055 + 1504 + 1 + 17 + 0 + + + 96 + 60 + 0 + 1.803 + 0 + + + 2087 + 1504 + 1 + 2.1 + 0 + + + 2056 + 60 + 1 + 6 + 0 + + + 2099 + 60 + 1 + 2.42 + 0 + + + 2099 + 1327 + 1 + 1.21 + 0 + + + 82 + 710 + 0 + 2.1 + 0 + If specified,the identifier of the RequestForPositions(MsgType=AN) to which this message is sent in response. + + + 2048 + 367 + 1 + 3.1 + 0 + + \ No newline at end of file diff --git a/static/xml/Sections.xml b/static/xml/Sections.xml new file mode 100644 index 00000000..377fd115 --- /dev/null +++ b/static/xml/Sections.xml @@ -0,0 +1,64 @@ + +
+ Session + Session + 0 + FIXT.1.1 + 1 + session + Session level messages to establish and control a FIX session +
+
+ PreTrade + PreTrade + 1 + 3 + 0 + pretrade + Pre trade messages including reference data, market data, quoting, news and email, indication of interest +
+
+ Trade + Trade + 2 + 4 + 0 + trade + Order handling and execution messages +
+
+ PostTrade + PostTrade + 3 + 5 + 0 + posttrade + Post trade messages including trade reporting, allocation, collateral, confirmation, position mantemenance, registration instruction, and settlement instructions +
+
+ Infrastructure + Infrastructure + 4 + 1 + 0 + infrastructure + Infrastructure messages for application sequencing, business reject, network and user management +
+ \ No newline at end of file From c339599c3558bb3d67f076a9b513ee7ac6891f88 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 17 Aug 2025 11:00:55 +0100 Subject: [PATCH 61/65] add xml file download route --- app.py | 21 +++++++++++++++++++++ 1 file changed, 21 insertions(+) diff --git a/app.py b/app.py index 933c3ec0..e7304d50 100644 --- a/app.py +++ b/app.py @@ -28,6 +28,27 @@ def hello_world(): def api_spec(): return send_from_directory('static', 'api_spec.yaml') +# --- New route: serve XML files from /static/xml --- +@app.route('/xml/') +def serve_xml(filename: str): + """Serve XML files from the /static/xml directory via /xml/.xml. + + If the requested file does not exist, return a JSON 404 with a clear message. + Only .xml files are allowed (anything else 404s). + """ + if not filename.lower().endswith('.xml'): + abort(404) + + xml_dir = os.path.join(app.root_path, 'static', 'xml') + file_path = os.path.join(xml_dir, filename) + + # Ensure the file exists; if not, return a simple JSON 404 response + if not os.path.isfile(file_path): + return jsonify(error="File not found"), 404 + + # send_from_directory safely serves files from a specific folder + return send_from_directory(xml_dir, filename, mimetype='application/xml') + @app.route('/tariff') def tariff(): # Retrieve the numHours parameter from the request's query string From e7ed6cd7c63ac6f72b3a6d08a77772a74b5d858e Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 17 Aug 2025 15:18:06 +0100 Subject: [PATCH 62/65] added fixreft.html --- static/html/fixreft.html | 388 +++++++++++++++++++++++++++++++++++++++ 1 file changed, 388 insertions(+) create mode 100644 static/html/fixreft.html diff --git a/static/html/fixreft.html b/static/html/fixreft.html new file mode 100644 index 00000000..9f6775d4 --- /dev/null +++ b/static/html/fixreft.html @@ -0,0 +1,388 @@ + + + + + + Advanced FIX Message Parser + + + +
+
+

FIX Message Parser

+ +
+

FIX Dictionary Location

+
+ +
+
+ +
+

FIX Message

+

Enter a raw FIX message payload below. The message will be parsed into a human-readable format.

+ + +
+ Separator: + + + +
+ + + +

Parsed Output

+
+
+
+
+ + + + \ No newline at end of file From e89d6187a3c8968568283e70deeeba1e689bb830 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 17 Aug 2025 15:25:10 +0100 Subject: [PATCH 63/65] added route for html folder --- app.py | 22 ++++++++++++++++++++++ 1 file changed, 22 insertions(+) diff --git a/app.py b/app.py index e7304d50..1d8d0c36 100644 --- a/app.py +++ b/app.py @@ -49,6 +49,28 @@ def serve_xml(filename: str): # send_from_directory safely serves files from a specific folder return send_from_directory(xml_dir, filename, mimetype='application/xml') +# send_from_directory safely serves files from a specific folder +# \1# --- New route: serve HTML files from /static/html --- +@app.route('/html/') +def serve_html(filename: str): + """Serve HTML files from the /static/html directory via /html/.html. + + If the requested file does not exist, return a JSON 404 with a clear message. + Only .html files are allowed (anything else 404s). + """ + if not filename.lower().endswith('.html'): + abort(404) + + html_dir = os.path.join(app.root_path, 'static', 'html') + file_path = os.path.join(html_dir, filename) + + # Ensure the file exists; if not, return a simple JSON 404 response + if not os.path.isfile(file_path): + return jsonify(error="File not found"), 404 + + # send_from_directory safely serves files from a specific folder + return send_from_directory(html_dir, filename, mimetype='text/html') + @app.route('/tariff') def tariff(): # Retrieve the numHours parameter from the request's query string From 5267598f4443c5904d05fb1f8ef07140e8f83e1b Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 17 Aug 2025 20:09:10 +0100 Subject: [PATCH 64/65] resolve stack limit problem --- static/html/fixreft.html | 28 ++++++++++++++++++---------- 1 file changed, 18 insertions(+), 10 deletions(-) diff --git a/static/html/fixreft.html b/static/html/fixreft.html index 9f6775d4..403bea3e 100644 --- a/static/html/fixreft.html +++ b/static/html/fixreft.html @@ -301,19 +301,27 @@

Parsed Output

const rootComponentId = messagesMap.get(msgType); if (!rootComponentId) return null; const repeatingGroups = new Map(); + const visitedComponents = new Set(); // To prevent infinite recursion + function processComponent(componentId) { + if (visitedComponents.has(componentId)) return; // Cycle detected + visitedComponents.add(componentId); + const contents = msgContents.get(componentId); - if (!contents) return; - for (const item of contents) { - const component = componentsMap.get(item.id); - if (component) { - if (component.type.includes('Repeating')) { - const groupInfo = getGroupInfo(item.id); - if (groupInfo) repeatingGroups.set(groupInfo.countTag, { startTag: groupInfo.startTag, members: groupInfo.members }); - } - processComponent(item.id); - } + if (contents) { + for (const item of contents) { + const component = componentsMap.get(item.id); + if (component) { + if (component.type.includes('Repeating')) { + const groupInfo = getGroupInfo(item.id); + if (groupInfo) repeatingGroups.set(groupInfo.countTag, { startTag: groupInfo.startTag, members: groupInfo.members }); + } + processComponent(item.id); + } + } } + + visitedComponents.delete(componentId); // Backtrack } processComponent(rootComponentId); return repeatingGroups; From d5bea94e4cdfd932bb533c1644a254ceba9458a2 Mon Sep 17 00:00:00 2001 From: daedaluschan Date: Sun, 19 Apr 2026 10:03:18 +0100 Subject: [PATCH 65/65] Remove XML endpoint and static XML files --- app.py | 23 +- static/xml/Abbreviations.xml | 975 - static/xml/Categories.xml | 273 - static/xml/Components.xml | 1595 -- static/xml/Datatypes.xml | 453 - static/xml/Enums.xml | 23100 -------------------- static/xml/Fields.xml | 12319 ----------- static/xml/Messages.xml | 1229 -- static/xml/MsgContents.xml | 38093 --------------------------------- static/xml/Sections.xml | 64 - 10 files changed, 1 insertion(+), 78123 deletions(-) delete mode 100644 static/xml/Abbreviations.xml delete mode 100644 static/xml/Categories.xml delete mode 100644 static/xml/Components.xml delete mode 100644 static/xml/Datatypes.xml delete mode 100644 static/xml/Enums.xml delete mode 100644 static/xml/Fields.xml delete mode 100644 static/xml/Messages.xml delete mode 100644 static/xml/MsgContents.xml delete mode 100644 static/xml/Sections.xml diff --git a/app.py b/app.py index e7304d50..0b011ee4 100644 --- a/app.py +++ b/app.py @@ -1,4 +1,4 @@ -from flask import Flask, jsonify, request, abort, send_from_directory +from flask import Flask, jsonify, request, send_from_directory from tariff_utils import calculate_start_time import os from datetime import datetime, timedelta @@ -28,27 +28,6 @@ def hello_world(): def api_spec(): return send_from_directory('static', 'api_spec.yaml') -# --- New route: serve XML files from /static/xml --- -@app.route('/xml/') -def serve_xml(filename: str): - """Serve XML files from the /static/xml directory via /xml/.xml. - - If the requested file does not exist, return a JSON 404 with a clear message. - Only .xml files are allowed (anything else 404s). - """ - if not filename.lower().endswith('.xml'): - abort(404) - - xml_dir = os.path.join(app.root_path, 'static', 'xml') - file_path = os.path.join(xml_dir, filename) - - # Ensure the file exists; if not, return a simple JSON 404 response - if not os.path.isfile(file_path): - return jsonify(error="File not found"), 404 - - # send_from_directory safely serves files from a specific folder - return send_from_directory(xml_dir, filename, mimetype='application/xml') - @app.route('/tariff') def tariff(): # Retrieve the numHours parameter from the request's query string diff --git a/static/xml/Abbreviations.xml b/static/xml/Abbreviations.xml deleted file mode 100644 index af5ee5c0..00000000 --- a/static/xml/Abbreviations.xml +++ /dev/null @@ -1,975 +0,0 @@ - - - Account - Acct - - - Accrual - Acrl - - - Accrued - Acrd - - - Acknowledgement - Ack - - - Action - Actn - - - Adjust - Adj - - - Adjustment - Adjmt - - - Advertisement - Adv - - - Affected - Afctd - - - Algorithm - Algo - - - Allocation - Alloc - - - AllowableOneSidedness - AOS - - - Amount - Amt - - - Application - Appl - - - Assignment - Asgn - - - Attachment - Attch - - - Attribute - Attrb - - - Base - Base - - - Behalf - Bhf - - - Benchmark - Bnchmk - - - Booking - Bkng - - - Broker - Brkr - - - Brokers - Brkrs - - - Business - Biz - - - Calculation - Calc - - - Cancel - Cxl - - - Capacity - Cpcty - - - Capture - Capt - - - Cash - Csh - - - Category - Catgy - - - Client - Cl - - - Close - Cls - - - Code - Cd - - - Collateral - Coll - - - Commission - Comm - - - Common - Cmn - - - Company - Comp - - - Complex - Cmplx - - - Condition - Cond - - - Confirmation - Cnfm - - - Confirmation - Confirm - - - Context - Cntxt - - - Contra - Cntra - - - Control - Ctrl - - - Corporate - Corp - - - Country - Ctry - - - Coupon - Cpn - - - Cross - Crss - - - Cumulative - Cum - - - Currency - Ccy - - - Curve - Crv - - - Data - Data - - - Database - Db - - - Date - Dt - - - Definition - Def - - - Delete - Del - - - Deliver - Dlvr - - - Derivative - Deriv - - - Description - Desc - - - Destination - Dest - - - Detail - Detl - - - Determination - Dtrmn - - - Device - Dev - - - Discount - Disc - - - Discretion - Dsctn - - - Discretionary - Dsctnry - - - Don't Know - DK - - - Duplicate - Dup - - - Effective - Efctv - - - Encoded - Enc - - - Error - Err - - - Event - Evnt - - - Exchange - Exch - - - ExchangeForPhysical - EFP - - - Execute - Exct - - - Execution - Exctn - - - Exercise - Exr - - - Factor - Fctr - - - Feed - Feed - - - Foreign Currency - FX - - - Forward - Fwd - - - Force - Force - - - Future - Fut - - - Good Till Date - GTD - - - Group - Grp - - - Handling - Hndl - - - Identifier - ID - - - Implicit - Implct - - - Increment - Incr - - - Index - Ndx - - - Indication of Interest - IOI - - - Indicator - Ind - - - Information - Info - - - Input - Inpt - - - Inquiry - Inq - - - Institution - Instn - - - Instruction - Inst - - - Instrument - Instrmt - - - Interest - Int - - - Issue - Iss - - - Issuer - Issr - - - Language - Lang - - - Level - Lvl - - - Liquidity - Lqdty - - - Limit - Lmt - - - List - List - - - Locate - Loc - - - Location - Lctn - - - Lot - Lot - - - Maintenance - Mnt - - - Margin - Mgn - - - Market - Mkt - - - Mass - Mass - - - Match - Mtch - - - Maturity - Mat - - - Maximum - Max - - - Message - Msg - - - Method - Meth - - - Minimum - Min - - - Miscellaneous - Misc - - - Model - Model - - - Modification - Mod - - - Money - Mny - - - Month - Mo - - - Multileg - Mleg - - - Multiplier - Mult - - - Name - Nme - - - Nested - Nst - - - Network - Ntwk - - - News - News - - - Notification - Notifctn - - - Notional - Notl - - - Number - Num - - - Number - No - - - Obligation - Oblig - - - Offer - Ofr - - - Operator - Oper - - - Option - Opt - - - Order - Ord - - - Original - Orig - - - Other - Oth - - - Outstanding - Out - - - Parameter - Prm - - - Party - Pty - - - Payment - Pmt - - - Percent - Pct - - - Percentage - Pctg - - - Platform - Pltfm - - - Point - Pnt - - - Position - Pos - - - Possible - Psbl - - - Preliminary - Prlm - - - Precision - Prcsn - - - Previous - Prev - - - Price - Px - - - Priority - Pri - - - Priotization - Prtztn - - - Product - Prod - - - Publish - Pub - - - Qualifier - Qual - - - Quality - Qlty - - - Quantity - Qty - - - Quote - Quot - - - Range - Rng - - - Rate - Rt - - - Rating - Rtng - - - Reason - Rsn - - - Redemption - Red - - - Reference - Ref - - - Registration - Rgst - - - Registry - Rgstry - - - Reject - Rej - - - Related - Reltd - - - Relationship - Rltnshp - - - Report - Rpt - - - Reports - Rpts - - - Repurchase - Repo - - - Request - Req - - - Reset - Reset - - - Response - Rsp - - - Restatement - Rstmt - - - Restrict - Rstct - - - Restriction - Rstctn - - - Restrictions - Rstctns - - - Restructuring - Rstrct - - - Result - Rslt - - - Risk - Risk - - - Roles - R - - - Round - Rnd - - - Rules - Rules - - - Scope - Scope - - - Secondary - 2 - - - Security - Sec - - - Segment - Seg - - - Sender - Snd - - - Sending - Sndg - - - Seniority - Snrty - - - Sequence - Seq - - - Service - Svc - - - Session - Ses - - - Settlement - Settl - - - Short - Shrt - - - Size - Sz - - - Source - Src - - - Standing - Stand - - - Start - Start - - - State - St - - - Status - Stat - - - Stipulation - Stip - - - Strategy - Strt - - - Stream - Strm - - - Strike - Strk - - - Subscription - Sub - - - Subsidiary - Subsid - - - Suffix - Sfx - - - Symbol - Sym - - - System - Sys - - - Target - Tgt - - - Term - Trm - - - Tick - Tick - - - Ticket - Tkt - - - Time - Tm - - - Timestamp - TS - - - Total - Tot - - - Tracking - Trkng - - - Trade - Trd - - - Trading - Trdg - - - TradingSession - TrdgSes - - - Transaction - Txn - - - Type - Typ - - - Underlying - Und - - - Update - Upd - - - Value - Valu - - - Valuation - Val - - - Venue - Venu - - - Volume - Vol - - - Warning - Warn - - - Year - Yr - - - Yield - Yld - - \ No newline at end of file diff --git a/static/xml/Categories.xml b/static/xml/Categories.xml deleted file mode 100644 index 1e4e0bca..00000000 --- a/static/xml/Categories.xml +++ /dev/null @@ -1,273 +0,0 @@ - - - Session - session - 1 - 0 - Message - Session - 2 - - - Indication - indications - 0 - 1 - Message - PreTrade - 3 - components - - - SingleGeneralOrderHandling - order - 0 - 1 - Message - Trade - 4 - components - - - EventCommunication - newsevents - 0 - 1 - Message - PreTrade - 3 - components - - - ProgramTrading - listorders - 0 - 1 - Message - Trade - 4 - components - - - OrderMassHandling - ordermasshandling - 0 - 1 - Message - Trade - 4 - components - - - Allocation - allocation - 0 - 1 - Message - PostTrade - 5 - components - - - QuotationNegotiation - quotation - 0 - 1 - Message - PreTrade - 3 - components - - - SettlementInstruction - settlement - 0 - 1 - Message - PostTrade - 5 - components - - - MarketData - marketdata - 0 - 1 - Message - PreTrade - 3 - components - - - Common - components - 0 - 1 - Message - 1 - fields - - - RegistrationInstruction - registration - 0 - 1 - Message - PostTrade - 3 - components - - - CrossOrders - crossorders - 0 - 1 - Message - Trade - 4 - components - - - MultilegOrders - multilegorders - 0 - 1 - Message - Trade - 4 - components - - - TradeCapture - tradecapture - 0 - 1 - Message - PostTrade - 5 - components - - - Confirmation - confirmation - 0 - 1 - Message - PostTrade - 5 - components - - - PositionMaintenance - positions - 0 - 1 - Message - PostTrade - 5 - components - - - CollateralManagement - collateral - 0 - 1 - Message - PostTrade - 5 - components - - - Application - application - 0 - 1 - Message - Infrastructure - 1 - components - - - BusinessReject - businessreject - 0 - 1 - Message - Infrastructure - 1 - components - - - Network - network - 0 - 1 - Message - Infrastructure - 1 - components - - - UserManagement - usermanagement - 0 - 1 - Message - Infrastructure - 1 - components - - - Fields - fields - 0 - 0 - Field - 6 - - - ImplFields - fields - 0 - 0 - Field - 6 - - - MarketStructureReferenceData - marketstructure - 0 - 1 - Message - PreTrade - 3 - components - - - SecuritiesReferenceData - securitiesreference - 0 - 1 - Message - PreTrade - 3 - components - - \ No newline at end of file diff --git a/static/xml/Components.xml b/static/xml/Components.xml deleted file mode 100644 index 156f8851..00000000 --- a/static/xml/Components.xml +++ /dev/null @@ -1,1595 +0,0 @@ - - - 1000 - Block - Common - CommissionData - Comm - 0 - The CommissionDate component block is used to carry commission information such as the type of commission and the rate. - - - 1001 - Block - Common - DiscretionInstructions - DiscInstr - 0 - The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price. - - - 1002 - Block - Common - FinancingDetails - FinDetls - 0 - Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example. - - - 1003 - Block - Common - Instrument - Instrmt - 0 - The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX. - - - 1004 - Block - Common - InstrumentExtension - InstrmtExt - 0 - The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities. - - - 1005 - Block - Common - InstrumentLeg - Leg - 0 - The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages. - - - 1006 - Block - Common - LegBenchmarkCurveData - BnchmkCurve - 0 - The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. - - - 1007 - BlockRepeating - Common - LegStipulations - Stip - 0 - The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. - - - 1008 - BlockRepeating - Common - NestedParties - Pty - 0 - The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. - - - 1011 - Block - Common - OrderQtyData - OrdQty - 0 - The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). - - - 1012 - BlockRepeating - Common - Parties - Pty - 0 - The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource. - - - 1013 - Block - Common - PegInstructions - PegInstr - 0 - The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security. - - - 1014 - BlockRepeating - Common - PositionAmountData - Amt - 0 - The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position. - - - 1015 - BlockRepeating - Common - PositionQty - Qty - 0 - The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities. - - - 1016 - Block - Common - SettlInstructionsData - SetInstr - 0 - The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties - - - 1017 - BlockRepeating - Common - SettlParties - Pty - 0 - The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process. - - - 1018 - Block - Common - SpreadOrBenchmarkCurveData - SprdBnchmkCurve - 0 - The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. - - - 1019 - BlockRepeating - Common - Stipulations - Stip - 0 - The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information. - - - 1020 - BlockRepeating - Common - TrdRegTimestamps - TrdRegTS - 0 - The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc. - - - 1021 - Block - Common - UnderlyingInstrument - Undly - 0 - The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. - - - 1022 - Block - Common - YieldData - Yield - 0 - The YieldData component block conveys yield information for a given Fixed Income security. - - - 1023 - BlockRepeating - Common - UnderlyingStipulations - Stip - 0 - The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security. - - - 1024 - Block - Session - StandardHeader - BaseHeader - 0 - The standard FIX message header - - - 1025 - Block - Session - StandardTrailer - Trlr - 1 - The standard FIX message trailer - - - 1009 - BlockRepeating - Common - NestedParties2 - Pty - 0 - The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. - - - 1010 - BlockRepeating - Common - NestedParties3 - Pty - 0 - The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. - - - 2001 - ImplicitBlockRepeating - OrderMassHandling - AffectedOrdGrp - AffectOrd - 0 - - - - 2002 - ImplicitBlockRepeating - Allocation - AllocAckGrp - AllocAck - 0 - - - - 2003 - ImplicitBlockRepeating - Allocation - AllocGrp - Alloc - 0 - - - - 2004 - ImplicitBlockRepeating - ProgramTrading - BidCompReqGrp - CompReq - 0 - - - - 2005 - ImplicitBlockRepeating - ProgramTrading - BidCompRspGrp - CompRsp - 0 - - - - 2006 - ImplicitBlockRepeating - ProgramTrading - BidDescReqGrp - DescReq - 0 - - - - 2007 - ImplicitBlockRepeating - Common - ClrInstGrp - ClrInst - 0 - - - - 2008 - ImplicitBlockRepeating - CollateralManagement - CollInqQualGrp - Qual - 0 - - - - 2009 - ImplicitBlockRepeating - Common - CompIDReqGrp - CIDReq - 0 - - - - 2010 - ImplicitBlockRepeating - Common - CompIDStatGrp - CIDStat - 0 - - - - 2011 - ImplicitBlockRepeating - Common - ContAmtGrp - ContAmt - 0 - - - - 2012 - ImplicitBlockRepeating - Common - ContraGrp - Contra - 0 - - - - 2013 - ImplicitBlockRepeating - Confirmation - CpctyConfGrp - Cpcty - 0 - - - - 2014 - ImplicitBlockRepeating - Allocation - ExecAllocGrp - AllExc - 0 - - - - 2015 - ImplicitBlockRepeating - CollateralManagement - ExecCollGrp - CollExc - 0 - - - - 2017 - ImplicitBlockRepeating - Common - InstrmtGrp - Inst - 0 - - - - 2018 - ImplicitBlockRepeating - Common - InstrmtLegExecGrp - Exec - 0 - - - - 2019 - OptimisedImplicitBlockRepeating - Common - InstrmtLegGrp - Leg - 0 - - - - 2020 - ImplicitBlockRepeating - Common - InstrmtLegIOIGrp - IOI - 0 - - - - 2021 - ImplicitBlockRepeating - Common - InstrmtLegSecListGrp - SecL - 0 - - - - 2022 - ImplicitBlockRepeating - Common - InstrmtMDReqGrp - InstReq - 0 - - - - 2023 - ImplicitBlockRepeating - ProgramTrading - InstrmtStrkPxGrp - StrkPX - 0 - - - - 2024 - ImplicitBlockRepeating - Indication - IOIQualGrp - Qual - 0 - - - - 2025 - ImplicitBlockRepeating - MultilegOrders - LegOrdGrp - Ord - 0 - - - - 2026 - ImplicitBlockRepeating - Common - LegPreAllocGrp - PreAll - 0 - - - - 2027 - ImplicitBlockRepeating - QuotationNegotiation - LegQuotGrp - Quot - 0 - - - - 2028 - ImplicitBlockRepeating - QuotationNegotiation - LegQuotStatGrp - QuoteStat - 0 - - - - 2029 - ImplicitBlockRepeating - Common - LinesOfTextGrp - TxtLn - 0 - - - - 2030 - ImplicitBlockRepeating - ProgramTrading - ListOrdGrp - Ord - 0 - - - - 2031 - ImplicitBlockRepeating - MarketData - MDFullGrp - Full - 0 - - - - 2032 - ImplicitBlockRepeating - MarketData - MDIncGrp - Inc - 0 - - - - 2033 - ImplicitBlockRepeating - MarketData - MDReqGrp - Req - 0 - - - - 2034 - ImplicitBlockRepeating - MarketData - MDRjctGrp - Rjct - 0 - - - - 2035 - ImplicitBlockRepeating - Common - MiscFeesGrp - MiscFees - 0 - - - - 2036 - ImplicitBlockRepeating - Common - OrdAllocGrp - OrdAlloc - 0 - - - - 2037 - ImplicitBlockRepeating - ProgramTrading - OrdListStatGrp - ListStat - 0 - - - - 2038 - ImplicitBlockRepeating - PositionMaintenance - PosUndInstrmtGrp - PosUnd - 0 - - - - 2039 - ImplicitBlockRepeating - Common - PreAllocGrp - PreAll - 0 - - - - 2040 - ImplicitBlockRepeating - Common - PreAllocMlegGrp - PreAllocMleg - 0 - - - - 2041 - ImplicitBlockRepeating - QuotationNegotiation - QuotCxlEntriesGrp - QuotCxlEntry - 0 - - - - 2042 - ImplicitBlockRepeating - QuotationNegotiation - QuotEntryAckGrp - QuotEntryAck - 0 - - - - 2043 - ImplicitBlockRepeating - QuotationNegotiation - QuotEntryGrp - QuotEntry - 0 - - - - 2044 - ImplicitBlockRepeating - QuotationNegotiation - QuotQualGrp - QuotQual - 0 - - - - 2045 - ImplicitBlockRepeating - QuotationNegotiation - QuotReqGrp - QuotReq - 0 - - - - 2046 - ImplicitBlockRepeating - QuotationNegotiation - QuotReqLegsGrp - Leg - 0 - - - - 2047 - ImplicitBlockRepeating - QuotationNegotiation - QuotReqRjctGrp - QuotReqRej - 0 - - - - 2048 - ImplicitBlockRepeating - QuotationNegotiation - QuotSetAckGrp - QuotSetAck - 0 - - - - 2049 - ImplicitBlockRepeating - QuotationNegotiation - QuotSetGrp - QuotSet - 0 - - - - 2050 - ImplicitBlockRepeating - SecuritiesReferenceData - RelSymDerivSecGrp - RelSym - 0 - - - - 2051 - ImplicitBlockRepeating - QuotationNegotiation - RFQReqGrp - RFQReq - 0 - - - - 2052 - ImplicitBlockRepeating - RegistrationInstruction - RgstDistInstGrp - RgDtlInst - 0 - - - - 2053 - ImplicitBlockRepeating - RegistrationInstruction - RgstDtlsGrp - RgDtl - 0 - - - - 2054 - ImplicitBlockRepeating - Common - RoutingGrp - Rtg - 0 - - - - 2055 - ImplicitBlockRepeating - SecuritiesReferenceData - SecListGrp - SecL - 0 - - - - 2056 - ImplicitBlockRepeating - SecuritiesReferenceData - SecTypesGrp - SecT - 0 - - - - 2057 - ImplicitBlockRepeating - SettlementInstruction - SettlInstGrp - SetInst - 0 - - - - 2058 - ImplicitBlockRepeating - CrossOrders - SideCrossOrdCxlGrp - SideCrossCxl - 0 - - - - 2059 - ImplicitBlockRepeating - CrossOrders - SideCrossOrdModGrp - SideCrossMod - 0 - - - - 2060 - ImplicitBlockRepeating - TradeCapture - TrdAllocGrp - Alloc - 0 - - - - 2061 - ImplicitBlockRepeating - TradeCapture - TrdCapRptSideGrp - RptSide - 0 - - - - 2062 - ImplicitBlockRepeating - CollateralManagement - TrdCollGrp - TrdColl - 0 - - - - 2063 - ImplicitBlockRepeating - TradeCapture - TrdInstrmtLegGrp - TrdLeg - 0 - - - - 2064 - ImplicitBlockRepeating - Common - TrdgSesGrp - TrdSes - 0 - - - - 2065 - ImplicitBlockRepeating - CollateralManagement - UndInstrmtCollGrp - UndColl - 0 - - - - 2066 - OptimisedImplicitBlockRepeating - Common - UndInstrmtGrp - Undly - 0 - - - - 2069 - ImplicitBlockRepeating - TradeCapture - TrdCapDtGrp - TrdCapDt - 0 - - - - 2070 - ImplicitBlockRepeating - Common - EvntGrp - Evnt - 0 - - - - 2071 - ImplicitBlockRepeating - Common - SecAltIDGrp - AID - 0 - - - - 2072 - ImplicitBlockRepeating - Common - LegSecAltIDGrp - LegAID - 0 - - - - 2073 - ImplicitBlockRepeating - Common - UndSecAltIDGrp - UndAID - 0 - - - - 2074 - ImplicitBlockRepeating - Common - AttrbGrp - Attrb - 0 - - - - 2075 - ImplicitBlockRepeating - Common - DlvyInstGrp - DlvInst - 0 - - - - 2076 - ImplicitBlockRepeating - Common - SettlPtysSubGrp - Sub - 0 - - - - 2077 - ImplicitBlockRepeating - Common - PtysSubGrp - Sub - 0 - - - - 2078 - ImplicitBlockRepeating - Common - NstdPtysSubGrp - Sub - 0 - - - - 2085 - ImplicitBlockRepeating - Session - HopGrp - Hop - 0 - - - - 2079 - ImplicitBlockRepeating - Common - NstdPtys2SubGrp - Sub - 0 - - - - 2080 - ImplicitBlockRepeating - Common - NstdPtys3SubGrp - Sub - 0 - - - - 2086 - ImplicitBlockRepeating - Common - StrategyParametersGrp - StrtPrmGrp - 0 - - - - 2087 - ImplicitBlockRepeating - SecuritiesReferenceData - SecLstUpdRelSymGrp - SecL - 0 - - - - 2088 - ImplicitBlockRepeating - SecuritiesReferenceData - SecLstUpdRelSymsLegGrp - SecLstUpdRelSymsLegGrp - 0 - - - - 1026 - BlockRepeating - PositionMaintenance - UnderlyingAmount - UndDlvAmt - 0 - The UnderlyingAmount component block is used to supply the underlying amounts, dates, settlement status and method for derivative positions. - - - 1027 - BlockRepeating - PositionMaintenance - ExpirationQty - Qty - 0 - The ExpirationQty component block identified the expiration quantities and type of expiration. - - - 1032 - BlockRepeating - Common - InstrumentParties - Pty - 0 - The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block. - - - 2093 - ImplicitBlockRepeating - Common - InstrumentPtysSubGrp - Sub - 0 - - - - 1028 - BlockRepeating - TradeCapture - SideTrdRegTS - TrdRegTS - 0 - The SideTrdRegTS component block is used to convey regulatory timestamps associated with one side of a multi-sided trade event. - - - 2094 - ImplicitBlockRepeating - TradeCapture - TrdCapRptAckSideGrp - RptSide - 0 - - - - 1033 - BlockRepeating - Common - UndlyInstrumentParties - Pty - 0 - The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block. - - - 2096 - ImplicitBlockRepeating - Common - UndlyInstrumentPtysSubGrp - Sub - 0 - - - - 1029 - Block - Common - DisplayInstruction - DsplyInstr - 0 - The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market. - - - 1030 - Block - Common - TriggeringInstruction - TrgrInstr - 0 - The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered. - - - 1031 - BlockRepeating - Common - RootParties - Pty - 0 - The RootParties component block is a version of the Parties component block used to provide root information regarding the owning and entering parties of a transaction. - - - 2097 - ImplicitBlockRepeating - Common - RootSubParties - Sub - 0 - - - - 2099 - ImplicitBlockRepeating - Common - TrdSessLstGrp - TrdSessLstGrp - 0 - - - - 2098 - ImplicitBlockRepeating - Common - MsgTypeGrp - MsgTypeGrp - 0 - - - - 1058 - Block - Common - SecurityTradingRules - SecTrdgRules - 0 - Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security. - - - 2139 - ImplicitBlockRepeating - Common - SettlDetails - SettlDetails - 0 - - - - 2101 - ImplicitBlockRepeating - SettlementInstruction - SettlObligationInstructions - SettlObligInst - 0 - - - - 2102 - ImplicitBlockRepeating - MarketData - SecSizesGrp - SecSizesGrp - 0 - - - - 2103 - ImplicitBlockRepeating - MarketData - StatsIndGrp - StatsIndGrp - 0 - - - - 1060 - XMLDataBlock - Common - SecurityXML - SecXML - 0 - The SecurityXML component is used for carrying security description or definition in an XML format. See "Specifying an FpML product specification from within the FIX Instrument Block" for more information on using this component block with FpML as a guideline. - - - 2118 - ImplicitBlockRepeating - Common - TickRules - TickRules - 0 - - - - 2119 - ImplicitBlockRepeating - Common - StrikeRules - StrkRules - 0 - - - - 2120 - ImplicitBlockRepeating - Common - MaturityRules - MatRules - 0 - - - - 2121 - ImplicitBlock - Common - SecondaryPriceLimits - PxLmts2 - 0 - - - - 2122 - ImplicitBlock - Common - PriceLimits - PxLmts - 0 - - - - 2123 - ImplicitBlockRepeating - Common - MarketDataFeedTypes - MDFeedTyps - 0 - - - - 2124 - ImplicitBlockRepeating - Common - LotTypeRules - LotTypeRules - 0 - - - - 2125 - ImplicitBlockRepeating - Common - MatchRules - MtchRules - 0 - - - - 2126 - ImplicitBlockRepeating - Common - ExecInstRules - ExecInstRules - 0 - - - - 2127 - ImplicitBlockRepeating - Common - TimeInForceRules - TmInForceRules - 0 - - - - 2128 - ImplicitBlockRepeating - Common - OrdTypeRules - OrdTypRules - 0 - - - - 2129 - ImplicitBlock - Common - TradingSessionRules - TrdgSesRules - 0 - - - - 2130 - ImplicitBlockRepeating - Common - TradingSessionRulesGrp - TrdgSesRulesGrp - 0 - - - - 2131 - ImplicitBlock - Common - BaseTradingRules - BaseTrdgRules - 0 - - - - 2132 - ImplicitBlockRepeating - Common - MarketSegmentGrp - MktSegGrp - 0 - - - - 2104 - ImplicitBlockRepeating - Common - DerivativeInstrumentPartySubIDsGrp - Sub - 0 - - - - 2141 - ImplicitBlockRepeating - Common - DerivativeInstrumentParties - Pty - 0 - - - - 2136 - ImplicitBlockRepeating - Common - DerivativeInstrumentAttribute - Attrb - 0 - - - - 2135 - ImplicitBlockRepeating - Common - NestedInstrumentAttribute - Attrb - 0 - - - - 2140 - ImplicitBlock - Common - DerivativeInstrument - DerivInstrmt - 0 - - - - 2105 - ImplicitBlockRepeating - Common - DerivativeSecurityAltIDGrp - AID - 0 - - - - 2106 - ImplicitBlockRepeating - Common - DerivativeEventsGrp - Evnt - 0 - - - - 2133 - ImplicitBlock - Common - DerivativeSecurityDefinition - DerivSecDef - 0 - - - - 2107 - ImplicitBlockRepeating - Common - RelSymDerivSecUpdGrp - RelSym - 0 - - - - 1061 - XMLDataBlock - Common - DerivativeSecurityXML - SecXML - 0 - - - - 2108 - ImplicitBlockRepeating - TradeCapture - UnderlyingLegSecurityAltIDGrp - AID - 0 - - - - 2134 - ImplicitBlock - TradeCapture - UnderlyingLegInstrument - Instrmt - 0 - - - - 2109 - ImplicitBlockRepeating - TradeCapture - TradeCapLegUnderlyingsGrp - TradeCapLegUndlyGrp - 0 - - - - 2137 - ImplicitBlockRepeating - UserManagement - UsernameGrp - UserGrp - 0 - - - - 2111 - ImplicitBlockRepeating - OrderMassHandling - NotAffectedOrdersGrp - NotAffectedOrdersGrp - 0 - - - - 2112 - ImplicitBlockRepeating - SingleGeneralOrderHandling - FillsGrp - FillsGrp - 0 - - - - 2113 - ImplicitBlockRepeating - TradeCapture - TrdRepIndicatorsGrp - TrdRepIndicatorsGrp - 0 - - - - 1057 - Block - Common - ApplicationSequenceControl - ApplSeqCtrl - 0 - The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block. - - - 2115 - ImplicitBlockRepeating - Application - ApplIDRequestGrp - ApplIDReqGrp - 0 - - - - 2116 - ImplicitBlockRepeating - Application - ApplIDRequestAckGrp - ApplIDReqAckGrp - 0 - - - - 2117 - ImplicitBlockRepeating - Application - ApplIDReportGrp - ApplIDRptGrp - 0 - - - - 2142 - ImplicitBlockRepeating - Common - NstdPtys4SubGrp - Sub - 0 - - - - 1059 - BlockRepeating - Common - NestedParties4 - Pty - 0 - The NestedParties4 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties4 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. - - - 2143 - ImplicitBlock - TradeCapture - TradeReportOrderDetail - TrdRptOrdDetl - 0 - - - 1062 - BlockRepeating - Common - RateSource - RtSrc - 0 - - - 1063 - BlockRepeating - Common - TargetParties - TgtPty - 0 - - - 2144 - ImplicitBlockRepeating - EventCommunication - NewsRefGrp - Refs - 0 - - - 2145 - ImplicitBlockRepeating - Common - ComplexEvents - CmplxEvnt - 0 - The ComplexEvent Group is a repeating block which allows an unlimited number and types of events in the lifetime of an option to be specified. - - - 2146 - ImplicitBlockRepeating - Common - ComplexEventDates - EvntDts - 0 - The ComplexEventDate and ComplexEventTime components are used to constrain a complex event to a specific date range or time range. If specified the event is only effective on or within the specified dates and times. - - - 2147 - ImplicitBlockRepeating - Common - ComplexEventTimes - EvntTms - 0 - The ComplexEventTime component is nested within the ComplexEventDate in order to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified. - - - 2148 - ImplicitBlockRepeating - MarketData - StrmAsgnReqGrp - Reqs - 0 - - - 2149 - ImplicitBlockRepeating - MarketData - StrmAsgnRptGrp - Rpts - 0 - - - 2150 - ImplicitBlockRepeating - MarketData - StrmAsgnReqInstrmtGrp - Instrmts - 0 - - - 2151 - ImplicitBlockRepeating - MarketData - StrmAsgnRptInstrmtGrp - Instrmts - 0 - - \ No newline at end of file diff --git a/static/xml/Datatypes.xml b/static/xml/Datatypes.xml deleted file mode 100644 index 2d870e3d..00000000 --- a/static/xml/Datatypes.xml +++ /dev/null @@ -1,453 +0,0 @@ - - - int - Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). -Examples: -723 in field 21 would be mapped int as |21=723|. --723 in field 12 would be mapped int as |12=-723| -The following data types are based on int. - - - 1 - xs:integer - Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). -Examples: -723 in field 21 would be mapped int as |21=723|. --723 in field 12 would be mapped int as |12=-723| -The following data types are based on int. - - - - - Length - int - int field representing the length in bytes. Value must be positive. - - 0 - xs:nonNegativeInteger - int field representing the length in bytes. Value must be positive. - - - - TagNum - int - int field representing a field's tag number when using FIX "Tag=Value" syntax. Value must be positive and may not contain leading zeros. - - - SeqNum - int - int field representing a message sequence number. Value must be positive. - - 0 - xs:positiveInteger - int field representing a message sequence number. Value must be positive. - - - - NumInGroup - int - int field representing the number of entries in a repeating group. Value must be positive. - - - DayOfMonth - int - int field representing a day during a particular monthy (values 1 to 31). - - - float - Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). -Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. The following data types are based on float. - - 1 - xs:decimal - Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). -Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. The following data types are based on float. - - - - Qty - float - float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). - - 0 - xs:decimal - float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). - - - - Price - float - float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. - Strk="47.50" - - 0 - xs:decimal - float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. - - - - PriceOffset - float - float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. - - 0 - xs:decimal - float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. - - - - Amt - float - float field typically representing a Price times a Qty - Amt="6847.00" - - 0 - xs:decimal - float field typically representing a Price times a Qty - - - - Percentage - float - float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. - - 0 - xs:decimal - float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. - - - - char - Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). -The following fields are based on char. - - 0 - xs:string - .{1} - Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). -The following fields are based on char. - - - - Boolean - char - char field containing one of two values: -'Y' = True/Yes -'N' = False/No - - 0 - xs:string - [YN]{1} - char field containing one of two values: -'Y' = True/Yes -'N' = False/No - - - - String - Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). - - 1 - xs:string - Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). - - - - MultipleCharValue - String - string field containing one or more space delimited single character values (e.g. |18=2 A F| ). - - 0 - xs:string - [A-Za-z0-9](\s[A-Za-z0-9])* - string field containing one or more space delimited single character values (e.g. |18=2 A F| ). - - - - MultipleStringValue - String - string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ). - - 0 - xs:string - .+(\s.+)* - string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ). - - - - Country - String - string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). - - 0 - xs:string - .{2} - string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). - - - - Currency - String - string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). - StrkCcy="USD" - - 0 - xs:string - .{3} - string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). - - - - Exchange - String - string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). - - 0 - xs:string - .* - string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). - - - - MonthYear - String - string field representing month of a year. An optional day of the month can be appended or an optional week code. -Valid formats: -YYYYMM -YYYYMMDD -YYYYMMWW -Valid values: -YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. - MonthYear="200303", MonthYear="20030320", MonthYear="200303w2" - - 0 - xs:string - \d{4}(0|1)\d([0-3wW]\d)? - string field representing month of a year. An optional day of the month can be appended or an optional week code. -Valid formats: -YYYYMM -YYYYMMDD -YYYYMMWW -Valid values: -YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. - MonthYear="200303", MonthYear="20030320", MonthYear="200303w2" - - - - UTCTimestamp - String - string field representing Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period required. -Valid values: -* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second) (without milliseconds). -* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). -Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "19981231-23:59:59", "19981231-23:59:60", "19990101-00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) - TransactTm="20011217-09:30:47" - - 0 - xs:dateTime - string field representing Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYY-MM-DDTHH:MM:SS (whole seconds) or YYYY-MM-DDTHH:MM:SS.sss (milliseconds) format as specified in ISO 8601. -Valid values: -* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second) (without milliseconds). -* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). -Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "1998-12-31T23:59:59", "1998-12-31T23:59:60", "1999-01-01T00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) - TransactTm="2001-12-17T09:30:47-05:00" - - - - UTCTimeOnly - String - string field representing Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. -Valid values: -HH = 00-23, MM = 00-60 (60 only if UTC leap second), SS = 00-59. (without milliseconds) -HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). - MDEntryTime="13:20:00.000" - - 0 - xs:time - string field representing Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format as specified in ISO 8601. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. -Valid values: -HH = 00-23, MM = 00-60 (60 only if UTC leap second), SS = 00-59. (without milliseconds) -HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). - MDEntryTime="13:20:00.000" - - - - UTCDateOnly - String - string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. -Valid values: -YYYY = 0000-9999, MM = 01-12, DD = 01-31. - MDEntryDate="20030910" - - 0 - xs:date - string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYY-MM-DD format specifed in ISO 8601. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. -Valid values: -YYYY = 0000-9999, MM = 01-12, DD = 01-31. - MDEntryDate="2003-09-10" - - - - LocalMktDate - String - string field represening a Date of Local Market (as oppose to UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX Protocol. -Valid values: -YYYY = 0000-9999, MM = 01-12, DD = 01-31. - BizDate="2003-09-10" - - - 0 - xs:date - string field represening a Date of Local Market (as oppose to UTC) in YYYY-MM-DD format per the ISO 8601 standard. This is the "normal" date field used by the FIX Protocol. -Valid values: -YYYY = 0000-9999, MM = 01-12, DD = 01-31. - BizDate="2003-09-10" - - - - TZTimeOnly - String - string field representing the time represented based on ISO 8601. This is the time with a UTC offset to allow identification of local time and timezone of that time. -Format is HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. -Example: 07:39Z is 07:39 UTC -Example: 02:39-05 is five hours behind UTC, thus Eastern Time -Example: 15:39+08 is eight hours ahead of UTC, Hong Kong/Singapore time -Example: 13:09+05:30 is 5.5 hours ahead of UTC, India time - - - 0 - xs:time - string field representing the time represented based on ISO 8601. This is the time with a UTC offset to allow identification of local time and timezone of that time. -Format is HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. -MatTm="07:39Z" is 07:39 UTC -MatTm="02:39-05" is five hours behind UTC, thus Eastern Time -MatTm="15:39+08" is eight hours ahead of UTC, Hong Kong/Singapore time -MatTm="13:09+05:30" is 5.5 hours ahead of UTC, India time - - - - TZTimestamp - String - string field representing a time/date combination representing local time with an offset to UTC to allow identification of local time and timezone offset of that time. The representation is based on ISO 8601. -Format is YYYYMMDD-HH:MM:SS[Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999, MM = 01-12, DD = 01-31 HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes -Example: 20060901-07:39Z is 07:39 UTC on 1st of September 2006 -Example: 20060901-02:39-05 is five hours behind UTC, thus Eastern Time on 1st of September 2006 -Example: 20060901-15:39+08 is eight hours ahead of UTC, Hong Kong/Singapore time on 1st of September 2006 -Example: 20060901-13:09+05:30 is 5.5 hours ahead of UTC, India time on 1st of September 2006 - - - 0 - xs:dateTime - string field representing a time/date combination representing local time with an offset to UTC to allow identification of local time and timezone offset of that time. The representation is based on ISO 8601. -Format is YYYYMMDD-HH:MM:SS[Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999, MM = 01-12, DD = 01-31 HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. -TZTransactTime="2006-09-01T07:39Z" is 07:39 UTC on 1st of September 2006 -TZTransactTime="2006-09-01T02:39-05" is five hours behind UTC, thus Eastern Time on 1st of September 2006 -TZTransactTime="2006-09-01T15:39+08" is eight hours ahead of UTC, Hong Kong/Singapore time on 1st of September 2006 -TZTransactTime="2006-09-01T13:09+05:30" is 5.5 hours ahead of UTC, India time on 1st of September 2006 - - - - data - String - string field containing raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). -Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH". - - 0 - xs:string - string field containing raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). -Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH". - - - - Pattern - Used to build on and provide some restrictions on what is allowed as valid values in fields that uses a base FIX data type and a pattern data type. The universe of allowable valid values for the field would then be the union of the base set of valid values and what is defined by the pattern data type. The pattern data type used by the field will retain its base FIX data type (e.g. String, int, char). - - - Tenor - Pattern - used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows: -Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0 -Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0 -Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 -Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 - - 0 - xs:string - [DMWY](\d)+ - used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows: -Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0 -Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0 -Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 -Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 - - - - Reserved100Plus - Pattern - Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. - - 0 - xs:integer - 100 - Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. - - - - Reserved1000Plus - Pattern - Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. - - 0 - xs:integer - 1000 - Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. - - - - Reserved4000Plus - Pattern - Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. - - 0 - xs:integer - 4000 - Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. - - - - XMLData - String - Contains an XML document raw data with no format or content restrictions. XMLData fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). - - 0 - xs:string - - - - Language - String - Identifier for a national language - uses ISO 639-1 standard - en (English), es (spanish), etc. - - 1 - xs:language - - - \ No newline at end of file diff --git a/static/xml/Enums.xml b/static/xml/Enums.xml deleted file mode 100644 index 92e05802..00000000 --- a/static/xml/Enums.xml +++ /dev/null @@ -1,23100 +0,0 @@ - - - 4 - B - Buy - - 1 - Buy - - - 4 - S - Sell - - 2 - Sell - - - 4 - T - Trade - - 3 - Trade - - - 4 - X - Cross - - 4 - Cross - - - 5 - N - New - - 1 - New - - - 5 - C - Cancel - - 2 - Cancel - - - 5 - R - Replace - - 3 - Replace - - - 13 - 1 - PerUnit - - 1 - Per Unit (implying shares, par, currency, etc.) - - - 13 - 2 - Percent - - 2 - Percent - - - 13 - 3 - Absolute - - 3 - Absolute (total monetary amount) - - - 13 - 4 - PercentageWaivedCashDiscount - - 4 - Percentage waived - cash discount (for CIV buy orders) - - - 13 - 5 - PercentageWaivedEnhancedUnits - - 5 - Percentage waived -= enhanced units (for CIV buy orders) - - - 13 - 6 - PointsPerBondOrContract - - 6 - Points per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds) - - - 18 - 0 - StayOnOfferSide - - 1 - Stay on offer side - - - 18 - 1 - NotHeld - - 2 - Not held - - - 18 - 2 - Work - - 3 - Work - - - 18 - 3 - GoAlong - - 4 - Go along - - - 18 - 4 - OverTheDay - - 5 - Over the day - - - 18 - 5 - Held - - 6 - Held - - - 18 - 6 - ParticipateDoNotInitiate - - 7 - Participate don't initiate - - - 18 - 7 - StrictScale - - 8 - Strict scale - - - 18 - 8 - TryToScale - - 9 - Try to scale - - - 18 - 9 - StayOnBidSide - - 10 - Stay on bid side - - - 18 - A - NoCross - - 11 - No cross (cross is forbidden) - - - 18 - B - OKToCross - - 12 - OK to cross - - - 18 - C - CallFirst - - 13 - Call first - - - 18 - D - PercentOfVolume - - 14 - Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) - - - 18 - E - DoNotIncrease - - 15 - Do not increase - DNI - - - 18 - F - DoNotReduce - - 16 - Do not reduce - DNR - - - 18 - G - AllOrNone - - 17 - All or none - AON - - - 18 - H - ReinstateOnSystemFailure - - 18 - Reinstate on system failure (mutually exclusive with Q and l) - - - 18 - I - InstitutionsOnly - - 19 - Institutions only - - - 18 - J - ReinstateOnTradingHalt - - 20 - Reinstate on Trading Halt (mutually exclusive with K and m) - - - 18 - K - CancelOnTradingHalt - - 21 - Cancel on Trading Halt (mutually exclusive with J and m) - - - 18 - L - LastPeg - - 22 - Last peg (last sale) - - - 18 - M - MidPricePeg - - 23 - Mid-price peg (midprice of inside quote) - - - 18 - N - NonNegotiable - - 24 - Non-negotiable - - - 18 - O - OpeningPeg - - 25 - Opening peg - - - 18 - P - MarketPeg - - 26 - Market peg - - - 18 - Q - CancelOnSystemFailure - - 27 - Cancel on system failure (mutually exclusive with H and l) - - - 18 - R - PrimaryPeg - - 28 - Primary peg (primary market - buy at bid/sell at offer) - - - 18 - S - Suspend - - 29 - Suspend - - - 18 - T - FixedPegToLocalBestBidOrOfferAtTimeOfOrder - - 30 - Fixed Peg to Local best bid or offer at time of order - - - 18 - U - CustomerDisplayInstruction - - 31 - Customer Display Instruction (Rule 11Ac1-1/4) - - - 18 - V - Netting - - 32 - Netting (for Forex) - - - 18 - W - PegToVWAP - - 33 - Peg to VWAP - - - 18 - X - TradeAlong - - 34 - Trade Along - - - 18 - Y - TryToStop - - 35 - Try To Stop - - - 18 - Z - CancelIfNotBest - - 36 - Cancel if not best - - - 18 - a - TrailingStopPeg - - 37 - Trailing Stop Peg - - - 18 - b - StrictLimit - - 38 - Strict Limit (No price improvement) - - - 18 - c - IgnorePriceValidityChecks - - 39 - Ignore Price Validity Checks - - - 18 - d - PegToLimitPrice - - 40 - Peg to Limit Price - - - 18 - e - WorkToTargetStrategy - - 41 - Work to Target Strategy - - - 18 - f - IntermarketSweep - - 42 - Intermarket Sweep - - - 18 - g - ExternalRoutingAllowed - - 43 - External Routing Allowed - - - 18 - h - ExternalRoutingNotAllowed - - 44 - External Routing Not Allowed - - - 18 - i - ImbalanceOnly - - 45 - Imbalance Only - - - 18 - j - SingleExecutionRequestedForBlockTrade - - 46 - Single execution requested for block trade - - - 18 - k - BestExecution - - 47 - Best Execution - - - 18 - l - SuspendOnSystemFailure - - 48 - Suspend on system failure (mutually exclusive with H and Q) - - - 18 - m - SuspendOnTradingHalt - - 49 - Suspend on Trading Halt (mutually exclusive with J and K) - - - 18 - n - ReinstateOnConnectionLoss - - 50 - Reinstate on connection loss (mutually exclusive with o and p) - - - 18 - o - CancelOnConnectionLoss - - 51 - Cancel on connection loss (mutually exclusive with n and p) - - - 18 - p - SuspendOnConnectionLoss - - 52 - Suspend on connection loss (mutually exclusive with n and o) - - - 18 - q - ReleaseFromSuspension - - 53 - Release from suspension (mutually exclusive with S) - - - 18 - r - ExecuteAsDeltaNeutral - - 54 - Execute as delta neutral using volatility provided - - - 18 - s - ExecuteAsDurationNeutral - - 55 - Execute as duration neutral - - - 18 - t - ExecuteAsFXNeutral - - 56 - Execute as FX neutral - - - 20 - 0 - New - - 1 - New - - - 20 - 1 - Cancel - - 2 - Cancel - - - 20 - 2 - Correct - - 3 - Correct - - - 20 - 3 - Status - - 4 - Status - - - 21 - 1 - AutomatedExecutionNoIntervention - - 1 - Automated execution order, private, no Broker intervention - - - 21 - 2 - AutomatedExecutionInterventionOK - - 2 - Automated execution order, public, Broker intervention OK - - - 21 - 3 - ManualOrder - - 3 - Manual order, best execution - - - 22 - 1 - CUSIP - - 1 - CUSIP - - - 22 - 2 - SEDOL - - 2 - SEDOL - - - 22 - 3 - QUIK - - 3 - QUIK - - - 22 - 4 - ISINNumber - - 4 - ISIN number - - - 22 - 5 - RICCode - - 5 - RIC code - - - 22 - 6 - ISOCurrencyCode - - 6 - ISO Currency Code - - - 22 - 7 - ISOCountryCode - - 7 - ISO Country Code - - - 22 - 8 - ExchangeSymbol - - 8 - Exchange Symbol - - - 22 - 9 - ConsolidatedTapeAssociation - - 9 - Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) - - - 22 - A - BloombergSymbol - - 10 - Bloomberg Symbol - - - 22 - B - Wertpapier - - 11 - Wertpapier - - - 22 - C - Dutch - - 12 - Dutch - - - 22 - D - Valoren - - 13 - Valoren - - - 22 - E - Sicovam - - 14 - Sicovam - - - 22 - F - Belgian - - 15 - Belgian - - - 22 - G - Common - - 16 - "Common" (Clearstream and Euroclear) - - - 22 - H - ClearingHouse - - 17 - Clearing House / Clearing Organization - - - 22 - I - ISDAFpMLSpecification - - 18 - ISDA/FpML Product Specification (XML in EncodedSecurityDesc) - - - 22 - J - OptionPriceReportingAuthority - - 19 - Option Price Reporting Authority - - - 22 - K - ISDAFpMLURL - - 20 - ISDA/FpML Product URL (URL in SecurityID) - - - 22 - L - LetterOfCredit - - 21 - Letter of Credit - - - 22 - M - MarketplaceAssignedIdentifier - - 22 - Marketplace-assigned Identifier - - - 25 - H - High - - 1 - High - - - 25 - L - Low - - 2 - Low - - - 25 - M - Medium - - 3 - Medium - - - 27 - S - Small - - 2 - Small - - - 27 - M - Medium - - 3 - Medium - - - 27 - L - Large - - 4 - Large - - - 27 - U - UndisclosedQuantity - - 5 - Undisclosed Quantity - - - 28 - N - New - - 1 - New - - - 28 - C - Cancel - - 2 - Cancel - - - 28 - R - Replace - - 3 - Replace - - - 29 - 1 - Agent - - 1 - Agent - - - 29 - 2 - CrossAsAgent - - 2 - Cross as agent - - - 29 - 3 - CrossAsPrincipal - - 3 - Cross as principal - - - 29 - 4 - Principal - - 4 - Principal - - - 39 - 0 - New - - 1 - New - - - 39 - 1 - PartiallyFilled - - 2 - Partially filled - - - 39 - 2 - Filled - - 3 - Filled - - - 39 - 3 - DoneForDay - - 4 - Done for day - - - 39 - 4 - Canceled - - 5 - Canceled - - - 39 - 5 - Replaced - - 6 - Replaced (No longer used) - - - 39 - 6 - PendingCancel - - 7 - Pending Cancel (i.e. result of Order Cancel Request) - - - 39 - 7 - Stopped - - 8 - Stopped - - - 39 - 8 - Rejected - - 9 - Rejected - - - 39 - 9 - Suspended - - 10 - Suspended - - - 39 - A - PendingNew - - 11 - Pending New - - - 39 - B - Calculated - - 12 - Calculated - - - 39 - C - Expired - - 13 - Expired - - - 39 - D - AcceptedForBidding - - 14 - Accepted for Bidding - - - 39 - E - PendingReplace - - 15 - Pending Replace (i.e. result of Order Cancel/Replace Request) - - - 40 - 1 - Market - - 1 - Market - - - 40 - 2 - Limit - - 2 - Limit - - - 40 - 3 - Stop - - 3 - Stop / Stop Loss - - - 40 - 4 - StopLimit - - 4 - Stop Limit - - - 40 - 5 - MarketOnClose - - 5 - Market On Close (No longer used) - - - 40 - 6 - WithOrWithout - - 6 - With Or Without - - - 40 - 7 - LimitOrBetter - - 7 - Limit Or Better - - - 40 - 8 - LimitWithOrWithout - - 8 - Limit With Or Without - - - 40 - 9 - OnBasis - - 9 - On Basis - - - 40 - A - OnClose - - 10 - On Close (No longer used) - - - 40 - B - LimitOnClose - - 11 - Limit On Close (No longer used) - - - 40 - C - ForexMarket - - 12 - Forex Market (No longer used) - - - 40 - D - PreviouslyQuoted - - 13 - Previously Quoted - - - 40 - E - PreviouslyIndicated - - 14 - Previously Indicated - - - 40 - F - ForexLimit - - 15 - Forex Limit (No longer used) - - - 40 - G - ForexSwap - - 16 - Forex Swap - - - 40 - H - ForexPreviouslyQuoted - - 17 - Forex Previously Quoted (No longer used) - - - 40 - I - Funari - - 18 - Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) - - - 40 - J - MarketIfTouched - - 19 - Market If Touched (MIT) - - - 40 - K - MarketWithLeftOverAsLimit - - 20 - Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) - - - 40 - L - PreviousFundValuationPoint - - 21 - Previous Fund Valuation Point (Historic pricing; for CIV) - - - 40 - M - NextFundValuationPoint - - 22 - Next Fund Valuation Point (Forward pricing; for CIV) - - - 40 - P - Pegged - - 23 - Pegged - - - 40 - Q - CounterOrderSelection - - 24 - Counter-order selection - - - 43 - N - OriginalTransmission - - 1 - Original transmission - - - 43 - Y - PossibleDuplicate - - 2 - Possible duplicate - - - 47 - A - AgencySingleOrder - - 1 - Agency single order - - - 47 - B - ShortExemptTransactionAType - - 2 - Short exempt transaction (refer to A type) - - - 47 - C - ProprietaryNonAlgo - - 3 - Proprietary, Non-Algorithmic Program Trade (non-index arbitrage) - - - 47 - D - ProgramOrderMember - - 4 - Program order, index arb, for Member firm/org - - - 47 - E - ShortExemptTransactionForPrincipal - - 5 - Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as "Registered Equity Market Maker trades") - - - 47 - F - ShortExemptTransactionWType - - 6 - Short exempt transaction (refer to W type) - - - 47 - H - ShortExemptTransactionIType - - 7 - Short exempt transaction (refer to I type) - - - 47 - I - IndividualInvestor - - 8 - Individual Investor, single order - - - 47 - J - ProprietaryAlgo - - 9 - Proprietary, Algorithmic Program Trading (non-index arbitrage) - - - 47 - K - AgencyAlgo - - 10 - Agency, Algorithmic Program Trading (non-index arbitrage) - - - 47 - L - ShortExemptTransactionMemberAffliated - - 11 - Short exempt transaction for member competing market-maker affliated with the firm clearing the trade (refer to P and O types) - - - 47 - M - ProgramOrderOtherMember - - 12 - Program Order, index arb, for other member - - - 47 - N - AgentForOtherMember - - 13 - Agent for other Member, Non-Algorithmic Program Trade (non-index arbitrage) - - - 47 - O - ProprietaryTransactionAffiliated - - 14 - Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as "Competing dealer trades") - - - 47 - P - Principal - - 15 - Principal - - - 47 - R - TransactionNonMember - - 16 - Transactions for the account of a non-member compting market-maker (was incorrectly identified in the FIX spec as "Competing dealer trades") - - - 47 - S - SpecialistTrades - - 17 - Specialist trades - - - 47 - T - TransactionUnaffiliatedMember - - 18 - Transactions for the account of an unaffiliated member's competing market-maker (was incorrectly identified in the FIX spec as "Competing dealer trades") - - - 47 - U - AgencyIndexArb - - 19 - Agency, Index Arbitrage (includes Individual, Index Arbitrage trades) - - - 47 - W - AllOtherOrdersAsAgentForOtherMember - - 20 - All other orders as agent for other member - - - 47 - X - ShortExemptTransactionMemberNotAffliated - - 21 - Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) - - - 47 - Y - AgencyNonAlgo - - 22 - Agency, Non-Algorithmic Program Trade (non-index arbitrage) - - - 47 - Z - ShortExemptTransactionNonMember - - 23 - Short exempt transaction for non-member competing market-maker (refer to A and R types) - - - 54 - 1 - Buy - - 1 - Buy - - - 54 - 2 - Sell - - 2 - Sell - - - 54 - 3 - BuyMinus - - 3 - Buy minus - - - 54 - 4 - SellPlus - - 4 - Sell plus - - - 54 - 5 - SellShort - - 5 - Sell short - - - 54 - 6 - SellShortExempt - - 6 - Sell short exempt - - - 54 - 7 - Undisclosed - - 7 - Undisclosed (valid for IOI and List Order messages only) - - - 54 - 8 - Cross - - 8 - Cross (orders where counterparty is an exchange, valid for all messages except IOIs) - - - 54 - 9 - CrossShort - - 9 - Cross short - - - 54 - A - CrossShortExempt - - 10 - Cross short exempt - - - 54 - B - AsDefined - - 11 - "As Defined" (for use with multileg instruments) - - - 54 - C - Opposite - - 12 - "Opposite" (for use with multileg instruments) - - - 54 - D - Subscribe - - 13 - Subscribe (e.g. CIV) - - - 54 - E - Redeem - - 14 - Redeem (e.g. CIV) - - - 54 - F - Lend - - 15 - Lend (FINANCING - identifies direction of collateral) - - - 54 - G - Borrow - - 16 - Borrow (FINANCING - identifies direction of collateral) - - - 59 - 0 - Day - - 1 - Day (or session) - - - 59 - 1 - GoodTillCancel - - 2 - Good Till Cancel (GTC) - - - 59 - 2 - AtTheOpening - - 3 - At the Opening (OPG) - - - 59 - 3 - ImmediateOrCancel - - 4 - Immediate Or Cancel (IOC) - - - 59 - 4 - FillOrKill - - 5 - Fill Or Kill (FOK) - - - 59 - 5 - GoodTillCrossing - - 6 - Good Till Crossing (GTX) - - - 59 - 6 - GoodTillDate - - 7 - Good Till Date (GTD) - - - 59 - 7 - AtTheClose - - 8 - At the Close - - - 59 - 8 - GoodThroughCrossing - - 9 - Good Through Crossing - - - 59 - 9 - AtCrossing - - 10 - At Crossing - - - 61 - 0 - Normal - - 1 - Normal - - - 61 - 1 - Flash - - 2 - Flash - - - 61 - 2 - Background - - 3 - Background - - - 63 - 0 - Regular - - 1 - Regular / FX Spot settlement (T+1 or T+2 depending on currency) - - - 63 - 1 - Cash - - 2 - Cash (TOD / T+0) - - - 63 - 2 - NextDay - - 3 - Next Day (TOM / T+1) - - - 63 - 3 - TPlus2 - - 4 - T+2 - - - 63 - 4 - TPlus3 - - 5 - T+3 - - - 63 - 5 - TPlus4 - - 6 - T+4 - - - 63 - 6 - Future - - 7 - Future - - - 63 - 7 - WhenAndIfIssued - - 8 - When And If Issued - - - 63 - 8 - SellersOption - - 9 - Sellers Option - - - 63 - 9 - TPlus5 - - 10 - T+5 - - - 63 - B - BrokenDate - - 12 - Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified - - - 63 - C - FXSpotNextSettlement - - 99 - FX Spot Next settlement (Spot+1, aka next day) - - - 65 - CD - EUCPWithLumpSumInterest - For Fixed Income - 1 - EUCP with lump-sum interest rather than discount price - - - 65 - WI - WhenIssued - For Fixed Income - 2 - "When Issued" for a security to be reissued under an old CUSIP or ISIN - - - 71 - 0 - New - - 1 - New - - - 71 - 1 - Replace - - 2 - Replace - - - 71 - 2 - Cancel - - 3 - Cancel - - - 71 - 3 - Preliminary - - 4 - Preliminary (without MiscFees and NetMoney) (Removed/Replaced) - - - 71 - 4 - Calculated - - 5 - Calculated (includes MiscFees and NetMoney) (Removed/Replaced) - - - 71 - 5 - CalculatedWithoutPreliminary - - 6 - Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) - - - 71 - 6 - Reversal - - 7 - Reversal - - - 77 - C - Close - - 1 - Close - - - 77 - F - FIFO - - 2 - FIFO - - - 77 - O - Open - - 3 - Open - - - 77 - R - Rolled - - 4 - Rolled - - - 77 - N - CloseButNotifyOnOpen - - 5 - Close but notify on open - - - 77 - D - Default - - 6 - Default - - - 81 - 0 - Regular - - 1 - Regular - - - 81 - 1 - SoftDollar - - 2 - Soft Dollar - - - 81 - 2 - StepIn - - 3 - Step-In - - - 81 - 3 - StepOut - - 4 - Step-Out - - - 81 - 4 - SoftDollarStepIn - - 5 - Soft-dollar Step-In - - - 81 - 5 - SoftDollarStepOut - - 6 - Soft-dollar Step-Out - - - 81 - 6 - PlanSponsor - - 7 - Plan Sponsor - - - 87 - 0 - Accepted - - 1 - accepted (successfully processed) - - - 87 - 1 - BlockLevelReject - - 2 - block level reject - - - 87 - 2 - AccountLevelReject - - 3 - account level reject - - - 87 - 3 - Received - - 4 - received (received, not yet processed) - - - 87 - 4 - Incomplete - - 5 - incomplete - - - 87 - 5 - RejectedByIntermediary - - 6 - rejected by intermediary - - - 87 - 6 - AllocationPending - - 7 - allocation pending - - - 87 - 7 - Reversed - - 8 - reversed - - - 88 - 0 - UnknownAccount - - 1 - Unknown account(s) - - - 88 - 1 - IncorrectQuantity - - 2 - Incorrect quantity - - - 88 - 2 - IncorrectAveragegPrice - - 3 - Incorrect averageg price - - - 88 - 3 - UnknownExecutingBrokerMnemonic - - 4 - Unknown executing broker mnemonic - - - 88 - 4 - CommissionDifference - - 5 - Commission difference - - - 88 - 5 - UnknownOrderID - - 6 - Unknown OrderID (37) - - - 88 - 6 - UnknownListID - - 7 - Unknown ListID (66) - - - 88 - 7 - OtherSeeText - - 8 - Other (further in Text (58)) - - - 88 - 8 - IncorrectAllocatedQuantity - - 9 - Incorrect allocated quantity - - - 88 - 9 - CalculationDifference - - 10 - Calculation difference - - - 88 - 10 - UnknownOrStaleExecID - - 11 - Unknown or stale ExecID - - - 88 - 11 - MismatchedData - - 12 - Mismatched data - - - 88 - 12 - UnknownClOrdID - - 13 - Unknown ClOrdID - - - 88 - 13 - WarehouseRequestRejected - - 14 - Warehouse request rejected - - - 94 - 0 - New - - 1 - New - - - 94 - 1 - Reply - - 2 - Reply - - - 94 - 2 - AdminReply - - 3 - Admin Reply - - - 97 - N - OriginalTransmission - - 1 - Original Transmission - - - 97 - Y - PossibleResend - - 2 - Possible Resend - - - 98 - 0 - None - - 1 - None / Other - - - 98 - 1 - PKCS - - 2 - PKCS (Proprietary) - - - 98 - 2 - DES - - 3 - DES (ECB Mode) - - - 98 - 3 - PKCSDES - - 4 - PKCS / DES (Proprietary) - - - 98 - 4 - PGPDES - - 5 - PGP / DES (Defunct) - - - 98 - 5 - PGPDESMD5 - - 6 - PGP / DES-MD5 (See app note on FIX web site) - - - 98 - 6 - PEM - - 7 - PEM / DES-MD5 (see app note on FIX web site) - - - 102 - 0 - TooLateToCancel - - 1 - Too late to cancel - - - 102 - 1 - UnknownOrder - - 2 - Unknown order - - - 102 - 2 - BrokerCredit - - 3 - Broker / Exchange Option - - - 102 - 3 - OrderAlreadyInPendingStatus - - 4 - Order already in Pending Cancel or Pending Replace status - - - 102 - 4 - UnableToProcessOrderMassCancelRequest - - 5 - Unable to process Order Mass Cancel Request - - - 102 - 5 - OrigOrdModTime - - 6 - OrigOrdModTime (586) did not match last TransactTime (60) of order - - - 102 - 6 - DuplicateClOrdID - - 7 - Duplicate ClOrdID (11) received - - - 102 - 7 - PriceExceedsCurrentPrice - - 8 - Price exceeds current price - - - 102 - 8 - PriceExceedsCurrentPriceBand - - 9 - Price exceeds current price band - - - 102 - 18 - InvalidPriceIncrement - - 18 - Invalid price increment - - - 102 - 99 - Other - - 99 - Other - - - 103 - 0 - BrokerCredit - - 0 - Broker / Exchange option - - - 103 - 1 - UnknownSymbol - - 1 - Unknown symbol - - - 103 - 2 - ExchangeClosed - - 2 - Exchange closed - - - 103 - 3 - OrderExceedsLimit - - 3 - Order exceeds limit - - - 103 - 4 - TooLateToEnter - - 4 - Too late to enter - - - 103 - 5 - UnknownOrder - - 5 - Unknown order - - - 103 - 6 - DuplicateOrder - - 6 - Duplicate Order (e.g. dupe ClOrdID) - - - 103 - 7 - DuplicateOfAVerballyCommunicatedOrder - - 7 - Duplicate of a verbally communicated order - - - 103 - 8 - StaleOrder - - 8 - Stale order - - - 103 - 9 - TradeAlongRequired - - 9 - Trade along required - - - 103 - 10 - InvalidInvestorID - - 10 - Invalid Investor ID - - - 103 - 11 - UnsupportedOrderCharacteristic - - 11 - Unsupported order characteristic - - - 103 - 12 - SurveillenceOption - - 12 - Surveillence Option - - - 103 - 13 - IncorrectQuantity - - 13 - Incorrect quantity - - - 103 - 14 - IncorrectAllocatedQuantity - - 14 - Incorrect allocated quantity - - - 103 - 15 - UnknownAccount - - 15 - Unknown account(s) - - - 103 - 16 - PriceExceedsCurrentPriceBand - - 16 - Price exceeds current price band - - - 103 - 18 - InvalidPriceIncrement - - 18 - Invalid price increment - - - 103 - 99 - Other - - 99 - Other - - - 104 - A - AllOrNone - - 1 - All or None (AON) - - - 104 - B - MarketOnClose - - 2 - Market On Close (MOC) (held to close) - - - 104 - C - AtTheClose - - 3 - At the close (around/not held to close) - - - 104 - D - VWAP - - 4 - VWAP (Volume Weighted Average Price) - - - 104 - I - InTouchWith - - 5 - In touch with - - - 104 - L - Limit - - 6 - Limit - - - 104 - M - MoreBehind - - 7 - More Behind - - - 104 - O - AtTheOpen - - 8 - At the Open - - - 104 - P - TakingAPosition - - 9 - Taking a Position - - - 104 - Q - AtTheMarket - - 10 - At the Market (previously called Current Quote) - - - 104 - R - ReadyToTrade - - 11 - Ready to Trade - - - 104 - S - PortfolioShown - - 12 - Portfolio Shown - - - 104 - T - ThroughTheDay - - 13 - Through the Day - - - 104 - V - Versus - - 14 - Versus - - - 104 - W - Indication - - 15 - Indication - Working Away - - - 104 - X - CrossingOpportunity - - 16 - Crossing Opportunity - - - 104 - Y - AtTheMidpoint - - 17 - At the Midpoint - - - 104 - Z - PreOpen - - 18 - Pre-open - - - 113 - N - SenderReports - - 1 - Indicates the party sending message will report trade - - - 113 - Y - ReceiverReports - - 2 - Indicates the party receiving message must report trade - - - 114 - N - No - - 1 - Indicates the broker is not required to locate - - - 114 - Y - Yes - - 2 - Indicates the broker is responsible for locating the stock - - - 121 - N - DoNotExecuteForexAfterSecurityTrade - - 1 - Do Not Execute Forex After Security Trade - - - 121 - Y - ExecuteForexAfterSecurityTrade - - 2 - Execute Forex After Security Trade - - - 123 - N - SequenceReset - - 1 - Sequence Reset, Ignore Msg Seq Num (N/A For FIXML - Not Used) - - - 123 - Y - GapFillMessage - - 2 - Gap Fill Message, Msg Seq Num Field Valid - - - 127 - A - UnknownSymbol - - 1 - Unknown Symbol - - - 127 - B - WrongSide - - 2 - Wrong Side - - - 127 - C - QuantityExceedsOrder - - 3 - Quantity Exceeds Order - - - 127 - D - NoMatchingOrder - - 4 - No Matching Order - - - 127 - E - PriceExceedsLimit - - 5 - Price Exceeds Limit - - - 127 - F - CalculationDifference - - 6 - Calculation Difference - - - 127 - Z - Other - - 7 - Other - - - 130 - N - NotNatural - - 1 - Not Natural - - - 130 - Y - Natural - - 2 - Natural - - - 139 - 1 - Regulatory - - 0 - Regulatory (e.g. SEC) - - - 139 - 2 - Tax - - 1 - Tax - - - 139 - 3 - LocalCommission - - 2 - Local Commission - - - 139 - 4 - ExchangeFees - - 3 - Exchange Fees - - - 139 - 5 - Stamp - - 4 - Stamp - - - 139 - 6 - Levy - - 5 - Levy - - - 139 - 7 - Other - - 6 - Other - - - 139 - 8 - Markup - - 7 - Markup - - - 139 - 9 - ConsumptionTax - - 8 - Consumption Tax - - - 139 - 10 - PerTransaction - - 9 - Per transaction - - - 139 - 11 - Conversion - - 10 - Conversion - - - 139 - 12 - Agent - - 11 - Agent - - - 139 - 13 - TransferFee - - 15 - Transfer Fee - - - 139 - 14 - SecurityLending - - 16 - Security Lending - - - 141 - N - No - - 1 - No - - - 141 - Y - Yes - - 2 - Yes, reset sequence numbers - - - 150 - 0 - New - - 1 - New - - - 150 - 3 - DoneForDay - - 2 - Done for day - - - 150 - 4 - Canceled - - 3 - Canceled - - - 150 - 5 - Replaced - - 4 - Replaced - - - 150 - 6 - PendingCancel - - 5 - Pending Cancel (e.g. result of Order Cancel Request) - - - 150 - 7 - Stopped - - 6 - Stopped - - - 150 - 8 - Rejected - - 7 - Rejected - - - 150 - 9 - Suspended - - 8 - Suspended - - - 150 - A - PendingNew - - 9 - Pending New - - - 150 - B - Calculated - - 10 - Calculated - - - 150 - C - Expired - - 11 - Expired - - - 150 - D - Restated - - 12 - Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) - - - 150 - E - PendingReplace - - 13 - Pending Replace (e.g. result of Order Cancel/Replace Request) - - - 150 - F - Trade - - 14 - Trade (partial fill or fill) - - - 150 - G - TradeCorrect - - 15 - Trade Correct - - - 150 - H - TradeCancel - - 16 - Trade Cancel - - - 150 - I - OrderStatus - - 17 - Order Status - - - 150 - J - TradeInAClearingHold - - 18 - Trade in a Clearing Hold - - - 150 - K - TradeHasBeenReleasedToClearing - - 19 - Trade has been released to Clearing - - - 150 - L - TriggeredOrActivatedBySystem - - 20 - Triggered or Activated by System - - - 156 - M - Multiply - - 1 - Multiply - - - 156 - D - Divide - - 2 - Divide - - - 160 - 0 - Default - - 1 - Default (Replaced) - - - 160 - 1 - StandingInstructionsProvided - - 2 - Standing Instructions Provided - - - 160 - 2 - SpecificAllocationAccountOverriding - - 3 - Specific Allocation Account Overriding (Replaced) - - - 160 - 3 - SpecificAllocationAccountStanding - - 4 - Specific Allocation Account Standing (Replaced) - - - 160 - 4 - SpecificOrderForASingleAccount - - 5 - Specific Order for a single account (for CIV) - - - 160 - 5 - RequestReject - - 6 - Request reject - - - 163 - N - New - - 1 - New - - - 163 - C - Cancel - - 2 - Cancel - - - 163 - R - Replace - - 3 - Replace - - - 163 - T - Restate - - 4 - Restate - - - 165 - 1 - BrokerCredit - - 1 - Broker's Instructions - - - 165 - 2 - Institution - - 2 - Institution's Instructions - - - 165 - 3 - Investor - - 3 - Investor (e.g. CIV use) - - - 166 - CED - CEDEL - - 1 - CEDEL - - - 166 - DTC - DepositoryTrustCompany - - 2 - Depository Trust Company - - - 166 - EUR - EuroClear - - 3 - Euro clear - - - 166 - FED - FederalBookEntry - - 4 - Federal Book Entry - - - 166 - ISO_Country_Code - LocalMarketSettleLocation - - 5 - Local Market Settle Location - - - 166 - PNY - Physical - - 6 - Physical - - - 166 - PTC - ParticipantTrustCompany - - 7 - Participant Trust Company - - - 167 - UST - USTreasuryNoteOld - - 3 - US Treasury Note (Deprecated Value Use TNOTE) - - - 167 - USTB - USTreasuryBillOld - - 4 - US Treasury Bill (Deprecated Value Use TBILL) - - - 167 - EUSUPRA - EuroSupranationalCoupons - Agency - 0 - Euro Supranational Coupons * - - - 167 - FAC - FederalAgencyCoupon - Agency - 1 - Federal Agency Coupon - - - 167 - FADN - FederalAgencyDiscountNote - Agency - 2 - Federal Agency Discount Note - - - 167 - PEF - PrivateExportFunding - Agency - 3 - Private Export Funding * - - - 167 - SUPRA - USDSupranationalCoupons - Agency - 4 - USD Supranational Coupons * - - - 167 - CORP - CorporateBond - Corporate - 0 - Corporate Bond - - - 167 - CPP - CorporatePrivatePlacement - Corporate - 1 - Corporate Private Placement - - - 167 - CB - ConvertibleBond - Corporate - 2 - Convertible Bond - - - 167 - DUAL - DualCurrency - Corporate - 3 - Dual Currency - - - 167 - EUCORP - EuroCorporateBond - Corporate - 4 - Euro Corporate Bond - - - 167 - EUFRN - EuroCorporateFloatingRateNotes - Corporate - 5 - Euro Corporate Floating Rate Notes - - - 167 - FRN - USCorporateFloatingRateNotes - Corporate - 6 - US Corporate Floating Rate Notes - - - 167 - XLINKD - IndexedLinked - Corporate - 7 - Indexed Linked - - - 167 - STRUCT - StructuredNotes - Corporate - 8 - Structured Notes - - - 167 - YANK - YankeeCorporateBond - Corporate - 9 - Yankee Corporate Bond - - - 167 - FOR - ForeignExchangeContract - Currency - 0 - Foreign Exchange Contract - - - 167 - CDS - CreditDefaultSwap - Derivatives - 0 - Credit Default Swap - - - 167 - FUT - Future - Derivatives - 1 - Future - - - 167 - OPT - Option - Derivatives - 2 - Option - - - 167 - OOF - OptionsOnFutures - Derivatives - 3 - Options on Futures - - - 167 - OOP - OptionsOnPhysical - Derivatives - 4 - Options on Physical - use not recommended - - - 167 - IRS - InterestRateSwap - Derivatives - 5 - Interest Rate Swap - - - 167 - OOC - OptionsOnCombo - Derivatives - 6 - Options on Combo - - - 167 - CS - CommonStock - Equity - 0 - Common Stock - - - 167 - PS - PreferredStock - Equity - 1 - Preferred Stock - - - 167 - REPO - Repurchase - Financing - 0 - Repurchase - - - 167 - FORWARD - Forward - Financing - 1 - Forward - - - 167 - BUYSELL - BuySellback - Financing - 2 - Buy Sellback - - - 167 - SECLOAN - SecuritiesLoan - Financing - 3 - Securities Loan - - - 167 - SECPLEDGE - SecuritiesPledge - Financing - 4 - Securities Pledge - - - 167 - BRADY - BradyBond - Government - 0 - Brady Bond - - - 167 - CAN - CanadianTreasuryNotes - Government - 1 - Canadian Treasury Notes - - - 167 - CTB - CanadianTreasuryBills - Government - 2 - Canadian Treasury Bills - - - 167 - EUSOV - EuroSovereigns - Government - 3 - Euro Sovereigns * - - - 167 - PROV - CanadianProvincialBonds - Government - 4 - Canadian Provincial Bonds - - - 167 - TB - TreasuryBill - Government - 5 - Treasury Bill - non US - - - 167 - TBOND - USTreasuryBond - Government - 6 - US Treasury Bond - - - 167 - TINT - InterestStripFromAnyBondOrNote - Government - 7 - Interest Strip From Any Bond Or Note - - - 167 - TBILL - USTreasuryBill - Government - 8 - US Treasury Bill - - - 167 - TIPS - TreasuryInflationProtectedSecurities - Government - 8 - Treasury Inflation Protected Securities - - - 167 - TCAL - PrincipalStripOfACallableBondOrNote - Government - 9 - Principal Strip Of A Callable Bond Or Note - - - 167 - TPRN - PrincipalStripFromANonCallableBondOrNote - Government - 10 - Principal Strip From A Non-Callable Bond Or Note - - - 167 - TNOTE - USTreasuryNote - Government - 11 - US Treasury Note - - - 167 - TERM - TermLoan - Loan - 0 - Term Loan - - - 167 - RVLV - RevolverLoan - Loan - 1 - Revolver Loan - - - 167 - RVLVTRM - Revolver - Loan - 2 - Revolver/Term Loan - - - 167 - BRIDGE - BridgeLoan - Loan - 3 - Bridge Loan - - - 167 - LOFC - LetterOfCredit - Loan - 4 - Letter Of Credit - - - 167 - SWING - SwingLineFacility - Loan - 5 - Swing Line Facility - - - 167 - DINP - DebtorInPossession - Loan - 6 - Debtor In Possession - - - 167 - DEFLTED - Defaulted - Loan - 7 - Defaulted - - - 167 - WITHDRN - Withdrawn - Loan - 8 - Withdrawn - - - 167 - REPLACD - Replaced - Loan - 9 - Replaced - - - 167 - MATURED - Matured - Loan - 10 - Matured - - - 167 - AMENDED - Amended - Loan - 11 - Amended & Restated - - - 167 - RETIRED - Retired - Loan - 12 - Retired - - - 167 - BA - BankersAcceptance - Money Market - 0 - Bankers Acceptance - - - 167 - BDN - BankDepositoryNote - Money Market - 1 - Bank Depository Note - - - 167 - BN - BankNotes - Money Market - 2 - Bank Notes - - - 167 - BOX - BillOfExchanges - Money Market - 3 - Bill Of Exchanges - - - 167 - CAMM - CanadianMoneyMarkets - Money Market - 4 - Canadian Money Markets - - - 167 - CD - CertificateOfDeposit - Money Market - 5 - Certificate Of Deposit - - - 167 - CL - CallLoans - Money Market - 6 - Call Loans - - - 167 - CP - CommercialPaper - Money Market - 7 - Commercial Paper - - - 167 - DN - DepositNotes - Money Market - 8 - Deposit Notes - - - 167 - EUCD - EuroCertificateOfDeposit - Money Market - 9 - Euro Certificate Of Deposit - - - 167 - EUCP - EuroCommercialPaper - Money Market - 10 - Euro Commercial Paper - - - 167 - LQN - LiquidityNote - Money Market - 11 - Liquidity Note - - - 167 - MTN - MediumTermNotes - Money Market - 12 - Medium Term Notes - - - 167 - ONITE - Overnight - Money Market - 13 - Overnight - - - 167 - PN - PromissoryNote - Money Market - 14 - Promissory Note - - - 167 - STN - ShortTermLoanNote - Money Market - 14 - Short Term Loan Note - - - 167 - PZFJ - PlazosFijos - Money Market - 15 - Plazos Fijos - - - 167 - SLQN - SecuredLiquidityNote - Money Market - 16 - Secured Liquidity Note - - - 167 - TD - TimeDeposit - Money Market - 17 - Time Deposit - - - 167 - TLQN - TermLiquidityNote - Money Market - 19 - Term Liquidity Note - - - 167 - XCN - ExtendedCommNote - Money Market - 20 - Extended Comm Note - - - 167 - YCD - YankeeCertificateOfDeposit - Money Market - 21 - Yankee Certificate Of Deposit - - - 167 - ABS - AssetBackedSecurities - Mortgage - 0 - Asset-backed Securities - - - 167 - CMB - CanadianMortgageBonds - Mortgage - 1 - Canadian Mortgage Bonds - - - 167 - CMBS - Corp - Mortgage - 2 - Corp. Mortgage-backed Securities - - - 167 - CMO - CollateralizedMortgageObligation - Mortgage - 3 - Collateralized Mortgage Obligation - - - 167 - IET - IOETTEMortgage - Mortgage - 4 - IOETTE Mortgage - - - 167 - MBS - MortgageBackedSecurities - Mortgage - 5 - Mortgage-backed Securities - - - 167 - MIO - MortgageInterestOnly - Mortgage - 6 - Mortgage Interest Only - - - 167 - MPO - MortgagePrincipalOnly - Mortgage - 7 - Mortgage Principal Only - - - 167 - MPP - MortgagePrivatePlacement - Mortgage - 8 - Mortgage Private Placement - - - 167 - MPT - MiscellaneousPassThrough - Mortgage - 9 - Miscellaneous Pass-through - - - 167 - PFAND - Pfandbriefe - Mortgage - 10 - Pfandbriefe * - - - 167 - TBA - ToBeAnnounced - Mortgage - 11 - To Be Announced - - - 167 - AN - OtherAnticipationNotes - Municipal - 0 - Other Anticipation Notes (BAN, GAN, etc.) - - - 167 - COFO - CertificateOfObligation - Municipal - 1 - Certificate Of Obligation - - - 167 - COFP - CertificateOfParticipation - Municipal - 2 - Certificate Of Participation - - - 167 - GO - GeneralObligationBonds - Municipal - 3 - General Obligation Bonds - - - 167 - MT - MandatoryTender - Municipal - 4 - Mandatory Tender - - - 167 - RAN - RevenueAnticipationNote - Municipal - 5 - Revenue Anticipation Note - - - 167 - REV - RevenueBonds - Municipal - 6 - Revenue Bonds - - - 167 - SPCLA - SpecialAssessment - Municipal - 7 - Special Assessment - - - 167 - SPCLO - SpecialObligation - Municipal - 8 - Special Obligation - - - 167 - SPCLT - SpecialTax - Municipal - 9 - Special Tax - - - 167 - TAN - TaxAnticipationNote - Municipal - 10 - Tax Anticipation Note - - - 167 - TAXA - TaxAllocation - Municipal - 11 - Tax Allocation - - - 167 - TECP - TaxExemptCommercialPaper - Municipal - 12 - Tax Exempt Commercial Paper - - - 167 - TMCP - TaxableMunicipalCP - Municipal - 13 - Taxable Municipal CP - - - 167 - TRAN - TaxRevenueAnticipationNote - Municipal - 14 - Tax Revenue Anticipation Note - - - 167 - VRDN - VariableRateDemandNote - Municipal - 15 - Variable Rate Demand Note - - - 167 - WAR - Warrant - Municipal - 16 - Warrant - - - 167 - MF - MutualFund - Other - 0 - Mutual Fund - - - 167 - MLEG - MultilegInstrument - Other - 1 - Multileg Instrument - - - 167 - NONE - NoSecurityType - Other - 2 - No Security Type - - - 167 - ? - Wildcard - Other - 5 - Wildcard entry for use on Security Definition Request - - - 167 - CASH - Cash - Other - 6 - Cash - - - 169 - 0 - Other - - 1 - Other - - - 169 - 1 - DTCSID - - 2 - DTC SID - - - 169 - 2 - ThomsonALERT - - 3 - Thomson ALERT - - - 169 - 3 - AGlobalCustodian - - 4 - A Global Custodian (StandInstDBName (70) must be provided) - - - 169 - 4 - AccountNet - - 5 - AccountNet - - - 172 - 0 - Versus - - 1 - "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment - - - 172 - 1 - Free - - 2 - "Free": Deliver (if Sell) or Receive (if Buy) Free - - - 172 - 2 - TriParty - - 3 - Tri-Party - - - 172 - 3 - HoldInCustody - - 4 - Hold In Custody - - - 197 - 0 - FXNetting - - 1 - FX Netting - - - 197 - 1 - FXSwap - - 2 - FX Swap - - - 201 - 0 - Put - - 1 - Put - - - 201 - 1 - Call - - 2 - Call - - - 203 - 0 - Covered - - 1 - Covered - - - 203 - 1 - Uncovered - - 2 - Uncovered - - - 204 - 0 - Customer - - 1 - Customer - - - 204 - 1 - Firm - - 2 - Firm - - - 208 - N - DetailsShouldNotBeCommunicated - - 1 - Details should not be communicated - - - 208 - Y - DetailsShouldBeCommunicated - - 2 - Details should be communicated - - - 209 - 1 - Match - - 1 - Match - - - 209 - 2 - Forward - - 2 - Forward - - - 209 - 3 - ForwardAndMatch - - 3 - Forward and Match - - - 216 - 1 - TargetFirm - - 1 - Target Firm - - - 216 - 2 - TargetList - - 2 - Target List - - - 216 - 3 - BlockFirm - - 3 - Block Firm - - - 216 - 4 - BlockList - - 4 - Block List - - - 219 - 1 - CURVE - - 1 - CURVE - - - 219 - 2 - FiveYR - - 2 - 5YR - - - 219 - 3 - OLD5 - - 3 - OLD5 - - - 219 - 4 - TenYR - - 4 - 10YR - - - 219 - 5 - OLD10 - - 5 - OLD10 - - - 219 - 6 - ThirtyYR - - 6 - 30YR - - - 219 - 7 - OLD30 - - 7 - OLD30 - - - 219 - 8 - ThreeMOLIBOR - - 8 - 3MOLIBOR - - - 219 - 9 - SixMOLIBOR - - 9 - 6MOLIBOR - - - 221 - EONIA - EONIA - - 1 - EONIA - - - 221 - EUREPO - EUREPO - - 2 - EUREPO - - - 221 - Euribor - Euribor - - 3 - Euribor - - - 221 - FutureSWAP - FutureSWAP - - 4 - FutureSWAP - - - 221 - LIBID - LIBID - - 5 - LIBID - - - 221 - LIBOR - LIBOR - - 6 - LIBOR (London Inter-Bank Offer) - - - 221 - MuniAAA - MuniAAA - - 7 - MuniAAA - - - 221 - OTHER - OTHER - - 8 - OTHER - - - 221 - Pfandbriefe - Pfandbriefe - - 9 - Pfandbriefe - - - 221 - SONIA - SONIA - - 10 - SONIA - - - 221 - SWAP - SWAP - - 11 - SWAP - - - 221 - Treasury - Treasury - - 12 - Treasury - - - 233 - AMT - AlternativeMinimumTax - - 1 - Alternative Minimum Tax (Y/N) - - - 233 - AUTOREINV - AutoReinvestment - - 2 - Auto Reinvestment at <rate> or better - - - 233 - BANKQUAL - BankQualified - - 3 - Bank qualified (Y/N) - - - 233 - BGNCON - BargainConditions - - 4 - Bargain conditions (see StipulationValue (234) for values) - - - 233 - COUPON - CouponRange - - 5 - Coupon range - - - 233 - CURRENCY - ISOCurrencyCode - - 6 - ISO Currency Code - - - 233 - CUSTOMDATE - CustomStart - - 7 - Custom start/end date - - - 233 - GEOG - Geographics - - 8 - Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) - - - 233 - HAIRCUT - ValuationDiscount - - 9 - Valuation Discount - - - 233 - INSURED - Insured - - 10 - Insured (Y/N) - - - 233 - ISSUE - IssueDate - - 11 - Year Or Year/Month of Issue (ex. 234=2002/09) - - - 233 - ISSUER - Issuer - - 12 - Issuer's ticker - - - 233 - ISSUESIZE - IssueSizeRange - - 13 - issue size range - - - 233 - LOOKBACK - LookbackDays - - 14 - Lookback Days - - - 233 - LOT - ExplicitLotIdentifier - - 15 - Explicit lot identifier - - - 233 - LOTVAR - LotVariance - - 16 - Lot Variance (value in percent maximum over- or under-allocation allowed) - - - 233 - MAT - MaturityYearAndMonth - - 17 - Maturity Year And Month - - - 233 - MATURITY - MaturityRange - - 18 - Maturity range - - - 233 - MAXSUBS - MaximumSubstitutions - - 19 - Maximum substitutions (Repo) - - - 233 - MINDNOM - MinimumDenomination - - 20 - Minimum denomination - - - 233 - MININCR - MinimumIncrement - - 21 - Minimum increment - - - 233 - MINQTY - MinimumQuantity - - 22 - Minimum quantity - - - 233 - PAYFREQ - PaymentFrequency - - 23 - Payment frequency, calendar - - - 233 - PIECES - NumberOfPieces - - 24 - Number Of Pieces - - - 233 - PMAX - PoolsMaximum - - 25 - Pools Maximum - - - 233 - PPL - PoolsPerLot - - 26 - Pools per Lot - - - 233 - PPM - PoolsPerMillion - - 27 - Pools per Million - - - 233 - PPT - PoolsPerTrade - - 28 - Pools per Trade - - - 233 - PRICE - PriceRange - - 29 - Price Range - - - 233 - PRICEFREQ - PricingFrequency - - 30 - Pricing frequency - - - 233 - PROD - ProductionYear - - 31 - Production Year - - - 233 - PROTECT - CallProtection - - 32 - Call protection - - - 233 - PURPOSE - Purpose - - 33 - Purpose - - - 233 - PXSOURCE - BenchmarkPriceSource - - 34 - Benchmark price source - - - 233 - RATING - RatingSourceAndRange - - 35 - Rating source and range - - - 233 - REDEMPTION - TypeOfRedemption - - 36 - Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible - - - 233 - RESTRICTED - Restricted - - 37 - Restricted (Y/N) - - - 233 - SECTOR - MarketSector - - 38 - Market Sector - - - 233 - SECTYPE - SecurityTypeIncludedOrExcluded - - 39 - Security Type included or excluded - - - 233 - STRUCT - Structure - - 40 - Structure - - - 233 - SUBSFREQ - SubstitutionsFrequency - - 41 - Substitutions frequency (Repo) - - - 233 - SUBSLEFT - SubstitutionsLeft - - 42 - Substitutions left (Repo) - - - 233 - TEXT - FreeformText - - 43 - Freeform Text - - - 233 - TRDVAR - TradeVariance - - 44 - Trade Variance (value in percent maximum over- or under-allocation allowed) - - - 233 - WAC - WeightedAverageCoupon - - 45 - Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) - - - 233 - WAL - WeightedAverageLifeCoupon - - 46 - Weighted Average Life Coupon - value in percent (exact or range) - - - 233 - WALA - WeightedAverageLoanAge - - 47 - Weighted Average Loan Age - value in months (exact or range) - - - 233 - WAM - WeightedAverageMaturity - - 48 - Weighted Average Maturity - value in months (exact or range) - - - 233 - WHOLE - WholePool - - 49 - Whole Pool (Y/N) - - - 233 - YIELD - YieldRange - - 50 - Yield Range - - - 233 - AVFICO - AverageFICOScore - Other - 51 - Average FICO Score - - - 233 - AVSIZE - AverageLoanSize - Other - 52 - Average Loan Size - - - 233 - MAXBAL - MaximumLoanBalance - Other - 53 - Maximum Loan Balance - - - 233 - POOL - PoolIdentifier - Other - 54 - Pool Identifier - - - 233 - ROLLTYPE - TypeOfRollTrade - Other - 55 - Type of Roll trade - - - 233 - REFTRADE - ReferenceToRollingOrClosingTrade - Other - 56 - reference to rolling or closing trade - - - 233 - REFPRIN - PrincipalOfRollingOrClosingTrade - Other - 57 - principal of rolling or closing trade - - - 233 - REFINT - InterestOfRollingOrClosingTrade - Other - 58 - interest of rolling or closing trade - - - 233 - AVAILQTY - AvailableOfferQuantityToBeShownToTheStreet - Other - 59 - Available offer quantity to be shown to the street - - - 233 - BROKERCREDIT - BrokerCredit - Other - 60 - Broker's sales credit - - - 233 - INTERNALPX - OfferPriceToBeShownToInternalBrokers - Other - 61 - Offer price to be shown to internal brokers - - - 233 - INTERNALQTY - OfferQuantityToBeShownToInternalBrokers - Other - 62 - Offer quantity to be shown to internal brokers - - - 233 - LEAVEQTY - TheMinimumResidualOfferQuantity - Other - 63 - The minimum residual offer quantity - - - 233 - MAXORDQTY - MaximumOrderSize - Other - 64 - Maximum order size - - - 233 - ORDRINCR - OrderQuantityIncrement - Other - 65 - Order quantity increment - - - 233 - PRIMARY - PrimaryOrSecondaryMarketIndicator - Other - 66 - Primary or Secondary market indicator - - - 233 - SALESCREDITOVR - BrokerSalesCreditOverride - Other - 67 - Broker sales credit override - - - 233 - TRADERCREDIT - TraderCredit - Other - 68 - Trader's credit - - - 233 - DISCOUNT - DiscountRate - Other - 69 - Discount Rate (when price is denominated in percent of par) - - - 233 - YTM - YieldToMaturity - Other - 71 - Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) - - - 233 - ABS - AbsolutePrepaymentSpeed - Prepayment Speeds - 1 - Absolute Prepayment Speed - - - 233 - CPP - ConstantPrepaymentPenalty - Prepayment Speeds - 2 - Constant Prepayment Penalty - - - 233 - CPR - ConstantPrepaymentRate - Prepayment Speeds - 3 - Constant Prepayment Rate - - - 233 - CPY - ConstantPrepaymentYield - Prepayment Speeds - 4 - Constant Prepayment Yield - - - 233 - HEP - FinalCPROfHomeEquityPrepaymentCurve - Prepayment Speeds - 5 - final CPR of Home Equity Prepayment Curve - - - 233 - MHP - PercentOfManufacturedHousingPrepaymentCurve - Prepayment Speeds - 6 - Percent of Manufactured Housing Prepayment Curve - - - 233 - MPR - MonthlyPrepaymentRate - Prepayment Speeds - 7 - Monthly Prepayment Rate - - - 233 - PPC - PercentOfProspectusPrepaymentCurve - Prepayment Speeds - 8 - Percent of Prospectus Prepayment Curve - - - 233 - PSA - PercentOfBMAPrepaymentCurve - Prepayment Speeds - 9 - Percent of BMA Prepayment Curve - - - 233 - SMM - SingleMonthlyMortality - Prepayment Speeds - 10 - Single Monthly Mortality - - - 235 - AFTERTAX - AfterTaxYield - - 1 - After Tax Yield (Municipals) - - - 235 - ANNUAL - AnnualYield - - 2 - Annual Yield - - - 235 - ATISSUE - YieldAtIssue - - 3 - Yield At Issue (Municipals) - - - 235 - AVGMATURITY - YieldToAverageMaturity - - 4 - Yield To Avg Maturity - - - 235 - BOOK - BookYield - - 5 - Book Yield - - - 235 - CALL - YieldToNextCall - - 6 - Yield to Next Call - - - 235 - CHANGE - YieldChangeSinceClose - - 7 - Yield Change Since Close - - - 235 - CLOSE - ClosingYield - - 8 - Closing Yield - - - 235 - COMPOUND - CompoundYield - - 9 - Compound Yield - - - 235 - CURRENT - CurrentYield - - 10 - Current Yield - - - 235 - GOVTEQUIV - GvntEquivalentYield - - 11 - Gvnt Equivalent Yield - - - 235 - GROSS - TrueGrossYield - - 12 - True Gross Yield - - - 235 - INFLATION - YieldWithInflationAssumption - - 13 - Yield with Inflation Assumption - - - 235 - INVERSEFLOATER - InverseFloaterBondYield - - 14 - Inverse Floater Bond Yield - - - 235 - LASTCLOSE - MostRecentClosingYield - - 15 - Most Recent Closing Yield - - - 235 - LASTMONTH - ClosingYieldMostRecentMonth - - 16 - Closing Yield Most Recent Month - - - 235 - LASTQUARTER - ClosingYieldMostRecentQuarter - - 17 - Closing Yield Most Recent Quarter - - - 235 - LASTYEAR - ClosingYieldMostRecentYear - - 18 - Closing Yield Most Recent Year - - - 235 - LONGAVGLIFE - YieldToLongestAverageLife - - 19 - Yield to Longest Average Life - - - 235 - MARK - MarkToMarketYield - - 20 - Mark to Market Yield - - - 235 - MATURITY - YieldToMaturity - - 21 - Yield to Maturity - - - 235 - NEXTREFUND - YieldToNextRefund - - 22 - Yield to Next Refund (Sinking Fund Bonds) - - - 235 - OPENAVG - OpenAverageYield - - 23 - Open Average Yield - - - 235 - PREVCLOSE - PreviousCloseYield - - 24 - Previous Close Yield - - - 235 - PROCEEDS - ProceedsYield - - 25 - Proceeds Yield - - - 235 - PUT - YieldToNextPut - - 26 - Yield to Next Put - - - 235 - SEMIANNUAL - SemiAnnualYield - - 27 - Semi-annual Yield - - - 235 - SHORTAVGLIFE - YieldToShortestAverageLife - - 28 - Yield to Shortest Average Life - - - 235 - SIMPLE - SimpleYield - - 29 - Simple Yield - - - 235 - TAXEQUIV - TaxEquivalentYield - - 30 - Tax Equivalent Yield - - - 235 - TENDER - YieldToTenderDate - - 31 - Yield to Tender Date - - - 235 - TRUE - TrueYield - - 32 - True Yield - - - 235 - VALUE1_32 - YieldValueOf32nds - - 33 - Yield Value Of 1/32 - - - 235 - WORST - YieldToWorst - - 34 - Yield To Worst - - - 258 - N - NotTradedFlat - - 1 - Not Traded Flat - - - 258 - Y - TradedFlat - - 2 - Traded Flat - - - 263 - 0 - Snapshot - - 1 - Snapshot - - - 263 - 1 - SnapshotAndUpdates - - 2 - Snapshot + Updates (Subscribe) - - - 263 - 2 - DisablePreviousSnapshot - - 3 - Disable previous Snapshot + Update Request (Unsubscribe) - - - 265 - 0 - FullRefresh - - 1 - Full refresh - - - 265 - 1 - IncrementalRefresh - - 2 - Incremental refresh - - - 266 - Y - BookEntriesToBeAggregated - - 1 - book entries to be aggregated - - - 266 - N - BookEntriesShouldNotBeAggregated - - 2 - book entries should not be aggregated - - - 269 - 0 - Bid - - 1 - Bid - - - 269 - 1 - Offer - - 2 - Offer - - - 269 - 2 - Trade - - 3 - Trade - - - 269 - 3 - IndexValue - - 4 - Index Value - - - 269 - 4 - OpeningPrice - - 5 - Opening Price - - - 269 - 5 - ClosingPrice - - 6 - Closing Price - - - 269 - 6 - SettlementPrice - - 7 - Settlement Price - - - 269 - 7 - TradingSessionHighPrice - - 8 - Trading Session High Price - - - 269 - 8 - TradingSessionLowPrice - - 9 - Trading Session Low Price - - - 269 - 9 - TradingSessionVWAPPrice - - 10 - Trading Session VWAP Price - - - 269 - A - Imbalance - - 11 - Imbalance - - - 269 - B - TradeVolume - - 12 - Trade Volume - - - 269 - C - OpenInterest - - 13 - Open Interest - - - 269 - D - CompositeUnderlyingPrice - - 14 - Composite Underlying Price - - - 269 - E - SimulatedSellPrice - - 15 - Simulated Sell Price - - - 269 - F - SimulatedBuyPrice - - 16 - Simulated Buy Price - - - 269 - G - MarginRate - - 17 - Margin Rate - - - 269 - H - MidPrice - - 18 - Mid Price - - - 269 - J - EmptyBook - - 19 - Empty Book - - - 269 - K - SettleHighPrice - - 20 - Settle High Price - - - 269 - L - SettleLowPrice - - 21 - Settle Low Price - - - 269 - M - PriorSettlePrice - - 22 - Prior Settle Price - - - 269 - N - SessionHighBid - - 23 - Session High Bid - - - 269 - O - SessionLowOffer - - 24 - Session Low Offer - - - 269 - P - EarlyPrices - - 25 - Early Prices - - - 269 - Q - AuctionClearingPrice - - 26 - Auction Clearing Price - - - 269 - S - SwapValueFactor - - 27 - Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP) - - - 269 - R - DailyValueAdjustmentForLongPositions - - 28 - Daily value adjustment for long positions - - - 269 - T - CumulativeValueAdjustmentForLongPositions - - 29 - Cumulative Value Adjustment for long positions - - - 269 - U - DailyValueAdjustmentForShortPositions - - 30 - Daily Value Adjustment for Short Positions - - - 269 - V - CumulativeValueAdjustmentForShortPositions - - 31 - Cumulative Value Adjustment for Short Positions - - - 274 - 0 - PlusTick - - 1 - Plus Tick - - - 274 - 1 - ZeroPlusTick - - 2 - Zero-Plus Tick - - - 274 - 2 - MinusTick - - 3 - Minus Tick - - - 274 - 3 - ZeroMinusTick - - 4 - Zero-Minus Tick - - - 276 - A - Open - - 1 - Open/Active - - - 276 - B - Closed - - 2 - Closed/Inactive - - - 276 - C - ExchangeBest - - 3 - Exchange Best - - - 276 - D - ConsolidatedBest - - 4 - Consolidated Best - - - 276 - E - Locked - - 5 - Locked - - - 276 - F - Crossed - - 6 - Crossed - - - 276 - G - Depth - - 7 - Depth - - - 276 - H - FastTrading - - 8 - Fast Trading - - - 276 - I - NonFirm - - 9 - Non-Firm - - - 276 - L - Manual - - 10 - Manual/Slow Quote - - - 276 - J - OutrightPrice - - 11 - Outright Price - - - 276 - K - ImpliedPrice - - 12 - Implied Price - - - 276 - M - DepthOnOffer - - 13 - Depth on Offer - - - 276 - N - DepthOnBid - - 14 - Depth on Bid - - - 276 - O - Closing - - 15 - Closing - - - 276 - P - NewsDissemination - - 16 - News Dissemination - - - 276 - Q - TradingRange - - 17 - Trading Range - - - 276 - R - OrderInflux - - 18 - Order Influx - - - 276 - S - DueToRelated - - 19 - Due to Related - - - 276 - T - NewsPending - - 20 - News Pending - - - 276 - U - AdditionalInfo - - 21 - Additional Info - - - 276 - V - AdditionalInfoDueToRelated - - 22 - Additional Info due to related - - - 276 - W - Resume - - 23 - Resume - - - 276 - X - ViewOfCommon - - 24 - View of Common - - - 276 - Y - VolumeAlert - - 25 - Volume Alert - - - 276 - Z - OrderImbalance - - 26 - Order Imbalance - - - 276 - a - EquipmentChangeover - - 27 - Equipment Changeover - - - 276 - b - NoOpen - - 28 - No Open / No Resume - - - 276 - c - RegularETH - - 29 - Regular ETH - - - 276 - d - AutomaticExecution - - 30 - Automatic Execution - - - 276 - e - AutomaticExecutionETH - - 31 - Automatic Execution ETH - - - 276 - f - FastMarketETH - - 32 - Fast Market ETH - - - 276 - g - InactiveETH - - 33 - Inactive ETH - - - 276 - h - Rotation - - 34 - Rotation - - - 276 - i - RotationETH - - 35 - Rotation ETH - - - 276 - j - Halt - - 36 - Halt - - - 276 - k - HaltETH - - 37 - Halt ETH - - - 276 - l - DueToNewsDissemination - - 38 - Due to News Dissemination - - - 276 - m - DueToNewsPending - - 39 - Due to News Pending - - - 276 - n - TradingResume - - 40 - Trading Resume - - - 276 - o - OutOfSequence - - 41 - Out of Sequence - - - 276 - p - BidSpecialist - - 42 - Bid Specialist - - - 276 - q - OfferSpecialist - - 43 - Offer Specialist - - - 276 - r - BidOfferSpecialist - - 44 - Bid Offer Specialist - - - 276 - s - EndOfDaySAM - - 45 - End of Day SAM - - - 276 - t - ForbiddenSAM - - 46 - Forbidden SAM - - - 276 - u - FrozenSAM - - 47 - Frozen SAM - - - 276 - v - PreOpeningSAM - - 48 - PreOpening SAM - - - 276 - w - OpeningSAM - - 49 - Opening SAM - - - 276 - x - OpenSAM - - 50 - Open SAM - - - 276 - y - SurveillanceSAM - - 51 - Surveillance SAM - - - 276 - z - SuspendedSAM - - 52 - Suspended SAM - - - 276 - 0 - ReservedSAM - - 53 - Reserved SAM - - - 276 - 1 - NoActiveSAM - - 54 - No Active SAM - - - 276 - 2 - Restricted - - 55 - Restricted - - - 276 - 3 - RestOfBookVWAP - - 56 - Rest of Book VWAP - - - 276 - 4 - BetterPricesInConditionalOrders - - 57 - Better Prices in Conditional Orders - - - 276 - 5 - MedianPrice - - 58 - Median Price - - - 277 - A - Cash - - 0 - Cash (only) Market - - - 277 - B - AveragePriceTrade - - 1 - Average Price Trade - - - 277 - C - CashTrade - - 2 - Cash Trade (same day clearing) - - - 277 - D - NextDay - - 3 - Next Day (only)Market - - - 277 - E - Opening - - 4 - Opening/Reopening Trade Detail - - - 277 - F - IntradayTradeDetail - - 5 - Intraday Trade Detail - - - 277 - G - Rule127Trade - - 6 - Rule 127 Trade (NYSE) - - - 277 - H - Rule155Trade - - 7 - Rule 155 Trade (AMEX) - - - 277 - I - SoldLast - - 8 - Sold Last (late reporting) - - - 277 - J - NextDayTrade - - 9 - Next Day Trade (next day clearing) - - - 277 - K - Opened - - 10 - Opened (late report of opened trade) - - - 277 - L - Seller - - 11 - Seller - - - 277 - M - Sold - - 12 - Sold (out of sequence) - - - 277 - N - StoppedStock - - 13 - Stopped Stock (guarantee of price but does not execute the order) - - - 277 - P - ImbalanceMoreBuyers - - 14 - Imbalance More Buyers (cannot be used in combination with Q) - - - 277 - Q - ImbalanceMoreSellers - - 15 - Imbalance More Sellers (cannot be used in combination with P) - - - 277 - R - OpeningPrice - - 16 - Opening Price - - - 277 - S - BargainCondition - - 17 - Bargain Condition (LSE) - - - 277 - T - ConvertedPriceIndicator - - 18 - Converted Price Indicator - - - 277 - U - ExchangeLast - - 19 - Exchange Last - - - 277 - V - FinalPriceOfSession - - 20 - Final Price of Session - - - 277 - W - ExPit - - 21 - Ex-pit - - - 277 - X - Crossed - - 22 - Crossed - - - 277 - Y - TradesResultingFromManual - - 23 - Trades resulting from manual/slow quote - - - 277 - Z - TradesResultingFromIntermarketSweep - - 24 - Trades resulting from intermarket sweep - - - 277 - a - VolumeOnly - - 25 - Volume Only - - - 277 - b - DirectPlus - - 26 - Direct Plus - - - 277 - c - Acquisition - - 27 - Acquisition - - - 277 - d - Bunched - - 28 - Bunched - - - 277 - e - Distribution - - 29 - Distribution - - - 277 - f - BunchedSale - - 30 - Bunched Sale - - - 277 - g - SplitTrade - - 31 - Split Trade - - - 277 - h - CancelStopped - - 32 - Cancel Stopped - - - 277 - i - CancelETH - - 33 - Cancel ETH - - - 277 - j - CancelStoppedETH - - 34 - Cancel Stopped ETH - - - 277 - k - OutOfSequenceETH - - 35 - Out of Sequence ETH - - - 277 - l - CancelLastETH - - 36 - Cancel Last ETH - - - 277 - m - SoldLastSaleETH - - 37 - Sold Last Sale ETH - - - 277 - n - CancelLast - - 38 - Cancel Last - - - 277 - o - SoldLastSale - - 39 - Sold Last Sale - - - 277 - p - CancelOpen - - 40 - Cancel Open - - - 277 - q - CancelOpenETH - - 41 - Cancel Open ETH - - - 277 - r - OpenedSaleETH - - 42 - Opened Sale ETH - - - 277 - s - CancelOnly - - 43 - Cancel Only - - - 277 - t - CancelOnlyETH - - 44 - Cancel Only ETH - - - 277 - u - LateOpenETH - - 45 - Late Open ETH - - - 277 - v - AutoExecutionETH - - 46 - Auto Execution ETH - - - 277 - w - Reopen - - 47 - Reopen - - - 277 - x - ReopenETH - - 48 - Reopen ETH - - - 277 - y - Adjusted - - 49 - Adjusted - - - 277 - z - AdjustedETH - - 50 - Adjusted ETH - - - 277 - AA - Spread - - 51 - Spread - - - 277 - AB - SpreadETH - - 52 - Spread ETH - - - 277 - AC - Straddle - - 53 - Straddle - - - 277 - AD - StraddleETH - - 54 - Straddle ETH - - - 277 - AE - Stopped - - 55 - Stopped - - - 277 - AF - StoppedETH - - 56 - Stopped ETH - - - 277 - AG - RegularETH - - 57 - Regular ETH - - - 277 - AH - Combo - - 58 - Combo - - - 277 - AI - ComboETH - - 59 - Combo ETH - - - 277 - AJ - OfficialClosingPrice - - 60 - Official Closing Price - - - 277 - AK - PriorReferencePrice - - 61 - Prior Reference Price - - - 277 - 0 - Cancel - - 62 - Cancel - - - 277 - AL - StoppedSoldLast - - 71 - Stopped Sold Last - - - 277 - AM - StoppedOutOfSequence - - 72 - Stopped Out of Sequence - - - 277 - AN - OfficalClosingPrice - - 73 - Offical Closing Price (duplicate enumeration - use 'AJ' instead) - - - 277 - AO - CrossedOld - - 74 - Crossed (duplicate enumeration - use 'X' instead) - - - 277 - AP - FastMarket - - 75 - Fast Market - - - 277 - AQ - AutomaticExecution - - 76 - Automatic Execution - - - 277 - AR - FormT - - 77 - Form T - - - 277 - AS - BasketIndex - - 78 - Basket Index - - - 277 - AT - BurstBasket - - 79 - Burst Basket - - - 277 - AV - OutsideSpread - - 98 - Outside Spread - - - 277 - 1 - ImpliedTrade - - 99 - Implied Trade - - - 277 - 2 - MarketplaceEnteredTrade - - 100 - Marketplace entered trade - - - 277 - 3 - MultAssetClassMultilegTrade - - 101 - Mult Asset Class Multileg Trade - - - 277 - 4 - MultilegToMultilegTrade - - 102 - Multileg-to-Multileg Trade - - - 279 - 0 - New - - 1 - New - - - 279 - 1 - Change - - 2 - Change - - - 279 - 2 - Delete - - 3 - Delete - - - 279 - 3 - DeleteThru - - 4 - Delete Thru - - - 279 - 4 - DeleteFrom - - 5 - Delete From - - - 279 - 5 - Overlay - - 10 - Overlay - - - 281 - 0 - UnknownSymbol - - 1 - Unknown symbol - - - 281 - 1 - DuplicateMDReqID - - 2 - Duplicate MDReqID - - - 281 - 2 - InsufficientBandwidth - - 3 - Insufficient Bandwidth - - - 281 - 3 - InsufficientPermissions - - 4 - Insufficient Permissions - - - 281 - 4 - UnsupportedSubscriptionRequestType - - 5 - Unsupported SubscriptionRequestType - - - 281 - 5 - UnsupportedMarketDepth - - 6 - Unsupported MarketDepth - - - 281 - 6 - UnsupportedMDUpdateType - - 7 - Unsupported MDUpdateType - - - 281 - 7 - UnsupportedAggregatedBook - - 8 - Unsupported AggregatedBook - - - 281 - 8 - UnsupportedMDEntryType - - 9 - Unsupported MDEntryType - - - 281 - 9 - UnsupportedTradingSessionID - - 10 - Unsupported TradingSessionID - - - 281 - A - UnsupportedScope - - 11 - Unsupported Scope - - - 281 - B - UnsupportedOpenCloseSettleFlag - - 12 - Unsupported OpenCloseSettleFlag - - - 281 - C - UnsupportedMDImplicitDelete - - 13 - Unsupported MDImplicitDelete - - - 281 - D - InsufficientCredit - - 14 - Insufficient credit - - - 285 - 0 - Cancellation - - 1 - Cancellation / Trade Bust - - - 285 - 1 - Error - - 2 - Error - - - 286 - 0 - DailyOpen - - 1 - Daily Open / Close / Settlement entry - - - 286 - 1 - SessionOpen - - 2 - Session Open / Close / Settlement entry - - - 286 - 2 - DeliverySettlementEntry - - 3 - Delivery Settlement entry - - - 286 - 3 - ExpectedEntry - - 4 - Expected entry - - - 286 - 4 - EntryFromPreviousBusinessDay - - 5 - Entry from previous business day - - - 286 - 5 - TheoreticalPriceValue - - 6 - Theoretical Price value - - - 291 - 1 - Bankrupt - - 1 - Bankrupt - - - 291 - 2 - PendingDelisting - - 2 - Pending delisting - - - 291 - 3 - Restricted - - 3 - Restricted - - - 292 - A - ExDividend - - 1 - Ex-Dividend - - - 292 - B - ExDistribution - - 2 - Ex-Distribution - - - 292 - C - ExRights - - 3 - Ex-Rights - - - 292 - D - New - - 4 - New - - - 292 - E - ExInterest - - 5 - Ex-Interest - - - 292 - F - CashDividend - - 6 - Cash Dividend - - - 292 - G - StockDividend - - 7 - Stock Dividend - - - 292 - H - NonIntegerStockSplit - - 8 - Non-Integer Stock Split - - - 292 - I - ReverseStockSplit - - 9 - Reverse Stock Split - - - 292 - J - StandardIntegerStockSplit - - 10 - Standard-Integer Stock Split - - - 292 - K - PositionConsolidation - - 11 - Position Consolidation - - - 292 - L - LiquidationReorganization - - 12 - Liquidation Reorganization - - - 292 - M - MergerReorganization - - 13 - Merger Reorganization - - - 292 - N - RightsOffering - - 14 - Rights Offering - - - 292 - O - ShareholderMeeting - - 15 - Shareholder Meeting - - - 292 - P - Spinoff - - 16 - Spinoff - - - 292 - Q - TenderOffer - - 17 - Tender Offer - - - 292 - R - Warrant - - 18 - Warrant - - - 292 - S - SpecialAction - - 19 - Special Action - - - 292 - T - SymbolConversion - - 20 - Symbol Conversion - - - 292 - U - CUSIP - - 21 - CUSIP / Name Change - - - 292 - V - LeapRollover - - 22 - Leap Rollover - - - 292 - W - SuccessionEvent - - 99 - Succession Event - - - 297 - 0 - Accepted - - 0 - Accepted - - - 297 - 1 - CancelForSymbol - - 1 - Cancel for Symbol(s) - - - 297 - 2 - CanceledForSecurityType - - 2 - Canceled for Security Type(s) - - - 297 - 3 - CanceledForUnderlying - - 3 - Canceled for Underlying - - - 297 - 4 - CanceledAll - - 4 - Canceled All - - - 297 - 5 - Rejected - - 5 - Rejected - - - 297 - 6 - RemovedFromMarket - - 6 - Removed from Market - - - 297 - 7 - Expired - - 7 - Expired - - - 297 - 8 - Query - - 8 - Query - - - 297 - 9 - QuoteNotFound - - 9 - Quote Not Found - - - 297 - 10 - Pending - - 10 - Pending - - - 297 - 11 - Pass - - 11 - Pass - - - 297 - 12 - LockedMarketWarning - - 12 - Locked Market Warning - - - 297 - 13 - CrossMarketWarning - - 13 - Cross Market Warning - - - 297 - 14 - CanceledDueToLockMarket - - 14 - Canceled Due To Lock Market - - - 297 - 15 - CanceledDueToCrossMarket - - 15 - Canceled Due To Cross Market - - - 297 - 16 - Active - - 17 - Active - - - 297 - 17 - Canceled - - 18 - Canceled - - - 297 - 18 - UnsolicitedQuoteReplenishment - - 19 - Unsolicited Quote Replenishment - - - 297 - 19 - PendingEndTrade - - 20 - Pending End Trade - - - 297 - 20 - TooLateToEnd - - 21 - Too Late to End - - - 298 - 1 - CancelForOneOrMoreSecurities - - 1 - Cancel for one or more securities - - - 298 - 2 - CancelForSecurityType - - 2 - Cancel for Security Type(s) - - - 298 - 3 - CancelForUnderlyingSecurity - - 3 - Cancel for underlying security - - - 298 - 4 - CancelAllQuotes - - 4 - Cancel All Quotes - - - 298 - 5 - CancelQuoteSpecifiedInQuoteID - - 5 - Cancel quote specified in QuoteID - - - 300 - 1 - UnknownSymbol - - 1 - Unknown Symbol (security) - - - 300 - 2 - Exchange - - 2 - Exchange (Security) closed - - - 300 - 3 - QuoteRequestExceedsLimit - - 3 - Quote Request exceeds limit - - - 300 - 4 - TooLateToEnter - - 4 - Too late to enter - - - 300 - 5 - UnknownQuote - - 5 - Unknown Quote - - - 300 - 6 - DuplicateQuote - - 6 - Duplicate Quote - - - 300 - 7 - InvalidBid - - 7 - Invalid bid/ask spread - - - 300 - 8 - InvalidPrice - - 8 - Invalid price - - - 300 - 9 - NotAuthorizedToQuoteSecurity - - 9 - Not authorized to quote security - - - 300 - 10 - PriceExceedsCurrentPriceBand - - 10 - Price exceeds current price band - - - 300 - 11 - QuoteLocked - - 11 - Quote Locked - Unable to Update/Cancel - - - 300 - 99 - Other - - 99 - Other - - - 301 - 0 - NoAcknowledgement - - 1 - No Acknowledgement - - - 301 - 1 - AcknowledgeOnlyNegativeOrErroneousQuotes - - 2 - Acknowledge only negative or erroneous quotes - - - 301 - 2 - AcknowledgeEachQuoteMessage - - 3 - Acknowledge each quote message - - - 301 - 3 - SummaryAcknowledgement - - 4 - Summary Acknowledgement - - - 303 - 1 - Manual - - 1 - Manual - - - 303 - 2 - Automatic - - 2 - Automatic - - - 321 - 0 - RequestSecurityIdentityAndSpecifications - - 1 - Request Security identity and specifications - - - 321 - 1 - RequestSecurityIdentityForSpecifications - - 2 - Request Security identity for the specifications provided (name of the security is not supplied) - - - 321 - 2 - RequestListSecurityTypes - - 3 - Request List Security Types - - - 321 - 3 - RequestListSecurities - - 4 - Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.) - - - 321 - 4 - Symbol - - 5 - Symbol - - - 321 - 5 - SecurityTypeAndOrCFICode - - 6 - SecurityType and or CFICode - - - 321 - 6 - Product - - 7 - Product - - - 321 - 7 - TradingSessionID - - 8 - TradingSessionID - - - 321 - 8 - AllSecurities - - 9 - All Securities - - - 321 - 9 - MarketIDOrMarketID - - 10 - MarketID or MarketID + MarketSegmentID - - - 323 - 1 - AcceptAsIs - - 1 - Accept security proposal as-is - - - 323 - 2 - AcceptWithRevisions - - 2 - Accept security proposal with revisions as indicated in the message - - - 323 - 3 - ListOfSecurityTypesReturnedPerRequest - - 3 - List of security types returned per request - - - 323 - 4 - ListOfSecuritiesReturnedPerRequest - - 4 - List of securities returned per request - - - 323 - 5 - RejectSecurityProposal - - 5 - Reject security proposal - - - 323 - 6 - CannotMatchSelectionCriteria - - 6 - Cannot match selection criteria - - - 325 - N - MessageIsBeingSentAsAResultOfAPriorRequest - - 1 - Message is being sent as a result of a prior request - - - 325 - Y - MessageIsBeingSentUnsolicited - - 2 - Message is being sent unsolicited - - - 326 - 1 - OpeningDelay - - 0 - Opening delay - - - 326 - 2 - TradingHalt - - 1 - Trading halt - - - 326 - 3 - Resume - - 2 - Resume - - - 326 - 4 - NoOpen - - 3 - No Open / No Resume - - - 326 - 5 - PriceIndication - - 4 - Price indication - - - 326 - 6 - TradingRangeIndication - - 5 - Trading Range Indication - - - 326 - 7 - MarketImbalanceBuy - - 6 - Market Imbalance Buy - - - 326 - 8 - MarketImbalanceSell - - 7 - Market Imbalance Sell - - - 326 - 9 - MarketOnCloseImbalanceBuy - - 8 - Market on Close Imbalance Buy - - - 326 - 10 - MarketOnCloseImbalanceSell - - 9 - Market on Close Imbalance Sell - - - 326 - 12 - NoMarketImbalance - - 11 - No Market Imbalance - - - 326 - 13 - NoMarketOnCloseImbalance - - 12 - No Market on Close Imbalance - - - 326 - 14 - ITSPreOpening - - 13 - ITS Pre-opening - - - 326 - 15 - NewPriceIndication - - 14 - New Price Indication - - - 326 - 16 - TradeDisseminationTime - - 15 - Trade Dissemination Time - - - 326 - 17 - ReadyToTrade - - 16 - Ready to trade (start of session) - - - 326 - 18 - NotAvailableForTrading - - 17 - Not available for trading (end of session) - - - 326 - 19 - NotTradedOnThisMarket - - 18 - Not traded on this market - - - 326 - 20 - UnknownOrInvalid - - 19 - Unknown or Invalid - - - 326 - 21 - PreOpen - - 20 - Pre-open - - - 326 - 22 - OpeningRotation - - 21 - Opening Rotation - - - 326 - 23 - FastMarket - - 22 - Fast Market - - - 326 - 24 - PreCross - - 98 - Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross - - - 326 - 25 - Cross - - 99 - Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion - - - 328 - N - HaltWasNotRelatedToAHaltOfTheCommonStock - - 1 - Halt was not related to a halt of the common stock - - - 328 - Y - HaltWasDueToCommonStockBeingHalted - - 2 - Halt was due to common stock being halted - - - 329 - N - NotRelatedToSecurityHalt - - 1 - Halt was not related to a halt of the related security - - - 329 - Y - RelatedToSecurityHalt - - 2 - Halt was due to related security being halted - - - 334 - 1 - Cancel - - 1 - Cancel - - - 334 - 2 - Error - - 2 - Error - - - 334 - 3 - Correction - - 3 - Correction - - - 336 - 1 - Day - - 1 - Day - - - 336 - 2 - HalfDay - - 2 - HalfDay - - - 336 - 3 - Morning - - 3 - Morning - - - 336 - 4 - Afternoon - - 4 - Afternoon - - - 336 - 5 - Evening - - 5 - Evening - - - 336 - 6 - AfterHours - - 6 - After-hours - - - 338 - 1 - Electronic - - 1 - Electronic - - - 338 - 2 - OpenOutcry - - 2 - Open Outcry - - - 338 - 3 - TwoParty - - 3 - Two Party - - - 339 - 1 - Testing - - 1 - Testing - - - 339 - 2 - Simulated - - 2 - Simulated - - - 339 - 3 - Production - - 3 - Production - - - 340 - 0 - Unknown - - 1 - Unknown - - - 340 - 1 - Halted - - 2 - Halted - - - 340 - 2 - Open - - 3 - Open - - - 340 - 3 - Closed - - 4 - Closed - - - 340 - 4 - PreOpen - - 5 - Pre-Open - - - 340 - 5 - PreClose - - 6 - Pre-Close - - - 340 - 6 - RequestRejected - - 7 - Request Rejected - - - 373 - 0 - InvalidTagNumber - - 0 - Invalid Tag Number - - - 373 - 1 - RequiredTagMissing - - 1 - Required Tag Missing - - - 373 - 2 - TagNotDefinedForThisMessageType - - 2 - Tag not defined for this message type - - - 373 - 3 - UndefinedTag - - 3 - Undefined tag - - - 373 - 4 - TagSpecifiedWithoutAValue - - 4 - Tag specified without a value - - - 373 - 5 - ValueIsIncorrect - - 5 - Value is incorrect (out of range) for this tag - - - 373 - 6 - IncorrectDataFormatForValue - - 6 - Incorrect data format for value - - - 373 - 7 - DecryptionProblem - - 7 - Decryption problem - - - 373 - 8 - SignatureProblem - - 8 - Signature problem - - - 373 - 9 - CompIDProblem - - 9 - CompID problem - - - 373 - 10 - SendingTimeAccuracyProblem - - 10 - SendingTime Accuracy Problem - - - 373 - 11 - InvalidMsgType - - 11 - Invalid MsgType - - - 373 - 12 - XMLValidationError - - 12 - XML Validation Error - - - 373 - 13 - TagAppearsMoreThanOnce - - 13 - Tag appears more than once - - - 373 - 14 - TagSpecifiedOutOfRequiredOrder - - 14 - Tag specified out of required order - - - 373 - 15 - RepeatingGroupFieldsOutOfOrder - - 15 - Repeating group fields out of order - - - 373 - 16 - IncorrectNumInGroupCountForRepeatingGroup - - 16 - Incorrect NumInGroup count for repeating group - - - 373 - 17 - Non - - 17 - Non "Data" value includes field delimiter (<SOH> character) - - - 373 - 18 - Invalid - - 19 - Invalid/Unsupported Application Version - - - 373 - 99 - Other - - 99 - Other - - - 374 - C - Cancel - - 1 - Cancel - - - 374 - N - New - - 2 - New - - - 377 - N - WasNotSolicited - - 1 - Was not solicited - - - 377 - Y - WasSolicited - - 2 - Was solicited - - - 378 - 0 - GTCorporateAction - - 0 - GT corporate action - - - 378 - 1 - GTRenewal - - 1 - GT renewal / restatement (no corporate action) - - - 378 - 2 - VerbalChange - - 2 - Verbal change - - - 378 - 3 - RepricingOfOrder - - 3 - Repricing of order - - - 378 - 4 - BrokerOption - - 4 - Broker option - - - 378 - 5 - PartialDeclineOfOrderQty - - 5 - Partial decline of OrderQty (e.g. exchange initiated partial cancel) - - - 378 - 6 - CancelOnTradingHalt - - 6 - Cancel on Trading Halt - - - 378 - 7 - CancelOnSystemFailure - - 7 - Cancel on System Failure - - - 378 - 8 - Market - - 8 - Market (Exchange) option - - - 378 - 9 - Canceled - - 9 - Canceled, not best - - - 378 - 10 - WarehouseRecap - - 10 - Warehouse Recap - - - 378 - 11 - PegRefresh - - 11 - Peg Refresh - - - 378 - 99 - Other - - 99 - Other - - - 380 - 0 - Other - - 1 - Other - - - 380 - 1 - UnknownID - - 2 - Unknown ID - - - 380 - 2 - UnknownSecurity - - 3 - Unknown Security - - - 380 - 3 - UnsupportedMessageType - - 4 - Unsupported Message Type - - - 380 - 4 - ApplicationNotAvailable - - 5 - Application not available - - - 380 - 5 - ConditionallyRequiredFieldMissing - - 6 - Conditionally required field missing - - - 380 - 6 - NotAuthorized - - 7 - Not Authorized - - - 380 - 7 - DeliverToFirmNotAvailableAtThisTime - - 8 - DeliverTo firm not available at this time - - - 380 - 18 - InvalidPriceIncrement - - 9 - Invalid price increment - - - 385 - R - Receive - - 1 - Receive - - - 385 - S - Send - - 2 - Send - - - 388 - 0 - RelatedToDisplayedPrice - - 1 - Related to displayed price - - - 388 - 1 - RelatedToMarketPrice - - 2 - Related to market price - - - 388 - 2 - RelatedToPrimaryPrice - - 3 - Related to primary price - - - 388 - 3 - RelatedToLocalPrimaryPrice - - 4 - Related to local primary price - - - 388 - 4 - RelatedToMidpointPrice - - 5 - Related to midpoint price - - - 388 - 5 - RelatedToLastTradePrice - - 6 - Related to last trade price - - - 388 - 6 - RelatedToVWAP - - 7 - Related to VWAP - - - 388 - 7 - AveragePriceGuarantee - - 8 - Average Price Guarantee - - - 394 - 1 - NonDisclosed - - 1 - "Non Disclosed" style (e.g. US/European) - - - 394 - 2 - Disclosed - - 2 - "Disclosed" sytle (e.g. Japanese) - - - 394 - 3 - NoBiddingProcess - - 3 - No bidding process - - - 399 - 1 - Sector - - 1 - Sector - - - 399 - 2 - Country - - 2 - Country - - - 399 - 3 - Index - - 3 - Index - - - 401 - 1 - SideValue1 - - 1 - Side Value 1 - - - 401 - 2 - SideValue2 - - 2 - Side Value 2 - - - 409 - 1 - FiveDayMovingAverage - - 1 - 5-day moving average - - - 409 - 2 - TwentyDayMovingAverage - - 2 - 20-day moving average - - - 409 - 3 - NormalMarketSize - - 3 - Normal market size - - - 409 - 4 - Other - - 4 - Other - - - 411 - N - False - - 1 - False - - - 411 - Y - True - - 2 - True - - - 414 - 1 - BuySideRequests - - 1 - Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion - - - 414 - 2 - SellSideSends - - 2 - Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod. - - - 414 - 3 - RealTimeExecutionReports - - 3 - Real-time execution reports (to be discourage) - - - 416 - 1 - Net - - 1 - Net - - - 416 - 2 - Gross - - 2 - Gross - - - 418 - A - Agency - - 1 - Agency - - - 418 - G - VWAPGuarantee - - 2 - VWAP Guarantee - - - 418 - J - GuaranteedClose - - 3 - Guaranteed Close - - - 418 - R - RiskTrade - - 4 - Risk Trade - - - 419 - 2 - ClosingPriceAtMorningSession - - 1 - Closing price at morning session - - - 419 - 3 - ClosingPrice - - 2 - Closing price - - - 419 - 4 - CurrentPrice - - 3 - Current price - - - 419 - 5 - SQ - - 4 - SQ - - - 419 - 6 - VWAPThroughADay - - 5 - VWAP through a day - - - 419 - 7 - VWAPThroughAMorningSession - - 6 - VWAP through a morning session - - - 419 - 8 - VWAPThroughAnAfternoonSession - - 7 - VWAP through an afternoon session - - - 419 - 9 - VWAPThroughADayExcept - - 8 - VWAP through a day except "YORI" (an opening auction) - - - 419 - A - VWAPThroughAMorningSessionExcept - - 9 - VWAP through a morning session except "YORI" (an opening auction) - - - 419 - B - VWAPThroughAnAfternoonSessionExcept - - 10 - VWAP through an afternoon session except "YORI" (an opening auction) - - - 419 - C - Strike - - 11 - Strike - - - 419 - D - Open - - 12 - Open - - - 419 - Z - Others - - 30 - Others - - - 423 - 1 - Percentage - - 0 - Percentage (i.e. percent of par) (often called "dollar price" for fixed income) - - - 423 - 2 - PerUnit - - 1 - Per unit (i.e. per share or contract) - - - 423 - 3 - FixedAmount - - 2 - Fixed amount (absolute value) - - - 423 - 4 - Discount - - 3 - Discount - percentage points below par - - - 423 - 5 - Premium - - 4 - Premium - percentage points over par - - - 423 - 6 - Spread - - 5 - Spread (basis points spread) - - - 423 - 7 - TEDPrice - - 6 - TED Price - - - 423 - 8 - TEDYield - - 7 - TED Yield - - - 423 - 9 - Yield - - 8 - Yield - - - 423 - 10 - FixedCabinetTradePrice - - 9 - Fixed cabinet trade price (primarily for listed futures and options) - - - 423 - 11 - VariableCabinetTradePrice - - 10 - Variable cabinet trade price (primarily for listed futures and options) - - - 423 - 13 - ProductTicksInHalfs - - 12 - Product ticks in halfs - - - 423 - 14 - ProductTicksInFourths - - 13 - Product ticks in fourths - - - 423 - 15 - ProductTicksInEights - - 14 - Product ticks in eights - - - 423 - 16 - ProductTicksInSixteenths - - 15 - Product ticks in sixteenths - - - 423 - 17 - ProductTicksInThirtySeconds - - 16 - Product ticks in thirty-seconds - - - 423 - 18 - ProductTicksInSixtyForths - - 17 - Product ticks in sixty-forths - - - 423 - 19 - ProductTicksInOneTwentyEights - - 18 - Product ticks in one-twenty-eights - - - 427 - 0 - BookOutAllTradesOnDayOfExecution - - 1 - Book out all trades on day of execution - - - 427 - 1 - AccumulateUntilFilledOrExpired - - 2 - Accumulate executions until order is filled or expires - - - 427 - 2 - AccumulateUntilVerballyNotifiedOtherwise - - 3 - Accumulate until verbally notified otherwise - - - 429 - 1 - Ack - - 1 - Ack - - - 429 - 2 - Response - - 2 - Response - - - 429 - 3 - Timed - - 3 - Timed - - - 429 - 4 - ExecStarted - - 4 - Exec Started - - - 429 - 5 - AllDone - - 5 - All Done - - - 429 - 6 - Alert - - 6 - Alert - - - 430 - 1 - Net - - 1 - Net - - - 430 - 2 - Gross - - 2 - Gross - - - 431 - 1 - InBiddingProcess - - 1 - In bidding process - - - 431 - 2 - ReceivedForExecution - - 2 - Received for execution - - - 431 - 3 - Executing - - 3 - Executing - - - 431 - 4 - Cancelling - - 4 - Cancelling - - - 431 - 5 - Alert - - 5 - Alert - - - 431 - 6 - AllDone - - 6 - All Done - - - 431 - 7 - Reject - - 7 - Reject - - - 433 - 1 - Immediate - - 1 - Immediate - - - 433 - 2 - WaitForInstruction - - 2 - Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list) - - - 433 - 3 - SellDriven - - 3 - Exchange/switch CIV order - Sell driven - - - 433 - 4 - BuyDrivenCashTopUp - - 4 - Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order) - - - 433 - 5 - BuyDrivenCashWithdraw - - 5 - Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order) - - - 434 - 1 - OrderCancelRequest - - 1 - Order cancel request - - - 434 - 2 - OrderCancel - - 2 - Order cancel/replace request - - - 442 - 1 - SingleSecurity - - 1 - Single security (default if not specified) - - - 442 - 2 - IndividualLegOfAMultiLegSecurity - - 2 - Individual leg of a multi-leg security - - - 442 - 3 - MultiLegSecurity - - 3 - Multi-leg security - - - 447 - 6 - UKNationalInsuranceOrPensionNumber - For PartyRole = "InvestorID" and for CIV - 1 - UK National Insurance or Pension Number - - - 447 - 7 - USSocialSecurityNumber - For PartyRole = "InvestorID" and for CIV - 2 - US Social Security Number - - - 447 - 8 - USEmployerOrTaxIDNumber - For PartyRole = "InvestorID" and for CIV - 3 - US Employer or Tax ID Number - - - 447 - 9 - AustralianBusinessNumber - For PartyRole = "InvestorID" and for CIV - 4 - Australian Business Number - - - 447 - A - AustralianTaxFileNumber - For PartyRole = "InvestorID" and for CIV - 5 - Australian Tax File Number - - - 447 - 1 - KoreanInvestorID - For PartyRole = "InvestorID" and for Equities - 1 - Korean Investor ID - - - 447 - 2 - TaiwaneseForeignInvestorID - For PartyRole = "InvestorID" and for Equities - 2 - Taiwanese Qualified Foreign Investor ID QFII/FID - - - 447 - 3 - TaiwaneseTradingAcct - For PartyRole = "InvestorID" and for Equities - 3 - Taiwanese Trading Acct - - - 447 - 4 - MalaysianCentralDepository - For PartyRole = "InvestorID" and for Equities - 4 - Malaysian Central Depository (MCD) number - - - 447 - 5 - ChineseInvestorID - For PartyRole = "InvestorID" and for Equities - 5 - Chinese Investor ID - - - 447 - I - ISITCAcronym - For PartyRole="Broker of Credit" - 1 - Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document - - - 447 - B - BIC - For all PartyRoles - 1 - BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") - - - 447 - C - GeneralIdentifier - For all PartyRoles - 2 - Generally accepted market participant identifier (e.g. NASD mnemonic) - - - 447 - D - Proprietary - For all PartyRoles - 3 - Proprietary / Custom code - - - 447 - E - ISOCountryCode - For all PartyRoles - 4 - ISO Country Code - - - 447 - F - SettlementEntityLocation - For all PartyRoles - 5 - Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) - - - 447 - G - MIC - For all PartyRoles - 6 - MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C") - - - 447 - H - CSDParticipant - For all PartyRoles - 7 - CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) - - - 452 - 1 - ExecutingFirm - - 1 - Executing Firm (formerly FIX 4.2 ExecBroker) - - - 452 - 2 - BrokerOfCredit - - 2 - Broker of Credit (formerly FIX 4.2 BrokerOfCredit) - - - 452 - 3 - ClientID - - 3 - Client ID (formerly FIX 4.2 ClientID) - - - 452 - 4 - ClearingFirm - - 4 - Clearing Firm (formerly FIX 4.2 ClearingFirm) - - - 452 - 5 - InvestorID - - 5 - Investor ID - - - 452 - 6 - IntroducingFirm - - 6 - Introducing Firm - - - 452 - 7 - EnteringFirm - - 7 - Entering Firm - - - 452 - 8 - Locate - - 8 - Locate / Lending Firm (for short-sales) - - - 452 - 9 - FundManagerClientID - - 9 - Fund Manager Client ID (for CIV) - - - 452 - 10 - SettlementLocation - - 10 - Settlement Location (formerly FIX 4.2 SettlLocation) - - - 452 - 11 - OrderOriginationTrader - - 11 - Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order) - - - 452 - 12 - ExecutingTrader - - 12 - Executing Trader (associated with Executing Firm - actually executes) - - - 452 - 13 - OrderOriginationFirm - - 13 - Order Origination Firm (e.g. buy-side firm) - - - 452 - 14 - GiveupClearingFirm - - 14 - Giveup Clearing Firm (firm to which trade is given up) - - - 452 - 15 - CorrespondantClearingFirm - - 15 - Correspondant Clearing Firm - - - 452 - 16 - ExecutingSystem - - 16 - Executing System - - - 452 - 17 - ContraFirm - - 17 - Contra Firm - - - 452 - 18 - ContraClearingFirm - - 18 - Contra Clearing Firm - - - 452 - 19 - SponsoringFirm - - 19 - Sponsoring Firm - - - 452 - 20 - UnderlyingContraFirm - - 20 - Underlying Contra Firm - - - 452 - 21 - ClearingOrganization - - 21 - Clearing Organization - - - 452 - 22 - Exchange - - 22 - Exchange - - - 452 - 24 - CustomerAccount - - 24 - Customer Account - - - 452 - 25 - CorrespondentClearingOrganization - - 25 - Correspondent Clearing Organization - - - 452 - 26 - CorrespondentBroker - - 26 - Correspondent Broker - - - 452 - 27 - Buyer - - 27 - Buyer/Seller (Receiver/Deliverer) - - - 452 - 28 - Custodian - - 28 - Custodian - - - 452 - 29 - Intermediary - - 29 - Intermediary - - - 452 - 30 - Agent - - 30 - Agent - - - 452 - 31 - SubCustodian - - 31 - Sub-custodian - - - 452 - 32 - Beneficiary - - 32 - Beneficiary - - - 452 - 33 - InterestedParty - - 33 - Interested party - - - 452 - 34 - RegulatoryBody - - 34 - Regulatory body - - - 452 - 35 - LiquidityProvider - - 35 - Liquidity provider - - - 452 - 36 - EnteringTrader - - 36 - Entering trader - - - 452 - 37 - ContraTrader - - 37 - Contra trader - - - 452 - 38 - PositionAccount - - 38 - Position account - - - 452 - 39 - ContraInvestorID - - 39 - Contra Investor ID - - - 452 - 40 - TransferToFirm - - 40 - Transfer to Firm - - - 452 - 41 - ContraPositionAccount - - 41 - Contra Position Account - - - 452 - 42 - ContraExchange - - 42 - Contra Exchange - - - 452 - 43 - InternalCarryAccount - - 43 - Internal Carry Account - - - 452 - 44 - OrderEntryOperatorID - - 44 - Order Entry Operator ID - - - 452 - 45 - SecondaryAccountNumber - - 45 - Secondary Account Number - - - 452 - 46 - ForeignFirm - - 46 - Foreign Firm - - - 452 - 47 - ThirdPartyAllocationFirm - - 47 - Third Party Allocation Firm - - - 452 - 48 - ClaimingAccount - - 48 - Claiming Account - - - 452 - 49 - AssetManager - - 49 - Asset Manager - - - 452 - 50 - PledgorAccount - - 50 - Pledgor Account - - - 452 - 51 - PledgeeAccount - - 51 - Pledgee Account - - - 452 - 52 - LargeTraderReportableAccount - - 52 - Large Trader Reportable Account - - - 452 - 53 - TraderMnemonic - - 53 - Trader mnemonic - - - 452 - 54 - SenderLocation - - 54 - Sender Location - - - 452 - 55 - SessionID - - 55 - Session ID - - - 452 - 56 - AcceptableCounterparty - - 56 - Acceptable Counterparty - - - 452 - 57 - UnacceptableCounterparty - - 57 - Unacceptable Counterparty - - - 452 - 58 - EnteringUnit - - 58 - Entering Unit - - - 452 - 59 - ExecutingUnit - - 59 - Executing Unit - - - 452 - 60 - IntroducingBroker - - 60 - Introducing Broker - - - 452 - 61 - QuoteOriginator - - 61 - Quote originator - - - 452 - 62 - ReportOriginator - - 62 - Report originator - - - 452 - 63 - SystematicInternaliser - - 63 - Systematic internaliser (SI) - - - 452 - 64 - MultilateralTradingFacility - - 64 - Multilateral Trading Facility (MTF) - - - 452 - 65 - RegulatedMarket - - 65 - Regulated Market (RM) - - - 452 - 66 - MarketMaker - - 66 - Market Maker - - - 452 - 67 - InvestmentFirm - - 67 - Investment Firm - - - 452 - 68 - HostCompetentAuthority - - 68 - Host Competent Authority (Host CA) - - - 452 - 69 - HomeCompetentAuthority - - 69 - Home Competent Authority (Home CA) - - - 452 - 70 - CompetentAuthorityLiquidity - - 70 - Competent Authority of the most relevant market in terms of liquidity (CAL) - - - 452 - 71 - CompetentAuthorityTransactionVenue - - 71 - Competent Authority of the Transaction (Execution) Venue (CATV) - - - 452 - 72 - ReportingIntermediary - - 72 - Reporting intermediary (medium/vendor via which report has been published) - - - 452 - 73 - ExecutionVenue - - 73 - Execution Venue - - - 452 - 74 - MarketDataEntryOriginator - - 74 - Market data entry originator - - - 452 - 75 - LocationID - - 75 - Location ID - - - 452 - 76 - DeskID - - 76 - Desk ID - - - 452 - 77 - MarketDataMarket - - 77 - Market data market - - - 452 - 78 - AllocationEntity - - 78 - Allocation Entity - - - 452 - 79 - PrimeBroker - - 79 - Prime Broker providing General Trade Services - - - 452 - 80 - StepOutFirm - - 80 - Step-Out Firm (Prime Broker) - - - 452 - 81 - BrokerClearingID - - 81 - BrokerClearingID - - - 460 - 1 - AGENCY - - 1 - AGENCY - - - 460 - 2 - COMMODITY - - 2 - COMMODITY - - - 460 - 3 - CORPORATE - - 3 - CORPORATE - - - 460 - 4 - CURRENCY - - 4 - CURRENCY - - - 460 - 5 - EQUITY - - 5 - EQUITY - - - 460 - 6 - GOVERNMENT - - 6 - GOVERNMENT - - - 460 - 7 - INDEX - - 7 - INDEX - - - 460 - 8 - LOAN - - 8 - LOAN - - - 460 - 9 - MONEYMARKET - - 9 - MONEYMARKET - - - 460 - 10 - MORTGAGE - - 10 - MORTGAGE - - - 460 - 11 - MUNICIPAL - - 11 - MUNICIPAL - - - 460 - 12 - OTHER - - 12 - OTHER - - - 460 - 13 - FINANCING - - 13 - FINANCING - - - 464 - N - Fales - - 1 - Fales (Production) - - - 464 - Y - True - - 2 - True (Test) - - - 465 - 1 - SHARES - - 1 - SHARES - - - 465 - 2 - BONDS - - 2 - BONDS - - - 465 - 3 - CURRENTFACE - - 3 - CURRENTFACE - - - 465 - 4 - ORIGINALFACE - - 4 - ORIGINALFACE - - - 465 - 5 - CURRENCY - - 5 - CURRENCY - - - 465 - 6 - CONTRACTS - - 6 - CONTRACTS - - - 465 - 7 - OTHER - - 7 - OTHER - - - 465 - 8 - PAR - - 8 - PAR - - - 468 - 0 - RoundToNearest - - 1 - Round to nearest - - - 468 - 1 - RoundDown - - 2 - Round down - - - 468 - 2 - RoundUp - - 3 - Round up - - - 477 - 1 - CREST - - 1 - CREST - - - 477 - 2 - NSCC - - 2 - NSCC - - - 477 - 3 - Euroclear - - 3 - Euroclear - - - 477 - 4 - Clearstream - - 4 - Clearstream - - - 477 - 5 - Cheque - - 5 - Cheque - - - 477 - 6 - TelegraphicTransfer - - 6 - Telegraphic Transfer - - - 477 - 7 - FedWire - - 7 - Fed Wire - - - 477 - 8 - DirectCredit - - 8 - Direct Credit (BECS, BACS) - - - 477 - 9 - ACHCredit - - 9 - ACH Credit - - - 477 - 10 - BPAY - - 10 - BPAY - - - 477 - 11 - HighValueClearingSystemHVACS - - 11 - High Value Clearing System HVACS - - - 477 - 12 - ReinvestInFund - - 12 - Reinvest In Fund - - - 480 - Y - Yes - - 1 - Yes - - - 480 - N - NoExecutionOnly - - 2 - No - Execution Only - - - 480 - M - NoWaiverAgreement - - 3 - No - Waiver agreement - - - 480 - O - NoInstitutional - - 4 - No - Institutional - - - 481 - Y - Passed - - 1 - Passed - - - 481 - N - NotChecked - - 2 - Not Checked - - - 481 - 1 - ExemptBelowLimit - - 3 - Exempt - Below the Limit - - - 481 - 2 - ExemptMoneyType - - 4 - Exempt - Client Money Type exemption - - - 481 - 3 - ExemptAuthorised - - 5 - Exempt - Authorised Credit or financial institution - - - 484 - B - BidPrice - - 1 - Bid price - - - 484 - C - CreationPrice - - 2 - Creation price - - - 484 - D - CreationPricePlusAdjustmentPercent - - 3 - Creation price plus adjustment percent - - - 484 - E - CreationPricePlusAdjustmentAmount - - 4 - Creation price plus adjustment amount - - - 484 - O - OfferPrice - - 5 - Offer price - - - 484 - P - OfferPriceMinusAdjustmentPercent - - 6 - Offer price minus adjustment percent - - - 484 - Q - OfferPriceMinusAdjustmentAmount - - 7 - Offer price minus adjustment amount - - - 484 - S - SinglePrice - - 8 - Single price - - - 487 - 0 - New - - 1 - New - - - 487 - 1 - Cancel - - 2 - Cancel - - - 487 - 2 - Replace - - 3 - Replace - - - 487 - 3 - Release - - 4 - Release - - - 487 - 4 - Reverse - - 5 - Reverse - - - 487 - 5 - CancelDueToBackOutOfTrade - - 6 - Cancel Due To Back Out of Trade - - - 492 - 1 - CREST - - 1 - CREST - - - 492 - 2 - NSCC - - 2 - NSCC - - - 492 - 3 - Euroclear - - 3 - Euroclear - - - 492 - 4 - Clearstream - - 4 - Clearstream - - - 492 - 5 - Cheque - - 5 - Cheque - - - 492 - 6 - TelegraphicTransfer - - 6 - Telegraphic Transfer - - - 492 - 7 - FedWire - - 7 - Fed Wire - - - 492 - 8 - DebitCard - - 8 - Debit Card - - - 492 - 9 - DirectDebit - - 9 - Direct Debit (BECS) - - - 492 - 10 - DirectCredit - - 10 - Direct Credit (BECS) - - - 492 - 11 - CreditCard - - 11 - Credit Card - - - 492 - 12 - ACHDebit - - 12 - ACH Debit - - - 492 - 13 - ACHCredit - - 13 - ACH Credit - - - 492 - 14 - BPAY - - 14 - BPAY - - - 492 - 15 - HighValueClearingSystem - - 15 - High Value Clearing System (HVACS) - - - 495 - 0 - None - - 0 - None/Not Applicable (default) - - - 495 - 1 - MaxiISA - - 1 - Maxi ISA (UK) - - - 495 - 2 - TESSA - - 2 - TESSA (UK) - - - 495 - 3 - MiniCashISA - - 3 - Mini Cash ISA (UK) - - - 495 - 4 - MiniStocksAndSharesISA - - 4 - Mini Stocks And Shares ISA (UK) - - - 495 - 5 - MiniInsuranceISA - - 5 - Mini Insurance ISA (UK) - - - 495 - 6 - CurrentYearPayment - - 6 - Current Year Payment (US) - - - 495 - 7 - PriorYearPayment - - 7 - Prior Year Payment (US) - - - 495 - 8 - AssetTransfer - - 8 - Asset Transfer (US) - - - 495 - 9 - EmployeePriorYear - - 9 - Employee - prior year (US) - - - 495 - 10 - EmployeeCurrentYear - - 10 - Employee - current year (US) - - - 495 - 11 - EmployerPriorYear - - 11 - Employer - prior year (US) - - - 495 - 12 - EmployerCurrentYear - - 12 - Employer - current year (US) - - - 495 - 13 - NonFundPrototypeIRA - - 13 - Non-fund prototype IRA (US) - - - 495 - 14 - NonFundQualifiedPlan - - 14 - Non-fund qualified plan (US) - - - 495 - 15 - DefinedContributionPlan - - 15 - Defined contribution plan (US) - - - 495 - 16 - IRA - - 16 - Individual Retirement Account (US) - - - 495 - 17 - IRARollover - - 17 - Individual Retirement Account - Rollover (US) - - - 495 - 18 - KEOGH - - 18 - KEOGH (US) - - - 495 - 19 - ProfitSharingPlan - - 19 - Profit Sharing Plan (US) - - - 495 - 20 - US401K - - 20 - 401(k) (US) - - - 495 - 21 - SelfDirectedIRA - - 21 - Self-directed IRA (US) - - - 495 - 22 - US403b - - 22 - 403(b) (US) - - - 495 - 23 - US457 - - 23 - 457 (US) - - - 495 - 24 - RothIRAPrototype - - 24 - Roth IRA (Fund Prototype) (US) - - - 495 - 25 - RothIRANonPrototype - - 25 - Roth IRA (Non-prototype) (US) - - - 495 - 26 - RothConversionIRAPrototype - - 26 - Roth Conversion IRA (Fund Prototype) (US) - - - 495 - 27 - RothConversionIRANonPrototype - - 27 - Roth Conversion IRA (Non-prototype) (US) - - - 495 - 28 - EducationIRAPrototype - - 28 - Education IRA (Fund Prototype) (US) - - - 495 - 29 - EducationIRANonPrototype - - 29 - Education IRA (Non-prototype) (US) - - - 495 - 999 - Other - - 99 - Other - - - 497 - N - No - - 1 - No - - - 497 - Y - Yes - - 2 - Yes - - - 506 - A - Accepted - - 1 - Accepted - - - 506 - R - Rejected - - 2 - Rejected - - - 506 - H - Held - - 3 - Held - - - 506 - N - Reminder - - 4 - Reminder - i.e. Registration Instructions are still outstanding - - - 507 - 1 - InvalidAccountType - - 1 - Invalid/unacceptable Account Type - - - 507 - 2 - InvalidTaxExemptType - - 2 - Invalid/unacceptable Tax Exempt Type - - - 507 - 3 - InvalidOwnershipType - - 3 - Invalid/unacceptable Ownership Type - - - 507 - 4 - NoRegDetails - - 4 - Invalid/unacceptable No Reg Details - - - 507 - 5 - InvalidRegSeqNo - - 5 - Invalid/unacceptable Reg Seq No - - - 507 - 6 - InvalidRegDetails - - 6 - Invalid/unacceptable Reg Details - - - 507 - 7 - InvalidMailingDetails - - 7 - Invalid/unacceptable Mailing Details - - - 507 - 8 - InvalidMailingInstructions - - 8 - Invalid/unacceptable Mailing Instructions - - - 507 - 9 - InvalidInvestorID - - 9 - Invalid/unacceptable Investor ID - - - 507 - 10 - InvalidInvestorIDSource - - 10 - Invalid/unaceeptable Investor ID Source - - - 507 - 11 - InvalidDateOfBirth - - 11 - Invalid/unacceptable Date Of Birth - - - 507 - 12 - InvalidCountry - - 12 - Invalid/unacceptable Investor Country Of Residence - - - 507 - 13 - InvalidDistribInstns - - 13 - Invalid/unacceptable No Distrib Instns - - - 507 - 14 - InvalidPercentage - - 14 - Invalid/unacceptable Distrib Percentage - - - 507 - 15 - InvalidPaymentMethod - - 15 - Invalid/unacceptable Distrib Payment Method - - - 507 - 16 - InvalidAccountName - - 16 - Invalid/unacceptable Cash Distrib Agent Acct Name - - - 507 - 17 - InvalidAgentCode - - 17 - Invalid/unacceptable Cash Distrib Agent Code - - - 507 - 18 - InvalidAccountNum - - 18 - Invalid/unacceptable Cash Distrib Agent Acct Num - - - 507 - 99 - Other - - 99 - Other - - - 514 - 0 - New - - 1 - New - - - 514 - 2 - Cancel - - 2 - Cancel - - - 514 - 1 - Replace - - 3 - Replace - - - 517 - J - JointInvestors - - 1 - Joint Investors - - - 517 - T - TenantsInCommon - - 2 - Tenants in Common - - - 517 - 2 - JointTrustees - - 3 - Joint Trustees - - - 519 - 1 - CommissionAmount - - 1 - Commission amount (actual) - - - 519 - 2 - CommissionPercent - - 2 - Commission percent (actual) - - - 519 - 3 - InitialChargeAmount - - 3 - Initial Charge Amount - - - 519 - 4 - InitialChargePercent - - 4 - Initial Charge Percent - - - 519 - 5 - DiscountAmount - - 5 - Discount Amount - - - 519 - 6 - DiscountPercent - - 6 - Discount Percent - - - 519 - 7 - DilutionLevyAmount - - 7 - Dilution Levy Amount - - - 519 - 8 - DilutionLevyPercent - - 8 - Dilution Levy Percent - - - 519 - 9 - ExitChargeAmount - - 9 - Exit Charge Amount - - - 519 - 10 - ExitChargePercent - - 10 - Exit Charge Percent - - - 519 - 11 - FundBasedRenewalCommissionPercent - - 11 - Fund-Based Renewal Commission Percent (a.k.a. Trail commission) - - - 519 - 12 - ProjectedFundValue - - 12 - Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) - - - 519 - 13 - FundBasedRenewalCommissionOnOrder - - 13 - Fund-Based Renewal Commission Amount (based on Order value) - - - 519 - 14 - FundBasedRenewalCommissionOnFund - - 14 - Fund-Based Renewal Commission Amount (based on Projected Fund value) - - - 519 - 15 - NetSettlementAmount - - 15 - Net Settlement Amount - - - 522 - 1 - IndividualInvestor - - 1 - Individual Investor - - - 522 - 2 - PublicCompany - - 2 - Public Company - - - 522 - 3 - PrivateCompany - - 3 - Private Company - - - 522 - 4 - IndividualTrustee - - 4 - Individual Trustee - - - 522 - 5 - CompanyTrustee - - 5 - Company Trustee - - - 522 - 6 - PensionPlan - - 6 - Pension Plan - - - 522 - 7 - CustodianUnderGiftsToMinorsAct - - 7 - Custodian Under Gifts to Minors Act - - - 522 - 8 - Trusts - - 8 - Trusts - - - 522 - 9 - Fiduciaries - - 9 - Fiduciaries - - - 522 - 10 - NetworkingSubAccount - - 10 - Networking Sub-account - - - 522 - 11 - NonProfitOrganization - - 11 - Non-profit organization - - - 522 - 12 - CorporateBody - - 12 - Corporate Body - - - 522 - 13 - Nominee - - 13 - Nominee - - - 528 - A - Agency - - 1 - Agency - - - 528 - G - Proprietary - - 2 - Proprietary - - - 528 - I - Individual - - 3 - Individual - - - 528 - P - Principal - - 4 - Principal (Note for CMS purposes, "Principal" includes "Proprietary") - - - 528 - R - RisklessPrincipal - - 5 - Riskless Principal - - - 528 - W - AgentForOtherMember - - 6 - Agent for Other Member - - - 529 - 1 - ProgramTrade - - 1 - Program Trade - - - 529 - 2 - IndexArbitrage - - 2 - Index Arbitrage - - - 529 - 3 - NonIndexArbitrage - - 3 - Non-Index Arbitrage - - - 529 - 4 - CompetingMarketMaker - - 4 - Competing Market Maker - - - 529 - 5 - ActingAsMarketMakerOrSpecialistInSecurity - - 5 - Acting as Market Maker or Specialist in the security - - - 529 - 6 - ActingAsMarketMakerOrSpecialistInUnderlying - - 6 - Acting as Market Maker or Specialist in the underlying security of a derivative security - - - 529 - 7 - ForeignEntity - - 7 - Foreign Entity (of foreign government or regulatory jurisdiction) - - - 529 - 8 - ExternalMarketParticipant - - 8 - External Market Participant - - - 529 - 9 - ExternalInterConnectedMarketLinkage - - 9 - External Inter-connected Market Linkage - - - 529 - A - RisklessArbitrage - - 10 - Riskless Arbitrage - - - 529 - B - IssuerHolding - - 11 - Issuer Holding - - - 529 - C - IssuePriceStabilization - - 12 - Issue Price Stabilization - - - 529 - D - NonAlgorithmic - - 13 - Non-algorithmic - - - 529 - E - Algorithmic - - 14 - Algorithmic - - - 530 - 1 - CancelOrdersForASecurity - - 1 - Cancel orders for a security - - - 530 - 2 - CancelOrdersForAnUnderlyingSecurity - - 2 - Cancel orders for an underlying security - - - 530 - 3 - CancelOrdersForAProduct - - 3 - Cancel orders for a Product - - - 530 - 4 - CancelOrdersForACFICode - - 4 - Cancel orders for a CFICode - - - 530 - 5 - CancelOrdersForASecurityType - - 5 - Cancel orders for a SecurityType - - - 530 - 6 - CancelOrdersForATradingSession - - 6 - Cancel orders for a trading session - - - 530 - 7 - CancelAllOrders - - 7 - Cancel all orders - - - 530 - 8 - CancelOrdersForAMarket - - 8 - Cancel orders for a market - - - 530 - 9 - CancelOrdersForAMarketSegment - - 9 - Cancel orders for a market segment - - - 530 - A - CancelOrdersForASecurityGroup - - 10 - Cancel orders for a security group - - - 531 - 0 - CancelRequestRejected - - 0 - Cancel Request Rejected - See MassCancelRejectReason (532) - - - 531 - 1 - CancelOrdersForASecurity - - 1 - Cancel orders for a security - - - 531 - 2 - CancelOrdersForAnUnderlyingSecurity - - 2 - Cancel orders for an Underlying Security - - - 531 - 3 - CancelOrdersForAProduct - - 3 - Cancel orders for a Product - - - 531 - 4 - CancelOrdersForACFICode - - 4 - Cancel orders for a CFICode - - - 531 - 5 - CancelOrdersForASecurityType - - 5 - Cancel orders for a SecurityType - - - 531 - 6 - CancelOrdersForATradingSession - - 6 - Cancel orders for a trading session - - - 531 - 7 - CancelAllOrders - - 7 - Cancel All Orders - - - 531 - 8 - CancelOrdersForAMarket - - 8 - Cancel orders for a market - - - 531 - 9 - CancelOrdersForAMarketSegment - - 9 - Cancel orders for a market segment - - - 531 - A - CancelOrdersForASecurityGroup - - 10 - Cancel orders for a security group - - - 532 - 0 - MassCancelNotSupported - - 0 - Mass Cancel Not Supported - - - 532 - 1 - InvalidOrUnknownSecurity - - 1 - Invalid or Unknown Security - - - 532 - 2 - InvalidOrUnkownUnderlyingSecurity - - 2 - Invalid or Unkown Underlying security - - - 532 - 3 - InvalidOrUnknownProduct - - 3 - Invalid or Unknown Product - - - 532 - 4 - InvalidOrUnknownCFICode - - 4 - Invalid or Unknown CFICode - - - 532 - 5 - InvalidOrUnknownSecurityType - - 5 - Invalid or Unknown SecurityType - - - 532 - 6 - InvalidOrUnknownTradingSession - - 6 - Invalid or Unknown Trading Session - - - 532 - 7 - InvalidOrUnknownMarket - - 8 - Invalid or unknown Market - - - 532 - 8 - InvalidOrUnkownMarketSegment - - 9 - Invalid or unkown Market Segment - - - 532 - 9 - InvalidOrUnknownSecurityGroup - - 10 - Invalid or unknown Security Group - - - 532 - 99 - Other - - 99 - Other - - - 537 - 0 - Indicative - - 1 - Indicative - - - 537 - 1 - Tradeable - - 2 - Tradeable - - - 537 - 2 - RestrictedTradeable - - 3 - Restricted Tradeable - - - 537 - 3 - Counter - - 4 - Counter (tradeable) - - - 544 - 1 - Cash - - 1 - Cash - - - 544 - 2 - MarginOpen - - 2 - Margin Open - - - 544 - 3 - MarginClose - - 3 - Margin Close - - - 546 - 1 - LocalMarket - - 1 - Local Market (Exchange, ECN, ATS) - - - 546 - 2 - National - - 2 - National - - - 546 - 3 - Global - - 3 - Global - - - 547 - N - No - - 1 - Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request - - - 547 - Y - Yes - - 2 - Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request - - - 549 - 1 - CrossAON - - 1 - Cross AON - cross trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an "All or None". - - - 549 - 2 - CrossIOC - - 2 - Cross IOC - cross trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an IOC on the other side. Note: CrossPrioritization(550) field may be used to indicate which side should fully execute in this scenario. - - - 549 - 3 - CrossOneSide - - 3 - Cross One Side - cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted by the CrossPrioritization (550) field), but the unfilled portion remains active. - - - 549 - 4 - CrossSamePrice - - 4 - Cross Same Price - cross trade is executed with existing orders with the same price. In this case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities. - - - 550 - 0 - None - - 1 - None - - - 550 - 1 - BuySideIsPrioritized - - 2 - Buy side is prioritized - - - 550 - 2 - SellSideIsPrioritized - - 3 - Sell side is prioritized - - - 552 - 1 - OneSide - - 1 - One Side - - - 552 - 2 - BothSides - - 2 - Both Sides - - - 559 - 0 - Symbol - - 0 - Symbol - - - 559 - 1 - SecurityTypeAnd - - 1 - SecurityType and/or CFICode - - - 559 - 2 - Product - - 2 - Product - - - 559 - 3 - TradingSessionID - - 3 - TradingSessionID - - - 559 - 4 - AllSecurities - - 4 - All Securities - - - 559 - 5 - MarketIDOrMarketID - - 6 - MarketID or MarketID + MarketSegmentID - - - 560 - 0 - ValidRequest - - 0 - Valid request - - - 560 - 1 - InvalidOrUnsupportedRequest - - 1 - Invalid or unsupported request - - - 560 - 2 - NoInstrumentsFound - - 2 - No instruments found that match selection criteria - - - 560 - 3 - NotAuthorizedToRetrieveInstrumentData - - 3 - Not authorized to retrieve instrument data - - - 560 - 4 - InstrumentDataTemporarilyUnavailable - - 4 - Instrument data temporarily unavailable - - - 560 - 5 - RequestForInstrumentDataNotSupported - - 5 - Request for instrument data not supported - - - 563 - 0 - ReportByMulitlegSecurityOnly - - 0 - Report by mulitleg security only (do not report legs) - - - 563 - 1 - ReportByMultilegSecurityAndInstrumentLegs - - 1 - Report by multileg security and by instrument legs belonging to the multileg security - - - 563 - 2 - ReportByInstrumentLegsOnly - - 2 - Report by instrument legs belonging to the multileg security only (do not report status of multileg security) - - - 567 - 1 - UnknownOrInvalidTradingSessionID - - 1 - Unknown or invalid TradingSessionID - - - 567 - 99 - Other - - 99 - Other - - - 569 - 0 - AllTrades - - 0 - All Trades - - - 569 - 1 - MatchedTradesMatchingCriteria - - 1 - Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) - - - 569 - 2 - UnmatchedTradesThatMatchCriteria - - 2 - Unmatched trades that match criteria - - - 569 - 3 - UnreportedTradesThatMatchCriteria - - 3 - Unreported trades that match criteria - - - 569 - 4 - AdvisoriesThatMatchCriteria - - 4 - Advisories that match criteria - - - 570 - N - NotReportedToCounterparty - - 1 - Not reported to counterparty - - - 570 - Y - PerviouslyReportedToCounterparty - - 2 - Perviously reported to counterparty - - - 573 - 0 - Compared - - 0 - Compared, matched or affirmed - - - 573 - 1 - Uncompared - - 1 - Uncompared, unmatched, or unaffirmed - - - 573 - 2 - AdvisoryOrAlert - - 2 - Advisory or alert - - - 574 - 1 - OnePartyTradeReport - General Purpose - 70 - One-Party Trade Report (privately negotiated trade) - - - 574 - 2 - TwoPartyTradeReport - General Purpose - 71 - Two-Party Trade Report (privately negotiated trade) - - - 574 - 3 - ConfirmedTradeReport - General Purpose - 72 - Confirmed Trade Report (reporting from recognized markets) - - - 574 - 4 - AutoMatch - General Purpose - 73 - Auto-match - - - 574 - 5 - CrossAuction - General Purpose - 74 - Cross Auction - - - 574 - 6 - CounterOrderSelection - General Purpose - 75 - Counter-Order Selection - - - 574 - 7 - CallAuction - General Purpose - 76 - Call Auction - - - 574 - 8 - Issuing - General Purpose - 77 - Issuing/Buy Back Auction - - - 574 - M3 - ACTAcceptedTrade - NASDAQ - 2 - ACT Accepted Trade - - - 574 - M4 - ACTDefaultTrade - NASDAQ - 3 - ACT Default Trade - - - 574 - M5 - ACTDefaultAfterM2 - NASDAQ - 4 - ACT Default After M2 - - - 574 - M6 - ACTM6Match - NASDAQ - 5 - ACT M6 Match - - - 574 - A1 - ExactMatchPlus4BadgesExecTime - NYSE and AMEX - 0 - Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) - - - 574 - A2 - ExactMatchPlus4Badges - NYSE and AMEX - 1 - Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges - - - 574 - A3 - ExactMatchPlus2BadgesExecTime - NYSE and AMEX - 2 - Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) - - - 574 - A4 - ExactMatchPlus2Badges - NYSE and AMEX - 3 - Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges - - - 574 - A5 - ExactMatchPlusExecTime - NYSE and AMEX - 4 - Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) - - - 574 - AQ - StampedAdvisoriesOrSpecialistAccepts - NYSE and AMEX - 5 - Compared records resulting from stamped advisories or specialist accepts/pair-offs - - - 574 - S1 - A1ExactMatchSummarizedQuantity - NYSE and AMEX - 6 - Summarized match using A1 exact match criteria except quantity is summaried - - - 574 - S2 - A2ExactMatchSummarizedQuantity - NYSE and AMEX - 7 - Summarized match using A2 exact match criteria except quantity is summarized - - - 574 - S3 - A3ExactMatchSummarizedQuantity - NYSE and AMEX - 8 - Summarized match using A3 exact match criteria except quantity is summarized - - - 574 - S4 - A4ExactMatchSummarizedQuantity - NYSE and AMEX - 9 - Summarized match using A4 exact match criteria except quantity is summarized - - - 574 - S5 - A5ExactMatchSummarizedQuantity - NYSE and AMEX - 10 - Summarized match using A5 exact match criteria except quantity is summarized - - - 574 - M1 - ExactMatchMinusBadgesTimes - NYSE, AMEX and NASDAQ - 11 - Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match - - - 574 - M2 - SummarizedMatchMinusBadgesTimes - NYSE, AMEX and NASDAQ - 12 - Summarized match minus badges and times: ACT M2 Match - - - 574 - MT - OCSLockedIn - NYSE, AMEX and NASDAQ - 13 - OCS Locked In: Non-ACT - - - 575 - N - TreatAsRoundLot - - 1 - Treat as round lot (default) - - - 575 - Y - TreatAsOddLot - - 2 - Treat as odd lot - - - 577 - 0 - ProcessNormally - - 0 - Process normally - - - 577 - 1 - ExcludeFromAllNetting - - 1 - Exclude from all netting - - - 577 - 2 - BilateralNettingOnly - - 2 - Bilateral netting only - - - 577 - 3 - ExClearing - - 3 - Ex clearing - - - 577 - 4 - SpecialTrade - - 4 - Special trade - - - 577 - 5 - MultilateralNetting - - 5 - Multilateral netting - - - 577 - 6 - ClearAgainstCentralCounterparty - - 6 - Clear against central counterparty - - - 577 - 7 - ExcludeFromCentralCounterparty - - 7 - Exclude from central counterparty - - - 577 - 8 - ManualMode - - 8 - Manual mode (pre-posting and/or pre-giveup) - - - 577 - 9 - AutomaticPostingMode - - 9 - Automatic posting mode (trade posting to the position account number specified) - - - 577 - 10 - AutomaticGiveUpMode - - 10 - Automatic give-up mode (trade give-up to the give-up destination number specified) - - - 577 - 11 - QualifiedServiceRepresentativeQSR - - 11 - Qualified Service Representative QSR - - - 577 - 12 - CustomerTrade - - 12 - Customer trade - - - 577 - 13 - SelfClearing - - 13 - Self clearing - - - 581 - 1 - CarriedCustomerSide - - 1 - Account is carried on customer side of the books - - - 581 - 2 - CarriedNonCustomerSide - - 2 - Account is carried on non-customer side of books - - - 581 - 3 - HouseTrader - - 3 - House Trader - - - 581 - 4 - FloorTrader - - 4 - Floor Trader - - - 581 - 6 - CarriedNonCustomerSideCrossMargined - - 5 - Account is carried on non-customer side of books and is cross margined - - - 581 - 7 - HouseTraderCrossMargined - - 6 - Account is house trader and is cross margined - - - 581 - 8 - JointBackOfficeAccount - - 7 - Joint back office account (JBO) - - - 582 - 1 - MemberTradingForTheirOwnAccount - - 1 - Member trading for their own account - - - 582 - 2 - ClearingFirmTradingForItsProprietaryAccount - - 2 - Clearing Firm trading for its proprietary account - - - 582 - 3 - MemberTradingForAnotherMember - - 3 - Member trading for another member - - - 582 - 4 - AllOther - - 4 - All other - - - 585 - 1 - StatusForOrdersForASecurity - - 1 - Status for orders for a Security - - - 585 - 2 - StatusForOrdersForAnUnderlyingSecurity - - 2 - Status for orders for an Underlying Security - - - 585 - 3 - StatusForOrdersForAProduct - - 3 - Status for orders for a Product - - - 585 - 4 - StatusForOrdersForACFICode - - 4 - Status for orders for a CFICode - - - 585 - 5 - StatusForOrdersForASecurityType - - 5 - Status for orders for a SecurityType - - - 585 - 6 - StatusForOrdersForATradingSession - - 6 - Status for orders for a trading session - - - 585 - 7 - StatusForAllOrders - - 7 - Status for all orders - - - 585 - 8 - StatusForOrdersForAPartyID - - 8 - Status for orders for a PartyID - - - 589 - 0 - Auto - - 1 - Can trigger booking without reference to the order initiator ("auto") - - - 589 - 1 - SpeakWithOrderInitiatorBeforeBooking - - 2 - Speak with order initiator before booking ("speak first") - - - 589 - 2 - Accumulate - - 3 - Accumulate - - - 590 - 0 - EachPartialExecutionIsABookableUnit - - 1 - Each partial execution is a bookable unit - - - 590 - 1 - AggregatePartialExecutionsOnThisOrder - - 2 - Aggregate partial executions on this order, and book one trade per order - - - 590 - 2 - AggregateExecutionsForThisSymbol - - 3 - Aggregate executions for this symbol, side, and settlement date - - - 591 - 0 - ProRata - - 1 - Pro rata - - - 591 - 1 - DoNotProRata - - 2 - Do not pro-rata - discuss first - - - 625 - 1 - PreTrading - - 1 - Pre-Trading - - - 625 - 2 - OpeningOrOpeningAuction - - 2 - Opening or opening auction - - - 625 - 3 - Continuous - - 3 - (Continuous) Trading - - - 625 - 4 - ClosingOrClosingAuction - - 4 - Closing or closing auction - - - 625 - 5 - PostTrading - - 5 - Post-Trading - - - 625 - 6 - IntradayAuction - - 6 - Intraday Auction - - - 625 - 7 - Quiescent - - 7 - Quiescent - - - 626 - 1 - Calculated - - 1 - Calculated (includes MiscFees and NetMoney) - - - 626 - 2 - Preliminary - - 2 - Preliminary (without MiscFees and NetMoney) - - - 626 - 3 - SellsideCalculatedUsingPreliminary - - 3 - Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) (Replaced) - - - 626 - 4 - SellsideCalculatedWithoutPreliminary - - 4 - Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) - - - 626 - 5 - ReadyToBook - - 5 - Ready-To-Book - Single Order - - - 626 - 6 - BuysideReadyToBook - - 6 - Buyside Ready-To-Book - Combined Set of Orders (Replaced) - - - 626 - 7 - WarehouseInstruction - - 7 - Warehouse Instruction - - - 626 - 8 - RequestToIntermediary - - 8 - Request to Intermediary - - - 626 - 9 - Accept - - 9 - Accept - - - 626 - 10 - Reject - - 10 - Reject - - - 626 - 11 - AcceptPending - - 11 - Accept Pending - - - 626 - 12 - IncompleteGroup - - 12 - Incomplete Group - - - 626 - 13 - CompleteGroup - - 13 - Complete Group - - - 626 - 14 - ReversalPending - - 14 - Reversal Pending - - - 635 - 1 - FirstYearDelegate - - 1 - 1st year delegate trading for own account - - - 635 - 2 - SecondYearDelegate - - 2 - 2nd year delegate trading for own account - - - 635 - 3 - ThirdYearDelegate - - 3 - 3rd year delegate trading for own account - - - 635 - 4 - FourthYearDelegate - - 4 - 4th year delegate trading for own account - - - 635 - 5 - FifthYearDelegate - - 5 - 5th year delegate trading for own account - - - 635 - 9 - SixthYearDelegate - - 6 - 6th year delegate trading for own account - - - 635 - B - CBOEMember - - 7 - CBOE Member - - - 635 - C - NonMemberAndCustomer - - 8 - Non-member and Customer - - - 635 - E - EquityMemberAndClearingMember - - 9 - Equity Member and Clearing Member - - - 635 - F - FullAndAssociateMember - - 10 - Full and Associate Member trading for own account and as floor brokers - - - 635 - H - Firms106HAnd106J - - 11 - 106.H and 106.J firms - - - 635 - I - GIM - - 12 - GIM, IDEM and COM Membership Interest Holders - - - 635 - L - Lessee106FEmployees - - 13 - Lessee 106.F Employees - - - 635 - M - AllOtherOwnershipTypes - - 14 - All other ownership types - - - 636 - N - NotWorking - - 1 - Order has been accepted but not yet in a working state - - - 636 - Y - Working - - 2 - Order is currently being worked - - - 638 - 0 - PriorityUnchanged - - 1 - Priority unchanged - - - 638 - 1 - LostPriorityAsResultOfOrderChange - - 2 - Lost Priority as result of order change - - - 650 - N - DoesNotConsituteALegalConfirm - - 1 - Does not consitute a Legal Confirm - - - 650 - Y - LegalConfirm - - 2 - Legal Confirm - - - 653 - 0 - PendingApproval - - 1 - Pending Approval - - - 653 - 1 - Approved - - 2 - Approved (Accepted) - - - 653 - 2 - Rejected - - 3 - Rejected - - - 653 - 3 - UnauthorizedRequest - - 4 - Unauthorized Request - - - 653 - 4 - InvalidDefinitionRequest - - 5 - Invalid Definition Request - - - 658 - 1 - UnknownSymbol - - 0 - Unknown Symbol (Security) - - - 658 - 2 - Exchange - - 1 - Exchange (Security) Closed - - - 658 - 3 - QuoteRequestExceedsLimit - - 2 - Quote Request Exceeds Limit - - - 658 - 4 - TooLateToEnter - - 3 - Too Late to enter - - - 658 - 5 - InvalidPrice - - 4 - Invalid Price - - - 658 - 6 - NotAuthorizedToRequestQuote - - 5 - Not Authorized To Request Quote - - - 658 - 7 - NoMatchForInquiry - - 6 - No Match For Inquiry - - - 658 - 8 - NoMarketForInstrument - - 7 - No Market For Instrument - - - 658 - 9 - NoInventory - - 8 - No Inventory - - - 658 - 10 - Pass - - 9 - Pass - - - 658 - 11 - InsufficientCredit - - 10 - Insufficient credit - - - 658 - 99 - Other - - 99 - Other - - - 660 - 1 - BIC - - 1 - BIC - - - 660 - 2 - SIDCode - - 2 - SID Code - - - 660 - 3 - TFM - - 3 - TFM (GSPTA) - - - 660 - 4 - OMGEO - - 4 - OMGEO (Alert ID) - - - 660 - 5 - DTCCCode - - 5 - DTCC Code - - - 660 - 99 - Other - - 99 - Other (custom or proprietary) - - - 665 - 1 - Received - - 1 - Received - - - 665 - 2 - MismatchedAccount - - 2 - Mismatched Account - - - 665 - 3 - MissingSettlementInstructions - - 3 - Missing Settlement Instructions - - - 665 - 4 - Confirmed - - 4 - Confirmed - - - 665 - 5 - RequestRejected - - 5 - Request Rejected - - - 666 - 0 - New - - 1 - New - - - 666 - 1 - Replace - - 2 - Replace - - - 666 - 2 - Cancel - - 3 - Cancel - - - 668 - 1 - BookEntry - - 1 - Book Entry (default) - - - 668 - 2 - Bearer - - 2 - Bearer - - - 690 - 1 - ParForPar - - 1 - Par For Par - - - 690 - 2 - ModifiedDuration - - 2 - Modified Duration - - - 690 - 4 - Risk - - 3 - Risk - - - 690 - 5 - Proceeds - - 4 - Proceeds - - - 692 - 1 - Percent - - 0 - Percent (percent of par) - - - 692 - 2 - PerShare - - 1 - Per Share (e.g. cents per share) - - - 692 - 3 - FixedAmount - - 2 - Fixed Amount (absolute value) - - - 692 - 4 - Discount - - 3 - Discount - percentage points below par - - - 692 - 5 - Premium - - 4 - Premium - percentage points over par - - - 692 - 6 - Spread - - 5 - Spread - basis points relative to benchmark - - - 692 - 7 - TEDPrice - - 6 - TED Price - - - 692 - 8 - TEDYield - - 7 - TED Yield - - - 692 - 9 - YieldSpread - - 8 - Yield Spread (swaps) - - - 692 - 10 - Yield - - 9 - Yield - - - 694 - 1 - Hit - - 1 - Hit/Lift - - - 694 - 2 - Counter - - 2 - Counter - - - 694 - 3 - Expired - - 3 - Expired - - - 694 - 4 - Cover - - 4 - Cover - - - 694 - 5 - DoneAway - - 5 - Done Away - - - 694 - 6 - Pass - - 6 - Pass - - - 694 - 7 - EndTrade - - 7 - End Trade - - - 694 - 8 - TimedOut - - 8 - Timed Out - - - 703 - ALC - AllocationTradeQty - - 1 - Allocation Trade Qty - - - 703 - AS - OptionAssignment - - 2 - Option Assignment - - - 703 - ASF - AsOfTradeQty - - 3 - As-of Trade Qty - - - 703 - DLV - DeliveryQty - - 4 - Delivery Qty - - - 703 - ETR - ElectronicTradeQty - - 5 - Electronic Trade Qty - - - 703 - EX - OptionExerciseQty - - 6 - Option Exercise Qty - - - 703 - FIN - EndOfDayQty - - 7 - End-of-Day Qty - - - 703 - IAS - IntraSpreadQty - - 8 - Intra-spread Qty - - - 703 - IES - InterSpreadQty - - 9 - Inter-spread Qty - - - 703 - PA - AdjustmentQty - - 10 - Adjustment Qty - - - 703 - PIT - PitTradeQty - - 11 - Pit Trade Qty - - - 703 - SOD - StartOfDayQty - - 12 - Start-of-Day Qty - - - 703 - SPL - IntegralSplit - - 13 - Integral Split - - - 703 - TA - TransactionFromAssignment - - 14 - Transaction from Assignment - - - 703 - TOT - TotalTransactionQty - - 15 - Total Transaction Qty - - - 703 - TQ - TransactionQuantity - - 16 - Transaction Quantity - - - 703 - TRF - TransferTradeQty - - 17 - Transfer Trade Qty - - - 703 - TX - TransactionFromExercise - - 18 - Transaction from Exercise - - - 703 - XM - CrossMarginQty - - 19 - Cross Margin Qty - - - 703 - RCV - ReceiveQuantity - - 20 - Receive Quantity - - - 703 - CAA - CorporateActionAdjustment - - 21 - Corporate Action Adjustment - - - 703 - DN - DeliveryNoticeQty - - 22 - Delivery Notice Qty - - - 703 - EP - ExchangeForPhysicalQty - - 23 - Exchange for Physical Qty - - - 703 - PNTN - PrivatelyNegotiatedTradeQty - - 24 - Privately negotiated Trade Qty (Non-regulated) - - - 706 - 0 - Submitted - - 1 - Submitted - - - 706 - 1 - Accepted - - 2 - Accepted - - - 706 - 2 - Rejected - - 3 - Rejected - - - 707 - CASH - CashAmount - - 0 - Cash Amount (Corporate Event) - - - 707 - CRES - CashResidualAmount - - 1 - Cash Residual Amount - - - 707 - FMTM - FinalMarkToMarketAmount - - 2 - Final Mark-to-Market Amount - - - 707 - IMTM - IncrementalMarkToMarketAmount - - 3 - Incremental Mark-to-Market Amount - - - 707 - PREM - PremiumAmount - - 4 - Premium Amount - - - 707 - SMTM - StartOfDayMarkToMarketAmount - - 5 - Start-of-Day Mark-to-Market Amount - - - 707 - TVAR - TradeVariationAmount - - 6 - Trade Variation Amount - - - 707 - VADJ - ValueAdjustedAmount - - 7 - Value Adjusted Amount - - - 707 - SETL - SettlementValue - - 8 - Settlement Value - - - 709 - 1 - Exercise - - 1 - Exercise - - - 709 - 2 - DoNotExercise - - 2 - Do Not Exercise - - - 709 - 3 - PositionAdjustment - - 3 - Position Adjustment - - - 709 - 4 - PositionChangeSubmission - - 4 - Position Change Submission/Margin Disposition - - - 709 - 5 - Pledge - - 5 - Pledge - - - 709 - 6 - LargeTraderSubmission - - 6 - Large Trader Submission - - - 712 - 1 - New - - 1 - New - used to increment the overall transaction quantity - - - 712 - 2 - Replace - - 2 - Replace - used to override the overall transaction quantity or specifi add messages based on the reference ID - - - 712 - 3 - Cancel - - 3 - Cancel - used to remove the overall transaction or specific add messages based on reference ID - - - 712 - 4 - Reverse - - 4 - Reverse - used to completelly back-out the transaction such that the transaction never existed - - - 716 - ITD - Intraday - - 1 - Intraday - - - 716 - RTH - RegularTradingHours - - 2 - Regular Trading Hours - - - 716 - ETH - ElectronicTradingHours - - 3 - Electronic Trading Hours - - - 716 - EOD - EndOfDay - - 4 - End Of Day - - - 718 - 0 - ProcessRequestAsMarginDisposition - - 1 - Process Request As Margin Disposition - - - 718 - 1 - DeltaPlus - - 2 - Delta Plus - - - 718 - 2 - DeltaMinus - - 3 - Delta Minus - - - 718 - 3 - Final - - 4 - Final - - - 722 - 0 - Accepted - - 1 - Accepted - - - 722 - 1 - AcceptedWithWarnings - - 2 - Accepted With Warnings - - - 722 - 2 - Rejected - - 3 - Rejected - - - 722 - 3 - Completed - - 4 - Completed - - - 722 - 4 - CompletedWithWarnings - - 5 - Completed With Warnings - - - 723 - 0 - SuccessfulCompletion - - 1 - Successful Completion - no warnings or errors - - - 723 - 1 - Rejected - - 2 - Rejected - - - 723 - 99 - Other - - 99 - Other - - - 724 - 0 - Positions - - 1 - Positions - - - 724 - 1 - Trades - - 2 - Trades - - - 724 - 2 - Exercises - - 3 - Exercises - - - 724 - 3 - Assignments - - 4 - Assignments - - - 724 - 4 - SettlementActivity - - 5 - Settlement Activity - - - 724 - 5 - BackoutMessage - - 6 - Backout Message - - - 725 - 0 - Inband - - 1 - Inband - transport the request was sent over (default) - - - 725 - 1 - OutOfBand - - 2 - Out of Band - pre-arranged out-of-band delivery mechanizm (i.e. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination (726). - - - 728 - 0 - ValidRequest - - 1 - Valid request - - - 728 - 1 - InvalidOrUnsupportedRequest - - 2 - Invalid or unsupported request - - - 728 - 2 - NoPositionsFoundThatMatchCriteria - - 3 - No positions found that match criteria - - - 728 - 3 - NotAuthorizedToRequestPositions - - 4 - Not authorized to request positions - - - 728 - 4 - RequestForPositionNotSupported - - 5 - Request for position not supported - - - 728 - 99 - Other - - 99 - Other (use Text (58) in conjunction with this code for an explaination) - - - 729 - 0 - Completed - - 1 - Completed - - - 729 - 1 - CompletedWithWarnings - - 2 - Completed With Warnings - - - 729 - 2 - Rejected - - 3 - Rejected - - - 731 - 1 - Final - - 1 - Final - - - 731 - 2 - Theoretical - - 2 - Theoretical - - - 744 - P - ProRata - - 1 - Pro rata - - - 744 - R - Random - - 2 - Random - - - 747 - A - Automatic - - 1 - Automatic - - - 747 - M - Manual - - 2 - Manual - - - 749 - 0 - Successful - - 1 - Successful (default) - - - 749 - 1 - InvalidOrUnknownInstrument - - 2 - Invalid or unknown instrument - - - 749 - 2 - InvalidTypeOfTradeRequested - - 3 - Invalid type of trade requested - - - 749 - 3 - InvalidParties - - 4 - Invalid parties - - - 749 - 4 - InvalidTransportTypeRequested - - 5 - Invalid transport type requested - - - 749 - 5 - InvalidDestinationRequested - - 6 - Invalid destination requested - - - 749 - 8 - TradeRequestTypeNotSupported - - 7 - TradeRequestType not supported - - - 749 - 9 - NotAuthorized - - 8 - Not authorized - - - 749 - 99 - Other - - 99 - Other - - - 750 - 0 - Accepted - - 1 - Accepted - - - 750 - 1 - Completed - - 2 - Completed - - - 750 - 2 - Rejected - - 3 - Rejected - - - 751 - 0 - Successful - - 1 - Successful (default) - - - 751 - 1 - InvalidPartyOnformation - - 2 - Invalid party onformation - - - 751 - 2 - UnknownInstrument - - 3 - Unknown instrument - - - 751 - 3 - UnauthorizedToReportTrades - - 4 - Unauthorized to report trades - - - 751 - 4 - InvalidTradeType - - 5 - Invalid trade type - - - 751 - 99 - Other - - 99 - Other - - - 752 - 1 - SingleSecurity - - 1 - Single Security (default if not specified) - - - 752 - 2 - IndividualLegOfAMultilegSecurity - - 2 - Individual leg of a multileg security - - - 752 - 3 - MultilegSecurity - - 3 - Multileg Security - - - 770 - 1 - ExecutionTime - - 1 - Execution Time - - - 770 - 2 - TimeIn - - 2 - Time In - - - 770 - 3 - TimeOut - - 3 - Time Out - - - 770 - 4 - BrokerReceipt - - 4 - Broker Receipt - - - 770 - 5 - BrokerExecution - - 5 - Broker Execution - - - 770 - 6 - DeskReceipt - - 6 - Desk Receipt - - - 773 - 1 - Status - - 1 - Status - - - 773 - 2 - Confirmation - - 2 - Confirmation - - - 773 - 3 - ConfirmationRequestRejected - - 3 - Confirmation Request Rejected (reason can be stated in Text (58) field) - - - 774 - 1 - MismatchedAccount - - 1 - Mismatched account - - - 774 - 2 - MissingSettlementInstructions - - 2 - Missing settlement instructions - - - 774 - 99 - Other - - 99 - Other - - - 775 - 0 - RegularBooking - - 1 - Regular booking - - - 775 - 1 - CFD - - 2 - CFD (Contract for difference) - - - 775 - 2 - TotalReturnSwap - - 3 - Total Return Swap - - - 780 - 0 - UseDefaultInstructions - - 1 - Use default instructions - - - 780 - 1 - DeriveFromParametersProvided - - 2 - Derive from parameters provided - - - 780 - 2 - FullDetailsProvided - - 3 - Full details provided - - - 780 - 3 - SSIDBIDsProvided - - 4 - SSI DB IDs provided - - - 780 - 4 - PhoneForInstructions - - 5 - Phone for instructions - - - 787 - C - Cash - - 1 - Cash - - - 787 - S - Securities - - 2 - Securities - - - 788 - 1 - Overnight - - 1 - Overnight - - - 788 - 2 - Term - - 2 - Term - - - 788 - 3 - Flexible - - 3 - Flexible - - - 788 - 4 - Open - - 4 - Open - - - 792 - 0 - UnableToProcessRequest - - 1 - Unable to process request - - - 792 - 1 - UnknownAccount - - 2 - Unknown account - - - 792 - 2 - NoMatchingSettlementInstructionsFound - - 3 - No matching settlement instructions found - - - 792 - 99 - Other - - 99 - Other - - - 794 - 2 - PreliminaryRequestToIntermediary - - 1 - Preliminary Request to Intermediary - - - 794 - 3 - SellsideCalculatedUsingPreliminary - - 2 - Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) - - - 794 - 4 - SellsideCalculatedWithoutPreliminary - - 3 - Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) - - - 794 - 5 - WarehouseRecap - - 4 - Warehouse Recap - - - 794 - 8 - RequestToIntermediary - - 5 - Request to Intermediary - - - 794 - 9 - Accept - - 6 - Accept - - - 794 - 10 - Reject - - 7 - Reject - - - 794 - 11 - AcceptPending - - 8 - Accept Pending - - - 794 - 12 - Complete - - 9 - Complete - - - 794 - 14 - ReversePending - - 10 - Reverse Pending - - - 796 - 1 - OriginalDetailsIncomplete - - 1 - Original details incomplete/incorrect - - - 796 - 2 - ChangeInUnderlyingOrderDetails - - 2 - Change in underlying order details - - - 796 - 99 - Other - - 99 - Other - - - 798 - 1 - CarriedCustomerSide - - 1 - Account is carried pn customer side of books - - - 798 - 2 - CarriedNonCustomerSide - - 2 - Account is carried on non-customer side of books - - - 798 - 3 - HouseTrader - - 3 - House trader - - - 798 - 4 - FloorTrader - - 4 - Floor trader - - - 798 - 6 - CarriedNonCustomerSideCrossMargined - - 5 - Account is carried on non-customer side of books and is cross margined - - - 798 - 7 - HouseTraderCrossMargined - - 6 - Account is house trader and is cross margined - - - 798 - 8 - JointBackOfficeAccount - - 7 - Joint back office account (JBO) - - - 803 - 1 - Firm - - 0 - Firm - - - 803 - 2 - Person - - 1 - Person - - - 803 - 3 - System - - 2 - System - - - 803 - 4 - Application - - 3 - Application - - - 803 - 5 - FullLegalNameOfFirm - - 4 - Full legal name of firm - - - 803 - 6 - PostalAddress - - 5 - Postal address - - - 803 - 7 - PhoneNumber - - 6 - Phone number - - - 803 - 8 - EmailAddress - - 7 - Email address - - - 803 - 9 - ContactName - - 8 - Contact name - - - 803 - 10 - SecuritiesAccountNumber - - 9 - Securities account number (for settlement instructions) - - - 803 - 11 - RegistrationNumber - - 10 - Registration number (for settlement instructions and confirmations) - - - 803 - 12 - RegisteredAddressForConfirmation - - 11 - Registered address (for confirmation purposes) - - - 803 - 13 - RegulatoryStatus - - 12 - Regulatory status (for confirmation purposes) - - - 803 - 14 - RegistrationName - - 13 - Registration name (for settlement instructions) - - - 803 - 15 - CashAccountNumber - - 14 - Cash account number (for settlement instructions) - - - 803 - 16 - BIC - - 15 - BIC - - - 803 - 17 - CSDParticipantMemberCode - - 16 - CSD participant member code - - - 803 - 18 - RegisteredAddress - - 17 - Registered address - - - 803 - 19 - FundAccountName - - 18 - Fund account name - - - 803 - 20 - TelexNumber - - 19 - Telex number - - - 803 - 21 - FaxNumber - - 20 - Fax number - - - 803 - 22 - SecuritiesAccountName - - 21 - Securities account name - - - 803 - 23 - CashAccountName - - 22 - Cash account name - - - 803 - 24 - Department - - 23 - Department - - - 803 - 25 - LocationDesk - - 24 - Location desk - - - 803 - 26 - PositionAccountType - - 25 - Position account type - - - 803 - 27 - SecurityLocateID - - 26 - Security locate ID - - - 803 - 28 - MarketMaker - - 27 - Market maker - - - 803 - 29 - EligibleCounterparty - - 28 - Eligible counterparty - - - 803 - 30 - ProfessionalClient - - 29 - Professional client - - - 803 - 31 - Location - - 30 - Location - - - 803 - 32 - ExecutionVenue - - 31 - Execution venue - - - 803 - 33 - CurrencyDeliveryIdentifier - - 99 - Currency delivery identifier - - - 808 - 1 - PendingAccept - - 1 - Pending Accept - - - 808 - 2 - PendingRelease - - 2 - Pending Release - - - 808 - 3 - PendingReversal - - 3 - Pending Reversal - - - 808 - 4 - Accept - - 4 - Accept - - - 808 - 5 - BlockLevelReject - - 5 - Block Level Reject - - - 808 - 6 - AccountLevelReject - - 6 - Account Level Reject - - - 814 - 0 - NoActionTaken - - 1 - No Action Taken - - - 814 - 1 - QueueFlushed - - 2 - Queue Flushed - - - 814 - 2 - OverlayLast - - 3 - Overlay Last - - - 814 - 3 - EndSession - - 4 - End Session - - - 815 - 0 - NoActionTaken - - 1 - No Action Taken - - - 815 - 1 - QueueFlushed - - 2 - Queue Flushed - - - 815 - 2 - OverlayLast - - 3 - Overlay Last - - - 815 - 3 - EndSession - - 4 - End Session - - - 819 - 0 - NoAveragePricing - - 1 - No Average Pricing - - - 819 - 1 - Trade - - 2 - Trade is part of an average price group identified by the TradeLinkID (820) - - - 819 - 2 - LastTrade - - 3 - Last trade is the average price group identified by the TradeLinkID (820) - - - 826 - 0 - AllocationNotRequired - - 1 - Allocation not required - - - 826 - 1 - AllocationRequired - - 2 - Allocation required (give-up trade) allocation information not provided (incomplete) - - - 826 - 2 - UseAllocationProvidedWithTheTrade - - 3 - Use allocation provided with the trade - - - 826 - 3 - AllocationGiveUpExecutor - - 4 - Allocation give-up executor - - - 826 - 4 - AllocationFromExecutor - - 5 - Allocation from executor - - - 826 - 5 - AllocationToClaimAccount - - 6 - Allocation to claim account - - - 827 - 0 - ExpireOnTradingSessionClose - - 1 - Expire on trading session close (default) - - - 827 - 1 - ExpireOnTradingSessionOpen - - 2 - Expire on trading session open - - - 827 - 2 - SpecifiedExpiration - - 3 - Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) - - - 828 - 0 - RegularTrade - - 0 - Regular Trade - - - 828 - 1 - BlockTrade - - 1 - Block Trade - - - 828 - 2 - EFP - - 2 - EFP (Exchange for physical) - - - 828 - 3 - Transfer - - 3 - Transfer - - - 828 - 4 - LateTrade - - 4 - Late Trade - - - 828 - 5 - TTrade - - 5 - T Trade - - - 828 - 6 - WeightedAveragePriceTrade - - 6 - Weighted Average Price Trade - - - 828 - 7 - BunchedTrade - - 7 - Bunched Trade - - - 828 - 8 - LateBunchedTrade - - 8 - Late Bunched Trade - - - 828 - 9 - PriorReferencePriceTrade - - 9 - Prior Reference Price Trade - - - 828 - 10 - AfterHoursTrade - - 10 - After Hours Trade - - - 828 - 11 - ExchangeForRisk - - 11 - Exchange for Risk (EFR) - - - 828 - 12 - ExchangeForSwap - - 12 - Exchange for Swap (EFS ) - - - 828 - 13 - ExchangeOfFuturesFor - - 13 - Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini) - - - 828 - 14 - ExchangeOfOptionsForOptions - - 14 - Exchange of Options for Options (EOO) - - - 828 - 15 - TradingAtSettlement - - 15 - Trading at Settlement - - - 828 - 16 - AllOrNone - - 16 - All or None - - - 828 - 17 - FuturesLargeOrderExecution - - 17 - Futures Large Order Execution - - - 828 - 18 - ExchangeOfFuturesForFutures - - 18 - Exchange of Futures for Futures (external market) (EFF) - - - 828 - 19 - OptionInterimTrade - - 19 - Option Interim Trade - - - 828 - 20 - OptionCabinetTrade - - 20 - Option Cabinet Trade - - - 828 - 22 - PrivatelyNegotiatedTrades - - 21 - Privately Negotiated Trades - - - 828 - 23 - SubstitutionOfFuturesForForwards - - 22 - Substitution of Futures for Forwards - - - 828 - 48 - NonStandardSettlement - - 48 - Non-standard settlement - - - 828 - 49 - DerivativeRelatedTransaction - - 49 - Derivative Related Transaction - - - 828 - 50 - PortfolioTrade - - 50 - Portfolio Trade - - - 828 - 51 - VolumeWeightedAverageTrade - - 51 - Volume Weighted Average Trade - - - 828 - 52 - ExchangeGrantedTrade - - 52 - Exchange Granted Trade - - - 828 - 53 - RepurchaseAgreement - - 53 - Repurchase Agreement - - - 828 - 54 - OTC - - 54 - OTC - - - 828 - 55 - ExchangeBasisFacility - - 55 - Exchange Basis Facility (EBF) - - - 828 - 24 - ErrorTrade - MiFID Values - 24 - Error trade - - - 828 - 25 - SpecialCumDividend - MiFID Values - 25 - Special cum dividend (CD) - - - 828 - 26 - SpecialExDividend - MiFID Values - 26 - Special ex dividend (XD) - - - 828 - 27 - SpecialCumCoupon - MiFID Values - 27 - Special cum coupon (CC) - - - 828 - 28 - SpecialExCoupon - MiFID Values - 28 - Special ex coupon (XC) - - - 828 - 29 - CashSettlement - MiFID Values - 29 - Cash settlement (CS) - - - 828 - 30 - SpecialPrice - MiFID Values - 30 - Special price (usually net- or all-in price) (SP) - - - 828 - 31 - GuaranteedDelivery - MiFID Values - 31 - Guaranteed delivery (GD) - - - 828 - 32 - SpecialCumRights - MiFID Values - 32 - Special cum rights (CR) - - - 828 - 33 - SpecialExRights - MiFID Values - 33 - Special ex rights (XR) - - - 828 - 34 - SpecialCumCapitalRepayments - MiFID Values - 34 - Special cum capital repayments (CP) - - - 828 - 35 - SpecialExCapitalRepayments - MiFID Values - 35 - Special ex capital repayments (XP) - - - 828 - 36 - SpecialCumBonus - MiFID Values - 36 - Special cum bonus (CB) - - - 828 - 37 - SpecialExBonus - MiFID Values - 37 - Special ex bonus (XB) - - - 828 - 38 - LargeTrade - MiFID Values - 38 - Block trade (same as large trade) - - - 828 - 39 - WorkedPrincipalTrade - MiFID Values - 39 - Worked principal trade (UK-specific) - - - 828 - 40 - BlockTrades - MiFID Values - 40 - Block Trades - after market - - - 828 - 41 - NameChange - MiFID Values - 41 - Name change - - - 828 - 42 - PortfolioTransfer - MiFID Values - 42 - Portfolio transfer - - - 828 - 43 - ProrogationBuy - MiFID Values - 43 - Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price - - - 828 - 44 - ProrogationSell - MiFID Values - 44 - Prorogation sell - see prorogation buy - - - 828 - 45 - OptionExercise - MiFID Values - 45 - Option exercise - - - 828 - 46 - DeltaNeutralTransaction - MiFID Values - 46 - Delta neutral transaction - - - 828 - 47 - FinancingTransaction - MiFID Values - 47 - Financing transaction (includes repo and stock lending) - - - 829 - 0 - CMTA - - 1 - CMTA - - - 829 - 1 - InternalTransferOrAdjustment - - 2 - Internal transfer or adjustment - - - 829 - 2 - ExternalTransferOrTransferOfAccount - - 3 - External transfer or transfer of account - - - 829 - 3 - RejectForSubmittingSide - - 4 - Reject for submitting side - - - 829 - 4 - AdvisoryForContraSide - - 5 - Advisory for contra side - - - 829 - 5 - OffsetDueToAnAllocation - - 6 - Offset due to an allocation - - - 829 - 6 - OnsetDueToAnAllocation - - 7 - Onset due to an allocation - - - 829 - 7 - DifferentialSpread - - 8 - Differential spread - - - 829 - 8 - ImpliedSpreadLegExecutedAgainstAnOutright - - 9 - Implied spread leg executed against an outright - - - 829 - 9 - TransactionFromExercise - - 10 - Transaction from exercise - - - 829 - 10 - TransactionFromAssignment - - 11 - Transaction from assignment - - - 829 - 11 - ACATS - - 12 - ACATS - - - 829 - 33 - OffHoursTrade - - 32 - Off Hours Trade - - - 829 - 34 - OnHoursTrade - - 33 - On Hours Trade - - - 829 - 35 - OTCQuote - - 34 - OTC Quote - - - 829 - 36 - ConvertedSWAP - - 36 - Converted SWAP - - - 829 - 14 - AI - MiFID Values - 13 - AI (Automated input facility disabled in response to an exchange request.) - - - 829 - 15 - B - MiFID Values - 14 - B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) - - - 829 - 16 - K - MiFID Values - 15 - K (Transaction using block trade facility.) - - - 829 - 17 - LC - MiFID Values - 16 - LC (Correction submitted more than three days after publication of the original trade report.) - - - 829 - 18 - M - MiFID Values - 17 - M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) - - - 829 - 19 - N - MiFID Values - 18 - N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) - - - 829 - 20 - NM - MiFID Values - 19 - NM ( i) transaction where Exchange has granted permission for non-publication -ii)IDB is reporting as seller -iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.) - - - 829 - 21 - NR - MiFID Values - 20 - NR (Non-risk transaction in a SEATS security other than an AIM security) - - - 829 - 22 - P - MiFID Values - 21 - P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) - - - 829 - 23 - PA - MiFID Values - 22 - PA (Protected transaction notification) - - - 829 - 24 - PC - MiFID Values - 23 - PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) - - - 829 - 25 - PN - MiFID Values - 24 - PN (Worked principal notification for a portfolio transaction which includes order book securities) - - - 829 - 26 - R - MiFID Values - 25 - R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) -(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or -(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).) - - - 829 - 27 - RO - MiFID Values - 26 - RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) - - - 829 - 28 - RT - MiFID Values - 27 - RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) - - - 829 - 29 - SW - MiFID Values - 28 - SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) - - - 829 - 30 - T - MiFID Values - 29 - T (If reporting a single protected transaction) - - - 829 - 31 - WN - MiFID Values - 30 - WN (Worked principal notification for a single order book security) - - - 829 - 32 - WT - MiFID Values - 31 - WT (Worked principal transaction (other than a portfolio transaction)) - - - 829 - 37 - CrossedTrade - MiFID Values - 37 - Crossed Trade (X) - - - 829 - 38 - InterimProtectedTrade - MiFID Values - 38 - Interim Protected Trade (I) - - - 829 - 39 - LargeInScale - MiFID Values - 39 - Large in Scale (L) - - - 835 - 0 - Floating - - 1 - Floating (default) - - - 835 - 1 - Fixed - - 2 - Fixed - - - 836 - 0 - Price - - 1 - Price (default) - - - 836 - 1 - BasisPoints - - 2 - Basis Points - - - 836 - 2 - Ticks - - 3 - Ticks - - - 836 - 3 - PriceTier - - 4 - Price Tier / Level - - - 837 - 0 - OrBetter - - 1 - Or better (default) - price improvement allowed - - - 837 - 1 - Strict - - 2 - Strict - limit is a strict limit - - - 837 - 2 - OrWorse - - 3 - Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) - - - 838 - 1 - MoreAggressive - - 1 - More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick - - - 838 - 2 - MorePassive - - 2 - More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick - - - 840 - 1 - Local - - 1 - Local (Exchange, ECN, ATS) - - - 840 - 2 - National - - 2 - National - - - 840 - 3 - Global - - 3 - Global - - - 840 - 4 - NationalExcludingLocal - - 4 - National excluding local - - - 841 - 0 - Floating - - 1 - Floating (default) - - - 841 - 1 - Fixed - - 2 - Fixed - - - 842 - 0 - Price - - 1 - Price (default) - - - 842 - 1 - BasisPoints - - 2 - Basis Points - - - 842 - 2 - Ticks - - 3 - Ticks - - - 842 - 3 - PriceTier - - 4 - Price Tier / Level - - - 843 - 0 - OrBetter - - 1 - Or better (default) - price improvement allowed - - - 843 - 1 - Strict - - 2 - Strict - limit is a strict limit - - - 843 - 2 - OrWorse - - 3 - Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) - - - 844 - 1 - MoreAggressive - - 1 - More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick - - - 844 - 2 - MorePassive - - 2 - More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick - - - 846 - 1 - Local - - 1 - Local (Exchange, ECN, ATS) - - - 846 - 2 - National - - 2 - National - - - 846 - 3 - Global - - 3 - Global - - - 846 - 4 - NationalExcludingLocal - - 4 - National excluding local - - - 847 - 1 - VWAP - - 1 - VWAP - - - 847 - 2 - Participate - - 3 - Participate (i.e. aim to be x percent of the market volume) - - - 847 - 3 - MininizeMarketImpact - - 4 - Mininize market impact - - - 851 - 1 - AddedLiquidity - - 1 - Added Liquidity - - - 851 - 2 - RemovedLiquidity - - 2 - Removed Liquidity - - - 851 - 3 - LiquidityRoutedOut - - 3 - Liquidity Routed Out - - - 851 - 4 - Auction - - 4 - Auction - - - 852 - N - DoNotReportTrade - - 1 - Do Not Report Trade - - - 852 - Y - ReportTrade - - 2 - Report Trade - - - 853 - 0 - DealerSoldShort - - 1 - Dealer Sold Short - - - 853 - 1 - DealerSoldShortExempt - - 2 - Dealer Sold Short Exempt - - - 853 - 2 - SellingCustomerSoldShort - - 3 - Selling Customer Sold Short - - - 853 - 3 - SellingCustomerSoldShortExempt - - 4 - Selling Customer Sold Short Exempt - - - 853 - 4 - QualifiedServiceRepresentative - - 5 - Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short - - - 853 - 5 - QSROrAGUContraSideSoldShortExempt - - 6 - QSR or AGU Contra Side Sold Short Exempt - - - 854 - 0 - Units - - 1 - Units (shares, par, currency) - - - 854 - 1 - Contracts - - 2 - Contracts (if used - must specify ContractMultiplier (tag 231)) - - - 854 - 2 - UnitsOfMeasurePerTimeUnit - - 3 - Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) - - - 856 - 0 - Submit - - 1 - Submit - - - 856 - 1 - Alleged - - 2 - Alleged - - - 856 - 2 - Accept - - 3 - Accept - - - 856 - 3 - Decline - - 4 - Decline - - - 856 - 4 - Addendum - - 5 - Addendum - - - 856 - 5 - No - - 6 - No/Was - - - 856 - 6 - TradeReportCancel - - 7 - Trade Report Cancel - - - 856 - 7 - LockedIn - - 8 - (Locked-In) Trade Break - - - 856 - 8 - Defaulted - - 9 - Defaulted - - - 856 - 9 - InvalidCMTA - - 10 - Invalid CMTA - - - 856 - 10 - Pended - - 11 - Pended - - - 856 - 11 - AllegedNew - - 12 - Alleged New - - - 856 - 12 - AllegedAddendum - - 13 - Alleged Addendum - - - 856 - 13 - AllegedNo - - 14 - Alleged No/Was - - - 856 - 14 - AllegedTradeReportCancel - - 15 - Alleged Trade Report Cancel - - - 856 - 15 - AllegedTradeBreak - - 16 - Alleged (Locked-In) Trade Break - - - 857 - 0 - NotSpecified - - 1 - Not Specified - - - 857 - 1 - ExplicitListProvided - - 2 - Explicit List Provided - - - 865 - 1 - Put - - 0 - Put - - - 865 - 2 - Call - - 1 - Call - - - 865 - 3 - Tender - - 2 - Tender - - - 865 - 4 - SinkingFundCall - - 3 - Sinking Fund Call - - - 865 - 5 - Activation - - 4 - Activation - - - 865 - 6 - Inactiviation - - 5 - Inactiviation - - - 865 - 7 - LastEligibleTradeDate - - 6 - Last Eligible Trade Date - - - 865 - 8 - SwapStartDate - - 7 - Swap Start Date - - - 865 - 9 - SwapEndDate - - 8 - Swap End Date - - - 865 - 10 - SwapRollDate - - 9 - Swap Roll Date - - - 865 - 11 - SwapNextStartDate - - 10 - Swap Next Start Date - - - 865 - 12 - SwapNextRollDate - - 11 - Swap Next Roll Date - - - 865 - 13 - FirstDeliveryDate - - 12 - First Delivery Date - - - 865 - 14 - LastDeliveryDate - - 13 - Last Delivery Date - - - 865 - 15 - InitialInventoryDueDate - - 14 - Initial Inventory Due Date - - - 865 - 16 - FinalInventoryDueDate - - 15 - Final Inventory Due Date - - - 865 - 17 - FirstIntentDate - - 16 - First Intent Date - - - 865 - 18 - LastIntentDate - - 17 - Last Intent Date - - - 865 - 19 - PositionRemovalDate - - 18 - Position Removal Date - - - 865 - 99 - Other - - 99 - Other - - - 871 - 1 - Flat - - 0 - Flat (securities pay interest on a current basis but are traded without interest) - - - 871 - 2 - ZeroCoupon - - 1 - Zero coupon - - - 871 - 3 - InterestBearing - - 2 - Interest bearing (for Euro commercial paper when not issued at discount) - - - 871 - 4 - NoPeriodicPayments - - 3 - No periodic payments - - - 871 - 5 - VariableRate - - 4 - Variable rate - - - 871 - 6 - LessFeeForPut - - 5 - Less fee for put - - - 871 - 7 - SteppedCoupon - - 6 - Stepped coupon - - - 871 - 8 - CouponPeriod - - 7 - Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field. - - - 871 - 9 - When - - 8 - When [and if] issued - - - 871 - 10 - OriginalIssueDiscount - - 9 - Original issue discount - - - 871 - 11 - Callable - - 10 - Callable, puttable - - - 871 - 12 - EscrowedToMaturity - - 11 - Escrowed to Maturity - - - 871 - 13 - EscrowedToRedemptionDate - - 12 - Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field - - - 871 - 14 - PreRefunded - - 13 - Pre-refunded - - - 871 - 15 - InDefault - - 14 - In default - - - 871 - 16 - Unrated - - 15 - Unrated - - - 871 - 17 - Taxable - - 16 - Taxable - - - 871 - 18 - Indexed - - 17 - Indexed - - - 871 - 19 - SubjectToAlternativeMinimumTax - - 18 - Subject To Alternative Minimum Tax - - - 871 - 20 - OriginalIssueDiscountPrice - - 19 - Original issue discount price. Supply price in the InstrAttribValue (872) field - - - 871 - 21 - CallableBelowMaturityValue - - 20 - Callable below maturity value - - - 871 - 22 - CallableWithoutNotice - - 21 - Callable without notice by mail to holder unless registered - - - 871 - 23 - PriceTickRulesForSecurity - - 22 - Price tick rules for security. - - - 871 - 24 - TradeTypeEligibilityDetailsForSecurity - - 23 - Trade type eligibility details for security. - - - 871 - 25 - InstrumentDenominator - - 26 - Instrument Denominator - - - 871 - 26 - InstrumentNumerator - - 27 - Instrument Numerator - - - 871 - 27 - InstrumentPricePrecision - - 28 - Instrument Price Precision - - - 871 - 28 - InstrumentStrikePrice - - 29 - Instrument Strike Price - - - 871 - 29 - TradeableIndicator - - 30 - Tradeable Indicator - - - 871 - 99 - Text - - 99 - Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field. - - - 875 - 1 - Program3a3 - - 1 - 3(a)(3) - - - 875 - 2 - Program42 - - 2 - 4(2) - - - 875 - 99 - Other - - 99 - Other - - - 891 - 0 - Absolute - - 1 - Absolute - - - 891 - 1 - PerUnit - - 2 - Per Unit - - - 891 - 2 - Percentage - - 3 - Percentage - - - 893 - N - NotLastMessage - - 1 - Not Last Message - - - 893 - Y - LastMessage - - 2 - Last Message - - - 895 - 0 - Initial - - 1 - Initial - - - 895 - 1 - Scheduled - - 2 - Scheduled - - - 895 - 2 - TimeWarning - - 3 - Time Warning - - - 895 - 3 - MarginDeficiency - - 4 - Margin Deficiency - - - 895 - 4 - MarginExcess - - 5 - Margin Excess - - - 895 - 5 - ForwardCollateralDemand - - 6 - Forward Collateral Demand - - - 895 - 6 - EventOfDefault - - 7 - Event of default - - - 895 - 7 - AdverseTaxEvent - - 8 - Adverse tax event - - - 896 - 0 - TradeDate - - 1 - Trade Date - - - 896 - 1 - GCInstrument - - 2 - GC Instrument - - - 896 - 2 - CollateralInstrument - - 3 - Collateral Instrument - - - 896 - 3 - SubstitutionEligible - - 4 - Substitution Eligible - - - 896 - 4 - NotAssigned - - 5 - Not Assigned - - - 896 - 5 - PartiallyAssigned - - 6 - Partially Assigned - - - 896 - 6 - FullyAssigned - - 7 - Fully Assigned - - - 896 - 7 - OutstandingTrades - - 8 - Outstanding Trades (Today < end date) - - - 903 - 0 - New - - 1 - New - - - 903 - 1 - Replace - - 2 - Replace - - - 903 - 2 - Cancel - - 3 - Cancel - - - 903 - 3 - Release - - 4 - Release - - - 903 - 4 - Reverse - - 5 - Reverse - - - 905 - 0 - Received - - 1 - Received - - - 905 - 1 - Accepted - - 2 - Accepted - - - 905 - 2 - Declined - - 3 - Declined - - - 905 - 3 - Rejected - - 4 - Rejected - - - 906 - 0 - UnknownDeal - - 1 - Unknown deal (order / trade) - - - 906 - 1 - UnknownOrInvalidInstrument - - 2 - Unknown or invalid instrument - - - 906 - 2 - UnauthorizedTransaction - - 3 - Unauthorized transaction - - - 906 - 3 - InsufficientCollateral - - 4 - Insufficient collateral - - - 906 - 4 - InvalidTypeOfCollateral - - 5 - Invalid type of collateral - - - 906 - 5 - ExcessiveSubstitution - - 6 - Excessive substitution - - - 906 - 99 - Other - - 99 - Other - - - 910 - 0 - Unassigned - - 1 - Unassigned - - - 910 - 1 - PartiallyAssigned - - 2 - Partially Assigned - - - 910 - 2 - AssignmentProposed - - 3 - Assignment Proposed - - - 910 - 3 - Assigned - - 4 - Assigned (Accepted) - - - 910 - 4 - Challenged - - 5 - Challenged - - - 912 - N - NotLastMessage - - 1 - Not last message - - - 912 - Y - LastMessage - - 2 - Last message - - - 919 - 0 - VersusPayment - - 1 - "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment - - - 919 - 1 - Free - - 2 - "Free": Deliver (if sell) or Receive (if buy) Free - - - 919 - 2 - TriParty - - 3 - Tri-Party - - - 919 - 3 - HoldInCustody - - 4 - Hold In Custody - - - 924 - 1 - LogOnUser - - 1 - Log On User - - - 924 - 2 - LogOffUser - - 2 - Log Off User - - - 924 - 3 - ChangePasswordForUser - - 3 - Change Password For User - - - 924 - 4 - RequestIndividualUserStatus - - 4 - Request Individual User Status - - - 926 - 1 - LoggedIn - - 1 - Logged In - - - 926 - 2 - NotLoggedIn - - 2 - Not Logged In - - - 926 - 3 - UserNotRecognised - - 3 - User Not Recognised - - - 926 - 4 - PasswordIncorrect - - 4 - Password Incorrect - - - 926 - 5 - PasswordChanged - - 5 - Password Changed - - - 926 - 6 - Other - - 6 - Other - - - 926 - 7 - ForcedUserLogoutByExchange - - 7 - Forced user logout by Exchange - - - 926 - 8 - SessionShutdownWarning - - 8 - Session shutdown warning - - - 928 - 1 - Connected - - 1 - Connected - - - 928 - 2 - NotConnectedUnexpected - - 2 - Not Connected - down expected up - - - 928 - 3 - NotConnectedExpected - - 3 - Not Connected - down expected down - - - 928 - 4 - InProcess - - 4 - In Process - - - 935 - 1 - Snapshot - - 1 - Snapshot - - - 935 - 2 - Subscribe - - 2 - Subscribe - - - 935 - 4 - StopSubscribing - - 3 - Stop Subscribing - - - 935 - 8 - LevelOfDetail - - 4 - Level of Detail, then NoCompID's becomes required - - - 937 - 1 - Full - - 1 - Full - - - 937 - 2 - IncrementalUpdate - - 2 - Incremental Update - - - 939 - 0 - Accepted - - 1 - Accepted - - - 939 - 1 - Rejected - - 2 - Rejected - - - 939 - 3 - AcceptedWithErrors - - 3 - Accepted with errors - - - 940 - 1 - Received - - 1 - Received - - - 940 - 2 - ConfirmRejected - - 2 - Confirm rejected, i.e. not affirmed - - - 940 - 3 - Affirmed - - 3 - Affirmed - - - 944 - 0 - Retain - - 1 - Retain - - - 944 - 1 - Add - - 2 - Add - - - 944 - 2 - Remove - - 3 - Remove - - - 945 - 0 - Accepted - - 1 - Accepted - - - 945 - 1 - AcceptedWithWarnings - - 2 - Accepted With Warnings - - - 945 - 2 - Completed - - 3 - Completed - - - 945 - 3 - CompletedWithWarnings - - 4 - Completed With Warnings - - - 945 - 4 - Rejected - - 5 - Rejected - - - 946 - 0 - Successful - - 1 - Successful (default) - - - 946 - 1 - InvalidOrUnknownInstrument - - 2 - Invalid or unknown instrument - - - 946 - 2 - InvalidOrUnknownCollateralType - - 3 - Invalid or unknown collateral type - - - 946 - 3 - InvalidParties - - 4 - Invalid Parties - - - 946 - 4 - InvalidTransportTypeRequested - - 5 - Invalid Transport Type requested - - - 946 - 5 - InvalidDestinationRequested - - 6 - Invalid Destination requested - - - 946 - 6 - NoCollateralFoundForTheTradeSpecified - - 7 - No collateral found for the trade specified - - - 946 - 7 - NoCollateralFoundForTheOrderSpecified - - 8 - No collateral found for the order specified - - - 946 - 8 - CollateralInquiryTypeNotSupported - - 9 - Collateral inquiry type not supported - - - 946 - 9 - UnauthorizedForCollateralInquiry - - 10 - Unauthorized for collateral inquiry - - - 946 - 99 - Other - - 99 - Other (further information in Text (58) field) - - - 959 - 1 - Int - - 1 - Int - - - 959 - 2 - Length - - 2 - Length - - - 959 - 3 - NumInGroup - - 3 - NumInGroup - - - 959 - 4 - SeqNum - - 4 - SeqNum - - - 959 - 5 - TagNum - - 5 - TagNum - - - 959 - 6 - Float - - 6 - float - - - 959 - 7 - Qty - - 7 - Qty - - - 959 - 8 - Price - - 8 - Price - - - 959 - 9 - PriceOffset - - 9 - PriceOffset - - - 959 - 10 - Amt - - 10 - Amt - - - 959 - 11 - Percentage - - 11 - Percentage - - - 959 - 12 - Char - - 12 - Char - - - 959 - 13 - Boolean - - 13 - Boolean - - - 959 - 14 - String - - 14 - String - - - 959 - 15 - MultipleCharValue - - 15 - MultipleCharValue - - - 959 - 16 - Currency - - 16 - Currency - - - 959 - 17 - Exchange - - 17 - Exchange - - - 959 - 18 - MonthYear - - 18 - MonthYear - - - 959 - 19 - UTCTimestamp - - 19 - UTCTimestamp - - - 959 - 20 - UTCTimeOnly - - 20 - UTCTimeOnly - - - 959 - 21 - LocalMktDate - - 21 - LocalMktDate - - - 959 - 22 - UTCDateOnly - - 22 - UTCDateOnly - - - 959 - 23 - Data - - 23 - data - - - 959 - 24 - MultipleStringValue - - 24 - MultipleStringValue - - - 965 - 1 - Active - - 1 - Active - - - 965 - 2 - Inactive - - 2 - Inactive - - - 974 - FIXED - FIXED - - 1 - FIXED - - - 974 - DIFF - DIFF - - 2 - DIFF - - - 975 - 2 - TPlus1 - - 1 - T+1 - - - 975 - 4 - TPlus3 - - 2 - T+3 - - - 975 - 5 - TPlus4 - - 3 - T+4 - - - 980 - A - Add - - 1 - Add - - - 980 - D - Delete - - 2 - Delete - - - 980 - M - Modify - - 3 - Modify - - - 982 - 1 - AutoExercise - - 1 - Auto Exercise - - - 982 - 2 - NonAutoExercise - - 2 - Non Auto Exercise - - - 982 - 3 - FinalWillBeExercised - - 3 - Final Will Be Exercised - - - 982 - 4 - ContraryIntention - - 4 - Contrary Intention - - - 982 - 5 - Difference - - 5 - Difference - - - 992 - 1 - SubAllocate - - 1 - Sub Allocate - - - 992 - 2 - ThirdPartyAllocation - - 2 - Third Party Allocation - - - 996 - Bcf - BillionCubicFeet - Fixed Magnitude UOM - 1 - Billion cubic feet - - - 996 - MMbbl - MillionBarrels - Fixed Magnitude UOM - 5 - Million Barrels - - - 996 - MMBtu - OneMillionBTU - Fixed Magnitude UOM - 6 - One Million BTU - - - 996 - MWh - MegawattHours - Fixed Magnitude UOM - 7 - Megawatt hours - - - 996 - Bbl - Barrels - Variable Quantity UOM - 0 - Barrels - - - 996 - Bu - Bushels - Variable Quantity UOM - 2 - Bushels - - - 996 - lbs - Pounds - Variable Quantity UOM - 3 - pounds - - - 996 - Gal - Gallons - Variable Quantity UOM - 4 - Gallons - - - 996 - oz_tr - TroyOunces - Variable Quantity UOM - 8 - Troy Ounces - - - 996 - t - MetricTons - Variable Quantity UOM - 9 - Metric Tons (aka Tonne) - - - 996 - tn - Tons - Variable Quantity UOM - 10 - Tons (US) - - - 996 - USD - USDollars - Variable Quantity UOM - 11 - US Dollars - - - 997 - H - Hour - - 0 - Hour - - - 997 - Min - Minute - - 1 - Minute - - - 997 - S - Second - - 2 - Second - - - 997 - D - Day - - 3 - Day - - - 997 - Wk - Week - - 4 - Week - - - 997 - Mo - Month - - 5 - Month - - - 997 - Yr - Year - - 6 - Year - - - 1002 - 1 - Automatic - - 1 - Automatic - - - 1002 - 2 - Guarantor - - 2 - Guarantor - - - 1002 - 3 - Manual - - 3 - Manual - - - 1015 - 0 - False - - 1 - false - trade is not an AsOf trade - - - 1015 - 1 - True - - 2 - true - trade is an AsOf trade - - - 1021 - 1 - TopOfBook - - 1 - Top of Book - - - 1021 - 2 - PriceDepth - - 2 - Price Depth - - - 1021 - 3 - OrderDepth - - 3 - Order Depth - - - 1024 - 0 - Book - - 1 - Book - - - 1024 - 1 - OffBook - - 2 - Off-Book - - - 1024 - 2 - Cross - - 3 - Cross - - - 1031 - ADD - AddOnOrder - NASD OATS - 1 - Add-on Order - - - 1031 - AON - AllOrNone - NASD OATS - 2 - All or None - - - 1031 - CNH - CashNotHeld - NASD OATS - 3 - Cash Not Held - - - 1031 - DIR - DirectedOrder - NASD OATS - 4 - Directed Order - - - 1031 - E.W - ExchangeForPhysicalTransaction - NASD OATS - 5 - Exchange for Physical Transaction - - - 1031 - FOK - FillOrKill - NASD OATS - 6 - Fill or Kill - - - 1031 - IO - ImbalanceOnly - NASD OATS - 7 - Imbalance Only - - - 1031 - IOC - ImmediateOrCancel - NASD OATS - 8 - Immediate or Cancel - - - 1031 - LOO - LimitOnOpen - NASD OATS - 9 - Limit On Open - - - 1031 - LOC - LimitOnClose - NASD OATS - 10 - Limit on Close - - - 1031 - MAO - MarketAtOpen - NASD OATS - 11 - Market at Open - - - 1031 - MAC - MarketAtClose - NASD OATS - 12 - Market at Close - - - 1031 - MOO - MarketOnOpen - NASD OATS - 13 - Market on Open - - - 1031 - MOC - MarketOnClose - NASD OATS - 14 - Market On Close - - - 1031 - MQT - MinimumQuantity - NASD OATS - 15 - Minimum Quantity - - - 1031 - NH - NotHeld - NASD OATS - 16 - Not Held - - - 1031 - OVD - OverTheDay - NASD OATS - 17 - Over the Day - - - 1031 - PEG - Pegged - NASD OATS - 18 - Pegged - - - 1031 - RSV - ReserveSizeOrder - NASD OATS - 19 - Reserve Size Order - - - 1031 - S.W - StopStockTransaction - NASD OATS - 20 - Stop Stock Transaction - - - 1031 - SCL - Scale - NASD OATS - 21 - Scale - - - 1031 - TMO - TimeOrder - NASD OATS - 22 - Time Order - - - 1031 - TS - TrailingStop - NASD OATS - 23 - Trailing Stop - - - 1031 - WRK - Work - NASD OATS - 24 - Work - - - 1032 - 1 - NASDOATS - - 1 - NASD OATS - - - 1033 - A - Agency - NASD OATS - 1 - Agency - - - 1033 - AR - Arbitrage - NASD OATS - 2 - Arbitrage - - - 1033 - D - Derivatives - NASD OATS - 3 - Derivatives - - - 1033 - IN - International - NASD OATS - 4 - International - - - 1033 - IS - Institutional - NASD OATS - 5 - Institutional - - - 1033 - O - Other - NASD OATS - 6 - Other - - - 1033 - PF - PreferredTrading - NASD OATS - 7 - Preferred Trading - - - 1033 - PR - Proprietary - NASD OATS - 8 - Proprietary - - - 1033 - PT - ProgramTrading - NASD OATS - 9 - Program Trading - - - 1033 - S - Sales - NASD OATS - 10 - Sales - - - 1033 - T - Trading - NASD OATS - 11 - Trading - - - 1034 - 1 - NASDOATS - - 1 - NASD OATS - - - 1035 - ADD - AddOnOrder - - 1 - Add-on Order - - - 1035 - AON - AllOrNone - - 2 - All or None - - - 1035 - CNH - CashNotHeld - - 3 - Cash Not Held - - - 1035 - DIR - DirectedOrder - - 4 - Directed Order - - - 1035 - E.W - ExchangeForPhysicalTransaction - - 5 - Exchange for Physical Transaction - - - 1035 - FOK - FillOrKill - - 6 - Fill or Kill - - - 1035 - IO - ImbalanceOnly - - 7 - Imbalance Only - - - 1035 - IOC - ImmediateOrCancel - - 8 - Immediate or Cancel - - - 1035 - LOO - LimitOnOpen - - 9 - Limit On Open - - - 1035 - LOC - LimitOnClose - - 10 - Limit on Close - - - 1035 - MAO - MarketAtOpen - - 11 - Market at Open - - - 1035 - MAC - MarketAtClose - - 12 - Market at Close - - - 1035 - MOO - MarketOnOpen - - 13 - Market on Open - - - 1035 - MOC - MarketOnClose - - 14 - Market On Close - - - 1035 - MQT - MinimumQuantity - - 15 - Minimum Quantity - - - 1035 - NH - NotHeld - - 16 - Not Held - - - 1035 - OVD - OverTheDay - - 17 - Over the Day - - - 1035 - PEG - Pegged - - 18 - Pegged - - - 1035 - RSV - ReserveSizeOrder - - 19 - Reserve Size Order - - - 1035 - S.W - StopStockTransaction - - 20 - Stop Stock Transaction - - - 1035 - SCL - Scale - - 21 - Scale - - - 1035 - TMO - TimeOrder - - 22 - Time Order - - - 1035 - TS - TrailingStop - - 23 - Trailing Stop - - - 1035 - WRK - Work - - 24 - Work - - - 1036 - 0 - Received - - 1 - Received, not yet processed - - - 1036 - 1 - Accepted - - 2 - Accepted - - - 1036 - 2 - Don - - 3 - Don't know / Rejected - - - 1043 - 0 - SpecificDeposit - - 1 - Specific Deposit - - - 1043 - 1 - General - - 2 - General - - - 1046 - D - Divide - - 0 - Divide - - - 1046 - M - Multiply - - 1 - Multiply - - - 1047 - O - Open - - 1 - Open - - - 1047 - C - Close - - 2 - Close - - - 1047 - R - Rolled - - 3 - Rolled - - - 1047 - F - FIFO - - 4 - FIFO - - - 1057 - Y - OrderInitiatorIsAggressor - - 1 - Order initiator is aggressor - - - 1057 - N - OrderInitiatorIsPassive - - 2 - Order initiator is passive - - - 1070 - 0 - Indicative - - 1 - Indicative - - - 1070 - 1 - Tradeable - - 3 - Tradeable - - - 1070 - 2 - RestrictedTradeable - - 4 - Restricted Tradeable - - - 1070 - 3 - Counter - - 5 - Counter - - - 1070 - 4 - IndicativeAndTradeable - - 6 - Indicative and Tradeable - - - 1081 - 0 - SecondaryOrderID - - 1 - SecondaryOrderID(198) - - - 1081 - 1 - OrderID - - 2 - OrderID(37) - - - 1081 - 2 - MDEntryID - - 3 - MDEntryID(278) - - - 1081 - 3 - QuoteEntryID - - 4 - QuoteEntryID(299) - - - 1083 - 1 - Immediate - - 1 - Immediate (after each fill) - - - 1083 - 2 - Exhaust - - 2 - Exhaust (when DisplayQty = 0) - - - 1084 - 1 - Initial - - 1 - Initial (use original DisplayQty) - - - 1084 - 2 - New - - 2 - New (use RefreshQty) - - - 1084 - 3 - Random - - 3 - Random (randomize value) - - - 1092 - 0 - None - - 1 - None - - - 1092 - 1 - Local - - 2 - Local (Exchange, ECN, ATS) - - - 1092 - 2 - National - - 3 - National (Across all national markets) - - - 1092 - 3 - Global - - 4 - Global (Across all markets) - - - 1093 - 1 - OddLot - - 1 - Odd Lot - - - 1093 - 2 - RoundLot - - 2 - Round Lot - - - 1093 - 3 - BlockLot - - 3 - Block Lot - - - 1094 - 1 - LastPeg - - 1 - Last peg (last sale) - - - 1094 - 2 - MidPricePeg - - 2 - Mid-price peg (midprice of inside quote) - - - 1094 - 3 - OpeningPeg - - 3 - Opening peg - - - 1094 - 4 - MarketPeg - - 4 - Market peg - - - 1094 - 5 - PrimaryPeg - - 5 - Primary peg (primary market - buy at bid or sell at offer) - - - 1094 - 7 - PegToVWAP - - 7 - Peg to VWAP - - - 1094 - 8 - TrailingStopPeg - - 8 - Trailing Stop Peg - - - 1094 - 9 - PegToLimitPrice - - 9 - Peg to Limit Price - - - 1100 - 1 - PartialExecution - - 1 - Partial Execution - - - 1100 - 2 - SpecifiedTradingSession - - 2 - Specified Trading Session - - - 1100 - 3 - NextAuction - - 3 - Next Auction - - - 1100 - 4 - PriceMovement - - 4 - Price Movement - - - 1101 - 1 - Activate - - 1 - Activate - - - 1101 - 2 - Modify - - 2 - Modify - - - 1101 - 3 - Cancel - - 3 - Cancel - - - 1107 - 1 - BestOffer - - 1 - Best Offer - - - 1107 - 2 - LastTrade - - 2 - Last Trade - - - 1107 - 3 - BestBid - - 3 - Best Bid - - - 1107 - 4 - BestBidOrLastTrade - - 4 - Best Bid or Last Trade - - - 1107 - 5 - BestOfferOrLastTrade - - 5 - Best Offer or Last Trade - - - 1107 - 6 - BestMid - - 6 - Best Mid - - - 1108 - 0 - None - - 1 - None - - - 1108 - 1 - Local - - 2 - Local (Exchange, ECN, ATS) - - - 1108 - 2 - National - - 3 - National (Across all national markets) - - - 1108 - 3 - Global - - 4 - Global (Across all markets) - - - 1109 - U - Up - - 1 - Trigger if the price of the specified type goes UP to or through the specified Trigger Price. - - - 1109 - D - Down - - 2 - Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price. - - - 1111 - 1 - Market - - 1 - Market - - - 1111 - 2 - Limit - - 2 - Limit - - - 1115 - 1 - Order - - 1 - Order - - - 1115 - 2 - Quote - - 2 - Quote - - - 1115 - 3 - PrivatelyNegotiatedTrade - - 3 - Privately Negotiated Trade - - - 1115 - 4 - MultilegOrder - - 4 - Multileg order - - - 1115 - 5 - LinkedOrder - - 5 - Linked order - - - 1115 - 6 - QuoteRequest - - 6 - Quote Request - - - 1115 - 7 - ImpliedOrder - - 7 - Implied Order - - - 1115 - 8 - CrossOrder - - 8 - Cross Order - - - 1115 - 9 - StreamingPrice - - 9 - Streaming price (quote) - - - 1123 - 0 - TradeConfirmation - - 1 - Trade Confirmation - - - 1123 - 1 - TwoPartyReport - - 2 - Two-Party Report - - - 1123 - 2 - OnePartyReportForMatching - - 3 - One-Party Report for Matching - - - 1123 - 3 - OnePartyReportForPassThrough - - 4 - One-Party Report for Pass Through - - - 1123 - 4 - AutomatedFloorOrderRouting - - 5 - Automated Floor Order Routing - - - 1123 - 5 - TwoPartyReportForClaim - - 6 - Two Party Report for Claim - - - 1128 - 0 - FIX27 - - 0 - FIX27 - - - 1128 - 1 - FIX30 - - 1 - FIX30 - - - 1128 - 2 - FIX40 - - 2 - FIX40 - - - 1128 - 3 - FIX41 - - 3 - FIX41 - - - 1128 - 4 - FIX42 - - 4 - FIX42 - - - 1128 - 5 - FIX43 - - 5 - FIX43 - - - 1128 - 6 - FIX44 - - 6 - FIX44 - - - 1128 - 7 - FIX50 - - 7 - FIX50 - - - 1128 - 8 - FIX50SP1 - - 8 - FIX50SP1 - - - 1133 - B - BIC - - 1 - BIC (Bank Identification Code) (ISO 9362) - - - 1133 - C - GeneralIdentifier - - 2 - Generally accepted market participant identifier (e.g. NASD mnemonic) - - - 1133 - D - Proprietary - - 3 - Proprietary / Custom code - - - 1133 - E - ISOCountryCode - - 4 - ISO Country Code - - - 1133 - G - MIC - - 5 - MIC (ISO 10383 - Market Identifier Code) - - - 1144 - 0 - NotImplied - - 1 - Not implied - - - 1144 - 1 - ImpliedIn - - 2 - Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument - - - 1144 - 2 - ImpliedOut - - 3 - Implied-out - The existence of the underlying legs are implied by the multi-leg instrument - - - 1144 - 3 - BothImpliedInAndImpliedOut - - 4 - Both Implied-in and Implied-out - - - 1159 - 1 - Preliminary - - 1 - Preliminary - - - 1159 - 2 - Final - - 2 - Final - - - 1162 - C - Cancel - - 1 - Cancel - - - 1162 - N - New - - 2 - New - - - 1162 - R - Replace - - 3 - Replace - - - 1162 - T - Restate - - 4 - Restate - - - 1164 - 1 - InstructionsOfBroker - - 1 - Instructions of Broker - - - 1164 - 2 - InstructionsForInstitution - - 2 - Instructions for Institution - - - 1164 - 3 - Investor - - 3 - Investor - - - 1167 - 0 - Accepted - - 1 - Accepted - - - 1167 - 5 - Rejected - - 2 - Rejected - - - 1167 - 6 - RemovedFromMarket - - 3 - Removed from Market - - - 1167 - 7 - Expired - - 4 - Expired - - - 1167 - 12 - LockedMarketWarning - - 5 - Locked Market Warning - - - 1167 - 13 - CrossMarketWarning - - 6 - Cross Market Warning - - - 1167 - 14 - CanceledDueToLockMarket - - 7 - Canceled due to Lock Market - - - 1167 - 15 - CanceledDueToCrossMarket - - 8 - Canceled due to Cross Market - - - 1167 - 16 - Active - - 9 - Active - - - 1171 - Y - PrivateQuote - - 1 - Private Quote - - - 1171 - N - PublicQuote - - 2 - Public Quote - - - 1172 - 1 - AllMarketParticipants - - 1 - All market participants - - - 1172 - 2 - SpecifiedMarketParticipants - - 2 - Specified market participants - - - 1172 - 3 - AllMarketMakers - - 3 - All Market Makers - - - 1172 - 4 - PrimaryMarketMaker - - 4 - Primary Market Maker(s) - - - 1174 - 1 - OrderImbalance - - 1 - Order imbalance, auction is extended - - - 1174 - 2 - TradingResumes - - 2 - Trading resumes (after Halt) - - - 1174 - 3 - PriceVolatilityInterruption - - 3 - Price Volatility Interruption - - - 1174 - 4 - ChangeOfTradingSession - - 4 - Change of Trading Session - - - 1174 - 5 - ChangeOfTradingSubsession - - 5 - Change of Trading Subsession - - - 1174 - 6 - ChangeOfSecurityTradingStatus - - 6 - Change of Security Trading Status - - - 1174 - 7 - ChangeOfBookType - - 7 - Change of Book Type - - - 1174 - 8 - ChangeOfMarketDepth - - 8 - Change of Market Depth - - - 1176 - 1 - ExchangeLast - - 1 - Exchange Last - - - 1176 - 2 - High - - 2 - High / Low Price - - - 1176 - 3 - AveragePrice - - 3 - Average Price (VWAP, TWAP ... ) - - - 1176 - 4 - Turnover - - 4 - Turnover (Price * Qty) - - - 1178 - 1 - Customer - - 1 - Customer - - - 1193 - C - CashSettlementRequired - - 1 - Cash settlement required - - - 1193 - P - PhysicalSettlementRequired - - 2 - Physical settlement required - - - 1194 - 0 - European - - 1 - European - - - 1194 - 1 - American - - 2 - American - - - 1194 - 2 - Bermuda - - 3 - Bermuda - - - 1196 - STD - Standard - - 1 - Standard, money per unit of a physical - - - 1196 - INX - Index - - 2 - Index - - - 1196 - INT - InterestRateIndex - - 3 - Interest rate Index - - - 1197 - EQTY - PremiumStyle - - 1 - premium style - - - 1197 - FUT - FuturesStyleMarkToMarket - - 2 - futures style mark-to-market - - - 1197 - FUTDA - FuturesStyleWithAnAttachedCashAdjustment - - 3 - futures style with an attached cash adjustment - - - 1198 - 0 - PreListedOnly - - 1 - pre-listed only - - - 1198 - 1 - UserRequested - - 2 - user requested - - - 1209 - 0 - Regular - - 1 - Regular - - - 1209 - 1 - Variable - - 2 - Variable - - - 1209 - 2 - Fixed - - 3 - Fixed - - - 1209 - 3 - TradedAsASpreadLeg - - 4 - Traded as a spread leg - - - 1209 - 4 - SettledAsASpreadLeg - - 5 - Settled as a spread leg - - - 1302 - 0 - Months - - 1 - Months - - - 1302 - 1 - Days - - 2 - Days - - - 1302 - 2 - Weeks - - 3 - Weeks - - - 1302 - 3 - Years - - 4 - Years - - - 1303 - 0 - YearMonthOnly - - 1 - YearMonth Only (default) - - - 1303 - 1 - YearMonthDay - - 2 - YearMonthDay - - - 1303 - 2 - YearMonthWeek - - 3 - YearMonthWeek - - - 1306 - 0 - Price - - 1 - Price - - - 1306 - 1 - Ticks - - 2 - Ticks - - - 1306 - 2 - Percentage - - 3 - Percentage - - - 1307 - 0 - Symbol - - 1 - Symbol - - - 1307 - 1 - SecurityTypeAndOrCFICode - - 2 - SecurityType and or CFICode - - - 1307 - 2 - Product - - 3 - Product - - - 1307 - 3 - TradingSessionID - - 4 - TradingSessionID - - - 1307 - 4 - AllSecurities - - 5 - All Securities - - - 1307 - 5 - UndelyingSymbol - - 6 - UndelyingSymbol - - - 1307 - 6 - UnderlyingSecurityTypeAndOrCFICode - - 7 - Underlying SecurityType and or CFICode - - - 1307 - 7 - UnderlyingProduct - - 8 - Underlying Product - - - 1307 - 8 - MarketIDOrMarketID - - 9 - MarketID or MarketID + MarketSegmentID - - - 1395 - A - Add - - 1 - Add - - - 1395 - D - Delete - - 2 - Delete - - - 1395 - M - Modify - - 3 - Modify - - - 1409 - 0 - SessionActive - - 1 - Session active - - - 1409 - 1 - SessionPasswordChanged - - 2 - Session password changed - - - 1409 - 2 - SessionPasswordDueToExpire - - 3 - Session password due to expire - - - 1409 - 3 - NewSessionPasswordDoesNotComplyWithPolicy - - 4 - New session password does not comply with policy - - - 1409 - 4 - SessionLogoutComplete - - 5 - Session logout complete - - - 1409 - 5 - InvalidUsernameOrPassword - - 6 - Invalid username or password - - - 1409 - 6 - AccountLocked - - 7 - Account locked - - - 1409 - 7 - LogonsAreNotAllowedAtThisTime - - 8 - Logons are not allowed at this time - - - 1409 - 8 - PasswordExpired - - 9 - Password expired - - - 1368 - 0 - TradingResumes - - 1 - Trading resumes (after Halt) - - - 1368 - 1 - ChangeOfTradingSession - - 2 - Change of Trading Session - - - 1368 - 2 - ChangeOfTradingSubsession - - 3 - Change of Trading Subsession - - - 1368 - 3 - ChangeOfTradingStatus - - 4 - Change of Trading Status - - - 1373 - 1 - SuspendOrders - - 1 - Suspend orders - - - 1373 - 2 - ReleaseOrdersFromSuspension - - 2 - Release orders from suspension - - - 1373 - 3 - CancelOrders - - 3 - Cancel orders - - - 1374 - 1 - AllOrdersForASecurity - - 1 - All orders for a security - - - 1374 - 2 - AllOrdersForAnUnderlyingSecurity - - 2 - All orders for an underlying security - - - 1374 - 3 - AllOrdersForAProduct - - 3 - All orders for a Product - - - 1374 - 4 - AllOrdersForACFICode - - 4 - All orders for a CFICode - - - 1374 - 5 - AllOrdersForASecurityType - - 5 - All orders for a SecurityType - - - 1374 - 6 - AllOrdersForATradingSession - - 6 - All orders for a trading session - - - 1374 - 7 - AllOrders - - 7 - All orders - - - 1374 - 8 - AllOrdersForAMarket - - 8 - All orders for a Market - - - 1374 - 9 - AllOrdersForAMarketSegment - - 9 - All orders for a Market Segment - - - 1374 - 10 - AllOrdersForASecurityGroup - - 10 - All orders for a Security Group - - - 1375 - 0 - Rejected - - 0 - Rejected - See MassActionRejectReason(1376) - - - 1375 - 1 - Accepted - - 1 - Accepted - - - 1376 - 0 - MassActionNotSupported - - 0 - Mass Action Not Supported - - - 1376 - 1 - InvalidOrUnknownSecurity - - 1 - Invalid or unknown security - - - 1376 - 2 - InvalidOrUnknownUnderlyingSecurity - - 2 - Invalid or unknown underlying security - - - 1376 - 3 - InvalidOrUnknownProduct - - 3 - Invalid or unknown Product - - - 1376 - 4 - InvalidOrUnknownCFICode - - 4 - Invalid or unknown CFICode - - - 1376 - 5 - InvalidOrUnknownSecurityType - - 5 - Invalid or unknown SecurityType - - - 1376 - 6 - InvalidOrUnknownTradingSession - - 6 - Invalid or unknown trading session - - - 1376 - 7 - InvalidOrUnknownMarket - - 7 - Invalid or unknown Market - - - 1376 - 8 - InvalidOrUnknownMarketSegment - - 8 - Invalid or unknown Market Segment - - - 1376 - 9 - InvalidOrUnknownSecurityGroup - - 9 - Invalid or unknown Security Group - - - 1376 - 99 - Other - - 99 - Other - - - 1377 - 0 - PredefinedMultilegSecurity - - 1 - Predefined Multileg Security - - - 1377 - 1 - UserDefinedMultilegSecurity - - 2 - User-defined Multleg Security - - - 1377 - 2 - UserDefined - - 3 - User-defined, Non-Securitized, Multileg - - - 1378 - 0 - NetPrice - - 1 - Net Price - - - 1378 - 1 - ReversedNetPrice - - 2 - Reversed Net Price - - - 1378 - 2 - YieldDifference - - 3 - Yield Difference - - - 1378 - 3 - Individual - - 4 - Individual - - - 1378 - 4 - ContractWeightedAveragePrice - - 5 - Contract Weighted Average Price - - - 1378 - 5 - MultipliedPrice - - 6 - Multiplied Price - - - 1385 - 1 - OneCancelsTheOther - - 1 - One Cancels the Other (OCO) - - - 1385 - 2 - OneTriggersTheOther - - 2 - One Triggers the Other (OTO) - - - 1385 - 3 - OneUpdatesTheOtherAbsolute - - 3 - One Updates the Other (OUO) - Absolute Quantity Reduction - - - 1385 - 4 - OneUpdatesTheOtherProportional - - 4 - One Updates the Other (OUO) - Proportional Quantity Reduction - - - 1386 - 0 - BrokerCredit - - 1 - Broker / Exchange option - - - 1386 - 2 - ExchangeClosed - - 2 - Exchange closed - - - 1386 - 4 - TooLateToEnter - - 3 - Too late to enter - - - 1386 - 5 - UnknownOrder - - 4 - Unknown order - - - 1386 - 6 - DuplicateOrder - - 5 - Duplicate Order (e.g. dupe ClOrdID) - - - 1386 - 11 - UnsupportedOrderCharacteristic - - 6 - Unsupported order characteristic - - - 1386 - 99 - Other - - 7 - Other - - - 1390 - 0 - DoNotPublishTrade - - 1 - Do Not Publish Trade - - - 1390 - 1 - PublishTrade - - 2 - Publish Trade - - - 1390 - 2 - DeferredPublication - - 3 - Deferred Publication - - - 1347 - 0 - Retransmission - - 1 - Retransmission of application messages for the specified Applications - - - 1347 - 1 - Subscription - - 2 - Subscription to the specified Applications - - - 1347 - 2 - RequestLastSeqNum - - 3 - Request for the last ApplLastSeqNum published for the specified Applications - - - 1347 - 3 - RequestApplications - - 4 - Request valid set of Applications - - - 1347 - 4 - Unsubscribe - - 5 - Unsubscribe to the specified Applications - - - 1348 - 0 - RequestSuccessfullyProcessed - - 1 - Request successfully processed - - - 1348 - 1 - ApplicationDoesNotExist - - 2 - Application does not exist - - - 1348 - 2 - MessagesNotAvailable - - 3 - Messages not available - - - 1354 - 0 - ApplicationDoesNotExist - - 1 - Application does not exist - - - 1354 - 1 - MessagesRequestedAreNotAvailable - - 2 - Messages requested are not available - - - 1354 - 2 - UserNotAuthorizedForApplication - - 3 - User not authorized for application - - - 1426 - 0 - ApplSeqNumReset - - 0 - Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399) - - - 1426 - 1 - LastMessageSent - - 1 - Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message. - - - 1426 - 2 - ApplicationAlive - - 2 - Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message. - - - 1429 - 0 - Seconds - 0 - Seconds (default if not specified) - - - 1429 - 1 - TenthsOfASecond - 1 - Tenths of a second - - - 1429 - 2 - HundredthsOfASecond - 2 - Hundredths of a second - - - 1429 - 3 - Milliseconds - 3 - milliseconds - - - 1429 - 4 - Microseconds - 4 - microseconds - - - 1429 - 5 - Nanoseconds - 5 - nanoseconds - - - 1429 - 10 - Minutes - 10 - minutes - - - 1429 - 11 - Hours - 11 - hours - - - 1429 - 12 - Days - 12 - days - - - 1429 - 13 - Weeks - 13 - weeks - - - 1429 - 14 - Months - 14 - months - - - 1429 - 15 - Years - 15 - years - - - 1430 - E - Electronic - 0 - Electronic - - - 1430 - P - Pit - 1 - Pit - - - 1430 - X - ExPit - 2 - Ex-Pit - - - 1431 - 0 - GTCFromPreviousDay - 0 - GTC from previous day - - - 1431 - 1 - PartialFillRemaining - 1 - Partial Fill Remaining - - - 1431 - 2 - OrderChanged - 2 - Order Changed - - - 1432 - 1 - MemberTradingForTheirOwnAccount - 1 - Member trading for their own account - - - 1432 - 2 - ClearingFirmTradingForItsProprietaryAccount - 2 - Clearing Firm trading for its proprietary account - - - 1432 - 3 - MemberTradingForAnotherMember - 3 - Member trading for another member - - - 1432 - 4 - AllOther - 4 - All other - - - 770 - 7 - SubmissionToClearing - 7 - Submission to Clearing - - - 1081 - 4 - OriginalOrderID - 4 - Original order ID - - - 529 - F - Cross - 15 - Cross - - - 1347 - 5 - CancelRetransmission - 6 - Cancel retransmission - - - 1347 - 6 - CancelRetransmissionUnsubscribe - 7 - Cancel retransmission and unsubscribe to the specified applications - - - 298 - 6 - CancelByQuoteType - 6 - Cancel by QuoteType(537) - - - 1084 - 4 - Undisclosed - 4 - Undisclosed (invisible order) - - - 724 - 6 - DeltaPositions - 7 - Delta Positions - - - 452 - 82 - CentralRegistrationDepository - 82 - Central Registration Depository (CRD) - - - 1434 - 0 - UtilityProvidedStandardModel - 0 - Utility provided standard model - - - 1434 - 1 - ProprietaryModel - 1 - Proprietary (user supplied) model - - - 703 - DLT - NetDeltaQty - 25 - Net Delta Qty - - - 1093 - 4 - RoundLotBasedUpon - - 4 - Round lot based upon UnitOfMeasure(996) - - - 1435 - 0 - Shares - - 0 - Shares - - - 1435 - 1 - Hours - - 1 - Hours - - - 1435 - 2 - Days - - 2 - Days - - - 1439 - 0 - NERCEasternOffPeak - - 0 - NERC Eastern Off-Peak - - - 1439 - 1 - NERCWesternOffPeak - - 1 - NERC Western Off-Peak - - - 1439 - 2 - NERCCalendarAllDaysInMonth - - 2 - NERC Calendar-All Days in month - - - 1439 - 3 - NERCEasternPeak - - 3 - NERC Eastern Peak - - - 1439 - 4 - NERCWesternPeak - - 4 - NERC Western Peak - - - 1446 - 0 - Bloomberg - 0 - Bloomberg - - - 1446 - 1 - Reuters - 1 - Reuters - - - 1446 - 2 - Telerate - 2 - Telerate - - - 1446 - 99 - Other - 99 - Other - - - 1447 - 0 - Primary - 0 - Primary - - - 1447 - 1 - Secondary - 1 - Secondary - - - 167 - FXNDF - NonDeliverableForward - Currency - 1 - Non-deliverable forward - - - 167 - FXSPOT - FXSpot - Currency - 2 - FX Spot - - - 167 - FXFWD - FXForward - Currency - 3 - FX Forward - - - 167 - FXSWAP - FXSwap - Currency - 4 - FX Swap - - - 1449 - FR - FullRestructuring - 0 - Full Restructuring - - - 1449 - MR - ModifiedRestructuring - 1 - Modified Restructuring - - - 1449 - MM - ModifiedModRestructuring - 2 - Modified Mod Restructuring - - - 1449 - XR - NoRestructuringSpecified - 3 - No Restructuring specified - - - 1450 - SD - SeniorSecured - 0 - Senior Secured - - - 1450 - SR - Senior - 1 - Senior - - - 1450 - SB - Subordinated - 2 - Subordinated - - - 1196 - PCTPAR - PercentOfPar - 4 - Percent of Par - - - 1197 - CDS - CDSStyleCollateralization - 4 - CDS style collateralization of market to market and coupon - - - 1197 - CDSD - CDSInDeliveryUseRecoveryRateToCalculate - 5 - CDS in delivery - use recovery rate to calculate obligation - - - 707 - ICPN - InitialTradeCouponAmount - 9 - Initial Trade Coupon Amount - - - 707 - ACPN - AccruedCouponAmount - 10 - Accrued Coupon Amount - - - 707 - CPN - CouponAmount - 11 - Coupon Amount - - - 707 - IACPN - IncrementalAccruedCoupon - 12 - Incremental Accrued Coupon - - - 707 - CMTM - CollateralizedMarkToMarket - 13 - Collateralized Mark to Market - - - 707 - ICMTM - IncrementalCollateralizedMarkToMarket - 14 - Incremental Collateralized Mark to market - - - 707 - DLV - CompensationAmount - 15 - Compensation Amount - - - 707 - BANK - TotalBankedAmount - 16 - Total Banked Amount - - - 707 - COLAT - TotalCollateralizedAmount - 17 - Total Collateralized Amount - - - 703 - CEA - CreditEventAdjustment - 25 - Credit Event Adjustment - - - 703 - SEA - SuccessionEventAdjustment - 26 - Succession Event Adjustment - - - 269 - Y - RecoveryRate - 34 - Recovery Rate - - - 269 - Z - RecoveryRateForLong - 35 - Recovery Rate for Long - - - 269 - a - RecoveryRateForShort - 36 - Recovery Rate for Short - - - 276 - 6 - FullCurve - 59 - Full Curve - - - 276 - 7 - FlatCurve - 60 - Flat Curve - - - 269 - W - FixingPrice - 32 - Fixing Price - - - 269 - X - CashRate - 33 - Cash Rate - - - 326 - 26 - PostClose - 100 - Post-close - - - 298 - 7 - CancelForSecurityIssuer - 7 - Cancel for Security Issuer - - - 298 - 8 - CancelForIssuerOfUnderlyingSecurity - 8 - Cancel for Issuer of Underlying Security - - - 300 - 12 - InvalidOrUnknownSecurityIssuer - 12 - Invalid or unknown Security Issuer - - - 300 - 13 - InvalidOrUnknownIssuerOfUnderlyingSecurity - 13 - Invalid or unknown Issuer of Underlying Security - - - 530 - B - CancelOrdersForSecurityIssuer - 11 - Cancel for Security Issuer - - - 530 - C - CancelForIssuerOfUnderlyingSecurity - 12 - Cancel for Issuer of Underlying Security - - - 531 - B - CancelOrdersForASecuritiesIssuer - 11 - Cancel Orders for a Securities Issuer - - - 531 - C - CancelOrdersForIssuerOfUnderlyingSecurity - 12 - Cancel Orders for Issuer of Underlying Security - - - 532 - 10 - InvalidOrUnknownSecurityIssuer - 11 - Invalid or unknown Security Issuer - - - 532 - 11 - InvalidOrUnknownIssuerOfUnderlyingSecurity - 12 - Invalid or unknown Issuer of Underlying Security - - - 585 - 9 - StatusForSecurityIssuer - 9 - Status for Security Issuer - - - 585 - 10 - StatusForIssuerOfUnderlyingSecurity - 10 - Status for Issuer of Underlying Security - - - 1374 - 11 - CancelForSecurityIssuer - 11 - Cancel for Security Issuer - - - 1374 - 12 - CancelForIssuerOfUnderlyingSecurity - 12 - Cancel for Issuer of Underlying Security - - - 1376 - 10 - InvalidOrUnknownSecurityIssuer - 10 - Invalid or unknown Security Issuer - - - 1376 - 11 - InvalidOrUnknownIssuerOfUnderlyingSecurity - 11 - Invalid or unknown Issuer of Underlying Security - - - 327 - 0 - NewsDissemination - 0 - News Dissemination - - - 327 - 1 - OrderInflux - 1 - Order Influx - - - 327 - 2 - OrderImbalance - 2 - Order Imbalance - - - 327 - 3 - AdditionalInformation - 3 - Additional Information - - - 327 - 4 - NewsPending - 4 - News Pending - - - 327 - 5 - EquipmentChangeover - 5 - Equipment Changeover - - - 1470 - 1 - IndustryClassification - 1 - Industry Classification - - - 1470 - 2 - TradingList - 2 - Trading List - - - 1470 - 3 - Market - 3 - Market / Market Segment List - - - 1470 - 4 - NewspaperList - 4 - Newspaper List - - - 1471 - 1 - ICB - 1 - ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com - - - 1471 - 2 - NAICS - 2 - NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. - - - 1471 - 3 - GICS - 3 - GICS (Global Industry Classification Standard) published by Standards & Poor - - - 996 - Alw - Allowances - Variable Quantity UOM - 13 - Allowances - - - 1473 - 0 - CompanyNews - 0 - Company News - - - 1473 - 1 - MarketplaceNews - 1 - Marketplace News - - - 1473 - 2 - FinancialMarketNews - 2 - Financial Market News - - - 1473 - 3 - TechnicalNews - 3 - Technical News - - - 1473 - 99 - OtherNews - 99 - Other News - - - 1477 - 0 - Replacement - 0 - Replacement - - - 1477 - 1 - OtherLanguage - 1 - Other Language - - - 1477 - 2 - Complimentary - 2 - Complimentary - - - 1426 - 3 - ResendComplete - 3 - Application message re-send completed. - - - 1478 - 1 - FixedStrike - 1 - Fixed Strike - - - 1478 - 2 - StrikeSetAtExpiration - 2 - Strike set at expiration to underlying or other value (lookback floating) - - - 1478 - 3 - StrikeSetToAverageAcrossLife - 3 - Strike set to average of underlying settlement price across the life of the option - - - 1478 - 4 - StrikeSetToOptimalValue - 4 - Strike set to optimal value - - - 1479 - 1 - LessThan - 1 - Less than underlying price is in-the-money (ITM) - - - 1479 - 2 - LessThanOrEqual - 2 - Less than or equal to the underlying price is in-the-money(ITM) - - - 1479 - 3 - Equal - 3 - Equal to the underlying price is in-the-money(ITM) - - - 1479 - 4 - GreaterThanOrEqual - 4 - Greater than or equal to underlying price is in-the-money(ITM) - - - 1479 - 5 - GreaterThan - 5 - Greater than underlying is in-the-money(ITM) - - - 1481 - 1 - Regular - 1 - Regular - - - 1481 - 2 - SpecialReference - 2 - Special reference - - - 1481 - 3 - OptimalValue - 3 - Optimal value (Lookback) - - - 1481 - 4 - AverageValue - 4 - Average value (Asian option) - - - 1482 - 1 - Vanilla - 1 - Vanilla - - - 1482 - 2 - Capped - 2 - Capped - - - 1482 - 3 - Binary - 3 - Binary - - - 1484 - 1 - Capped - 1 - Capped - - - 1484 - 2 - Trigger - 2 - Trigger - - - 1484 - 3 - KnockInUp - 3 - Knock-in up - - - 1484 - 4 - KockInDown - 4 - Kock-in down - - - 1484 - 5 - KnockOutUp - 5 - Knock-out up - - - 1484 - 6 - KnockOutDown - 6 - Knock-out down - - - 1484 - 7 - Underlying - 7 - Underlying - - - 1484 - 8 - ResetBarrier - 8 - Reset Barrier - - - 1484 - 9 - RollingBarrier - 9 - Rolling Barrier - - - 1487 - 1 - LessThanComplexEventPrice - 1 - Less than ComplexEventPrice(1486) - - - 1487 - 2 - LessThanOrEqualToComplexEventPrice - 2 - Less than or equal to ComplexEventPrice(1486) - - - 1487 - 3 - EqualToComplexEventPrice - 3 - Equal to ComplexEventPrice(1486) - - - 1487 - 4 - GreaterThanOrEqualToComplexEventPrice - 4 - Greater than or equal to ComplexEventPrice(1486) - - - 1487 - 5 - GreaterThanComplexEventPrice - 5 - Greater than ComplexEventPrice(1486) - - - 1489 - 1 - Expiration - 1 - Expiration - - - 1489 - 2 - Immediate - 2 - Immediate (At Any Time) - - - 1489 - 3 - SpecifiedDate - 3 - Specified Date/Time - - - 1490 - 1 - And - 1 - And - - - 1490 - 2 - Or - 2 - Or - - - 1498 - 1 - StreamAssignmentForNewCustomer - 1 - Stream assignment for new customer(s) - - - 1498 - 2 - StreamAssignmentForExistingCustomer - 2 - Stream assignment for existing customer(s) - - - 1502 - 0 - UnknownClient - 0 - Unknown client - - - 1502 - 1 - ExceedsMaximumSize - 1 - Exceeds maximum size - - - 1502 - 2 - UnknownOrInvalidCurrencyPair - 2 - Unknown or Invalid currency pair - - - 1502 - 3 - NoAvailableStream - 3 - No available stream - - - 1502 - 99 - Other - 99 - Other - - - 1503 - 0 - AssignmentAccepted - 0 - Assignment Accepted - - - 1503 - 1 - AssignmentRejected - 1 - Assignment Rejected - - - 1617 - 1 - Assignment - 1 - Assignment - - - 1617 - 2 - Rejected - 2 - Rejected - - - 1617 - 3 - Terminate - 3 - Terminate/Unassign - - - 1048 - A - Agent - 0 - Agent - - - 1048 - P - Principal - 1 - Principal - - - 1048 - R - RisklessPrincipal - 2 - Riskless Principal - - - 1049 - P - ProRata - 1 - Pro rata - - - 1049 - R - Random - 2 - Random - - - 88 - 99 - Other - 99 - Other - - - 959 - 25 - Country - 25 - Country - - - 959 - 26 - Language - 26 - Language - - - 959 - 27 - TZTimeOnly - 27 - TZTimeOnly - - - 959 - 28 - TZTimestamp - 28 - TZTimestamp - - - 959 - 29 - Tenor - 29 - Tenor - - - 452 - 83 - ClearingAccount - 83 - Clearing Account - - - 452 - 84 - AcceptableSettlingCounterparty - 84 - Acceptable Settling Counterparty - - - 452 - 85 - UnacceptableSettlingCounterparty - 85 - Unacceptable Settling Counterparty - - - 1128 - 9 - FIX50SP2 - 9 - FIX50SP2 - - - 35 - 0 - Heartbeat - - 0 - Heartbeat - The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. - - - 35 - 1 - TestRequest - - 1 - TestRequest - The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID. - - - 35 - 2 - ResendRequest - - 2 - ResendRequest - The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process. - - - 35 - 3 - Reject - - 3 - Reject - The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks. - - - 35 - 4 - SequenceReset - - 4 - SequenceReset - The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side. - - - 35 - 5 - Logout - - 5 - Logout - The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition. - - - 35 - 6 - IOI - - 6 - IOI - Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. -Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. - - - 35 - 7 - Advertisement - - 7 - Advertisement - Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. - - - 35 - 8 - ExecutionReport - - 8 - ExecutionReport - The execution report message is used to: -1. confirm the receipt of an order -2. confirm changes to an existing order (i.e. accept cancel and replace requests) -3. relay order status information -4. relay fill information on working orders -5. relay fill information on tradeable or restricted tradeable quotes -6. reject orders -7. report post-trade fees calculations associated with a trade - - - 35 - 9 - OrderCancelReject - - 9 - OrderCancelReject - The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. - - - 35 - A - Logon - - 10 - Logon - The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session. - - - 35 - AA - DerivativeSecurityList - - 11 - DerivativeSecurityList - The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. - - - 35 - AB - NewOrderMultileg - - 12 - NewOrderMultileg - The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. - - - 35 - AC - MultilegOrderCancelReplace - - 13 - MultilegOrderCancelReplace - Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. - - - 35 - AD - TradeCaptureReportRequest - - 14 - TradeCaptureReportRequest - The Trade Capture Report Request can be used to: -• Request one or more trade capture reports based upon selection criteria provided on the trade capture report request -• Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. - - - 35 - AE - TradeCaptureReport - - 15 - TradeCaptureReport - The Trade Capture Report message can be: -• Used to report trades between counterparties. -• Used to report trades to a trade matching system -• Can be sent unsolicited between counterparties. -• Sent as a reply to a Trade Capture Report Request. -• Can be used to report unmatched and matched trades. - - - 35 - AF - OrderMassStatusRequest - - 16 - OrderMassStatusRequest - The order mass status request message requests the status for orders matching criteria specified within the request. - - - 35 - AG - QuoteRequestReject - - 17 - QuoteRequestReject - The Quote Request Reject message is used to reject Quote Request messages for all quoting models. - - - 35 - AH - RFQRequest - - 18 - RFQRequest - In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments - - - 35 - AI - QuoteStatusReport - - 19 - QuoteStatusReport - The quote status report message is used: -• as the response to a Quote Status Request message -• as a response to a Quote Cancel message -• as a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) - - - 35 - AJ - QuoteResponse - - 20 - QuoteResponse - The Quote Response message is used to respond to a IOI message or Quote message. It is also used to counter a Quote or end a negotiation dialog. - - - 35 - AK - Confirmation - - 21 - Confirmation - The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. - - - 35 - AL - PositionMaintenanceRequest - - 22 - PositionMaintenanceRequest - The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. - - - 35 - AM - PositionMaintenanceReport - - 23 - PositionMaintenanceReport - The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. - - - 35 - AN - RequestForPositions - - 24 - RequestForPositions - The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. - - - 35 - AO - RequestForPositionsAck - - 25 - RequestForPositionsAck - The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. - - - 35 - AP - PositionReport - - 26 - PositionReport - The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. - - - 35 - AQ - TradeCaptureReportRequestAck - - 27 - TradeCaptureReportRequestAck - The Trade Capture Request Ack message is used to: -• Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. -• Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. -• Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request -• The Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. - - - 35 - AR - TradeCaptureReportAck - - 28 - TradeCaptureReportAck - The Trade Capture Report Ack message can be: -• Used to acknowledge trade capture reports received from a counterparty -• Used to reject a trade capture report received from a counterparty - - - 35 - AS - AllocationReport - - 29 - AllocationReport - Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. - - - 35 - AT - AllocationReportAck - - 30 - AllocationReportAck - The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. - - - 35 - AU - ConfirmationAck - - 31 - ConfirmationAck - The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. - - - 35 - AV - SettlementInstructionRequest - - 32 - SettlementInstructionRequest - The Settlement Instruction Request message is used to request standing settlement instructions from another party. - - - 35 - AW - AssignmentReport - - 33 - AssignmentReport - Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. - - - 35 - AX - CollateralRequest - - 34 - CollateralRequest - An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. - - - 35 - AY - CollateralAssignment - - 35 - CollateralAssignment - Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. - - - 35 - AZ - CollateralResponse - - 36 - CollateralResponse - Used to respond to a Collateral Assignment message. - - - 35 - B - News - - 37 - News - The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. - - - 35 - BA - CollateralReport - - 38 - CollateralReport - Used to report collateral status when responding to a Collateral Inquiry message. - - - 35 - BB - CollateralInquiry - - 39 - CollateralInquiry - Used to inquire for collateral status. - - - 35 - BC - NetworkCounterpartySystemStatusRequest - - 40 - NetworkCounterpartySystemStatusRequest - This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. - - - 35 - BD - NetworkCounterpartySystemStatusResponse - - 41 - NetworkCounterpartySystemStatusResponse - This message is sent in response to a Network (Counterparty System) Status Request Message. - - - 35 - BE - UserRequest - - 42 - UserRequest - This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. - - - 35 - BF - UserResponse - - 43 - UserResponse - This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. - - - 35 - BG - CollateralInquiryAck - - 44 - CollateralInquiryAck - Used to respond to a Collateral Inquiry in the following situations: -• When the CollateralInquiry will result in an out of band response (such as a file transfer). -• When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. -• When the Collateral Inquiry is invalid based upon the business rules of the counterparty. - - - 35 - BH - ConfirmationRequest - - 45 - ConfirmationRequest - The Confirmation Request message is used to request a Confirmation message. - - - 35 - BI - TradingSessionListRequest - - 46 - TradingSessionListRequest - The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. - - - 35 - BJ - TradingSessionList - - 47 - TradingSessionList - The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. - - - 35 - BK - SecurityListUpdateReport - - 48 - SecurityListUpdateReport - The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. - - - 35 - BL - AdjustedPositionReport - - 49 - AdjustedPositionReport - Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions - - - 35 - BM - AllocationInstructionAlert - - 50 - AllocationInstructionAlert - This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. - - - 35 - BN - ExecutionAcknowledgement - - 51 - ExecutionAcknowledgement - The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). - - - 35 - BO - ContraryIntentionReport - - 52 - ContraryIntentionReport - The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. - - - 35 - BP - SecurityDefinitionUpdateReport - - 53 - SecurityDefinitionUpdateReport - This message is used for reporting updates to a Product Security Masterfile. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. - - - 35 - BQ - SettlementObligationReport - - 54 - SettlementObligationReport - The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. - - - 35 - BR - DerivativeSecurityListUpdateReport - - 55 - DerivativeSecurityListUpdateReport - The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. - - - 35 - BS - TradingSessionListUpdateReport - - 56 - TradingSessionListUpdateReport - The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. - - - 35 - BT - MarketDefinitionRequest - - 57 - MarketDefinitionRequest - The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. - - - 35 - BU - MarketDefinition - - 58 - MarketDefinition - The Market Definition message is used to respond to Market Definition Request. In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the Market Definition Update Report. - - - 35 - BV - MarketDefinitionUpdateReport - - 59 - MarketDefinitionUpdateReport - In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the Market Definition message. - - - 35 - BW - ApplicationMessageRequest - - 60 - ApplicationMessageRequest - This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). - - - 35 - BX - ApplicationMessageRequestAck - - 61 - ApplicationMessageRequestAck - This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. - - - 35 - BY - ApplicationMessageReport - - 62 - ApplicationMessageReport - This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. - - - 35 - BZ - OrderMassActionReport - - 63 - OrderMassActionReport - The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. - - - 35 - C - Email - - 64 - Email - The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. - - - 35 - CA - OrderMassActionRequest - - 65 - OrderMassActionRequest - The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. - - - 35 - CB - UserNotification - - 66 - UserNotification - The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. - - - 35 - CC - StreamAssignmentRequest - - 67 - StreamAssignmentRequest - In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. - - - 35 - CD - StreamAssignmentReport - - 68 - StreamAssignmentReport - he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. - - - 35 - CE - StreamAssignmentReportACK - - 69 - StreamAssignmentReportACK - This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. - - - 35 - D - NewOrderSingle - - 70 - NewOrderSingle - The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. -The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. - - - 35 - E - NewOrderList - - 71 - NewOrderList - The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. - - - 35 - F - OrderCancelRequest - - 72 - OrderCancelRequest - The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). - - - 35 - G - OrderCancelReplaceRequest - - 73 - OrderCancelReplaceRequest - The order cancel/replace request is used to change the parameters of an existing order. -Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. - - - 35 - H - OrderStatusRequest - - 74 - OrderStatusRequest - The order status request message is used by the institution to generate an order status message back from the broker. - - - 35 - J - AllocationInstruction - - 75 - AllocationInstruction - The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. - - - 35 - K - ListCancelRequest - - 76 - ListCancelRequest - The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. - - - 35 - L - ListExecute - - 77 - ListExecute - The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. - - - 35 - M - ListStatusRequest - - 78 - ListStatusRequest - The list status request message type is used by institutions to instruct the broker to generate status messages for a list. - - - 35 - N - ListStatus - - 79 - ListStatus - The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. - - - 35 - P - AllocationInstructionAck - - 80 - AllocationInstructionAck - In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. -The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. - - - 35 - Q - DontKnowTrade - - 81 - DontKnowTrade - The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. - - - 35 - R - QuoteRequest - - 82 - QuoteRequest - In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) - - - 35 - S - Quote - - 83 - Quote - The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. - - - 35 - T - SettlementInstructions - - 84 - SettlementInstructions - The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. - - - 35 - V - MarketDataRequest - - 85 - MarketDataRequest - Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A Market Data Request is a general request for market data on specific securities or forex quotes. - - - 35 - W - MarketDataSnapshotFullRefresh - - 86 - MarketDataSnapshotFullRefresh - The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. - - - 35 - X - MarketDataIncrementalRefresh - - 87 - MarketDataIncrementalRefresh - The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. - - - 35 - Y - MarketDataRequestReject - - 88 - MarketDataRequestReject - The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. - - - 35 - Z - QuoteCancel - - 89 - QuoteCancel - The Quote Cancel message is used by an originator of quotes to cancel quotes. -The Quote Cancel message supports cancellation of: -• All quotes -• Quotes for a specific symbol or security ID -• All quotes for a security type -• All quotes for an underlying - - - 35 - a - QuoteStatusRequest - - 90 - QuoteStatusRequest - The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: -• For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). -• To subscribe and unsubscribe for Quote Status Report messages for one or more securities. - - - 35 - b - MassQuoteAcknowledgement - - 91 - MassQuoteAcknowledgement - Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. - - - 35 - c - SecurityDefinitionRequest - - 92 - SecurityDefinitionRequest - The Security Definition Request message is used for the following: -1. Request a specific Security to be traded with the second party. The request security can be defined as a multileg security made up of one or more instrument legs. -2. Request a set of individual securities for a single market segment. -3. Request all securities, independent of market segment. - - - 35 - d - SecurityDefinition - - 93 - SecurityDefinition - The Security Definition message is used for the following: -1. Accept the security defined in a Security Definition message. -2. Accept the security defined in a Security Definition message with changes to the definition and/or identity of the security. -3. Reject the security requested in a Security Definition message. -4. Respond to a request for securities within a specified market segment. -5. Convey comprehensive security definition for all market segments that the security participates in. -6. Convey the security's trading rules that differ from default rules for the market segment. - - - 35 - e - SecurityStatusRequest - - 94 - SecurityStatusRequest - The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. - - - 35 - f - SecurityStatus - - 95 - SecurityStatus - The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. - - - 35 - g - TradingSessionStatusRequest - - 96 - TradingSessionStatusRequest - The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. - - - 35 - h - TradingSessionStatus - - 97 - TradingSessionStatus - The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. - - - 35 - i - MassQuote - - 98 - MassQuote - The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). - - - 35 - j - BusinessMessageReject - - 99 - BusinessMessageReject - The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. - - - 35 - k - BidRequest - - 100 - BidRequest - The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. - In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. - In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. - - - 35 - l - BidResponse - - 101 - BidResponse - The Bid Response message can be used in one of two ways depending on which market conventions are being followed. - In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. - In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. - - - 35 - m - ListStrikePrice - - 102 - ListStrikePrice - The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. - - - 35 - n - XMLnonFIX - - 103 - XMLnonFIX - - - - 35 - o - RegistrationInstructions - - 104 - RegistrationInstructions - The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. - - - 35 - p - RegistrationInstructionsResponse - - 105 - RegistrationInstructionsResponse - The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. - - - 35 - q - OrderMassCancelRequest - - 106 - OrderMassCancelRequest - The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). - - - 35 - r - OrderMassCancelReport - - 107 - OrderMassCancelReport - The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. - - - 35 - s - NewOrderCross - - 108 - NewOrderCross - Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. - - - 35 - t - CrossOrderCancelReplaceRequest - - 109 - CrossOrderCancelReplaceRequest - Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. - - - 35 - u - CrossOrderCancelRequest - - 110 - CrossOrderCancelRequest - Used to fully cancel the remaining open quantity of a cross order. - - - 35 - v - SecurityTypeRequest - - 111 - SecurityTypeRequest - The Security Type Request message is used to return a list of security types available from a counterparty or market. - - - 35 - w - SecurityTypes - - 112 - SecurityTypes - The Security Type Request message is used to return a list of security types available from a counterparty or market. - - - 35 - x - SecurityListRequest - - 113 - SecurityListRequest - The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request - - - 35 - y - SecurityList - - 114 - SecurityList - The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. - - - 35 - z - DerivativeSecurityListRequest - - 115 - DerivativeSecurityListRequest - The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request - - \ No newline at end of file diff --git a/static/xml/Fields.xml b/static/xml/Fields.xml deleted file mode 100644 index ccc08202..00000000 --- a/static/xml/Fields.xml +++ /dev/null @@ -1,12319 +0,0 @@ - - - 1 - Account - String - Acct - 0 - Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. - - - 2 - AdvId - String - AdvId - 0 - Unique identifier of advertisement message. -(Prior to FIX 4.1 this field was of type int) - - - 3 - AdvRefID - String - AdvRefID - 0 - Reference identifier used with CANCEL and REPLACE transaction types. -(Prior to FIX 4.1 this field was of type int) - - - 4 - AdvSide - char - AdvSide - 0 - Broker's side of advertised trade - - - 5 - AdvTransType - String - AdvTransTyp - 0 - Identifies advertisement message transaction type - - - 6 - AvgPx - Price - AvgPx - 0 - Calculated average price of all fills on this order. -For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. - - - 7 - BeginSeqNo - SeqNum - BeginSeqNo - 1 - Message sequence number of first message in range to be resent - - - 8 - BeginString - String - BeginString - 1 - Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) -Valid values: -FIXT.1.1 - - - - 9 - BodyLength - Length - BodyLength - 1 - Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) - - - 10 - CheckSum - String - CheckSum - 1 - Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) - - - 11 - ClOrdID - String - ClOrdID - SingleGeneralOrderHandling - ID - 0 - Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. - - - 12 - Commission - Amt - Comm - 0 - Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. - - - 13 - CommType - char - CommTyp - 0 - Commission type - - - 14 - CumQty - Qty - CumQty - 0 - Total quantity (e.g. number of shares) filled. -(Prior to FIX 4.2 this field was of type int) - - - 15 - Currency - Currency - Ccy - 0 - Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. - - - 16 - EndSeqNo - SeqNum - EndSeqNo - 1 - Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity). - - - 17 - ExecID - String - ExecID - 0 - Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). -Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. -(Prior to FIX 4.1 this field was of type int). - - - 18 - ExecInst - MultipleCharValue - ExecInst - 0 - Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) - - - 19 - ExecRefID - String - ExecRefID - 0 - Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. -(Prior to FIX 4.1 this field was of type int) - - - 21 - HandlInst - char - HandlInst - 0 - Instructions for order handling on Broker trading floor - - - 22 - SecurityIDSource - String - Src - 0 - Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified. -100+ are reserved for private security identifications - - - 23 - IOIID - String - IOIID - Indication - ID - 0 - Unique identifier of IOI message. -(Prior to FIX 4.1 this field was of type int) - - - 25 - IOIQltyInd - char - QltyInd - 0 - Relative quality of indication - - - 26 - IOIRefID - String - RefID - 0 - Reference identifier used with CANCEL and REPLACE, transaction types. -(Prior to FIX 4.1 this field was of type int) - - - 27 - IOIQty - String - Qty - 0 - Qty - Quantity (e.g. number of shares) in numeric form or relative size. - - - 28 - IOITransType - char - TransTyp - 0 - Identifies IOI message transaction type - - - 29 - LastCapacity - char - LastCpcty - 0 - Broker capacity in order execution - - - 30 - LastMkt - Exchange - LastMkt - 0 - Market of execution for last fill, or an indication of the market where an order was routed -Valid values: -See "Appendix 6-C" - - - 31 - LastPx - Price - LastPx - 0 - Price of this (last) fill. - - - 32 - LastQty - Qty - LastQty - 0 - Quantity (e.g. shares) bought/sold on this (last) fill. -(Prior to FIX 4.2 this field was of type int) - - - 33 - NoLinesOfText - NumInGroup - NoLinesOfText - 1 - Identifies number of lines of text body - - - 34 - MsgSeqNum - SeqNum - SeqNum - 0 - Integer message sequence number. - - - 35 - MsgType - String - MsgTyp - 0 - Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) -Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. -*** Note the use of lower case letters *** - - - 36 - NewSeqNo - SeqNum - NewSeqNo - 1 - New sequence number - - - 37 - OrderID - String - OrdID - 0 - Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. - - - 38 - OrderQty - Qty - Qty - 0 - Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. -(Prior to FIX 4.2 this field was of type int) - - - 39 - OrdStatus - char - OrdStat - SingleGeneralOrderHandling - Stat - 0 - Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) - - - 40 - OrdType - char - OrdTyp - SingleGeneralOrderHandling - Typ - 0 - Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) - - - 41 - OrigClOrdID - String - OrigClOrdID - SingleGeneralOrderHandling - OrigID - 0 - ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. - - - 42 - OrigTime - UTCTimestamp - OrigTm - 0 - Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) - - - 43 - PossDupFlag - Boolean - PosDup - 0 - Indicates possible retransmission of message with this sequence number - - - 44 - Price - Price - Px - 0 - Price per unit of quantity (e.g. per share) - - - 45 - RefSeqNum - SeqNum - RefSeqNum - 0 - Reference message sequence number - - - 48 - SecurityID - String - ID - 0 - Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. - - - 49 - SenderCompID - String - SID - 0 - Assigned value used to identify firm sending message. - - - 50 - SenderSubID - String - SSub - 0 - Assigned value used to identify specific message originator (desk, trader, etc.) - - - 52 - SendingTime - UTCTimestamp - Snt - 0 - Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") - - - 53 - Quantity - Qty - Qty - 0 - Overall/total quantity (e.g. number of shares) -(Prior to FIX 4.2 this field was of type int) - - - 54 - Side - char - Side - 0 - Side of order (see Volume : "Glossary" for value definitions) - - - 55 - Symbol - String - Sym - 0 - Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) -Use "[N/A]" for products which do not have a symbol. - - - 56 - TargetCompID - String - TID - 0 - Assigned value used to identify receiving firm. - - - 57 - TargetSubID - String - TSub - 0 - Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. - - - 58 - Text - String - Txt - 0 - Free format text string -(Note: this field does not have a specified maximum length) - - - 59 - TimeInForce - char - TmInForce - 0 - Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) - - - 60 - TransactTime - UTCTimestamp - TxnTm - 0 - Timestamp when the business transaction represented by the message occurred. - - - 61 - Urgency - char - Urgency - 0 - Urgency flag - - - 62 - ValidUntilTime - UTCTimestamp - ValidUntilTm - 0 - Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") - - - 63 - SettlType - String - SettlTyp - 0 - Tenor - Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) -Regular is defined as the default settlement period for the particular security on the exchange of execution. -In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. -Additionally the following patterns may be uses as well as enum values -Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 -Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 -Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 -Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 -Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. - - - 64 - SettlDate - LocalMktDate - SettlDt - 0 - Specific date of trade settlement (SettlementDate) in YYYYMMDD format. -If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) -(expressed in local time at place of settlement) - - - 65 - SymbolSfx - String - Sfx - 0 - Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). -As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. - - - 66 - ListID - String - ListID - ProgramTrading - ID - 0 - Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. - - - 67 - ListSeqNo - int - ListSeqNo - ProgramTrading - SeqNo - 0 - Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) - - - 68 - TotNoOrders - int - TotNoOrds - 0 - Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. -(Prior to FIX 4.2 this field was named "ListNoOrds") - - - 69 - ListExecInst - String - ListExecInst - 0 - Free format text message containing list handling and execution instructions. - - - 70 - AllocID - String - AllocID - Allocation - ID - 0 - Unique identifier for allocation message. -(Prior to FIX 4.1 this field was of type int) - - - 71 - AllocTransType - char - TransTyp - 0 - Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** - - - 72 - RefAllocID - String - RefAllocID - Allocation - RefID - 0 - Reference identifier to be used with AllocTransType (71) = Replace or Cancel. -(Prior to FIX 4.1 this field was of type int) - - - 73 - NoOrders - NumInGroup - NoOrds - 1 - Indicates number of orders to be combined for average pricing and allocation. - - - 74 - AvgPxPrecision - int - AvgPxPrcsn - 0 - Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. - - - 75 - TradeDate - LocalMktDate - TrdDt - 0 - Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). - - - 77 - PositionEffect - char - PosEfct - 0 - Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. - - - 78 - NoAllocs - NumInGroup - NoAllocs - 1 - Number of repeating AllocAccount (79)/AllocPrice (366) entries. - - - 79 - AllocAccount - String - Acct - 0 - Sub-account mnemonic - - - 80 - AllocQty - Qty - Qty - 0 - Quantity to be allocated to specific sub-account -(Prior to FIX 4.2 this field was of type int) - - - 81 - ProcessCode - char - ProcCode - 0 - Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. - - - 82 - NoRpts - int - NoRpts - 0 - Total number of reports within series. - - - 83 - RptSeq - int - RptSeq - 0 - Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. - - - 84 - CxlQty - Qty - CxlQty - 0 - Total quantity canceled for this order. -(Prior to FIX 4.2 this field was of type int) - - - 85 - NoDlvyInst - NumInGroup - NoDlvyInst - 1 - Number of delivery instruction fields in repeating group. -Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. - - - 87 - AllocStatus - int - Stat - Allocation - Stat - 0 - Identifies status of allocation. - - - 88 - AllocRejCode - int - RejCode - 0 - Reserved100Plus - Identifies reason for rejection. - - - 89 - Signature - data - Signature - 1 - Electronic signature - - - 90 - SecureDataLen - Length - 91 - SecureDataLen - 1 - Length of encrypted message - - - 91 - SecureData - data - SecureData - 1 - Actual encrypted data stream - - - 93 - SignatureLength - Length - 89 - SignatureLength - 1 - Number of bytes in signature field - - - 94 - EmailType - char - EmailTyp - 0 - Email message type. - - - 95 - RawDataLength - Length - 96 - RawDataLength - 0 - Number of bytes in raw data field. - - - 96 - RawData - data - RawData - 0 - Unformatted raw data, can include bitmaps, word processor documents, etc. - - - 97 - PossResend - Boolean - PosRsnd - 0 - Indicates that message may contain information that has been sent under another sequence number. - - - 98 - EncryptMethod - int - EncryptMethod - 1 - Method of encryption. - - - 99 - StopPx - Price - StopPx - 0 - Price per unit of quantity (e.g. per share) - - - 100 - ExDestination - Exchange - ExDest - 0 - Execution destination as defined by institution when order is entered. -Valid values: -See "Appendix 6-C" - - - 102 - CxlRejReason - int - CxlRejRsn - 0 - Reserved100Plus - Code to identify reason for cancel rejection. - - - 103 - OrdRejReason - int - RejRsn - 0 - Reserved100Plus - Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. - - - 104 - IOIQualifier - char - Qual - 0 - Code to qualify IOI use. (see Volume : "Glossary" for value definitions) - - - 106 - Issuer - String - Issr - 0 - Name of security issuer (e.g. International Business Machines, GNMA). -see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" - - - 107 - SecurityDesc - String - Desc - 0 - Can be used to provide an optional textual description for a financial instrument. - - - 108 - HeartBtInt - int - HeartBtInt - 1 - Heartbeat interval (seconds) - - - 110 - MinQty - Qty - MinQty - 0 - Minimum quantity of an order to be executed. -(Prior to FIX 4.2 this field was of type int) - - - 111 - MaxFloor - Qty - MaxFloor - 0 - The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. - - - 112 - TestReqID - String - TestReqID - 1 - Identifier included in Test Request message to be returned in resulting Heartbeat - - - 113 - ReportToExch - Boolean - RptToExch - 0 - Identifies party of trade responsible for exchange reporting. - - - 114 - LocateReqd - Boolean - LocReqd - 0 - Indicates whether the broker is to locate the stock in conjunction with a short sell order. - - - 115 - OnBehalfOfCompID - String - OBID - 0 - Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. - - - 116 - OnBehalfOfSubID - String - OBSub - 0 - Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party - - - 117 - QuoteID - String - QID - 0 - Unique identifier for quote - - - 118 - NetMoney - Amt - NetMny - 0 - Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. - - - 119 - SettlCurrAmt - Amt - SettlCurrAmt - 0 - Total amount due expressed in settlement currency (includes the effect of the forex transaction) - - - 120 - SettlCurrency - Currency - SettlCcy - 0 - Currency code of settlement denomination. - - - 121 - ForexReq - Boolean - ForexReq - 0 - Indicates request for forex accommodation trade to be executed along with security transaction. - - - 122 - OrigSendingTime - UTCTimestamp - OrigSnt - 0 - Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. - - - 123 - GapFillFlag - Boolean - GapFillFlag - 1 - Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. - - - 124 - NoExecs - NumInGroup - NoExecs - 1 - No of execution repeating group entries to follow. - - - 126 - ExpireTime - UTCTimestamp - ExpireTm - 0 - Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") -The meaning of expiration is specific to the context where the field is used. -For orders, this is the expiration time of a Good Til Date TimeInForce. -For Quotes - this is the expiration of the quote. -Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. -For collateral requests, this is the time by which collateral must be assigned. -For collateral assignments, this is the time by which a response to the assignment is expected. - - - 127 - DKReason - char - DkRsn - 0 - Reason for execution rejection. - - - 128 - DeliverToCompID - String - D2ID - 0 - Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. - - - 129 - DeliverToSubID - String - D2Sub - 0 - Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party - - - 130 - IOINaturalFlag - Boolean - NatFlag - 0 - Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. - - - 131 - QuoteReqID - String - ReqID - 0 - Unique identifier for quote request - - - 132 - BidPx - Price - BidPx - 0 - Bid price/rate - - - 133 - OfferPx - Price - OfrPx - 0 - Offer price/rate - - - 134 - BidSize - Qty - BidSz - 0 - Quantity of bid -(Prior to FIX 4.2 this field was of type int) - - - 135 - OfferSize - Qty - OfrSz - 0 - Quantity of offer -(Prior to FIX 4.2 this field was of type int) - - - 136 - NoMiscFees - NumInGroup - NoMiscFees - 1 - Number of repeating groups of miscellaneous fees - - - 137 - MiscFeeAmt - Amt - Amt - 0 - Miscellaneous fee value - - - 138 - MiscFeeCurr - Currency - Curr - 0 - Currency of miscellaneous fee - - - 139 - MiscFeeType - String - Typ - 0 - Indicates type of miscellaneous fee. - - - 140 - PrevClosePx - Price - PrevClsPx - 0 - Previous closing price of security. - - - 141 - ResetSeqNumFlag - Boolean - ResetSeqNumFlag - 1 - Indicates that the both sides of the FIX session should reset sequence numbers. - - - 142 - SenderLocationID - String - SLoc - 0 - Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) - - - 143 - TargetLocationID - String - TLoc - 0 - Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader) - - - 144 - OnBehalfOfLocationID - String - OBLoc - 0 - Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party - - - 145 - DeliverToLocationID - String - D2Loc - 0 - Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party - - - 146 - NoRelatedSym - NumInGroup - NoReltdSym - 1 - Specifies the number of repeating symbols specified. - - - 147 - Subject - String - Subject - 0 - The subject of an Email message - - - 148 - Headline - String - Headline - 0 - The headline of a News message - - - 149 - URLLink - String - URL - 0 - A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) -See "Appendix 6-B FIX Fields Based Upon Other Standards" - - - 150 - ExecType - char - ExecTyp - 0 - Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** - - - 151 - LeavesQty - Qty - LeavesQty - 0 - Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14). -(Prior to FIX 4.2 this field was of type int) - - - 152 - CashOrderQty - Qty - Cash - 0 - Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages. - - - 153 - AllocAvgPx - Price - AvgPx - 0 - AvgPx (6) for a specific AllocAccount (79) -For Fixed Income this is always expressed as "percent of par" price type. - - - 154 - AllocNetMoney - Amt - NetMny - 0 - NetMoney (8) for a specific AllocAccount (79) - - - 155 - SettlCurrFxRate - float - SettlCurrFxRt - 0 - Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) - - - 156 - SettlCurrFxRateCalc - char - SettlCurrFxRtCalc - 0 - Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided. - - - 157 - NumDaysInterest - int - NumDaysInt - 0 - Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. - - - 158 - AccruedInterestRate - Percentage - AcrdIntRt - 0 - The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. - - - 159 - AccruedInterestAmt - Amt - AcrdIntAmt - 0 - Amount of Accrued Interest for convertible bonds and fixed income - - - 160 - SettlInstMode - char - SettlInstMode - 0 - Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** - - - 161 - AllocText - String - Txt - 0 - Free format text related to a specific AllocAccount (79). - - - 162 - SettlInstID - String - SettlInstID - 0 - Unique identifier for Settlement Instruction. - - - 163 - SettlInstTransType - char - SettlInstTransTyp - 0 - Settlement Instructions message transaction type - - - 164 - EmailThreadID - String - EmailThreadID - 0 - Unique identifier for an email thread (new and chain of replies) - - - 165 - SettlInstSource - char - InstSrc - 0 - Indicates source of Settlement Instructions - - - 167 - SecurityType - String - SecTyp - 0 - Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. - - - 168 - EffectiveTime - UTCTimestamp - EfctvTm - 0 - Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") - - - 169 - StandInstDbType - int - StandInstDbTyp - 0 - Identifies the Standing Instruction database used - - - 170 - StandInstDbName - String - StandInstDbName - 0 - Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name). - - - 171 - StandInstDbID - String - StandInstDbID - 0 - Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. - - - 172 - SettlDeliveryType - int - DlvryTyp - 0 - Identifies type of settlement - - - 188 - BidSpotRate - Price - BidSpotRt - 0 - Bid F/X spot rate. - - - 189 - BidForwardPoints - PriceOffset - BidFwdPnts - 0 - Bid F/X forward points added to spot rate. May be a negative value. - - - 190 - OfferSpotRate - Price - OfrSpotRt - 0 - Offer F/X spot rate. - - - 191 - OfferForwardPoints - PriceOffset - OfrFwdPnts - 0 - Offer F/X forward points added to spot rate. May be a negative value. - - - 192 - OrderQty2 - Qty - Qty2 - 0 - OrderQty (38) of the future part of a F/X swap order. - - - 193 - SettlDate2 - LocalMktDate - SettlDt2 - 0 - SettDate (64) of the future part of a F/X swap order. - - - 194 - LastSpotRate - Price - LastSpotRt - 0 - F/X spot rate. - - - 195 - LastForwardPoints - PriceOffset - LastFwdPnts - 0 - F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 - - - 196 - AllocLinkID - String - LinkID - Allocation - LinkID - 0 - Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique. - - - 197 - AllocLinkType - int - LinkTyp - 0 - Identifies the type of Allocation linkage when AllocLinkID (96) is used. - - - 198 - SecondaryOrderID - String - OrdID2 - 0 - Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. - - - 199 - NoIOIQualifiers - NumInGroup - NoIOIQuals - 1 - Number of repeating groups of IOIQualifiers (04). - - - 200 - MaturityMonthYear - MonthYear - MMY - 0 - Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). -Format: -YYYYMM (e.g. 199903) -YYYYMMDD (e.g. 20030323) -YYYYMMwN (e.g. 200303w) for week -A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). - - - 201 - PutOrCall - int - PutCall - 0 - Indicates whether an option contract is a put or call - - - 202 - StrikePrice - Price - StrkPx - 0 - Strike Price for an Option. - - - 203 - CoveredOrUncovered - int - Covered - 0 - Used for derivative products, such as options - - - 206 - OptAttribute - char - OptAt - 0 - Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. - - - 207 - SecurityExchange - Exchange - Exch - 0 - Market used to help identify a security. -Valid values: -See "Appendix 6-C" - - - 208 - NotifyBrokerOfCredit - Boolean - NotifyBrkrOfCredit - 0 - Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). - - - 209 - AllocHandlInst - int - HandlInst - SingleGeneralOrderHandling - HndInst - 0 - Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. - - - 210 - MaxShow - Qty - MaxShow - 0 - Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). -(Prior to FIX 4.2 this field was of type int) - - - 211 - PegOffsetValue - float - OfstVal - 0 - Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) -(Prior to FIX 4.4 this field was of type PriceOffset) - - - 212 - XmlDataLen - Length - 213 - XmlDataLen - 1 - Length of the XmlData data block. - - - 213 - XmlData - data - XmlData - 1 - Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. - - - 214 - SettlInstRefID - String - SettlInstRefID - 0 - Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types. - - - 215 - NoRoutingIDs - NumInGroup - NoRtgIDs - 1 - Number of repeating groups of RoutingID (217) and RoutingType (216) values. -See Volume 3: "Pre-Trade Message Targeting/Routing" - - - 216 - RoutingType - int - RtgTyp - 0 - Indicates the type of RoutingID (217) specified. - - - 217 - RoutingID - String - RtgID - 0 - Assigned value used to identify a specific routing destination. - - - 218 - Spread - PriceOffset - Spread - 0 - For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. -Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative. -Swap Spread: Target spread for a swap. - - - 220 - BenchmarkCurveCurrency - Currency - Ccy - 0 - Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 221 - BenchmarkCurveName - String - Name - 0 - Name of benchmark curve. -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 222 - BenchmarkCurvePoint - String - Point - 0 - Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". -Sample values: -M = combination of a number between 1-12 and a "M" for month -Y = combination of number between 1-100 and a "Y" for year} -10Y-OLD = see above, then add "-OLD" when appropriate -INTERPOLATED = the point is mathematically derived -2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon -See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 223 - CouponRate - Percentage - CpnRt - 0 - The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. - - - 224 - CouponPaymentDate - LocalMktDate - CpnPmt - 0 - Date interest is to be paid. Used in identifying Corporate Bond issues. -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) -(prior to FIX 4.4 field was of type UTCDate) - - - 225 - IssueDate - LocalMktDate - Issued - 0 - The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) -(prior to FIX 4.4 field was of type UTCDate) - - - 226 - RepurchaseTerm - int - RepoTrm - 0 - Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 227 - RepurchaseRate - Percentage - RepoRt - 0 - Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 228 - Factor - float - Fctr - 0 - For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index. -Qty * Factor * Price = Gross Trade Amount -For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. -(Qty * Price) * Factor = Nominal Value -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 229 - TradeOriginationDate - LocalMktDate - OrignDt - 0 - Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) -(prior to FIX 4.4 field was of type UTCDate) - - - 230 - ExDate - LocalMktDate - ExDt - 0 - The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) -(prior to FIX 4.4 field was of type UTCDate) - - - 231 - ContractMultiplier - float - Mult - 0 - Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. -In general quantities for all calsses should be expressed in the basic unit of the instrument, e.g. shares for equities, norminal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions. - - - 232 - NoStipulations - NumInGroup - NoStips - 1 - Number of stipulation entries -(Note tag # was reserved in FIX 4.1, added in FIX 4.3). - - - 233 - StipulationType - String - Typ - 0 - For Fixed Income. -Type of Stipulation. -Other types may be used by mutual agreement of the counterparties. -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 234 - StipulationValue - String - Val - 0 - For Fixed Income. Value of stipulation. -The expression can be an absolute single value or a combination of values and logical operators: -< value -> value -<= value ->= value -value -value - value2 -value OR value2 -value AND value2 -YES -NO -Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON". -CD = Special cum Dividend -XD = Special ex Dividend -CC = Special cum Coupon -XC = Special ex Coupon -CB = Special cum Bonus -XB = Special ex Bonus -CR = Special cum Rights -XR = Special ex Rights -CP = Special cum Capital Repayments -XP = Special ex Capital Repayments -CS = Cash Settlement -SP = Special Price -TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. -GD = Guaranteed Delivery -Values for StipulationType = "PXSOURCE": -BB GENERIC -BB FAIRVALUE -BROKERTEC -ESPEED -GOVPX -HILLIARD FARBER -ICAP -TRADEWEB -TULLETT LIBERTY -If a particular side of the market is wanted append /BID /OFFER or /MID. -plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. -Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc. -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 235 - YieldType - String - Typ - 0 - Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 236 - Yield - Percentage - Yld - 0 - Yield percentage. -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 237 - TotalTakedown - Amt - TotTakedown - 0 - The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 238 - Concession - Amt - Concession - 0 - Provides the reduction in price for the secondary market in Muncipals. -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 239 - RepoCollateralSecurityType - String - 167 - RepoCollSecTyp - 0 - Identifies the collateral used in the transaction. -Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 240 - RedemptionDate - LocalMktDate - Redeem - 0 - Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) - - - 241 - UnderlyingCouponPaymentDate - LocalMktDate - CpnPmt - 0 - Underlying security's CouponPaymentDate. -See CouponPaymentDate (224) field for description -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) -(prior to FIX 4.4 field was of type UTCDate) - - - 242 - UnderlyingIssueDate - LocalMktDate - Issued - 0 - Underlying security's IssueDate. -See IssueDate (225) field for description -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) -(prior to FIX 4.4 field was of type UTCDate) - - - 243 - UnderlyingRepoCollateralSecurityType - String - 167 - RepoCollSecTyp - 0 - Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 244 - UnderlyingRepurchaseTerm - int - RepoTrm - 0 - Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 245 - UnderlyingRepurchaseRate - Percentage - RepoRt - 0 - Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 246 - UnderlyingFactor - float - Fctr - 0 - Underlying security's Factor. -See Factor (228) field for description -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 247 - UnderlyingRedemptionDate - LocalMktDate - Redeem - 0 - Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) - - - 248 - LegCouponPaymentDate - LocalMktDate - CpnPmt - 0 - Multileg instrument's individual leg security's CouponPaymentDate. -See CouponPaymentDate (224) field for description -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) -(prior to FIX 4.4 field was of type UTCDate) - - - 249 - LegIssueDate - LocalMktDate - Issued - 0 - Multileg instrument's individual leg security's IssueDate. -See IssueDate (225) field for description -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) -(prior to FIX 4.4 field was of type UTCDate) - - - 250 - LegRepoCollateralSecurityType - String - 167 - RepoCollSecTyp - 0 - Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 251 - LegRepurchaseTerm - int - RepoTrm - 0 - Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 252 - LegRepurchaseRate - Percentage - RepoRt - 0 - Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 253 - LegFactor - float - Fctr - 0 - Multileg instrument's individual leg security's Factor. -See Factor (228) field for description -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 254 - LegRedemptionDate - LocalMktDate - Redeem - 0 - Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) - - - 255 - CreditRating - String - CrdRtg - 0 - An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 256 - UnderlyingCreditRating - String - CrdRtg - 0 - Underlying security's CreditRating. -See CreditRating (255) field for description -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 257 - LegCreditRating - String - CrdRtg - 0 - Multileg instrument's individual leg security's CreditRating. -See CreditRating (255) field for description -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 258 - TradedFlatSwitch - Boolean - TrddFlatSwitch - 0 - Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 259 - BasisFeatureDate - LocalMktDate - BasisFeatureDt - 0 - BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) -(prior to FIX 4.4 field was of type UTCDate) - - - 260 - BasisFeaturePrice - Price - BasisFeaturePx - 0 - Price for BasisFeatureDate. -See BasisFeatureDate (259) -(Note tag # was reserved in FIX 4.1, added in FIX 4.3) - - - 262 - MDReqID - String - ReqID - 0 - Unique identifier for Market Data Request - - - 263 - SubscriptionRequestType - char - SubReqTyp - 0 - Subscription Request Type - - - 264 - MarketDepth - int - MktDepth - 0 - Depth of market for Book Snapshot / Incremental updates -0 - full book depth -1 - top of book -2 and above - book depth (number of levels) - - - 265 - MDUpdateType - int - UpdtTyp - 0 - Specifies the type of Market Data update. - - - 266 - AggregatedBook - Boolean - AggBook - 0 - Specifies whether or not book entries should be aggregated. (Not specified) = broker option - - - 267 - NoMDEntryTypes - NumInGroup - NoMDEntryTyps - 1 - Number of MDEntryType (269) fields requested. - - - 268 - NoMDEntries - NumInGroup - NoMDEntries - 1 - Number of entries in Market Data message. - - - 269 - MDEntryType - char - Typ - 0 - Type Market Data entry. - - - 270 - MDEntryPx - Price - Px - 0 - Price of the Market Data Entry. - - - 271 - MDEntrySize - Qty - Sz - 0 - Quantity or volume represented by the Market Data Entry. - - - 272 - MDEntryDate - UTCDateOnly - Dt - 0 - Date of Market Data Entry. -(prior to FIX 4.4 field was of type UTCDate) - - - 273 - MDEntryTime - UTCTimeOnly - Tm - 0 - Time of Market Data Entry. - - - 274 - TickDirection - char - TickDirctn - 0 - Direction of the "tick". - - - 275 - MDMkt - Exchange - Mkt - 0 - Market posting quote / trade. -Valid values: -See "Appendix 6-C" - - - 276 - QuoteCondition - MultipleStringValue - QCond - 0 - Space-delimited list of conditions describing a quote. - - - 277 - TradeCondition - MultipleStringValue - TrdCond - 0 - Space-delimited list of conditions describing a trade - - - 278 - MDEntryID - String - ID - 0 - Unique Market Data Entry identifier. - - - 279 - MDUpdateAction - char - UpdtAct - 0 - Type of Market Data update action. - - - 280 - MDEntryRefID - String - RefID - 0 - Refers to a previous MDEntryID (278). - - - 281 - MDReqRejReason - char - ReqRejResn - 0 - Reason for the rejection of a Market Data request. - - - 282 - MDEntryOriginator - String - Orig - 0 - Originator of a Market Data Entry - - - 283 - LocationID - String - LctnID - 0 - Identification of a Market Maker's location - - - 284 - DeskID - String - DeskID - 0 - Identification of a Market Maker's desk - - - 285 - DeleteReason - char - DelRsn - 0 - Reason for deletion. - - - 286 - OpenCloseSettlFlag - MultipleCharValue - OpenClsSettlFlag - 0 - Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) - - - 287 - SellerDays - int - SellerDays - 0 - Specifies the number of days that may elapse before delivery of the security - - - 288 - MDEntryBuyer - String - Buyer - 0 - Buying party in a trade - - - 289 - MDEntrySeller - String - Seller - 0 - Selling party in a trade - - - 290 - MDEntryPositionNo - int - PosNo - 0 - Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with . - - - 291 - FinancialStatus - MultipleCharValue - FinclStat - 0 - Identifies a firm's or a security's financial status - - - 292 - CorporateAction - MultipleCharValue - CorpActn - 0 - Identifies the type of Corporate Action. - - - 293 - DefBidSize - Qty - DefBidSz - 0 - Default Bid Size. - - - 294 - DefOfferSize - Qty - DefOfrSz - 0 - Default Offer Size. - - - 295 - NoQuoteEntries - NumInGroup - NoQuotEntries - 1 - The number of quote entries for a QuoteSet. - - - 296 - NoQuoteSets - NumInGroup - NoQuotSets - 1 - The number of sets of quotes in the message. - - - 297 - QuoteStatus - int - Stat - 0 - Identifies the status of the quote acknowledgement. - - - 298 - QuoteCancelType - int - CxlTyp - 0 - Reserved100Plus - Identifies the type of quote cancel. - - - 299 - QuoteEntryID - String - EntryID - 0 - Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. - - - 300 - QuoteRejectReason - int - RejRsn - 0 - Reserved100Plus - Reason Quote was rejected: - - - 301 - QuoteResponseLevel - int - RspLvl - 0 - Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. - - - 302 - QuoteSetID - String - SetID - 0 - Unique id for the Quote Set. - - - 303 - QuoteRequestType - int - ReqTyp - 0 - Indicates the type of Quote Request being generated - - - 304 - TotNoQuoteEntries - int - TotNoQuotEntries - 0 - Total number of quotes for the quote set. - - - 305 - UnderlyingSecurityIDSource - String - Src - 0 - 22 - Underlying security's SecurityIDSource. -Valid values: see SecurityIDSource (22) field - - - 306 - UnderlyingIssuer - String - Issr - 0 - Underlying security's Issuer. -See Issuer (06) field for description - - - 307 - UnderlyingSecurityDesc - String - Desc - 0 - Description of the Underlying security. -See SecurityDesc(107). - - - 308 - UnderlyingSecurityExchange - Exchange - Exch - 0 - Underlying security's SecurityExchange. Can be used to identify the underlying security. -Valid values: see SecurityExchange (207) - - - 309 - UnderlyingSecurityID - String - ID - 0 - Underlying security's SecurityID. -See SecurityID (48) field for description - - - 310 - UnderlyingSecurityType - String - SecTyp - 0 - 167 - Underlying security's SecurityType. -Valid values: see SecurityType (167) field -(see below for details concerning this fields use in conjunction with SecurityType=REPO) -The following applies when used in conjunction with SecurityType=REPO -Represents the general or specific type of security that underlies a financing agreement -Valid values for SecurityType=REPO: -If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: - - - 311 - UnderlyingSymbol - String - Sym - 0 - Underlying security's Symbol. -See Symbol (55) field for description - - - 312 - UnderlyingSymbolSfx - String - Sfx - 0 - 65 - Underlying security's SymbolSfx. -See SymbolSfx (65) field for description - - - 313 - UnderlyingMaturityMonthYear - MonthYear - MMY - 0 - Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. -See MaturityMonthYear (200) field for description - - - 315 - UnderlyingPutOrCall - int - PutCall - 0 - Put or call indicator of the underlying security. -See PutOrCall(201). - - - 316 - UnderlyingStrikePrice - Price - StrkPx - 0 - Underlying security's StrikePrice. -See StrikePrice (202) field for description - - - 317 - UnderlyingOptAttribute - char - OptA - 0 - Underlying security's OptAttribute. -See OptAttribute (206) field for description - - - 318 - UnderlyingCurrency - Currency - Ccy - 0 - Underlying security's Currency. -See Currency (5) field for description and valid values - - - 320 - SecurityReqID - String - ReqID - 0 - Unique ID of a Security Definition Request. - - - 321 - SecurityRequestType - int - ReqTyp - 0 - Type of Security Definition Request. - - - 322 - SecurityResponseID - String - RspID - 0 - Unique ID of a Security Definition message. - - - 323 - SecurityResponseType - int - RspTyp - 0 - Type of Security Definition message response. - - - 324 - SecurityStatusReqID - String - StatReqID - 0 - Unique ID of a Security Status Request message. - - - 325 - UnsolicitedIndicator - Boolean - Unsol - 0 - Indicates whether or not message is being sent as a result of a subscription request or not. - - - 326 - SecurityTradingStatus - int - TrdgStat - 0 - Reserved100Plus - Identifies the trading status applicable to the transaction. - - - 327 - HaltReason - int - HaltRsn - 0 - Reserved100Plus - Denotes the reason for the Opening Delay or Trading Halt. - - - 328 - InViewOfCommon - Boolean - InViewOfCmn - 0 - Indicates whether or not the halt was due to Common Stock trading being halted. - - - 329 - DueToRelated - Boolean - DueToReltd - 0 - Indicates whether or not the halt was due to the Related Security being halted. - - - 330 - BuyVolume - Qty - BuyVol - 0 - Quantity bought. - - - 331 - SellVolume - Qty - SellVol - 0 - Quantity sold. - - - 332 - HighPx - Price - HighPx - 0 - Represents an indication of the high end of the price range for a security prior to the open or reopen - - - 333 - LowPx - Price - LowPx - 0 - Represents an indication of the low end of the price range for a security prior to the open or reopen - - - 334 - Adjustment - int - Adjmt - 0 - Identifies the type of adjustment. - - - 335 - TradSesReqID - String - ReqID - 0 - Unique ID of a Trading Session Status message. - - - 336 - TradingSessionID - String - SesID - 0 - Reserved100Plus - Identifier for Trading Session -A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. -To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. -Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. - - - 337 - ContraTrader - String - CntraTrdr - SingleGeneralOrderHandling - Trdr - 0 - Identifies the trader (e.g. "badge number") of the ContraBroker. - - - 338 - TradSesMethod - int - Method - 0 - Method of trading - - - 339 - TradSesMode - int - Mode - 0 - Trading Session Mode - - - 340 - TradSesStatus - int - Stat - 0 - Reserved100Plus - State of the trading session. - - - 341 - TradSesStartTime - UTCTimestamp - StartTm - 0 - Starting time of the trading session - - - 342 - TradSesOpenTime - UTCTimestamp - OpenTm - 0 - Time of the opening of the trading session - - - 343 - TradSesPreCloseTime - UTCTimestamp - PreClsTm - 0 - Time of the pre-closed of the trading session - - - 344 - TradSesCloseTime - UTCTimestamp - ClsTm - 0 - Closing time of the trading session - - - 345 - TradSesEndTime - UTCTimestamp - EndTm - 0 - End time of the trading session - - - 346 - NumberOfOrders - int - NumOfOrds - 0 - Number of orders in the market. - - - 347 - MessageEncoding - String - MsgEncd - 0 - Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields. - - - 348 - EncodedIssuerLen - Length - 349 - EncIssrLen - 0 - Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. - - - 349 - EncodedIssuer - data - EncIssr - 0 - Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field. - - - 350 - EncodedSecurityDescLen - Length - 351 - EncSecDescLen - 0 - Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field. - - - 351 - EncodedSecurityDesc - data - EncSecDesc - 0 - Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. - - - 352 - EncodedListExecInstLen - Length - 353 - EncListExecInstLen - 0 - Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. - - - 353 - EncodedListExecInst - data - EncListExecInst - 0 - Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field. - - - 354 - EncodedTextLen - Length - 355 - EncTxtLen - 0 - Byte length of encoded (non-ASCII characters) EncodedText (355) field. - - - 355 - EncodedText - data - EncTxt - 0 - Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. - - - 356 - EncodedSubjectLen - Length - 357 - EncSubjectLen - 0 - Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. - - - 357 - EncodedSubject - data - EncSubject - 0 - Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field. - - - 358 - EncodedHeadlineLen - Length - 359 - EncHeadlineLen - 0 - Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. - - - 359 - EncodedHeadline - data - EncHeadline - 0 - Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field. - - - 360 - EncodedAllocTextLen - Length - 361 - EncAllocTextLen - 0 - Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field. - - - 361 - EncodedAllocText - data - EncAllocText - 0 - Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. - - - 362 - EncodedUnderlyingIssuerLen - Length - 363 - EncUndIssrLen - 0 - Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. - - - 363 - EncodedUnderlyingIssuer - data - EncUndIssr - 0 - Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. - - - 364 - EncodedUnderlyingSecurityDescLen - Length - 365 - EncUndSecDescLen - 0 - Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. - - - 365 - EncodedUnderlyingSecurityDesc - data - EncUndSecDesc - 0 - Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. - - - 366 - AllocPrice - Price - Px - 0 - Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). - - - 367 - QuoteSetValidUntilTime - UTCTimestamp - ValidTil - 0 - Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") - - - 368 - QuoteEntryRejectReason - int - EntryRejRsn - 0 - 300 - Reserved100Plus - Reason Quote Entry was rejected: - - - 369 - LastMsgSeqNumProcessed - SeqNum - LastMsgSeqNumProced - 1 - The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. - - - 371 - RefTagID - int - RefTagID - 0 - The tag number of the FIX field being referenced. - - - 372 - RefMsgType - String - RefMsgTyp - 0 - 35 - The MsgType (35) of the FIX message being referenced. - - - 373 - SessionRejectReason - int - SessRejRsn - 1 - Reserved100Plus - Code to identify reason for a session-level Reject message. - - - 374 - BidRequestTransType - char - BidReqTransTyp - 0 - Identifies the Bid Request message type. - - - 375 - ContraBroker - String - CntraBrkr - 0 - Identifies contra broker. Standard NASD market-maker mnemonic is preferred. - - - 376 - ComplianceID - String - ComplianceID - 0 - ID used to represent this transaction for compliance purposes (e.g. OATS reporting). - - - 377 - SolicitedFlag - Boolean - SolFlag - 0 - Indicates whether or not the order was solicited. - - - 378 - ExecRestatementReason - int - ExecRstmtRsn - 0 - Reserved100Plus - Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel. - - - 379 - BusinessRejectRefID - String - BizRejRefID - 0 - The value of the business-level "ID" field on the message being referenced. - - - 380 - BusinessRejectReason - int - BizRejRsn - 0 - Code to identify reason for a Business Message Reject message. - - - 381 - GrossTradeAmt - Amt - GrossTrdAmt - 0 - Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size). - - - 382 - NoContraBrokers - NumInGroup - NoCntraBrkrs - 1 - The number of ContraBroker (375) entries. - - - 383 - MaxMessageSize - Length - MaxMsgSz - 1 - Maximum number of bytes supported for a single message. - - - 384 - NoMsgTypes - NumInGroup - NoMsgTyps - 1 - Number of MsgTypes (35) in repeating group. - - - 385 - MsgDirection - char - MsgDirctn - 1 - Specifies the direction of the messsage. - - - 386 - NoTradingSessions - NumInGroup - NoTrdgSesss - 1 - Number of TradingSessionIDs (336) in repeating group. - - - 387 - TotalVolumeTraded - Qty - TotVolTrdd - 0 - Total volume (quantity) traded. - - - 388 - DiscretionInst - char - DsctnInst - 0 - Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. - - - 389 - DiscretionOffsetValue - float - OfstValu - 0 - Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) -(Prior to FIX 4.4 this field was of type PriceOffset) - - - 390 - BidID - String - BidID - 0 - Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. - - - 391 - ClientBidID - String - ClBidID - 0 - Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. - - - 392 - ListName - String - ListName - 0 - Descriptive name for list order. - - - 393 - TotNoRelatedSym - int - TotNoReltdSym - 0 - Total number of securities. -(Prior to FIX 4.4 this field was named TotalNumSecurities) - - - 394 - BidType - int - BidTyp - 0 - Code to identify the type of Bid Request. - - - 395 - NumTickets - int - NumTkts - 0 - Total number of tickets. - - - 396 - SideValue1 - Amt - SideValu1 - 0 - Amounts in currency - - - 397 - SideValue2 - Amt - SideValu2 - 0 - Amounts in currency - - - 398 - NoBidDescriptors - NumInGroup - NoBidDescptrs - 1 - Number of BidDescriptor (400) entries. - - - 399 - BidDescriptorType - int - BidDescptrTyp - 0 - Code to identify the type of BidDescriptor (400). - - - 400 - BidDescriptor - String - BidDescptr - 0 - BidDescriptor value. Usage depends upon BidDescriptorTyp (399). -If BidDescriptorType = 1 -Industrials etc - Free text -If BidDescriptorType = 2 -"FR" etc - ISO Country Codes -If BidDescriptorType = 3 -FT00, FT250, STOX - Free text - - - 401 - SideValueInd - int - SideValuInd - 0 - Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. - - - 402 - LiquidityPctLow - Percentage - LqdtyPctLow - 0 - Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage. - - - 403 - LiquidityPctHigh - Percentage - LqdtyPctHigh - 0 - Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage. - - - 404 - LiquidityValue - Amt - LqdtyValu - 0 - Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency - - - 405 - EFPTrackingError - Percentage - EFPTrkngErr - 0 - Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage. - - - 406 - FairValue - Amt - FairValu - 0 - Used in EFP trades - - - 407 - OutsideIndexPct - Percentage - OutsideNdxPct - 0 - Used in EFP trades. Represented as a percentage. - - - 408 - ValueOfFutures - Amt - ValuOfFuts - 0 - Used in EFP trades - - - 409 - LiquidityIndType - int - LqdtyIndTyp - 0 - Code to identify the type of liquidity indicator. - - - 410 - WtAverageLiquidity - Percentage - WtAvgLqdty - 0 - Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. - - - 411 - ExchangeForPhysical - Boolean - EFP - 0 - Indicates whether or not to exchange for phsyical. - - - 412 - OutMainCntryUIndex - Amt - OutMainCntryUNdx - 0 - Value of stocks in Currency - - - 413 - CrossPercent - Percentage - CrssPct - CrossOrders - Pct - 0 - Percentage of program that crosses in Currency. Represented as a percentage. - - - 414 - ProgRptReqs - int - ProgRptReqs - 0 - Code to identify the desired frequency of progress reports. - - - 415 - ProgPeriodInterval - int - ProgPeriodIntvl - 0 - Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. - - - 416 - IncTaxInd - int - IncTaxInd - 0 - Code to represent whether value is net (inclusive of tax) or gross. - - - 417 - NumBidders - int - NumBidders - 0 - Indicates the total number of bidders on the list - - - 418 - BidTradeType - char - BidTrdTyp - 0 - Code to represent the type of trade. -(Prior to FIX 4.4 this field was named "TradeType") - - - 419 - BasisPxType - char - BasisPxTyp - 0 - Code to represent the basis price type. - - - 420 - NoBidComponents - NumInGroup - NoBidComponents - 1 - Indicates the number of list entries. - - - 421 - Country - Country - Ctry - 0 - ISO Country Code in field - - - 422 - TotNoStrikes - int - TotNoStrks - 0 - Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation. - - - 423 - PriceType - int - PxTyp - 0 - Code to represent the price type. -(For Financing transactions PriceType implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate". -See Volume : "Glossary" for further value definitions) - - - 424 - DayOrderQty - Qty - DayOrdQty - 0 - For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425)) - - - 425 - DayCumQty - Qty - DayCumQty - 0 - Quantity on a GT order that has traded today. - - - 426 - DayAvgPx - Price - DayAvgPx - 0 - The average price for quantity on a GT order that has traded today. - - - 427 - GTBookingInst - int - GTBkngInst - 0 - Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. - - - 428 - NoStrikes - NumInGroup - NoStrks - 1 - Number of list strike price entries. - - - 429 - ListStatusType - int - ListStatTyp - 0 - Code to represent the status type. - - - 430 - NetGrossInd - int - NetGrossInd - 0 - Code to represent whether value is net (inclusive of tax) or gross. - - - 431 - ListOrderStatus - int - ListOrdStat - 0 - Code to represent the status of a list order. - - - 432 - ExpireDate - LocalMktDate - ExpireDt - 0 - Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices - - - 433 - ListExecInstType - char - ListExecInstTyp - 0 - Identifies the type of ListExecInst (69). - - - 434 - CxlRejResponseTo - char - CxlRejRspTo - 0 - Identifies the type of request that a Cancel Reject is in response to. - - - 435 - UnderlyingCouponRate - Percentage - CpnRt - 0 - Underlying security's CouponRate. -See CouponRate (223) field for description - - - 436 - UnderlyingContractMultiplier - float - Mult - 0 - Underlying security's ContractMultiplier. -See ContractMultiplier (231) field for description - - - 437 - ContraTradeQty - Qty - CntraTrdQty - SingleGeneralOrderHandling - TrdQty - 0 - Quantity traded with the ContraBroker (375). - - - 438 - ContraTradeTime - UTCTimestamp - CntraTrdTm - SingleGeneralOrderHandling - TrdTm - 0 - Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") - - - 441 - LiquidityNumSecurities - int - LqdtyNumSecurities - 0 - Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. - - - 442 - MultiLegReportingType - char - MLegRptTyp - 0 - Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.). - - - 443 - StrikeTime - UTCTimestamp - StrkTm - 0 - The time at which current market prices are used to determine the value of a basket. - - - 444 - ListStatusText - String - ListStatText - 0 - Free format text string related to List Status. - - - 445 - EncodedListStatusTextLen - Length - 446 - EncListStatTextLen - 0 - Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. - - - 446 - EncodedListStatusText - data - EncListStatText - 0 - Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. - - - 447 - PartyIDSource - char - Src - 0 - Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. -See "Appendix 6-G - Use of <Parties> Component Block" - - - 448 - PartyID - String - ID - 0 - Party identifier/code. See PartyIDSource (447) and PartyRole (452). -See "Appendix 6-G - Use of <Parties> Component Block" - - - 451 - NetChgPrevDay - PriceOffset - NetChgPrevDay - 0 - Net change from previous day's closing price vs. last traded price. - - - 452 - PartyRole - int - R - 0 - Identifies the type or role of the PartyID (448) specified. -See "Appendix 6-G - Use of <Parties> Component Block" -(see Volume : "Glossary" for value definitions) - - - 453 - NoPartyIDs - NumInGroup - NoPtyIDs - 1 - Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries - - - 454 - NoSecurityAltID - NumInGroup - NoSecAltID - 1 - Number of SecurityAltID (455) entries. - - - 455 - SecurityAltID - String - AltID - 0 - Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. - - - 456 - SecurityAltIDSource - String - AltIDSrc - 0 - 22 - Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. -Valid values: -Same valid values as the SecurityIDSource (22) field - - - 457 - NoUnderlyingSecurityAltID - NumInGroup - NoUndSecAltID - 1 - Number of UnderlyingSecurityAltID (458) entries. - - - 458 - UnderlyingSecurityAltID - String - AltID - 0 - Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. - - - 459 - UnderlyingSecurityAltIDSource - String - AltIDSrc - 0 - 22 - Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. -Valid values: -Same valid values as the SecurityIDSource (22) field - - - 460 - Product - int - Prod - 0 - Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. - - - 461 - CFICode - String - CFI - 0 - Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. -A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" - - - 462 - UnderlyingProduct - int - Prod - 0 - 460 - Underlying security's Product. -Valid values: see Product(460) field - - - 463 - UnderlyingCFICode - String - CFI - 0 - Underlying security's CFICode. -Valid values: see CFICode (461) field - - - 464 - TestMessageIndicator - Boolean - TestMsgInd - 1 - Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents". - - - 466 - BookingRefID - String - BkngRefID - 0 - Common reference passed to a post-trade booking process (e.g. industry matching utility). - - - 467 - IndividualAllocID - String - IndAllocID - 0 - Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). - - - 468 - RoundingDirection - char - RndDir - 0 - Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. -The default is for rounding to be at the discretion of the executing broker or fund manager. -e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. - - - 469 - RoundingModulus - float - RndMod - 0 - For CIV - a float value indicating the value to which rounding is required. -i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. -The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share. - - - 470 - CountryOfIssue - Country - IssuCtry - 0 - ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. - - - 471 - StateOrProvinceOfIssue - String - StPrv - 0 - A two-character state or province abbreviation. - - - 472 - LocaleOfIssue - String - Lcl - 0 - Identifies the locale. For Municipal Security Issuers other than state or province. Refer to -http://www.atmos.albany.edu/cgi/stagrep-cgi -Reference the IATA city codes for values. -Note IATA (International Air Transport Association) maintains the codes at www.iata.org. - - - 473 - NoRegistDtls - NumInGroup - NoRegistDtls - 1 - The number of registration details on a Registration Instructions message - - - 474 - MailingDtls - String - MailingDtls - 0 - Set of Correspondence address details, possibly including phone, fax, etc. - - - 475 - InvestorCountryOfResidence - Country - InvestorCtryOfResidence - 0 - The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. - - - 476 - PaymentRef - String - PmtRef - 0 - "Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. - - - 477 - DistribPaymentMethod - int - DistribPmtMethod - 0 - Reserved100Plus - A code identifying the payment method for a (fractional) distribution. -13 through 998 are reserved for future use -Values above 1000 are available for use by private agreement among counterparties - - - 478 - CashDistribCurr - Currency - CshDistribCurr - 0 - Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes". - - - 479 - CommCurrency - Currency - Ccy - 0 - Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". - - - 480 - CancellationRights - char - CxllationRights - 0 - For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. - - - 481 - MoneyLaunderingStatus - char - MnyLaunderingStat - 0 - A one character code identifying Money laundering status. - - - 482 - MailingInst - String - MailingInst - 0 - Free format text to specify mailing instruction requirements, e.g. "no third party mailings". - - - 483 - TransBkdTime - UTCTimestamp - TransBkdTm - 0 - For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. -For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission. - - - 484 - ExecPriceType - char - ExecPxTyp - 0 - For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. - - - 485 - ExecPriceAdjustment - float - ExecPxAdjment - 0 - For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) - - - 486 - DateOfBirth - LocalMktDate - DtOfBirth - 0 - The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. - - - 487 - TradeReportTransType - int - TransTyp - 0 - Identifies Trade Report message transaction type -(Prior to FIX 4.4 this field was of type char) - - - 488 - CardHolderName - String - CardHolderName - 0 - The name of the payment card holder as specified on the card being used for payment. - - - 489 - CardNumber - String - CardNum - 0 - The number of the payment card as specified on the card being used for payment. - - - 490 - CardExpDate - LocalMktDate - CardExpDt - 0 - The expiry date of the payment card as specified on the card being used for payment. - - - 491 - CardIssNum - String - CardIssNum - 0 - The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. - - - 492 - PaymentMethod - int - PmtMethod - 0 - Reserved1000Plus - A code identifying the Settlement payment method. 16 through 998 are reserved for future use -Values above 1000 are available for use by private agreement among counterparties - - - 493 - RegistAcctType - String - AcctTyp - RegistrationInstruction - AcctTyp - 0 - For CIV - a fund manager-defined code identifying which of the fund manager's account types is required. - - - 494 - Designation - String - Designation - 0 - Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name. - - - 495 - TaxAdvantageType - int - TaxAdvantageTyp - 0 - Reserved1000Plus - For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. -30 - 998 are reserved for future use by recognized taxation authorities -999=Other -values above 1000 are available for use by private agreement among counterparties - - - 496 - RegistRejReasonText - String - RejRsnTxt - RegistrationInstruction - Dtls - 0 - Text indicating reason(s) why a Registration Instruction has been rejected. - - - 497 - FundRenewWaiv - char - FundRenewWaiv - 0 - A one character code identifying whether the Fund based renewal commission is to be waived. - - - 498 - CashDistribAgentName - String - CshDistribAgentName - 0 - Name of local agent bank if for cash distributions - - - 499 - CashDistribAgentCode - String - CshDistribAgentCode - 0 - BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions - - - 500 - CashDistribAgentAcctNumber - String - CshDistribAgentAcctNum - 0 - Account number at agent bank for distributions. - - - 501 - CashDistribPayRef - String - CshDistribPayRef - 0 - Free format Payment reference to assist with reconciliation of distributions. - - - 502 - CashDistribAgentAcctName - String - CshDistribAgentAcctName - 0 - Name of account at agent bank for distributions. - - - 503 - CardStartDate - LocalMktDate - CardStartDt - 0 - The start date of the card as specified on the card being used for payment. - - - 504 - PaymentDate - LocalMktDate - PmtDt - 0 - The date written on a cheque or date payment should be submitted to the relevant clearing system. - - - 505 - PaymentRemitterID - String - PmtRemtrID - 0 - Identifies sender of a payment, e.g. the payment remitter or a customer reference number. - - - 506 - RegistStatus - char - RegStat - 0 - Registration status as returned by the broker or (for CIV) the fund manager: - - - 507 - RegistRejReasonCode - int - RejRsnCd - RegistrationInstruction - RejRsnCd - 0 - Reserved100Plus - Reason(s) why Registration Instructions has been rejected. -The reason may be further amplified in the RegistRejReasonCode field. -Possible values of reason code include: - - - 508 - RegistRefID - String - RefID - RegistrationInstruction - RefID - 0 - Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types. - - - 509 - RegistDtls - String - Dtls - RegistrationInstruction - RejRsnTxt - 0 - Set of Registration name and address details, possibly including phone, fax etc. - - - 510 - NoDistribInsts - NumInGroup - NoDistribInsts - 1 - The number of Distribution Instructions on a Registration Instructions message - - - 511 - RegistEmail - String - Email - RegistrationInstruction - Email - 0 - Email address relating to Registration name and address details - - - 512 - DistribPercentage - Percentage - DistribPctage - 0 - The amount of each distribution to go to this beneficiary, expressed as a percentage - - - 513 - RegistID - String - RegistID - RegistrationInstruction - ID - 0 - Unique identifier of the registration details as assigned by institution or intermediary. - - - 514 - RegistTransType - char - TransTyp - 0 - Identifies Registration Instructions transaction type - - - 515 - ExecValuationPoint - UTCTimestamp - ExecValuationPoint - 0 - For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager. - - - 516 - OrderPercent - Percentage - Pct - 0 - For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages. - - - 517 - OwnershipType - char - OwnershipTyp - 0 - The relationship between Registration parties. - - - 518 - NoContAmts - NumInGroup - NoContAmts - 1 - The number of Contract Amount details on an Execution Report message - - - 519 - ContAmtType - int - ContAmtTyp - 0 - Type of ContAmtValue (520). -NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. - - - 520 - ContAmtValue - float - ContAmtValu - 0 - Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). - - - 521 - ContAmtCurr - Currency - ContAmtCurr - 0 - Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". - - - 522 - OwnerType - int - OwnerTyp - 0 - Identifies the type of owner. - - - 523 - PartySubID - String - ID - 0 - Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. - - - 524 - NestedPartyID - String - ID - 0 - PartyID value within a nested repeating group. -Same values as PartyID (448) - - - 525 - NestedPartyIDSource - char - Src - 0 - 447 - PartyIDSource value within a nested repeating group. -Same values as PartyIDSource (447) - - - 526 - SecondaryClOrdID - String - ClOrdID2 - SingleGeneralOrderHandling - ID2 - 0 - Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. - - - 527 - SecondaryExecID - String - ExecID2 - 0 - Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. - - - 528 - OrderCapacity - char - Cpcty - 0 - Designates the capacity of the firm placing the order. -(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) -(see Volume : "Glossary" for value definitions) - - - 529 - OrderRestrictions - MultipleCharValue - Rstctions - 0 - Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. - - - 530 - MassCancelRequestType - char - MassCxlReqTyp - OrderMassHandling - ReqTyp - 0 - Specifies scope of Order Mass Cancel Request. - - - 531 - MassCancelResponse - char - MassCxlRsp - OrderMassHandling - Rsp - 0 - Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request - - - 532 - MassCancelRejectReason - int - MassCxlRejRsn - 0 - Reserved100Plus - Reason Order Mass Cancel Request was rejected - - - 533 - TotalAffectedOrders - int - TotAffctdOrds - 0 - Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q). - - - 534 - NoAffectedOrders - NumInGroup - NoAffctdOrds - 0 - Number of affected orders in the repeating group of order ids. - - - 535 - AffectedOrderID - String - AffctdOrdID - 0 - OrderID (37) of an order affected by a mass cancel request. - - - 536 - AffectedSecondaryOrderID - String - AffctdScndOrdID - 0 - SecondaryOrderID (198) of an order affected by a mass cancel request. - - - 537 - QuoteType - int - Typ - 0 - Identifies the type of quote. -An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. -A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. -A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. -A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. - - - 538 - NestedPartyRole - int - R - 0 - 452 - PartyRole value within a nested repeating group. -Same values as PartyRole (452) - - - 539 - NoNestedPartyIDs - NumInGroup - NoNstPtyIDs - 1 - Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries - - - 540 - TotalAccruedInterestAmt - Amt - TotAcrdIntAmt - 0 - Total Amount of Accrued Interest for convertible bonds and fixed income - - - 541 - MaturityDate - LocalMktDate - MatDt - 0 - Date of maturity. - - - 542 - UnderlyingMaturityDate - LocalMktDate - Mat - 0 - Underlying security's maturity date. -See MaturityDate (541) field for description - - - 543 - InstrRegistry - String - Rgstry - 0 - Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate). - - - 544 - CashMargin - char - CshMgn - 0 - Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. - - - 545 - NestedPartySubID - String - ID - 0 - PartySubID value within a nested repeating group. -Same values as PartySubID (523) - - - 546 - Scope - MultipleCharValue - Scope - 0 - Specifies the market scope of the market data. - - - 547 - MDImplicitDelete - Boolean - ImplctDel - 0 - Defines how a server handles distribution of a truncated book. Defaults to broker option. - - - 548 - CrossID - String - CrssID - CrossOrders - ID - 0 - Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. - - - 549 - CrossType - int - CrssTyp - CrossOrders - Typ - 0 - Type of cross being submitted to a market - - - 550 - CrossPrioritization - int - CrssPriortstn - CrossOrders - Priorty - 0 - Indicates if one side or the other of a cross order should be prioritized. -The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). - - - 551 - OrigCrossID - String - OrigCrssID - CrossOrders - OrigID - 0 - CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests. - - - 552 - NoSides - NumInGroup - NoSides - 1 - Number of Side repeating group instances. - - - 553 - Username - String - Username - 0 - Userid or username. - - - 554 - Password - String - Password - 0 - Password or passphrase. - - - 555 - NoLegs - NumInGroup - NoLegs - 1 - Number of InstrumentLeg repeating group instances. - - - 556 - LegCurrency - Currency - Ccy - 0 - Currency associated with a particular Leg's quantity - - - 557 - TotNoSecurityTypes - int - TotNoSecTyps - 0 - Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results. - - - 558 - NoSecurityTypes - NumInGroup - NoSecTyps - 1 - Number of Security Type repeating group instances. - - - 559 - SecurityListRequestType - int - ListReqTyp - 0 - Identifies the type/criteria of Security List Request - - - 560 - SecurityRequestResult - int - ReqRslt - 0 - The results returned to a Security Request message - - - 561 - RoundLot - Qty - RndLot - 0 - The trading lot size of a security - - - 562 - MinTradeVol - Qty - MinTrdVol - 0 - The minimum trading volume for a security - - - 563 - MultiLegRptTypeReq - int - MLEGRptTypReq - 0 - Indicates the method of execution reporting requested by issuer of the order. - - - 564 - LegPositionEffect - char - PosEfct - 0 - 77 - PositionEffect for leg of a multileg -See PositionEffect (77) field for description - - - 565 - LegCoveredOrUncovered - int - Cover - 0 - 203 - CoveredOrUncovered for leg of a multileg -See CoveredOrUncovered (203) field for description - - - 566 - LegPrice - Price - Px - 0 - Price for leg of a multileg -See Price (44) field for description - - - 567 - TradSesStatusRejReason - int - StatRejRsn - 0 - Reserved100Plus - Indicates the reason a Trading Session Status Request was rejected. - - - 568 - TradeRequestID - String - ReqID - 0 - Trade Capture Report Request ID - - - 569 - TradeRequestType - int - ReqTyp - 0 - Type of Trade Capture Report. - - - 570 - PreviouslyReported - Boolean - PrevlyRpted - 0 - Indicates if the trade capture report was previously reported to the counterparty - - - 571 - TradeReportID - String - RptID - 0 - Unique identifier of trade capture report - - - 572 - TradeReportRefID - String - RptRefID - 0 - Reference identifier used with CANCEL and REPLACE transaction types. - - - 573 - MatchStatus - char - MtchStat - 0 - The status of this trade with respect to matching or comparison. - - - 574 - MatchType - String - MtchTyp - 0 - The point in the matching process at which this trade was matched. - - - 575 - OddLot - Boolean - OddLot - 0 - This trade is to be treated as an odd lot -If this field is not specified, the default will be "N" - - - 576 - NoClearingInstructions - NumInGroup - NoClrngInstrctns - 1 - Number of clearing instructions - - - 577 - ClearingInstruction - int - ClrngInstrctn - 0 - Eligibility of this trade for clearing and central counterparty processing -values above 4000 are reserved for agreement between parties - - - 578 - TradeInputSource - String - InptSrc - 0 - Type of input device or system from which the trade was entered. - - - 579 - TradeInputDevice - String - InptDev - 0 - Specific device number, terminal number or station where trade was entered - - - 580 - NoDates - NumInGroup - NoDts - 0 - Number of Date fields provided in date range - - - 581 - AccountType - int - AcctTyp - 0 - Type of account associated with an order - - - 582 - CustOrderCapacity - int - CustCpcty - 0 - Capacity of customer placing the order -Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). - - - 583 - ClOrdLinkID - String - ClOrdLinkID - SingleGeneralOrderHandling - LnkID - 0 - Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. - - - 584 - MassStatusReqID - String - MassStatReqID - OrderMassHandling - ReqID - 0 - Value assigned by issuer of Mass Status Request to uniquely identify the request - - - 585 - MassStatusReqType - int - MassStatReqTyp - OrderMassHandling - ReqTyp - 0 - Reserved100Plus - Mass Status Request Type - - - 586 - OrigOrdModTime - UTCTimestamp - OrigOrdModTm - 0 - The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. - - - 587 - LegSettlType - char - SettlTyp - 0 - 63 - Refer to values for SettlType[63] - - - 588 - LegSettlDate - LocalMktDate - SettlDt - 0 - Refer to description for SettlDate[64] - - - 589 - DayBookingInst - char - DayBkngInst - 0 - Indicates whether or not automatic booking can occur. - - - 590 - BookingUnit - char - BkngUnit - 0 - Indicates what constitutes a bookable unit. - - - 591 - PreallocMethod - char - PreallocMeth - 0 - Indicates the method of preallocation. - - - 592 - UnderlyingCountryOfIssue - Country - Ctry - 0 - Underlying security's CountryOfIssue. -See CountryOfIssue (470) field for description - - - 593 - UnderlyingStateOrProvinceOfIssue - String - StOrProvnc - 0 - Underlying security's StateOrProvinceOfIssue. -See StateOrProvinceOfIssue (471) field for description - - - 594 - UnderlyingLocaleOfIssue - String - Lcl - 0 - Underlying security's LocaleOfIssue. -See LocaleOfIssue (472) field for description - - - 595 - UnderlyingInstrRegistry - String - Rgstry - 0 - Underlying security's InstrRegistry. -See InstrRegistry (543) field for description - - - 596 - LegCountryOfIssue - Country - Ctry - 0 - Multileg instrument's individual leg security's CountryOfIssue. -See CountryOfIssue (470) field for description - - - 597 - LegStateOrProvinceOfIssue - String - StOrProvnc - 0 - Multileg instrument's individual leg security's StateOrProvinceOfIssue. -See StateOrProvinceOfIssue (471) field for description - - - 598 - LegLocaleOfIssue - String - Lcl - 0 - Multileg instrument's individual leg security's LocaleOfIssue. -See LocaleOfIssue (472) field for description - - - 599 - LegInstrRegistry - String - Rgstry - 0 - Multileg instrument's individual leg security's InstrRegistry. -See InstrRegistry (543) field for description - - - 600 - LegSymbol - String - Sym - 0 - Multileg instrument's individual security's Symbol. -See Symbol (55) field for description - - - 601 - LegSymbolSfx - String - Sfx - 0 - 65 - Multileg instrument's individual security's SymbolSfx. -See SymbolSfx (65) field for description - - - 602 - LegSecurityID - String - ID - 0 - Multileg instrument's individual security's SecurityID. -See SecurityID (48) field for description - - - 603 - LegSecurityIDSource - String - Src - 0 - 22 - Multileg instrument's individual security's SecurityIDSource. -See SecurityIDSource (22) field for description - - - 604 - NoLegSecurityAltID - NumInGroup - NoLegSecAltID - 0 - Multileg instrument's individual security's NoSecurityAltID. -See NoSecurityAltID (454) field for description - - - 605 - LegSecurityAltID - String - SecAltID - 0 - Multileg instrument's individual security's SecurityAltID. -See SecurityAltID (455) field for description - - - 606 - LegSecurityAltIDSource - String - SecAltIDSrc - 0 - 22 - Multileg instrument's individual security's SecurityAltIDSource. -See SecurityAltIDSource (456) field for description - - - 607 - LegProduct - int - Prod - 0 - 460 - Multileg instrument's individual security's Product. -See Product (460) field for description - - - 608 - LegCFICode - String - CFI - 0 - Multileg instrument's individual security's CFICode. -See CFICode (461) field for description - - - 609 - LegSecurityType - String - SecTyp - 0 - 167 - Refer to definition of SecurityType(167) - - - 610 - LegMaturityMonthYear - MonthYear - MMY - 0 - Multileg instrument's individual security's MaturityMonthYear. -See MaturityMonthYear (200) field for description - - - 611 - LegMaturityDate - LocalMktDate - Mat - 0 - Multileg instrument's individual security's MaturityDate. -See MaturityDate (54) field for description - - - 612 - LegStrikePrice - Price - Strk - 0 - Multileg instrument's individual security's StrikePrice. -See StrikePrice (202) field for description - - - 613 - LegOptAttribute - char - OptA - 0 - Multileg instrument's individual security's OptAttribute. -See OptAttribute (206) field for description - - - 614 - LegContractMultiplier - float - Cmult - 0 - Multileg instrument's individual security's ContractMultiplier. -See ContractMultiplier (23) field for description - - - 615 - LegCouponRate - Percentage - CpnRt - 0 - Multileg instrument's individual security's CouponRate. -See CouponRate (223) field for description - - - 616 - LegSecurityExchange - Exchange - Exch - 0 - Multileg instrument's individual security's SecurityExchange. -See SecurityExchange (207) field for description - - - 617 - LegIssuer - String - Issr - 0 - Multileg instrument's individual security's Issuer. -See Issuer (106) field for description - - - 618 - EncodedLegIssuerLen - Length - 619 - EncLegIssrLen - 0 - Multileg instrument's individual security's EncodedIssuerLen. -See EncodedIssuerLen (348) field for description - - - 619 - EncodedLegIssuer - data - EncLegIssr - 0 - Multileg instrument's individual security's EncodedIssuer. -See EncodedIssuer (349) field for description - - - 620 - LegSecurityDesc - String - Desc - 0 - Description of a leg of a multileg instrument. -See SecurityDesc(107). - - - 621 - EncodedLegSecurityDescLen - Length - 622 - EncLegSecDescLen - 0 - Multileg instrument's individual security's EncodedSecurityDescLen. -See EncodedSecurityDescLen (350) field for description - - - 622 - EncodedLegSecurityDesc - data - EncLegSecDesc - 0 - Multileg instrument's individual security's EncodedSecurityDesc. -See EncodedSecurityDesc (35) field for description - - - 623 - LegRatioQty - float - RatioQty - 0 - The ratio of quantity for this individual leg relative to the entire multileg security. - - - 624 - LegSide - char - Side - 0 - 54 - The side of this individual leg (multileg security). -See Side (54) field for description and values - - - 625 - TradingSessionSubID - String - SesSub - 0 - Reserved100Plus - Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility - - - 626 - AllocType - int - AllocType - Allocation - Typ - 0 - Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") -(see Volume : "Glossary" for value definitions) -*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** - - - 627 - NoHops - NumInGroup - NoHops - 1 - Number of HopCompID entries in repeating group. - - - 628 - HopCompID - String - ID - 0 - Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. -Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. - - - 629 - HopSendingTime - UTCTimestamp - Snt - 0 - Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. -Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. - - - 630 - HopRefID - SeqNum - Ref - 0 - Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. -Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. - - - 631 - MidPx - Price - MidPx - 0 - Mid price/rate - - - 632 - BidYield - Percentage - BidYld - 0 - Bid yield - - - 633 - MidYield - Percentage - MidYld - 0 - Mid yield - - - 634 - OfferYield - Percentage - OfrYld - 0 - Offer yield - - - 635 - ClearingFeeIndicator - String - ClrFeeInd - 0 - Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. -(Values source CBOT, CME, NYBOT, and NYMEX): - - - 636 - WorkingIndicator - Boolean - WorkingInd - 0 - Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. - - - 637 - LegLastPx - Price - LastPx - 0 - Execution price assigned to a leg of a multileg instrument. -See LastPx (31) field for description and values - - - 638 - PriorityIndicator - int - PriInd - 0 - Indicates if a Cancel/Replace has caused an order to lose book priority. - - - 639 - PriceImprovement - PriceOffset - PxImprvmnt - 0 - Amount of price improvement. - - - 640 - Price2 - Price - Px2 - 0 - Price of the future part of a F/X swap order. -See Price (44) for description. - - - 641 - LastForwardPoints2 - PriceOffset - LastFwdPnts2 - 0 - F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value. - - - 642 - BidForwardPoints2 - PriceOffset - BidFwdPnts2 - 0 - Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. - - - 643 - OfferForwardPoints2 - PriceOffset - OfrFwdPnts2 - 0 - Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. - - - 644 - RFQReqID - String - RFQReqID - 0 - RFQ Request ID - used to identify an RFQ Request. - - - 645 - MktBidPx - Price - MktBidPx - 0 - Used to indicate the best bid in a market - - - 646 - MktOfferPx - Price - MktOfrPx - 0 - Used to indicate the best offer in a market - - - 647 - MinBidSize - Qty - MinBidSz - 0 - Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size - - - 648 - MinOfferSize - Qty - MinOfrSz - 0 - Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size. - - - 649 - QuoteStatusReqID - String - StatReqID - 0 - Unique identifier for Quote Status Request. - - - 650 - LegalConfirm - Boolean - LegalCnfm - 0 - Indicates that this message is to serve as the final and legal confirmation. - - - 651 - UnderlyingLastPx - Price - UndLastPx - 0 - The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. - - - 652 - UnderlyingLastQty - Qty - UndLastQty - 0 - The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. - - - 654 - LegRefID - String - RefID - 0 - Unique indicator for a specific leg. - - - 655 - ContraLegRefID - String - CntraLegRefID - SingleGeneralOrderHandling - LegRefID - 0 - Unique indicator for a specific leg for the ContraBroker (375). - - - 656 - SettlCurrBidFxRate - float - SettlCurrBidFxRt - 0 - Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) - - - 657 - SettlCurrOfferFxRate - float - SettlCurrOfrFxRt - 0 - Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) - - - 658 - QuoteRequestRejectReason - int - ReqRejRsn - 0 - Reserved100Plus - Reason Quote was rejected: - - - 659 - SideComplianceID - String - SideComplianceID - 0 - ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). - - - 660 - AcctIDSource - int - AcctIDSrc - 0 - Reserved100Plus - Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. - - - 661 - AllocAcctIDSource - int - ActIDSrc - 0 - 660 - Used to identify the source of the AllocAccount (79) code. -See AcctIDSource (660) for valid values. - - - 662 - BenchmarkPrice - Price - Px - 0 - Specifies the price of the benchmark. - - - 663 - BenchmarkPriceType - int - PxTyp - 0 - 423 - Identifies type of BenchmarkPrice (662). -See PriceType (423) for valid values. - - - 664 - ConfirmID - String - CnfmID - 0 - Message reference for Confirmation - - - 665 - ConfirmStatus - int - CnfmStat - 0 - Identifies the status of the Confirmation. - - - 666 - ConfirmTransType - int - CnfmTransTyp - 0 - Identifies the Confirmation transaction type. - - - 667 - ContractSettlMonth - MonthYear - CSetMo - 0 - Specifies when the contract (i.e. MBS/TBA) will settle. - - - 668 - DeliveryForm - int - DlvryForm - 0 - Identifies the form of delivery. - - - 669 - LastParPx - Price - LastParPx - 0 - Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. -Usage: Execution Report and Allocation Report repeating executions block (from sellside). - - - 670 - NoLegAllocs - NumInGroup - NoLegAllocs - 1 - Number of Allocations for the leg - - - 671 - LegAllocAccount - String - AllocAcct - 0 - Allocation Account for the leg -See AllocAccount (79) for description and valid values. - - - 672 - LegIndividualAllocID - String - IndAllocID - 0 - Reference for the individual allocation ticket -See IndividualAllocID (467) for description and valid values. - - - 673 - LegAllocQty - Qty - AllocQty - 0 - Leg allocation quantity. -See AllocQty (80) for description and valid values. - - - 674 - LegAllocAcctIDSource - String - AllocAcctIDSrc - 0 - The source of the LegAllocAccount (671) -See AllocAcctIDSource (661) for description and valid values. - - - 675 - LegSettlCurrency - Currency - SettlCcy - 0 - Identifies settlement currency for the Leg. -See SettlCurrency (20) for description and valid values - - - 676 - LegBenchmarkCurveCurrency - Currency - Ccy - 0 - LegBenchmarkPrice (679) currency -See BenchmarkCurveCurrency (220) for description and valid values. - - - 677 - LegBenchmarkCurveName - String - Name - 0 - 221 - Name of the Leg Benchmark Curve. -See BenchmarkCurveName (22) for description and valid values. - - - 678 - LegBenchmarkCurvePoint - String - Point - 0 - Identifies the point on the Leg Benchmark Curve. -See BenchmarkCurvePoint (222) for description and valid values. - - - 679 - LegBenchmarkPrice - Price - Px - 0 - Used to identify the price of the benchmark security. -See BenchmarkPrice (662) for description and valid values. - - - 680 - LegBenchmarkPriceType - int - PxTyp - 0 - The price type of the LegBenchmarkPrice. -See BenchmarkPriceType (663) for description and valid values. - - - 681 - LegBidPx - Price - BidPx - 0 - Bid price of this leg. -See BidPx (32) for description and valid values. - - - 682 - LegIOIQty - String - IOIQty - 0 - 27 - Qty - Leg-specific IOI quantity. -See IOIQty (27) for description and valid values - - - 683 - NoLegStipulations - NumInGroup - NoLegStips - 1 - Number of leg stipulation entries - - - 684 - LegOfferPx - Price - OfrPx - 0 - Offer price of this leg. -See OfferPx (133) for description and valid values - - - 685 - LegOrderQty - Qty - OrdQty - 0 - Quantity ordered of this leg. -See OrderQty (38) for description and valid values - - - 686 - LegPriceType - int - PxTyp - 0 - 423 - The price type of the LegBidPx (681) and/or LegOfferPx (684). -See PriceType (423) for description and valid values - - - 687 - LegQty - Qty - Qty - 0 - Quantity of this leg, e.g. in Quote dialog. -See Quantity (53) for description and valid values - - - 688 - LegStipulationType - String - StipTyp - 0 - 233 - For Fixed Income, type of Stipulation for this leg. -See StipulationType (233) for description and valid values - - - 689 - LegStipulationValue - String - StipVal - 0 - For Fixed Income, value of stipulation. -See StipulationValue (234) for description and valid values - - - 690 - LegSwapType - int - SwapTyp - 0 - For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. - - - 691 - Pool - String - Pool - 0 - For Fixed Income, identifies MBS / ABS pool. - - - 692 - QuotePriceType - int - QuotPxTyp - 0 - Code to represent price type requested in Quote. -If the Quote Request is for a Swap values 1-8 apply to all legs. - - - 693 - QuoteRespID - String - RspID - 0 - Message reference for Quote Response - - - 694 - QuoteRespType - int - RspTyp - 0 - Identifies the type of Quote Response. - - - 695 - QuoteQualifier - char - Qual - 0 - 104 - Code to qualify Quote use -See IOIQualifier (104) for description and valid values. - - - 696 - YieldRedemptionDate - LocalMktDate - RedDt - 0 - Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). - - - 697 - YieldRedemptionPrice - Price - RedPx - 0 - Price to which the yield has been calculated. - - - 698 - YieldRedemptionPriceType - int - RedPxTyp - 0 - 423 - The price type of the YieldRedemptionPrice (697) -See PriceType (423) for description and valid values. - - - 699 - BenchmarkSecurityID - String - SecID - 0 - The identifier of the benchmark security, e.g. Treasury against Corporate bond. -See SecurityID (tag 48) for description and valid values. - - - 700 - ReversalIndicator - Boolean - ReversalInd - 0 - Indicates a trade that reverses a previous trade. - - - 701 - YieldCalcDate - LocalMktDate - CalcDt - 0 - Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. - - - 702 - NoPositions - NumInGroup - NoPoss - 1 - Number of position entries. - - - 703 - PosType - String - Typ - 0 - Used to identify the type of quantity that is being returned. - - - 704 - LongQty - Qty - Long - 0 - Long Quantity - - - 705 - ShortQty - Qty - Short - 0 - Short Quantity - - - 706 - PosQtyStatus - int - Stat - 0 - Status of this position. - - - 707 - PosAmtType - String - Typ - 0 - Type of Position amount - - - 708 - PosAmt - Amt - Amt - 0 - Position amount - - - 709 - PosTransType - int - TxnTyp - 0 - Identifies the type of position transaction - - - 710 - PosReqID - String - ReqID - 0 - Unique identifier for the position maintenance request as assigned by the submitter - - - 711 - NoUnderlyings - NumInGroup - NoUnds - 1 - Number of underlying legs that make up the security. - - - 712 - PosMaintAction - int - Actn - 0 - Maintenance Action to be performed. - - - 713 - OrigPosReqRefID - String - OrigPosReqRefID - PositionMaintenance - OrigReqRefID - 0 - Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. - - - 714 - PosMaintRptRefID - String - RptRefID - 0 - Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. - - - 715 - ClearingBusinessDate - LocalMktDate - BizDt - 0 - The "Clearing Business Date" referred to by this maintenance request. - - - 716 - SettlSessID - String - SetSesID - 0 - Identifies a specific settlement session - - - 717 - SettlSessSubID - String - SetSesSub - 0 - SubID value associated with SettlSessID(716) - - - 718 - AdjustmentType - int - AdjTyp - 0 - Type of adjustment to be applied, used for PCS and PAJ - - - 719 - ContraryInstructionIndicator - Boolean - CntraryInstrctnInd - SingleGeneralOrderHandling - InstrctnInd - 0 - Used to indicate when a contrary instruction for exercise or abandonment is being submitted - - - 720 - PriorSpreadIndicator - Boolean - PriorSpreadInd - 0 - Indicates if requesting a rollover of prior day's spread submissions. - - - 721 - PosMaintRptID - String - RptID - 0 - Unique identifier for this position report - - - 722 - PosMaintStatus - int - Stat - 0 - Status of Position Maintenance Request - - - 723 - PosMaintResult - int - Rslt - 0 - Reserved100Plus - Result of Position Maintenance Request. -4000+ Reserved and available for bi-laterally agreed upon user-defined values - - - 724 - PosReqType - int - ReqTyp - 0 - Used to specify the type of position request being made. - - - 725 - ResponseTransportType - int - RspTransportTyp - 0 - Identifies how the response to the request should be transmitted. -Details specified via ResponseDestination (726). - - - 726 - ResponseDestination - String - RspDest - 0 - URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. -See "Appendix 6-B FIX Fields Based Upon Other Standards" - - - 727 - TotalNumPosReports - int - TotRpts - 0 - Total number of Position Reports being returned. - - - 728 - PosReqResult - int - Rslt - 0 - Reserved100Plus - Result of Request for Position -4000+ Reserved and available for bi-laterally agreed upon user-defined values - - - 729 - PosReqStatus - int - Stat - 0 - Status of Request for Positions - - - 730 - SettlPrice - Price - SetPx - 0 - Settlement price - - - 731 - SettlPriceType - int - SetPxTyp - 0 - Type of settlement price - - - 732 - UnderlyingSettlPrice - Price - UndSetPx - 0 - Underlying security's SettlPrice. -See SettlPrice (730) field for description - - - 733 - UnderlyingSettlPriceType - int - UndSetPxTyp - 0 - 731 - Underlying security's SettlPriceType. -See SettlPriceType (731) field for description - - - 734 - PriorSettlPrice - Price - PriSetPx - 0 - Previous settlement price - - - 735 - NoQuoteQualifiers - NumInGroup - NoQuotQuals - 1 - Number of repeating groups of QuoteQualifiers (695). - - - 736 - AllocSettlCurrency - Currency - AllocSettlCcy - 0 - Currency code of settlement denomination for a specific AllocAccount (79). - - - 737 - AllocSettlCurrAmt - Amt - AllocSettlCurrAmt - Allocation - SettlCcyAmt - 0 - Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). - - - 738 - InterestAtMaturity - Amt - IntAtMat - 0 - Amount of interest (i.e. lump-sum) at maturity. - - - 739 - LegDatedDate - LocalMktDate - Dated - 0 - The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date - - - 740 - LegPool - String - Pool - 0 - For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. -See Pool (691) for description and valid values. - - - 741 - AllocInterestAtMaturity - Amt - IntAtMat - 0 - Amount of interest (i.e. lump-sum) at maturity at the account-level. - - - 742 - AllocAccruedInterestAmt - Amt - AcrdIntAmt - 0 - Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. - - - 743 - DeliveryDate - LocalMktDate - DlvDt - 0 - Date of delivery. - - - 744 - AssignmentMethod - char - AsgnMeth - 0 - Method by which short positions are assigned to an exercise notice during exercise and assignment processing - - - 745 - AssignmentUnit - Qty - Unit - 0 - Quantity Increment used in performing assignment. - - - 746 - OpenInterest - Amt - OpenInt - 0 - Open interest that was eligible for assignment. - - - 747 - ExerciseMethod - char - ExrMethod - 0 - Exercise Method used to in performing assignment. - - - 748 - TotNumTradeReports - int - TotNumTrdRpts - 0 - Total number of trade reports returned. - - - 749 - TradeRequestResult - int - ReqRslt - 0 - Reserved100Plus - Result of Trade Request - - - 750 - TradeRequestStatus - int - ReqStat - 0 - Status of Trade Request. - - - 751 - TradeReportRejectReason - int - RejRsn - 0 - Reserved100Plus - Reason Trade Capture Request was rejected. -100+ Reserved and available for bi-laterally agreed upon user-defined values - - - 752 - SideMultiLegReportingType - int - MLegRptTyp - 0 - Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. - - - 753 - NoPosAmt - NumInGroup - NoPosAmt - 1 - Number of position amount entries. - - - 754 - AutoAcceptIndicator - Boolean - AutoAcceptInd - 0 - Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. - - - 755 - AllocReportID - String - RptID - 0 - Unique identifier for Allocation Report message. - - - 756 - NoNested2PartyIDs - NumInGroup - NoNst2PtyIDs - 1 - Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries - - - 757 - Nested2PartyID - String - ID - 0 - PartyID value within a "second instance" Nested repeating group. -Same values as PartyID (448) - - - 758 - Nested2PartyIDSource - char - Src - 0 - 447 - PartyIDSource value within a "second instance" Nested repeating group. -Same values as PartyIDSource (447) - - - 759 - Nested2PartyRole - int - R - 0 - 452 - PartyRole value within a "second instance" Nested repeating group. -Same values as PartyRole (452) - - - 760 - Nested2PartySubID - String - ID - 0 - PartySubID value within a "second instance" Nested repeating group. -Same values as PartySubID (523) - - - 761 - BenchmarkSecurityIDSource - String - SecIDSrc - 0 - 22 - Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. -Same values as the SecurityIDSource (22) field - - - 762 - SecuritySubType - String - SubTyp - 0 - Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. -If SecuritySubType is used then SecurityType is required. -For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". - - - 763 - UnderlyingSecuritySubType - String - SubTyp - 0 - Underlying security's SecuritySubType. -See SecuritySubType (762) field for description - - - 764 - LegSecuritySubType - String - SecSubTyp - 0 - SecuritySubType of the leg instrument. -See SecuritySubType (762) field for description - - - 765 - AllowableOneSidednessPct - Percentage - AOSPct - 0 - The maximum percentage that execution of one side of a program trade can exceed execution of the other. - - - 766 - AllowableOneSidednessValue - Amt - AOSValu - 0 - The maximum amount that execution of one side of a program trade can exceed execution of the other. - - - 767 - AllowableOneSidednessCurr - Currency - AOSCurr - 0 - The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. - - - 768 - NoTrdRegTimestamps - NumInGroup - NoTrdRegTmstamps - 1 - Number of TrdRegTimestamp (769) entries - - - 769 - TrdRegTimestamp - UTCTimestamp - TS - 0 - Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house). - - - 770 - TrdRegTimestampType - int - Typ - 0 - Traded / Regulatory timestamp type. -Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. -(see Volume : "Glossary" for value definitions) - - - 771 - TrdRegTimestampOrigin - String - Src - 0 - Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value. - - - 772 - ConfirmRefID - String - CnfmRefID - 0 - Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel - - - 773 - ConfirmType - int - CnfmTyp - 0 - Identifies the type of Confirmation message being sent. - - - 774 - ConfirmRejReason - int - CnfmRejRsn - 0 - Reserved100Plus - Identifies the reason for rejecting a Confirmation. - - - 775 - BookingType - int - BkngTyp - 0 - Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). - - - 776 - IndividualAllocRejCode - int - IndAllocRejCode - 0 - 88 - Identified reason for rejecting an individual AllocAccount (79) detail. -Same values as AllocRejCode (88) - - - 777 - SettlInstMsgID - String - SettlInstMsgID - 0 - Unique identifier for Settlement Instruction message. - - - 778 - NoSettlInst - NumInGroup - NoSettlInst - 1 - Number of settlement instructions within repeating group. - - - 779 - LastUpdateTime - UTCTimestamp - LastUpdateTm - 0 - Timestamp of last update to data item (or creation if no updates made since creation). - - - 780 - AllocSettlInstType - int - SettlInstTyp - 0 - Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. - - - 781 - NoSettlPartyIDs - NumInGroup - NoSettlPtyIDs - 1 - Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries - - - 782 - SettlPartyID - String - ID - 0 - PartyID value within a settlement parties component. Nested repeating group. -Same values as PartyID (448) - - - 783 - SettlPartyIDSource - char - Src - 0 - 447 - PartyIDSource value within a settlement parties component. -Same values as PartyIDSource (447) - - - 784 - SettlPartyRole - int - R - 0 - 452 - PartyRole value within a settlement parties component. -Same values as PartyRole (452) - - - 785 - SettlPartySubID - String - ID - 0 - PartySubID value within a settlement parties component. -Same values as PartySubID (523) - - - 786 - SettlPartySubIDType - int - Typ - 0 - 803 - Type of SettlPartySubID (785) value. -Same values as PartySubIDType (803) - - - 787 - DlvyInstType - char - InstTyp - 0 - Used to indicate whether a delivery instruction is used for securities or cash settlement. - - - 788 - TerminationType - int - TrmTyp - 0 - Type of financing termination. - - - 789 - NextExpectedMsgSeqNum - SeqNum - NextExpectedMsgSeqNum - 1 - Next expected MsgSeqNum value to be received. - - - 790 - OrdStatusReqID - String - StatReqID - 0 - Can be used to uniquely identify a specific Order Status Request message. - - - 791 - SettlInstReqID - String - SettlInstReqID - 0 - Unique ID of settlement instruction request message - - - 792 - SettlInstReqRejCode - int - SettlInstReqRejCode - 0 - Reserved100Plus - Identifies reason for rejection (of a settlement instruction request message). - - - 793 - SecondaryAllocID - String - AllocID2 - Allocation - ID2 - 0 - Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.). - - - 794 - AllocReportType - int - RptTyp - 0 - Describes the specific type or purpose of an Allocation Report message - - - 795 - AllocReportRefID - String - RptRefID - 0 - Reference identifier to be used with AllocTransType (7) = Replace or Cancel - - - 796 - AllocCancReplaceReason - int - CxlRplcRsn - Allocation - CxlRplcRsn - 0 - Reserved100Plus - Reason for cancelling or replacing an Allocation Instruction or Allocation Report message - - - 797 - CopyMsgIndicator - Boolean - CopyMsgInd - 0 - Indicates whether or not this message is a drop copy of another message. - - - 798 - AllocAccountType - int - AcctTyp - 0 - Type of account associated with a confirmation or other trade-level message - - - 799 - OrderAvgPx - Price - AvgPx - 0 - Average price for a specific order - - - 800 - OrderBookingQty - Qty - BkngQty - 0 - Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message - - - 801 - NoSettlPartySubIDs - NumInGroup - NoSettlPtySubIDs - 1 - Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries - - - 802 - NoPartySubIDs - NumInGroup - NoPtySubIDs - 1 - Number of PartySubID (523)and PartySubIDType (803) entries - - - 803 - PartySubIDType - int - Typ - 0 - Reserved4000Plus - Type of PartySubID (523) value -4000+ = Reserved and available for bi-laterally agreed upon user defined values - - - 804 - NoNestedPartySubIDs - NumInGroup - NoNstPtySubIDs - 1 - Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries - - - 805 - NestedPartySubIDType - int - Typ - 0 - 803 - Type of NestedPartySubID (545) value. -Same values as PartySubIDType (803) - - - 806 - NoNested2PartySubIDs - NumInGroup - NoNst2PtySubIDs - 1 - Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. - - - 807 - Nested2PartySubIDType - int - Typ - 0 - 803 - Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. -Same values as PartySubIDType (803) - - - 808 - AllocIntermedReqType - int - IntermedReqTyp - Allocation - ImReqTyp - 0 - Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" - - - 810 - UnderlyingPx - Price - Px - 0 - Underlying price associate with a derivative instrument. - - - 811 - PriceDelta - float - PxDelta - 0 - The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. -This value is normally between -1.0 and 1.0. - - - 812 - ApplQueueMax - int - ApplQuMax - 0 - Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue. - - - 813 - ApplQueueDepth - int - ApplQuDepth - 0 - Current number of application messages that were queued at the time that the message was created by the counterparty. - - - 814 - ApplQueueResolution - int - ApplQuResolution - 0 - Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. - - - 815 - ApplQueueAction - int - ApplQuActn - 0 - Action to take to resolve an application message queue (backlog). - - - 816 - NoAltMDSource - NumInGroup - NoAltMDSrc - 1 - Number of alternative market data sources - - - 817 - AltMDSourceID - String - AltMDSrcID - 0 - Session layer source for market data -(For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). - - - 818 - SecondaryTradeReportID - String - TrdRptID2 - TradeCapture - RptID2 - 0 - Secondary trade report identifier - can be used to associate an additional identifier with a trade. - - - 819 - AvgPxIndicator - int - AvgPxInd - 0 - Average Pricing Indicator - - - 820 - TradeLinkID - String - LinkID - TradeCapture - LinkID - 0 - Used to link a group of trades together. Useful for linking a group of trades together for average price calculations. - - - 821 - OrderInputDevice - String - OrdInptDev - 0 - Specific device number, terminal number or station where order was entered - - - 822 - UnderlyingTradingSessionID - String - UndSesID - 0 - Trading Session in which the underlying instrument trades - - - 823 - UnderlyingTradingSessionSubID - String - UndSesSub - 0 - Trading Session sub identifier in which the underlying instrument trades - - - 824 - TradeLegRefID - String - TrdLegRefID - 0 - Reference to the leg of a multileg instrument to which this trade refers - - - 825 - ExchangeRule - String - ExchRule - 0 - Used to report any exchange rules that apply to this trade. -Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. - - - 826 - TradeAllocIndicator - int - AllocInd - 0 - Identifies how the trade is to be allocated - - - 827 - ExpirationCycle - int - ExpirationCycle - 0 - Part of trading cycle when an instrument expires. Field is applicable for derivatives. - - - 828 - TrdType - int - TrdTyp - 0 - Reserved1000Plus - Type of Trade: - - - 829 - TrdSubType - int - TrdSubTyp - 0 - Reserved1000Plus - Further qualification to the trade type - - - 830 - TransferReason - String - TrnsfrRsn - 0 - Reason trade is being transferred - - - 832 - TotNumAssignmentReports - int - TotNumAsgnRpts - 0 - Total Number of Assignment Reports being returned to a firm - - - 833 - AsgnRptID - String - RptID - 0 - Unique identifier for the Assignment Report - - - 834 - ThresholdAmount - PriceOffset - ThresholdAmt - 0 - Amount that a position has to be in the money before it is exercised. - - - 835 - PegMoveType - int - MoveTyp - 0 - Describes whether peg is static or floats - - - 836 - PegOffsetType - int - OfstTyp - 0 - Type of Peg Offset value - - - 837 - PegLimitType - int - LmtTyp - 0 - Type of Peg Limit - - - 838 - PegRoundDirection - int - RndDir - 0 - If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive - - - 839 - PeggedPrice - Price - PeggedPx - 0 - The price the order is currently pegged at - - - 840 - PegScope - int - Scope - 0 - The scope of the peg - - - 841 - DiscretionMoveType - int - MoveTyp - 0 - Describes whether discretionay price is static or floats - - - 842 - DiscretionOffsetType - int - OfstTyp - 0 - Type of Discretion Offset value - - - 843 - DiscretionLimitType - int - LimitTyp - 0 - Type of Discretion Limit - - - 844 - DiscretionRoundDirection - int - RndDir - 0 - If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive - - - 845 - DiscretionPrice - Price - DsctnPx - 0 - The current discretionary price of the order - - - 846 - DiscretionScope - int - Scope - 0 - The scope of the discretion - - - 847 - TargetStrategy - int - TgtStrategy - 0 - Reserved1000Plus - The target strategy of the order -1000+ = Reserved and available for bi-laterally agreed upon user defined values - - - 848 - TargetStrategyParameters - String - TgtStrategyParameters - 0 - Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties - - - 849 - ParticipationRate - Percentage - ParticipationRt - 0 - For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) - - - 850 - TargetStrategyPerformance - float - TgtStrategyPerformance - 0 - For communication of the performance of the order versus the target strategy - - - 851 - LastLiquidityInd - int - LastLqdtyInd - 0 - Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. - - - 852 - PublishTrdIndicator - Boolean - PubTrdInd - 0 - Indicates if a trade should be reported via a market reporting service. - - - 853 - ShortSaleReason - int - ShrtSaleRsn - 0 - Reason for short sale. - - - 854 - QtyType - int - QtyTyp - 0 - Type of quantity specified in a quantity field: - - - 855 - SecondaryTrdType - int - TrdTyp2 - 0 - 828 - Additional TrdType(828) assigned to a trade by trade match system. - - - 856 - TradeReportType - int - RptTyp - 0 - Type of Trade Report - - - 857 - AllocNoOrdersType - int - NoOrdsTyp - 0 - Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the NoOrders group or not. - - - 858 - SharedCommission - Amt - SharedComm - 0 - Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. - - - 859 - ConfirmReqID - String - CnfmReqID - 0 - Unique identifier for a Confirmation Request message - - - 860 - AvgParPx - Price - AvgParPx - 0 - Used to express average price as percent of par (used where AvgPx field is expressed in some other way) - - - 861 - ReportedPx - Price - RptedPx - 0 - Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) - - - 862 - NoCapacities - NumInGroup - NoCapacities - 1 - Number of repeating OrderCapacity entries. - - - 863 - OrderCapacityQty - Qty - CpctyQty - 0 - Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) - - - 864 - NoEvents - NumInGroup - NoEvents - 1 - Number of repeating EventType entries. - - - 865 - EventType - int - EventTyp - 0 - Reserved100Plus - Code to represent the type of event - - - 866 - EventDate - LocalMktDate - Dt - 0 - Date of event - - - 867 - EventPx - Price - Px - 0 - Predetermined price of issue at event, if applicable - - - 868 - EventText - String - Txt - 0 - Comments related to the event. - - - 869 - PctAtRisk - Percentage - PctAtRisk - 0 - Percent at risk due to lowest possible call. - - - 870 - NoInstrAttrib - NumInGroup - NoInstrAttrib - 1 - Number of repeating InstrAttribType entries. - - - 871 - InstrAttribType - int - Typ - 0 - Reserved100Plus - Code to represent the type of instrument attribute - - - 872 - InstrAttribValue - String - Val - 0 - Attribute value appropriate to the InstrAttribType (87) field. - - - 873 - DatedDate - LocalMktDate - Dated - 0 - The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date - - - 874 - InterestAccrualDate - LocalMktDate - IntAcrl - 0 - The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date - - - 875 - CPProgram - int - CPPgm - 0 - Reserved100Plus - The program under which a commercial paper is issued - - - 876 - CPRegType - String - CPRegT - 0 - The registration type of a commercial paper issuance - - - 877 - UnderlyingCPProgram - String - CPPgm - 0 - The program under which the underlying commercial paper is issued - - - 878 - UnderlyingCPRegType - String - CPRegTyp - 0 - The registration type of the underlying commercial paper issuance - - - 879 - UnderlyingQty - Qty - Qty - 0 - Unit amount of the underlying security (par, shares, currency, etc.) - - - 880 - TrdMatchID - String - MtchID - 0 - Identifier assigned to a trade by a matching system. - - - 881 - SecondaryTradeReportRefID - String - TrdRptRefID2 - TradeCapture - RptRefID2 - 0 - Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). - - - 882 - UnderlyingDirtyPrice - Price - DirtPx - 0 - Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest - - - 883 - UnderlyingEndPrice - Price - EndPx - 0 - Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. - - - 884 - UnderlyingStartValue - Amt - StartVal - 0 - Currency value attributed to this collateral at the start of the agreement - - - 885 - UnderlyingCurrentValue - Amt - CurVal - 0 - Currency value currently attributed to this collateral - - - 886 - UnderlyingEndValue - Amt - EndVal - 0 - Currency value attributed to this collateral at the end of the agreement - - - 887 - NoUnderlyingStips - NumInGroup - NoUndStips - 1 - Number of underlying stipulation entries - - - 888 - UnderlyingStipType - String - Typ - 0 - 233 - Type of stipulation. -Same values as StipulationType (233) - - - 889 - UnderlyingStipValue - String - Val - 0 - Value of stipulation. -Same values as StipulationValue (234) - - - 890 - MaturityNetMoney - Amt - MatNetMny - 0 - Net Money at maturity if Zero Coupon and maturity value is different from par value - - - 891 - MiscFeeBasis - int - Basis - 0 - Defines the unit for a miscellaneous fee. - - - 892 - TotNoAllocs - int - TotNoAllocs - 0 - Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation. - - - 893 - LastFragment - Boolean - LastFragment - 0 - Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List - - - 894 - CollReqID - String - ReqID - 0 - Collateral Request Identifier - - - 895 - CollAsgnReason - int - AsgnRsn - 0 - Reason for Collateral Assignment - - - 896 - CollInquiryQualifier - int - Qual - 0 - Collateral inquiry qualifiers: - - - 897 - NoTrades - NumInGroup - NoTrds - 1 - Number of trades in repeating group. - - - 898 - MarginRatio - Percentage - MgnRatio - 0 - The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. - - - 899 - MarginExcess - Amt - MgnExcess - 0 - Excess margin amount (deficit if value is negative) - - - 900 - TotalNetValue - Amt - TotNetValu - 0 - TotalNetValue is determined as follows: -At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). -In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). -For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) - - - 901 - CashOutstanding - Amt - CshOutstanding - 0 - Starting consideration less repayments - - - 902 - CollAsgnID - String - ID - 0 - Collateral Assignment Identifier - - - 903 - CollAsgnTransType - int - TransTyp - 0 - Collateral Assignment Transaction Type - - - 904 - CollRespID - String - RespID - 0 - Collateral Response Identifier - - - 905 - CollAsgnRespType - int - RespTyp - 0 - Collateral Assignment Response Type - - - 906 - CollAsgnRejectReason - int - RejRsn - 0 - Reserved100Plus - Collateral Assignment Reject Reason - - - 907 - CollAsgnRefID - String - RefID - 0 - Collateral Assignment Identifier to which a transaction refers - - - 908 - CollRptID - String - RptID - 0 - Collateral Report Identifier - - - 909 - CollInquiryID - String - ID - 0 - Collateral Inquiry Identifier - - - 910 - CollStatus - int - Stat - 0 - Collateral Status - - - 911 - TotNumReports - int - TotNumRpts - 0 - Total number of reports returned in response to a request. - - - 912 - LastRptRequested - Boolean - LastRptReqed - 0 - Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request. - - - 913 - AgreementDesc - String - AgmtDesc - 0 - The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. - - - 914 - AgreementID - String - AgmtID - 0 - A common reference to the applicable standing agreement between the counterparties to a financing transaction. - - - 915 - AgreementDate - LocalMktDate - AgmtDt - 0 - A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. - - - 916 - StartDate - LocalMktDate - StartDt - 0 - Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral - - - 917 - EndDate - LocalMktDate - EndDt - 0 - End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral - - - 918 - AgreementCurrency - Currency - AgmtCcy - 0 - Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. - - - 919 - DeliveryType - int - DlvryTyp - 0 - Identifies type of settlement - - - 920 - EndAccruedInterestAmt - Amt - EndAcrdIntAmt - 0 - Accrued Interest Amount applicable to a financing transaction on the End Date. - - - 921 - StartCash - Amt - StartCsh - 0 - Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. - - - 922 - EndCash - Amt - EndCsh - 0 - Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. - - - 923 - UserRequestID - String - UserReqID - 0 - Unique identifier for a User Request. - - - 924 - UserRequestType - int - UserReqTyp - 0 - Indicates the action required by a User Request Message - - - 925 - NewPassword - String - NewPassword - 0 - New Password or passphrase - - - 926 - UserStatus - int - UserStat - 0 - Indicates the status of a user - - - 927 - UserStatusText - String - UserStatText - 0 - A text description associated with a user status. - - - 928 - StatusValue - int - StatValu - 0 - Indicates the status of a network connection - - - 929 - StatusText - String - StatText - 0 - A text description associated with a network status. - - - 930 - RefCompID - String - RefCompID - 0 - Assigned value used to identify a firm. - - - 931 - RefSubID - String - RefSubID - 0 - Assigned value used to identify specific elements within a firm. - - - 932 - NetworkResponseID - String - NtwkRspID - 0 - Unique identifier for a network response. - - - 933 - NetworkRequestID - String - NtwkReqID - 0 - Unique identifier for a network resquest. - - - 934 - LastNetworkResponseID - String - LastNtwkRspID - 0 - Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. - - - 935 - NetworkRequestType - int - NtwkReqTyp - 0 - Indicates the type and level of details required for a Network Status Request Message -Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) - - - 936 - NoCompIDs - NumInGroup - NoCompIDs - 1 - Number of CompID entries in a repeating group. - - - 937 - NetworkStatusResponseType - int - NtwkStatRspTyp - 0 - Indicates the type of Network Response Message. - - - 938 - NoCollInquiryQualifier - NumInGroup - NoCollInqQual - 1 - Number of CollInquiryQualifier entries in a repeating group. - - - 939 - TrdRptStatus - int - TrdRptStat - 0 - Trade Report Status - - - 940 - AffirmStatus - int - AffirmStat - 0 - Identifies the status of the ConfirmationAck. - - - 941 - UnderlyingStrikeCurrency - Currency - StrkCcy - 0 - Currency in which the strike price of an underlying instrument is denominated - - - 942 - LegStrikeCurrency - Currency - StrkCcy - 0 - Currency in which the strike price of a instrument leg of a multileg instrument is denominated - - - 943 - TimeBracket - String - TmBkt - 0 - A code that represents a time interval in which a fill or trade occurred. -Required for US futures markets. - - - 944 - CollAction - int - Actn - 0 - Action proposed for an Underlying Instrument instance. - - - 945 - CollInquiryStatus - int - Stat - 0 - Status of Collateral Inquiry - - - 946 - CollInquiryResult - int - Rslt - 0 - Reserved100Plus - Result returned in response to Collateral Inquiry -4000+ Reserved and available for bi-laterally agreed upon user-defined values - - - 947 - StrikeCurrency - Currency - StrkCcy - 0 - Currency in which the StrikePrice is denominated. - - - 948 - NoNested3PartyIDs - NumInGroup - NoNst3PtyIDs - 1 - Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries - - - 949 - Nested3PartyID - String - ID - 0 - PartyID value within a "third instance" Nested repeating group. -Same values as PartyID (448) - - - 950 - Nested3PartyIDSource - char - Src - 0 - 447 - PartyIDSource value within a "third instance" Nested repeating group. -Same values as PartyIDSource (447) - - - 951 - Nested3PartyRole - int - R - 0 - 452 - PartyRole value within a "third instance" Nested repeating group. -Same values as PartyRole (452) - - - 952 - NoNested3PartySubIDs - NumInGroup - NoNst3PtySubIDs - 1 - Number of Nested3PartySubIDs (953) entries - - - 953 - Nested3PartySubID - String - ID - 0 - PartySubID value within a "third instance" Nested repeating group. -Same values as PartySubID (523) - - - 954 - Nested3PartySubIDType - int - Typ - 0 - 803 - PartySubIDType value within a "third instance" Nested repeating group. -Same values as PartySubIDType (803) - - - 955 - LegContractSettlMonth - MonthYear - CSetMo - 0 - Specifies when the contract (i.e. MBS/TBA) will settle. - - - 956 - LegInterestAccrualDate - LocalMktDate - IntAcrl - 0 - The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date - - - 957 - NoStrategyParameters - NumInGroup - NoStrtPrm - 1 - Indicates number of strategy parameters - - - 958 - StrategyParameterName - String - StrtPrmNme - 0 - Name of parameter - - - 959 - StrategyParameterType - int - StrtPrmTyp - 0 - Datatype of the parameter - - - 960 - StrategyParameterValue - String - StrtPrmVal - 0 - Value of the parameter - - - 961 - HostCrossID - String - HstCxID - 0 - Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order. - - - 962 - SideTimeInForce - UTCTimestamp - SideTmFrc - 0 - Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided. - - - 963 - MDReportID - int - RptID - 0 - Unique identifier for the Market Data Report. - - - 964 - SecurityReportID - int - RptID - 0 - Identifies a Security List message. - - - 965 - SecurityStatus - String - Status - 0 - Used for derivatives. Denotes the current state of the Instrument. - - - 966 - SettleOnOpenFlag - String - SettlOnOpenFlag - 0 - Indicator to determine if instrument is settle on open - - - 967 - StrikeMultiplier - float - StrkMult - 0 - Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. - - - 968 - StrikeValue - float - StrkValu - 0 - Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. - - - 969 - MinPriceIncrement - float - MinPxIncr - 0 - Minimum price increase for a given exchange-traded Instrument - - - 970 - PositionLimit - int - PosLmt - 0 - Position Limit for a given exchange-traded product. - - - 971 - NTPositionLimit - int - NTPosLmt - 0 - Position Limit in the near-term contract for a given exchange-traded product. - - - 972 - UnderlyingAllocationPercent - Percentage - AllocPct - 0 - Percent of the Strike Price that this underlying represents. - - - 973 - UnderlyingCashAmount - Amt - CashAmt - 0 - Cash amount associated with the underlying component. - - - 974 - UnderlyingCashType - String - CashTyp - 0 - Used for derivatives that deliver into cash underlying. - - - 975 - UnderlyingSettlementType - int - SettlTyp - 0 - Indicates order settlement period for the underlying instrument. - - - 976 - QuantityDate - LocalMktDate - QtyDt - 0 - Date associated to the quantity that is being reported for the position. - - - 977 - ContIntRptID - String - RptID - 0 - Unique identifier for the Contrary Intention report - - - 978 - LateIndicator - Boolean - LateInd - 0 - Indicates if the contrary intention was received after the exchange imposed cutoff time - - - 979 - InputSource - String - InptSrc - 0 - Source of the contrary intention - - - 980 - SecurityUpdateAction - char - UpdActn - 0 - - - - 981 - NoExpiration - NumInGroup - NoExpiration - 1 - Number of Expiration Qty entries - - - 982 - ExpirationQtyType - int - ExpTyp - 0 - Expiration Quantity type - - - 983 - ExpQty - Qty - ExpQty - 0 - Expiration Quantity associated with the Expiration Type - - - 984 - NoUnderlyingAmounts - NumInGroup - NoUnderlyingAmounts - 1 - Total number of occurrences of Amount to pay in order to receive the underlying instrument - - - 985 - UnderlyingPayAmount - Amt - PayAmt - 0 - Amount to pay in order to receive the underlying instrument - - - 986 - UnderlyingCollectAmount - Amt - ColAmt - 0 - Amount to collect in order to deliver the underlying instrument - - - 987 - UnderlyingSettlementDate - LocalMktDate - StlDt - 0 - Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. - - - 988 - UnderlyingSettlementStatus - String - SetStat - 0 - Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. - - - 989 - SecondaryIndividualAllocID - String - IndAllocID2 - 0 - Will allow the intermediary to specify an allocation ID generated by their system. - - - 990 - LegReportID - String - RptID - 0 - Additional attribute to store the Trade ID of the Leg. - - - 991 - RndPx - Price - RndPx - 0 - Specifies average price rounded to quoted precision. - - - 992 - IndividualAllocType - int - Typ - 0 - Identifies whether the allocation is to be sub-allocated or allocated to a third party - - - 993 - AllocCustomerCapacity - String - CustCpcty - 0 - Capacity of customer in the allocation block. - - - 994 - TierCode - String - TierCD - 0 - The Tier the trade was matched by the clearing system. - - - 996 - UnitOfMeasure - String - UOM - 0 - The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. -Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). -The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. -Examples: -For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. -For Eurodollars futures contracts, a UnitOfMeasure of USD with a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. -For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. - - - 997 - TimeUnit - String - TmUnit - 0 - Unit of time associated with the contract. -NOTE: Additional values may be used by mutual agreement of the counterparties - - - 998 - UnderlyingUnitOfMeasure - String - UOM - 0 - 996 - Refer to defintion of UnitOfMeasure(996) - - - 999 - LegUnitOfMeasure - String - UOM - 0 - 996 - Refer to defintion of UnitOfMeasure(996) - - - 1000 - UnderlyingTimeUnit - String - TmUnit - 0 - 997 - Same as TimeUnit. - - - 1001 - LegTimeUnit - String - TmUnit - 0 - 997 - Same as TimeUnit. - - - 1002 - AllocMethod - int - Meth - 0 - Specifies the method under which a trade quantity was allocated. - - - 1003 - TradeID - String - TrdID - 0 - The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. - - - 1005 - SideTradeReportID - String - RptID - 0 - Used on a multi-sided trade to designate the ReportID - - - 1006 - SideFillStationCd - String - FillStationCd - 0 - Used on a multi-sided trade to convey order routing information - - - 1007 - SideReasonCd - String - RsnCD - 0 - Used on a multi-sided trade to convey reason for execution - - - 1008 - SideTrdSubTyp - int - TrdSubTyp - 0 - 829 - Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). - - - 1009 - SideLastQty - int - SideQty - 0 - Used to indicate the quantity on one of a multi-sided Trade Capture Report - - - 1011 - MessageEventSource - String - MsgEvtSrc - 0 - Used to identify the event or source which gave rise to a message. -Valid values will be based on an exchange's implementation. -Example values are: -"MQM" (originated at Firm Back Office) -"Clear" (originated in Clearing System) -"Reg" (static data generated via Register request) - - - 1012 - SideTrdRegTimestamp - UTCTimestamp - TS - 0 - Will be used in a multi-sided message. -Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house - - - 1013 - SideTrdRegTimestampType - int - Typ - 0 - 770 - Same as TrdRegTimeStampType - - - 1014 - SideTrdRegTimestampSrc - String - Src - 0 - Same as TrdRegTimestampOrigin -Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value - - - 1015 - AsOfIndicator - char - AsOfInd - 0 - Used to indicate that a floor-trade was originally submitted "as of" a specific trade date which is earlier than its clearing date. - - - 1016 - NoSideTrdRegTS - NumInGroup - NoSideTrdRegTS - 1 - Indicates number of SideTimestamps contained in group - - - 1017 - LegOptionRatio - float - LegOptionRatio - 0 - Expresses the risk of an option leg -Value must be between -1 and 1. -A Call Option will require a ratio value between 0 and 1 -A Put Option will require a ratio value between -1 and 0 - - - 1018 - NoInstrumentParties - NumInGroup - NoInstrmntPty - 1 - Identifies the number of parties identified with an instrument - - - 1019 - InstrumentPartyID - String - ID - 0 - PartyID value within an instrument party repeating group. Same values as PartyID (448) - - - 1020 - TradeVolume - Qty - TrdVol - 0 - Used to report volume with a trade - - - 1021 - MDBookType - int - MDBkTyp - 0 - Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection - - - 1022 - MDFeedType - String - MDFeedTyp - 0 - Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative - - - 1023 - MDPriceLevel - int - MDPxLvl - 0 - Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level - - - 1024 - MDOriginType - int - MDOrigTyp - 0 - Used to describe the origin of an entry in the book - - - 1025 - FirstPx - Price - FirstPx - 0 - Indicates the first trade price of the day/session - - - 1026 - MDEntrySpotRate - float - MDEntrySpotRt - 0 - The spot rate for an FX entry - - - 1027 - MDEntryForwardPoints - PriceOffset - MDEntryFwdPnts - 0 - Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 - - - 1028 - ManualOrderIndicator - Boolean - ManOrdInd - 0 - Indicates if the order was initially received manually (as opposed to electronically) - - - 1029 - CustDirectedOrder - Boolean - CustDrctdOrd - 0 - Indicates if the customer directed this order to a specific execution venue "Y" or not "N". -A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. - - - 1030 - ReceivedDeptID - String - RcvdDptID - 0 - Identifies the Broker / Dealer Department that first took the order. - - - 1031 - CustOrderHandlingInst - MultipleStringValue - CustOrdHdlInst - 0 - Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. -NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only. -Valid values are grouped by OrderHandlingInstSource(1032). - - - 1032 - OrderHandlingInstSource - int - OrdHndlInstSrc - 0 - Identifies the class or source of the "OrderHandlingInst" values. Scope of this will apply to both CustOrderHandlingInst and DeskOrderHandlingInst fields. -Required if CustOrderHandlingInst and/or DeskOrderHandlingInst is specified. - - - 1033 - DeskType - String - DskTyp - 0 - Type of trading desk. Valid values are grouped by DeskTypeSource(1034). - - - 1034 - DeskTypeSource - int - DskTypSrc - 0 - Identifies the class or source of DeskType(1033) values. Required if DeskType(1033) is specified. - - - 1035 - DeskOrderHandlingInst - MultipleStringValue - DskOrdHndlInst - 0 - 1031 - Codes that apply special information that the Broker / Dealer needs to report. -NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only. -Valid values are grouped by OrderHandlingInstSource(1032). - - - 1036 - ExecAckStatus - char - ExecAckStat - 0 - The status of this execution acknowledgement message. - - - 1037 - UnderlyingDeliveryAmount - Amt - UndlyDlvAmt - 0 - Indicates the underlying position amount to be delivered - - - 1038 - UnderlyingCapValue - Amt - CapValu - 0 - Maximum notional value for a capped financial instrument - - - 1039 - UnderlyingSettlMethod - String - SetMeth - 0 - - - - 1040 - SecondaryTradeID - String - TrdID2 - 0 - Used to carry an internal trade entity ID which may or may not be reported to the firm - - - 1041 - FirmTradeID - String - FirmTrdID - 0 - The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary - - - 1042 - SecondaryFirmTradeID - String - FirmTrdID2 - 0 - Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary - - - 1043 - CollApplType - int - ApplTyp - 0 - conveys how the collateral should be/has been applied - - - 1044 - UnderlyingAdjustedQuantity - Qty - AdjQty - 0 - Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. - - - 1045 - UnderlyingFXRate - float - FxRate - 0 - Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15). - - - 1046 - UnderlyingFXRateCalc - char - FxRateCalc - 0 - Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. - - - 1047 - AllocPositionEffect - char - AllocPosEfct - 0 - Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. - - - 1048 - DealingCapacity - char - DealingCpcty - 0 - Identifies role of dealer; Agent, Principal, RisklessPrincipal - - - 1049 - InstrmtAssignmentMethod - char - AsgnMeth - 0 - Method under which assignment was conducted - - - 1050 - InstrumentPartyIDSource - char - Src - 0 - 447 - PartyIDSource value within an instrument partyrepeating group. -Same values as PartyIDSource (447) - - - 1051 - InstrumentPartyRole - int - R - 0 - 452 - PartyRole value within an instrument partyepeating group. -Same values as PartyRole (452) - - - 1052 - NoInstrumentPartySubIDs - NumInGroup - NoInstrmntPtySubIDs - 1 - Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries - - - 1053 - InstrumentPartySubID - String - ID - 0 - PartySubID value within an instrument party repeating group. -Same values as PartySubID (523) - - - 1054 - InstrumentPartySubIDType - int - Typ - 0 - 803 - Type of InstrumentPartySubID (1053) value. -Same values as PartySubIDType (803) - - - 1055 - PositionCurrency - String - Ccy - 0 - The Currency in which the position Amount is denominated - - - 1056 - CalculatedCcyLastQty - Qty - CalcCcyLastQty - 0 - Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. - - - 1057 - AggressorIndicator - Boolean - AgrsrInd - 0 - Used to identify whether the order initiator is an aggressor or not in the trade. - - - 1058 - NoUndlyInstrumentParties - NumInGroup - NoInstrmntPty - 1 - Identifies the number of parties identified with an underlying instrument - - - 1059 - UnderlyingInstrumentPartyID - String - ID - 0 - PartyID value within an underlying instrument party repeating group. -Same values as PartyID (448) - - - 1060 - UnderlyingInstrumentPartyIDSource - char - Src - 0 - 447 - PartyIDSource value within an underlying instrument partyrepeating group. -Same values as PartyIDSource (447) - - - 1061 - UnderlyingInstrumentPartyRole - int - R - 0 - 452 - PartyRole value within an underlying instrument partyepeating group. -Same values as PartyRole (452) - - - 1062 - NoUndlyInstrumentPartySubIDs - NumInGroup - NoInstrmntPtySubIDs - 1 - Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries - - - 1063 - UnderlyingInstrumentPartySubID - String - ID - 0 - PartySubID value within an underlying instrument party repeating group. -Same values as PartySubID (523) - - - 1064 - UnderlyingInstrumentPartySubIDType - int - Typ - 0 - 803 - Type of underlying InstrumentPartySubID (1053) value. -Same values as PartySubIDType (803) - - - 1065 - BidSwapPoints - PriceOffset - BidSwapPnts - 0 - The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 - - - 1066 - OfferSwapPoints - PriceOffset - OfrSwapPnts - 0 - The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 - - - 1067 - LegBidForwardPoints - PriceOffset - LegBidFwdPnts - 0 - The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 - - - 1068 - LegOfferForwardPoints - PriceOffset - LegOfrFwdPnts - 0 - The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 - - - 1069 - SwapPoints - PriceOffset - SwapPnts - 0 - For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 - - - 1070 - MDQuoteType - int - MDQteTyp - 0 - Identifies market data quote type. - - - 1071 - LastSwapPoints - PriceOffset - LastSwapPnts - 0 - For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 - - - 1072 - SideGrossTradeAmt - Amt - SideGrossTradeAmt - 0 - The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. - - - 1073 - LegLastForwardPoints - PriceOffset - LegLastFwdPnts - 0 - The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 - - - 1074 - LegCalculatedCcyLastQty - Qty - LegCalcCcyLastQty - 0 - Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. - - - 1075 - LegGrossTradeAmt - Amt - LegGrossTrdAmt - 0 - The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size. - - - 1079 - MaturityTime - TZTimeOnly - MatTm - 0 - Time of security's maturity expressed in local time with offset to UTC specified - - - 1080 - RefOrderID - String - RefOrdID - 0 - The ID reference to the order being hit or taken - - - 1081 - RefOrderIDSource - char - RefOrdIDSrc - 0 - Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order. - - - 1082 - SecondaryDisplayQty - Qty - SecDspQty - 0 - Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. - - - 1083 - DisplayWhen - char - DspWhn - 0 - Instructs when to refresh DisplayQty (1138). - - - 1084 - DisplayMethod - char - DspMthd - 0 - Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" - - - 1085 - DisplayLowQty - Qty - DsplLwQty - 0 - Defines the lower quantity limit to a randomized refresh of DisplayQty. - - - 1086 - DisplayHighQty - Qty - DisplayHighQty - 0 - Defines the upper quantity limit to a randomized refresh of DisplayQty. - - - 1087 - DisplayMinIncr - Qty - DspMinIncr - 0 - Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size). - - - 1088 - RefreshQty - Qty - RfrshQty - 0 - Defines the quantity used to refresh DisplayQty. - - - 1089 - MatchIncrement - Qty - MtchInc - 0 - Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. - - - 1090 - MaxPriceLevels - int - MxPxLvls - 0 - Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. - - - 1091 - PreTradeAnonymity - Boolean - PrTrdAnon - 0 - Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. - - - 1092 - PriceProtectionScope - char - PxPrtScp - 0 - Defines the type of price protection the customer requires on their order. - - - 1093 - LotType - char - LotTyp - 0 - Defines the lot type assigned to the order. - - - 1094 - PegPriceType - int - PegPxTyp - 0 - Defines the type of peg. - - - 1095 - PeggedRefPrice - Price - PggdRefPx - 0 - The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding. - - - 1096 - PegSecurityIDSource - String - PegSecurityIDSource - 0 - 22 - Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22) - - - 1097 - PegSecurityID - String - PegSecID - 0 - Defines the identity of the security off whose prices the order will peg. - - - 1098 - PegSymbol - String - PgSymbl - 0 - Defines the common, 'human understood' representation of the security off whose prices the order will Peg. - - - 1099 - PegSecurityDesc - String - PegSecDesc - 0 - Security description of the security off whose prices the order will Peg. - - - 1100 - TriggerType - char - TrgrTyp - 0 - Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. - - - 1101 - TriggerAction - char - TrgrActn - 0 - Defines the type of action to take when the trigger hits. - - - 1102 - TriggerPrice - Price - TrgrPx - 0 - The price at which the trigger should hit. - - - 1103 - TriggerSymbol - String - TrgrSym - 0 - Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic. - - - 1104 - TriggerSecurityID - String - TrgrSecID - 0 - Defines the identity of the security whose prices will be tracked by the trigger logic. - - - 1105 - TriggerSecurityIDSource - String - TrgrSecIDSrc - 0 - 22 - Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22). - - - 1106 - TriggerSecurityDesc - String - TrgrSecDesc - 0 - Defines the security description of the security whose prices will be tracked by the trigger logic. - - - 1107 - TriggerPriceType - char - TrgrPxTyp - 0 - The type of price that the trigger is compared to. - - - 1108 - TriggerPriceTypeScope - char - TrgrPxTypScp - 0 - Defines the type of price protection the customer requires on their order. - - - 1109 - TriggerPriceDirection - char - TrgrPxDir - 0 - The side from which the trigger price is reached. - - - 1110 - TriggerNewPrice - Price - TrgrNewPx - 0 - The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1. - - - 1111 - TriggerOrderType - char - TrgrOrdTyp - 0 - The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. - - - 1112 - TriggerNewQty - Qty - TrgrNewQty - 0 - The Quantity the order should have after the trigger has hit. - - - 1113 - TriggerTradingSessionID - String - TrgrTrdSessID - 0 - Defines the trading session at which the order will be activated. - - - 1114 - TriggerTradingSessionSubID - String - TrgrTrdSessSubID - 0 - Defines the subordinate trading session at which the order will be activated. - - - 1115 - OrderCategory - char - OrdCat - 0 - Defines the type of interest behind a trade (fill or partial fill). - - - 1116 - NoRootPartyIDs - NumInGroup - NoRootPartyIDs - 1 - Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries - - - 1117 - RootPartyID - String - ID - 0 - PartyID value within a root parties component. Same values as PartyID (448) - - - 1118 - RootPartyIDSource - char - Src - 0 - 447 - PartyIDSource value within a root parties component. Same values as PartyIDSource (447) - - - 1119 - RootPartyRole - int - R - 0 - 452 - PartyRole value within a root parties component. Same values as PartyRole (452) - - - 1120 - NoRootPartySubIDs - NumInGroup - NoRootPartySubIDs - 1 - Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries - - - 1121 - RootPartySubID - String - ID - 0 - PartySubID value within a root parties component. Same values as PartySubID (523) - - - 1122 - RootPartySubIDType - int - Typ - 0 - 803 - Type of RootPartySubID (1121) value. Same values as PartySubIDType (803) - - - 1123 - TradeHandlingInstr - char - TrdHandlInst - 0 - Specified how the Trade Capture Report should be handled by the Respondent. - - - 1124 - OrigTradeHandlingInstr - char - OrigTrdHandlInst - 0 - 1123 - Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) - - - 1125 - OrigTradeDate - LocalMktDate - OrigTrdDt - 0 - Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer - - - 1126 - OrigTradeID - String - OrigTrdID - 0 - Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer - - - 1127 - OrigSecondaryTradeID - String - OrignTrdID2 - 0 - Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer - - - 1128 - ApplVerID - String - ApplVerID - 0 - Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release - - - 1129 - CstmApplVerID - String - CstmApplVerID - 1 - Specifies a custom extension to a message being applied at the message level. Enumerated field - - - 1130 - RefApplVerID - String - RefApplVerID - 0 - 1128 - Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID - - - 1131 - RefCstmApplVerID - String - RefCstmApplVerID - 0 - Specifies a custom extension to a message being applied at the session level. - - - 1132 - TZTransactTime - TZTimestamp - TZTransactTime - 0 - Transact time in the local date-time stamp with a TZ offset to UTC identified - - - 1133 - ExDestinationIDSource - char - ExDestIDSrc - 0 - The ID source of ExDestination - - - 1134 - ReportedPxDiff - Boolean - ReportedPxDiff - 0 - Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType - - - 1135 - RptSys - String - RptSys - 0 - Indicates the system or medium on which the report has been published - - - 1136 - AllocClearingFeeIndicator - String - ClrFeeInd - 0 - ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. - - - 1137 - DefaultApplVerID - String - DefApplVerID - 0 - 1128 - Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID - - - 1138 - DisplayQty - Qty - DisplayQty - 0 - The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. - - - 1139 - ExchangeSpecialInstructions - String - ExchSpeclInstr - 0 - Free format text string related to exchange. - - - 1213 - UnderlyingMaturityTime - TZTimeOnly - MatTm - 0 - Time of security's maturity expressed in local time with offset to UTC specified - - - 1212 - LegMaturityTime - TZTimeOnly - MatTm - 0 - Time of security's maturity expressed in local time with offset to UTC specified - - - 1140 - MaxTradeVol - Qty - MaxTrdVol - 0 - The maximum order quantity that can be submitted for a security. - - - 1141 - NoMDFeedTypes - NumInGroup - NoMDFeedTypes - 1 - The number of feed types and corresponding book depths associated with a security - - - 1142 - MatchAlgorithm - String - MtchAlgo - 0 - The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender. - - - 1143 - MaxPriceVariation - float - MxPxVar - 0 - The maximum price variation of an execution from one event to the next for a given security. - - - 1144 - ImpliedMarketIndicator - int - ImpldMktInd - 0 - Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. - - - 1145 - EventTime - UTCTimestamp - Tm - 0 - Specific time of event. To be used in combination with EventDate [866] - - - 1146 - MinPriceIncrementAmount - Amt - MinPxIncrAmt - 0 - Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231). - - - 1147 - UnitOfMeasureQty - Qty - UOMQty - 0 - Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. - - - 1148 - LowLimitPrice - Price - LowLmtPx - 0 - Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected - - - 1149 - HighLimitPrice - Price - HiLmtPx - 0 - Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected - - - 1150 - TradingReferencePrice - Price - TrdgRefPx - 0 - Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. - - - 1151 - SecurityGroup - String - SecGrp - 0 - An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. - - - 1152 - LegNumber - int - LegNo - 0 - Allow sequencing of Legs for a Strategy to be captured - - - 1153 - SettlementCycleNo - int - CycleNo - 0 - Settlement cycle in which the settlement obligation was generated - - - 1154 - SideCurrency - Currency - Ccy - 0 - Used to identify the trading currency on the Trade Capture Report Side - - - 1155 - SideSettlCurrency - Currency - SettlCcy - 0 - Used to identify the settlement currency on the Trade Capture Report Side - - - 1157 - CcyAmt - Amt - CcyAmt - 0 - Net flow of Currency 1 - - - 1158 - NoSettlDetails - NumInGroup - NoSettlDetails - 1 - Used to group Each Settlement Party - - - 1159 - SettlObligMode - int - SettlMode - 0 - Used to identify the reporting mode of the settlement obligation which is either preliminary or final - - - 1160 - SettlObligMsgID - String - SettlMsgID - 0 - Message identifier for Settlement Obligation Report - - - 1161 - SettlObligID - String - SettlID - 0 - Unique ID for this settlement instruction. - - - 1162 - SettlObligTransType - char - SettlTransTyp - 0 - Transaction Type - required except where SettlInstMode is 5=Reject SSI request - - - 1163 - SettlObligRefID - String - SettlRefID - 0 - Required where SettlInstTransType is Cancel or Replace - - - 1164 - SettlObligSource - char - SettlSrc - 0 - Used to identify whether these delivery instructions are for the buyside or the sellside. - - - 1165 - NoSettlOblig - NumInGroup - NoSettlOblig - 1 - Number of settlement obligations - - - 1166 - QuoteMsgID - String - QtMsgID - 0 - Unique identifier for a quote message. - - - 1167 - QuoteEntryStatus - int - QtEntSts - 0 - Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. - - - 1168 - TotNoCxldQuotes - int - TotNoCxldQts - 0 - Specifies the number of canceled quotes - - - 1169 - TotNoAccQuotes - int - TotNoAccQts - 0 - Specifies the number of accepted quotes - - - 1170 - TotNoRejQuotes - int - TotNoRejQts - 0 - Specifies the number of rejected quotes - - - 1171 - PrivateQuote - Boolean - PrvtQt - 0 - Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. - - - 1172 - RespondentType - int - RspdntTyp - 0 - Specifies the type of respondents requested. - - - 1173 - MDSubBookType - int - MDSubBkTyp - 0 - Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. -Values are bilaterally agreed. - - - 1174 - SecurityTradingEvent - int - SecTrdEvnt - 0 - Reserved100Plus - Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. - - - 1175 - NoStatsIndicators - NumInGroup - NoStatsInds - 1 - Number of statistics indicator repeating group entries - - - 1176 - StatsType - int - StatsTyp - 0 - Type of statistics - - - 1177 - NoOfSecSizes - NumInGroup - NoSecSzs - 1 - The number of secondary sizes specifies in this entry - - - 1178 - MDSecSizeType - int - MDSecSizeType - 0 - Reserved100Plus - Specifies the type of secondary size. - - - 1179 - MDSecSize - Qty - MDSecSize - 0 - A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). - - - 1180 - ApplID - String - ApplID - 0 - Identifies the application with which a message is associated. Used only if application sequencing is in effect. - - - 1181 - ApplSeqNum - SeqNum - ApplSeqNum - 0 - Data sequence number to be used when FIX session is not in effect - - - 1182 - ApplBegSeqNum - SeqNum - ApplBegSeqNum - 0 - Beginning range of application sequence numbers - - - 1183 - ApplEndSeqNum - SeqNum - ApplEndSeq - 0 - Ending range of application sequence numbers - - - 1184 - SecurityXMLLen - Length - 1185 - SecXMLLen - 1 - Lenght of the SecurityXML data block. - - - 1185 - SecurityXML - XMLData - SecXML - 1 - Actual XML data stream describing a security, normally FpML. - - - 1186 - SecurityXMLSchema - String - Schema - 0 - The schema used to validate the contents of SecurityXML - - - 1187 - RefreshIndicator - Boolean - RefInd - 0 - Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed -'Y' - Mandatory refresh by all participants -'N' - Process as required - - - 1188 - Volatility - float - Vol - 0 - Annualized volatility for option model calculations - - - 1189 - TimeToExpiration - float - TmToExp - 0 - Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. - - - 1190 - RiskFreeRate - float - RFR - 0 - Interest rate. Usually some form of short term rate. - - - 1191 - PriceUnitOfMeasure - String - PxUOM - 0 - 996 - Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract - - - 1192 - PriceUnitOfMeasureQty - Qty - PxUOMQty - 0 - Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. - - - 1193 - SettlMethod - char - SettlMeth - 0 - Settlement method for a contract. Can be used as an alternative to CFI Code value - - - 1194 - ExerciseStyle - int - ExerStyle - 0 - Type of exercise of a derivatives security - - - 1419 - UnderlyingExerciseStyle - int - ExerStyle - 0 - 1194 - Type of exercise of a derivatives security - - - 1420 - LegExerciseStyle - int - ExerStyle - 0 - 1194 - Type of exercise of a derivatives security - - - 1195 - OptPayoutAmount - Amt - OptPayAmt - 0 - Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. -Conditionally required if OptPayoutType(1482) is set to binary. - - - 1196 - PriceQuoteMethod - String - PxQteMeth - 0 - Method for price quotation - - - 1197 - ValuationMethod - String - ValMeth - 0 - Specifies the type of valuation method applied. - - - 1198 - ListMethod - int - ListMeth - 0 - Indicates whether instruments are pre-listed only or can also be defined via user request - - - 1199 - CapPrice - Price - CapPx - 0 - Used to express the ceiling price of a capped call - - - 1200 - FloorPrice - Price - FlrPx - 0 - Used to express the floor price of a capped put - - - 1201 - NoStrikeRules - NumInGroup - 1 - Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument - - - 1202 - StartStrikePxRange - Price - StartStrkPxRng - 0 - Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying - - - 1203 - EndStrikePxRange - Price - EndStrkPxRng - 0 - Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying - - - 1204 - StrikeIncrement - float - StrkIncr - 0 - Value by which strike price should be incremented within the specified price range. - - - 1205 - NoTickRules - NumInGroup - 1 - Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security - - - 1206 - StartTickPriceRange - Price - StartTickPxRng - 0 - Starting price range for specified tick increment - - - 1207 - EndTickPriceRange - Price - EndTickPxRng - 0 - Ending price range for the specified tick increment - - - 1208 - TickIncrement - Price - TickIncr - 0 - Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded - - - 1209 - TickRuleType - int - TickRuleTyp - 0 - Specifies the type of tick rule which is being described - - - 1210 - NestedInstrAttribType - int - Typ - 0 - 871 - Code to represent the type of instrument attribute - - - 1211 - NestedInstrAttribValue - String - Val - 0 - Attribute value appropriate to the NestedInstrAttribType field - - - 1214 - DerivativeSymbol - String - Sym - 0 - Refer to definition for Symbol(55) - - - 1215 - DerivativeSymbolSfx - String - Sfx - 0 - 65 - Refer to definition for SymbolSfx(65) - - - 1216 - DerivativeSecurityID - String - ID - 0 - Refer to definition for SecurityID(48) - - - 1217 - DerivativeSecurityIDSource - String - Src - 0 - 22 - Refer to definition for SecurityIDSoruce(22) - - - 1218 - NoDerivativeSecurityAltID - NumInGroup - NoDerivativeSecurityAltID - 1 - Refer to definition for NoSecurityAltID(454) - - - 1219 - DerivativeSecurityAltID - String - ID - 0 - Refer to definition for SecurityAltID(455) - - - 1220 - DerivativeSecurityAltIDSource - String - Src - 0 - 22 - Refer to definition for SecurityAltIDSource(456) - - - 1221 - SecondaryLowLimitPrice - Price - LowLmtPx - 0 - Refer to definition of LowLimitPrice(1148) - - - 1230 - SecondaryHighLimitPrice - Price - HiLmtPx - 0 - Refer to definition of HighLimitPrice(1149) - - - 1222 - MaturityRuleID - String - MatRuleID - 0 - Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated - - - 1223 - StrikeRuleID - String - StrkRule - 0 - Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated - - - 1225 - DerivativeOptPayAmount - Amt - OptPayAmt - 0 - Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount - - - 1226 - EndMaturityMonthYear - MonthYear - EndMMY - 0 - Ending maturity month year for an option class - - - 1227 - ProductComplex - String - ProdCmplx - 0 - Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. - - - 1228 - DerivativeProductComplex - String - ProdCmplx - 0 - Refer to ProductComplex(1227) - - - 1229 - MaturityMonthYearIncrement - int - MMYIncr - 0 - Increment between successive maturities for an option class - - - 1231 - MinLotSize - Qty - MinLotSz - 0 - Minimum lot size allowed based on lot type specified in LotType(1093) - - - 1232 - NoExecInstRules - NumInGroup - NoExecInstRules - 1 - Number of execution instructions - - - 1234 - NoLotTypeRules - NumInGroup - NoLotTypeRules - 1 - Number of Lot Type Rules - - - 1235 - NoMatchRules - NumInGroup - NoMatchRules - 1 - Number of Match Rules - - - 1236 - NoMaturityRules - NumInGroup - NoMaturityRules - 1 - Number of maturity rules in MarurityRules component block - - - 1237 - NoOrdTypeRules - NumInGroup - NoOrdTypeRules - 1 - Number of order types - - - 1239 - NoTimeInForceRules - NumInGroup - NoTimeInForceRules - 1 - Number of time in force techniques - - - 1240 - SecondaryTradingReferencePrice - Price - TrdgRefPx - 0 - Refer to definition for TradingReferencePrice(1150) - - - 1241 - StartMaturityMonthYear - MonthYear - StartMMY - 0 - Starting maturity month year for an option class - - - 1242 - FlexProductEligibilityIndicator - Boolean - FlexProdElig - 0 - Used to indicate if a product or group of product supports the creation of flexible securities - - - 1243 - DerivFlexProductEligibilityIndicator - Boolean - FlexProdElig - 0 - Refer to FlexProductEligibilityIndicator(1242) - - - 1244 - FlexibleIndicator - Boolean - FlexInd - 0 - Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. - - - 1245 - TradingCurrency - Currency - TrdCcy - 0 - Used when the trading currency can differ from the price currency - - - 1246 - DerivativeProduct - int - Prod - 0 - 460 - - - - 1247 - DerivativeSecurityGroup - String - SecGrp - 0 - - - - 1248 - DerivativeCFICode - String - CFI - 0 - - - - 1249 - DerivativeSecurityType - String - SecTyp - 0 - 167 - - - - 1250 - DerivativeSecuritySubType - String - SecSubTyp - 0 - - - - 1251 - DerivativeMaturityMonthYear - MonthYear - MMY - 0 - - - - 1252 - DerivativeMaturityDate - LocalMktDate - MatDt - 0 - - - - 1253 - DerivativeMaturityTime - TZTimeOnly - MatTm - 0 - - - - 1254 - DerivativeSettleOnOpenFlag - String - OpenCloseSettlFlag - 0 - - - - 1255 - DerivativeInstrmtAssignmentMethod - char - AsgnMeth - 0 - 1049 - - - - 1256 - DerivativeSecurityStatus - String - Status - 0 - 965 - - - - 1257 - DerivativeInstrRegistry - String - Rgstry - 0 - - - - 1258 - DerivativeCountryOfIssue - Country - Ctry - 0 - - - - 1259 - DerivativeStateOrProvinceOfIssue - String - StPrv - 0 - - - - 1260 - DerivativeLocaleOfIssue - String - Lcl - 0 - - - - 1261 - DerivativeStrikePrice - Price - StrkPx - 0 - - - - 1262 - DerivativeStrikeCurrency - Currency - StrkCcy - 0 - - - - 1263 - DerivativeStrikeMultiplier - float - StrkMult - 0 - - - - 1264 - DerivativeStrikeValue - float - StrkValu - 0 - - - - 1265 - DerivativeOptAttribute - char - OptAt - 0 - - - - 1266 - DerivativeContractMultiplier - float - Mult - 0 - - - - 1267 - DerivativeMinPriceIncrement - float - MinPxIncr - 0 - - - - 1268 - DerivativeMinPriceIncrementAmount - Amt - MinPxIncrAmt - 0 - - - - 1269 - DerivativeUnitOfMeasure - String - UOM - 0 - 996 - - - - 1270 - DerivativeUnitOfMeasureQty - Qty - UOMQty - 0 - - - - 1271 - DerivativeTimeUnit - String - TmUnit - 0 - 997 - - - - 1272 - DerivativeSecurityExchange - Exchange - Exch - 0 - - - - 1273 - DerivativePositionLimit - int - PosLmt - 0 - - - - 1274 - DerivativeNTPositionLimit - int - NTPosLmt - 0 - - - - 1275 - DerivativeIssuer - String - Issr - 0 - - - - 1276 - DerivativeIssueDate - LocalMktDate - IssDt - 0 - - - - 1277 - DerivativeEncodedIssuerLen - Length - EncIssrLen - 0 - - - - 1278 - DerivativeEncodedIssuer - data - EncIssr - 0 - - - - 1279 - DerivativeSecurityDesc - String - Desc - 0 - - - - 1280 - DerivativeEncodedSecurityDescLen - Length - EncSecDescLen - 0 - - - - 1281 - DerivativeEncodedSecurityDesc - data - EncSecDesc - 0 - - - - 1282 - DerivativeSecurityXMLLen - Length - 1283 - SecXMLLen - 1 - Refer to definition SecurityXMLLen(1184) - - - 1283 - DerivativeSecurityXML - data - SecXML - 1 - Refer to definition of SecurityXML(1185) - - - 1284 - DerivativeSecurityXMLSchema - String - Schema - 0 - Refer to definition of SecurityXMLSchema(1186) - - - 1285 - DerivativeContractSettlMonth - MonthYear - CSetMo - 0 - - - - 1286 - NoDerivativeEvents - NumInGroup - NoDerivativeEvents - 1 - - - - 1287 - DerivativeEventType - int - EventTyp - 0 - 865 - - - - 1288 - DerivativeEventDate - LocalMktDate - Dt - 0 - - - - 1289 - DerivativeEventTime - UTCTimestamp - Tm - 0 - - - - 1290 - DerivativeEventPx - Price - Px - 0 - - - - 1291 - DerivativeEventText - String - Txt - 0 - - - - 1292 - NoDerivativeInstrumentParties - NumInGroup - 1 - Refer to definition of NoParties(453) - - - 1293 - DerivativeInstrumentPartyID - String - ID - 0 - Refer to definition of PartyID(448) - - - 1294 - DerivativeInstrumentPartyIDSource - String - Src - 0 - 447 - Refer to definition of PartyIDSource(447) - - - 1295 - DerivativeInstrumentPartyRole - int - R - 0 - 452 - REfer to definition of PartyRole(452) - - - 1296 - NoDerivativeInstrumentPartySubIDs - NumInGroup - 1 - Refer to definition for NoPartySubIDs(802) - - - 1297 - DerivativeInstrumentPartySubID - String - ID - 0 - Refer to definition for PartySubID(523) - - - 1298 - DerivativeInstrumentPartySubIDType - int - Typ - 0 - 803 - Refer to definition for PartySubIDType(803) - - - 1299 - DerivativeExerciseStyle - char - ExerStyle - 0 - 1194 - Type of exercise of a derivatives security - - - 1300 - MarketSegmentID - String - MktSegID - 0 - Identifies the market segment - - - 1301 - MarketID - Exchange - MktID - 0 - Identifies the Market - - - 1302 - MaturityMonthYearIncrementUnits - int - MMYIncrUnits - 0 - Unit of measure for the Maturity Month Year Increment - - - 1303 - MaturityMonthYearFormat - int - MMYFmt - 0 - Format used to generate the MaturityMonthYear for each option - - - 1304 - StrikeExerciseStyle - int - StrkExrStyle - 0 - 1194 - Expiration Style for an option class: - - - 1305 - SecondaryPriceLimitType - int - PxLmtTyp - 0 - 1306 - Describes the how the price limits are expressed - - - 1306 - PriceLimitType - int - PxLmtTyp - 0 - Describes the how the price limits are expressed - - - 1308 - ExecInstValue - char - ExecInstValu - 0 - 18 - Indicates execution instructions that are valid for the specified market segment - - - 1309 - NoTradingSessionRules - NumInGroup - 1 - Allows trading rules to be expressed by trading session - - - 1310 - NoMarketSegments - NumInGroup - 1 - Number of Market Segments on which a security may trade. - - - 1311 - NoDerivativeInstrAttrib - NumInGroup - 1 - - - - 1312 - NoNestedInstrAttrib - NumInGroup - 1 - - - - 1313 - DerivativeInstrAttribType - int - Typ - 0 - 871 - Refer to definition of InstrAttribType(871) - - - 1314 - DerivativeInstrAttribValue - String - Val - 0 - Refer to definition of InstrAttribValue(872) - - - 1315 - DerivativePriceUnitOfMeasure - String - PxUOM - 0 - 996 - Refer to definition for PriceUnitOfMeasure(1191) - - - 1316 - DerivativePriceUnitOfMeasureQty - Qty - PxUOMQty - 0 - Refer to definition of PriceUnitOfMeasureQty(1192) - - - 1317 - DerivativeSettlMethod - char - SettlMeth - 0 - 1193 - Refer to definition of SettlMethod(1193) - - - 1318 - DerivativePriceQuoteMethod - String - PxQteMeth - 0 - 1196 - Refer to definition of PriceQuoteMethod(1196) - - - 1319 - DerivativeValuationMethod - String - ValMeth - 0 - 1197 - Refer to definition of ValuationMethod(1197). - - - 1320 - DerivativeListMethod - int - ListMeth - 0 - 1198 - Indicates whether instruments are pre-listed only or can also be defined via user request - - - 1321 - DerivativeCapPrice - Price - CapPx - 0 - Refer to definition of CapPrice(1199) - - - 1322 - DerivativeFloorPrice - Price - FlrPx - 0 - Refer to definition of FloorPrice(1200) - - - 1323 - DerivativePutOrCall - int - PutCall - 0 - 201 - Indicates whether an Option is for a put or call - - - 1324 - ListUpdateAction - char - ListUpdActn - 0 - 980 - If provided, then Instrument occurrence has explicitly changed - - - 1358 - LegPutOrCall - int - PutCall - 0 - Refer to definition of PutOrCall(201) - - - 1224 - LegUnitOfMeasureQty - Qty - UOMQty - 0 - Refer to definition of UnitOfMeasureQty(1147) - - - 1421 - LegPriceUnitOfMeasure - String - PxUOM - 0 - 996 - Refer to definition for PriceUnitOfMeasure(1191) - - - 1422 - LegPriceUnitOfMeasureQty - Qty - PxUOMQty - 0 - Refer to definition of PriceUnitOfMeasureQty(1192) - - - 1423 - UnderlyingUnitOfMeasureQty - Qty - UOMQty - 0 - Refer to definition of UnitOfMeasureQty(1147) - - - 1424 - UnderlyingPriceUnitOfMeasure - String - PxUOM - 0 - 996 - Refer to definition for PriceUnitOfMeasure(1191) - - - 1425 - UnderlyingPriceUnitOfMeasureQty - Qty - PxUOMQty - 0 - Refer to definition of PriceUnitOfMeasureQty(1192) - - - 1393 - MarketReqID - String - MktReqID - 0 - Unique ID of a Market Definition Request message. - - - 1394 - MarketReportID - String - MktRptID - 0 - Market Definition message identifier. - - - 1395 - MarketUpdateAction - char - MktUpdtActn - 0 - 980 - Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). - - - 1396 - MarketSegmentDesc - String - MarketSegmentDesc - 0 - Description or name of Market Segment - - - 1397 - EncodedMktSegmDescLen - Length - EncodedMktSegmDescLen - 0 - Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field. - - - 1398 - EncodedMktSegmDesc - data - EncodedMktSegmDesc - 0 - Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field. - - - 1325 - ParentMktSegmID - String - ParentMktSegmID - 0 - Reference to a parent Market Segment. See MarketSegmentID(1300) - - - 1326 - TradingSessionDesc - String - TradingSessionDesc - 0 - Trading Session description - - - 1327 - TradSesUpdateAction - char - TradSesUpdtActn - 0 - 980 - Specifies the action taken for the specified trading sessions. - - - 1328 - RejectText - String - RejTxt - 0 - Those will be used by Firms to send a reason for rejecting a trade in an allocate claim model. - - - 1329 - FeeMultiplier - float - FeeMult - 0 - This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. - - - 1330 - UnderlyingLegSymbol - String - Sym - 0 - Refer to definition for Symbol(55) - - - 1331 - UnderlyingLegSymbolSfx - String - Sfx - 0 - Refer to definition for SymbolSfx(65) - - - 1332 - UnderlyingLegSecurityID - String - ID - 0 - Refer to definition for SecurityID(48) - - - 1333 - UnderlyingLegSecurityIDSource - String - Src - 0 - Refer to definition for SecurityIDSource(22) - - - 1334 - NoUnderlyingLegSecurityAltID - NumInGroup - NoUnderlyingLegSecurityAltID - 1 - Refer to definition for NoSecurityAltID(454) - - - 1335 - UnderlyingLegSecurityAltID - String - AltID - 0 - Refer to definition for SecurityAltID(455) - - - 1336 - UnderlyingLegSecurityAltIDSource - String - AltIDSrc - 0 - Refer to definition for SecurityAltIDSource(456) - - - 1337 - UnderlyingLegSecurityType - String - SecType - 0 - Refer to definition for SecurityType(167) - - - 1338 - UnderlyingLegSecuritySubType - String - SubType - 0 - Refer to definition for SecuritySubType(762) - - - 1339 - UnderlyingLegMaturityMonthYear - MonthYear - MMY - 0 - Refer to definition for MaturityMonthYear(200) - - - 1343 - UnderlyingLegPutOrCall - int - PutCall - 0 - Refer to definition for PutOrCall(201) - - - 1340 - UnderlyingLegStrikePrice - Price - StrkPx - 0 - Refer to definition for StrikePrice(202) - - - 1341 - UnderlyingLegSecurityExchange - String - Exch - 0 - Refer to definition for SecurityExchange(207) - - - 1342 - NoOfLegUnderlyings - NumInGroup - NoOfLegUnderlyings - 1 - Number of Underlyings, Identifies the Underlying of the Leg - - - 1344 - UnderlyingLegCFICode - String - CFI - 0 - Refer to definition for CFICode(461) - - - 1345 - UnderlyingLegMaturityDate - LocalMktDate - MatDt - 0 - Date of maturity. - - - 1405 - UnderlyingLegMaturityTime - TZTimeOnly - MatTm - 0 - Time of security's maturity expressed in local time with offset to UTC specified - - - 1391 - UnderlyingLegOptAttribute - char - OptAt - 0 - Refer to definition of OptAttribute(206) - - - 1392 - UnderlyingLegSecurityDesc - String - Desc - 0 - Refer to definition of SecurityDesc(107) - - - 1400 - EncryptedPasswordMethod - int - EncPwdMethod - 0 - Reserved100Plus - Enumeration defining the encryption method used to encrypt password fields. -At this time there are no encryption methods defined by FPL. - - - 1401 - EncryptedPasswordLen - Length - 1402 - EncPwdLen - 1 - Length of the EncryptedPassword(1402) field - - - 1402 - EncryptedPassword - data - EncPwd - 0 - Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) - - - 1403 - EncryptedNewPasswordLen - Length - 1404 - EncNewPwdLen - 1 - Length of the EncryptedNewPassword(1404) field - - - 1404 - EncryptedNewPassword - data - EncNewPwd - 0 - Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) - - - 1156 - ApplExtID - int - ApplExtID - 1 - The extension pack number associated with an application message. - - - 1406 - RefApplExtID - int - RefApplExtID - 0 - The extension pack number associated with an application message. - - - 1407 - DefaultApplExtID - int - DfltApplExtID - 0 - The extension pack number that is the default for a FIX session. - - - 1408 - DefaultCstmApplVerID - String - DefaultCstmApplVerID - 1 - The default custom application version ID that is the default for a session. - - - 1409 - SessionStatus - int - SessStat - 0 - Reserved100Plus - Status of a FIX session - - - 1410 - DefaultVerIndicator - Boolean - DfltVerInd - 0 - - - - 809 - NoUsernames - NumInGroup - NoUsers - 1 - Number of Usernames to which this this response is directed - - - 1367 - LegAllocSettlCurrency - Currency - AllocSettlCcy - 0 - Identifies settlement currency for the leg level allocation. - - - 1361 - TotNoFills - int - TotNoFills - 0 - Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation. - - - 1362 - NoFills - NumInGroup - NoFills - 1 - - - - 1363 - FillExecID - String - FillExecID - 0 - Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap, - - - 1364 - FillPx - Price - FillPx - 0 - Price of Fill. Refer to LastPx(31). - - - 1365 - FillQty - Qty - FillQty - 0 - Quantity of Fill. Refer to LastQty(32). - - - 1366 - LegAllocID - String - LegAllocID - 0 - The AllocID(70) of an individual leg of a multileg order. - - - 1368 - TradSesEvent - int - TradSesEvent - 0 - Reserved100Plus - Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. - - - 1369 - MassActionReportID - String - MassActionReportID - 0 - Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN) - - - 1370 - NoNotAffectedOrders - NumInGroup - NoNotAffectedOrders - 1 - Number of not affected orders in the repeating group of order ids. - - - 1371 - NotAffectedOrderID - String - NotAffectedOrderID - 0 - OrderID(37) of an order not affected by a mass cancel request. - - - 1372 - NotAffOrigClOrdID - String - NotAffOrigClOrdID - 0 - ClOrdID(11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. - - - 1373 - MassActionType - int - MassActionType - 0 - Specifies the type of action requested - - - 1374 - MassActionScope - int - MassActionScope - 0 - Reserved100Plus - Specifies scope of Order Mass Action Request. - - - 1375 - MassActionResponse - int - MassActionResponse - 0 - Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. - - - 1376 - MassActionRejectReason - int - MassActionRejectReason - 0 - Reserved100Plus - Reason Order Mass Action Request was rejected - - - 1377 - MultilegModel - int - MlegModel - 0 - Specifies the type of multileg order. - - - 1378 - MultilegPriceMethod - int - MlegPxMeth - 0 - Code to represent how the multileg price is to be interpreted when applied to the legs. -(See Volume : "Glossary" for further value definitions) - - - 1379 - LegVolatility - float - LegVolatility - 0 - Specifies the volatility of an instrument leg. - - - 1380 - DividendYield - Percentage - DividendYield - 0 - The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. - - - 1381 - LegDividendYield - Percentage - LegDividendYield - 0 - Refer to definition for DividendYield(1380). - - - 1382 - CurrencyRatio - float - CurrencyRatio - 0 - Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7 - - - 1383 - LegCurrencyRatio - float - LegCurrencyRatio - 0 - Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 - - - 1384 - LegExecInst - MultipleCharValue - LegExecInst - 0 - 18 - Refer to ExecInst(18) -Same values as ExecInst(18) - - - 1385 - ContingencyType - int - ContingencyType - 0 - Reserved100Plus - Defines the type of contingency. - - - 1386 - ListRejectReason - int - ListRejectReason - 0 - Reserved100Plus - Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. - - - 1387 - NoTrdRepIndicators - NumInGroup - NoTrdRepIndicators - 1 - Number of trade reporting indicators - - - 1388 - TrdRepPartyRole - int - PtyRole - 0 - 452 - Identifies the type of party for trade reporting. Same values as PartyRole(452). - - - 1389 - TrdRepIndicator - Boolean - TrdRepInd - 0 - Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). - - - 1390 - TradePublishIndicator - int - TrdPubInd - 0 - Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). - - - 1346 - ApplReqID - String - ApplReqID - 0 - Unique identifier for request - - - 1347 - ApplReqType - int - ApplReqTyp - 0 - Type of Application Message Request being made. - - - 1348 - ApplResponseType - int - ApplRespTyp - 0 - Used to indicate the type of acknowledgement being sent. - - - 1349 - ApplTotalMessageCount - int - ApplTotMsgCnt - 0 - Total number of messages included in transmission. - - - 1350 - ApplLastSeqNum - SeqNum - ApplLastSeqNum - 0 - Application sequence number of last message in transmission - - - 1351 - NoApplIDs - NumInGroup - NoApplIDs - 1 - Specifies number of application id occurrences - - - 1352 - ApplResendFlag - Boolean - ApplResendFlag - 0 - Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request - - - 1353 - ApplResponseID - String - ApplRespID - 0 - Identifier for the Applicaton Message Request Ack - - - 1354 - ApplResponseError - int - ApplRespErr - 0 - Used to return an error code or text associated with a response to an Application Request. - - - 1355 - RefApplID - String - RefApplID - 0 - Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component - - - 1356 - ApplReportID - String - ApplRptID - 0 - Identifier for the Application Sequence Reset - - - 1357 - RefApplLastSeqNum - SeqNum - RefApplLastSeqNum - 0 - Application sequence number of last message in transmission. - - - 1399 - ApplNewSeqNum - SeqNum - ApplNewSeqNum - 0 - Used to specify a new application sequence number. - - - 1426 - ApplReportType - int - ApplRptTyp - 0 - Type of report - - - 1411 - Nested4PartySubIDType - int - Typ - 0 - 803 - Refer to definition of PartySubIDType(803) - - - 1412 - Nested4PartySubID - String - ID - 0 - Refer to definition of PartySubID(523) - - - 1413 - NoNested4PartySubIDs - NumInGroup - NoNested4PartySubIDs - 0 - Refer to definition of NoPartySubIDs(802) - - - 1414 - NoNested4PartyIDs - NumInGroup - NoNested4PartyIDs - 0 - Refer to definition of NoPartyIDs(453) - - - 1415 - Nested4PartyID - String - ID - 0 - Refer to definition of PartyID(448) - - - 1416 - Nested4PartyIDSource - char - Src - 0 - 447 - Refer to definition of PartyIDSource(447) - - - 1417 - Nested4PartyRole - int - R - 0 - 452 - Refer to definition of PartyRole(452) - - - 1418 - LegLastQty - Qty - LastQty - 0 - Fill quantity for the leg instrument - - - 1427 - SideExecID - String - SideExecID - 0 - When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade. - - - 1428 - OrderDelay - int - OrdDelay - 0 - Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). - - - 1429 - OrderDelayUnit - int - OrdDelayUnit - 0 - Reserved100Plus - Time unit in which the OrderDelay(1428) is expressed - - - 1430 - VenueType - char - VenuTyp - 0 - Identifies the type of venue where a trade was executed - - - 1431 - RefOrdIDReason - int - RefOrdIDRsn - 0 - Reserved100Plus - The reason for updating the RefOrdID - - - 1432 - OrigCustOrderCapacity - int - OrigCustOrdCpcty - 0 - The customer capacity for this trade at the time of the order/execution. -Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). - - - 1433 - RefApplReqID - String - RefID - 0 - Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) - - - 1434 - ModelType - int - ModelTyp - 0 - Type of pricing model used - - - 1435 - ContractMultiplierUnit - int - MultTyp - 0 - Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. - - - 1436 - LegContractMultiplierUnit - int - MultTyp - 0 - 1435 - "Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in. - - - - 1437 - UnderlyingContractMultiplierUnit - int - MultTyp - 0 - 1435 - Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UndlyContractMultiplier(tag 436) is expressed in. - - - 1438 - DerivativeContractMultiplierUnit - int - MultTyp - 0 - 1435 - Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in. - - - 1439 - FlowScheduleType - int - FlowSchedTyp - 0 - Reserved100Plus - The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". - - - 1440 - LegFlowScheduleType - int - FlowSchedTyp - 0 - 1439 - Reserved100Plus - The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". - - - 1441 - UnderlyingFlowScheduleType - int - FlowSchedTyp - 0 - 1439 - Reserved100Plus - The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". - - - 1442 - DerivativeFlowScheduleType - int - FlowSchedTyp - 0 - 1439 - Reserved100Plus - The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". - - - 1443 - FillLiquidityInd - int - LqdtyInd - 0 - 851 - Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled - - - 1444 - SideLiquidityInd - int - LqdtyInd - 0 - 851 - Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. - - - 1445 - NoRateSources - NumInGroup - NoRtSrc - 1 - Number of rate sources being specified. - - - 1446 - RateSource - int - RtSrc - 0 - Identifies the source of rate information. -For FX, the reference source to be used for the FX spot rate. - - - 1447 - RateSourceType - int - RtSrcTyp - 0 - Indicates whether the rate source specified is a primary or secondary source. - - - 1448 - ReferencePage - String - RefPg - 0 - Identifies the reference "page" from the rate source. -For FX, the reference page to the spot rate to be used for the reference FX spot rate. - - - 1449 - RestructuringType - String - RestrctTyp - 0 - A category of CDS credit even in which the underlying bond experiences a restructuring. -Used to define a CDS instrument. - - - 1450 - Seniority - String - Snrty - 0 - Specifies which issue (underlying bond) will receive payment priority in the event of a default. -Used to define a CDS instrument. - - - 1451 - NotionalPercentageOutstanding - Percentage - NotlPctOut - 0 - Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. -Used to calculate the true value of a CDS trade or position. - - - 1452 - OriginalNotionalPercentageOutstanding - Percentage - OrigNotlPctOut - 0 - Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). - - - 1453 - UnderlyingRestructuringType - String - RestrctTyp - 0 - 1449 - See RestructuringType(1449) - - - 1454 - UnderlyingSeniority - String - Snrty - 0 - 1450 - See Seniority(1450) - - - 1455 - UnderlyingNotionalPercentageOutstanding - Percentage - NotlPctOut - 0 - See NotionalPercentageOutstanding(1451) - - - 1456 - UnderlyingOriginalNotionalPercentageOutstanding - Percentage - OrigNotlPctOut - 0 - See OriginalNotionalPercentageOutstanding(1452) - - - 1457 - AttachmentPoint - Percentage - AttchPnt - 0 - Lower bound percentage of the loss that the tranche can endure. - - - 1458 - DetachmentPoint - Percentage - DetchPnt - 0 - Upper bound percentage of the loss the tranche can endure. - - - 1459 - UnderlyingAttachmentPoint - Percentage - AttchPnt - 0 - See AttachmentPoint(1457). - - - 1460 - UnderlyingDetachmentPoint - Percentage - DetchPnt - 0 - See DetachmentPoint(1458). - - - 1461 - NoTargetPartyIDs - NumInGroup - 1 - Identifies the number of target parties identified in a mass action. - - - 1462 - TargetPartyID - String - ID - 0 - PartyID value within an target party repeating group. - - - 1463 - TargetPartyIDSource - char - Src - 0 - 447 - PartyIDSource value within an target party repeating group. -Same values as PartyIDSource (447) - - - 1464 - TargetPartyRole - int - R - 0 - 452 - PartyRole value within an target party repeating group. -Same values as PartyRole (452) - - - 1465 - SecurityListID - String - ListID - 0 - Specifies an identifier for a Security List - - - 1466 - SecurityListRefID - String - ListRefID - 0 - Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists. - - - 1467 - SecurityListDesc - String - ListDesc - 0 - Specifies a description or name of a Security List. - - - 1468 - EncodedSecurityListDescLen - Length - 1469 - 1 - Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field. - - - 1469 - EncodedSecurityListDesc - data - 1 - Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field. - - - 1470 - SecurityListType - int - ListTyp - 0 - Reserved100Plus - Specifies a type of Security List. - - - 1471 - SecurityListTypeSource - int - LstTypSrc - 0 - Reserved100Plus - Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. - - - 1472 - NewsID - String - ID - 0 - Unique identifier for a News message - - - 1473 - NewsCategory - int - NewsCatgy - 0 - Reserved100Plus - Category of news mesage. - - - 1474 - LanguageCode - Language - LangCd - 0 - The national language in which the news item is provided. - - - 1475 - NoNewsRefIDs - NumInGroup - 1 - Number of News reference items - - - 1476 - NewsRefID - String - RefID - 0 - Reference to another News message identified by NewsID(1474). - - - 1477 - NewsRefType - int - RefTyp - 0 - Reserved100Plus - Type of reference to another News Message item. Defines if the referenced news item is a replacement, is in a different language, or is complimentary. - - - 1478 - StrikePriceDeterminationMethod - int - StrkPxDtrmnMeth - 0 - Reserved100Plus - Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. -Conditionally, required if value is other than "fixed". - - - 1479 - StrikePriceBoundaryMethod - int - StrkPxBndryMeth - 0 - Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. - - - 1480 - StrikePriceBoundaryPrecision - Percentage - StrkPxBndryPrcsn - 0 - Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. - - - 1481 - UnderlyingPriceDeterminationMethod - int - PxDtrmnMeth - 0 - Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). - - - 1482 - OptPayoutType - int - OptPayoutTyp - 0 - Indicates the type of payout that will result from an in-the-money option. - - - 1483 - NoComplexEvents - NumInGroup - 1 - Number of complex event occurrences. - - - 1484 - ComplexEventType - int - Typ - 0 - Identifies the type of complex event. - - - 1485 - ComplexOptPayoutAmount - Amt - OptPayAmt - 0 - Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. - - - 1486 - ComplexEventPrice - Price - Px - 0 - Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). - - - 1487 - ComplexEventPriceBoundaryMethod - int - PxBndryMeth - 0 - Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. - - - 1488 - ComplexEventPriceBoundaryPrecision - Percentage - PxBndryPrcsn - 0 - Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. - - - 1489 - ComplexEventPriceTimeType - int - PxTmTyp - 0 - Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType. - - - 1490 - ComplexEventCondition - int - Cond - 0 - Specifies the condition between complex events when more than one event is specified. -Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. - - - 1491 - NoComplexEventDates - NumInGroup - 1 - Number of complex event date occurrences for a given complex event. - - - 1492 - ComplexEventStartDate - UTCTimestamp - StartDt - 0 - Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options -ComplexEventStartDate must always be less than or equal to ComplexEventEndDate. - - - 1493 - ComplexEventEndDate - UTCTimestamp - EndDt - 0 - Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options -ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate. - - - 1494 - NoComplexEventTimes - NumInGroup - 1 - Number of complex event time occurrences for a given complex event date -The default in case of an absence of time fields is 00:00:00-23:59:59. - - - 1495 - ComplexEventStartTime - UTCTimeOnly - StartTm - 0 - Specifies the start time of the time range on which a complex event date is effective. -ComplexEventStartTime must always be less than or equal to ComplexEventEndTime. - - - 1496 - ComplexEventEndTime - UTCTimeOnly - EndTm - 0 - Specifies the end time of the time range on which a complex event date is effective. -ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime. - - - 1497 - StreamAsgnReqID - String - ReqID - 0 - Unique identifier for the stream assignment request provided by the requester. - - - 1498 - StreamAsgnReqType - int - AsgnReqTyp - 0 - Type of stream assignment request. - - - 1499 - NoAsgnReqs - NumInGroup - 1 - Number of assignment requests. - - - 1500 - MDStreamID - String - MDStrmID - 0 - The identifier or name of the price stream. - - - 1501 - StreamAsgnRptID - String - RptID - 0 - Unique identifier of the stream assignment report provided by the respondent. - - - 1502 - StreamAsgnRejReason - int - RejRsn - 0 - Reserved100Plus - Reason code for stream assignment request reject. - - - 1503 - StreamAsgnAckType - int - ActTyp - 0 - Type of acknowledgement. - - - 1617 - StreamAsgnType - int - AsgnTyp - 0 - The type of assignment being affected in the Stream Assignment Report. - - - 1504 - RelSymTransactTime - UTCTimestamp - TxnTm - 0 - See TransactTime(60) - - \ No newline at end of file diff --git a/static/xml/Messages.xml b/static/xml/Messages.xml deleted file mode 100644 index aa616679..00000000 --- a/static/xml/Messages.xml +++ /dev/null @@ -1,1229 +0,0 @@ - - - 1 - 0 - Heartbeat - Session - Session - Heartbeat - 1 - The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. - - - 2 - 1 - TestRequest - Session - Session - TestRequest - 1 - The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID. - - - 3 - 2 - ResendRequest - Session - Session - ResendRequest - 1 - The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process. - - - 4 - 3 - Reject - Session - Session - Reject - 1 - The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks. - - - 5 - 4 - SequenceReset - Session - Session - SequenceReset - 1 - The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side. - - - 6 - 5 - Logout - Session - Session - Logout - 1 - The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition. - - - 7 - 6 - IOI - Indication - PreTrade - IOI - 0 - Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. -Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. - - - 8 - 7 - Advertisement - Indication - PreTrade - Adv - 0 - Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. - - - 9 - 8 - ExecutionReport - SingleGeneralOrderHandling - Trade - ExecRpt - 0 - The execution report message is used to: -1. confirm the receipt of an order -2. confirm changes to an existing order (i.e. accept cancel and replace requests) -3. relay order status information -4. relay fill information on working orders -5. relay fill information on tradeable or restricted tradeable quotes -6. reject orders -7. report post-trade fees calculations associated with a trade - - - 10 - 9 - OrderCancelReject - SingleGeneralOrderHandling - Trade - OrdCxlRej - 0 - The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. - - - 11 - A - Logon - Session - Session - Logon - 1 - The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session. - - - 12 - B - News - EventCommunication - PreTrade - News - 0 - The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. - - - 13 - C - Email - EventCommunication - PreTrade - Email - 0 - The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. - - - 14 - D - NewOrderSingle - SingleGeneralOrderHandling - Trade - Order - 0 - The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. -The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. - - - 15 - E - NewOrderList - ProgramTrading - Trade - NewOrdList - 0 - The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. - - - 16 - F - OrderCancelRequest - SingleGeneralOrderHandling - Trade - OrdCxlReq - 0 - The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). - - - 17 - G - OrderCancelReplaceRequest - SingleGeneralOrderHandling - Trade - OrdCxlRplcReq - 0 - The order cancel/replace request is used to change the parameters of an existing order. -Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. - - - 18 - H - OrderStatusRequest - SingleGeneralOrderHandling - Trade - OrdStatReq - 0 - The order status request message is used by the institution to generate an order status message back from the broker. - - - 19 - J - AllocationInstruction - Allocation - PostTrade - AllocInstrctn - 0 - The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. - - - 20 - K - ListCancelRequest - ProgramTrading - Trade - ListCxlReq - 0 - The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. - - - 21 - L - ListExecute - ProgramTrading - Trade - ListExct - 0 - The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. - - - 22 - M - ListStatusRequest - ProgramTrading - Trade - ListStatReq - 0 - The list status request message type is used by institutions to instruct the broker to generate status messages for a list. - - - 23 - N - ListStatus - ProgramTrading - Trade - ListStat - 0 - The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. - - - 24 - P - AllocationInstructionAck - Allocation - PostTrade - AllocInstrctnAck - 0 - In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. -The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. - - - 25 - Q - DontKnowTrade - SingleGeneralOrderHandling - Trade - DkTrd - 0 - The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. - - - 26 - R - QuoteRequest - QuotationNegotiation - PreTrade - QuotReq - 0 - In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) - - - 27 - S - Quote - QuotationNegotiation - PreTrade - Quot - 0 - The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. - - - 28 - T - SettlementInstructions - SettlementInstruction - PostTrade - SettlInstrctns - 0 - The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. - - - 29 - V - MarketDataRequest - MarketData - PreTrade - MktDataReq - 0 - Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A Market Data Request is a general request for market data on specific securities or forex quotes. - - - 30 - W - MarketDataSnapshotFullRefresh - MarketData - PreTrade - MktDataFull - 0 - The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. - - - 31 - X - MarketDataIncrementalRefresh - MarketData - PreTrade - MktDataInc - 0 - The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. - - - 32 - Y - MarketDataRequestReject - MarketData - PreTrade - MktDataReqRej - 0 - The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. - - - 33 - Z - QuoteCancel - QuotationNegotiation - PreTrade - QuotCxl - 0 - The Quote Cancel message is used by an originator of quotes to cancel quotes. -The Quote Cancel message supports cancellation of: -• All quotes -• Quotes for a specific symbol or security ID -• All quotes for a security type -• All quotes for an underlying - - - 34 - a - QuoteStatusRequest - QuotationNegotiation - PreTrade - QuotStatReq - 0 - The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: -• For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). -• To subscribe and unsubscribe for Quote Status Report messages for one or more securities. - - - 35 - b - MassQuoteAcknowledgement - QuotationNegotiation - PreTrade - MassQuotAck - 0 - Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. - - - 36 - c - SecurityDefinitionRequest - SecuritiesReferenceData - PreTrade - SecDefReq - 0 - The Security Definition Request message is used for the following: -1. Request a specific Security to be traded with the second party. The request security can be defined as a multileg security made up of one or more instrument legs. -2. Request a set of individual securities for a single market segment. -3. Request all securities, independent of market segment. - - - 37 - d - SecurityDefinition - SecuritiesReferenceData - PreTrade - SecDef - 0 - The Security Definition message is used for the following: -1. Accept the security defined in a Security Definition message. -2. Accept the security defined in a Security Definition message with changes to the definition and/or identity of the security. -3. Reject the security requested in a Security Definition message. -4. Respond to a request for securities within a specified market segment. -5. Convey comprehensive security definition for all market segments that the security participates in. -6. Convey the security's trading rules that differ from default rules for the market segment. - - - 38 - e - SecurityStatusRequest - SecuritiesReferenceData - PreTrade - SecStatReq - 0 - The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. - - - 39 - f - SecurityStatus - SecuritiesReferenceData - PreTrade - SecStat - 0 - The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. - - - 40 - g - TradingSessionStatusRequest - MarketStructureReferenceData - PreTrade - TrdgSesStatReq - 0 - The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. - - - 41 - h - TradingSessionStatus - MarketStructureReferenceData - PreTrade - TrdgSesStat - 0 - The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. - - - 42 - i - MassQuote - QuotationNegotiation - PreTrade - MassQuot - 0 - The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). - - - 43 - j - BusinessMessageReject - BusinessReject - Infrastructure - BizMsgRej - 0 - The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. - - - 44 - k - BidRequest - ProgramTrading - Trade - BidReq - 0 - The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. - In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. - In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. - - - 45 - l - BidResponse - ProgramTrading - Trade - BidRsp - 0 - The Bid Response message can be used in one of two ways depending on which market conventions are being followed. - In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. - In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. - - - 46 - m - ListStrikePrice - ProgramTrading - Trade - ListStrkPx - 0 - The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. - - - 47 - n - XMLnonFIX - Session - Session - XMLnonFIX - 1 - - - - 48 - o - RegistrationInstructions - RegistrationInstruction - PostTrade - RgstInstrctns - 0 - The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. - - - 49 - p - RegistrationInstructionsResponse - RegistrationInstruction - PostTrade - RgstInstrctnsRsp - 0 - The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. - - - 50 - q - OrderMassCancelRequest - OrderMassHandling - Trade - OrdMassCxlReq - 0 - The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). - - - 51 - r - OrderMassCancelReport - OrderMassHandling - Trade - OrdMassCxlRpt - 0 - The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. - - - 52 - s - NewOrderCross - CrossOrders - Trade - NewOrdCrss - 0 - Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. - - - 53 - t - CrossOrderCancelReplaceRequest - CrossOrders - Trade - CrssOrdCxlRplcReq - 0 - Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. - - - 54 - u - CrossOrderCancelRequest - CrossOrders - Trade - CrssOrdCxlReq - 0 - Used to fully cancel the remaining open quantity of a cross order. - - - 55 - v - SecurityTypeRequest - SecuritiesReferenceData - PreTrade - SecTypReq - 0 - The Security Type Request message is used to return a list of security types available from a counterparty or market. - - - 56 - w - SecurityTypes - SecuritiesReferenceData - PreTrade - SecTyps - 0 - The Security Type Request message is used to return a list of security types available from a counterparty or market. - - - 57 - x - SecurityListRequest - SecuritiesReferenceData - PreTrade - SecListReq - 0 - The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request - - - 58 - y - SecurityList - SecuritiesReferenceData - PreTrade - SecList - 0 - The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. - - - 59 - z - DerivativeSecurityListRequest - SecuritiesReferenceData - PreTrade - DerivSecListReq - 0 - The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request - - - 60 - AA - DerivativeSecurityList - SecuritiesReferenceData - PreTrade - DerivSecList - 0 - The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. - - - 61 - AB - NewOrderMultileg - MultilegOrders - Trade - NewOrdMleg - 0 - The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. - - - 62 - AC - MultilegOrderCancelReplace - MultilegOrders - Trade - MlegOrdCxlRplc - 0 - Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. - - - 63 - AD - TradeCaptureReportRequest - TradeCapture - PostTrade - TrdCaptRptReq - 0 - The Trade Capture Report Request can be used to: -• Request one or more trade capture reports based upon selection criteria provided on the trade capture report request -• Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. - - - 64 - AE - TradeCaptureReport - TradeCapture - PostTrade - TrdCaptRpt - 0 - The Trade Capture Report message can be: -• Used to report trades between counterparties. -• Used to report trades to a trade matching system -• Can be sent unsolicited between counterparties. -• Sent as a reply to a Trade Capture Report Request. -• Can be used to report unmatched and matched trades. - - - 65 - AF - OrderMassStatusRequest - OrderMassHandling - Trade - OrdMassStatReq - 0 - The order mass status request message requests the status for orders matching criteria specified within the request. - - - 66 - AG - QuoteRequestReject - QuotationNegotiation - PreTrade - QuotReqRej - 0 - The Quote Request Reject message is used to reject Quote Request messages for all quoting models. - - - 67 - AH - RFQRequest - QuotationNegotiation - PreTrade - RFQReq - 0 - In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments - - - 68 - AI - QuoteStatusReport - QuotationNegotiation - PreTrade - QuotStatRpt - 0 - The quote status report message is used: -• as the response to a Quote Status Request message -• as a response to a Quote Cancel message -• as a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) - - - 69 - AJ - QuoteResponse - QuotationNegotiation - PreTrade - QuotRsp - 0 - The Quote Response message is used to respond to a IOI message or Quote message. It is also used to counter a Quote or end a negotiation dialog. - - - 70 - AK - Confirmation - Confirmation - PostTrade - Cnfm - 0 - The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. - - - 71 - AL - PositionMaintenanceRequest - PositionMaintenance - PostTrade - PosMntReq - 0 - The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. - - - 72 - AM - PositionMaintenanceReport - PositionMaintenance - PostTrade - PosMntRpt - 0 - The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. - - - 73 - AN - RequestForPositions - PositionMaintenance - PostTrade - ReqForPoss - 0 - The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. - - - 74 - AO - RequestForPositionsAck - PositionMaintenance - PostTrade - ReqForPossAck - 0 - The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. - - - 75 - AP - PositionReport - PositionMaintenance - PostTrade - PosRpt - 0 - The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. - - - 76 - AQ - TradeCaptureReportRequestAck - TradeCapture - PostTrade - TrdCaptRptReqAck - 0 - The Trade Capture Request Ack message is used to: -• Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. -• Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. -• Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request -• The Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. - - - 77 - AR - TradeCaptureReportAck - TradeCapture - PostTrade - TrdCaptRptAck - 0 - The Trade Capture Report Ack message can be: -• Used to acknowledge trade capture reports received from a counterparty -• Used to reject a trade capture report received from a counterparty - - - 78 - AS - AllocationReport - Allocation - PostTrade - AllocRpt - 0 - Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. - - - 79 - AT - AllocationReportAck - Allocation - PostTrade - AllocRptAck - 0 - The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. - - - 80 - AU - ConfirmationAck - Confirmation - PostTrade - CnfmAck - 0 - The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. - - - 81 - AV - SettlementInstructionRequest - SettlementInstruction - PostTrade - SettlInstrctnReq - 0 - The Settlement Instruction Request message is used to request standing settlement instructions from another party. - - - 82 - AW - AssignmentReport - PositionMaintenance - PostTrade - AsgnRpt - 0 - Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. - - - 83 - AX - CollateralRequest - CollateralManagement - PostTrade - CollReq - 0 - An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. - - - 84 - AY - CollateralAssignment - CollateralManagement - PostTrade - CollAsgn - 0 - Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. - - - 85 - AZ - CollateralResponse - CollateralManagement - PostTrade - CollRsp - 0 - Used to respond to a Collateral Assignment message. - - - 86 - BA - CollateralReport - CollateralManagement - PostTrade - CollRpt - 0 - Used to report collateral status when responding to a Collateral Inquiry message. - - - 87 - BB - CollateralInquiry - CollateralManagement - PostTrade - CollInq - 0 - Used to inquire for collateral status. - - - 88 - BC - NetworkCounterpartySystemStatusRequest - Network - Infrastructure - NtwkSysStatReq - 0 - This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. - - - 89 - BD - NetworkCounterpartySystemStatusResponse - Network - Infrastructure - NtwkSysStatRsp - 0 - This message is sent in response to a Network (Counterparty System) Status Request Message. - - - 90 - BE - UserRequest - UserManagement - Infrastructure - UserReq - 0 - This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. - - - 91 - BF - UserResponse - UserManagement - Infrastructure - UserRsp - 0 - This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. - - - 92 - BG - CollateralInquiryAck - CollateralManagement - PostTrade - CollInqAck - 0 - Used to respond to a Collateral Inquiry in the following situations: -• When the CollateralInquiry will result in an out of band response (such as a file transfer). -• When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. -• When the Collateral Inquiry is invalid based upon the business rules of the counterparty. - - - 93 - BH - ConfirmationRequest - Confirmation - PostTrade - CnfmReq - 0 - The Confirmation Request message is used to request a Confirmation message. - - - 94 - BO - ContraryIntentionReport - PositionMaintenance - PostTrade - ContIntRpt - 0 - The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. - - - 95 - BP - SecurityDefinitionUpdateReport - SecuritiesReferenceData - PreTrade - SecDefUpd - 0 - This message is used for reporting updates to a Product Security Masterfile. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. - - - 96 - BK - SecurityListUpdateReport - SecuritiesReferenceData - PreTrade - SecListUpd - 0 - The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. - - - 97 - BL - AdjustedPositionReport - PositionMaintenance - PostTrade - AdjPosRep - 0 - Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions - - - 98 - BM - AllocationInstructionAlert - Allocation - PostTrade - AllocInstrAlert - 0 - This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. - - - 99 - BN - ExecutionAcknowledgement - SingleGeneralOrderHandling - Trade - ExecAck - 0 - The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). - - - 100 - BJ - TradingSessionList - MarketStructureReferenceData - PreTrade - TradSessList - 0 - The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. - - - 101 - BI - TradingSessionListRequest - MarketStructureReferenceData - PreTrade - TradSessListReq - 0 - The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. - - - 102 - BQ - SettlementObligationReport - SettlementInstruction - PostTrade - SettlObligation - 0 - The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. - - - 103 - BR - DerivativeSecurityListUpdateReport - SecuritiesReferenceData - PreTrade - DerivSecListUpd - 0 - The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. - - - 104 - BS - TradingSessionListUpdateReport - MarketStructureReferenceData - PreTrade - TrdgSesListUpd - 0 - The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. - - - 105 - BT - MarketDefinitionRequest - MarketStructureReferenceData - PreTrade - MktDefReq - 0 - The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. - - - 106 - BU - MarketDefinition - MarketStructureReferenceData - PreTrade - MktDef - 0 - The Market Definition message is used to respond to Market Definition Request. In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the Market Definition Update Report. - - - 107 - BV - MarketDefinitionUpdateReport - MarketStructureReferenceData - PreTrade - MktDefUpd - 0 - In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the Market Definition message. - - - 113 - CB - UserNotification - UserManagement - Infrastructure - UserNotifctn - 0 - The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. - - - 111 - BZ - OrderMassActionReport - OrderMassHandling - Trade - OrdMassActRpt - 0 - The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. - - - 112 - CA - OrderMassActionRequest - OrderMassHandling - Trade - OrdMassActReq - 0 - The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. - - - 108 - BW - ApplicationMessageRequest - Application - Infrastructure - ApplMsgReq - 0 - This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). - - - 109 - BX - ApplicationMessageRequestAck - Application - Infrastructure - ApplMsgReqAck - 0 - This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. - - - 110 - BY - ApplicationMessageReport - Application - Infrastructure - ApplMsgRpt - 0 - This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. - - - 114 - CC - StreamAssignmentRequest - MarketData - PreTrade - StrmAsgnReq - 0 - In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. - - - 115 - CD - StreamAssignmentReport - MarketData - PreTrade - StrmAsgnRpt - 0 - he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. - - - 116 - CE - StreamAssignmentReportACK - MarketData - PreTrade - StrmAsgnRptACK - 0 - This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. - - \ No newline at end of file diff --git a/static/xml/MsgContents.xml b/static/xml/MsgContents.xml deleted file mode 100644 index 769c5e7c..00000000 --- a/static/xml/MsgContents.xml +++ /dev/null @@ -1,38093 +0,0 @@ - - - 1 - StandardHeader - 0 - 1 - 1 - MsgType = 0 - - - 1 - 112 - 0 - 2 - 0 - Required when the heartbeat is the result of a Test Request message. - - - 1 - StandardTrailer - 0 - 3 - 1 - - - 2 - StandardHeader - 0 - 1 - 1 - MsgType = 1 - - - 2 - 112 - 0 - 2 - 1 - - - 2 - StandardTrailer - 0 - 3 - 1 - - - 3 - StandardHeader - 0 - 1 - 1 - MsgType = 2 - - - 3 - 7 - 0 - 2 - 1 - - - 3 - 16 - 0 - 3 - 1 - - - 3 - StandardTrailer - 0 - 4 - 1 - - - 4 - StandardHeader - 0 - 1 - 1 - MsgType = 3 - - - 4 - 45 - 0 - 2 - 1 - MsgSeqNum of rejected message - - - 4 - 371 - 0 - 3 - 0 - The tag number of the FIX field being referenced. - - - 4 - 372 - 0 - 4 - 0 - The MsgType of the FIX message being referenced. - - - 4 - 1130 - 0 - 4.1 - 0 - Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. - - - 4 - 1406 - 0 - 4.2 - 0 - Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. - - - 4 - 1131 - 0 - 4.3 - 0 - Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. - - - 4 - 373 - 0 - 5 - 0 - Code to identify reason for a session-level Reject message. - - - 4 - 58 - 0 - 6 - 0 - Where possible, message to explain reason for rejection - - - 4 - 354 - 0 - 7 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 4 - 355 - 0 - 8 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 4 - StandardTrailer - 0 - 9 - 1 - - - 5 - StandardHeader - 0 - 1 - 1 - MsgType = 4 - - - 5 - 123 - 0 - 2 - 0 - - - 5 - 36 - 0 - 3 - 1 - - - 5 - StandardTrailer - 0 - 4 - 1 - - - 6 - StandardHeader - 0 - 1 - 1 - MsgType = 5 - - - 6 - 1409 - 0 - 1.01 - 0 - Session status at time of logout. - - - 6 - 58 - 0 - 2 - 0 - - - 6 - 354 - 0 - 3 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 6 - 355 - 0 - 4 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 6 - StandardTrailer - 0 - 5 - 1 - - - 7 - StandardHeader - 0 - 1 - 1 - MsgType = 6 - - - 7 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 7 - 23 - 0 - 2 - 1 - - - 7 - 28 - 0 - 3 - 1 - - - 7 - 26 - 0 - 4 - 0 - Required for Cancel and Replace IOITransType messages - - - 7 - Instrument - 0 - 5 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 7 - Parties - 0 - 5.1 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". - - - 7 - FinancingDetails - 0 - 6 - 0 - Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" - - - 7 - UndInstrmtGrp - 0 - 7 - 0 - Number of underlyings - - - 7 - 54 - 0 - 9 - 1 - Side of Indication -Valid subset of values: -1 = Buy -2 = Sell -7 = Undisclosed -B = As Defined (for multilegs) -C = Opposite (for multilegs) - - - - 7 - 854 - 0 - 10 - 0 - - - 7 - OrderQtyData - 0 - 11 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" -The value zero is used if NoLegs repeating group is used -Applicable if needed to express CashOrder Qty (tag 152) - - - 7 - 27 - 0 - 12 - 1 - The value zero is used if NoLegs repeating group is used - - - 7 - 15 - 0 - 13 - 0 - - - 7 - Stipulations - 0 - 14 - 0 - Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages" - - - 7 - InstrmtLegIOIGrp - 0 - 15 - 0 - Required for multileg IOIs - - - 7 - 423 - 0 - 19 - 0 - - - 7 - 44 - 0 - 20 - 0 - - - 7 - 62 - 0 - 21 - 0 - - - 7 - 25 - 0 - 22 - 0 - - - 7 - 130 - 0 - 23 - 0 - - - 7 - IOIQualGrp - 0 - 24 - 0 - Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. - - - 7 - 58 - 0 - 26 - 0 - - - 7 - 354 - 0 - 27 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 7 - 355 - 0 - 28 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 7 - 60 - 0 - 29 - 0 - - - 7 - 149 - 0 - 30 - 0 - A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) - - - 7 - RoutingGrp - 0 - 31 - 0 - Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. - - - 7 - SpreadOrBenchmarkCurveData - 0 - 34 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" - - - 7 - YieldData - 0 - 35 - 0 - - - 7 - StandardTrailer - 0 - 36 - 1 - - - 8 - StandardHeader - 0 - 1 - 1 - MsgType = 7 - - - 8 - 2 - 0 - 2 - 1 - - - 8 - 5 - 0 - 3 - 1 - - - 8 - 3 - 0 - 4 - 0 - Required for Cancel and Replace AdvTransType messages - - - 8 - Instrument - 0 - 5 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 8 - InstrmtLegGrp - 0 - 6 - 0 - Number of legs -Identifies a Multi-leg Execution if present and non-zero. - - - 8 - UndInstrmtGrp - 0 - 8 - 0 - Number of underlyings - - - 8 - 4 - 0 - 10 - 1 - - - 8 - 53 - 0 - 11 - 1 - - - 8 - 854 - 0 - 12 - 0 - - - 8 - 44 - 0 - 13 - 0 - - - 8 - 15 - 0 - 14 - 0 - - - 8 - 75 - 0 - 15 - 0 - - - 8 - 60 - 0 - 16 - 0 - - - 8 - 58 - 0 - 17 - 0 - - - 8 - 354 - 0 - 18 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 8 - 355 - 0 - 19 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 8 - 149 - 0 - 20 - 0 - A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) - - - 8 - 30 - 0 - 21 - 0 - - - 8 - 336 - 0 - 22 - 0 - - - 8 - 625 - 0 - 23 - 0 - - - 8 - StandardTrailer - 0 - 24 - 1 - - - 9 - StandardHeader - 0 - 1 - 1 - MsgType = 8 - - - 9 - ApplicationSequenceControl - 0 - 1.1 - 0 - For use in drop copy applications. NOT FOR USE in transactional applications. - - - 9 - 37 - 0 - 2 - 1 - OrderID is required to be unique for each chain of orders. - - - 9 - 198 - 0 - 3 - 0 - Can be used to provide order id used by exchange or executing system. - - - 9 - 526 - 0 - 4 - 0 - In the case of quotes can be mapped to: -- QuoteID(117) of a single Quote -- QuoteEntryID(299) of a Mass Quote. - - - 9 - 527 - 0 - 5 - 0 - - - 9 - 11 - 0 - 6 - 0 - Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). -In the case of quotes can be mapped to: -- QuoteMsgID(1166) of a single Quote -- QuoteID(117) of a Mass Quote. - - - 9 - 41 - 0 - 7 - 0 - Conditionally required for response to a Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. - - - 9 - 583 - 0 - 8 - 0 - - - 9 - 693 - 0 - 9 - 0 - Required if responding to a QuoteResponse message. Echo back the Initiator's value specified in the message. - - - 9 - 790 - 0 - 10 - 0 - Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester. - - - 9 - 584 - 0 - 11 - 0 - Required if responding to a Order Mass Status Request. Echo back the value provided by the requester. - - - 9 - 961 - 0 - 11.1 - 0 - Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs - - - 9 - 911 - 0 - 12 - 0 - Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned. - - - 9 - 912 - 0 - 13 - 0 - Can be used when responding to an Order Mass Status Request to indicate that this is the last Execution Reports which will be returned as a result of the request. - - - 9 - Parties - 0 - 14 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 9 - 229 - 0 - 15 - 0 - - - 9 - ContraGrp - 0 - 16 - 0 - Number of ContraBrokers repeating group instances. - - - 9 - 66 - 0 - 22 - 0 - Required for executions against orders which were submitted as part of a list. - - - 9 - 548 - 0 - 23 - 0 - CrossID for the replacement order - - - 9 - 551 - 0 - 24 - 0 - Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. - - - 9 - 549 - 0 - 25 - 0 - - - 9 - 880 - 0 - 25.1 - 0 - - - 9 - 17 - 0 - 26 - 1 - Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)). - - - 9 - 19 - 0 - 27 - 0 - Required for Trade Cancel and Trade Correct ExecType messages - - - 9 - 150 - 0 - 28 - 1 - Describes the purpose of the execution report. - - - 9 - 39 - 0 - 29 - 1 - Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx - - - 9 - 636 - 0 - 30 - 0 - For optional use with OrdStatus = 0 (New) - - - 9 - 103 - 0 - 31 - 0 - For optional use with ExecType = 8 (Rejected) - - - 9 - 378 - 0 - 32 - 0 - Required for ExecType = D (Restated). - - - 9 - 1 - 0 - 33 - 0 - Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary - - - 9 - 660 - 0 - 34 - 0 - - - 9 - 581 - 0 - 35 - 0 - Specifies type of account - - - 9 - 589 - 0 - 36 - 0 - - - 9 - 590 - 0 - 37 - 0 - - - 9 - 591 - 0 - 38 - 0 - - - 9 - 70 - 0 - 38.1 - 0 - - - 9 - PreAllocGrp - 0 - 38.2 - 0 - Pre-trade allocation instructions. - - - 9 - 63 - 0 - 39 - 0 - - - 9 - 64 - 0 - 40 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. -Required for NDFs to specify the "value date". - - - 9 - 574 - 0 - 40.1 - 0 - - - 9 - 1115 - 0 - 40.2 - 0 - - - 9 - 544 - 0 - 41 - 0 - - - 9 - 635 - 0 - 42 - 0 - - - 9 - Instrument - 0 - 43 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 9 - FinancingDetails - 0 - 44 - 0 - Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" - - - 9 - UndInstrmtGrp - 0 - 45 - 0 - Number of underlyings - - - 9 - 54 - 0 - 47 - 1 - - - 9 - Stipulations - 0 - 48 - 0 - Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" - - - 9 - 854 - 0 - 49 - 0 - - - 9 - OrderQtyData - 0 - 50 - 0 - Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" -**IMPORTANT NOTE: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder. ** - - - 9 - 1093 - 0 - 50.1 - 0 - - - 9 - 40 - 0 - 51 - 0 - - - 9 - 423 - 0 - 52 - 0 - - - 9 - 44 - 0 - 53 - 0 - Required if specified on the order - - - 9 - 1092 - 0 - 53.1 - 0 - - - 9 - 99 - 0 - 54 - 0 - Required if specified on the order - - - 9 - TriggeringInstruction - 0 - 54.1 - 0 - Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" - - - 9 - PegInstructions - 0 - 55 - 0 - Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" - - - 9 - DiscretionInstructions - 0 - 56 - 0 - Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" - - - 9 - 839 - 0 - 57 - 0 - The current price the order is pegged at - - - 9 - 1095 - 0 - 57.1 - 0 - The reference price of a pegged order. - - - 9 - 845 - 0 - 58 - 0 - The current discretionary price of the order - - - 9 - 847 - 0 - 59 - 0 - The target strategy of the order - - - 9 - StrategyParametersGrp - 0 - 59.1 - 0 - Strategy parameter block - - - 9 - 848 - 0 - 60 - 0 - For further specification of the TargetStrategy - - - 9 - 849 - 0 - 61 - 0 - Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. -For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) - - - 9 - 850 - 0 - 62 - 0 - For communication of the performance of the order versus the target strategy - - - 9 - 15 - 0 - 63 - 0 - - - 9 - 376 - 0 - 64 - 0 - - - 9 - 377 - 0 - 65 - 0 - - - 9 - 59 - 0 - 66 - 0 - Absence of this field indicates Day order - - - 9 - 168 - 0 - 67 - 0 - Time specified on the order at which the order should be considered valid - - - 9 - 432 - 0 - 68 - 0 - Conditionally required if TimeInForce = GTD and ExpireTime is not specified. - - - 9 - 126 - 0 - 69 - 0 - Conditionally required if TimeInForce = GTD and ExpireDate is not specified. - - - 9 - 18 - 0 - 70 - 0 - Can contain multiple instructions, space delimited. - - - 9 - 1057 - 0 - 70.1 - 0 - - - 9 - 528 - 0 - 71 - 0 - - - 9 - 529 - 0 - 72 - 0 - - - 9 - 1091 - 0 - 72.1 - 0 - - - 9 - 582 - 0 - 73 - 0 - - - 9 - 32 - 0 - 74 - 0 - Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType = Trade or Trade Correct. -If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for. - - - 9 - 1056 - 0 - 74.1 - 0 - Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType = Trade or Trade Correct and is an FX trade. - - - 9 - 1071 - 0 - 74.2 - 0 - Optionally used when ExecType = Trade or Trade Correct and is a FX Swap trade. Used to express the swap points for the swap trade event. - - - 9 - 652 - 0 - 75 - 0 - - - 9 - 31 - 0 - 76 - 0 - Price of this (last) fill. Required if ExecType = Trade or Trade Correct. -Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). -If ExecType=Stopped, represents the price stopped/guaranteed/protected at. -Not required for FX Swap when ExecType = Trade or Trade Correct as there is no "all-in" rate that applies to both legs of the FX Swap. - - - 9 - 651 - 0 - 77 - 0 - - - 9 - 669 - 0 - 78 - 0 - Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. - - - 9 - 194 - 0 - 79 - 0 - Applicable for F/X orders - - - 9 - 195 - 0 - 80 - 0 - Applicable for F/X orders - - - 9 - 30 - 0 - 81 - 0 - If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed. - - - 9 - 336 - 0 - 82 - 0 - - - 9 - 625 - 0 - 83 - 0 - - - 9 - 943 - 0 - 84 - 0 - - - 9 - 29 - 0 - 85 - 0 - - - 9 - 151 - 0 - 86 - 1 - Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty. - - - 9 - 14 - 0 - 87 - 1 - Currently executed quantity for chain of orders. - - - 9 - 6 - 0 - 88 - 0 - Not required for markets where average price is not calculated by the market. -Conditionally required otherwise. - - - 9 - 424 - 0 - 89 - 0 - For GT orders on days following the day of the first trade. - - - 9 - 425 - 0 - 90 - 0 - For GT orders on days following the day of the first trade. - - - 9 - 426 - 0 - 91 - 0 - For GT orders on days following the day of the first trade. - - - 9 - 1361 - 0 - 91.1 - 0 - Used to support fragmentation. Sum of NoFills across all messages with the same ExecID. - - - 9 - 893 - 0 - 91.2 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 9 - FillsGrp - 0 - 91.3 - 0 - Specifies the partial fills included in this Execution Report - - - 9 - 427 - 0 - 92 - 0 - States whether executions are booked out or accumulated on a partially filled GT order - - - 9 - 75 - 0 - 93 - 0 - Used when reporting other than current day trades. - - - 9 - 60 - 0 - 94 - 0 - Time the transaction represented by this ExecutionReport occurred - - - 9 - 113 - 0 - 95 - 0 - - - 9 - CommissionData - 0 - 96 - 0 - Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" -Note: On a fill/partial fill messages, it represents value for that fill/partial fill. On ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field. - - - 9 - SpreadOrBenchmarkCurveData - 0 - 97 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" - - - 9 - YieldData - 0 - 98 - 0 - Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" - - - 9 - 381 - 0 - 99 - 0 - - - 9 - 157 - 0 - 100 - 0 - - - 9 - 230 - 0 - 101 - 0 - - - 9 - 158 - 0 - 102 - 0 - - - 9 - 159 - 0 - 103 - 0 - - - 9 - 738 - 0 - 104 - 0 - For fixed income products which pay lump-sum interest at maturity. - - - 9 - 920 - 0 - 105 - 0 - For repurchase agreements the accrued interest on termination. - - - 9 - 921 - 0 - 106 - 0 - For repurchase agreements the start (dirty) cash consideration - - - 9 - 922 - 0 - 107 - 0 - For repurchase agreements the end (dirty) cash consideration - - - 9 - 258 - 0 - 108 - 0 - - - 9 - 259 - 0 - 109 - 0 - - - 9 - 260 - 0 - 110 - 0 - - - 9 - 238 - 0 - 111 - 0 - - - 9 - 237 - 0 - 112 - 0 - - - 9 - 118 - 0 - 113 - 0 - Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field. - - - 9 - 119 - 0 - 114 - 0 - Used to report results of forex accommodation trade - - - 9 - 120 - 0 - 115 - 0 - Used to report results of forex accomodation trade. -Required for NDFs. - - - 9 - 155 - 0 - 116 - 0 - Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency - - - 9 - 156 - 0 - 117 - 0 - Specifies whether the SettlCurrFxRate should be multiplied or divided - - - 9 - 21 - 0 - 118 - 0 - - - 9 - 110 - 0 - 119 - 0 - - - 9 - 1089 - 0 - 119.1 - 0 - - - 9 - 1090 - 0 - 119.2 - 0 - - - 9 - DisplayInstruction - 0 - 119.3 - 0 - Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" - - - 9 - 111 - 0 - 120 - 0 - - - 9 - 77 - 0 - 121 - 0 - For use in derivatives omnibus accounting - - - 9 - 210 - 0 - 122 - 0 - - - 9 - 775 - 0 - 123 - 0 - Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. - - - 9 - 58 - 0 - 124 - 0 - - - 9 - 354 - 0 - 125 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 9 - 355 - 0 - 126 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 9 - 193 - 0 - 127 - 0 - Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - - - 9 - 192 - 0 - 128 - 0 - Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - - - 9 - 641 - 0 - 129 - 0 - Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. - - - 9 - 442 - 0 - 130 - 0 - Default is a single security if not specified. - - - 9 - 480 - 0 - 131 - 0 - For CIV - Optional - - - 9 - 481 - 0 - 132 - 0 - - - 9 - 513 - 0 - 133 - 0 - Reference to Registration Instructions message for this Order. - - - 9 - 494 - 0 - 134 - 0 - Supplementary registration information for this Order - - - 9 - 483 - 0 - 135 - 0 - For CIV - Optional - - - 9 - 515 - 0 - 136 - 0 - For CIV - Optional - - - 9 - 484 - 0 - 137 - 0 - For CIV - Optional - - - 9 - 485 - 0 - 138 - 0 - For CIV - Optional - - - 9 - 638 - 0 - 139 - 0 - - - 9 - 639 - 0 - 140 - 0 - - - 9 - 851 - 0 - 141 - 0 - Applicable only on OrdStatus of Partial or Filled. - - - 9 - ContAmtGrp - 0 - 142 - 0 - Number of contract details in this message (number of repeating groups to follow) - - - 9 - InstrmtLegExecGrp - 0 - 146 - 0 - Number of legs -Identifies a Multi-leg Execution if present and non-zero. - - - 9 - 797 - 0 - 159 - 0 - - - 9 - MiscFeesGrp - 0 - 160 - 0 - Required if any miscellaneous fees are reported. - - - 9 - 1380 - 0 - 160.001 - 0 - - - 9 - 1028 - 0 - 160.1 - 0 - - - 9 - 1029 - 0 - 160.2 - 0 - - - 9 - 1030 - 0 - 160.3 - 0 - - - 9 - 1031 - 0 - 160.4 - 0 - - - 9 - 1032 - 0 - 160.5 - 0 - - - 9 - TrdRegTimestamps - 0 - 160.6 - 0 - - - 9 - 1188 - 0 - 161.1 - 0 - - - 9 - 1189 - 0 - 161.2 - 0 - - - 9 - 1190 - 0 - 161.3 - 0 - - - 9 - 811 - 0 - 161.4 - 0 - - - 9 - StandardTrailer - 0 - 165 - 1 - - - 10 - StandardHeader - 0 - 1 - 1 - MsgType = 9 - - - 10 - 37 - 0 - 2 - 1 - If CxlRejReason="Unknown order", specify "NONE". - - - 10 - 198 - 0 - 3 - 0 - Can be used to provide order id used by exchange or executing system. - - - 10 - 526 - 0 - 4 - 0 - - - 10 - 11 - 0 - 5 - 1 - Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order. - - - 10 - 583 - 0 - 6 - 0 - - - 10 - 41 - 0 - 7 - 0 - ClOrdID(11) which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. -Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. - - - 10 - 39 - 0 - 8 - 1 - OrdStatus value after this cancel reject is applied. -If CxlRejReason = "Unknown Order", specify Rejected. - - - 10 - 636 - 0 - 9 - 0 - For optional use with OrdStatus = 0 (New) - - - 10 - 586 - 0 - 10 - 0 - - - 10 - 66 - 0 - 11 - 0 - Required for rejects against orders which were submitted as part of a list. - - - 10 - 1 - 0 - 12 - 0 - - - 10 - 660 - 0 - 13 - 0 - - - 10 - 581 - 0 - 14 - 0 - - - 10 - 229 - 0 - 15 - 0 - - - 10 - 75 - 0 - 16 - 0 - - - 10 - 60 - 0 - 17 - 0 - - - 10 - 434 - 0 - 18 - 1 - - - 10 - 102 - 0 - 19 - 0 - - - 10 - 58 - 0 - 20 - 0 - - - 10 - 354 - 0 - 21 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 10 - 355 - 0 - 22 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 10 - StandardTrailer - 0 - 23 - 1 - - - 11 - StandardHeader - 0 - 1 - 1 - MsgType = A - - - 11 - 98 - 0 - 2 - 1 - (Always unencrypted) - - - 11 - 108 - 0 - 3 - 1 - Note same value used by both sides - - - 11 - 95 - 0 - 4 - 0 - Required for some authentication methods - - - 11 - 96 - 0 - 5 - 0 - Required for some authentication methods - - - 11 - 141 - 0 - 6 - 0 - Indicates both sides of a FIX session should reset sequence numbers - - - 11 - 789 - 0 - 7 - 0 - Optional, alternative via counterparty bi-lateral agreement message gap detection and recovery approach (see "Logon Message NextExpectedMsgSeqNum Processing" section) - - - 11 - 383 - 0 - 8 - 0 - Can be used to specify the maximum number of bytes supported for messages received - - - 11 - MsgTypeGrp - 0 - 8.1 - 0 - - - 11 - 464 - 0 - 12 - 0 - Can be used to specify that this FIX session will be sending and receiving "test" vs. "production" messages. - - - 11 - 553 - 0 - 13 - 0 - - - 11 - 554 - 0 - 14 - 0 - Note: minimal security exists without transport-level encryption. - - - 11 - 925 - 0 - 15 - 0 - Specifies a new password for the FIX Logon. The new password is used for subsequent logons. - - - 11 - 1400 - 0 - 16 - 0 - - - 11 - 1401 - 0 - 17 - 0 - - - 11 - 1402 - 0 - 18 - 0 - - - 11 - 1403 - 0 - 19 - 0 - - - 11 - 1404 - 0 - 20 - 0 - Encrypted new password- encrypted via the method specified in the field EncryptedPasswordMethod(1400) - - - 11 - 1409 - 0 - 21 - 0 - Session status at time of logon. Field is intended to be used when the logon is sent as an acknowledgement from acceptor of the FIX session. - - - 11 - 1137 - 0 - 30 - 1 - The default version of FIX messages used in this session. - - - 11 - 1407 - 0 - 31 - 0 - The default extension pack for FIX messages used in this session - - - 11 - 1408 - 0 - 32 - 0 - The default custom application version (dictionary) for FIX messages used in this session - - - 11 - 58 - 0 - 50 - 0 - Available to provide a response to logon when used as a logon acknowledgement from acceptor back to the logon initiator. - - - 11 - 354 - 0 - 51 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 11 - 355 - 0 - 52 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 11 - StandardTrailer - 0 - 100 - 1 - - - 12 - StandardHeader - 0 - 1 - 1 - MsgType = B - - - 12 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 12 - 42 - 0 - 2 - 0 - - - 12 - 61 - 0 - 3 - 0 - - - 12 - 148 - 0 - 4 - 1 - Specifies the headline text - - - 12 - 358 - 0 - 5 - 0 - Must be set if EncodedHeadline field is specified and must immediately precede it. - - - 12 - 359 - 0 - 6 - 0 - Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. - - - 12 - RoutingGrp - 0 - 7 - 0 - Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. - - - 12 - InstrmtGrp - 0 - 10 - 0 - Specifies the number of repeating symbols (instruments) specified - - - 12 - InstrmtLegGrp - 0 - 12 - 0 - Number of legs -Identifies a Multi-leg Execution if present and non-zero. - - - 12 - UndInstrmtGrp - 0 - 14 - 0 - Number of underlyings - - - 12 - LinesOfTextGrp - 0 - 16 - 1 - Specifies the number of repeating lines of text specified - - - 12 - 149 - 0 - 20 - 0 - A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) - - - 12 - 95 - 0 - 21 - 0 - - - 12 - 96 - 0 - 22 - 0 - - - 12 - StandardTrailer - 0 - 23 - 1 - - - 13 - StandardHeader - 0 - 1 - 1 - MsgType = C - - - 13 - 164 - 0 - 2 - 1 - Unique identifier for the email message thread - - - 13 - 94 - 0 - 3 - 1 - - - 13 - 42 - 0 - 4 - 0 - - - 13 - 147 - 0 - 5 - 1 - Specifies the Subject text - - - 13 - 356 - 0 - 6 - 0 - Must be set if EncodedSubject field is specified and must immediately precede it. - - - 13 - 357 - 0 - 7 - 0 - Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. - - - 13 - RoutingGrp - 0 - 11 - 0 - Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. - - - 13 - InstrmtGrp - 0 - 14 - 0 - Specifies the number of repeating symbols (instruments) specified - - - 13 - UndInstrmtGrp - 0 - 16 - 0 - Number of underlyings - - - 13 - InstrmtLegGrp - 0 - 18 - 0 - Number of legs -Identifies a Multi-leg Execution if present and non-zero. - - - 13 - 37 - 0 - 20 - 0 - - - 13 - 11 - 0 - 21 - 0 - - - 13 - LinesOfTextGrp - 0 - 22 - 1 - Specifies the number of repeating lines of text specified - - - 13 - 95 - 0 - 26 - 0 - - - 13 - 96 - 0 - 27 - 0 - - - 13 - StandardTrailer - 0 - 28 - 1 - - - 14 - StandardHeader - 0 - 1 - 1 - MsgType = D - - - 14 - 11 - 0 - 2 - 1 - Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. - - - 14 - 526 - 0 - 3 - 0 - - - 14 - 583 - 0 - 4 - 0 - - - 14 - Parties - 0 - 5 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 14 - 229 - 0 - 6 - 0 - - - 14 - 75 - 0 - 7 - 0 - - - 14 - 1 - 0 - 8 - 0 - - - 14 - 660 - 0 - 9 - 0 - - - 14 - 581 - 0 - 10 - 0 - Type of account associated with the order (Origin) - - - 14 - 589 - 0 - 11 - 0 - - - 14 - 590 - 0 - 12 - 0 - - - 14 - 591 - 0 - 13 - 0 - - - 14 - 70 - 0 - 14 - 0 - Used to assign an overall allocation id to the block of preallocations - - - 14 - PreAllocGrp - 0 - 15 - 0 - Number of repeating groups for pre-trade allocation - - - 14 - 63 - 0 - 22 - 0 - For NDFs either SettlType or SettlDate should be specified. - - - 14 - 64 - 0 - 23 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. -For NDFs either SettlType or SettlDate should be specified. - - - 14 - 544 - 0 - 24 - 0 - - - 14 - 635 - 0 - 25 - 0 - - - 14 - 21 - 0 - 26 - 0 - - - 14 - 18 - 0 - 27 - 0 - Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified. - - - 14 - 110 - 0 - 28 - 0 - - - 14 - 1089 - 0 - 28.1 - 0 - - - 14 - 1090 - 0 - 28.2 - 0 - - - 14 - DisplayInstruction - 0 - 28.3 - 0 - - - 14 - 111 - 0 - 29 - 0 - - - 14 - 100 - 0 - 30 - 0 - - - 14 - 1133 - 0 - 30.1 - 0 - - - 14 - TrdgSesGrp - 0 - 31 - 0 - Specifies the number of repeating TradingSessionIDs - - - 14 - 81 - 0 - 34 - 0 - Used to identify soft trades at order entry. - - - 14 - Instrument - 0 - 35 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 14 - FinancingDetails - 0 - 36 - 0 - Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" - - - 14 - UndInstrmtGrp - 0 - 37 - 0 - Number of underlyings - - - 14 - 140 - 0 - 39 - 0 - Useful for verifying security identification - - - 14 - 54 - 0 - 40 - 1 - - - 14 - 114 - 0 - 41 - 0 - Required for short sell orders - - - 14 - 60 - 0 - 42 - 1 - Time this order request was initiated/released by the trader, trading system, or intermediary. - - - 14 - Stipulations - 0 - 43 - 0 - Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" - - - 14 - 854 - 0 - 44 - 0 - - - 14 - OrderQtyData - 0 - 45 - 1 - Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" - - - 14 - 40 - 0 - 46 - 1 - - - 14 - 423 - 0 - 47 - 0 - - - 14 - 44 - 0 - 48 - 0 - Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. - - - 14 - 1092 - 0 - 48.1 - 0 - - - 14 - 99 - 0 - 49 - 0 - Required for OrdType = "Stop" or OrdType = "Stop limit". - - - 14 - TriggeringInstruction - 0 - 49.1 - 0 - Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" - - - 14 - SpreadOrBenchmarkCurveData - 0 - 50 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" - - - 14 - YieldData - 0 - 51 - 0 - Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" - - - 14 - 15 - 0 - 52 - 0 - - - 14 - 376 - 0 - 53 - 0 - - - 14 - 377 - 0 - 54 - 0 - - - 14 - 23 - 0 - 55 - 0 - Required for Previously Indicated Orders (OrdType=E) - - - 14 - 117 - 0 - 56 - 0 - Required for Previously Quoted Orders (OrdType=D) - - - 14 - 59 - 0 - 57 - 0 - Absence of this field indicates Day order - - - 14 - 168 - 0 - 58 - 0 - Can specify the time at which the order should be considered valid - - - 14 - 432 - 0 - 59 - 0 - Conditionally required if TimeInForce = GTD and ExpireTime is not specified. - - - 14 - 126 - 0 - 60 - 0 - Conditionally required if TimeInForce = GTD and ExpireDate is not specified. - - - 14 - 427 - 0 - 61 - 0 - States whether executions are booked out or accumulated on a partially filled GT order - - - 14 - CommissionData - 0 - 62 - 0 - Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" - - - 14 - 528 - 0 - 63 - 0 - - - 14 - 529 - 0 - 64 - 0 - - - 14 - 1091 - 0 - 64.1 - 0 - - - 14 - 582 - 0 - 65 - 0 - - - 14 - 121 - 0 - 66 - 0 - Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. - - - 14 - 120 - 0 - 67 - 0 - Required if ForexReq=Y. -Required for NDFs. - - - 14 - 775 - 0 - 68 - 0 - Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. - - - 14 - 58 - 0 - 69 - 0 - - - 14 - 354 - 0 - 70 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 14 - 355 - 0 - 71 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 14 - 193 - 0 - 72 - 0 - Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - - - 14 - 192 - 0 - 73 - 0 - Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - - - 14 - 640 - 0 - 74 - 0 - Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). - - - 14 - 77 - 0 - 75 - 0 - For use in derivatives omnibus accounting - - - 14 - 203 - 0 - 76 - 0 - For use with derivatives, such as options - - - 14 - 210 - 0 - 77 - 0 - - - 14 - PegInstructions - 0 - 78 - 0 - Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" - - - 14 - DiscretionInstructions - 0 - 79 - 0 - Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" - - - 14 - 847 - 0 - 80 - 0 - The target strategy of the order - - - 14 - StrategyParametersGrp - 0 - 80.1 - 0 - Strategy parameter block - - - 14 - 848 - 0 - 81 - 0 - For further specification of the TargetStrategy - - - 14 - 849 - 0 - 82 - 0 - Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. -For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) - - - 14 - 480 - 0 - 83 - 0 - For CIV - Optional - - - 14 - 481 - 0 - 84 - 0 - - - 14 - 513 - 0 - 85 - 0 - Reference to Registration Instructions message for this Order. - - - 14 - 494 - 0 - 86 - 0 - Supplementary registration information for this Order - - - 14 - 1028 - 0 - 86.1 - 0 - - - 14 - 1029 - 0 - 86.2 - 0 - - - 14 - 1030 - 0 - 86.3 - 0 - - - 14 - 1031 - 0 - 86.4 - 0 - - - 14 - 1032 - 0 - 86.5 - 0 - - - 14 - TrdRegTimestamps - 0 - 86.6 - 0 - - - 14 - 1080 - 0 - 86.61 - 0 - Required for counter-order selection / Hit / Take Orders. (OrdType = Q) - - - 14 - 1081 - 0 - 86.62 - 0 - Conditionally required if RefOrderID is specified. - - - 14 - StandardTrailer - 0 - 87 - 1 - - - 15 - StandardHeader - 0 - 1 - 1 - MsgType = E - - - 15 - 66 - 0 - 2 - 1 - Must be unique, by customer, for the day - - - 15 - 390 - 0 - 3 - 0 - Should refer to an earlier program if bidding took place. - - - 15 - 391 - 0 - 4 - 0 - - - 15 - 414 - 0 - 5 - 0 - - - 15 - 394 - 0 - 6 - 1 - e.g. Non Disclosed Model, Disclosed Model, No Bidding Process - - - 15 - 415 - 0 - 7 - 0 - - - 15 - 480 - 0 - 8 - 0 - For CIV - Optional - - - 15 - 481 - 0 - 9 - 0 - - - 15 - 513 - 0 - 10 - 0 - Reference to Registration Instructions message applicable to all Orders in this List. - - - 15 - 433 - 0 - 11 - 0 - Controls when execution should begin For CIV Orders indicates order of execution.. - - - 15 - 69 - 0 - 12 - 0 - Free-form text. - - - 15 - 1385 - 0 - 12.1 - 0 - Used for contingency orders. - - - 15 - 352 - 0 - 13 - 0 - Must be set if EncodedListExecInst field is specified and must immediately precede it. - - - 15 - 353 - 0 - 14 - 0 - Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. - - - 15 - 765 - 0 - 15 - 0 - The maximum percentage that execution of one side of a program trade can exceed execution of the other. - - - 15 - 766 - 0 - 16 - 0 - The maximum amount that execution of one side of a program trade can exceed execution of the other. - - - 15 - 767 - 0 - 17 - 0 - The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used. - - - 15 - 68 - 0 - 18 - 1 - Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. - - - 15 - 893 - 0 - 19 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 15 - RootParties - 0 - 19.1 - 0 - Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual orders. - - - 15 - ListOrdGrp - 0 - 20 - 1 - Number of orders in this message (number of repeating groups to follow) - - - 15 - StandardTrailer - 0 - 105 - 1 - - - 16 - StandardHeader - 0 - 1 - 1 - MsgType = F - - - 16 - 41 - 0 - 2 - 0 - ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. -Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID - - - 16 - 37 - 0 - 3 - 0 - Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). - - - 16 - 11 - 0 - 4 - 1 - Unique ID of cancel request as assigned by the institution. - - - 16 - 526 - 0 - 5 - 0 - - - 16 - 583 - 0 - 6 - 0 - - - 16 - 66 - 0 - 7 - 0 - Required for List Orders - - - 16 - 586 - 0 - 8 - 0 - - - 16 - 1 - 0 - 9 - 0 - - - 16 - 660 - 0 - 10 - 0 - - - 16 - 581 - 0 - 11 - 0 - - - 16 - Parties - 0 - 12 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 16 - Instrument - 0 - 13 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 16 - FinancingDetails - 0 - 14 - 0 - Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" -Must match original order - - - 16 - UndInstrmtGrp - 0 - 15 - 0 - Number of underlyings - - - 16 - 54 - 0 - 17 - 1 - - - 16 - 60 - 0 - 18 - 1 - Time this order request was initiated/released by the trader or trading system. - - - 16 - OrderQtyData - 0 - 19 - 1 - Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" -Note: OrderQty = CumQty + LeavesQty (see exceptions above) - - - 16 - 376 - 0 - 20 - 0 - - - 16 - 58 - 0 - 21 - 0 - - - 16 - 354 - 0 - 22 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 16 - 355 - 0 - 23 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 16 - StandardTrailer - 0 - 24 - 1 - - - 17 - StandardHeader - 0 - 1 - 1 - MsgType = G - - - 17 - 37 - 0 - 2 - 0 - Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). - - - 17 - Parties - 0 - 3 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 17 - 229 - 0 - 4 - 0 - - - 17 - 75 - 0 - 5 - 0 - - - 17 - 41 - 0 - 6 - 0 - ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. -Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID - - - 17 - 11 - 0 - 7 - 1 - Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. - - - 17 - 526 - 0 - 8 - 0 - - - 17 - 583 - 0 - 9 - 0 - - - 17 - 66 - 0 - 10 - 0 - Required for List Orders - - - 17 - 586 - 0 - 11 - 0 - TransactTime of the last state change that occurred to the original order - - - 17 - 1 - 0 - 12 - 0 - - - 17 - 660 - 0 - 13 - 0 - - - 17 - 581 - 0 - 14 - 0 - - - 17 - 589 - 0 - 15 - 0 - - - 17 - 590 - 0 - 16 - 0 - - - 17 - 591 - 0 - 17 - 0 - - - 17 - 70 - 0 - 18 - 0 - Used to assign an overall allocation id to the block of preallocations - - - 17 - PreAllocGrp - 0 - 19 - 0 - Number of repeating groups for pre-trade allocation - - - 17 - 63 - 0 - 26 - 0 - For NDFs either SettlType or SettlDate should be specified. - - - 17 - 64 - 0 - 27 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. -For NDFs either SettlType or SettlDate should be specified. - - - 17 - 544 - 0 - 28 - 0 - - - 17 - 635 - 0 - 29 - 0 - - - 17 - 21 - 0 - 30 - 0 - - - 17 - 18 - 0 - 31 - 0 - Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message). - - - 17 - 110 - 0 - 32 - 0 - - - 17 - 1089 - 0 - 32.1 - 0 - - - 17 - 1090 - 0 - 32.2 - 0 - - - 17 - DisplayInstruction - 0 - 32.3 - 0 - Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" - - - 17 - 111 - 0 - 33 - 0 - - - 17 - 100 - 0 - 34 - 0 - - - 17 - 1133 - 0 - 34.1 - 0 - - - 17 - TrdgSesGrp - 0 - 35 - 0 - Specifies the number of repeating TradingSessionIDs - - - 17 - Instrument - 0 - 38 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" -Must match original order - - - 17 - FinancingDetails - 0 - 39 - 0 - Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" -Must match original order - - - 17 - UndInstrmtGrp - 0 - 40 - 0 - Number of underlyings - - - 17 - 54 - 0 - 44 - 1 - Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: -Buy and Buy Minus -Sell, Sell Plus, Sell Short, and Sell Short Exempt -Cross, Cross Short, and Cross Short Exempt - - - 17 - 60 - 0 - 45 - 1 - Time this order request was initiated/released by the trader or trading system. - - - 17 - 854 - 0 - 46 - 0 - - - 17 - OrderQtyData - 0 - 47 - 1 - Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" -Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) - - - 17 - 40 - 0 - 48 - 1 - - - 17 - 423 - 0 - 49 - 0 - - - 17 - 44 - 0 - 50 - 0 - Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. - - - 17 - 1092 - 0 - 50.1 - 0 - - - 17 - 99 - 0 - 51 - 0 - Required for OrdType = "Stop" or OrdType = "Stop limit". - - - 17 - TriggeringInstruction - 0 - 51.1 - 0 - Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" - - - 17 - SpreadOrBenchmarkCurveData - 0 - 52 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" - - - 17 - YieldData - 0 - 53 - 0 - Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" - - - 17 - PegInstructions - 0 - 54 - 0 - Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" - - - 17 - DiscretionInstructions - 0 - 55 - 0 - Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" - - - 17 - 847 - 0 - 56 - 0 - The target strategy of the order - - - 17 - StrategyParametersGrp - 0 - 56.1 - 0 - Strategy parameter block - - - 17 - 848 - 0 - 57 - 0 - For further specification of the TargetStrategy - - - 17 - 849 - 0 - 58 - 0 - Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. -For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) - - - 17 - 376 - 0 - 59 - 0 - - - 17 - 377 - 0 - 60 - 0 - - - 17 - 15 - 0 - 61 - 0 - Must match original order. - - - 17 - 59 - 0 - 62 - 0 - Absence of this field indicates Day order - - - 17 - 168 - 0 - 63 - 0 - Can specify the time at which the order should be considered valid - - - 17 - 432 - 0 - 64 - 0 - Conditionally required if TimeInForce = GTD and ExpireTime is not specified. - - - 17 - 126 - 0 - 65 - 0 - Conditionally required if TimeInForce = GTD and ExpireDate is not specified. - - - 17 - 427 - 0 - 66 - 0 - States whether executions are booked out or accumulated on a partially filled GT order - - - 17 - CommissionData - 0 - 67 - 0 - Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" - - - 17 - 528 - 0 - 68 - 0 - - - 17 - 529 - 0 - 69 - 0 - - - 17 - 1091 - 0 - 69.1 - 0 - - - 17 - 582 - 0 - 70 - 0 - - - 17 - 121 - 0 - 71 - 0 - Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. - - - 17 - 120 - 0 - 72 - 0 - Required if ForexReq=Y. -Required for NDFs. - - - 17 - 775 - 0 - 73 - 0 - Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. - - - 17 - 58 - 0 - 74 - 0 - - - 17 - 354 - 0 - 75 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 17 - 355 - 0 - 76 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 17 - 193 - 0 - 77 - 0 - Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - - - 17 - 192 - 0 - 78 - 0 - Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - - - 17 - 640 - 0 - 79 - 0 - Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap. - - - 17 - 77 - 0 - 80 - 0 - For use in derivatives omnibus accounting - - - 17 - 203 - 0 - 81 - 0 - For use with derivatives, such as options - - - 17 - 210 - 0 - 82 - 0 - - - 17 - 114 - 0 - 83 - 0 - Required for short sell orders - - - 17 - 480 - 0 - 84 - 0 - For CIV - Optional - - - 17 - 481 - 0 - 85 - 0 - - - 17 - 513 - 0 - 86 - 0 - Reference to Registration Instructions message for this Order. - - - 17 - 494 - 0 - 87 - 0 - Supplementary registration information for this Order - - - 17 - 1028 - 0 - 87.1 - 0 - - - 17 - 1029 - 0 - 87.2 - 0 - - - 17 - 1030 - 0 - 87.3 - 0 - - - 17 - 1031 - 0 - 87.4 - 0 - - - 17 - 1032 - 0 - 87.5 - 0 - - - 17 - TrdRegTimestamps - 0 - 87.6 - 0 - - - 17 - StandardTrailer - 0 - 88 - 1 - - - 18 - StandardHeader - 0 - 1 - 1 - MsgType = H - - - 18 - 37 - 0 - 2 - 0 - Conditionally required if ClOrdID(11) is not provided. Either OrderID or ClOrdID must be provided. - - - 18 - 11 - 0 - 3 - 0 - The ClOrdID of the order whose status is being requested. Conditionally required if the OrderID(37) is not provided. Either OrderID or ClOrdID must be provided. - - - 18 - 526 - 0 - 4 - 0 - - - 18 - 583 - 0 - 5 - 0 - - - 18 - Parties - 0 - 6 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 18 - 790 - 0 - 7 - 0 - Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided. - - - 18 - 1 - 0 - 8 - 0 - - - 18 - 660 - 0 - 9 - 0 - - - 18 - Instrument - 0 - 10 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 18 - FinancingDetails - 0 - 11 - 0 - Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" -Must match original order - - - 18 - UndInstrmtGrp - 0 - 12 - 0 - Number of underlyings - - - 18 - 54 - 0 - 14 - 1 - - - 18 - StandardTrailer - 0 - 15 - 1 - - - 19 - StandardHeader - 0 - 1 - 1 - MsgType = J - - - 19 - 70 - 0 - 2 - 1 - Unique identifier for this allocation instruction message - - - 19 - 71 - 0 - 3 - 1 - i.e. New, Cancel, Replace - - - 19 - 626 - 0 - 4 - 1 - Specifies the purpose or type of Allocation message - - - 19 - 793 - 0 - 5 - 0 - Optional second identifier for this allocation instruction (need not be unique) - - - 19 - 72 - 0 - 6 - 0 - Required for AllocTransType = Replace or Cancel - - - 19 - 796 - 0 - 7 - 0 - Required for AllocTransType = Replace or Cancel -Gives the reason for replacing or cancelling the allocation instruction - - - 19 - 808 - 0 - 8 - 0 - Required if AllocType = 8 (Request to Intermediary) -Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) - - - 19 - 196 - 0 - 9 - 0 - Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" - - - 19 - 197 - 0 - 10 - 0 - Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. - - - 19 - 466 - 0 - 11 - 0 - Can be used with AllocType=" Ready-To-Book " - - - 19 - 857 - 0 - 12 - 0 - Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not. - - - 19 - OrdAllocGrp - 0 - 13 - 0 - Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 - - - 19 - ExecAllocGrp - 0 - 23 - 0 - Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. - - - 19 - 570 - 0 - 30 - 0 - - - 19 - 700 - 0 - 31 - 0 - - - 19 - 574 - 0 - 32 - 0 - - - 19 - 54 - 0 - 33 - 1 - - - 19 - Instrument - 0 - 34 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". -For NDFs fixing date and time can be optionally specified using MaturityDate and MaturityTime. - - - 19 - InstrumentExtension - 0 - 35 - 0 - Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" - - - 19 - FinancingDetails - 0 - 36 - 0 - Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" - - - 19 - UndInstrmtGrp - 0 - 37 - 0 - - - 19 - InstrmtLegGrp - 0 - 39 - 0 - - - 19 - 53 - 0 - 41 - 1 - Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book - - - 19 - 854 - 0 - 42 - 0 - - - 19 - 30 - 0 - 43 - 0 - Market of the executions. - - - 19 - 229 - 0 - 44 - 0 - - - 19 - 336 - 0 - 45 - 0 - - - 19 - 625 - 0 - 46 - 0 - - - 19 - 423 - 0 - 47 - 0 - - - 19 - 6 - 0 - 48 - 0 - For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). -For 3rd party allocations used to convey either basic price or averaged price -Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. - - - 19 - 860 - 0 - 49 - 0 - - - 19 - SpreadOrBenchmarkCurveData - 0 - 50 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" - - - 19 - 15 - 0 - 51 - 0 - Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. - - - 19 - 74 - 0 - 52 - 0 - Absence of this field indicates that default precision arranged by the broker/institution is to be used - - - 19 - Parties - 0 - 53 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 19 - 75 - 0 - 54 - 1 - - - 19 - 60 - 0 - 55 - 0 - Date/time when allocation is generated - - - 19 - 63 - 0 - 56 - 0 - - - 19 - 64 - 0 - 57 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. -Required for NDFs to specify the "value date". - - - 19 - 775 - 0 - 58 - 0 - Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. - - - 19 - 381 - 0 - 59 - 0 - Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. - - - 19 - 238 - 0 - 60 - 0 - - - 19 - 237 - 0 - 61 - 0 - - - 19 - 118 - 0 - 62 - 0 - Expressed in same currency as AvgPx. Sum of AllocNetMoney. -For FX, if specified, expressed in terms of Currency(15). - - - 19 - 77 - 0 - 63 - 0 - - - 19 - 754 - 0 - 64 - 0 - Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House - - - 19 - 58 - 0 - 65 - 0 - - - 19 - 354 - 0 - 66 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 19 - 355 - 0 - 67 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 19 - 157 - 0 - 68 - 0 - Applicable for Convertible Bonds and fixed income - - - 19 - 158 - 0 - 69 - 0 - Applicable for Convertible Bonds and fixed income - - - 19 - 159 - 0 - 70 - 0 - Applicable for Convertible Bonds and fixed income - - - 19 - 540 - 0 - 71 - 0 - - - 19 - 738 - 0 - 72 - 0 - - - 19 - 920 - 0 - 73 - 0 - For repurchase agreements the accrued interest on termination. - - - 19 - 921 - 0 - 74 - 0 - For repurchase agreements the start (dirty) cash consideration - - - 19 - 922 - 0 - 75 - 0 - For repurchase agreements the end (dirty) cash consideration - - - 19 - 650 - 0 - 76 - 0 - - - 19 - Stipulations - 0 - 77 - 0 - - - 19 - YieldData - 0 - 78 - 0 - - - 19 - PositionAmountData - 0 - 78.1 - 0 - Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" - - - 19 - 892 - 0 - 79 - 0 - Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. -Only required where message has been fragmented. - - - 19 - 893 - 0 - 80 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 19 - AllocGrp - 0 - 81 - 0 - Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" - - - 19 - 819 - 0 - 81.1 - 0 - Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. - - - 19 - 715 - 0 - 81.2 - 0 - Indicates Clearing Business Date for which transaction will be settled. - - - 19 - 828 - 0 - 81.3 - 0 - Indicates Trade Type of Allocation. - - - 19 - 829 - 0 - 81.4 - 0 - Indicates TradeSubType of Allocation. Necessary for defining groups. - - - 19 - 582 - 0 - 81.5 - 0 - Indicates CTI of original trade marked for allocation. - - - 19 - 578 - 0 - 81.6 - 0 - Indicates input source of original trade marked for allocation. - - - 19 - 442 - 0 - 81.8 - 0 - Indicates MultiLegReportType of original trade marked for allocation. - - - 19 - 1011 - 0 - 81.85 - 0 - Used to identify the event or source which gave rise to a message. - - - 19 - 991 - 0 - 81.9 - 0 - Specifies the rounded price to quoted precision. - - - 19 - StandardTrailer - 0 - 117 - 1 - - - 20 - StandardHeader - 0 - 1 - 1 - MsgType = K - - - 20 - 66 - 0 - 2 - 1 - - - 20 - Parties - 0 - 2.1 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" - - - 20 - 60 - 0 - 3 - 1 - Time this order request was initiated/released by the trader or trading system. - - - 20 - 229 - 0 - 4 - 0 - - - 20 - 75 - 0 - 5 - 0 - - - 20 - 58 - 0 - 6 - 0 - - - 20 - 354 - 0 - 7 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 20 - 355 - 0 - 8 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 20 - StandardTrailer - 0 - 9 - 1 - - - 21 - StandardHeader - 0 - 1 - 1 - MsgType = L - - - 21 - 66 - 0 - 2 - 1 - Must be unique, by customer, for the day - - - 21 - 391 - 0 - 3 - 0 - Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute. - - - 21 - 390 - 0 - 4 - 0 - - - 21 - 60 - 0 - 5 - 1 - Time this order request was initiated/released by the trader or trading system. - - - 21 - 58 - 0 - 6 - 0 - - - 21 - 354 - 0 - 7 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 21 - 355 - 0 - 8 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 21 - StandardTrailer - 0 - 9 - 1 - - - 22 - StandardHeader - 0 - 1 - 1 - MsgType = M - - - 22 - 66 - 0 - 2 - 1 - - - 22 - 58 - 0 - 3 - 0 - - - 22 - 354 - 0 - 4 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 22 - 355 - 0 - 5 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 22 - StandardTrailer - 0 - 6 - 1 - - - 23 - StandardHeader - 0 - 1 - 1 - MsgType = N - - - 23 - 66 - 0 - 2 - 1 - - - 23 - 429 - 0 - 3 - 1 - - - 23 - 82 - 0 - 4 - 1 - Total number of messages required to status complete list. - - - 23 - 431 - 0 - 5 - 1 - - - 23 - 1385 - 0 - 5.1 - 0 - - - 23 - 1386 - 0 - 5.2 - 0 - - - 23 - 83 - 0 - 6 - 1 - Sequence number of this report message. - - - 23 - 444 - 0 - 7 - 0 - - - 23 - 445 - 0 - 8 - 0 - Must be set if EncodedListStatusText field is specified and must immediately precede it. - - - 23 - 446 - 0 - 9 - 0 - Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. - - - 23 - 60 - 0 - 10 - 0 - - - 23 - 68 - 0 - 11 - 1 - Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. - - - 23 - 893 - 0 - 12 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 23 - OrdListStatGrp - 0 - 13 - 1 - Number of orders statused in this message, i.e. number of repeating groups to follow. - - - 23 - StandardTrailer - 0 - 26 - 1 - - - 24 - StandardHeader - 0 - 1 - 1 - MsgType = P - - - 24 - 70 - 0 - 2 - 1 - - - 24 - Parties - 0 - 3 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 24 - 793 - 0 - 4 - 0 - Optional second identifier for the allocation instruction being acknowledged (need not be unique) - - - 24 - 75 - 0 - 5 - 0 - - - 24 - 60 - 0 - 6 - 0 - Date/Time Allocation Instruction Ack generated - - - 24 - 87 - 0 - 7 - 1 - Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed). - - - 24 - 88 - 0 - 8 - 0 - Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message - - - 24 - 626 - 0 - 9 - 0 - - - 24 - 808 - 0 - 10 - 0 - Required if AllocType = 8 (Request to Intermediary) -Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) - - - 24 - 573 - 0 - 11 - 0 - Denotes whether the financial details provided on the Allocation Instruction were successfully matched. - - - 24 - 460 - 0 - 12 - 0 - - - 24 - 167 - 0 - 13 - 0 - - - 24 - 58 - 0 - 14 - 0 - Can include explanation for AllocRejCode = 7 (other) - - - 24 - 354 - 0 - 15 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 24 - 355 - 0 - 16 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 24 - AllocAckGrp - 0 - 17 - 0 - This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value. -Indicates number of allocation groups to follow. - - - 24 - StandardTrailer - 0 - 26 - 1 - - - 25 - StandardHeader - 0 - 1 - 1 - MsgType = Q - - - 25 - 37 - 0 - 2 - 1 - Broker Order ID as identified on problem execution - - - 25 - 198 - 0 - 3 - 0 - - - 25 - 17 - 0 - 4 - 1 - Execution ID of problem execution - - - 25 - 127 - 0 - 5 - 1 - - - 25 - Instrument - 0 - 6 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 25 - UndInstrmtGrp - 0 - 7 - 0 - Number of underlyings - - - 25 - InstrmtLegGrp - 0 - 9 - 0 - Number of Legs - - - 25 - 54 - 0 - 11 - 1 - - - 25 - OrderQtyData - 0 - 12 - 1 - Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" - - - 25 - 32 - 0 - 13 - 0 - Required if specified on the ExecutionRpt - - - 25 - 31 - 0 - 14 - 0 - Required if specified on the ExecutionRpt - - - 25 - 58 - 0 - 15 - 0 - - - 25 - 354 - 0 - 16 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 25 - 355 - 0 - 17 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 25 - StandardTrailer - 0 - 18 - 1 - - - 26 - StandardHeader - 0 - 1 - 1 - MsgType = R - - - 26 - 131 - 0 - 2 - 1 - - - 26 - 644 - 0 - 3 - 0 - For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. - - - 26 - 11 - 0 - 4 - 0 - Required only in two party models when QuoteType(537) = '1' (Tradeable) and the OrdType(40) = '2' (Limit). - - - 26 - 528 - 0 - 5 - 0 - - - 26 - 1171 - 0 - 5.1 - 0 - Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. - - - 26 - 1172 - 0 - 5.2 - 0 - - - 26 - 1091 - 0 - 5.3 - 0 - - - 26 - RootParties - 0 - 5.31 - 0 - Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. - - - 26 - QuotReqGrp - 0 - 6 - 1 - Number of related symbols (instruments) in Request - - - 26 - 58 - 0 - 51 - 0 - - - 26 - 354 - 0 - 52 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 26 - 355 - 0 - 53 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 26 - StandardTrailer - 0 - 54 - 1 - - - 27 - StandardHeader - 0 - 1 - 1 - MsgType = S - - - 27 - 131 - 0 - 2 - 0 - Required when quote is in response to a Quote Request message - - - 27 - 117 - 0 - 3 - 1 - - - 27 - 1166 - 0 - 3.1 - 0 - Optionally used to supply a message identifier for a quote. - - - 27 - 693 - 0 - 4 - 0 - Required when responding to the Quote Response message. The counterparty specified ID of the Quote Response message. - - - 27 - 537 - 0 - 5 - 0 - Quote Type -If not specified, the default is an indicative quote - - - 27 - 1171 - 0 - 5.1 - 0 - Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. - - - 27 - QuotQualGrp - 0 - 6 - 0 - - - 27 - 301 - 0 - 8 - 0 - Level of Response requested from receiver of quote messages. - - - 27 - Parties - 0 - 9 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 27 - 336 - 0 - 10 - 0 - - - 27 - 625 - 0 - 11 - 0 - - - 27 - Instrument - 0 - 12 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 27 - FinancingDetails - 0 - 13 - 0 - Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" - - - 27 - UndInstrmtGrp - 0 - 14 - 0 - Number of underlyings - - - 27 - 54 - 0 - 16 - 0 - Required for Tradeable or Counter quotes of single instruments - - - 27 - OrderQtyData - 0 - 17 - 0 - Required for Tradeable quotes or Counter quotes of single instruments - - - 27 - 63 - 0 - 18 - 0 - - - 27 - 64 - 0 - 19 - 0 - Can be used with forex quotes to specify a specific "value date". -For NDFs this is required. - - - 27 - 193 - 0 - 20 - 0 - Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - - - 27 - 192 - 0 - 21 - 0 - Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - - - 27 - 15 - 0 - 22 - 0 - Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted - - - 27 - Stipulations - 0 - 23 - 0 - Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" - - - 27 - 1 - 0 - 24 - 0 - - - 27 - 660 - 0 - 25 - 0 - - - 27 - 581 - 0 - 26 - 0 - Type of account associated with the order (Origin) - - - 27 - LegQuotGrp - 0 - 27 - 0 - Required for multileg quotes - - - 27 - 132 - 0 - 39 - 0 - If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. - - - 27 - 133 - 0 - 40 - 0 - If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. - - - 27 - 645 - 0 - 41 - 0 - Can be used by markets that require showing the current best bid and offer - - - 27 - 646 - 0 - 42 - 0 - Can be used by markets that require showing the current best bid and offer - - - 27 - 647 - 0 - 43 - 0 - Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. - - - 27 - 134 - 0 - 44 - 0 - Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. - - - 27 - 648 - 0 - 45 - 0 - Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. - - - 27 - 135 - 0 - 46 - 0 - Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. - - - 27 - 110 - 0 - 46.1 - 0 - For use in private/directed quote negotiations. - - - 27 - 62 - 0 - 47 - 0 - The time when the quote will expire - - - 27 - 188 - 0 - 48 - 0 - May be applicable for F/X quotes - - - 27 - 190 - 0 - 49 - 0 - May be applicable for F/X quotes - - - 27 - 189 - 0 - 50 - 0 - May be applicable for F/X quotes - - - 27 - 191 - 0 - 51 - 0 - May be applicable for F/X quotes - - - 27 - 1065 - 0 - 51.1 - 0 - Bid swap points of an FX Swap quote. - - - 27 - 1066 - 0 - 51.2 - 0 - - - 27 - 631 - 0 - 52 - 0 - - - 27 - 632 - 0 - 53 - 0 - - - 27 - 633 - 0 - 54 - 0 - - - 27 - 634 - 0 - 55 - 0 - - - 27 - 60 - 0 - 56 - 0 - - - 27 - 40 - 0 - 57 - 0 - Can be used to specify the type of order the quote is for - - - 27 - 642 - 0 - 58 - 0 - Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value - - - 27 - 643 - 0 - 59 - 0 - Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value - - - 27 - 656 - 0 - 60 - 0 - Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message - - - 27 - 657 - 0 - 61 - 0 - Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message - - - 27 - 156 - 0 - 62 - 0 - Can be used when the quote is provided in a currency other than the instruments trading currency. - - - 27 - 13 - 0 - 63 - 0 - Can be used to show the counterparty the commission associated with the transaction. - - - 27 - 12 - 0 - 64 - 0 - Can be used to show the counterparty the commission associated with the transaction. - - - 27 - 582 - 0 - 65 - 0 - For Futures Exchanges - - - 27 - 100 - 0 - 66 - 0 - Used when routing quotes to multiple markets - - - 27 - 1133 - 0 - 66.1 - 0 - - - 27 - 528 - 0 - 67 - 0 - - - 27 - 423 - 0 - 68 - 0 - - - 27 - SpreadOrBenchmarkCurveData - 0 - 69 - 0 - - - 27 - YieldData - 0 - 70 - 0 - - - 27 - 58 - 0 - 71 - 0 - - - 27 - 354 - 0 - 72 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 27 - 355 - 0 - 73 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 27 - StandardTrailer - 0 - 74 - 1 - - - 28 - StandardHeader - 0 - 1 - 1 - MsgType = T - - - 28 - 777 - 0 - 2 - 1 - Unique identifier for this message - - - 28 - 791 - 0 - 3 - 0 - Only used when this message is used to respond to a settlement instruction request (to which this ID refers) - - - 28 - 160 - 0 - 4 - 1 - 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request - - - 28 - 792 - 0 - 5 - 0 - Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message. - - - 28 - 58 - 0 - 6 - 0 - Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. - - - 28 - 354 - 0 - 7 - 0 - - - 28 - 355 - 0 - 8 - 0 - - - 28 - 11 - 0 - 9 - 0 - Required for SettlInstMode(160) = 4 and when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID. - - - 28 - 60 - 0 - 10 - 1 - Date/time this message was generated - - - 28 - SettlInstGrp - 0 - 11 - 0 - Required except where SettlInstMode is 5=Reject SSI request - - - 28 - StandardTrailer - 0 - 33 - 1 - - - 29 - StandardHeader - 0 - 1 - 1 - MsgType = V - - - 29 - 262 - 0 - 2 - 1 - Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). - - - 29 - 263 - 0 - 3 - 1 - SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. - - - 29 - Parties - 0 - 3.1 - 0 - Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages - - - 29 - 264 - 0 - 4 - 1 - - - 29 - 265 - 0 - 5 - 0 - Required if SubscriptionRequestType = Snapshot + Updates (1). - - - 29 - 266 - 0 - 6 - 0 - - - 29 - 286 - 0 - 7 - 0 - Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). - - - 29 - 546 - 0 - 8 - 0 - Defines the scope(s) of the request - - - 29 - 547 - 0 - 9 - 0 - Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1). - - - 29 - MDReqGrp - 0 - 10 - 1 - Number of MDEntryType fields requested. - - - 29 - InstrmtMDReqGrp - 0 - 12 - 1 - Number of symbols (instruments) requested. - - - 29 - TrdgSesGrp - 0 - 18 - 0 - Number of trading sessions for which the request is valid. - - - 29 - 815 - 0 - 21 - 0 - Action to take if application level queuing exists - - - 29 - 812 - 0 - 22 - 0 - Maximum application queue depth that must be exceeded before queuing action is taken. - - - 29 - 1070 - 0 - 22.1 - 0 - - - 29 - StandardTrailer - 0 - 23 - 1 - - - 30 - StandardHeader - 0 - 1 - 1 - MsgType = W - - - 30 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 30 - 911 - 0 - 1.01 - 0 - Total number or reports returned in response to a request. - - - 30 - 963 - 0 - 1.1 - 0 - Unique indentifier for Market Data Report - - - 30 - 715 - 0 - 1.2 - 0 - - - 30 - 1021 - 0 - 1.21 - 0 - Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection - - - 30 - 1173 - 0 - 1.211 - 0 - Can be used to define a subordinate book. - - - 30 - 264 - 0 - 1.212 - 0 - Can be used to define the current depth of the book. - - - 30 - 1022 - 0 - 1.22 - 0 - Describes a class of service for a given data feed, ie Regular and Market Maker - - - 30 - 1187 - 0 - 1.221 - 0 - - - 30 - 75 - 0 - 1.23 - 0 - Used to specify the trading date for which a set of market data applies - - - 30 - 262 - 0 - 2 - 0 - Conditionally required if this message is in response to a Market Data Request. - - - 30 - Instrument - 0 - 3 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 30 - UndInstrmtGrp - 0 - 4 - 0 - Number of underlyings - - - 30 - InstrmtLegGrp - 0 - 6 - 0 - Required for multileg quotes - - - 30 - 291 - 0 - 8 - 0 - - - 30 - 292 - 0 - 9 - 0 - - - 30 - 451 - 0 - 10 - 0 - - - 30 - MDFullGrp - 0 - 11 - 1 - Number of entries following. - - - 30 - 813 - 0 - 46 - 0 - Depth of application messages queued for transmission as of delivery of this message - - - 30 - 814 - 0 - 47 - 0 - Action taken to resolve application queuing - - - 30 - RoutingGrp - 0 - 47.1 - 0 - - - 30 - StandardTrailer - 0 - 48 - 1 - - - 31 - StandardHeader - 0 - 1 - 1 - MsgType = X - - - 31 - ApplicationSequenceControl - 0 - 1.01 - 0 - - - 31 - 1021 - 0 - 1.1 - 0 - Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection - - - 31 - 1022 - 0 - 1.2 - 0 - Describes a class of service for a given data feed, ie Regular and Market Maker - - - 31 - 75 - 0 - 1.3 - 0 - Used to specify the trading date for which a set of market data applies - - - 31 - 262 - 0 - 2 - 0 - Conditionally required if this message is in response to a Market Data Request. - - - 31 - MDIncGrp - 0 - 3 - 1 - Number of entries following. - - - 31 - 813 - 0 - 50 - 0 - Depth of application messages queued for transmission as of delivery of this message - - - 31 - 814 - 0 - 51 - 0 - Action taken to resolve application queuing - - - 31 - RoutingGrp - 0 - 51.1 - 0 - - - 31 - StandardTrailer - 0 - 52 - 1 - - - 32 - StandardHeader - 0 - 1 - 1 - MsgType = Y - - - 32 - 262 - 0 - 2 - 1 - Must refer to the MDReqID of the request. - - - 32 - Parties - 0 - 2.1 - 0 - Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages - - - 32 - 281 - 0 - 3 - 0 - - - 32 - MDRjctGrp - 0 - 4 - 0 - - - 32 - 58 - 0 - 6 - 0 - - - 32 - 354 - 0 - 7 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 32 - 355 - 0 - 8 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 32 - StandardTrailer - 0 - 9 - 1 - - - 33 - StandardHeader - 0 - 1 - 1 - MsgType = Z - - - 33 - 131 - 0 - 2 - 0 - Required when quote is in response to a Quote Request message - - - 33 - 117 - 0 - 3 - 0 - Conditionally required when QuoteCancelType(298) = 5 (cancel quote specified in QuoteID). Maps to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). - - - 33 - 1166 - 0 - 3.1 - 0 - Optionally used to supply a message identifier for a quote cancel. - - - 33 - 298 - 0 - 4 - 1 - Identifies the type of Quote Cancel request. - - - 33 - 301 - 0 - 5 - 0 - Level of Response requested from receiver of quote messages. - - - 33 - Parties - 0 - 6 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 33 - 1 - 0 - 7 - 0 - - - 33 - 660 - 0 - 8 - 0 - - - 33 - 581 - 0 - 9 - 0 - Type of account associated with the order (Origin) - - - 33 - 336 - 0 - 10 - 0 - - - 33 - 625 - 0 - 11 - 0 - - - 33 - QuotCxlEntriesGrp - 0 - 12 - 0 - The number of securities (instruments) whose quotes are to be canceled -Not required when cancelling all quotes. - - - 33 - StandardTrailer - 0 - 19 - 1 - - - 34 - StandardHeader - 0 - 1 - 1 - MsgType = a (lowercase) - - - 34 - 649 - 0 - 2 - 0 - - - 34 - 117 - 0 - 3 - 0 - Maps to: -- QuoteID(117) of a single Quote -- QuoteEntryID(299) of a Mass Quote. - - - 34 - Instrument - 0 - 4 - 0 - Conditionally required when requesting status of a single security quote. - - - 34 - FinancingDetails - 0 - 5 - 0 - Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" - - - 34 - UndInstrmtGrp - 0 - 6 - 0 - Number of underlyings - - - 34 - InstrmtLegGrp - 0 - 8 - 0 - Required for multileg quotes - - - 34 - Parties - 0 - 10 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 34 - 1 - 0 - 11 - 0 - - - 34 - 660 - 0 - 12 - 0 - - - 34 - 581 - 0 - 13 - 0 - Type of account associated with the order (Origin) - - - 34 - 336 - 0 - 14 - 0 - - - 34 - 625 - 0 - 15 - 0 - - - 34 - 263 - 0 - 16 - 0 - Used to subscribe for Quote Status Report messages - - - 34 - StandardTrailer - 0 - 17 - 1 - - - 35 - StandardHeader - 0 - 1 - 1 - MsgType = b (lowercase) - - - 35 - 131 - 0 - 2 - 0 - Required when acknowledgment is in response to a Quote Request message - - - 35 - 117 - 0 - 3 - 0 - Required when acknowledgment is in response to a Mass Quote, mass Quote Cancel or mass Quote Status Request message. Maps to: -- QuoteID(117) of a Mass Quote -- QuoteMsgID(1166) of Quote Cancel -- QuoteStatusReqID(649) of Quote Status Request - - - 35 - 297 - 0 - 4 - 1 - Status of the mass quote acknowledgement. - - - 35 - 300 - 0 - 5 - 0 - Reason Quote was rejected. - - - 35 - 301 - 0 - 6 - 0 - Level of Response requested from receiver of quote messages. Is echoed back to the counterparty. - - - 35 - 537 - 0 - 7 - 0 - Type of Quote - - - 35 - 298 - 0 - 7.1 - 0 - - - 35 - Parties - 0 - 8 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 35 - 1 - 0 - 9 - 0 - - - 35 - 660 - 0 - 10 - 0 - - - 35 - 581 - 0 - 11 - 0 - Type of account associated with the order (Origin) - - - 35 - 58 - 0 - 12 - 0 - - - 35 - 354 - 0 - 13 - 0 - - - 35 - 355 - 0 - 14 - 0 - - - 35 - QuotSetAckGrp - 0 - 15 - 0 - The number of sets of quotes in the message - - - 35 - StandardTrailer - 0 - 49 - 1 - - - 36 - StandardHeader - 0 - 1 - 1 - MsgType = c (lowercase) - - - 36 - 320 - 0 - 2 - 1 - - - 36 - 321 - 0 - 3 - 1 - - - 36 - 1301 - 0 - 3.1 - 0 - Identifies the market for which the security definition request is being made. - - - 36 - 1300 - 0 - 3.2 - 0 - Identifies the segment of the market for which the security definition request is being made. - - - 36 - Instrument - 0 - 4 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" -of the requested Security - - - 36 - InstrumentExtension - 0 - 5 - 0 - Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" - - - 36 - UndInstrmtGrp - 0 - 6 - 0 - Number of underlyings - - - 36 - 15 - 0 - 8 - 0 - - - 36 - 58 - 0 - 9 - 0 - Comment, instructions, or other identifying information. - - - 36 - 354 - 0 - 10 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 36 - 355 - 0 - 11 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 36 - 336 - 0 - 12 - 0 - Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. - - - 36 - 625 - 0 - 13 - 0 - - - 36 - Stipulations - 0 - 13.1 - 0 - - - 36 - InstrmtLegGrp - 0 - 14 - 0 - Number of legs that make up the Security - - - 36 - SpreadOrBenchmarkCurveData - 0 - 15.1 - 0 - - - 36 - YieldData - 0 - 15.2 - 0 - - - 36 - 827 - 0 - 16 - 0 - - - 36 - 263 - 0 - 17 - 0 - Subscribe or unsubscribe for security status to security specified in request. - - - 36 - StandardTrailer - 0 - 18 - 1 - - - 37 - StandardHeader - 0 - 1 - 1 - MsgType = d (lowercase) - - - 37 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 37 - 964 - 0 - 1.1 - 0 - Identifier for Security Definition message - - - 37 - 715 - 0 - 1.2 - 0 - - - 37 - 320 - 0 - 2 - 0 - - - 37 - 322 - 0 - 3 - 0 - Identifier for the Security Definition message - - - 37 - 323 - 0 - 4 - 0 - Response to the Security Definition Request - - - 37 - 292 - 0 - 4.1 - 0 - Identifies the type of Corporate Action - - - 37 - Instrument - 0 - 5 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" -of the requested Security - - - 37 - InstrumentExtension - 0 - 6 - 0 - Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" - - - 37 - UndInstrmtGrp - 0 - 7 - 0 - Number of underlyings - - - 37 - 15 - 0 - 9 - 0 - Currency in which the price is denominated - - - 37 - 58 - 0 - 12 - 0 - Comment, instructions, or other identifying information. - - - 37 - 354 - 0 - 13 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 37 - 355 - 0 - 14 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 37 - Stipulations - 0 - 14.1 - 0 - - - 37 - InstrmtLegGrp - 0 - 15 - 0 - Number of legs that make up the Security - - - 37 - SpreadOrBenchmarkCurveData - 0 - 15.1 - 0 - - - 37 - YieldData - 0 - 15.2 - 0 - - - 37 - MarketSegmentGrp - 0 - 15.4 - 0 - Contains all the security details related to listing and trading the security - - - 37 - StandardTrailer - 0 - 20 - 1 - - - 38 - StandardHeader - 0 - 1 - 1 - MsgType = e (lowercase) - - - 38 - 324 - 0 - 2 - 1 - Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). - - - 38 - Instrument - 0 - 3 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 38 - InstrumentExtension - 0 - 4 - 0 - Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" - - - 38 - UndInstrmtGrp - 0 - 5 - 0 - Number of underlyings - - - 38 - InstrmtLegGrp - 0 - 7 - 0 - Number of legs that make up the Security - - - 38 - 15 - 0 - 9 - 0 - - - 38 - 263 - 0 - 10 - 1 - SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. - - - 38 - 1301 - 0 - 10.1 - 0 - - - 38 - 1300 - 0 - 10.2 - 0 - - - 38 - 336 - 0 - 11 - 0 - - - 38 - 625 - 0 - 12 - 0 - - - 38 - StandardTrailer - 0 - 13 - 1 - - - 39 - StandardHeader - 0 - 1 - 1 - MsgType = f (lowercase) - - - 39 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 39 - 324 - 0 - 2 - 0 - - - 39 - Instrument - 0 - 3 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 39 - InstrumentExtension - 0 - 4 - 0 - Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" - - - 39 - UndInstrmtGrp - 0 - 5 - 0 - Number of underlyings - - - 39 - InstrmtLegGrp - 0 - 7 - 0 - Required for multileg quotes - - - 39 - 15 - 0 - 9 - 0 - - - 39 - 1301 - 0 - 9.1 - 0 - - - 39 - 1300 - 0 - 9.2 - 0 - - - 39 - 336 - 0 - 10 - 0 - - - 39 - 625 - 0 - 11 - 0 - - - 39 - 325 - 0 - 12 - 0 - Set to 'Y' if message is sent as a result of a subscription request not a snapshot request - - - 39 - 326 - 0 - 13 - 0 - Identifies the trading status applicable to the transaction. - - - 39 - 1174 - 0 - 13.2 - 0 - Identifies an event related to the trading status - - - 39 - 291 - 0 - 14 - 0 - - - 39 - 292 - 0 - 15 - 0 - - - 39 - 327 - 0 - 16 - 0 - Denotes the reason for the Opening Delay or Trading Halt. - - - 39 - 328 - 0 - 17 - 0 - - - 39 - 329 - 0 - 18 - 0 - - - 39 - 1021 - 0 - 18.1 - 0 - Used to relay changes in the book type - - - 39 - 264 - 0 - 18.2 - 0 - Used to relay changes in Market Depth. - - - 39 - 330 - 0 - 19 - 0 - - - 39 - 331 - 0 - 20 - 0 - - - 39 - 332 - 0 - 21 - 0 - - - 39 - 333 - 0 - 22 - 0 - - - 39 - 31 - 0 - 23 - 0 - Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated. - - - 39 - 60 - 0 - 24 - 0 - Trade Dissemination Time - - - 39 - 334 - 0 - 25 - 0 - - - 39 - 1025 - 0 - 25.1 - 0 - Represents the price of the first fill of the trading session. - - - 39 - 58 - 0 - 26 - 0 - Comment, instructions, or other identifying information. - - - 39 - 354 - 0 - 27 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 39 - 355 - 0 - 28 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 39 - StandardTrailer - 0 - 29 - 1 - - - 40 - StandardHeader - 0 - 1 - 1 - MsgType = g (lowercase) - - - 40 - 335 - 0 - 2 - 1 - Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). - - - 40 - 1301 - 0 - 2.1 - 0 - Market for which Trading Session applies - - - 40 - 1300 - 0 - 2.2 - 0 - Market Segment for which Trading Session applies - - - 40 - 336 - 0 - 3 - 0 - Trading Session for which status is being requested - - - 40 - 625 - 0 - 4 - 0 - - - 40 - 338 - 0 - 5 - 0 - Method of trading - - - 40 - 339 - 0 - 6 - 0 - Trading Session Mode - - - 40 - 263 - 0 - 7 - 1 - - - 40 - 207 - 0 - 7.1 - 0 - - - 40 - StandardTrailer - 0 - 8 - 1 - - - 41 - StandardHeader - 0 - 1 - 1 - MsgType = h (lowercase) - - - 41 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 41 - 335 - 0 - 2 - 0 - Provided for a response to a specific Trading Session Status Request message (snapshot). - - - 41 - 1301 - 0 - 2.1 - 0 - Market for which Trading Session applies - - - 41 - 1300 - 0 - 2.2 - 0 - Market Segment for which Trading Session applies - - - 41 - 336 - 0 - 3 - 1 - Identifier for Trading Session - - - 41 - 625 - 0 - 4 - 0 - - - 41 - 338 - 0 - 5 - 0 - Method of trading: - - - 41 - 339 - 0 - 6 - 0 - Trading Session Mode - - - 41 - 325 - 0 - 7 - 0 - Set to 'Y' if message is sent unsolicited as a result of a previous subscription request. - - - 41 - 340 - 0 - 8 - 1 - State of the trading session - - - 41 - 1368 - 0 - 8.1 - 0 - Identifies an event related to the trading status of a trading session - - - 41 - 567 - 0 - 9 - 0 - Use with TradSesStatus = "Request Rejected" - - - 41 - 341 - 0 - 10 - 0 - Starting time of the trading session - - - 41 - 342 - 0 - 11 - 0 - Time of the opening of the trading session - - - 41 - 343 - 0 - 12 - 0 - Time of the pre-close of the trading session - - - 41 - 344 - 0 - 13 - 0 - Closing time of the trading session - - - 41 - 345 - 0 - 14 - 0 - End time of the trading session - - - 41 - 387 - 0 - 15 - 0 - - - 41 - 58 - 0 - 16 - 0 - - - 41 - 354 - 0 - 17 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 41 - 355 - 0 - 18 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 41 - Instrument - 0 - 18.1 - 0 - - - 41 - StandardTrailer - 0 - 19 - 1 - - - 42 - StandardHeader - 0 - 1 - 1 - MsgType = i (lowercase) - - - 42 - 131 - 0 - 2 - 0 - Required when quote is in response to a Quote Request message - - - 42 - 117 - 0 - 3 - 1 - - - 42 - 537 - 0 - 4 - 0 - Type of Quote -Default is Indicative if not specified - - - 42 - 301 - 0 - 5 - 0 - Level of Response requested from receiver of quote messages. - - - 42 - Parties - 0 - 6 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 42 - 1 - 0 - 7 - 0 - - - 42 - 660 - 0 - 8 - 0 - - - 42 - 581 - 0 - 9 - 0 - Type of account associated with the order (Origin) - - - 42 - 293 - 0 - 10 - 0 - Default Bid Size for quote contained within this quote message - if not explicitly provided. - - - 42 - 294 - 0 - 11 - 0 - Default Offer Size for quotes contained within this quote message - if not explicitly provided. - - - 42 - QuotSetGrp - 0 - 12 - 1 - The number of sets of quotes in the message - - - 42 - StandardTrailer - 0 - 46 - 1 - - - 43 - StandardHeader - 0 - 1 - 1 - MsgType = j (lowercase) - - - 43 - 45 - 0 - 2 - 0 - MsgSeqNum of rejected message - - - 43 - 372 - 0 - 3 - 1 - The MsgType of the FIX message being referenced. - - - 43 - 1130 - 0 - 3.1 - 0 - Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. - - - 43 - 1406 - 0 - 3.2 - 0 - Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. - - - 43 - 1131 - 0 - 3.3 - 0 - Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. - - - 43 - 379 - 0 - 4 - 0 - The value of the business-level "ID" field on the message being referenced. Required unless the corresponding ID field (see list above) was not specified. - - - 43 - 380 - 0 - 5 - 1 - Code to identify reason for a Business Message Reject message. - - - 43 - 58 - 0 - 6 - 0 - Where possible, message to explain reason for rejection - - - 43 - 354 - 0 - 7 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 43 - 355 - 0 - 8 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 43 - StandardTrailer - 0 - 9 - 1 - - - 44 - StandardHeader - 0 - 1 - 1 - MsgType = k (lowercase) - - - 44 - 390 - 0 - 2 - 0 - Required to relate the bid response - - - 44 - 391 - 0 - 3 - 1 - - - 44 - 374 - 0 - 4 - 1 - Identifies the Bid Request message transaction type - - - 44 - 392 - 0 - 5 - 0 - - - 44 - 393 - 0 - 6 - 1 - - - 44 - 394 - 0 - 7 - 1 - e.g. "Non Disclosed", "Disclosed", No Bidding Process - - - 44 - 395 - 0 - 8 - 0 - Total number of tickets/allocations assuming fully executed - - - 44 - 15 - 0 - 9 - 0 - Used to represent the currency of monetary amounts. - - - 44 - 396 - 0 - 10 - 0 - Expressed in Currency - - - 44 - 397 - 0 - 11 - 0 - Expressed in Currency - - - 44 - BidDescReqGrp - 0 - 12 - 0 - Used if BidType="Non Disclosed" - - - 44 - BidCompReqGrp - 0 - 24 - 0 - Used if BidType="Disclosed" - - - 44 - 409 - 0 - 34 - 0 - - - 44 - 410 - 0 - 35 - 0 - Overall weighted average liquidity expressed as a % of average daily volume - - - 44 - 411 - 0 - 36 - 0 - - - 44 - 412 - 0 - 37 - 0 - % value of stocks outside main country in Currency - - - 44 - 413 - 0 - 38 - 0 - % of program that crosses in Currency - - - 44 - 414 - 0 - 39 - 0 - - - 44 - 415 - 0 - 40 - 0 - Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. - - - 44 - 416 - 0 - 41 - 0 - Net/Gross - - - 44 - 121 - 0 - 42 - 0 - Is foreign exchange required - - - 44 - 417 - 0 - 43 - 0 - Indicates the total number of bidders on the list - - - 44 - 75 - 0 - 44 - 0 - - - 44 - 418 - 0 - 45 - 1 - - - 44 - 419 - 0 - 46 - 1 - - - 44 - 443 - 0 - 47 - 0 - Used when BasisPxType = "C" - - - 44 - 58 - 0 - 48 - 0 - - - 44 - 354 - 0 - 49 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 44 - 355 - 0 - 50 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 44 - StandardTrailer - 0 - 51 - 1 - - - 45 - StandardHeader - 0 - 1 - 1 - MsgType = l (lowercase L) - - - 45 - 390 - 0 - 2 - 0 - - - 45 - 391 - 0 - 3 - 0 - - - 45 - BidCompRspGrp - 0 - 4 - 1 - Number of bid repeating groups - - - 45 - StandardTrailer - 0 - 20 - 1 - - - 46 - StandardHeader - 0 - 1 - 1 - MsgType = m (lowercase) - - - 46 - 66 - 0 - 2 - 1 - - - 46 - 422 - 0 - 3 - 1 - Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. - - - 46 - 893 - 0 - 4 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 46 - InstrmtStrkPxGrp - 0 - 5 - 1 - Number of strike price entries - - - 46 - StandardTrailer - 0 - 18 - 1 - - - 47 - StandardHeader - 0 - 1 - 1 - - - 47 - StandardTrailer - 0 - 100 - 1 - - - 48 - StandardHeader - 0 - 1 - 1 - MsgType = o (lowercase O) - - - 48 - 513 - 0 - 2 - 1 - - - 48 - 514 - 0 - 3 - 1 - - - 48 - 508 - 0 - 4 - 1 - Required for Cancel and Replace RegistTransType messages - - - 48 - 11 - 0 - 5 - 0 - Unique identifier of the order as assigned by institution or intermediary to which Registration relates - - - 48 - Parties - 0 - 6 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 48 - 1 - 0 - 7 - 0 - - - 48 - 660 - 0 - 8 - 0 - - - 48 - 493 - 0 - 9 - 0 - - - 48 - 495 - 0 - 10 - 0 - - - 48 - 517 - 0 - 11 - 0 - - - 48 - RgstDtlsGrp - 0 - 12 - 0 - Number of registration details in this message (number of repeating groups to follow) - - - 48 - RgstDistInstGrp - 0 - 21 - 0 - Number of Distribution instructions in this message (number of repeating groups to follow) - - - 48 - StandardTrailer - 0 - 30 - 1 - - - 49 - StandardHeader - 0 - 1 - 1 - MsgType = p (lowercase P) - - - 49 - 513 - 0 - 2 - 1 - Unique identifier of the original Registration Instructions details - - - 49 - 514 - 0 - 3 - 1 - Identifies original Registration Instructions transaction type - - - 49 - 508 - 0 - 4 - 1 - Required for Cancel and Replace RegistTransType messages - - - 49 - 11 - 0 - 5 - 0 - Unique identifier of the order as assigned by institution or intermediary. - - - 49 - Parties - 0 - 6 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 49 - 1 - 0 - 7 - 0 - - - 49 - 660 - 0 - 8 - 0 - - - 49 - 506 - 0 - 9 - 1 - - - 49 - 507 - 0 - 10 - 0 - - - 49 - 496 - 0 - 11 - 0 - - - 49 - StandardTrailer - 0 - 12 - 1 - - - 50 - StandardHeader - 0 - 1 - 1 - MsgType = q (lowercase Q) - - - 50 - 11 - 0 - 2 - 1 - Unique ID of Order Mass Cancel Request as assigned by the institution. - - - 50 - 526 - 0 - 3 - 0 - - - 50 - 530 - 0 - 4 - 1 - Specifies the type of cancellation requested - - - 50 - 336 - 0 - 5 - 0 - Trading Session in which orders are to be canceled - - - 50 - 625 - 0 - 6 - 0 - - - 50 - Parties - 0 - 6.1 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" - - - 50 - Instrument - 0 - 7 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 50 - UnderlyingInstrument - 0 - 8 - 0 - Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" - - - 50 - 1301 - 0 - 8.1 - 0 - Required for MassCancelRequestType = 8 (Cancel orders for a market) - - - 50 - 1300 - 0 - 8.2 - 0 - Required for MassCancelRequestType = 9 (Cancel orders for a market segment) - - - 50 - 54 - 0 - 9 - 0 - Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side. - - - 50 - 60 - 0 - 10 - 1 - Time this order request was initiated/released by the trader or trading system. - - - 50 - 58 - 0 - 11 - 0 - - - 50 - 354 - 0 - 12 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 50 - 355 - 0 - 13 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 50 - StandardTrailer - 0 - 14 - 1 - - - 51 - StandardHeader - 0 - 1 - 1 - MsgType = r (lowercase R) - - - 51 - 11 - 0 - 2 - 0 - ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders. - - - 51 - 526 - 0 - 3 - 0 - - - 51 - 37 - 0 - 4 - 1 - Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request. - - - 51 - 1369 - 0 - 4.1 - 1 - Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request - - - 51 - 198 - 0 - 5 - 0 - Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. - - - 51 - 530 - 0 - 6 - 1 - Order Mass Cancel Request Type accepted by the system - - - 51 - 531 - 0 - 7 - 1 - Indicates the action taken by the counterparty order handling system as a result of the Cancel Request -0 - Indicates Order Mass Cancel Request was rejected. - - - 51 - 532 - 0 - 8 - 0 - Indicates why Order Mass Cancel Request was rejected -Required if MassCancelResponse = 0 - - - 51 - 533 - 0 - 9 - 0 - Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request - - - 51 - AffectedOrdGrp - 0 - 10 - 0 - List of orders affected by the Order Mass Cancel Request - - - 51 - NotAffectedOrdersGrp - 0 - 10.1 - 0 - List of orders not affected by Order Mass Cancel Request - - - 51 - 336 - 0 - 14 - 0 - Trading Session in which orders are to be canceled - - - 51 - 625 - 0 - 15 - 0 - - - 51 - Parties - 0 - 15.1 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" - - - 51 - Instrument - 0 - 16 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 51 - UnderlyingInstrument - 0 - 17 - 0 - Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" - - - 51 - 1301 - 0 - 17.1 - 0 - - - 51 - 1300 - 0 - 17.2 - 0 - - - 51 - 54 - 0 - 18 - 0 - Side of the market specified on the Order Mass Cancel Request - - - 51 - 60 - 0 - 19 - 0 - Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. - - - 51 - 58 - 0 - 20 - 0 - - - 51 - 354 - 0 - 21 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 51 - 355 - 0 - 22 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 51 - StandardTrailer - 0 - 23 - 1 - - - 52 - StandardHeader - 0 - 1 - 1 - MsgType = s (lowercase S) - - - 52 - 548 - 0 - 2 - 1 - - - 52 - 549 - 0 - 3 - 1 - - - 52 - 550 - 0 - 4 - 1 - - - 52 - RootParties - 0 - 4.1 - 0 - Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. - - - 52 - SideCrossOrdModGrp - 0 - 5 - 1 - Must be 1 or 2 -1 or 2 if CrossType=1 -2 otherwise - - - 52 - Instrument - 0 - 45 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 52 - UndInstrmtGrp - 0 - 46 - 0 - Number of underlyings - - - 52 - InstrmtLegGrp - 0 - 48 - 0 - Number of Legs - - - 52 - 63 - 0 - 50 - 0 - - - 52 - 64 - 0 - 51 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. - - - 52 - 21 - 0 - 52 - 0 - - - 52 - 18 - 0 - 53 - 0 - Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. - - - 52 - 110 - 0 - 54 - 0 - - - 52 - 1089 - 0 - 54.1 - 0 - - - 52 - 1090 - 0 - 54.2 - 0 - - - 52 - DisplayInstruction - 0 - 54.3 - 0 - Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" - - - 52 - 111 - 0 - 55 - 0 - - - 52 - 100 - 0 - 56 - 0 - - - 52 - 1133 - 0 - 56.1 - 0 - - - 52 - TrdgSesGrp - 0 - 57 - 0 - Specifies the number of repeating TradingSessionIDs - - - 52 - 81 - 0 - 60 - 0 - Used to identify soft trades at order entry. - - - 52 - 140 - 0 - 61 - 0 - Useful for verifying security identification - - - 52 - 114 - 0 - 62 - 0 - Required for short sell orders - - - 52 - 60 - 0 - 63 - 1 - Time this order request was initiated/released by the trader, trading system, or intermediary. - - - 52 - 483 - 0 - 63.1 - 0 - A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU - - - 52 - Stipulations - 0 - 64 - 0 - Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" - - - 52 - 40 - 0 - 65 - 1 - - - 52 - 423 - 0 - 66 - 0 - - - 52 - 44 - 0 - 67 - 0 - Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. - - - 52 - 1092 - 0 - 67.1 - 0 - - - 52 - 99 - 0 - 68 - 0 - Required for OrdType = "Stop" or OrdType = "Stop limit". - - - 52 - TriggeringInstruction - 0 - 68.1 - 0 - Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" - - - 52 - SpreadOrBenchmarkCurveData - 0 - 69 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" - - - 52 - YieldData - 0 - 70 - 0 - Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" - - - 52 - 15 - 0 - 71 - 0 - - - 52 - 376 - 0 - 72 - 0 - - - 52 - 23 - 0 - 73 - 0 - Required for Previously Indicated Orders (OrdType=E) - - - 52 - 117 - 0 - 74 - 0 - Required for Previously Quoted Orders (OrdType=D) - - - 52 - 59 - 0 - 75 - 0 - Absence of this field indicates Day order - - - 52 - 168 - 0 - 76 - 0 - Can specify the time at which the order should be considered valid - - - 52 - 432 - 0 - 77 - 0 - Conditionally required if TimeInForce = GTD and ExpireTime is not specified. - - - 52 - 126 - 0 - 78 - 0 - Conditionally required if TimeInForce = GTD and ExpireDate is not specified. - - - 52 - 427 - 0 - 79 - 0 - States whether executions are booked out or accumulated on a partially filled GT order - - - 52 - 210 - 0 - 80 - 0 - - - 52 - PegInstructions - 0 - 81 - 0 - Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" - - - 52 - DiscretionInstructions - 0 - 82 - 0 - Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" - - - 52 - 847 - 0 - 83 - 0 - The target strategy of the order - - - 52 - StrategyParametersGrp - 0 - 83.1 - 0 - Strategy parameter block - - - 52 - 848 - 0 - 84 - 0 - For further specification of the TargetStrategy - - - 52 - 849 - 0 - 85 - 0 - Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. -For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) - - - 52 - 480 - 0 - 86 - 0 - For CIV - Optional - - - 52 - 481 - 0 - 87 - 0 - - - 52 - 513 - 0 - 88 - 0 - Reference to Registration Instructions message for this Order. - - - 52 - 494 - 0 - 89 - 0 - Supplementary registration information for this Order - - - 52 - StandardTrailer - 0 - 90 - 1 - - - 53 - StandardHeader - 0 - 1 - 1 - MsgType = t (lowercase T) - - - 53 - 37 - 0 - 2 - 0 - Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). - - - 53 - 548 - 0 - 3 - 1 - CrossID for the replacement order - - - 53 - 551 - 0 - 4 - 1 - Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. - - - 53 - 961 - 0 - 4.1 - 0 - Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs - - - 53 - 549 - 0 - 5 - 1 - - - 53 - 550 - 0 - 6 - 1 - - - 53 - RootParties - 0 - 6.1 - 0 - Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. - - - 53 - SideCrossOrdModGrp - 0 - 7 - 1 - Must be 1 or 2 - - - 53 - Instrument - 0 - 49 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 53 - UndInstrmtGrp - 0 - 50 - 0 - Number of underlyings - - - 53 - InstrmtLegGrp - 0 - 52 - 0 - Number of Legs - - - 53 - 63 - 0 - 54 - 0 - - - 53 - 64 - 0 - 55 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. - - - 53 - 21 - 0 - 56 - 0 - - - 53 - 18 - 0 - 57 - 0 - Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. - - - 53 - 110 - 0 - 58 - 0 - - - 53 - 1089 - 0 - 58.1 - 0 - - - 53 - 1090 - 0 - 58.2 - 0 - - - 53 - DisplayInstruction - 0 - 58.3 - 0 - Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" - - - 53 - 111 - 0 - 59 - 0 - - - 53 - 100 - 0 - 60 - 0 - - - 53 - 1133 - 0 - 60.1 - 0 - - - 53 - TrdgSesGrp - 0 - 61 - 0 - Specifies the number of repeating TradingSessionIDs - - - 53 - 81 - 0 - 64 - 0 - Used to identify soft trades at order entry. - - - 53 - 140 - 0 - 65 - 0 - Useful for verifying security identification - - - 53 - 114 - 0 - 66 - 0 - Required for short sell orders - - - 53 - 60 - 0 - 67 - 1 - Time this order request was initiated/released by the trader, trading system, or intermediary. - - - 53 - 483 - 0 - 67.1 - 0 - A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU - - - 53 - Stipulations - 0 - 68 - 0 - Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" - - - 53 - 40 - 0 - 69 - 1 - - - 53 - 423 - 0 - 70 - 0 - - - 53 - 44 - 0 - 71 - 0 - Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. - - - 53 - 1092 - 0 - 71.1 - 0 - - - 53 - 99 - 0 - 72 - 0 - Required for OrdType = "Stop" or OrdType = "Stop limit". - - - 53 - TriggeringInstruction - 0 - 72.1 - 0 - Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" - - - 53 - SpreadOrBenchmarkCurveData - 0 - 73 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" - - - 53 - YieldData - 0 - 74 - 0 - Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" - - - 53 - 15 - 0 - 75 - 0 - - - 53 - 376 - 0 - 76 - 0 - - - 53 - 23 - 0 - 77 - 0 - Required for Previously Indicated Orders (OrdType=E) - - - 53 - 117 - 0 - 78 - 0 - Required for Previously Quoted Orders (OrdType=D) - - - 53 - 59 - 0 - 79 - 0 - Absence of this field indicates Day order - - - 53 - 168 - 0 - 80 - 0 - Can specify the time at which the order should be considered valid - - - 53 - 432 - 0 - 81 - 0 - Conditionally required if TimeInForce = GTD and ExpireTime is not specified. - - - 53 - 126 - 0 - 82 - 0 - Conditionally required if TimeInForce = GTD and ExpireDate is not specified. - - - 53 - 427 - 0 - 83 - 0 - States whether executions are booked out or accumulated on a partially filled GT order - - - 53 - 210 - 0 - 84 - 0 - - - 53 - PegInstructions - 0 - 85 - 0 - Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" - - - 53 - DiscretionInstructions - 0 - 86 - 0 - Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" - - - 53 - 847 - 0 - 87 - 0 - The target strategy of the order - - - 53 - StrategyParametersGrp - 0 - 87.1 - 0 - Strategy parameter block - - - 53 - 848 - 0 - 88 - 0 - For further specification of the TargetStrategy - - - 53 - 849 - 0 - 89 - 0 - Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. -For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) - - - 53 - 480 - 0 - 90 - 0 - For CIV - Optional - - - 53 - 481 - 0 - 91 - 0 - - - 53 - 513 - 0 - 92 - 0 - Reference to Registration Instructions message for this Order. - - - 53 - 494 - 0 - 93 - 0 - Supplementary registration information for this Order - - - 53 - StandardTrailer - 0 - 94 - 1 - - - 54 - StandardHeader - 0 - 1 - 1 - MsgType = u (lowercase U) - - - 54 - 37 - 0 - 2 - 0 - Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). - - - 54 - 548 - 0 - 3 - 1 - CrossID for the replacement order - - - 54 - 551 - 0 - 4 - 1 - Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. - - - 54 - 961 - 0 - 4.1 - 0 - Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs - - - 54 - 549 - 0 - 5 - 1 - - - 54 - 550 - 0 - 6 - 1 - - - 54 - RootParties - 0 - 6.1 - 0 - Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. - - - 54 - SideCrossOrdCxlGrp - 0 - 7 - 1 - Must be 1 or 2 - - - 54 - Instrument - 0 - 22 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 54 - UndInstrmtGrp - 0 - 23 - 0 - Number of underlyings - - - 54 - InstrmtLegGrp - 0 - 25 - 0 - Number of Leg - - - 54 - 60 - 0 - 27 - 1 - Time this order request was initiated/released by the trader, trading system, or intermediary. - - - 54 - StandardTrailer - 0 - 28 - 1 - - - 55 - StandardHeader - 0 - 1 - 1 - MsgType = v (lowercase V) - - - 55 - 320 - 0 - 2 - 1 - - - 55 - 58 - 0 - 3 - 0 - Comment, instructions, or other identifying information. - - - 55 - 354 - 0 - 4 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 55 - 355 - 0 - 5 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 55 - 1301 - 0 - 5.1 - 0 - Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. - - - 55 - 1300 - 0 - 5.2 - 0 - Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. - - - 55 - 336 - 0 - 6 - 0 - Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. - - - 55 - 625 - 0 - 7 - 0 - - - 55 - 460 - 0 - 8 - 0 - Used to qualify which security types are returned - - - 55 - 167 - 0 - 9 - 0 - Used to qualify which security type is returned - - - 55 - 762 - 0 - 10 - 0 - Used to qualify which security types are returned - - - 55 - StandardTrailer - 0 - 11 - 1 - - - 56 - StandardHeader - 0 - 1 - 1 - MsgType = w (lowercase W) - - - 56 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 56 - 320 - 0 - 2 - 1 - - - 56 - 322 - 0 - 3 - 1 - Identifier for the security response message - - - 56 - 323 - 0 - 4 - 1 - The result of the security request identified by SecurityReqID - - - 56 - 557 - 0 - 5 - 0 - Indicates total number of security types in the event that multiple Security Type messages are used to return results - - - 56 - 893 - 0 - 6 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 56 - SecTypesGrp - 0 - 7 - 0 - - - 56 - 58 - 0 - 12 - 0 - Comment, instructions, or other identifying information. - - - 56 - 354 - 0 - 13 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 56 - 355 - 0 - 14 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 56 - 1301 - 0 - 14.1 - 0 - Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. - - - 56 - 1300 - 0 - 14.2 - 0 - Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. - - - 56 - 336 - 0 - 15 - 0 - Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. - - - 56 - 625 - 0 - 16 - 0 - - - 56 - 263 - 0 - 17 - 0 - Subscribe or unsubscribe for security status to security specified in request. - - - 56 - StandardTrailer - 0 - 18 - 1 - - - 57 - StandardHeader - 0 - 1 - 1 - MsgType = x (lowercase X) - - - 57 - 320 - 0 - 2 - 1 - - - 57 - 559 - 0 - 3 - 1 - Type of Security List Request being made - - - 57 - 1301 - 0 - 3.1 - 0 - Identifies the market which lists and trades the instrument. - - - 57 - 1300 - 0 - 3.2 - 0 - Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. - - - 57 - Instrument - 0 - 4 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" -of the requested Security - - - 57 - InstrumentExtension - 0 - 5 - 0 - Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" - - - 57 - FinancingDetails - 0 - 6 - 0 - Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" - - - 57 - UndInstrmtGrp - 0 - 7 - 0 - Number of underlyings - - - 57 - InstrmtLegGrp - 0 - 9 - 0 - Number of legs that make up the Security - - - 57 - 15 - 0 - 11 - 0 - - - 57 - 58 - 0 - 12 - 0 - Comment, instructions, or other identifying information. - - - 57 - 354 - 0 - 13 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 57 - 355 - 0 - 14 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 57 - 336 - 0 - 15 - 0 - Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. - - - 57 - 625 - 0 - 16 - 0 - - - 57 - 263 - 0 - 17 - 0 - Subscribe or unsubscribe for security status to security specified in request. - - - 57 - StandardTrailer - 0 - 18 - 1 - - - 58 - StandardHeader - 0 - 1 - 1 - MsgType = y (lowercase Y) - - - 58 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 58 - 964 - 0 - 1.1 - 0 - - - 58 - 715 - 0 - 1.2 - 0 - - - 58 - 320 - 0 - 2 - 0 - - - 58 - 322 - 0 - 3 - 0 - Identifier for the Security List message - - - 58 - 560 - 0 - 4 - 0 - Result of the Security Request identified by the SecurityReqID - - - 58 - 393 - 0 - 5 - 0 - Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. - - - 58 - 1301 - 0 - 5.1 - 0 - Identifies the market which lists and trades the instrument. - - - 58 - 1300 - 0 - 5.2 - 0 - Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. - - - 58 - 893 - 0 - 6 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 58 - SecListGrp - 0 - 7 - 0 - Specifies the number of repeating symbols (instruments) specified - - - 58 - StandardTrailer - 0 - 31 - 1 - - - 59 - StandardHeader - 0 - 1 - 1 - MsgType = z (lowercase Z) - - - 59 - 320 - 0 - 2 - 1 - - - 59 - 559 - 0 - 3 - 1 - - - 59 - 1301 - 0 - 3.1 - 0 - - - 59 - 1300 - 0 - 3.2 - 0 - - - 59 - UnderlyingInstrument - 0 - 4 - 0 - Specifies the underlying instrument - - - 59 - DerivativeInstrument - 0 - 4.1 - 0 - Group block which contains all information for an option family. - - - 59 - 762 - 0 - 5 - 0 - - - 59 - 15 - 0 - 6 - 0 - - - 59 - 58 - 0 - 7 - 0 - Comment, instructions, or other identifying information. - - - 59 - 354 - 0 - 8 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 59 - 355 - 0 - 9 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 59 - 336 - 0 - 10 - 0 - Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. - - - 59 - 625 - 0 - 11 - 0 - - - 59 - 263 - 0 - 12 - 0 - Subscribe or unsubscribe for security status to security specified in request. - - - 59 - StandardTrailer - 0 - 13 - 1 - - - 60 - StandardHeader - 0 - 1 - 1 - MsgType = AA (2 A's) - - - 60 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 60 - 320 - 0 - 2 - 0 - - - 60 - 322 - 0 - 3 - 0 - Identifier for the Derivative Security List message - - - 60 - 560 - 0 - 4 - 0 - Result of the Security Request identified by SecurityReqID - - - 60 - UnderlyingInstrument - 0 - 5 - 0 - Underlying security for which derivatives are being returned - - - 60 - DerivativeSecurityDefinition - 0 - 5.1 - 0 - Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. - - - 60 - 393 - 0 - 6 - 0 - Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. - - - 60 - 893 - 0 - 7 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 60 - RelSymDerivSecGrp - 0 - 8 - 0 - Specifies the number of repeating symbols (instruments) specified - - - 60 - StandardTrailer - 0 - 20 - 1 - - - 61 - StandardHeader - 0 - 1 - 1 - MsgType = AB - - - 61 - 11 - 0 - 2 - 1 - Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. - - - 61 - 526 - 0 - 3 - 0 - - - 61 - 583 - 0 - 4 - 0 - - - 61 - Parties - 0 - 5 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 61 - 229 - 0 - 6 - 0 - - - 61 - 75 - 0 - 7 - 0 - - - 61 - 1 - 0 - 8 - 0 - - - 61 - 660 - 0 - 9 - 0 - - - 61 - 581 - 0 - 10 - 0 - - - 61 - 589 - 0 - 11 - 0 - - - 61 - 590 - 0 - 12 - 0 - - - 61 - 591 - 0 - 13 - 0 - - - 61 - 70 - 0 - 14 - 0 - Used to assign an identifier to the block of individual preallocations - - - 61 - PreAllocMlegGrp - 0 - 15 - 0 - Number of repeating groups for pre-trade allocation - - - 61 - 63 - 0 - 22 - 0 - - - 61 - 64 - 0 - 23 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. - - - 61 - 544 - 0 - 24 - 0 - - - 61 - 635 - 0 - 25 - 0 - - - 61 - 21 - 0 - 26 - 0 - - - 61 - 18 - 0 - 27 - 0 - Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. - - - 61 - 110 - 0 - 28 - 0 - - - 61 - 1089 - 0 - 28.1 - 0 - - - 61 - 1090 - 0 - 28.2 - 0 - - - 61 - DisplayInstruction - 0 - 28.3 - 0 - Insert here the set of "ReserveInstruction" fields defined in "common components of application messages" - - - 61 - 111 - 0 - 29 - 0 - - - 61 - 100 - 0 - 30 - 0 - - - 61 - 1133 - 0 - 30.1 - 0 - - - 61 - TrdgSesGrp - 0 - 31 - 0 - Specifies the number of repeating TradingSessionIDs - - - 61 - 81 - 0 - 34 - 0 - Used to identify soft trades at order entry. - - - 61 - 54 - 0 - 35 - 1 - Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. - - - 61 - Instrument - 0 - 36 - 0 - - - 61 - UndInstrmtGrp - 0 - 37 - 0 - Number of underlyings - - - 61 - 140 - 0 - 39 - 0 - Useful for verifying security identification - - - 61 - 1069 - 0 - 39.1 - 0 - For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer. - - - 61 - LegOrdGrp - 0 - 40 - 0 - Number of legs - - - 61 - 114 - 0 - 59 - 0 - Required for short sell orders - - - 61 - 60 - 0 - 60 - 1 - Time this order request was initiated/released by the trader, trading system, or intermediary. - - - 61 - 854 - 0 - 61 - 0 - - - 61 - OrderQtyData - 0 - 62 - 0 - Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts are expressed in the LegQty. - - - 61 - 40 - 0 - 63 - 1 - - - 61 - 1377 - 0 - 63.1 - 0 - - - 61 - 1378 - 0 - 63.2 - 0 - - - 61 - 423 - 0 - 64 - 0 - - - 61 - 44 - 0 - 65 - 0 - Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. - - - 61 - 1092 - 0 - 65.1 - 0 - - - 61 - 99 - 0 - 66 - 0 - Required for OrdType = "Stop" or OrdType = "Stop limit". - - - 61 - TriggeringInstruction - 0 - 66.1 - 0 - Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" - - - 61 - 15 - 0 - 67 - 0 - - - 61 - 376 - 0 - 68 - 0 - - - 61 - 377 - 0 - 69 - 0 - - - 61 - 23 - 0 - 70 - 0 - Required for Previously Indicated Orders (OrdType=E) - - - 61 - 117 - 0 - 71 - 0 - Required for Previously Quoted Orders (OrdType=D) - - - 61 - 1080 - 0 - 71.1 - 0 - Required for counter-order selection / Hit / Take Orders. (OrdType = Q) - - - 61 - 1081 - 0 - 71.2 - 0 - Conditionally required if RefOrderID is specified. - - - 61 - 59 - 0 - 72 - 0 - Absence of this field indicates Day order - - - 61 - 168 - 0 - 73 - 0 - Can specify the time at which the order should be considered valid - - - 61 - 432 - 0 - 74 - 0 - Conditionally required if TimeInForce = GTD and ExpireTime is not specified. - - - 61 - 126 - 0 - 75 - 0 - Conditionally required if TimeInForce = GTD and ExpireDate is not specified. - - - 61 - 427 - 0 - 76 - 0 - States whether executions are booked out or accumulated on a partially filled GT order - - - 61 - CommissionData - 0 - 77 - 0 - Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" - - - 61 - 528 - 0 - 78 - 0 - - - 61 - 529 - 0 - 79 - 0 - - - 61 - 1091 - 0 - 79.1 - 0 - - - 61 - 582 - 0 - 80 - 0 - - - 61 - 121 - 0 - 81 - 0 - Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. - - - 61 - 120 - 0 - 82 - 0 - Required if ForexReq = Y. - - - 61 - 775 - 0 - 83 - 0 - Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. - - - 61 - 58 - 0 - 84 - 0 - - - 61 - 354 - 0 - 85 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 61 - 355 - 0 - 86 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 61 - 77 - 0 - 87 - 0 - For use in derivatives omnibus accounting - - - 61 - 203 - 0 - 88 - 0 - For use with derivatives, such as options - - - 61 - 210 - 0 - 89 - 0 - - - 61 - PegInstructions - 0 - 90 - 0 - Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" - - - 61 - DiscretionInstructions - 0 - 91 - 0 - Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" - - - 61 - 847 - 0 - 92 - 0 - The target strategy of the order - - - 61 - StrategyParametersGrp - 0 - 92.1 - 0 - Strategy parameter block - - - 61 - 848 - 0 - 93 - 0 - For further specification of the TargetStrategy - - - 61 - 1190 - 0 - 93.1 - 0 - - - 61 - 849 - 0 - 94 - 0 - Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. -For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) - - - 61 - 480 - 0 - 95 - 0 - For CIV - Optional - - - 61 - 481 - 0 - 96 - 0 - - - 61 - 513 - 0 - 97 - 0 - Reference to Registration Instructions message for this Order. - - - 61 - 494 - 0 - 98 - 0 - Supplementary registration information for this Order - - - 61 - 563 - 0 - 99 - 0 - Indicates the method of execution reporting requested by issuer of the order. - - - 61 - StandardTrailer - 0 - 100 - 1 - - - 62 - StandardHeader - 0 - 1 - 1 - MsgType = AC - - - 62 - 37 - 0 - 2 - 0 - Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). - - - 62 - 41 - 0 - 3 - 0 - ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. - - - 62 - 11 - 0 - 4 - 0 - Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. - - - 62 - 526 - 0 - 5 - 0 - - - 62 - 583 - 0 - 6 - 0 - - - 62 - 586 - 0 - 7 - 0 - - - 62 - Parties - 0 - 8 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 62 - 229 - 0 - 9 - 0 - - - 62 - 75 - 0 - 10 - 0 - - - 62 - 1 - 0 - 11 - 0 - - - 62 - 660 - 0 - 12 - 0 - - - 62 - 581 - 0 - 13 - 0 - - - 62 - 589 - 0 - 14 - 0 - - - 62 - 590 - 0 - 15 - 0 - - - 62 - 591 - 0 - 16 - 0 - - - 62 - 70 - 0 - 17 - 0 - Used to assign an identifier to the block of individual preallocations - - - 62 - PreAllocMlegGrp - 0 - 18 - 0 - Number of repeating groups for pre-trade allocation - - - 62 - 63 - 0 - 25 - 0 - - - 62 - 64 - 0 - 26 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. - - - 62 - 544 - 0 - 27 - 0 - - - 62 - 635 - 0 - 28 - 0 - - - 62 - 21 - 0 - 29 - 0 - - - 62 - 18 - 0 - 30 - 0 - Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. - - - 62 - 110 - 0 - 31 - 0 - - - 62 - 1089 - 0 - 31.1 - 0 - - - 62 - 1090 - 0 - 31.2 - 0 - - - 62 - DisplayInstruction - 0 - 31.3 - 0 - Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" - - - 62 - 111 - 0 - 32 - 0 - - - 62 - 100 - 0 - 33 - 0 - - - 62 - 1133 - 0 - 33.1 - 0 - - - 62 - TrdgSesGrp - 0 - 34 - 0 - Specifies the number of repeating TradingSessionIDs - - - 62 - 81 - 0 - 37 - 0 - Used to identify soft trades at order entry. - - - 62 - 54 - 0 - 38 - 1 - Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. - - - 62 - Instrument - 0 - 39 - 0 - - - 62 - UndInstrmtGrp - 0 - 40 - 0 - Number of underlyings - - - 62 - 140 - 0 - 42 - 0 - Useful for verifying security identification - - - 62 - 1069 - 0 - 42.1 - 0 - - - 62 - LegOrdGrp - 0 - 43 - 0 - Number of legs - - - 62 - 114 - 0 - 62 - 0 - Required for short sell orders - - - 62 - 60 - 0 - 63 - 1 - Time this order request was initiated/released by the trader, trading system, or intermediary. - - - 62 - 854 - 0 - 64 - 0 - - - 62 - OrderQtyData - 0 - 65 - 1 - Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" - - - 62 - 40 - 0 - 66 - 1 - - - 62 - 1377 - 0 - 66.1 - 0 - - - 62 - 1378 - 0 - 66.2 - 0 - - - 62 - 423 - 0 - 67 - 0 - - - 62 - 44 - 0 - 68 - 0 - Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. - - - 62 - 1092 - 0 - 68.1 - 0 - - - 62 - 99 - 0 - 69 - 0 - Required for OrdType = "Stop" or OrdType = "Stop limit". - - - 62 - TriggeringInstruction - 0 - 69.1 - 0 - Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" - - - 62 - 15 - 0 - 70 - 0 - - - 62 - 376 - 0 - 71 - 0 - - - 62 - 377 - 0 - 72 - 0 - - - 62 - 23 - 0 - 73 - 0 - Required for Previously Indicated Orders (OrdType=E) - - - 62 - 117 - 0 - 74 - 0 - Required for Previously Quoted Orders (OrdType=D) - - - 62 - 59 - 0 - 75 - 0 - Absence of this field indicates Day order - - - 62 - 168 - 0 - 76 - 0 - Can specify the time at which the order should be considered valid - - - 62 - 432 - 0 - 77 - 0 - Conditionally required if TimeInForce = GTD and ExpireTime is not specified. - - - 62 - 126 - 0 - 78 - 0 - Conditionally required if TimeInForce = GTD and ExpireDate is not specified. - - - 62 - 427 - 0 - 79 - 0 - States whether executions are booked out or accumulated on a partially filled GT order - - - 62 - CommissionData - 0 - 80 - 0 - Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" - - - 62 - 528 - 0 - 81 - 0 - - - 62 - 529 - 0 - 82 - 0 - - - 62 - 1091 - 0 - 82.1 - 0 - - - 62 - 582 - 0 - 83 - 0 - - - 62 - 121 - 0 - 84 - 0 - Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. - - - 62 - 120 - 0 - 85 - 0 - Required if ForexReq = Y. - - - 62 - 775 - 0 - 86 - 0 - Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. - - - 62 - 58 - 0 - 87 - 0 - - - 62 - 354 - 0 - 88 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 62 - 355 - 0 - 89 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 62 - 77 - 0 - 90 - 0 - For use in derivatives omnibus accounting - - - 62 - 203 - 0 - 91 - 0 - For use with derivatives, such as options - - - 62 - 210 - 0 - 92 - 0 - - - 62 - PegInstructions - 0 - 93 - 0 - Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" - - - 62 - DiscretionInstructions - 0 - 94 - 0 - Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" - - - 62 - 847 - 0 - 95 - 0 - The target strategy of the order - - - 62 - StrategyParametersGrp - 0 - 95.1 - 0 - Strategy parameter block - - - 62 - 848 - 0 - 96 - 0 - For further specification of the TargetStrategy - - - 62 - 1190 - 0 - 96.1 - 0 - - - 62 - 849 - 0 - 97 - 0 - Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. -For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) - - - 62 - 480 - 0 - 98 - 0 - For CIV - Optional - - - 62 - 481 - 0 - 99 - 0 - - - 62 - 513 - 0 - 100 - 0 - Reference to Registration Instructions message for this Order. - - - 62 - 494 - 0 - 101 - 0 - Supplementary registration information for this Order - - - 62 - 563 - 0 - 102 - 0 - Indicates the method of execution reporting requested by issuer of the order. - - - 62 - StandardTrailer - 0 - 103 - 1 - - - 63 - StandardHeader - 0 - 1 - 1 - MsgType = AD - - - 63 - 568 - 0 - 2 - 1 - Identifier for the trade request - - - 63 - 1003 - 0 - 2.1 - 0 - - - 63 - 1040 - 0 - 2.2 - 0 - - - 63 - 1041 - 0 - 2.3 - 0 - - - 63 - 1042 - 0 - 2.4 - 0 - - - 63 - 569 - 0 - 3 - 1 - - - 63 - 263 - 0 - 4 - 0 - Used to subscribe / unsubscribe for trade capture reports -If the field is absent, the value 0 will be the default (snapshot only - no subscription) - - - 63 - 571 - 0 - 5 - 0 - To request a specific trade report - - - 63 - 818 - 0 - 6 - 0 - To request a specific trade report - - - 63 - 17 - 0 - 7 - 0 - - - 63 - 150 - 0 - 8 - 0 - To requst all trades of a specific execution type - - - 63 - 37 - 0 - 9 - 0 - - - 63 - 11 - 0 - 10 - 0 - - - 63 - 573 - 0 - 11 - 0 - - - 63 - 828 - 0 - 12 - 0 - To request all trades of a specific trade type - - - 63 - 829 - 0 - 13 - 0 - To request all trades of a specific trade sub type - - - 63 - 1123 - 0 - 13.1 - 0 - - - 63 - 830 - 0 - 14 - 0 - To request all trades for a specific transfer reason - - - 63 - 855 - 0 - 15 - 0 - To request all trades of a specific trade sub type - - - 63 - 820 - 0 - 16 - 0 - To request all trades of a specific trade link id - - - 63 - 880 - 0 - 17 - 0 - To request a trade matching a specific TrdMatchID - - - 63 - Parties - 0 - 18 - 0 - Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) -ExecutingBroker -ClearingFirm -ContraBroker -ContraClearingFirm -SettlementLocation - depository, CSD, or other settlement party -ExecutingTrader -InitiatingTrader -OrderOriginator - - - 63 - Instrument - 0 - 19 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 63 - InstrumentExtension - 0 - 20 - 0 - Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" - - - 63 - FinancingDetails - 0 - 21 - 0 - Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" - - - 63 - UndInstrmtGrp - 0 - 22 - 0 - - - - 63 - InstrmtLegGrp - 0 - 24 - 0 - - - - 63 - TrdCapDtGrp - 0 - 26 - 0 - Number of date ranges provided (must be 1 or 2 if specified) - - - 63 - 715 - 0 - 29 - 0 - To request trades for a specific clearing business date. - - - 63 - 336 - 0 - 30 - 0 - To request trades for a specific trading session. - - - 63 - 625 - 0 - 31 - 0 - To request trades for a specific trading session. - - - 63 - 943 - 0 - 32 - 0 - To request trades within a specific time bracket. - - - 63 - 54 - 0 - 33 - 0 - To request trades for a specific side of a trade. - - - 63 - 442 - 0 - 34 - 0 - Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument. - - - 63 - 578 - 0 - 35 - 0 - To requests trades that were submitted from a specific trade input source. - - - 63 - 579 - 0 - 36 - 0 - To request trades that were submitted from a specific trade input device. - - - 63 - 725 - 0 - 37 - 0 - Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. - - - 63 - 726 - 0 - 38 - 0 - URI destination name. Used if ResponseTransportType is out-of-band. - - - 63 - 58 - 0 - 39 - 0 - Used to match specific values within Text fields - - - 63 - 354 - 0 - 40 - 0 - - - 63 - 355 - 0 - 41 - 0 - - - 63 - 1011 - 0 - 41.1 - 0 - Used to identify the event or source which gave rise to a message - - - 63 - StandardTrailer - 0 - 42 - 1 - - - 64 - StandardHeader - 0 - 1 - 1 - MsgType = AE - - - 64 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 64 - 571 - 0 - 2 - 0 - TradeReportID is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID. The alternative to a message-chain model is an entity-based model in which TradeID is used to identify a trade. In this case, TradeID is required and TradeReportID can be optionally specified. - - - 64 - 1003 - 0 - 2.1 - 0 - - - 64 - 1040 - 0 - 2.2 - 0 - - - 64 - 1041 - 0 - 2.3 - 0 - - - 64 - 1042 - 0 - 2.4 - 0 - - - 64 - 487 - 0 - 3 - 0 - Identifies Trade Report message transaction type. - - - 64 - 856 - 0 - 4 - 0 - - - 64 - 939 - 0 - 4.1 - 0 - Status of Trade Report -In 3 party listed derivatives model used to convey status of a trade to a counterparty. Used specifically in a "claim" model. - - - 64 - 568 - 0 - 5 - 0 - Request ID if the Trade Capture Report is in response to a Trade Capture Report Request - - - 64 - 828 - 0 - 6 - 0 - - - 64 - 829 - 0 - 7 - 0 - - - 64 - 855 - 0 - 8 - 0 - - - 64 - 1123 - 0 - 8.1 - 0 - - - 64 - 1124 - 0 - 8.2 - 0 - - - 64 - 1125 - 0 - 8.3 - 0 - Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer - - - 64 - 1126 - 0 - 8.4 - 0 - Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer - - - 64 - 1127 - 0 - 8.5 - 0 - Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer - - - 64 - 830 - 0 - 9 - 0 - - - 64 - 150 - 0 - 10 - 0 - Type of Execution being reported: -Uses subset of ExecType for Trade Capture Reports - - - 64 - 748 - 0 - 11 - 0 - Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request - - - 64 - 912 - 0 - 12 - 0 - Indicates if this is the last report in the response to a Trade Capture Report Request - - - 64 - 325 - 0 - 13 - 0 - Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. - - - 64 - 263 - 0 - 14 - 0 - Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default - - - 64 - 572 - 0 - 15 - 0 - The TradeReportID that is being referenced for some action, such as correction or cancellation - - - 64 - 881 - 0 - 16 - 0 - - - 64 - 818 - 0 - 17 - 0 - - - 64 - 820 - 0 - 18 - 0 - Used to associate a group of trades together. Useful for average price calculations. - - - 64 - 880 - 0 - 19 - 0 - - - 64 - 17 - 0 - 20 - 0 - Market (Exchange) assigned Execution Identifier - - - 64 - 527 - 0 - 22 - 0 - - - 64 - 378 - 0 - 23 - 0 - Reason for restatement - - - 64 - 570 - 0 - 24 - 0 - Indicates if the trade capture report was previously reported to the counterparty - - - 64 - 423 - 0 - 25 - 0 - Can be used to indicate cabinet trade pricing - - - 64 - RootParties - 0 - 25.01 - 0 - Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. - - - 64 - 1015 - 0 - 25.1 - 0 - Indicates if the trade is an outtrade from a previous day. - - - 64 - 716 - 0 - 25.2 - 0 - - - - 64 - 717 - 0 - 25.3 - 0 - - - 64 - Instrument - 0 - 26 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 64 - FinancingDetails - 0 - 27 - 0 - Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" - - - 64 - 854 - 0 - 29 - 0 - - - 64 - YieldData - 0 - 30 - 0 - Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" - - - 64 - UndInstrmtGrp - 0 - 31 - 0 - - - 64 - 822 - 0 - 33 - 0 - - - 64 - 823 - 0 - 34 - 0 - - - 64 - 32 - 0 - 35 - 1 - Trade Quantity. - - - 64 - 31 - 0 - 36 - 1 - Trade Price. - - - 64 - 1056 - 0 - 36.1 - 0 - - - 64 - 15 - 0 - 36.11 - 0 - Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout - - - 64 - 120 - 0 - 36.12 - 0 - Contra currency of the deal. Used to qualify CalculatedCcyLastQty - - - 64 - 669 - 0 - 37 - 0 - Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. - - - 64 - 194 - 0 - 38 - 0 - Applicable for F/X orders - - - 64 - 195 - 0 - 39 - 0 - Applicable for F/X orders - - - 64 - 1071 - 0 - 39.1 - 0 - - - 64 - 30 - 0 - 40 - 0 - - - 64 - 75 - 0 - 41 - 0 - Used when reporting other than current day trades. - - - 64 - 715 - 0 - 42 - 0 - - - 64 - 6 - 0 - 43 - 0 - Average Price - if present then the LastPx will contain the original price on the execution - - - 64 - SpreadOrBenchmarkCurveData - 0 - 44 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" - - - 64 - 819 - 0 - 45 - 0 - Average Pricing indicator - - - 64 - PositionAmountData - 0 - 46 - 0 - Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" - - - 64 - 442 - 0 - 47 - 0 - Type of report if multileg instrument. -Provided to support a scenario for trades of multileg instruments between two parties. - - - 64 - 824 - 0 - 48 - 0 - Reference to the leg of a multileg instrument to which this trade refers -Used when MultiLegReportingType = 2 (Single Leg of a Multileg security) - - - 64 - TrdInstrmtLegGrp - 0 - 49 - 0 - Number of legs -Identifies a Multi-leg Execution if present and non-zero. - - - 64 - 60 - 0 - 62 - 0 - Time the transaction represented by this Trade Capture Report occurred. Execution Time of trade. Also describes the time of block trades. - - - 64 - TrdRegTimestamps - 0 - 63 - 0 - - - 64 - 63 - 0 - 64 - 0 - - - 64 - 64 - 0 - 65 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. - - - 64 - 987 - 0 - 65.1 - 0 - The settlement date for the underlying instrument of a derivatives security. - - - 64 - 573 - 0 - 66 - 0 - - - 64 - 574 - 0 - 67 - 0 - - - 64 - TrdCapRptSideGrp - 0 - 68 - 1 - Number of sides - - - 64 - 1188 - 0 - 69 - 0 - - - 64 - 1380 - 0 - 70 - 0 - - - 64 - 1190 - 0 - 71 - 0 - - - 64 - 1382 - 0 - 72 - 0 - - - 64 - 797 - 0 - 142 - 0 - Indicates drop copy. - - - 64 - TrdRepIndicatorsGrp - 0 - 142.1 - 0 - Number of trade reporting indicators following - - - 64 - 852 - 0 - 143 - 0 - - - 64 - 1390 - 0 - 143.1 - 0 - - - 64 - 853 - 0 - 144 - 0 - - - 64 - 994 - 0 - 144.1 - 0 - Indicates the algorithm (tier) used to match a trade - - - 64 - 1011 - 0 - 144.2 - 0 - Used to identify the event or source which gave rise to a message - - - 64 - 779 - 0 - 144.3 - 0 - Used to indicate reports after a specific time - - - 64 - 991 - 0 - 144.4 - 0 - Specifies the rounded price to quoted precision. - - - 64 - 1132 - 0 - 144.41 - 0 - - - 64 - 1134 - 0 - 144.42 - 0 - The reason(s) for the price difference should be stated by using field (Tag 828 ) TrdType and, if required, field (Tag 829) TrdSubType as well - - - 64 - 381 - 0 - 144.43 - 0 - (LastQty(32) * LastPx(31) or LastParPx(669)) For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. - - - 64 - 1328 - 0 - 144.51 - 0 - - - 64 - 1329 - 0 - 144.52 - 0 - - - 64 - StandardTrailer - 0 - 145 - 1 - - - 65 - StandardHeader - 0 - 1 - 1 - MsgType = AF - - - 65 - 584 - 0 - 2 - 1 - Unique ID of mass status request as assigned by the institution. - - - 65 - 585 - 0 - 3 - 1 - Specifies the scope of the mass status request - - - 65 - Parties - 0 - 4 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 65 - 1 - 0 - 5 - 0 - Account - - - 65 - 660 - 0 - 6 - 0 - - - 65 - 336 - 0 - 7 - 0 - Trading Session - - - 65 - 625 - 0 - 8 - 0 - - - 65 - Instrument - 0 - 9 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 65 - UnderlyingInstrument - 0 - 10 - 0 - Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" - - - 65 - 54 - 0 - 11 - 0 - Optional qualifier used to indicate the side of the market for which orders will be returned. - - - 65 - StandardTrailer - 0 - 12 - 1 - - - 66 - StandardHeader - 0 - 1 - 1 - MsgType = AG - - - 66 - 131 - 0 - 2 - 1 - - - 66 - 644 - 0 - 3 - 0 - For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. - - - 66 - 658 - 0 - 4 - 1 - Reason Quote was rejected - - - 66 - 1171 - 0 - 4.1 - 0 - Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. - - - 66 - 1172 - 0 - 4.2 - 0 - - - 66 - 1091 - 0 - 4.3 - 0 - - - 66 - RootParties - 0 - 4.31 - 0 - Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. - - - 66 - QuotReqRjctGrp - 0 - 5 - 1 - Number of related symbols (instruments) in Request - - - 66 - 58 - 0 - 49 - 0 - - - 66 - 354 - 0 - 50 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 66 - 355 - 0 - 51 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 66 - StandardTrailer - 0 - 52 - 1 - - - 67 - StandardHeader - 0 - 1 - 1 - MsgType = AH - - - 67 - 644 - 0 - 2 - 1 - - - 67 - Parties - 0 - 2.1 - 0 - Insert here the set of Parties (firm identification) fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES - - - 67 - RFQReqGrp - 0 - 3 - 1 - Number of related symbols (instruments) in Request - - - 67 - 263 - 0 - 14 - 0 - Used to subscribe for Quote Requests that are sent into a market - - - 67 - 1171 - 0 - 14.1 - 0 - Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. - - - 67 - StandardTrailer - 0 - 15 - 1 - - - 68 - StandardHeader - 0 - 1 - 1 - MsgType = AI - - - 68 - 649 - 0 - 2 - 0 - - - 68 - 131 - 0 - 3 - 0 - Required when quote is in response to a Quote Request message - - - 68 - 117 - 0 - 4 - 0 - Maps to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). - - - 68 - 1166 - 0 - 4.1 - 0 - Maps to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). - - - 68 - 693 - 0 - 5 - 0 - Required when responding to a Quote Response message. - - - 68 - 537 - 0 - 6 - 0 - Quote Type -If not specified, the default is an indicative quote - - - 68 - 298 - 0 - 6.1 - 0 - - - 68 - Parties - 0 - 7 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 68 - 336 - 0 - 8 - 0 - - - 68 - 625 - 0 - 9 - 0 - - - 68 - Instrument - 0 - 10 - 0 - Conditionally required when reporting status of a single security quote. - - - 68 - FinancingDetails - 0 - 11 - 0 - Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" - - - 68 - UndInstrmtGrp - 0 - 12 - 0 - Number of underlyings - - - 68 - 54 - 0 - 14 - 0 - - - 68 - OrderQtyData - 0 - 15 - 0 - Required for Tradeable quotes of single instruments - - - 68 - 63 - 0 - 16 - 0 - - - 68 - 64 - 0 - 17 - 0 - Can be used with forex quotes to specify a specific "value date" - - - 68 - 193 - 0 - 18 - 0 - Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - - - 68 - 192 - 0 - 19 - 0 - Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - - - 68 - 15 - 0 - 20 - 0 - Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted - - - 68 - Stipulations - 0 - 21 - 0 - - - 68 - 1 - 0 - 22 - 0 - - - 68 - 660 - 0 - 23 - 0 - - - 68 - 581 - 0 - 24 - 0 - Type of account associated with the order (Origin) - - - 68 - LegQuotStatGrp - 0 - 25 - 0 - Required for multileg quote status reports - - - 68 - QuotQualGrp - 0 - 33 - 0 - - - 68 - 126 - 0 - 35 - 0 - - - 68 - 44 - 0 - 36 - 0 - - - 68 - 423 - 0 - 37 - 0 - - - 68 - SpreadOrBenchmarkCurveData - 0 - 38 - 0 - - - 68 - YieldData - 0 - 39 - 0 - - - 68 - 132 - 0 - 40 - 0 - If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. - - - 68 - 133 - 0 - 41 - 0 - If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. - - - 68 - 645 - 0 - 42 - 0 - Can be used by markets that require showing the current best bid and offer - - - 68 - 646 - 0 - 43 - 0 - Can be used by markets that require showing the current best bid and offer - - - 68 - 647 - 0 - 44 - 0 - Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. - - - 68 - 134 - 0 - 45 - 0 - Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. - - - 68 - 648 - 0 - 46 - 0 - Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. - - - 68 - 135 - 0 - 47 - 0 - Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. - - - 68 - 110 - 0 - 47.1 - 0 - - - 68 - 62 - 0 - 48 - 0 - - - 68 - 188 - 0 - 49 - 0 - May be applicable for F/X quotes - - - 68 - 190 - 0 - 50 - 0 - May be applicable for F/X quotes - - - 68 - 189 - 0 - 51 - 0 - May be applicable for F/X quotes - - - 68 - 191 - 0 - 52 - 0 - May be applicable for F/X quotes - - - 68 - 631 - 0 - 53 - 0 - - - 68 - 632 - 0 - 54 - 0 - - - 68 - 633 - 0 - 55 - 0 - - - 68 - 634 - 0 - 56 - 0 - - - 68 - 60 - 0 - 57 - 0 - - - 68 - 40 - 0 - 58 - 0 - Can be used to specify the type of order the quote is for - - - 68 - 642 - 0 - 59 - 0 - Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value - - - 68 - 643 - 0 - 60 - 0 - Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value - - - 68 - 656 - 0 - 61 - 0 - Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this message - - - 68 - 657 - 0 - 62 - 0 - Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this message - - - 68 - 156 - 0 - 63 - 0 - Can be used when the quote is provided in a currency other than the instruments trading currency. - - - 68 - 13 - 0 - 64 - 0 - Can be used to show the counterparty the commission associated with the transaction. - - - 68 - 12 - 0 - 65 - 0 - Can be used to show the counterparty the commission associated with the transaction. - - - 68 - 582 - 0 - 66 - 0 - For Futures Exchanges - - - 68 - 100 - 0 - 67 - 0 - Used when routing quotes to multiple markets - - - 68 - 1133 - 0 - 67.1 - 0 - - - 68 - 297 - 0 - 68 - 0 - Quote Status - - - 68 - 300 - 0 - 68.1 - 0 - Reason Quote was rejected - - - 68 - 58 - 0 - 69 - 0 - - - 68 - 354 - 0 - 70 - 0 - - - 68 - 355 - 0 - 71 - 0 - - - 68 - StandardTrailer - 0 - 72 - 1 - - - 69 - StandardHeader - 0 - 1 - 1 - MsgType = AJ - - - 69 - 693 - 0 - 2 - 1 - Unique ID as assigned by the Initiator - - - 69 - 117 - 0 - 3 - 0 - Required only when responding to a Quote. - - - 69 - 1166 - 0 - 3.1 - 0 - Optionally used when responding to a Quote. - - - 69 - 694 - 0 - 4 - 1 - Type of response this Quote Response is. - - - 69 - 11 - 0 - 5 - 0 - Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote). - - - 69 - 528 - 0 - 6 - 0 - - - 69 - 529 - 0 - 6.1 - 0 - - - 69 - 23 - 0 - 7 - 0 - Required only when responding to an IOI. - - - 69 - 537 - 0 - 8 - 0 - Default is Indicative. - - - 69 - 1091 - 0 - 8.1 - 0 - - - 69 - QuotQualGrp - 0 - 9 - 0 - - - 69 - Parties - 0 - 11 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 69 - 336 - 0 - 12 - 0 - - - 69 - 625 - 0 - 13 - 0 - - - 69 - Instrument - 0 - 14 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" -For multilegs supply minimally a value for Symbol (55). - - - 69 - FinancingDetails - 0 - 15 - 0 - Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" -For multilegs supply minimally a value for Symbol (55). - - - 69 - UndInstrmtGrp - 0 - 16 - 0 - Number of underlyings - - - 69 - 54 - 0 - 18 - 0 - Required when countering a single instrument quote or "hit/lift" an IOI or Quote. - - - 69 - OrderQtyData - 0 - 19 - 0 - Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" -Required when countering a single instrument quote or "hit/lift" an IOI or Quote. - - - 69 - 110 - 0 - 19.1 - 0 - - - 69 - 63 - 0 - 20 - 0 - - - 69 - 64 - 0 - 21 - 0 - Can be used with forex quotes to specify a specific "value date" - - - 69 - 193 - 0 - 22 - 0 - Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - - - 69 - 192 - 0 - 23 - 0 - Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - - - 69 - 15 - 0 - 24 - 0 - Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted - - - 69 - Stipulations - 0 - 25 - 0 - Optional - - - 69 - 1 - 0 - 26 - 0 - - - 69 - 660 - 0 - 27 - 0 - Used to identify the source of the Account code. - - - 69 - 581 - 0 - 28 - 0 - Type of account associated with the order (Origin) - - - 69 - LegQuotGrp - 0 - 29 - 0 - Required for multileg quote response - - - 69 - 132 - 0 - 41 - 0 - If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. - - - 69 - 133 - 0 - 42 - 0 - If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. - - - 69 - 645 - 0 - 43 - 0 - Can be used by markets that require showing the current best bid and offer - - - 69 - 646 - 0 - 44 - 0 - Can be used by markets that require showing the current best bid and offer - - - 69 - 647 - 0 - 45 - 0 - Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. - - - 69 - 134 - 0 - 46 - 0 - Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. - - - 69 - 648 - 0 - 47 - 0 - Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. - - - 69 - 135 - 0 - 48 - 0 - Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. - - - 69 - 62 - 0 - 49 - 0 - The time when the quote will expire. -Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counter offer is valid until. - - - 69 - 188 - 0 - 50 - 0 - May be applicable for F/X quotes - - - 69 - 190 - 0 - 51 - 0 - May be applicable for F/X quotes - - - 69 - 189 - 0 - 52 - 0 - May be applicable for F/X quotes - - - 69 - 191 - 0 - 53 - 0 - May be applicable for F/X quotes - - - 69 - 631 - 0 - 54 - 0 - - - 69 - 632 - 0 - 55 - 0 - - - 69 - 633 - 0 - 56 - 0 - - - 69 - 634 - 0 - 57 - 0 - - - 69 - 60 - 0 - 58 - 0 - - - 69 - 40 - 0 - 59 - 0 - Can be used to specify the type of order the quote is for. - - - 69 - 642 - 0 - 60 - 0 - Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value - - - 69 - 643 - 0 - 61 - 0 - Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value - - - 69 - 656 - 0 - 62 - 0 - Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message - - - 69 - 657 - 0 - 63 - 0 - Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message - - - 69 - 156 - 0 - 64 - 0 - Can be used when the quote is provided in a currency other than the instruments trading currency. - - - 69 - 12 - 0 - 65 - 0 - Can be used to show the counterparty the commission associated with the transaction. - - - 69 - 13 - 0 - 66 - 0 - Can be used to show the counterparty the commission associated with the transaction. - - - 69 - 582 - 0 - 67 - 0 - For Futures Exchanges - - - 69 - 100 - 0 - 68 - 0 - Used when routing quotes to multiple markets - - - 69 - 1133 - 0 - 68.1 - 0 - - - 69 - 58 - 0 - 69 - 0 - - - 69 - 354 - 0 - 70 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 69 - 355 - 0 - 71 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 69 - 44 - 0 - 72 - 0 - - - 69 - 423 - 0 - 73 - 0 - - - 69 - SpreadOrBenchmarkCurveData - 0 - 74 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" - - - 69 - YieldData - 0 - 75 - 0 - Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" - - - 69 - StandardTrailer - 0 - 76 - 1 - - - 70 - StandardHeader - 0 - 1 - 1 - MsgType = AK - - - 70 - 664 - 0 - 2 - 1 - Unique ID for this message - - - 70 - 772 - 0 - 3 - 0 - Mandatory if ConfirmTransType is Replace or Cancel - - - 70 - 859 - 0 - 4 - 0 - Only used when this message is used to respond to a confirmation request (to which this ID refers) - - - 70 - 666 - 0 - 5 - 1 - New, Cancel or Replace - - - 70 - 773 - 0 - 6 - 1 - Denotes whether this message represents a confirmation or a trade status message - - - 70 - 797 - 0 - 7 - 0 - Denotes whether or not this message represents copy confirmation (or status message) -Absence of this field indicates message is not a drop copy. - - - 70 - 650 - 0 - 8 - 0 - Denotes whether this message represents the legally binding confirmation -Absence of this field indicates message is not a legal confirm. - - - 70 - 665 - 0 - 9 - 1 - - - 70 - Parties - 0 - 10 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" -Required for fixed income -Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) -Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details) - - - 70 - OrdAllocGrp - 0 - 11 - 0 - Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 - - - 70 - 70 - 0 - 21 - 0 - Used to refer to an earlier Allocation Instruction. - - - 70 - 793 - 0 - 22 - 0 - Used to refer to an earlier Allocation Instruction via its secondary identifier - - - 70 - 467 - 0 - 23 - 0 - Used to refer to an allocation account within an earlier Allocation Instruction. - - - 70 - 60 - 0 - 24 - 1 - Represents the time this message was generated - - - 70 - 75 - 0 - 25 - 1 - - - 70 - TrdRegTimestamps - 0 - 26 - 0 - Time of last execution being confirmed by this message - - - 70 - Instrument - 0 - 27 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 70 - InstrumentExtension - 0 - 28 - 0 - Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" - - - 70 - FinancingDetails - 0 - 29 - 0 - Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" - - - 70 - UndInstrmtGrp - 0 - 30 - 0 - - - - 70 - InstrmtLegGrp - 0 - 32 - 0 - - - - 70 - YieldData - 0 - 34 - 0 - If traded on Yield, price must be calculated "to worst" and the <Yield> component block must specify how calculated, redemption date and price (if not par). If traded on Price, the <Yield> component block must specify how calculated - "Worst", and include redemptiondate and price (if not par). - - - 70 - 80 - 0 - 35 - 1 - The quantity being confirmed by this message (this is at a trade level, not block or order level) - - - 70 - 854 - 0 - 36 - 0 - - - 70 - 54 - 0 - 37 - 1 - - - 70 - 15 - 0 - 38 - 0 - - - 70 - 30 - 0 - 39 - 0 - - - 70 - CpctyConfGrp - 0 - 40 - 1 - - - - 70 - 79 - 0 - 44 - 1 - Account number for the trade being confirmed by this message - - - 70 - 661 - 0 - 45 - 0 - - - 70 - 798 - 0 - 46 - 0 - - - 70 - 6 - 0 - 47 - 1 - Gross price for the trade being confirmed -Always expressed in percent-of-par for Fixed Income - - - 70 - 74 - 0 - 48 - 0 - Absence of this field indicates that default precision arranged by the broker/institution is to be used - - - 70 - 423 - 0 - 49 - 0 - Price type for the AvgPx field - - - 70 - 860 - 0 - 50 - 0 - - - 70 - SpreadOrBenchmarkCurveData - 0 - 51 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" - - - 70 - 861 - 0 - 52 - 0 - Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade) - - - 70 - 58 - 0 - 53 - 0 - - - 70 - 354 - 0 - 54 - 0 - - - 70 - 355 - 0 - 55 - 0 - - - 70 - 81 - 0 - 56 - 0 - Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above. - - - 70 - 381 - 0 - 57 - 1 - AllocQty(80) * AvgPx(6) - - - 70 - 157 - 0 - 58 - 0 - - - 70 - 230 - 0 - 59 - 0 - Optional "next coupon date" for Fixed Income - - - 70 - 158 - 0 - 60 - 0 - - - 70 - 159 - 0 - 61 - 0 - Required for Fixed Income products that trade with accrued interest - - - 70 - 738 - 0 - 62 - 0 - Required for Fixed Income products that pay lump sum interest at maturity - - - 70 - 920 - 0 - 63 - 0 - For repurchase agreements the accrued interest on termination. - - - 70 - 921 - 0 - 64 - 0 - For repurchase agreements the start (dirty) cash consideration - - - 70 - 922 - 0 - 65 - 0 - For repurchase agreements the end (dirty) cash consideration - - - 70 - 238 - 0 - 66 - 0 - - - 70 - 237 - 0 - 67 - 0 - - - 70 - 118 - 0 - 68 - 1 - - - 70 - 890 - 0 - 69 - 0 - Net Money at maturity if Zero Coupon and maturity value is different from par value - - - 70 - 119 - 0 - 70 - 0 - - - 70 - 120 - 0 - 71 - 0 - - - 70 - 155 - 0 - 72 - 0 - - - 70 - 156 - 0 - 73 - 0 - - - 70 - 63 - 0 - 74 - 0 - - - 70 - 64 - 0 - 75 - 0 - - - 70 - SettlInstructionsData - 0 - 76 - 0 - Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" -Used to communicate settlement instructions for this Confirmation. - - - 70 - CommissionData - 0 - 77 - 0 - - - 70 - 858 - 0 - 78 - 0 - Used to identify any commission shared with a third party (e.g. directed brokerage) - - - 70 - Stipulations - 0 - 79 - 0 - - - 70 - MiscFeesGrp - 0 - 80 - 0 - Required if any miscellaneous fees are reported. - - - 70 - StandardTrailer - 0 - 85 - 1 - - - 71 - StandardHeader - 0 - 1 - 1 - MsgType = AL - - - 71 - 710 - 0 - 2 - 0 - Unique identifier for the position maintenance request as assigned by the submitter. Conditionally required when used in a request/reply scenario (i.e. not required in batch scenario) - - - 71 - 709 - 0 - 3 - 1 - - - 71 - 712 - 0 - 4 - 1 - - - 71 - 713 - 0 - 5 - 0 - Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. - - - 71 - 714 - 0 - 6 - 0 - Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled. - - - 71 - 715 - 0 - 7 - 1 - The Clearing Business Date referred to by this maintenance request - - - 71 - 716 - 0 - 8 - 0 - - - 71 - 717 - 0 - 9 - 0 - - - 71 - Parties - 0 - 10 - 1 - The Following PartyRoles can be specified: -ClearingOrganization -Clearing Firm -Position Account - - - 71 - 1 - 0 - 11 - 0 - - - 71 - 660 - 0 - 12 - 0 - - - 71 - 581 - 0 - 13 - 0 - Type of account associated with the order (Origin) - - - 71 - Instrument - 0 - 14 - 1 - - - 71 - 15 - 0 - 15 - 0 - - - 71 - InstrmtLegGrp - 0 - 16 - 0 - Specifies the number of legs that make up the Security - - - 71 - UndInstrmtGrp - 0 - 18 - 0 - Specifies the number of underlying legs that make up the Security - - - 71 - TrdgSesGrp - 0 - 20 - 0 - Specifies the number of repeating TradingSessionIDs - - - 71 - 60 - 0 - 23 - 0 - Time this order request was initiated/released by the trader, trading system, or intermediary. - - - 71 - PositionQty - 0 - 24 - 1 - - - 71 - PositionAmountData - 0 - 24.1 - 0 - - - 71 - 718 - 0 - 25 - 0 - Type of adjustment to be applied, used for PCS & PAJ -Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition - - - 71 - 719 - 0 - 26 - 0 - Boolean - if Y then indicates you are requesting a position maintenance that acting - - - 71 - 720 - 0 - 27 - 0 - Boolean - Y indicates you are requesting rollover of prior day's spread submissions - - - 71 - 834 - 0 - 28 - 0 - - - 71 - 58 - 0 - 29 - 0 - - - 71 - 354 - 0 - 30 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 71 - 355 - 0 - 31 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 71 - 120 - 0 - 31.1 - 0 - - - 71 - StandardTrailer - 0 - 32 - 1 - - - 72 - StandardHeader - 0 - 1 - 1 - MsgType = AM - - - 72 - 721 - 0 - 2 - 1 - Unique identifier for this position report - - - 72 - 709 - 0 - 3 - 1 - - - 72 - 710 - 0 - 4 - 0 - Unique identifier for the position maintenance request associated with this report - - - 72 - 712 - 0 - 5 - 1 - - - 72 - 713 - 0 - 6 - 0 - Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. - - - 72 - 722 - 0 - 7 - 1 - Status of Position Maintenance Request - - - 72 - 723 - 0 - 8 - 0 - - - 72 - 715 - 0 - 9 - 1 - The Clearing Business Date covered by this request - - - 72 - 716 - 0 - 10 - 0 - - - - 72 - 717 - 0 - 11 - 0 - - - 72 - Parties - 0 - 12 - 0 - Position Account - - - 72 - 1 - 0 - 13 - 0 - - - 72 - 660 - 0 - 14 - 0 - - - 72 - 581 - 0 - 15 - 0 - Type of account associated with the order (Origin) - - - 72 - 714 - 0 - 15.1 - 0 - Reference to a PosMaintRptID (Tag 721) from a previous Position Maintenance Report that is being replaced or canceled - - - 72 - Instrument - 0 - 16 - 1 - - - 72 - 15 - 0 - 17 - 0 - - - 72 - 120 - 0 - 17.1 - 0 - - - 72 - 719 - 0 - 17.2 - 0 - Can be set to true when a position maintenance request is being performed contrary to current money position, i.e. for an exercise of an out of the money position or an abandonement (do not exercise ) of an in the money position - - - 72 - 720 - 0 - 17.3 - 0 - - - 72 - InstrmtLegGrp - 0 - 18 - 0 - Specifies the number of legs that make up the Security - - - 72 - UndInstrmtGrp - 0 - 20 - 0 - Specifies the number of underlying legs that make up the Security - - - 72 - TrdgSesGrp - 0 - 22 - 0 - Specifies the number of repeating TradingSessionIDs - - - 72 - 60 - 0 - 25 - 0 - Time this order request was initiated/released by the trader, trading system, or intermediary. Conditionally required except when requests for reports are processed in batch, transaction time is not available, or when PosReqID is not present. - - - 72 - PositionQty - 0 - 26 - 1 - See definition for Position Quantity in the Proposed Component Block section above - - - 72 - PositionAmountData - 0 - 27 - 0 - Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" - - - 72 - 718 - 0 - 28 - 0 - Type of adjustment to be applied -Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only - - - 72 - 834 - 0 - 29 - 0 - - - 72 - 58 - 0 - 30 - 0 - - - 72 - 354 - 0 - 31 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 72 - 355 - 0 - 32 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 72 - StandardTrailer - 0 - 33 - 1 - - - 73 - StandardHeader - 0 - 1 - 1 - MsgType = AN - - - 73 - 710 - 0 - 2 - 1 - Unique identifier for the Request for Positions as assigned by the submitter - - - 73 - 724 - 0 - 3 - 1 - - - 73 - 573 - 0 - 4 - 0 - - - 73 - 263 - 0 - 5 - 0 - Used to subscribe / unsubscribe for trade capture reports -If the field is absent, the value 0 will be the default - - - 73 - 120 - 0 - 5.1 - 0 - - - 73 - Parties - 0 - 6 - 1 - Position Account - - - 73 - 1 - 0 - 7 - 0 - - - 73 - 660 - 0 - 8 - 0 - - - 73 - 581 - 0 - 9 - 0 - Type of account associated with the order (Origin) - - - 73 - Instrument - 0 - 10 - 0 - - - 73 - 15 - 0 - 11 - 0 - - - 73 - InstrmtLegGrp - 0 - 12 - 0 - Specifies the number of legs that make up the Security - - - 73 - UndInstrmtGrp - 0 - 14 - 0 - Specifies the number of underlying legs that make up the Security - - - 73 - 715 - 0 - 16 - 1 - The Clearing Business Date referred to by this request - - - 73 - 716 - 0 - 17 - 0 - - - - 73 - 717 - 0 - 18 - 0 - - - 73 - TrdgSesGrp - 0 - 19 - 0 - Specifies the number of repeating TradingSessionIDs - - - 73 - 60 - 0 - 22 - 1 - Time this order request was initiated/released by the trader, trading system, or intermediary. - - - 73 - 725 - 0 - 23 - 0 - Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. - - - 73 - 726 - 0 - 24 - 0 - URI destination name. Used if ResponseTransportType is out-of-band. - - - 73 - 58 - 0 - 25 - 0 - - - 73 - 354 - 0 - 26 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 73 - 355 - 0 - 27 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 73 - StandardTrailer - 0 - 28 - 1 - - - 74 - StandardHeader - 0 - 1 - 1 - MsgType = AO - - - 74 - 721 - 0 - 2 - 1 - Unique identifier for this position report - - - 74 - 710 - 0 - 3 - 0 - Unique identifier for the Request for Position associated with this report -This field should not be provided if the report was sent unsolicited. - - - 74 - 727 - 0 - 4 - 0 - Total number of Position Reports being returned - - - 74 - 325 - 0 - 5 - 0 - Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. - - - 74 - 728 - 0 - 6 - 1 - - - 74 - 729 - 0 - 7 - 1 - - - 74 - 724 - 0 - 7.1 - 0 - - - 74 - 573 - 0 - 7.2 - 0 - - - 74 - 715 - 0 - 7.3 - 0 - - - 74 - 263 - 0 - 7.4 - 0 - - - 74 - 716 - 0 - 7.5 - 0 - - - 74 - 717 - 0 - 7.6 - 0 - - - 74 - 120 - 0 - 7.71 - 0 - - - 74 - Parties - 0 - 8 - 1 - Position Account - - - 74 - 1 - 0 - 9 - 0 - - - 74 - 660 - 0 - 10 - 0 - - - 74 - 581 - 0 - 11 - 0 - Type of account associated with the order (Origin) - - - 74 - Instrument - 0 - 12 - 0 - - - 74 - 15 - 0 - 13 - 0 - - - 74 - InstrmtLegGrp - 0 - 14 - 0 - Specifies the number of legs that make up the Security - - - 74 - UndInstrmtGrp - 0 - 16 - 0 - Specifies the number of underlying legs that make up the Security - - - 74 - 725 - 0 - 18 - 0 - Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. - - - 74 - 726 - 0 - 19 - 0 - URI destination name. Used if ResponseTransportType is out-of-band. - - - 74 - 58 - 0 - 20 - 0 - - - 74 - 354 - 0 - 21 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 74 - 355 - 0 - 22 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 74 - StandardTrailer - 0 - 23 - 1 - - - 75 - StandardHeader - 0 - 1 - 1 - MsgType = AP - - - 75 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 75 - 721 - 0 - 2 - 1 - Unique identifier for this position report - - - 75 - 710 - 0 - 3 - 0 - Unique identifier for the Request for Positions associated with this report -This field should not be provided if the report was sent unsolicited. - - - 75 - 724 - 0 - 4 - 0 - - - 75 - 263 - 0 - 5 - 0 - Used to subscribe / unsubscribe for trade capture reports -If the field is absent, the value 0 will be the default - - - 75 - 727 - 0 - 6 - 0 - Total number of Position Reports being returned - - - 75 - 728 - 0 - 6 - 0 - Result of a Request for Position - - - 75 - 325 - 0 - 7 - 0 - Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. - - - 75 - 715 - 0 - 9 - 1 - The Clearing Business Date referred to by this maintenance request - - - 75 - 716 - 0 - 10 - 0 - - - 75 - 717 - 0 - 11 - 0 - - - 75 - 423 - 0 - 11.1 - 0 - - - 75 - 120 - 0 - 11.2 - 0 - - - 75 - 1011 - 0 - 11.3 - 0 - Used to identify the event or source which gave rise to a message - - - 75 - Parties - 0 - 12 - 1 - Position Account - - - 75 - 1 - 0 - 13 - 0 - Account may also be specified through via Parties Block using Party Role 27 which signifies Account - - - 75 - 660 - 0 - 14 - 0 - - - 75 - 581 - 0 - 15 - 0 - Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account - - - 75 - Instrument - 0 - 16 - 0 - - - 75 - 15 - 0 - 17 - 0 - - - 75 - 730 - 0 - 18 - 0 - - - 75 - 731 - 0 - 19 - 0 - Values = Final, Theoretical - - - 75 - 734 - 0 - 20 - 0 - - - 75 - 573 - 0 - 20.1 - 0 - Used to indicate if a Position Report is matched or unmatched - - - 75 - InstrmtLegGrp - 0 - 21 - 0 - Specifies the number of legs that make up the Security - - - 75 - PosUndInstrmtGrp - 0 - 23 - 0 - Specifies the number of underlying legs that make up the Security - - - 75 - PositionQty - 0 - 27 - 0 - Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages" - - - 75 - PositionAmountData - 0 - 28 - 0 - Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" - - - 75 - 506 - 0 - 29 - 0 - RegNonRegInd - - - 75 - 743 - 0 - 30 - 0 - - - 75 - 58 - 0 - 31 - 0 - - - 75 - 354 - 0 - 32 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 75 - 355 - 0 - 33 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 75 - StandardTrailer - 0 - 34 - 1 - - - 76 - StandardHeader - 0 - 1 - 1 - MsgType = AQ - - - 76 - 568 - 0 - 2 - 1 - Identifier for the trade request - - - 76 - 1003 - 0 - 2.1 - 0 - - - 76 - 1040 - 0 - 2.2 - 0 - - - 76 - 1041 - 0 - 2.3 - 0 - - - 76 - 1042 - 0 - 2.4 - 0 - - - 76 - 569 - 0 - 3 - 1 - - - 76 - 263 - 0 - 4 - 0 - Used to subscribe / unsubscribe for trade capture reports -If the field is absent, the value 0 will be the default - - - 76 - 748 - 0 - 5 - 0 - Number of trade reports returned - - - 76 - 749 - 0 - 6 - 1 - Result of Trade Request - - - 76 - 750 - 0 - 7 - 1 - Status of Trade Request - - - 76 - Instrument - 0 - 8 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 76 - UndInstrmtGrp - 0 - 9 - 0 - - - 76 - InstrmtLegGrp - 0 - 11 - 0 - Number of legs -NoLegs > 0 identifies a Multi-leg Execution - - - 76 - 442 - 0 - 13 - 0 - Specify type of multileg reporting to be returned. - - - 76 - 725 - 0 - 14 - 0 - Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. - - - 76 - 726 - 0 - 15 - 0 - URI destination name. Used if ResponseTransportType is out-of-band. - - - 76 - 58 - 0 - 16 - 0 - May be used by the executing market to record any execution Details that are particular to that market - - - 76 - 354 - 0 - 17 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 76 - 355 - 0 - 18 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 76 - 1011 - 0 - 18.1 - 0 - Used to identify the event or source which gave rise to a message - - - 76 - StandardTrailer - 0 - 19 - 1 - - - 77 - StandardHeader - 0 - 1 - 1 - MsgType = AR - - - 77 - 571 - 0 - 2 - 0 - Unique identifier for the Trade Capture Report - - - 77 - 1003 - 0 - 2.1 - 0 - - - 77 - 1040 - 0 - 2.2 - 0 - - - 77 - 1041 - 0 - 2.3 - 0 - - - 77 - 1042 - 0 - 2.4 - 0 - - - 77 - 487 - 0 - 3 - 0 - Identifies Trade Report message transaction type. - - - 77 - 856 - 0 - 4 - 0 - Indicates action to take on trade - - - 77 - 828 - 0 - 5 - 0 - - - 77 - 829 - 0 - 6 - 0 - - - 77 - 855 - 0 - 7 - 0 - - - 77 - 1123 - 0 - 7.1 - 0 - - - 77 - 1124 - 0 - 7.2 - 0 - - - 77 - 1125 - 0 - 7.3 - 0 - Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer - - - 77 - 1126 - 0 - 7.4 - 0 - Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer - - - 77 - 1127 - 0 - 7.5 - 0 - Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer - - - 77 - 830 - 0 - 8 - 0 - - - 77 - RootParties - 0 - 8.1 - 0 - Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report: - - - 77 - 150 - 0 - 9 - 0 - Type of Execution being reported: -Uses subset of ExecType for Trade Capture Reports - - - 77 - 572 - 0 - 10 - 0 - The TradeReportID that is being referenced for some action, such as correction or cancellation - - - 77 - 881 - 0 - 11 - 0 - The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation - - - 77 - 939 - 0 - 12 - 0 - Status of Trade Report - - - 77 - 751 - 0 - 13 - 0 - Reason for Rejection of Trade Report - - - 77 - 818 - 0 - 14 - 0 - - - 77 - 263 - 0 - 15 - 0 - Used to subscribe / unsubscribe for trade capture reports -If the field is absent, the value 0 will be the default - - - 77 - 820 - 0 - 16 - 0 - Used to associate a group of trades together. Useful for average price calculations. - - - 77 - 880 - 0 - 17 - 0 - - - 77 - 17 - 0 - 18 - 0 - Exchanged assigned Execution ID (Trade Identifier) - - - 77 - 527 - 0 - 19 - 0 - - - 77 - 378 - 0 - 19.2 - 0 - - - 77 - 570 - 0 - 19.3 - 0 - - - 77 - 423 - 0 - 19.4 - 0 - - - 77 - 822 - 0 - 19.45 - 0 - - - 77 - 823 - 0 - 19.46 - 0 - - - 77 - 716 - 0 - 19.5 - 0 - - - - 77 - 717 - 0 - 19.51 - 0 - - - 77 - 854 - 0 - 19.6 - 0 - - - 77 - 32 - 0 - 19.8 - 0 - - - 77 - 31 - 0 - 19.9 - 0 - - - 77 - Instrument - 0 - 20 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 77 - 669 - 0 - 20 - 0 - - - 77 - 1056 - 0 - 20.01 - 0 - - - 77 - 1071 - 0 - 20.02 - 0 - - - 77 - 15 - 0 - 20.021 - 0 - Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout - - - 77 - 120 - 0 - 20.022 - 0 - Contra currency of the deal. Used to qualify CalculatedCcyLastQty - - - 77 - 194 - 0 - 20.1 - 0 - - - 77 - 195 - 0 - 20.2 - 0 - - - 77 - 30 - 0 - 20.3 - 0 - - - 77 - 75 - 0 - 20.4 - 0 - - - 77 - 715 - 0 - 20.5 - 0 - - - 77 - 6 - 0 - 20.6 - 0 - - - 77 - 819 - 0 - 20.7 - 0 - - - 77 - 442 - 0 - 20.8 - 0 - - - 77 - 824 - 0 - 20.9 - 0 - - - 77 - 60 - 0 - 21 - 0 - Time ACK was issued by matching system, trading system or counterparty - - - 77 - 63 - 0 - 21 - 0 - - - 77 - UndInstrmtGrp - 0 - 21.15 - 0 - - - 77 - 573 - 0 - 21.2 - 0 - - - 77 - 574 - 0 - 21.3 - 0 - - - 77 - 797 - 0 - 21.4 - 0 - - - 77 - TrdRepIndicatorsGrp - 0 - 21.41 - 0 - - - 77 - 852 - 0 - 21.5 - 0 - - - 77 - 1390 - 0 - 21.51 - 0 - - - 77 - 853 - 0 - 21.6 - 0 - - - 77 - TrdInstrmtLegGrp - 0 - 21.9 - 0 - - - 77 - TrdRegTimestamps - 0 - 22 - 0 - - - 77 - 725 - 0 - 23 - 0 - Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. - - - 77 - 726 - 0 - 24 - 0 - URI destination name. Used if ResponseTransportType is out-of-band. - - - 77 - 58 - 0 - 25 - 0 - May be used by the executing market to record any execution Details that are particular to that market - - - 77 - 354 - 0 - 26 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 77 - 355 - 0 - 27 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 77 - 1015 - 0 - 27.1 - 0 - Indicates if the trade is an outtrade from a previous day - - - 77 - 635 - 0 - 41 - 0 - - - 77 - PositionAmountData - 0 - 50.1 - 0 - Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" - - - 77 - 994 - 0 - 50.2 - 0 - Indicates the algorithm (tier) used to match a trade - - - 77 - 1011 - 0 - 50.3 - 0 - Used to identify the event or source which gave rise to a message - - - 77 - 779 - 0 - 50.4 - 0 - Used to indicate reports after a specific time - - - 77 - 991 - 0 - 50.5 - 0 - Specifies the rounded price to quoted precision. - - - 77 - TrdCapRptAckSideGrp - 0 - 52.1 - 0 - - - 77 - 1135 - 0 - 52.2 - 0 - - - 77 - 381 - 0 - 52.3 - 0 - (LastQty(32) * LastPx(31) or LastParPx(669)) For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. - - - 77 - 64 - 0 - 52.4 - 0 - - - 77 - 1329 - 0 - 53.1 - 0 - - - 77 - StandardTrailer - 0 - 57 - 1 - - - 78 - StandardHeader - 0 - 1 - 1 - MsgType = AS - - - 78 - 755 - 0 - 2 - 1 - Unique identifier for this message - - - 78 - 70 - 0 - 3 - 0 - - - 78 - 71 - 0 - 4 - 1 - i.e. New, Cancel, Replace - - - 78 - 795 - 0 - 5 - 0 - Required for AllocTransType = Replace or Cancel - - - 78 - 796 - 0 - 6 - 0 - Required for AllocTransType = Replace or Cancel -Gives the reason for replacing or cancelling the allocation report - - - 78 - 793 - 0 - 7 - 0 - Optional second identifier for this allocation instruction (need not be unique) - - - 78 - 794 - 0 - 8 - 1 - Specifies the purpose or type of Allocation Report message - - - 78 - 87 - 0 - 9 - 1 - - - 78 - 88 - 0 - 10 - 0 - Required for AllocStatus = 1 (rejected) - - - 78 - 72 - 0 - 11 - 0 - Required for AllocTransType = Replace or Cancel - - - 78 - 808 - 0 - 12 - 0 - Required if AllocReportType = 8 (Request to Intermediary) -Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) - - - 78 - 196 - 0 - 13 - 0 - Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" - - - 78 - 197 - 0 - 14 - 0 - Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. - - - 78 - 466 - 0 - 15 - 0 - - - 78 - 715 - 0 - 15.05 - 0 - Indicates Clearing Business Date for which transaction will be settled. - - - 78 - 828 - 0 - 15.1 - 0 - Indicates Trade Type of Allocation. - - - 78 - 829 - 0 - 15.15 - 0 - Indicates TradeSubType of Allocation. Necessary for defining groups. - - - 78 - 442 - 0 - 15.2 - 0 - Indicates MultiLegReportType of original trade marked for allocation. - - - 78 - 582 - 0 - 15.3 - 0 - Indicates CTI of original trade marked for allocation. - - - 78 - 578 - 0 - 15.4 - 0 - Indicates input source of original trade marked for allocation. - - - 78 - 991 - 0 - 15.5 - 0 - Specifies the rounded price to quoted precision. - - - 78 - 1011 - 0 - 15.6 - 0 - Used to identify the event or source which gave rise to a message. - - - 78 - 579 - 0 - 15.7 - 0 - Specific device number, terminal number or station where trade was entered - - - 78 - 819 - 0 - 15.8 - 0 - Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. - - - 78 - 857 - 0 - 16 - 0 - Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not. - - - 78 - OrdAllocGrp - 0 - 17 - 0 - Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 - - - 78 - ExecAllocGrp - 0 - 27 - 0 - Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. - - - 78 - 570 - 0 - 34 - 0 - - - 78 - 700 - 0 - 35 - 0 - - - 78 - 574 - 0 - 36 - 0 - - - 78 - 54 - 0 - 37 - 1 - - - 78 - Instrument - 0 - 38 - 1 - Components of Application Messages". -For NDFs, fixing date (specified in MaturityDate(541)) is required. Fixing time (specified in MaturityTime(1079)) is optional. - - - 78 - InstrumentExtension - 0 - 39 - 0 - Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" - - - 78 - FinancingDetails - 0 - 40 - 0 - Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" - - - 78 - UndInstrmtGrp - 0 - 41 - 0 - - - 78 - InstrmtLegGrp - 0 - 43 - 0 - - - 78 - 53 - 0 - 45 - 1 - Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book - - - 78 - 854 - 0 - 46 - 0 - - - 78 - 30 - 0 - 47 - 0 - Market of the executions. - - - 78 - 229 - 0 - 48 - 0 - - - 78 - 336 - 0 - 49 - 0 - - - 78 - 625 - 0 - 50 - 0 - - - 78 - 423 - 0 - 51 - 0 - - - 78 - 6 - 0 - 52 - 1 - For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). - - - 78 - 860 - 0 - 53 - 0 - - - 78 - SpreadOrBenchmarkCurveData - 0 - 54 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" - - - 78 - 15 - 0 - 55 - 0 - Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. - - - 78 - 74 - 0 - 56 - 0 - Absence of this field indicates that default precision arranged by the broker/institution is to be used - - - 78 - Parties - 0 - 57 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 78 - 75 - 0 - 58 - 1 - - - 78 - 60 - 0 - 59 - 0 - Date/time when allocation is generated - - - 78 - 63 - 0 - 60 - 0 - - - 78 - 64 - 0 - 61 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. -Required for NDFs to specify the "value date". - - - 78 - 775 - 0 - 62 - 0 - Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. - - - 78 - 381 - 0 - 63 - 0 - Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. - - - 78 - 238 - 0 - 64 - 0 - - - 78 - 237 - 0 - 65 - 0 - - - 78 - 118 - 0 - 66 - 0 - Expressed in same currency as AvgPx. Sum of AllocNetMoney. -For FX expressed in terms of Currency(15). - - - 78 - 77 - 0 - 67 - 0 - - - 78 - 754 - 0 - 68 - 0 - Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House - - - 78 - 58 - 0 - 69 - 0 - - - 78 - 354 - 0 - 70 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 78 - 355 - 0 - 71 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 78 - 157 - 0 - 72 - 0 - Applicable for Convertible Bonds and fixed income - - - 78 - 158 - 0 - 73 - 0 - Applicable for Convertible Bonds and fixed income - - - 78 - 159 - 0 - 74 - 0 - Sum of AllocAccruedInterestAmt within repeating group. - - - 78 - 540 - 0 - 75 - 0 - - - 78 - 738 - 0 - 76 - 0 - - - 78 - 920 - 0 - 77 - 0 - For repurchase agreements the accrued interest on termination. - - - 78 - 921 - 0 - 78 - 0 - For repurchase agreements the start (dirty) cash consideration - - - 78 - 922 - 0 - 79 - 0 - For repurchase agreements the end (dirty) cash consideration - - - 78 - 650 - 0 - 80 - 0 - - - 78 - Stipulations - 0 - 81 - 0 - - - 78 - YieldData - 0 - 82 - 0 - - - 78 - PositionAmountData - 0 - 82.1 - 0 - Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" - - - 78 - 892 - 0 - 83 - 0 - Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. -Only required where message has been fragmented. - - - 78 - 893 - 0 - 84 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 78 - AllocGrp - 0 - 85 - 0 - Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" - - - 78 - StandardTrailer - 0 - 120 - 1 - - - 79 - StandardHeader - 0 - 1 - 1 - MsgType = AT - - - 79 - 755 - 0 - 2 - 1 - - - 79 - 70 - 0 - 3 - 0 - - - 79 - 715 - 0 - 3.1 - 0 - Indicates Clearing Business Date for which transaction will be settled. - - - 79 - 819 - 0 - 3.2 - 0 - Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. - - - 79 - 53 - 0 - 3.3 - 0 - - - 79 - 71 - 0 - 3.4 - 0 - - - 79 - Parties - 0 - 4 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 79 - 793 - 0 - 5 - 0 - Optional second identifier for the allocation report being acknowledged (need not be unique) - - - 79 - 75 - 0 - 6 - 0 - - - 79 - 60 - 0 - 7 - 0 - Date/Time Allocation Report Ack generated - - - 79 - 87 - 0 - 8 - 0 - Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed). -AllocStatus will be conditionally required in a 2-party model when used by a counterparty to convey a change in status. It will be optional in a 3-party model in which only the central counterparty may issue the status of an allocation - - - 79 - 88 - 0 - 9 - 0 - Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message - - - 79 - 794 - 0 - 10 - 0 - - - 79 - 808 - 0 - 11 - 0 - Required if AllocReportType = 8 (Request to Intermediary) -Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) - - - 79 - 573 - 0 - 12 - 0 - Denotes whether the financial details provided on the Allocation Report were successfully matched. - - - 79 - 460 - 0 - 13 - 0 - - - 79 - 167 - 0 - 14 - 0 - - - 79 - 58 - 0 - 15 - 0 - Can include explanation for AllocRejCode = 7 (other) - - - 79 - 354 - 0 - 16 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 79 - 355 - 0 - 17 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 79 - AllocAckGrp - 0 - 18 - 0 - This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value. -Indicates number of allocation groups to follow. - - - 79 - StandardTrailer - 0 - 27 - 1 - - - 80 - StandardHeader - 0 - 1 - 1 - MsgType = AU - - - 80 - 664 - 0 - 2 - 1 - - - 80 - 75 - 0 - 3 - 1 - - - 80 - 60 - 0 - 4 - 1 - Date/Time Allocation Instruction Ack generated - - - 80 - 940 - 0 - 5 - 1 - - - 80 - 774 - 0 - 6 - 0 - Required for ConfirmStatus = 1 (rejected) - - - 80 - 573 - 0 - 7 - 0 - Denotes whether the financial details provided on the Confirmation were successfully matched. - - - 80 - 58 - 0 - 8 - 0 - Can include explanation for AllocRejCode = 7 (other) - - - 80 - 354 - 0 - 9 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 80 - 355 - 0 - 10 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 80 - StandardTrailer - 0 - 11 - 1 - - - 81 - StandardHeader - 0 - 1 - 1 - MsgType = AV - - - 81 - 791 - 0 - 2 - 1 - Unique message ID - - - 81 - 60 - 0 - 3 - 1 - Date/Time this request message was generated - - - 81 - Parties - 0 - 4 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" -Used here for party whose instructions this message is requesting and (optionally) for settlement location -Not required if database identifiers are being used to request settlement instructions. Required otherwise. - - - 81 - 79 - 0 - 5 - 0 - Should not be populated if StandInstDbType is populated - - - 81 - 661 - 0 - 6 - 0 - Required if AllocAccount populated -Should not be populated if StandInstDbType is populated - - - 81 - 54 - 0 - 7 - 0 - Should not be populated if StandInstDbType is populated - - - 81 - 460 - 0 - 8 - 0 - Should not be populated if StandInstDbType is populated - - - 81 - 167 - 0 - 9 - 0 - Should not be populated if StandInstDbType is populated - - - 81 - 461 - 0 - 10 - 0 - Should not be populated if StandInstDbType is populated - - - 81 - 120 - 0 - 10.1 - 0 - Should not be populated if StandInstDbType is populated - - - 81 - 168 - 0 - 11 - 0 - Should not be populated if StandInstDbType is populated - - - 81 - 126 - 0 - 12 - 0 - Should not be populated if StandInstDbType is populated - - - 81 - 779 - 0 - 13 - 0 - Should not be populated if StandInstDbType is populated - - - 81 - 169 - 0 - 14 - 0 - Should not be populated if any of AllocAccount through to LastUpdateTime are populated - - - 81 - 170 - 0 - 15 - 0 - Should not be populated if any of AllocAccount through to LastUpdateTime are populated - - - 81 - 171 - 0 - 16 - 0 - The identifier of the standing instructions within the database specified in StandInstDbType -Required if StandInstDbType populated -Should not be populated if any of AllocAccount through to LastUpdateTime are populated - - - 81 - StandardTrailer - 0 - 17 - 1 - - - 82 - StandardHeader - 0 - 1 - 1 - MsgType = AW - - - 82 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 82 - 833 - 0 - 2 - 1 - Unique identifier for the Assignment report - - - 82 - 832 - 0 - 3 - 0 - Total Number of Assignment Reports being returned to a firm - - - 82 - 912 - 0 - 4 - 0 - - - 82 - Parties - 0 - 5 - 1 - Clearing Organization -Clearing Firm -Contra Clearing Organization -Contra Clearing Firm -Position Account - - - 82 - 1 - 0 - 6 - 0 - Customer Account - - - 82 - 581 - 0 - 7 - 0 - Type of account associated with the order (Origin) - - - 82 - Instrument - 0 - 8 - 0 - CFI Code - Market Indicator (col 4) used to indicate Market of Assignment - - - 82 - 15 - 0 - 9 - 0 - - - 82 - InstrmtLegGrp - 0 - 10 - 0 - Number of legs that make up the Security - - - 82 - UndInstrmtGrp - 0 - 12 - 0 - Number of legs that make up the Security - - - 82 - PositionQty - 0 - 14 - 0 - "Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" - - - 82 - PositionAmountData - 0 - 15 - 0 - Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" - - - 82 - 834 - 0 - 16 - 0 - - - 82 - 730 - 0 - 17 - 0 - Settlement Price of Option - - - 82 - 731 - 0 - 18 - 0 - Values = Final, Theoretical - - - 82 - 732 - 0 - 19 - 0 - Settlement Price of Underlying - - - 82 - 734 - 0 - 19.1 - 0 - - - 82 - 432 - 0 - 20 - 0 - Expiration Date of Option - - - 82 - 744 - 0 - 21 - 0 - Method under which assignment was conducted - - - 82 - 745 - 0 - 22 - 0 - Quantity Increment used in performing assignment - - - 82 - 746 - 0 - 23 - 0 - Open interest that was eligible for assignment - - - 82 - 747 - 0 - 24 - 0 - Exercise Method used to in performing assignment -Values = Automatic, Manual - - - 82 - 716 - 0 - 25 - 0 - - - - 82 - 717 - 0 - 26 - 0 - - - - 82 - 715 - 0 - 27 - 1 - Business date of assignment - - - 82 - 58 - 0 - 28 - 0 - - - 82 - 354 - 0 - 29 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 82 - 355 - 0 - 30 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 82 - StandardTrailer - 0 - 31 - 1 - - - 83 - StandardHeader - 0 - 1 - 1 - MsgType = AX - - - 83 - 894 - 0 - 2 - 1 - Unique identifier for collateral request - - - 83 - 895 - 0 - 3 - 1 - Reason collateral assignment is being requested - - - 83 - 60 - 0 - 4 - 1 - - - 83 - 126 - 0 - 5 - 0 - Time until when Respondent has to assign collateral - - - 83 - Parties - 0 - 6 - 0 - - - 83 - 1 - 0 - 7 - 0 - Customer Account - - - 83 - 581 - 0 - 8 - 0 - Type of account associated with the order (Origin) - - - 83 - 11 - 0 - 9 - 0 - Identifier of order for which collateral is required - - - 83 - 37 - 0 - 10 - 0 - Identifier of order for which collateral is required - - - 83 - 198 - 0 - 11 - 0 - Identifier of order for which collateral is required - - - 83 - 526 - 0 - 12 - 0 - Identifier of order for which collateral is required - - - 83 - ExecCollGrp - 0 - 13 - 0 - Executions for which collateral is required - - - 83 - TrdCollGrp - 0 - 15 - 0 - Trades for which collateral is required - - - 83 - Instrument - 0 - 18 - 0 - Instrument that was traded for which collateral is required - - - 83 - FinancingDetails - 0 - 19 - 0 - Details of the Agreement and Deal - - - 83 - 64 - 0 - 20 - 0 - - - 83 - 53 - 0 - 21 - 0 - - - 83 - 854 - 0 - 22 - 0 - - - 83 - 15 - 0 - 23 - 0 - - - 83 - InstrmtLegGrp - 0 - 24 - 0 - Number of legs that make up the Security - - - 83 - UndInstrmtCollGrp - 0 - 26 - 0 - Number of legs that make up the Security - - - 83 - 899 - 0 - 29 - 0 - - - 83 - 900 - 0 - 30 - 0 - - - 83 - 901 - 0 - 31 - 0 - - - 83 - TrdRegTimestamps - 0 - 32 - 0 - Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" - - - 83 - 54 - 0 - 33 - 0 - - - 83 - MiscFeesGrp - 0 - 34 - 0 - Required if any miscellaneous fees are reported. - - - 83 - 44 - 0 - 39 - 0 - - - 83 - 423 - 0 - 40 - 0 - - - 83 - 159 - 0 - 41 - 0 - - - 83 - 920 - 0 - 42 - 0 - - - 83 - 921 - 0 - 43 - 0 - - - 83 - 922 - 0 - 44 - 0 - - - 83 - SpreadOrBenchmarkCurveData - 0 - 45 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" - - - 83 - Stipulations - 0 - 46 - 0 - Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" - - - 83 - 336 - 0 - 47 - 0 - Trading Session in which trade occurred - - - 83 - 625 - 0 - 48 - 0 - Trading Session Subid in which trade occurred - - - 83 - 716 - 0 - 49 - 0 - - - 83 - 717 - 0 - 50 - 0 - - - 83 - 715 - 0 - 51 - 0 - - - 83 - 58 - 0 - 52 - 0 - - - 83 - 354 - 0 - 53 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 83 - 355 - 0 - 54 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 83 - StandardTrailer - 0 - 55 - 1 - - - 84 - StandardHeader - 0 - 1 - 1 - MsgType = AY - - - 84 - 902 - 0 - 2 - 1 - Unique Identifer for collateral assignment - - - 84 - 894 - 0 - 3 - 0 - Identifer of CollReqID to which the Collateral Assignment is in response - - - 84 - 895 - 0 - 4 - 1 - Reason for collateral assignment - - - 84 - 903 - 0 - 5 - 1 - Collateral Transaction Type - - - 84 - 907 - 0 - 6 - 0 - Collateral assignment to which this transaction refers - - - 84 - 60 - 0 - 7 - 1 - - - 84 - 126 - 0 - 8 - 0 - For an Initial assignment, time by which a response is expected - - - 84 - Parties - 0 - 9 - 0 - - - 84 - 1 - 0 - 10 - 0 - Customer Account - - - 84 - 581 - 0 - 11 - 0 - Type of account associated with the order (Origin) - - - 84 - 11 - 0 - 12 - 0 - Identifier of order for which collateral is required - - - 84 - 37 - 0 - 13 - 0 - Identifier of order for which collateral is required - - - 84 - 198 - 0 - 14 - 0 - Identifier of order for which collateral is required - - - 84 - 526 - 0 - 15 - 0 - Identifier of order for which collateral is required - - - 84 - ExecCollGrp - 0 - 16 - 0 - Executions for which collateral is required - - - 84 - TrdCollGrp - 0 - 18 - 0 - Trades for which collateral is required - - - 84 - Instrument - 0 - 21 - 0 - Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" - - - 84 - FinancingDetails - 0 - 22 - 0 - Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" - - - 84 - 64 - 0 - 23 - 0 - - - 84 - 53 - 0 - 24 - 0 - - - 84 - 854 - 0 - 25 - 0 - - - 84 - 15 - 0 - 26 - 0 - - - 84 - InstrmtLegGrp - 0 - 27 - 0 - Number of legs that make up the Security - - - 84 - UndInstrmtCollGrp - 0 - 29 - 0 - Number of legs that make up the Security - - - 84 - 899 - 0 - 32 - 0 - - - 84 - 900 - 0 - 33 - 0 - - - 84 - 901 - 0 - 34 - 0 - - - 84 - TrdRegTimestamps - 0 - 35 - 0 - Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" - - - 84 - 54 - 0 - 36 - 0 - - - 84 - MiscFeesGrp - 0 - 37 - 0 - Required if any miscellaneous fees are reported. - - - 84 - 44 - 0 - 42 - 0 - - - 84 - 423 - 0 - 43 - 0 - - - 84 - 159 - 0 - 44 - 0 - - - 84 - 920 - 0 - 45 - 0 - - - 84 - 921 - 0 - 46 - 0 - - - 84 - 922 - 0 - 47 - 0 - - - 84 - SpreadOrBenchmarkCurveData - 0 - 48 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" - - - 84 - Stipulations - 0 - 49 - 0 - Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" - - - 84 - SettlInstructionsData - 0 - 50 - 0 - Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" - - - 84 - 336 - 0 - 51 - 0 - Trading Session in which trade occurred - - - 84 - 625 - 0 - 52 - 0 - Trading Session Subid in which trade occurred - - - 84 - 716 - 0 - 53 - 0 - - - 84 - 717 - 0 - 54 - 0 - - - 84 - 715 - 0 - 55 - 0 - - - 84 - 58 - 0 - 56 - 0 - - - 84 - 354 - 0 - 57 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 84 - 355 - 0 - 58 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 84 - StandardTrailer - 0 - 59 - 1 - - - 85 - StandardHeader - 0 - 1 - 1 - MsgType = AZ - - - 85 - 904 - 0 - 2 - 1 - Unique identifer for the collateral response - - - 85 - 902 - 0 - 3 - 0 - Conditionally required when responding to a Collateral Assignment message - - - 85 - 894 - 0 - 4 - 0 - Identifer of CollReqID to which the Collateral Assignment is in response - - - 85 - 895 - 0 - 5 - 0 - Conditionally required when responding to a Collateral Assignment message - - - 85 - 903 - 0 - 6 - 0 - Collateral Transaction Type - not recommended because it causes confusion - - - 85 - 905 - 0 - 7 - 1 - Collateral Assignment Response Type - - - 85 - 906 - 0 - 8 - 0 - Reason Colllateral Assignment was rejected - - - 85 - 60 - 0 - 9 - 1 - - - 85 - 1043 - 0 - 9.1 - 0 - - - 85 - 291 - 0 - 9.2 - 0 - Tells whether security has been restricted. - - - 85 - 715 - 0 - 9.3 - 0 - - - 85 - Parties - 0 - 10 - 0 - - - 85 - 1 - 0 - 11 - 0 - Customer Account - - - 85 - 581 - 0 - 12 - 0 - Type of account associated with the order (Origin) - - - 85 - 11 - 0 - 13 - 0 - Identifier of order for which collateral is required - - - 85 - 37 - 0 - 14 - 0 - Identifier of order for which collateral is required - - - 85 - 198 - 0 - 15 - 0 - Identifier of order for which collateral is required - - - 85 - 526 - 0 - 16 - 0 - Identifier of order for which collateral is required - - - 85 - ExecCollGrp - 0 - 17 - 0 - Executions for which collateral is required - - - 85 - TrdCollGrp - 0 - 19 - 0 - Trades for which collateral is required - - - 85 - Instrument - 0 - 22 - 0 - Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" - - - 85 - FinancingDetails - 0 - 23 - 0 - Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" - - - 85 - 64 - 0 - 24 - 0 - - - 85 - 53 - 0 - 25 - 0 - - - 85 - 854 - 0 - 26 - 0 - - - 85 - 15 - 0 - 27 - 0 - - - 85 - InstrmtLegGrp - 0 - 28 - 0 - Number of legs that make up the Security - - - 85 - UndInstrmtCollGrp - 0 - 30 - 0 - Number of legs that make up the Security - - - 85 - 899 - 0 - 33 - 0 - - - 85 - 900 - 0 - 34 - 0 - - - 85 - 901 - 0 - 35 - 0 - - - 85 - TrdRegTimestamps - 0 - 36 - 0 - Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" - - - 85 - 54 - 0 - 37 - 0 - - - 85 - MiscFeesGrp - 0 - 38 - 0 - Required if any miscellaneous fees are reported. - - - 85 - 44 - 0 - 43 - 0 - - - 85 - 423 - 0 - 44 - 0 - - - 85 - 159 - 0 - 45 - 0 - - - 85 - 920 - 0 - 46 - 0 - - - 85 - 921 - 0 - 47 - 0 - - - 85 - 922 - 0 - 48 - 0 - - - 85 - SpreadOrBenchmarkCurveData - 0 - 49 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" - - - 85 - Stipulations - 0 - 50 - 0 - Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" - - - 85 - 58 - 0 - 51 - 0 - - - 85 - 354 - 0 - 52 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 85 - 355 - 0 - 53 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 85 - StandardTrailer - 0 - 54 - 1 - - - 86 - StandardHeader - 0 - 1 - 1 - MsgType = BA - - - 86 - 908 - 0 - 2 - 1 - Unique Identifer for collateral report - - - 86 - 909 - 0 - 3 - 0 - Identifier for the collateral inquiry to which this message is a reply - - - 86 - 60 - 0 - 3.1 - 0 - - - 86 - 1043 - 0 - 3.2 - 0 - Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis. - - - 86 - 291 - 0 - 3.3 - 0 - Tells whether security has been restricted. - - - 86 - 910 - 0 - 4 - 1 - Collateral status - - - 86 - 911 - 0 - 5 - 0 - - - 86 - 912 - 0 - 6 - 0 - - - 86 - Parties - 0 - 7 - 0 - - - 86 - 1 - 0 - 8 - 0 - Customer Account - - - 86 - 581 - 0 - 9 - 0 - Type of account associated with the order (Origin) - - - 86 - 11 - 0 - 10 - 0 - Identifier of order for which collateral is required - - - 86 - 37 - 0 - 11 - 0 - Identifier of order for which collateral is required - - - 86 - 198 - 0 - 12 - 0 - Identifier of order for which collateral is required - - - 86 - 526 - 0 - 13 - 0 - Identifier of order for which collateral is required - - - 86 - ExecCollGrp - 0 - 14 - 0 - Executions for which collateral is required - - - 86 - TrdCollGrp - 0 - 16 - 0 - Trades for which collateral is required - - - 86 - Instrument - 0 - 19 - 0 - Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" - - - 86 - FinancingDetails - 0 - 20 - 0 - Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" - - - 86 - 64 - 0 - 21 - 0 - - - 86 - 53 - 0 - 22 - 0 - - - 86 - 854 - 0 - 23 - 0 - - - 86 - 15 - 0 - 24 - 0 - - - 86 - InstrmtLegGrp - 0 - 25 - 0 - Number of legs that make up the Security - - - 86 - UndInstrmtGrp - 0 - 27 - 0 - Number of legs that make up the Security - - - 86 - 899 - 0 - 29 - 0 - - - 86 - 900 - 0 - 30 - 0 - - - 86 - 901 - 0 - 31 - 0 - - - 86 - TrdRegTimestamps - 0 - 32 - 0 - Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" - - - 86 - 54 - 0 - 33 - 0 - - - 86 - MiscFeesGrp - 0 - 34 - 0 - Required if any miscellaneous fees are reported. - - - 86 - 44 - 0 - 39 - 0 - - - 86 - 423 - 0 - 40 - 0 - - - 86 - 159 - 0 - 41 - 0 - - - 86 - 920 - 0 - 42 - 0 - - - 86 - 921 - 0 - 43 - 0 - - - 86 - 922 - 0 - 44 - 0 - - - 86 - SpreadOrBenchmarkCurveData - 0 - 45 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" - - - 86 - Stipulations - 0 - 46 - 0 - Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" - - - 86 - SettlInstructionsData - 0 - 47 - 0 - Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" - - - 86 - 336 - 0 - 48 - 0 - Trading Session in which trade occurred - - - 86 - 625 - 0 - 49 - 0 - Trading Session Subid in which trade occurred - - - 86 - 716 - 0 - 50 - 0 - - - 86 - 717 - 0 - 51 - 0 - - - 86 - 715 - 0 - 52 - 0 - - - 86 - 58 - 0 - 53 - 0 - - - 86 - 354 - 0 - 54 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 86 - 355 - 0 - 55 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 86 - StandardTrailer - 0 - 56 - 1 - - - 87 - StandardHeader - 0 - 1 - 1 - MsgType = BB - - - 87 - 909 - 0 - 2 - 1 - Unique identifier for this message. - - - 87 - CollInqQualGrp - 0 - 3 - 0 - Number of qualifiers to inquiry - - - 87 - 263 - 0 - 5 - 0 - Used to subscribe / unsubscribe for collateral status reports. -If the field is absent, the default will be snapshot request only - no subscription. - - - 87 - 725 - 0 - 6 - 0 - Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. - - - 87 - 726 - 0 - 7 - 0 - URI destination name. Used if ResponseTransportType is out-of-band. - - - 87 - Parties - 0 - 8 - 0 - - - 87 - 1 - 0 - 9 - 0 - Customer Account - - - 87 - 581 - 0 - 10 - 0 - Type of account associated with the order (Origin) - - - 87 - 11 - 0 - 11 - 0 - Identifier of order for which collateral is required - - - 87 - 37 - 0 - 12 - 0 - Identifier of order for which collateral is required - - - 87 - 198 - 0 - 13 - 0 - Identifier of order for which collateral is required - - - 87 - 526 - 0 - 14 - 0 - Identifier of order for which collateral is required - - - 87 - ExecCollGrp - 0 - 15 - 0 - Executions for which collateral is required - - - 87 - TrdCollGrp - 0 - 17 - 0 - Trades for which collateral is required - - - 87 - Instrument - 0 - 20 - 0 - Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" - - - 87 - FinancingDetails - 0 - 21 - 0 - Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" - - - 87 - 64 - 0 - 22 - 0 - - - 87 - 53 - 0 - 23 - 0 - - - 87 - 854 - 0 - 24 - 0 - - - 87 - 15 - 0 - 25 - 0 - - - 87 - InstrmtLegGrp - 0 - 26 - 0 - Number of legs that make up the Security - - - 87 - UndInstrmtGrp - 0 - 28 - 0 - Number of legs that make up the Security - - - 87 - 899 - 0 - 30 - 0 - - - 87 - 900 - 0 - 31 - 0 - - - 87 - 901 - 0 - 32 - 0 - - - 87 - TrdRegTimestamps - 0 - 33 - 0 - Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" - - - 87 - 54 - 0 - 34 - 0 - - - 87 - 44 - 0 - 35 - 0 - - - 87 - 423 - 0 - 36 - 0 - - - 87 - 159 - 0 - 37 - 0 - - - 87 - 920 - 0 - 38 - 0 - - - 87 - 921 - 0 - 39 - 0 - - - 87 - 922 - 0 - 40 - 0 - - - 87 - SpreadOrBenchmarkCurveData - 0 - 41 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" - - - 87 - Stipulations - 0 - 42 - 0 - Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" - - - 87 - SettlInstructionsData - 0 - 43 - 0 - Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" - - - 87 - 336 - 0 - 44 - 0 - Trading Session in which trade occurred - - - 87 - 625 - 0 - 45 - 0 - Trading Session Subid in which trade occurred - - - 87 - 716 - 0 - 46 - 0 - - - 87 - 717 - 0 - 47 - 0 - - - 87 - 715 - 0 - 48 - 0 - - - 87 - 58 - 0 - 49 - 0 - - - 87 - 354 - 0 - 50 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 87 - 355 - 0 - 51 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 87 - StandardTrailer - 0 - 52 - 1 - - - 88 - StandardHeader - 0 - 1 - 1 - MsgType = "BC" - - - 88 - 935 - 0 - 2 - 1 - - - 88 - 933 - 0 - 3 - 1 - - - 88 - CompIDReqGrp - 0 - 4 - 0 - Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. -If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. - - - 88 - StandardTrailer - 0 - 9 - 1 - - - 89 - StandardHeader - 0 - 1 - 1 - MsgType = "BD" - - - 89 - 937 - 0 - 2 - 1 - - - 89 - 933 - 0 - 3 - 0 - - - 89 - 932 - 0 - 4 - 1 - - - 89 - 934 - 0 - 5 - 0 - Required when NetworkStatusResponseType=2 - - - 89 - CompIDStatGrp - 0 - 6 - 1 - Specifies the number of repeating CompId's - - - 89 - StandardTrailer - 0 - 13 - 1 - - - 90 - StandardHeader - 0 - 1 - 1 - MsgType = "BE" - - - 90 - 923 - 0 - 2 - 1 - - - 90 - 924 - 0 - 3 - 1 - - - 90 - 553 - 0 - 4 - 1 - - - 90 - 554 - 0 - 5 - 0 - - - 90 - 925 - 0 - 6 - 0 - - - 90 - 1400 - 0 - 6.01 - 0 - - - 90 - 1401 - 0 - 6.02 - 0 - - - 90 - 1402 - 0 - 6.03 - 0 - - - 90 - 1403 - 0 - 6.04 - 0 - - - 90 - 1404 - 0 - 6.05 - 0 - - - 90 - 95 - 0 - 7 - 0 - - - 90 - 96 - 0 - 8 - 0 - Can be used to hand structures etc to other API's etc - - - 90 - StandardTrailer - 0 - 9 - 1 - - - 91 - StandardHeader - 0 - 1 - 1 - MsgType = "BF" - - - 91 - 923 - 0 - 2 - 1 - - - 91 - 553 - 0 - 3 - 1 - - - 91 - 926 - 0 - 4 - 0 - - - 91 - 927 - 0 - 5 - 0 - Reason a request was not carried out - - - 91 - StandardTrailer - 0 - 6 - 1 - - - 92 - StandardHeader - 0 - 1 - 1 - MsgType = BG - - - 92 - 909 - 0 - 2 - 1 - Identifier for the collateral inquiry to which this message is a reply - - - 92 - 945 - 0 - 3 - 1 - Status of the Collateral Inquiry referenced by CollInquiryID - - - 92 - 946 - 0 - 4 - 0 - Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings - - - 92 - CollInqQualGrp - 0 - 5 - 0 - Number of qualifiers to inquiry - - - 92 - 911 - 0 - 7 - 0 - Total number of reports generated in response to this inquiry - - - 92 - Parties - 0 - 8 - 0 - - - 92 - 1 - 0 - 9 - 0 - Customer Account - - - 92 - 581 - 0 - 10 - 0 - Type of account associated with the order (Origin) - - - 92 - 11 - 0 - 11 - 0 - Identifier of order for which collateral is required - - - 92 - 37 - 0 - 12 - 0 - Identifier of order for which collateral is required - - - 92 - 198 - 0 - 13 - 0 - Identifier of order for which collateral is required - - - 92 - 526 - 0 - 14 - 0 - Identifier of order for which collateral is required - - - 92 - ExecCollGrp - 0 - 15 - 0 - Executions for which collateral is required - - - 92 - TrdCollGrp - 0 - 17 - 0 - Trades for which collateral is required - - - 92 - Instrument - 0 - 20 - 0 - Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" - - - 92 - FinancingDetails - 0 - 21 - 0 - Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" - - - 92 - 64 - 0 - 22 - 0 - - - 92 - 53 - 0 - 23 - 0 - - - 92 - 854 - 0 - 24 - 0 - - - 92 - 15 - 0 - 25 - 0 - - - 92 - InstrmtLegGrp - 0 - 26 - 0 - Number of legs that make up the Security - - - 92 - UndInstrmtGrp - 0 - 28 - 0 - Number of legs that make up the Security - - - 92 - 336 - 0 - 30 - 0 - Trading Session in which trade occurred - - - 92 - 625 - 0 - 31 - 0 - Trading Session Subid in which trade occurred - - - 92 - 716 - 0 - 32 - 0 - - - 92 - 717 - 0 - 33 - 0 - - - 92 - 715 - 0 - 34 - 0 - - - 92 - 725 - 0 - 35 - 0 - Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. - - - 92 - 726 - 0 - 36 - 0 - URI destination name. Used if ResponseTransportType is out-of-band. - - - 92 - 58 - 0 - 37 - 0 - - - 92 - 354 - 0 - 38 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 92 - 355 - 0 - 39 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 92 - StandardTrailer - 0 - 40 - 1 - - - 93 - StandardHeader - 0 - 1 - 1 - MsgType = BH - - - 93 - 859 - 0 - 2 - 1 - Unique identifier for this message - - - 93 - 773 - 0 - 3 - 1 - Denotes whether this message is being used to request a confirmation or a trade status message - - - 93 - OrdAllocGrp - 0 - 4 - 0 - Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 - - - 93 - 70 - 0 - 14 - 0 - Used to refer to an earlier Allocation Instruction. - - - 93 - 793 - 0 - 15 - 0 - Used to refer to an earlier Allocation Instruction via its secondary identifier - - - 93 - 467 - 0 - 16 - 0 - Used to refer to an allocation account within an earlier Allocation Instruction. - - - 93 - 60 - 0 - 17 - 1 - Represents the time this message was generated - - - 93 - 79 - 0 - 18 - 0 - Account number for the trade being confirmed by this message - - - 93 - 661 - 0 - 19 - 0 - - - 93 - 798 - 0 - 20 - 0 - - - 93 - 58 - 0 - 21 - 0 - - - 93 - 354 - 0 - 22 - 0 - - - 93 - 355 - 0 - 23 - 0 - - - 93 - StandardTrailer - 0 - 24 - 1 - - - 94 - StandardHeader - 0 - 1 - 1 - MsgType = BO - - - 94 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 94 - 977 - 0 - 1.1 - 1 - Unique identifier for the Contrary Intention report - - - 94 - 60 - 0 - 1.2 - 0 - Time the contrary intention was received by clearing organization. - - - 94 - 978 - 0 - 1.3 - 0 - Indicates if the contrary intention was received after the exchange imposed cutoff time - - - 94 - 979 - 0 - 1.4 - 0 - Source of the contrary intention - - - 94 - 715 - 0 - 1.5 - 1 - Business date of contrary intention - - - 94 - Parties - 0 - 1.6 - 1 - Clearing Organization -Clearing Firm -Position Account - - - 94 - ExpirationQty - 0 - 1.7 - 1 - Expiration Quantities - - - 94 - Instrument - 0 - 1.8 - 1 - - - 94 - UndInstrmtGrp - 0 - 1.9 - 0 - - - 94 - 58 - 0 - 2 - 0 - - - 94 - 354 - 0 - 2.1 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 94 - 355 - 0 - 2.2 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 94 - StandardTrailer - 0 - 10 - 1 - - - 95 - StandardHeader - 0 - 1 - 1 - MsgType = BP - - - 95 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 95 - 964 - 0 - 1.1 - 0 - Identifier for the Security Definition Update message in a bulk transfer environment (No Request/Response) - - - 95 - 320 - 0 - 1.2 - 0 - - - 95 - 322 - 0 - 1.3 - 0 - Identifier for the Security Definition message. - - - 95 - 323 - 0 - 1.4 - 0 - Response to the Security Definition Request. - - - 95 - 715 - 0 - 1.5 - 0 - - - 95 - 980 - 0 - 1.6 - 0 - - - 95 - 292 - 0 - 1.7 - 0 - Identifies the type of Corporate Action - - - 95 - Instrument - 0 - 1.8 - 0 - - - 95 - InstrumentExtension - 0 - 1.801 - 0 - - - 95 - UndInstrmtGrp - 0 - 1.81 - 0 - - - 95 - 15 - 0 - 1.9 - 0 - - - 95 - 58 - 0 - 2.2 - 0 - Comment, instructions, or other identifying information. - - - 95 - 354 - 0 - 2.3 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 95 - 355 - 0 - 2.4 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 95 - Stipulations - 0 - 2.41 - 0 - - - 95 - InstrmtLegGrp - 0 - 2.5 - 0 - - - 95 - SpreadOrBenchmarkCurveData - 0 - 2.5001 - 0 - - - 95 - YieldData - 0 - 2.52 - 0 - - - 95 - MarketSegmentGrp - 0 - 2.61 - 0 - Contains all the security details related to listing and trading the security - - - 95 - StandardTrailer - 0 - 10 - 1 - - - 96 - StandardHeader - 0 - 1 - 1 - MsgType = BK - - - 96 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 96 - 964 - 0 - 1.1 - 0 - Identifier for the Security List Update message in a bulk transfer environment (No Request/Response) - - - 96 - 320 - 0 - 1.2 - 0 - - - 96 - 322 - 0 - 1.3 - 0 - Identifier for the Security List message. - - - 96 - 560 - 0 - 1.4 - 0 - Result of the Security Request identified by the SecurityReqID. - - - 96 - 393 - 0 - 1.5 - 0 - Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. - - - 96 - 715 - 0 - 1.6 - 0 - - - 96 - 980 - 0 - 1.7 - 0 - - - 96 - 292 - 0 - 1.8 - 0 - Identifies the type of Corporate Action that triggered the update - - - 96 - 1301 - 0 - 1.801 - 0 - Identifies the market which lists and trades the instrument. - - - 96 - 1300 - 0 - 1.802 - 0 - Identifies the segment of the market specified in MarketID(96) - - - 96 - 893 - 0 - 1.9 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 96 - SecLstUpdRelSymGrp - 0 - 2 - 0 - Specifies the number of repeating symbols (instruments) specified - - - 96 - StandardTrailer - 0 - 10 - 1 - - - 97 - StandardHeader - 0 - 1 - 1 - MsgType = BL - - - 97 - 721 - 0 - 1.1 - 1 - Unique identifier for this Adjusted Position report - - - 97 - 724 - 0 - 1.2 - 0 - - - 97 - 715 - 0 - 1.3 - 1 - The Clearing Business Date referred to by this maintenance request - - - 97 - 716 - 0 - 1.4 - 0 - - - 97 - 714 - 0 - 1.41 - 0 - - - 97 - Parties - 0 - 1.5 - 1 - Position Account - - - 97 - PositionQty - 0 - 1.6 - 1 - Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" - - - 97 - InstrmtGrp - 0 - 1.8 - 0 - - - 97 - 730 - 0 - 1.9 - 0 - Settlement Price - - - 97 - 734 - 0 - 2 - 0 - Prior Settlement Price - - - 97 - StandardTrailer - 0 - 10 - 1 - - - 98 - StandardHeader - 0 - 1 - 1 - MsgType = BM - - - 98 - 70 - 0 - 2 - 1 - Unique identifier for this allocation instruction alert message - - - 98 - 71 - 0 - 3 - 1 - i.e. New, Cancel, Replace - - - 98 - 626 - 0 - 4 - 1 - Specifies the purpose or type of Allocation message - - - 98 - 793 - 0 - 5 - 0 - Optional second identifier for this allocation instruction (need not be unique) - - - 98 - 72 - 0 - 6 - 0 - Required for AllocTransType = Replace or Cancel - - - 98 - 796 - 0 - 7 - 0 - Required for AllocTransType = Replace or Cancel -Gives the reason for replacing or cancelling the allocation instruction - - - 98 - 808 - 0 - 8 - 0 - Required if AllocType = 8 (Request to Intermediary) -Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) - - - 98 - 196 - 0 - 9 - 0 - Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" - - - 98 - 197 - 0 - 10 - 0 - Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. - - - 98 - 466 - 0 - 11 - 0 - Can be used with AllocType=" Ready-To-Book " - - - 98 - 857 - 0 - 12 - 0 - Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not. - - - 98 - OrdAllocGrp - 0 - 13 - 0 - Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 - - - 98 - ExecAllocGrp - 0 - 23 - 0 - Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. - - - 98 - 570 - 0 - 30 - 0 - - - 98 - 700 - 0 - 31 - 0 - - - 98 - 574 - 0 - 32 - 0 - - - 98 - 54 - 0 - 33 - 1 - - - 98 - Instrument - 0 - 34 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" - - - 98 - InstrumentExtension - 0 - 35 - 0 - Insert here the set of "InstrumentExtension" fields defined in "common components of application messages" - - - 98 - FinancingDetails - 0 - 36 - 0 - Insert here the set of "FinancingDetails" fields defined in "common components of application messages" - - - 98 - UndInstrmtGrp - 0 - 37 - 0 - - - 98 - InstrmtLegGrp - 0 - 39 - 0 - - - 98 - 53 - 0 - 41 - 1 - Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book - - - 98 - 854 - 0 - 42 - 0 - - - 98 - 30 - 0 - 43 - 0 - Market of the executions. - - - 98 - 229 - 0 - 44 - 0 - - - 98 - 336 - 0 - 45 - 0 - - - 98 - 625 - 0 - 46 - 0 - - - 98 - 423 - 0 - 47 - 0 - - - 98 - 6 - 0 - 48 - 0 - For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). -For 3rd party allocations used to convey either basic price or averaged price -Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. - - - 98 - 860 - 0 - 49 - 0 - - - 98 - SpreadOrBenchmarkCurveData - 0 - 50 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages" - - - 98 - 15 - 0 - 51 - 0 - Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. - - - 98 - 74 - 0 - 52 - 0 - Absence of this field indicates that default precision arranged by the broker/institution is to be used - - - 98 - Parties - 0 - 53 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" - - - 98 - 75 - 0 - 54 - 1 - - - 98 - 60 - 0 - 55 - 0 - Date/time when allocation is generated - - - 98 - 63 - 0 - 56 - 0 - - - 98 - 64 - 0 - 57 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. - - - 98 - 775 - 0 - 58 - 0 - Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. - - - 98 - 381 - 0 - 59 - 0 - Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). - - - 98 - 238 - 0 - 60 - 0 - - - 98 - 237 - 0 - 61 - 0 - - - 98 - 118 - 0 - 62 - 0 - Expressed in same currency as AvgPx. Sum of AllocNetMoney. - - - 98 - 77 - 0 - 63 - 0 - - - 98 - 754 - 0 - 64 - 0 - Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House - - - 98 - 58 - 0 - 65 - 0 - - - 98 - 354 - 0 - 66 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 98 - 355 - 0 - 67 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 98 - 157 - 0 - 68 - 0 - Applicable for Convertible Bonds and fixed income - - - 98 - 158 - 0 - 69 - 0 - Applicable for Convertible Bonds and fixed income - - - 98 - 159 - 0 - 70 - 0 - Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest) - - - 98 - 540 - 0 - 71 - 0 - (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group. - - - 98 - 738 - 0 - 72 - 0 - - - 98 - 920 - 0 - 73 - 0 - For repurchase agreements the accrued interest on termination. - - - 98 - 921 - 0 - 74 - 0 - For repurchase agreements the start (dirty) cash consideration - - - 98 - 922 - 0 - 75 - 0 - For repurchase agreements the end (dirty) cash consideration - - - 98 - 650 - 0 - 76 - 0 - - - 98 - Stipulations - 0 - 77 - 0 - - - 98 - YieldData - 0 - 78 - 0 - - - 98 - PositionAmountData - 0 - 78.1 - 0 - Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" - - - 98 - 892 - 0 - 79 - 0 - Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. -Only required where message has been fragmented. - - - 98 - 893 - 0 - 80 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 98 - AllocGrp - 0 - 81 - 0 - Indicates number of allocation groups to follow. -Not required for AllocTransType=Cancel -Not required for AllocType=" Ready-To-Book " or "Warehouse instruction". - - - 98 - 819 - 0 - 81.1 - 0 - Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. - - - 98 - 715 - 0 - 81.2 - 0 - Indicates Clearing Business Date for which transaction will be settled. - - - 98 - 828 - 0 - 81.3 - 0 - Indicates Trade Type of Allocation. - - - 98 - 829 - 0 - 81.4 - 0 - Indicates TradeSubType of Allocation. Necessary for defining groups. - - - 98 - 582 - 0 - 81.5 - 0 - Indicates CTI of original trade marked for allocation. - - - 98 - 578 - 0 - 81.6 - 0 - Indicates input source of original trade marked for allocation. - - - 98 - 442 - 0 - 81.8 - 0 - Indicates MultiLegReportType of original trade marked for allocation. - - - 98 - 1011 - 0 - 81.85 - 0 - Used to identify the event or source which gave rise to a message. - - - 98 - 991 - 0 - 81.9 - 0 - Specifies the rounded price to quoted precision. - - - 98 - StandardTrailer - 0 - 117 - 1 - - - 99 - StandardHeader - 0 - 1 - 1 - MsgType = BN - - - 99 - 37 - 0 - 2 - 1 - - - 99 - 198 - 0 - 3 - 0 - - - 99 - 11 - 0 - 4 - 0 - Conditionally required if the Execution Report message contains a ClOrdID. - - - 99 - 1036 - 0 - 5 - 1 - Indicates the status of the execution acknowledgement. The "received, not yet processed" is an optional intermediary status that can be used to notify the counterparty that the Execution Report has been received. - - - 99 - 17 - 0 - 6 - 1 - The ExecID of the Execution Report being acknowledged. - - - 99 - 127 - 0 - 7 - 0 - Conditionally required when ExecAckStatus = 2 (Don't know / Rejected). - - - 99 - Instrument - 0 - 8 - 1 - - - 99 - UndInstrmtGrp - 0 - 9 - 0 - - - 99 - InstrmtLegGrp - 0 - 10 - 0 - - - 99 - 54 - 0 - 11 - 1 - - - 99 - OrderQtyData - 0 - 12 - 1 - - - 99 - 32 - 0 - 13 - 0 - Conditionally required if specified on the Execution Report - - - 99 - 31 - 0 - 14 - 0 - Conditionally Required if specified on the Execution Report - - - 99 - 423 - 0 - 15 - 0 - Conditionally required if specified on the Execution Report - - - 99 - 669 - 0 - 16 - 0 - Conditionally required if specified on the Execution Report - - - 99 - 14 - 0 - 17 - 0 - Conditionally required if specified on the Execution Report - - - 99 - 6 - 0 - 18 - 0 - Conditionally required if specified on the Execution Report - - - 99 - 58 - 0 - 19 - 0 - Conditionally required if DKReason = "other" - - - 99 - 354 - 0 - 20 - 0 - - - 99 - 355 - 0 - 21 - 0 - - - 99 - StandardTrailer - 0 - 22 - 1 - - - 100 - StandardHeader - 0 - 1 - 1 - MsgType = BJ - - - 100 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 100 - 335 - 0 - 2 - 0 - Provided for a response to a specific Trading Session List Request message (snapshot). - - - 100 - TrdSessLstGrp - 0 - 3 - 1 - - - 100 - StandardTrailer - 0 - 100 - 1 - - - 101 - StandardHeader - 0 - 1 - 1 - MsgType = BI - - - 101 - 335 - 0 - 2 - 1 - Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Update Request (2). - - - 101 - 1301 - 0 - 2.1 - 0 - Market for which Trading Session applies - - - 101 - 1300 - 0 - 2.2 - 0 - Market Segment for which Trading Session applies - - - 101 - 336 - 0 - 3 - 0 - Trading Session for which status is being requested - - - 101 - 625 - 0 - 4 - 0 - - - 101 - 207 - 0 - 5 - 0 - - - 101 - 338 - 0 - 6 - 0 - Method of Trading - - - 101 - 339 - 0 - 7 - 0 - Trading Session Mode - - - 101 - 263 - 0 - 8 - 1 - - - 101 - StandardTrailer - 0 - 100 - 1 - - - 102 - StandardHeader - 0 - 1 - 1 - MsgType = BQ - - - 102 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 102 - 715 - 0 - 2 - 0 - - - 102 - 1153 - 0 - 3 - 0 - Settlement cycle in which the settlement obligation was generated - - - 102 - 1160 - 0 - 4 - 1 - Unique identifier for this message - - - 102 - 1159 - 0 - 5 - 1 - Used to identify the reporting mode of the settlement obligation which is either preliminary or final - - - 102 - 58 - 0 - 6 - 0 - Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. - - - 102 - 354 - 0 - 7 - 0 - - - 102 - 355 - 0 - 8 - 0 - - - 102 - 60 - 0 - 10 - 0 - Time when the Settlemnt Obligation Report was created. - - - 102 - SettlObligationInstructions - 0 - 11 - 1 - - - 102 - StandardTrailer - 0 - 100 - 1 - - - 103 - StandardHeader - 0 - 1 - 1 - MsgType = BR - - - 103 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 103 - 320 - 0 - 2 - 0 - - - 103 - 322 - 0 - 3 - 0 - Identifier for the Derivative Security List message - - - 103 - 560 - 0 - 4 - 0 - Result of the Security Request identified by SecurityReqID - - - 103 - 980 - 0 - 6 - 0 - Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed - - - 103 - UnderlyingInstrument - 0 - 8 - 0 - Underlying security for which derivatives are being returned - - - 103 - DerivativeSecurityDefinition - 0 - 9 - 0 - Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. DerivativeSecurityDefinition contains the following components: DerivativeInstrument. DerivativeInstrumentExtension, MarketSegmentGrp - - - 103 - 393 - 0 - 10 - 0 - Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. - - - 103 - 893 - 0 - 11 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 103 - RelSymDerivSecUpdGrp - 0 - 12 - 0 - - - 103 - StandardTrailer - 0 - 100 - 1 - - - 104 - StandardHeader - 0 - 1 - 1 - MsgType = BS - - - 104 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 104 - 335 - 0 - 2 - 0 - Provided for a response to a specific Trading Session List Request message (snapshot). - - - 104 - TrdSessLstGrp - 0 - 4 - 1 - - - 104 - StandardTrailer - 0 - 100 - 1 - - - 105 - StandardHeader - 0 - 1 - 1 - MsgType = BT - - - 105 - 1393 - 0 - 2 - 1 - Must be unique, or the ID of previous Market Segment Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request(2). - - - 105 - 263 - 0 - 3 - 1 - - - 105 - 1301 - 0 - 4 - 0 - Conditionally required if MarketSegmentID(1300) is specified on the request - - - 105 - 1300 - 0 - 5 - 0 - - - 105 - 1325 - 0 - 6 - 0 - Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. - - - 105 - StandardTrailer - 0 - 100 - 1 - - - 106 - StandardHeader - 0 - 1 - 1 - MsgType = BU - - - 106 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 106 - 1394 - 0 - 2 - 1 - Unique identifier for each Market Definition message - - - 106 - 1393 - 0 - 3 - 0 - - - 106 - 1301 - 0 - 4 - 1 - - - 106 - 1300 - 0 - 5 - 0 - - - 106 - 1396 - 0 - 6 - 0 - - - 106 - 1397 - 0 - 7 - 0 - Must be set if EncodedMktSegmDesc field is specified and must immediately precede it. - - - 106 - 1398 - 0 - 8 - 0 - Encoded (non-ASCII characters) representation of the MarketSegmDesc field in the encoded format specified via the MessageEncoding field. - - - 106 - 1325 - 0 - 9 - 0 - Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. - - - 106 - 15 - 0 - 10 - 0 - The default trading currency - - - 106 - BaseTradingRules - 0 - 11 - 0 - Insert here the set of "BaseTradingRules" fields defined in "common components of application messages" - - - 106 - OrdTypeRules - 0 - 12 - 0 - Insert here the set of "OrdTypeRules" fields defined in "common components of application messages" - - - 106 - TimeInForceRules - 0 - 13 - 0 - Insert here the set of "TimeInForceRules" fields defined in "common components of application messages" - - - 106 - ExecInstRules - 0 - 14 - 0 - Insert here the set of "ExecInstRules" fields defined in "common components of application messages" - - - 106 - 60 - 0 - 15 - 0 - - - 106 - 58 - 0 - 16 - 0 - Comment, instructions, or other identifying information. - - - 106 - 354 - 0 - 17 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 106 - 355 - 0 - 18 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 106 - StandardTrailer - 0 - 100 - 1 - - - 107 - StandardHeader - 0 - 1 - 1 - MsgType = BV - - - 107 - ApplicationSequenceControl - 0 - 1.001 - 0 - - - 107 - 1394 - 0 - 2 - 1 - Unique identifier for each Market Definition message - - - 107 - 1393 - 0 - 3 - 0 - - - 107 - 1395 - 0 - 4 - 0 - Specifies the action taken - - - 107 - 1301 - 0 - 5 - 1 - - - 107 - 1300 - 0 - 6 - 0 - - - 107 - 1396 - 0 - 7 - 0 - - - 107 - 1397 - 0 - 8 - 0 - Must be set if EncodedMktSegmDesc field is specified and must immediately precede it. - - - 107 - 1398 - 0 - 9 - 0 - Encoded (non-ASCII characters) representation of the MarketSegmDesc field in the encoded format specified via the MessageEncoding field. - - - 107 - 1325 - 0 - 10 - 0 - Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. - - - 107 - 15 - 0 - 11 - 0 - The default trading currency - - - 107 - BaseTradingRules - 0 - 13 - 0 - Insert here the set of "BaseTradingRules" fields defined in "common components of application messages" - - - 107 - OrdTypeRules - 0 - 14 - 0 - Insert here the set of "OrdTypeRules" fields defined in "common components of application messages" - - - 107 - TimeInForceRules - 0 - 15 - 0 - Insert here the set of "TimeInForceRules" fields defined in "common components of application messages" - - - 107 - ExecInstRules - 0 - 16 - 0 - Insert here the set of "ExecInstRules" fields defined in "common components of application messages" - - - 107 - 60 - 0 - 17 - 0 - - - 107 - 58 - 0 - 18 - 0 - Comment, instructions, or other identifying information. - - - 107 - 354 - 0 - 19 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 107 - 355 - 0 - 20 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 107 - StandardTrailer - 0 - 100 - 1 - - - 108 - StandardHeader - 0 - 1 - 1 - MsgType = BW - - - 108 - 1346 - 0 - 2 - 1 - Unique identifier for request - - - 108 - 1347 - 0 - 3 - 1 - Type of Application Message Request being made - - - 108 - ApplIDRequestGrp - 0 - 4 - 0 - - - 108 - 58 - 0 - 20 - 0 - Allows user to provide reason for request - - - 108 - 354 - 0 - 21 - 0 - - - 108 - 355 - 0 - 22 - 0 - - - 108 - StandardTrailer - 0 - 100 - 1 - - - 109 - StandardHeader - 0 - 1 - 1 - MsgType = BX - - - 109 - 1353 - 0 - 2 - 1 - Identifier for the Application Message Request Ack - - - 109 - 1346 - 0 - 3 - 0 - Identifier of the request associated with this ACK message - - - 109 - 1347 - 0 - 4 - 0 - - - 109 - 1348 - 0 - 5 - 0 - - - 109 - 1349 - 0 - 6 - 0 - Total number of messages included in transmission - - - 109 - ApplIDRequestAckGrp - 0 - 7 - 0 - - - 109 - 58 - 0 - 20 - 0 - - - 109 - 354 - 0 - 21 - 0 - - - 109 - 355 - 0 - 22 - 0 - - - 109 - StandardTrailer - 0 - 100 - 1 - - - 110 - StandardHeader - 0 - 1 - 1 - MsgType = BY - - - 110 - 1356 - 0 - 2 - 1 - Identifier for the Application Message Report - - - 110 - 1426 - 0 - 3 - 1 - Type of report - - - 110 - ApplIDReportGrp - 0 - 4 - 0 - - - 110 - 58 - 0 - 20 - 0 - - - 110 - 354 - 0 - 21 - 0 - - - 110 - 355 - 0 - 22 - 0 - - - 110 - StandardTrailer - 0 - 100 - 1 - - - 111 - StandardHeader - 0 - 1 - 1 - MsgType = BZ - - - 111 - 11 - 0 - 2 - 0 - ClOrdID provided on the Order Mass Action Request. - - - 111 - 526 - 0 - 3 - 0 - - - 111 - 1369 - 0 - 4 - 1 - Unique Identifier for the Order Mass Action Report - - - 111 - 1373 - 0 - 5 - 1 - Order Mass Action Request Type accepted by the system - - - 111 - 1374 - 0 - 6 - 1 - Specifies the scope of the action - - - 111 - 1375 - 0 - 7 - 1 - Indicates the action taken by the counterparty order handling system as a result of the Action Request -0 - Indicates Order Mass Action Request was rejected. - - - 111 - 1376 - 0 - 8 - 0 - Indicates why Order Mass Action Request was rejected -Required if MassActionResponse = 0 - - - 111 - 533 - 0 - 9 - 0 - Optional field used to indicate the total number of orders affected by the Order Mass Action Request - - - 111 - AffectedOrdGrp - 0 - 10 - 0 - Orders affected by the Order Mass Action Request. - - - 111 - NotAffectedOrdersGrp - 0 - 10.1 - 0 - List of orders not affected by the Order Mass Action Request. - - - 111 - 1301 - 0 - 11 - 0 - MarketID for which orders are to be affected - - - 111 - 1300 - 0 - 12 - 0 - MarketSegmentID for which orders are to be affected - - - 111 - 336 - 0 - 13 - 0 - TradingSessionID for which orders are to be affected - - - 111 - 625 - 0 - 14 - 0 - TradingSessionSubID for which orders are to be affected - - - 111 - Parties - 0 - 15 - 0 - - - 111 - Instrument - 0 - 16 - 0 - - - 111 - UnderlyingInstrument - 0 - 17 - 0 - - - 111 - 54 - 0 - 18 - 0 - Side of the market specified on the Order Mass Action Request - - - 111 - 60 - 0 - 19 - 0 - Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. - - - 111 - 58 - 0 - 20 - 0 - - - 111 - 354 - 0 - 21 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 111 - 355 - 0 - 22 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 111 - StandardTrailer - 0 - 100 - 1 - - - 112 - StandardHeader - 0 - 1 - 1 - MsgType = CA - - - 112 - 11 - 0 - 2 - 1 - Unique ID of Order Mass Action Request as assigned by the institution. - - - 112 - 526 - 0 - 3 - 0 - - - 112 - 1373 - 0 - 4 - 1 - Specifies the type of action requested - - - 112 - 1374 - 0 - 5 - 1 - Specifies the scope of the action - - - 112 - 1301 - 0 - 6 - 0 - MarketID for which orders are to be affected - - - 112 - 1300 - 0 - 7 - 0 - MarketSegmentID for which orders are to be affected - - - 112 - 336 - 0 - 8 - 0 - Trading Session in which orders are to be affected - - - 112 - 625 - 0 - 9 - 0 - - - 112 - Parties - 0 - 10 - 0 - - - 112 - Instrument - 0 - 11 - 0 - - - 112 - UnderlyingInstrument - 0 - 12 - 0 - - - 112 - 54 - 0 - 13 - 0 - - - 112 - 60 - 0 - 14 - 1 - - - 112 - 58 - 0 - 15 - 0 - - - 112 - 354 - 0 - 16 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 112 - 355 - 0 - 17 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 112 - StandardTrailer - 0 - 100 - 1 - - - 113 - StandardHeader - 0 - 1 - 1 - MsgType = CB - - - 113 - UsernameGrp - 0 - 2 - 0 - List of users to which the notification is directed - - - 113 - 926 - 0 - 3 - 1 - Reason for notification - when possible provide an explanation. - - - 113 - 58 - 0 - 20 - 0 - Explanation for user notification. - - - 113 - 354 - 0 - 21 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 113 - 355 - 0 - 22 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 113 - StandardTrailer - 0 - 100 - 1 - - - 1000 - 12 - 0 - 1 - 0 - - - 1000 - 13 - 0 - 2 - 0 - - - 1000 - 479 - 0 - 3 - 0 - - - - 1000 - 497 - 0 - 4 - 0 - - - - 1001 - 388 - 0 - 1 - 0 - What the discretionary price is related to (e.g. primary price, display price etc) - - - 1001 - 389 - 0 - 2 - 0 - Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType - - - 1001 - 841 - 0 - 3 - 0 - Describes whether discretion price is static/fixed or floats - - - 1001 - 842 - 0 - 4 - 0 - Type of Discretion Offset (e.g. price offset, tick offset etc) - - - 1001 - 843 - 0 - 5 - 0 - Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) - - - 1001 - 844 - 0 - 6 - 0 - If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) - - - 1001 - 846 - 0 - 7 - 0 - The scope of "related to" price of the discretion (e.g. local, global etc) - - - 1002 - 913 - 0 - 1 - 0 - The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal - - - 1002 - 914 - 0 - 2 - 0 - A common reference to the applicable standing agreement between the principals - - - 1002 - 915 - 0 - 3 - 0 - A reference to the date the underlying agreement was executed. - - - 1002 - 918 - 0 - 4 - 0 - Currency of the underlying agreement. - - - 1002 - 788 - 0 - 5 - 0 - For Repos the timing or method for terminating the agreement. - - - 1002 - 916 - 0 - 6 - 0 - Settlement date of the beginning of the deal - - - 1002 - 917 - 0 - 7 - 0 - Repayment / repurchase date - - - 1002 - 919 - 0 - 8 - 0 - Delivery or custody arrangement for the underlying securities - - - 1002 - 898 - 0 - 9 - 0 - Percentage of cash value that underlying security collateral must meet. - - - 1003 - 55 - 0 - 1 - 0 - Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) -Use "[N/A]" for products which do not have a symbol. - - - 1003 - 65 - 0 - 2 - 0 - Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. - - - 1003 - 48 - 0 - 3 - 0 - Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. - - - 1003 - 22 - 0 - 4 - 0 - Required if SecurityID is specified. - - - 1003 - SecAltIDGrp - 0 - 5 - 0 - Number of alternate Security Identifiers - - - 1003 - 460 - 0 - 8 - 0 - Indicates the type of product the security is associated with (high-level category) - - - 1003 - 1227 - 0 - 8.001 - 0 - Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc - - - 1003 - 1151 - 0 - 8.1 - 0 - An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. - - - 1003 - 461 - 0 - 9 - 0 - Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. - - - 1003 - 167 - 0 - 10 - 0 - It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. -Required for Fixed Income. Refer to Volume 7 - Fixed Income -Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) - - - 1003 - 762 - 0 - 11 - 0 - Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. - - - 1003 - 200 - 0 - 12 - 0 - Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. - - - 1003 - 541 - 0 - 13 - 0 - Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&amp;P futures).may use MaturityMonthYear and/or this field. -When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. -For NDFs this represents the fixing date of the contract. - - - 1003 - 1079 - 0 - 13.01 - 0 - For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. - - - 1003 - 966 - 0 - 13.1 - 0 - Indicator to determine if Instrument is Settle on Open. - - - 1003 - 1049 - 0 - 13.2 - 0 - - - 1003 - 965 - 0 - 13.3 - 0 - Gives the current state of the instrument - - - 1003 - 224 - 0 - 14 - 0 - Date interest is to be paid. Used in identifying Corporate Bond issues. - - - 1003 - 225 - 0 - 15 - 0 - Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. - - - 1003 - 239 - 0 - 16 - 0 - - - 1003 - 226 - 0 - 17 - 0 - - - 1003 - 227 - 0 - 18 - 0 - - - 1003 - 228 - 0 - 19 - 0 - For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. -Qty * Factor * Price = Gross Trade Amount -For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. -(Qty * Price) * Factor = Nominal Value - - - 1003 - 255 - 0 - 20 - 0 - - - 1003 - 543 - 0 - 21 - 0 - The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. - - - 1003 - 470 - 0 - 22 - 0 - ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. - - - 1003 - 471 - 0 - 23 - 0 - A two-character state or province abbreviation. - - - 1003 - 472 - 0 - 24 - 0 - The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). - - - 1003 - 240 - 0 - 25 - 0 - - - 1003 - 202 - 0 - 26 - 0 - Used for derivatives, such as options and covered warrants - - - 1003 - 947 - 0 - 27 - 0 - Used for derivatives - - - 1003 - 967 - 0 - 27.1 - 0 - Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. - - - 1003 - 968 - 0 - 27.2 - 0 - Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. - - - 1003 - 206 - 0 - 28 - 0 - Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. - - - 1003 - 231 - 0 - 29 - 0 - For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. - - - 1003 - 969 - 0 - 29.1 - 0 - Minimum price increment for the instrument. Could also be used to represent tick value. - - - 1003 - 1146 - 0 - 29.101 - 0 - Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] - - - 1003 - 996 - 0 - 29.2 - 0 - 0 - - - 1003 - 1147 - 0 - 29.21 - 0 - - - 1003 - 1191 - 0 - 29.211 - 0 - - - 1003 - 1192 - 0 - 29.212 - 0 - - - 1003 - 1193 - 0 - 29.213 - 0 - Settlement method for a contract. Can be used as an alternative to CFI Code value - - - 1003 - 1194 - 0 - 29.214 - 0 - Type of exercise of a derivatives security - - - 1003 - 1195 - 0 - 29.215 - 0 - Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount - - - 1003 - 1196 - 0 - 29.216 - 0 - Method for price quotation - - - 1003 - 1197 - 0 - 29.2161 - 0 - Indicates type of valuation method used. - - - 1003 - 1198 - 0 - 29.217 - 0 - Indicates whether the instruments are pre-listed only or can also be defined via user request - - - 1003 - 1199 - 0 - 29.218 - 0 - Used to express the ceiling price of a capped call - - - 1003 - 1200 - 0 - 29.219 - 0 - Used to express the floor price of a capped put - - - 1003 - 201 - 0 - 29.22 - 0 - Used to express option right - - - 1003 - 1244 - 0 - 29.221 - 0 - Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator - - - 1003 - 1242 - 0 - 29.222 - 0 - Used to indicate if a product or group of product supports the creation of flexible securities - - - 1003 - 997 - 0 - 29.3 - 0 - Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) - - - 1003 - 223 - 0 - 30 - 0 - For Fixed Income. - - - 1003 - 207 - 0 - 31 - 0 - Can be used to identify the security. - - - 1003 - 970 - 0 - 31.1 - 0 - Position Limit for the instrument. - - - 1003 - 971 - 0 - 31.2 - 0 - Near-term Position Limit for the instrument. - - - 1003 - 106 - 0 - 32 - 0 - - - 1003 - 348 - 0 - 33 - 0 - Must be set if EncodedIssuer field is specified and must immediately precede it. - - - 1003 - 349 - 0 - 34 - 0 - Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. - - - 1003 - 107 - 0 - 35 - 0 - - - 1003 - 350 - 0 - 36 - 0 - Must be set if EncodedSecurityDesc field is specified and must immediately precede it. - - - 1003 - 351 - 0 - 37 - 0 - Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. - - - 1003 - SecurityXML - 0 - 37.1 - 0 - Embedded XML document describing security. - - - 1003 - 691 - 0 - 38 - 0 - Identifies MBS / ABS pool - - - 1003 - 667 - 0 - 39 - 0 - Must be present for MBS/TBA - - - 1003 - 875 - 0 - 40 - 0 - The program under which a commercial paper is issued - - - 1003 - 876 - 0 - 41 - 0 - The registration type of a commercial paper issuance - - - 1003 - EvntGrp - 0 - 42 - 0 - Number of repeating EventType group entries. - - - 1003 - 873 - 0 - 47 - 0 - If different from IssueDate - - - 1003 - 874 - 0 - 48 - 0 - If different from IssueDate and DatedDate - - - 1003 - InstrumentParties - 0 - 48.1 - 0 - Used to identify the parties listing a specific instrument - - - 1004 - 668 - 0 - 1 - 0 - Identifies the form of delivery. - - - 1004 - 869 - 0 - 2 - 0 - Percent at risk due to lowest possible call. - - - 1004 - AttrbGrp - 0 - 3 - 0 - Number of repeating InstrAttrib group entries. - - - 1005 - 600 - 0 - 1 - 0 - - - 1005 - 601 - 0 - 2 - 0 - - - 1005 - 602 - 0 - 3 - 0 - - - 1005 - 603 - 0 - 4 - 0 - - - 1005 - LegSecAltIDGrp - 0 - 5 - 0 - - - 1005 - 607 - 0 - 8 - 0 - - - 1005 - 608 - 0 - 9 - 0 - - - 1005 - 609 - 0 - 10 - 0 - - - 1005 - 764 - 0 - 11 - 0 - - - 1005 - 610 - 0 - 12 - 0 - - - 1005 - 611 - 0 - 13 - 0 - - - 1005 - 1212 - 0 - 13.1 - 0 - - - 1005 - 248 - 0 - 14 - 0 - - - 1005 - 249 - 0 - 15 - 0 - - - 1005 - 250 - 0 - 16 - 0 - - - 1005 - 251 - 0 - 17 - 0 - - - 1005 - 252 - 0 - 18 - 0 - - - 1005 - 253 - 0 - 19 - 0 - - - 1005 - 257 - 0 - 20 - 0 - - - 1005 - 599 - 0 - 21 - 0 - - - 1005 - 596 - 0 - 22 - 0 - - - 1005 - 597 - 0 - 23 - 0 - - - 1005 - 598 - 0 - 24 - 0 - - - 1005 - 254 - 0 - 25 - 0 - - - 1005 - 612 - 0 - 26 - 0 - - - 1005 - 942 - 0 - 27 - 0 - - - 1005 - 613 - 0 - 28 - 0 - - - 1005 - 614 - 0 - 29 - 0 - - - 1005 - 999 - 0 - 29.1 - 0 - - - 1005 - 1224 - 0 - 29.101 - 0 - - - 1005 - 1421 - 0 - 29.102 - 0 - - - 1005 - 1422 - 0 - 29.103 - 0 - - - 1005 - 1001 - 0 - 29.2 - 0 - Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) - - - 1005 - 1420 - 0 - 29.3 - 0 - - - 1005 - 615 - 0 - 30 - 0 - - - 1005 - 616 - 0 - 31 - 0 - - - 1005 - 617 - 0 - 32 - 0 - - - 1005 - 618 - 0 - 33 - 0 - - - 1005 - 619 - 0 - 34 - 0 - - - 1005 - 620 - 0 - 35 - 0 - - - 1005 - 621 - 0 - 36 - 0 - - - 1005 - 622 - 0 - 37 - 0 - - - 1005 - 623 - 0 - 38 - 0 - Specific to the <InstrumentLeg> (not in <Instrument>) - - - 1005 - 624 - 0 - 39 - 0 - Specific to the <InstrumentLeg> (not in <Instrument>) - - - 1005 - 556 - 0 - 40 - 0 - Specific to the <InstrumentLeg> (not in <Instrument>) - - - 1005 - 740 - 0 - 41 - 0 - Identifies MBS / ABS pool - - - 1005 - 739 - 0 - 42 - 0 - - - 1005 - 955 - 0 - 43 - 0 - - - 1005 - 956 - 0 - 44 - 0 - - - 1005 - 1358 - 0 - 44.01 - 0 - Used to express option right - - - 1005 - 1017 - 0 - 44.1 - 0 - LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. - - - 1005 - 566 - 0 - 44.2 - 0 - Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. - - - 1006 - 676 - 0 - 1 - 0 - - - 1006 - 677 - 0 - 2 - 0 - - - 1006 - 678 - 0 - 3 - 0 - - - 1006 - 679 - 0 - 4 - 0 - - - 1006 - 680 - 0 - 5 - 0 - - - 1007 - 683 - 0 - 1 - 0 - - - 1007 - 688 - 1 - 2 - 0 - Required if NoLegStipulations >0 - - - 1007 - 689 - 1 - 3 - 0 - - - 1008 - 539 - 0 - 1 - 0 - Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole - - - 1008 - 524 - 1 - 2 - 0 - Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. - - - 1008 - 525 - 1 - 3 - 0 - Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. - - - 1008 - 538 - 1 - 4 - 0 - Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. - - - 1008 - NstdPtysSubGrp - 1 - 5 - 0 - Repeating group of NestedParty sub-identifiers. - - - 1009 - 756 - 0 - 1 - 0 - Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole - - - 1009 - 757 - 1 - 2 - 0 - Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. - - - 1009 - 758 - 1 - 3 - 0 - Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. - - - 1009 - 759 - 1 - 4 - 0 - Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. - - - 1009 - NstdPtys2SubGrp - 1 - 5 - 0 - Repeating group of Nested2Party sub-identifiers. - - - 1010 - 948 - 0 - 1 - 0 - Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole - - - 1010 - 949 - 1 - 2 - 0 - Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. - - - 1010 - 950 - 1 - 3 - 0 - Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. - - - 1010 - 951 - 1 - 4 - 0 - Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. - - - 1010 - NstdPtys3SubGrp - 1 - 5 - 0 - Repeating group of Nested3Party sub-identifiers. - - - 1011 - 38 - 0 - 1 - 0 - One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. - - - 1011 - 152 - 0 - 2 - 0 - One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. - - - 1011 - 516 - 0 - 3 - 0 - For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. - - - 1011 - 468 - 0 - 4 - 0 - For CIV - Optional - - - 1011 - 469 - 0 - 5 - 0 - For CIV - Optional - - - 1012 - 453 - 0 - 1 - 0 - Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole - - - 1012 - 448 - 1 - 2 - 0 - Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. - - - 1012 - 447 - 1 - 3 - 0 - Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. - - - 1012 - 452 - 1 - 4 - 0 - Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. - - - 1012 - PtysSubGrp - 1 - 5 - 0 - Repeating group of Party sub-identifiers. - - - 1013 - 211 - 0 - 1 - 0 - Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType - - - 1013 - 1094 - 0 - 1.1 - 0 - Defines the type of peg. - - - 1013 - 835 - 0 - 2 - 0 - Describes whether peg is static/fixed or floats - - - 1013 - 836 - 0 - 3 - 0 - Type of Peg Offset (e.g. price offset, tick offset etc) - - - 1013 - 837 - 0 - 4 - 0 - Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) - - - 1013 - 838 - 0 - 5 - 0 - If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) - - - 1013 - 840 - 0 - 6 - 0 - The scope of the "related to" price of the peg (e.g. local, global etc) - - - 1013 - 1096 - 0 - 6.1 - 0 - Required if PegSecurityID is specified. - - - 1013 - 1097 - 0 - 6.2 - 0 - Requires PegSecurityIDSource if specified. - - - 1013 - 1098 - 0 - 6.3 - 0 - - - 1013 - 1099 - 0 - 6.4 - 0 - - - 1014 - 753 - 0 - 1 - 0 - Number of Position Amount entries - - - 1014 - 707 - 1 - 2 - 0 - - - 1014 - 708 - 1 - 3 - 0 - - - 1014 - 1055 - 1 - 3.1 - 0 - - - 1015 - 702 - 0 - 1 - 0 - - - 1015 - 703 - 1 - 2 - 0 - Required if NoPositions > 1 - - - 1015 - 704 - 1 - 3 - 0 - - - 1015 - 705 - 1 - 4 - 0 - - - 1015 - 706 - 1 - 5 - 0 - - - 1015 - 976 - 1 - 5.1 - 0 - Date associated with the quantity being reported - - - 1015 - NestedParties - 1 - 6 - 0 - Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position. - - - 1016 - 172 - 0 - 1 - 0 - Required if AllocSettlInstType = 1 or 2 - - - 1016 - 169 - 0 - 2 - 0 - Required if AllocSettlInstType = 3 (should not be populated otherwise) - - - 1016 - 170 - 0 - 3 - 0 - Required if AllocSettlInstType = 3 (should not be populated otherwise) - - - 1016 - 171 - 0 - 4 - 0 - Identifier used within the StandInstDbType -Required if AllocSettlInstType = 3 (should not be populated otherwise) - - - 1016 - DlvyInstGrp - 0 - 5 - 0 - Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) - - - 1017 - 781 - 0 - 1 - 0 - Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole - - - 1017 - 782 - 1 - 2 - 0 - Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. - - - 1017 - 783 - 1 - 3 - 0 - Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. - - - 1017 - 784 - 1 - 4 - 0 - Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. - - - 1017 - SettlPtysSubGrp - 1 - 5 - 0 - Repeating group of SettlParty sub-identifiers. - - - 1018 - 218 - 0 - 1 - 0 - For Fixed Income - - - 1018 - 220 - 0 - 2 - 0 - - - 1018 - 221 - 0 - 3 - 0 - - - 1018 - 222 - 0 - 4 - 0 - - - 1018 - 662 - 0 - 5 - 0 - - - 1018 - 663 - 0 - 6 - 0 - Must be present if BenchmarkPrice is used. - - - 1018 - 699 - 0 - 7 - 0 - The identifier of the benchmark security, e.g. Treasury against Corporate bond. - - - 1018 - 761 - 0 - 8 - 0 - Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. - - - 1019 - 232 - 0 - 1 - 0 - - - 1019 - 233 - 1 - 2 - 0 - Required if NoStipulations >0 - - - 1019 - 234 - 1 - 3 - 0 - - - 1020 - 768 - 0 - 1 - 0 - - - 1020 - 769 - 1 - 2 - 0 - Required if NoTrdRegTimestamps > 1 - - - 1020 - 770 - 1 - 3 - 0 - Required if NoTrdRegTimestamps > 1 - - - 1020 - 771 - 1 - 4 - 0 - - - 1020 - 1033 - 1 - 4.1 - 0 - Type of Trading desk - - - 1020 - 1034 - 1 - 4.2 - 0 - - - 1020 - 1035 - 1 - 4.3 - 0 - - - 1021 - 311 - 0 - 1 - 0 - - - 1021 - 312 - 0 - 2 - 0 - - - 1021 - 309 - 0 - 3 - 0 - - - 1021 - 305 - 0 - 4 - 0 - - - 1021 - UndSecAltIDGrp - 0 - 5 - 0 - - - 1021 - 462 - 0 - 8 - 0 - - - 1021 - 463 - 0 - 9 - 0 - - - 1021 - 310 - 0 - 10 - 0 - - - 1021 - 763 - 0 - 11 - 0 - - - 1021 - 313 - 0 - 12 - 0 - - - 1021 - 542 - 0 - 13 - 0 - - - 1021 - 1213 - 0 - 13.1 - 0 - - - 1021 - 241 - 0 - 14 - 0 - - - 1021 - 242 - 0 - 15 - 0 - - - 1021 - 243 - 0 - 16 - 0 - - - 1021 - 244 - 0 - 17 - 0 - - - 1021 - 245 - 0 - 18 - 0 - - - 1021 - 246 - 0 - 19 - 0 - - - 1021 - 256 - 0 - 20 - 0 - - - 1021 - 595 - 0 - 21 - 0 - - - 1021 - 592 - 0 - 22 - 0 - - - 1021 - 593 - 0 - 23 - 0 - - - 1021 - 594 - 0 - 24 - 0 - - - 1021 - 247 - 0 - 25 - 0 - - - 1021 - 316 - 0 - 27 - 0 - - - 1021 - 941 - 0 - 28 - 0 - - - 1021 - 317 - 0 - 29 - 0 - - - 1021 - 436 - 0 - 30 - 0 - - - 1021 - 998 - 0 - 30.1 - 0 - - - 1021 - 1423 - 0 - 30.101 - 0 - - - 1021 - 1424 - 0 - 30.102 - 0 - - - 1021 - 1425 - 0 - 30.103 - 0 - - - 1021 - 1000 - 0 - 30.2 - 0 - Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) - - - 1021 - 1419 - 0 - 30.3 - 0 - - - 1021 - 435 - 0 - 31 - 0 - - - 1021 - 308 - 0 - 32 - 0 - - - 1021 - 306 - 0 - 33 - 0 - - - 1021 - 362 - 0 - 34 - 0 - - - 1021 - 363 - 0 - 35 - 0 - - - 1021 - 307 - 0 - 36 - 0 - - - 1021 - 364 - 0 - 37 - 0 - - - 1021 - 365 - 0 - 38 - 0 - - - 1021 - 877 - 0 - 39 - 0 - - - 1021 - 878 - 0 - 40 - 0 - - - 1021 - 972 - 0 - 40.1 - 0 - Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. - - - 1021 - 318 - 0 - 41 - 0 - Specific to the <UnderlyingInstrument> (not in <Instrument>) - - - 1021 - 879 - 0 - 42 - 0 - Specific to the <UnderlyingInstrument> (not in <Instrument>) -Unit amount of the underlying security (par, shares, currency, etc.) - - - 1021 - 975 - 0 - 42.1 - 0 - Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. - - - 1021 - 973 - 0 - 42.2 - 0 - Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. - - - 1021 - 974 - 0 - 42.3 - 0 - Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price) - - - 1021 - 810 - 0 - 43 - 0 - Specific to the <UnderlyingInstrument> (not in <Instrument>) -In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. - - - 1021 - 882 - 0 - 44 - 0 - Specific to the <UnderlyingInstrument> (not in <Instrument>) -In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest - - - 1021 - 883 - 0 - 45 - 0 - Specific to the <UnderlyingInstrument> (not in <Instrument>) -In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. - - - 1021 - 884 - 0 - 46 - 0 - Specific to the <UnderlyingInstrument> (not in <Instrument>) -Currency value attributed to this collateral at the start of the agreement - - - 1021 - 885 - 0 - 47 - 0 - Specific to the <UnderlyingInstrument> (not in <Instrument>) -Currency value currently attributed to this collateral - - - 1021 - 886 - 0 - 48 - 0 - Specific to the <UnderlyingInstrument> (not in <Instrument>) -Currency value attributed to this collateral at the end of the agreement - - - 1021 - UnderlyingStipulations - 0 - 49 - 0 - Specific to the <UnderlyingInstrument> (not in <Instrument>) -Insert here the contents of the <UnderlyingStipulations> Component Block - - - 1021 - 1044 - 0 - 49.1 - 0 - Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). - - - 1021 - 1045 - 0 - 49.2 - 0 - Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). - - - 1021 - 1046 - 0 - 49.3 - 0 - Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). - - - 1021 - 1038 - 0 - 50 - 0 - - - 1021 - UndlyInstrumentParties - 0 - 51 - 0 - - - 1021 - 1039 - 0 - 51.1 - 0 - - - 1021 - 315 - 0 - 51.2 - 0 - Used to express option right - - - 1022 - 235 - 0 - 1 - 0 - - - 1022 - 236 - 0 - 2 - 0 - - - 1022 - 701 - 0 - 3 - 0 - - - 1022 - 696 - 0 - 4 - 0 - - - 1022 - 697 - 0 - 5 - 0 - - - 1022 - 698 - 0 - 6 - 0 - - - 1023 - 887 - 0 - 1 - 0 - - - 1023 - 888 - 1 - 2 - 0 - Required if NoUnderlyingStips >0 - - - 1023 - 889 - 1 - 3 - 0 - - - 1024 - 8 - 0 - 1 - 1 - FIXT.1.1 (Always unencrypted, must be first field in message) - - - 1024 - 9 - 0 - 2 - 1 - (Always unencrypted, must be second field in message) - - - 1024 - 35 - 0 - 3 - 1 - (Always unencrypted, must be third field in message) - - - 1024 - 1128 - 0 - 3.1 - 0 - Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. - - - 1024 - 1156 - 0 - 3.11 - 0 - - - 1024 - 1129 - 0 - 3.2 - 0 - Used to support bilaterally agreed custom functionality - - - 1024 - 49 - 0 - 4 - 1 - (Always unencrypted) - - - 1024 - 56 - 0 - 5 - 1 - (Always unencrypted) - - - 1024 - 115 - 0 - 6 - 0 - Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) - - - 1024 - 128 - 0 - 7 - 0 - Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) - - - 1024 - 90 - 0 - 8 - 0 - Required to identify length of encrypted section of message. (Always unencrypted) - - - 1024 - 91 - 0 - 9 - 0 - Required when message body is encrypted. Always immediately follows SecureDataLen field. - - - 1024 - 34 - 0 - 10 - 1 - (Can be embedded within encrypted data section.) - - - 1024 - 50 - 0 - 11 - 0 - (Can be embedded within encrypted data section.) - - - 1024 - 142 - 0 - 12 - 0 - Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) - - - 1024 - 57 - 0 - 13 - 0 - "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) - - - 1024 - 143 - 0 - 14 - 0 - Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) - - - 1024 - 116 - 0 - 15 - 0 - Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) - - - 1024 - 144 - 0 - 16 - 0 - Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) - - - 1024 - 129 - 0 - 17 - 0 - Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) - - - 1024 - 145 - 0 - 18 - 0 - Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) - - - 1024 - 43 - 0 - 19 - 0 - Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) - - - 1024 - 97 - 0 - 20 - 0 - Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) - - - 1024 - 52 - 0 - 21 - 1 - (Can be embedded within encrypted data section.) - - - 1024 - 122 - 0 - 22 - 0 - Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) - - - 1024 - 212 - 0 - 23 - 0 - Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) - - - 1024 - 213 - 0 - 24 - 0 - Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) -See Volume 1: FIXML Support - - - 1024 - 347 - 0 - 25 - 0 - Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used. - - - 1024 - 369 - 0 - 26 - 0 - The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. - - - 1024 - HopGrp - 0 - 27 - 0 - Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. - - - 1025 - 93 - 0 - 1 - 0 - Required when trailer contains signature. Note: Not to be included within SecureData field - - - 1025 - 89 - 0 - 2 - 0 - Note: Not to be included within SecureData field - - - 1025 - 10 - 0 - 3 - 1 - (Always unencrypted, always last field in message) - - - 1026 - 984 - 0 - 1 - 0 - - - 1026 - 985 - 1 - 1.1 - 0 - Amount to pay in order to receive the underlying instrument. - - - 1026 - 986 - 1 - 1.2 - 0 - Amount to collect in order to deliver the underlying instrument. - - - 1026 - 987 - 1 - 1.3 - 0 - Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. - - - 1026 - 988 - 1 - 1.4 - 0 - Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. - - - 1027 - 981 - 0 - 1 - 0 - - - 1027 - 982 - 1 - 1.1 - 0 - Required if NoExpiration > 1 - - - 1027 - 983 - 1 - 1.2 - 0 - - - 1028 - 1016 - 0 - 1 - 0 - - - 1028 - 1012 - 1 - 1.1 - 0 - - - 1028 - 1013 - 1 - 1.2 - 0 - - - 1028 - 1014 - 1 - 1.3 - 0 - - - 1029 - 1138 - 0 - 1 - 0 - - - 1029 - 1082 - 0 - 2 - 0 - - - 1029 - 1083 - 0 - 3 - 0 - - - 1029 - 1084 - 0 - 4 - 0 - - - 1029 - 1085 - 0 - 5 - 0 - Required when DisplayMethod = 3 - - - 1029 - 1086 - 0 - 6 - 0 - Required when DisplayMethod = 3 - - - 1029 - 1087 - 0 - 7 - 0 - Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 - - - 1029 - 1088 - 0 - 8 - 0 - Required when DisplayMethod = 2 - - - 1030 - 1100 - 0 - 1 - 0 - Required if any other Triggering tags are specified. - - - 1030 - 1101 - 0 - 1.1 - 0 - - - 1030 - 1102 - 0 - 1.2 - 0 - Only relevant and required for TriggerAction = 1 - - - 1030 - 1103 - 0 - 1.3 - 0 - Only relevant and required for TriggerAction = 1 - - - 1030 - 1104 - 0 - 1.4 - 0 - Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 - - - 1030 - 1105 - 0 - 1.5 - 0 - Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 - - - 1030 - 1106 - 0 - 1.6 - 0 - - - 1030 - 1107 - 0 - 1.7 - 0 - Only relevant for TriggerAction = 1 - - - 1030 - 1108 - 0 - 1.8 - 0 - Only relevant for TriggerAction = 1 - - - 1030 - 1109 - 0 - 1.9 - 0 - Only relevant for TriggerAction = 1 - - - 1030 - 1110 - 0 - 2 - 0 - Should be specified if the order changes Price. - - - 1030 - 1111 - 0 - 2.1 - 0 - Should be specified if the order changes type. - - - 1030 - 1112 - 0 - 2.2 - 0 - Required if the order should change quantity - - - 1030 - 1113 - 0 - 2.3 - 0 - Only relevant and required for TriggerType = 2. - - - 1030 - 1114 - 0 - 2.4 - 0 - Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only. - - - 1031 - 1116 - 0 - 1 - 0 - Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole - - - 1031 - 1117 - 1 - 1.1 - 0 - Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0. - - - 1031 - 1118 - 1 - 1.2 - 0 - Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0. - - - 1031 - 1119 - 1 - 1.3 - 0 - Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0. - - - 1031 - RootSubParties - 1 - 1.4 - 0 - Repeating group of RootParty sub-identifiers. - - - 1032 - 1018 - 0 - 1 - 0 - Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole - - - 1032 - 1019 - 1 - 2 - 0 - Used to identify party id related to instrument - - - 1032 - 1050 - 1 - 3 - 0 - Used to identify source of instrument party id - - - 1032 - 1051 - 1 - 4 - 0 - Used to identify the role of instrument party id - - - 1032 - InstrumentPtysSubGrp - 1 - 5 - 0 - Repeating group of InstrumentParty sub-identifiers. - - - 1033 - 1058 - 0 - 1 - 0 - Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole - - - 1033 - 1059 - 1 - 2 - 0 - Used to identify party id related to instrument - - - 1033 - 1060 - 1 - 3 - 0 - Used to identify source of instrument party id - - - 1033 - 1061 - 1 - 4 - 0 - Used to identify the role of instrument party id - - - 1033 - UndlyInstrumentPtysSubGrp - 1 - 5 - 0 - Repeating group of InstrumentParty sub-identifiers. - - - 1057 - 1180 - 0 - 1 - 0 - Identifies the application with which a message is associated. Used only if application sequencing is in effect. - - - 1057 - 1181 - 0 - 2 - 0 - Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. - - - 1057 - 1350 - 0 - 3 - 0 - The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified - - - 1057 - 1352 - 0 - 4 - 0 - Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. - - - 1058 - BaseTradingRules - 0 - 2 - 0 - This block contains the base trading rules - - - 1058 - TradingSessionRulesGrp - 0 - 2.1 - 0 - This block contains the trading rules specific to a trading session - - - 1058 - NestedInstrumentAttribute - 0 - 2.2 - 0 - - - 1059 - 1414 - 0 - 1 - 0 - Repeating group below should contain unique combinations of Nested4PartyID, Nested4PartyIDSource, and Nested4PartyRole. - - - 1059 - 1415 - 1 - 1.1 - 0 - Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0. - - - 1059 - 1416 - 1 - 1.2 - 0 - Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0. - - - 1059 - 1417 - 1 - 1.3 - 0 - Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0. - - - 1059 - NstdPtys4SubGrp - 1 - 1.4 - 0 - - - 1060 - 1184 - 0 - 1 - 0 - Must be set if SecurityXML field is specified and must immediately precede it. - - - 1060 - 1185 - 0 - 2 - 0 - XML payload or content describing the Security information. - - - 1060 - 1186 - 0 - 3 - 0 - XML Schema used to validate the XML used to describe the Security. - - - 1061 - 1282 - 0 - 1 - 0 - Must be set if SecurityXML field is specified andd must immediately precede it. - - - 1061 - 1283 - 0 - 2 - 0 - XML Data Stream describing the Security. - - - 1061 - 1284 - 0 - 3 - 0 - XML Schema used to validate the XML used to describe the Security. - - - 2001 - 534 - 0 - 1 - 0 - Optional field used to indicate the number of order identifiers for orders affected by the mass action request. Must be followed with OrigClOrdID (41) as the next field. - - - 2001 - 41 - 1 - 2 - 0 - Required if NoAffectedOrders > 0 and must be the first repeating field in the group. -Indicates the client order id of an order affected by this request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID) this field should contain string "MANUAL". - - - 2001 - 535 - 1 - 3 - 0 - Contains the OrderID assigned by the counterparty of an affected order. Not required as part of the repeating group if OrigClOrdID(41) has a value other than "MANUAL". - - - 2001 - 536 - 1 - 4 - 0 - Contains the SecondaryOrderID assigned by the counterparty of an affected order. Not required as part of the repeating group - - - 2002 - 78 - 0 - 1 - 0 - This repeating group is optionally used for messages with AllocStatus = 2 (account level reject), AllocStatus = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus has any other value. -Indicates number of allocation groups to follow. - - - 2002 - 79 - 1 - 2 - 0 - Required if NoAllocs > 0. Must be first field in repeating group. - - - 2002 - 661 - 1 - 3 - 0 - - - 2002 - 366 - 1 - 4 - 0 - Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx. - - - 2002 - 1047 - 1 - 4.1 - 0 - - - 2002 - 467 - 1 - 5 - 0 - - - 2002 - 776 - 1 - 6 - 0 - Required if NoAllocs > 0. - - - 2002 - NestedParties - 1 - 6.1 - 0 - - - 2002 - 161 - 1 - 7 - 0 - Free format text field related to this AllocAccount (can be used here to hold text relating to the rejection of this AllocAccount) - - - 2002 - 360 - 1 - 8 - 0 - Must be set if EncodedAllocText field is specified and must immediately precede it. - - - 2002 - 361 - 1 - 9 - 0 - Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. - - - 2002 - 989 - 1 - 9.1 - 0 - Will allow the intermediary to specify an allocation ID generated by the system - - - 2002 - 993 - 1 - 9.2 - 0 - Will allow for granular reporting of separate allocation detail within a single trade report or allocation message. - - - 2002 - 992 - 1 - 9.3 - 0 - Identifies whether the allocation is to be sub-allocated or allocated to a third party. - - - 2002 - 80 - 1 - 9.4 - 0 - Quantity to be allocated to specific sub-account - - - 2003 - 78 - 0 - 1 - 0 - Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction - - - 2003 - 79 - 1 - 2 - 0 - May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs > 0. Must be first field in repeating group. -Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". - - - 2003 - 661 - 1 - 3 - 0 - - - 2003 - 573 - 1 - 4 - 0 - - - 2003 - 366 - 1 - 5 - 0 - Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx. - - - 2003 - 80 - 1 - 6 - 0 - Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". - - - 2003 - 467 - 1 - 7 - 0 - - - 2003 - 81 - 1 - 8 - 0 - - - 2003 - 989 - 1 - 8.1 - 0 - Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system. - - - 2003 - 1002 - 1 - 8.2 - 0 - Specifies the method under which a trade quantity was allocated. - - - 2003 - 993 - 1 - 8.4 - 0 - Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. - - - 2003 - 1047 - 1 - 8.4001 - 0 - - - 2003 - 992 - 1 - 8.41 - 0 - - - 2003 - NestedParties - 1 - 9 - 0 - Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" -Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc. -Note: this field can be used for settlement location (PSET) information. - - - 2003 - 208 - 1 - 10 - 0 - - - 2003 - 209 - 1 - 11 - 0 - - - 2003 - 161 - 1 - 12 - 0 - Free format text field related to this AllocAccount - - - 2003 - 360 - 1 - 13 - 0 - Must be set if EncodedAllocText field is specified and must immediately precede it. - - - 2003 - 361 - 1 - 14 - 0 - Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. - - - 2003 - CommissionData - 1 - 15 - 0 - Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" - - - 2003 - 153 - 1 - 16 - 0 - AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency(15). For Fixed Income always express value as "percent of par". - - - - 2003 - 154 - 1 - 17 - 0 - NetMoney for this AllocAccount -((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell. -((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy. -For FX, if specified, expressed in terms of Currency(15). - - - 2003 - 119 - 1 - 18 - 0 - Replaced by AllocSettlCurrAmt - - - 2003 - 737 - 1 - 19 - 0 - AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency - - - 2003 - 120 - 1 - 20 - 0 - Replaced by AllocSettlCurrency -SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. - - - 2003 - 736 - 1 - 21 - 0 - AllocSettlCurrency for this AllocAccount if different from "overall" Currency. -Required if AllocSettlCurrAmt is specified. -Required for NDFs. - - - 2003 - 155 - 1 - 22 - 0 - Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency - - - 2003 - 156 - 1 - 23 - 0 - Specifies whether the SettlCurrFxRate should be multiplied or divided - - - 2003 - 742 - 1 - 24 - 0 - Applicable for Convertible Bonds and fixed income - - - 2003 - 741 - 1 - 25 - 0 - Applicable for securities that pay interest in lump-sum at maturity - - - 2003 - MiscFeesGrp - 1 - 26 - 0 - - - 2003 - ClrInstGrp - 1 - 31 - 0 - - - 2003 - 635 - 1 - 31.1 - 0 - - - 2003 - 780 - 1 - 34 - 0 - Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. -Absence of this field implies use of default instructions. - - - 2003 - SettlInstructionsData - 1 - 35 - 0 - Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" -Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3. - - - 2004 - 420 - 0 - 1 - 0 - Used if BidType="Disclosed" - - - 2004 - 66 - 1 - 2 - 0 - Required if NoBidComponents > 0. Must be first field in repeating group. - - - 2004 - 54 - 1 - 3 - 0 - When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference. - - - 2004 - 336 - 1 - 4 - 0 - Indicates off-exchange type activities for Detail. - - - 2004 - 625 - 1 - 5 - 0 - - - 2004 - 430 - 1 - 6 - 0 - Indicates Net or Gross for selling Detail. - - - 2004 - 63 - 1 - 7 - 0 - - - 2004 - 64 - 1 - 8 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. - - - 2004 - 1 - 1 - 9 - 0 - - - 2004 - 660 - 1 - 10 - 0 - - - 2005 - 420 - 0 - 1 - 1 - Number of bid repeating groups - - - 2005 - CommissionData - 1 - 2 - 1 - First element Commission required if NoBidComponents > 0. - - - 2005 - 66 - 1 - 3 - 0 - - - 2005 - 421 - 1 - 4 - 0 - ISO Country Code - - - 2005 - 54 - 1 - 5 - 0 - When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference. - - - 2005 - 44 - 1 - 6 - 0 - Second element of price - - - 2005 - 423 - 1 - 7 - 0 - - - 2005 - 406 - 1 - 8 - 0 - The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc). - - - 2005 - 430 - 1 - 9 - 0 - Net/Gross - - - 2005 - 63 - 1 - 10 - 0 - - - 2005 - 64 - 1 - 11 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. - - - 2005 - 336 - 1 - 12 - 0 - - - 2005 - 625 - 1 - 13 - 0 - - - 2005 - 58 - 1 - 14 - 0 - - - 2005 - 354 - 1 - 15 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2005 - 355 - 1 - 16 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2006 - 398 - 0 - 1 - 0 - Used if BidType="Non Disclosed" - - - 2006 - 399 - 1 - 2 - 0 - Required if NoBidDescriptors > 0. Must be first field in repeating group. - - - 2006 - 400 - 1 - 3 - 0 - - - 2006 - 401 - 1 - 4 - 0 - Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. - - - 2006 - 404 - 1 - 5 - 0 - Value between LiquidityPctLow and LiquidityPctHigh in Currency - - - 2006 - 441 - 1 - 6 - 0 - Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency - - - 2006 - 402 - 1 - 7 - 0 - Liquidity indicator or lower limit if LiquidityNumSecurities > 1 - - - 2006 - 403 - 1 - 8 - 0 - Upper liquidity indicator if LiquidityNumSecurities > 1 - - - 2006 - 405 - 1 - 9 - 0 - Eg Used in EFP (Exchange For Physical) trades 12% - - - 2006 - 406 - 1 - 10 - 0 - Used in EFP trades - - - 2006 - 407 - 1 - 11 - 0 - Used in EFP trades - - - 2006 - 408 - 1 - 12 - 0 - Used in EFP trades - - - 2007 - 576 - 0 - 1 - 0 - - - - 2007 - 577 - 1 - 2 - 0 - Required if NoClearingInstructions > 0 - - - 2008 - 938 - 0 - 1 - 0 - Number of qualifiers to inquiry - - - 2008 - 896 - 1 - 2 - 0 - Required if NoCollInquiryQualifier > 0 -Type of collateral inquiry - - - 2009 - 936 - 0 - 1 - 0 - Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. -If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. - - - 2009 - 930 - 1 - 2 - 0 - Used to restrict updates/request to specific CompID - - - 2009 - 931 - 1 - 3 - 0 - Used to restrict updates/request to specific SubID - - - 2009 - 283 - 1 - 4 - 0 - Used to restrict updates/request to specific LocationID - - - 2009 - 284 - 1 - 5 - 0 - Used to restrict updates/request to specific DeskID - - - 2010 - 936 - 0 - 1 - 1 - Specifies the number of repeating CompId's - - - 2010 - 930 - 1 - 2 - 1 - CompID that status is being report for. Required if NoCompIDs > 0, - - - 2010 - 931 - 1 - 3 - 0 - SubID that status is being report for. - - - 2010 - 283 - 1 - 4 - 0 - LocationID that status is being report for. - - - 2010 - 284 - 1 - 5 - 0 - DeskID that status is being report for. - - - 2010 - 928 - 1 - 6 - 1 - - - 2010 - 929 - 1 - 7 - 0 - Additional Information, i.e. "National Holiday" - - - 2011 - 518 - 0 - 1 - 0 - Number of contract details in this message (number of repeating groups to follow) - - - 2011 - 519 - 1 - 2 - 0 - Must be first field in the repeating group. - - - 2011 - 520 - 1 - 3 - 0 - - - 2011 - 521 - 1 - 4 - 0 - - - 2012 - 382 - 0 - 1 - 0 - Number of ContraBrokers repeating group instances. - - - 2012 - 375 - 1 - 2 - 0 - First field in repeating group. Required if NoContraBrokers > 0. - - - 2012 - 337 - 1 - 3 - 0 - - - 2012 - 437 - 1 - 4 - 0 - - - 2012 - 438 - 1 - 5 - 0 - - - 2012 - 655 - 1 - 6 - 0 - - - 2013 - 862 - 0 - 1 - 1 - - - - 2013 - 528 - 1 - 2 - 1 - Specifies the capacity of the firm executing the order(s) - - - 2013 - 529 - 1 - 3 - 0 - - - 2013 - 863 - 1 - 4 - 1 - The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). Sum of OrderCapacityQty values must equal this message's AllocQty. - - - 2014 - 124 - 0 - 1 - 0 - Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. - - - 2014 - 32 - 1 - 2 - 0 - Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0 - - - 2014 - 17 - 1 - 3 - 0 - - - 2014 - 527 - 1 - 4 - 0 - - - 2014 - 31 - 1 - 5 - 0 - Price of individual execution. Required if NoExecs > 0. -For FX, if specified, expressed in terms of Currency(15). - - - 2014 - 669 - 1 - 6 - 0 - Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type - - - 2014 - 29 - 1 - 7 - 0 - Used to identify whether the trade was executed on an agency or principal basis. - - - 2014 - 1003 - 1 - 7.1 - 0 - - - 2014 - 1041 - 1 - 7.2 - 0 - - - 2015 - 124 - 0 - 1 - 0 - Executions for which collateral is required - - - 2015 - 17 - 1 - 2 - 0 - Required if NoExecs > 0 - - - 2017 - 146 - 0 - 1 - 0 - Specifies the number of repeating symbols (instruments) specified - - - 2017 - Instrument - 1 - 2 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 2018 - 555 - 0 - 1 - 0 - Number of legs -Identifies a Multi-leg Execution if present and non-zero. - - - 2018 - InstrumentLeg - 1 - 2 - 0 - Must be provided if Number of legs > 0 - - - 2018 - 687 - 1 - 3 - 0 - - - 2018 - 685 - 1 - 3.1 - 0 - When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. -This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). - - - 2018 - 690 - 1 - 4 - 0 - Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg - - - 2018 - LegStipulations - 1 - 5 - 0 - - - 2018 - 1366 - 1 - 5.1 - 0 - - - 2018 - LegPreAllocGrp - 1 - 5.2 - 0 - - - 2018 - 564 - 1 - 6 - 0 - Provide if the PositionEffect for the leg is different from that specified for the overall multileg security - - - 2018 - 565 - 1 - 7 - 0 - Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. - - - 2018 - NestedParties3 - 1 - 7.1 - 0 - - - 2018 - 654 - 1 - 9 - 0 - Used to identify a specific leg. - - - 2018 - 587 - 1 - 11 - 0 - - - 2018 - 588 - 1 - 12 - 0 - Takes precedence over LegSettlType value and conditionally required/omitted for specific LegSettlType values. - - - 2018 - 637 - 1 - 13 - 0 - Used to report the execution price assigned to the leg of the multileg instrument - - - 2018 - 675 - 1 - 13.1 - 0 - - - 2018 - 1073 - 1 - 13.2 - 0 - - - 2018 - 1074 - 1 - 13.3 - 0 - - - 2018 - 1075 - 1 - 13.4 - 0 - For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (231) is required in this case. - - - 2018 - 1379 - 1 - 13.5 - 0 - - - 2018 - 1381 - 1 - 13.6 - 0 - - - 2018 - 1383 - 1 - 13.7 - 0 - - - 2018 - 1384 - 1 - 13.8 - 0 - - - 2018 - 1418 - 1 - 14 - 0 - - - 2019 - 555 - 0 - 1 - 0 - Number of legs - - - 2019 - InstrumentLeg - 1 - 2 - 0 - Must be provided if Number of legs > 0 - - - 2020 - 555 - 0 - 1 - 0 - Required for multileg IOIs - - - 2020 - InstrumentLeg - 1 - 2 - 0 - Required for multileg IOIs -For Swaps one leg is Buy and other leg is Sell - - - 2020 - 682 - 1 - 3 - 0 - Required for multileg IOIs and for each leg. - - - 2020 - LegStipulations - 1 - 4 - 0 - - - 2021 - 555 - 0 - 1 - 0 - Number of legs that make up the Security - - - 2021 - InstrumentLeg - 1 - 2 - 0 - Insert here the set of "Instrument Legs" (leg symbology) fields defined in "Common Components of Application Messages" -Required if NoLegs > 0 - - - 2021 - 690 - 1 - 3 - 0 - - - 2021 - 587 - 1 - 4 - 0 - - - 2021 - LegStipulations - 1 - 5 - 0 - Insert here the set of "LegStipulations" (leg symbology) fields defined in "Common Components of Application Messages" -Required if NoLegs > 0 - - - 2021 - LegBenchmarkCurveData - 1 - 6 - 0 - Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "Common Components of Application Messages" -Required if NoLegs > 0 - - - 2022 - 146 - 0 - 1 - 1 - Number of symbols (instruments) requested. - - - 2022 - Instrument - 1 - 2 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 2022 - UndInstrmtGrp - 1 - 3 - 0 - - - 2022 - InstrmtLegGrp - 1 - 5 - 0 - - - 2022 - 15 - 1 - 5.1 - 0 - - - 2022 - 537 - 1 - 5.2 - 0 - - - 2022 - 63 - 1 - 5.3 - 0 - For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. - - - 2022 - 64 - 1 - 5.4 - 0 - SettlType (specifying the tenor) or SettlDate must be specified. - - - 2022 - 271 - 1 - 5.41 - 0 - Quantity or volume represented by the Market Data Entry. In the context of the Market Data Request this allows the Initiator to indicate the quantity of the market data request. Specific to FX this field indicates the ceiling amount the customer is seeking prices for. - - - 2023 - 428 - 0 - 1 - 1 - Number of strike price entries - - - 2023 - Instrument - 1 - 2 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" -Required if NoStrikes > 0. Must be first field in repeating group. - - - 2023 - UndInstrmtGrp - 1 - 2.1 - 0 - Underlying Instruments - - - 2023 - 140 - 1 - 2.2 - 0 - Useful for verifying security identification - - - 2023 - 11 - 1 - 2.3 - 0 - Can use client order identifier or the symbol and side to uniquely identify the stock in the list. - - - 2023 - 526 - 1 - 2.4 - 0 - - - 2023 - 54 - 1 - 2.5 - 0 - - - 2023 - 44 - 1 - 2.6 - 0 - - - 2023 - 15 - 1 - 2.7 - 0 - - - 2023 - 58 - 1 - 2.8 - 0 - - - 2023 - 354 - 1 - 2.9 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2023 - 355 - 1 - 3 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2024 - 199 - 0 - 1 - 0 - Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. - - - 2024 - 104 - 1 - 2 - 0 - Required if NoIOIQualifiers > 0 - - - 2025 - 555 - 0 - 1 - 1 - Number of legs - - - 2025 - InstrumentLeg - 1 - 2 - 0 - Must be provided if Number of legs > 0 - - - 2025 - 687 - 1 - 3 - 0 - - - 2025 - 690 - 1 - 4 - 0 - - - 2025 - LegStipulations - 1 - 5 - 0 - - - 2025 - 1366 - 1 - 5.1 - 0 - - - 2025 - LegPreAllocGrp - 1 - 6 - 0 - - - 2025 - 564 - 1 - 13 - 0 - Provide if the PositionEffect for the leg is different from that specified for the overall multileg security - - - 2025 - 565 - 1 - 14 - 0 - Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. - - - 2025 - NestedParties - 1 - 15 - 0 - Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" -Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type - - - 2025 - 654 - 1 - 16 - 0 - Used to identify a specific leg. - - - 2025 - 587 - 1 - 18 - 0 - Refer to values for SettlType (63) - - - 2025 - 588 - 1 - 19 - 0 - Refer to values for SettlDate (64) - - - 2025 - 675 - 1 - 19.01 - 0 - - - 2025 - 685 - 1 - 19.1 - 0 - - - 2025 - 1379 - 1 - 19.2 - 0 - - - 2025 - 1381 - 1 - 19.3 - 0 - - - 2025 - 1383 - 1 - 19.4 - 0 - - - 2025 - 1384 - 1 - 19.5 - 0 - - - 2026 - 670 - 0 - 1 - 0 - - - 2026 - 671 - 1 - 2 - 0 - - - 2026 - 672 - 1 - 3 - 0 - - - 2026 - NestedParties2 - 1 - 3.1 - 0 - - - 2026 - 673 - 1 - 5 - 0 - - - 2026 - 674 - 1 - 6 - 0 - - - 2026 - 1367 - 1 - 7 - 0 - - - 2027 - 555 - 0 - 1 - 0 - Required for multileg quotes - - - 2027 - InstrumentLeg - 1 - 2 - 0 - Required for multileg quotes -For Swaps one leg is Buy and other leg is Sell - - - 2027 - 687 - 1 - 3 - 0 - - - 2027 - 685 - 1 - 3.1 - 0 - When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. -This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). - - - 2027 - 690 - 1 - 4 - 0 - - - 2027 - 587 - 1 - 5 - 0 - - - 2027 - 588 - 1 - 6 - 0 - - - 2027 - LegStipulations - 1 - 7 - 0 - - - 2027 - NestedParties - 1 - 8 - 0 - - - 2027 - 686 - 1 - 9 - 0 - Code to represent type of price presented in LegBidPx and LegOfferPx. Required if LegBidPx or PegOfferPx is present. - - - 2027 - 681 - 1 - 10 - 0 - - - 2027 - 684 - 1 - 11 - 0 - - - 2027 - LegBenchmarkCurveData - 1 - 12 - 0 - - - 2027 - 654 - 1 - 12.1 - 0 - Initiator can optionally provide a unique identifier for the specific leg. Required for FX Swaps - - - 2027 - 1067 - 1 - 12.2 - 0 - - - 2027 - 1068 - 1 - 12.3 - 0 - - - 2028 - 555 - 0 - 1 - 0 - Required for multileg quote status reports - - - 2028 - InstrumentLeg - 1 - 2 - 0 - Required for multileg quote status reports -For Swaps one leg is Buy and other leg is Sell - - - 2028 - 687 - 1 - 3 - 0 - - - 2028 - 685 - 1 - 3.1 - 0 - When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. -This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). - - - 2028 - 690 - 1 - 4 - 0 - - - 2028 - 587 - 1 - 5 - 0 - - - 2028 - 588 - 1 - 6 - 0 - - - 2028 - LegStipulations - 1 - 7 - 0 - - - 2028 - NestedParties - 1 - 8 - 0 - - - 2029 - 33 - 0 - 1 - 1 - Specifies the number of repeating lines of text specified - - - 2029 - 58 - 1 - 2 - 1 - Repeating field, number of instances defined in LinesOfText - - - 2029 - 354 - 1 - 3 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2029 - 355 - 1 - 4 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2030 - 73 - 0 - 1 - 1 - Number of orders in this message (number of repeating groups to follow) - - - 2030 - 11 - 1 - 2 - 1 - Must be the first field in the repeating group. - - - 2030 - 526 - 1 - 3 - 0 - - - 2030 - 67 - 1 - 4 - 1 - Order number within the list - - - 2030 - 583 - 1 - 5 - 0 - - - 2030 - 160 - 1 - 6 - 0 - - - 2030 - Parties - 1 - 7 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 2030 - 229 - 1 - 8 - 0 - - - 2030 - 75 - 1 - 9 - 0 - - - 2030 - 1 - 1 - 10 - 0 - - - 2030 - 660 - 1 - 11 - 0 - - - 2030 - 581 - 1 - 12 - 0 - - - 2030 - 589 - 1 - 13 - 0 - - - 2030 - 590 - 1 - 14 - 0 - - - 2030 - 70 - 1 - 15 - 0 - Use to assign an ID to the block of individual preallocations - - - 2030 - 591 - 1 - 16 - 0 - - - 2030 - PreAllocGrp - 1 - 17 - 0 - - - 2030 - 63 - 1 - 24 - 0 - - - 2030 - 64 - 1 - 25 - 0 - Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. - - - 2030 - 544 - 1 - 26 - 0 - - - 2030 - 635 - 1 - 27 - 0 - - - 2030 - 21 - 1 - 28 - 0 - - - 2030 - 18 - 1 - 29 - 0 - Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. - - - 2030 - 110 - 1 - 30 - 0 - - - 2030 - 1089 - 1 - 30.1 - 0 - - - 2030 - 1090 - 1 - 30.2 - 0 - - - 2030 - DisplayInstruction - 1 - 30.21 - 0 - Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" - - - 2030 - 111 - 1 - 31 - 0 - - - 2030 - 100 - 1 - 32 - 0 - - - 2030 - 1133 - 1 - 32.1 - 0 - - - 2030 - TrdgSesGrp - 1 - 33 - 0 - - - 2030 - 81 - 1 - 36 - 0 - - - 2030 - Instrument - 1 - 37 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 2030 - UndInstrmtGrp - 1 - 38 - 0 - - - 2030 - 140 - 1 - 40 - 0 - Useful for verifying security identification - - - 2030 - 54 - 1 - 41 - 1 - Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. - - - 2030 - 401 - 1 - 42 - 0 - Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. - - - 2030 - 114 - 1 - 43 - 0 - Required for short sell orders - - - 2030 - 60 - 1 - 44 - 0 - - - 2030 - Stipulations - 1 - 45 - 0 - Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" - - - 2030 - 854 - 1 - 46 - 0 - - - 2030 - OrderQtyData - 1 - 47 - 1 - Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" - - - 2030 - 40 - 1 - 48 - 0 - - - 2030 - 423 - 1 - 49 - 0 - - - 2030 - 44 - 1 - 50 - 0 - - - 2030 - 1092 - 1 - 50.1 - 0 - - - 2030 - 99 - 1 - 51 - 0 - - - 2030 - TriggeringInstruction - 1 - 51.1 - 0 - Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" - - - 2030 - SpreadOrBenchmarkCurveData - 1 - 52 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" - - - 2030 - YieldData - 1 - 53 - 0 - Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" - - - 2030 - 15 - 1 - 54 - 0 - - - 2030 - 376 - 1 - 55 - 0 - - - 2030 - 377 - 1 - 56 - 0 - - - 2030 - 23 - 1 - 57 - 0 - Required for Previously Indicated Orders (OrdType=E) - - - 2030 - 117 - 1 - 58 - 0 - Required for Previously Quoted Orders (OrdType=D) - - - 2030 - 1080 - 1 - 58.1 - 0 - Required for counter-order selection / Hit / Take Orders (OrdType = Q) - - - 2030 - 1081 - 1 - 58.2 - 0 - Conditionally required if RefOrderID is specified. - - - 2030 - 59 - 1 - 59 - 0 - - - 2030 - 168 - 1 - 60 - 0 - - - 2030 - 432 - 1 - 61 - 0 - Conditionally required if TimeInForce = GTD and ExpireTime is not specified. - - - 2030 - 126 - 1 - 62 - 0 - Conditionally required if TimeInForce = GTD and ExpireDate is not specified. - - - 2030 - 427 - 1 - 63 - 0 - States whether executions are booked out or accumulated on a partially filled GT order - - - 2030 - CommissionData - 1 - 64 - 0 - Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" - - - 2030 - 528 - 1 - 65 - 0 - - - 2030 - 529 - 1 - 66 - 0 - - - 2030 - 1091 - 1 - 66.1 - 0 - - - 2030 - 582 - 1 - 67 - 0 - - - 2030 - 121 - 1 - 68 - 0 - - - 2030 - 120 - 1 - 69 - 0 - - - 2030 - 775 - 1 - 70 - 0 - Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. - - - 2030 - 58 - 1 - 71 - 0 - - - 2030 - 354 - 1 - 72 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2030 - 355 - 1 - 73 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2030 - 193 - 1 - 74 - 0 - Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - - - 2030 - 192 - 1 - 75 - 0 - Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - - - 2030 - 640 - 1 - 76 - 0 - Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). - - - 2030 - 77 - 1 - 77 - 0 - - - 2030 - 203 - 1 - 78 - 0 - - - 2030 - 210 - 1 - 79 - 0 - - - 2030 - PegInstructions - 1 - 80 - 0 - Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" - - - 2030 - DiscretionInstructions - 1 - 81 - 0 - Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" - - - 2030 - 847 - 1 - 82 - 0 - The target strategy of the order - - - 2030 - StrategyParametersGrp - 1 - 82.1 - 0 - Strategy parameter block - - - 2030 - 848 - 1 - 83 - 0 - For further specification of the TargetStrategy - - - 2030 - 849 - 1 - 84 - 0 - Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. -For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) - - - 2030 - 494 - 1 - 85 - 0 - Supplementary registration information for this Order within the List - - - 2031 - 268 - 0 - 1 - 1 - Number of entries following. - - - 2031 - 269 - 1 - 2 - 1 - Must be the first field in this repeating group. - - - 2031 - 278 - 1 - 2.1 - 0 - Conditionally required when maintaining an order-depth book, that is, when AggregatedBook (266) is "N". allows subsequent Incremental changes to be applied using MDEntryID. - - - 2031 - 270 - 1 - 3 - 0 - Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required when MDEntryType = "auction clearing price" - - - 2031 - 423 - 1 - 3.01 - 0 - - - 2031 - YieldData - 1 - 3.011 - 0 - Insert here the set of YieldData (yield-related) fields defined in "Common Components of Application Messages - - - 2031 - SpreadOrBenchmarkCurveData - 1 - 3.012 - 0 - Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages - - - 2031 - 40 - 1 - 3.1 - 0 - Used to support market mechanism type; limit order, market order, committed principal order - - - 2031 - 15 - 1 - 4 - 0 - Can be used to specify the currency of the quoted price. - - - 2031 - 271 - 1 - 5 - 0 - Conditionally required if MDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume (B), or Open Interest(C) -conditionally required when MDEntryType = "auction clearing price" - - - 2031 - SecSizesGrp - 1 - 5.1 - 0 - - - 2031 - 1093 - 1 - 5.2 - 0 - Can be used to specify the lot type of the quoted size in order depth books. - - - 2031 - 272 - 1 - 6 - 0 - - - 2031 - 273 - 1 - 7 - 0 - - - 2031 - 274 - 1 - 8 - 0 - - - 2031 - 275 - 1 - 9 - 0 - Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C - - - 2031 - 336 - 1 - 10 - 0 - - - 2031 - 625 - 1 - 11 - 0 - - - 2031 - 326 - 1 - 11.1 - 0 - - - 2031 - 327 - 1 - 11.2 - 0 - - - 2031 - 276 - 1 - 12 - 0 - Space-delimited list of conditions describing a quote. - - - 2031 - 277 - 1 - 13 - 0 - Space-delimited list of conditions describing a trade - - - 2031 - 282 - 1 - 14 - 0 - - - 2031 - 283 - 1 - 15 - 0 - - - 2031 - 284 - 1 - 16 - 0 - - - 2031 - 286 - 1 - 17 - 0 - Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). - - - 2031 - 59 - 1 - 18 - 0 - For optional use when this Bid or Offer represents an order - - - 2031 - 432 - 1 - 19 - 0 - For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. - - - 2031 - 126 - 1 - 20 - 0 - For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. - - - 2031 - 110 - 1 - 21 - 0 - For optional use when this Bid or Offer represents an order - - - 2031 - 18 - 1 - 22 - 0 - Can contain multiple instructions, space delimited. - - - 2031 - 287 - 1 - 23 - 0 - - - 2031 - 37 - 1 - 24 - 0 - For optional use when this Bid, Offer, or Trade represents an order - - - 2031 - 198 - 1 - 24.1 - 0 - For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. - - - 2031 - 299 - 1 - 25 - 0 - For optional use when this Bid, Offer, or Trade represents a quote - - - 2031 - 288 - 1 - 26 - 0 - For optional use in reporting Trades - - - 2031 - 289 - 1 - 27 - 0 - For optional use in reporting Trades - - - 2031 - 346 - 1 - 28 - 0 - In an Aggregated Book, used to show how many individual orders make up an MDEntry - - - 2031 - 290 - 1 - 29 - 0 - Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 - - - 2031 - 546 - 1 - 30 - 0 - - - 2031 - 811 - 1 - 31 - 0 - - - 2031 - 58 - 1 - 32 - 0 - Text to describe the Market Data Entry. Part of repeating group. - - - 2031 - 354 - 1 - 33 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2031 - 355 - 1 - 34 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2031 - 1023 - 1 - 34.1 - 0 - Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 - - - 2031 - 528 - 1 - 34.2 - 0 - Designates the capacity of the firm placing the order - - - 2031 - 1024 - 1 - 34.3 - 0 - - - 2031 - 332 - 1 - 34.4 - 0 - Used to report high price in association with trade, bid or ask rather than a separate entity - - - 2031 - 333 - 1 - 34.5 - 0 - Used to report low price in association with trade, bid or ask rather than a separate entitty - - - 2031 - 1020 - 1 - 34.6 - 0 - Used to report trade volume in association with trade, bid or ask rather than a separate entity - - - 2031 - 63 - 1 - 34.7 - 0 - - - 2031 - 64 - 1 - 34.8 - 0 - Indicates date on which instrument will settle. -For NDFs required for specifying the "value date". - - - 2031 - 1070 - 1 - 34.9 - 0 - - - 2031 - 83 - 1 - 35 - 0 - Used to identify the sequence number within a feed type - - - 2031 - 1048 - 1 - 35.2 - 0 - Identifies role of dealer; Agent, Principal, RisklessPrincipal - - - 2031 - 1026 - 1 - 35.3 - 0 - - - 2031 - 1027 - 1 - 35.4 - 0 - - - 2031 - Parties - 1 - 35.5 - 0 - - - 2032 - 268 - 0 - 1 - 1 - Number of entries following. - - - 2032 - 279 - 1 - 2 - 1 - Must be first field in this repeating group. - - - 2032 - 285 - 1 - 3 - 0 - If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. - - - 2032 - 1173 - 1 - 3.1 - 0 - Can be used to define a subordinate book. - - - 2032 - 264 - 1 - 3.2 - 0 - Can be used to define the current depth of the book. - - - 2032 - 269 - 1 - 4 - 0 - Conditionally required if MDUpdateAction = New(0). Cannot be changed. - - - 2032 - 278 - 1 - 5 - 0 - If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified.. - - - 2032 - 280 - 1 - 6 - 0 - If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID. - - - 2032 - Instrument - 1 - 7 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" -Either Symbol (the instrument component block) or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, StrikePrice, OptAttribute, and SecurityExchange. May not be changed. - - - 2032 - UndInstrmtGrp - 1 - 8 - 0 - - - 2032 - InstrmtLegGrp - 1 - 10 - 0 - - - 2032 - 291 - 1 - 12 - 0 - - - 2032 - 292 - 1 - 13 - 0 - - - 2032 - 270 - 1 - 14 - 0 - Conditionally required when MDUpdateAction = New(0) and MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest (C). -Conditionally required when MDEntryType = "auction clearing price" - - - 2032 - 423 - 1 - 14.001 - 0 - - - 2032 - YieldData - 1 - 14.002 - 0 - Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages - - - 2032 - SpreadOrBenchmarkCurveData - 1 - 14.003 - 0 - Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages - - - 2032 - 40 - 1 - 14.1 - 0 - Used to support market mechanism type; limit order, market order, committed principal order - - - 2032 - 15 - 1 - 15 - 0 - Can be used to specify the currency of the quoted price. - - - 2032 - 271 - 1 - 16 - 0 - Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume(B), or Open Interest(C). -Conditionally required when MDEntryType = "auction clearing price" - - - 2032 - SecSizesGrp - 1 - 16.1 - 0 - - - 2032 - 1093 - 1 - 16.2 - 0 - Can be used to specify the lot type of the quoted size in order depth books. - - - 2032 - 272 - 1 - 17 - 0 - - - 2032 - 273 - 1 - 18 - 0 - - - 2032 - 274 - 1 - 19 - 0 - - - 2032 - 275 - 1 - 20 - 0 - Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C - - - 2032 - 336 - 1 - 21 - 0 - - - 2032 - 625 - 1 - 22 - 0 - - - 2032 - 326 - 1 - 22.1 - 0 - - - 2032 - 327 - 1 - 22.2 - 0 - - - 2032 - 276 - 1 - 23 - 0 - Space-delimited list of conditions describing a quote. - - - 2032 - 277 - 1 - 24 - 0 - Space-delimited list of conditions describing a trade - - - 2032 - 828 - 1 - 24.1 - 0 - For optional use in reporting Trades - - - 2032 - 574 - 1 - 24.2 - 0 - For optional use in reporting Trades - - - 2032 - 282 - 1 - 25 - 0 - - - 2032 - 283 - 1 - 26 - 0 - - - 2032 - 284 - 1 - 27 - 0 - - - 2032 - 286 - 1 - 28 - 0 - Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). - - - 2032 - 59 - 1 - 29 - 0 - For optional use when this Bid or Offer represents an order - - - 2032 - 432 - 1 - 30 - 0 - For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. - - - 2032 - 126 - 1 - 31 - 0 - For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. - - - 2032 - 110 - 1 - 32 - 0 - For optional use when this Bid or Offer represents an order - - - 2032 - 18 - 1 - 33 - 0 - Can contain multiple instructions, space delimited. - - - 2032 - 287 - 1 - 34 - 0 - - - 2032 - 37 - 1 - 35 - 0 - For optional use when this Bid, Offer, or Trade represents an order - - - 2032 - 198 - 1 - 35.1 - 0 - For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. - - - 2032 - 299 - 1 - 36 - 0 - For optional use when this Bid, Offer, or Trade represents a quote - - - 2032 - 1003 - 1 - 36.1 - 0 - For optional use in reporting Trades - - - 2032 - 288 - 1 - 37 - 0 - For optional use in reporting Trades - - - 2032 - 289 - 1 - 38 - 0 - For optional use in reporting Trades - - - 2032 - 346 - 1 - 39 - 0 - In an Aggregated Book, used to show how many individual orders make up an MDEntry - - - 2032 - 290 - 1 - 40 - 0 - Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 - - - 2032 - 546 - 1 - 41 - 0 - - - 2032 - 811 - 1 - 42 - 0 - - - 2032 - 451 - 1 - 43 - 0 - - - 2032 - 58 - 1 - 44 - 0 - Text to describe the Market Data Entry. Part of repeating group. - - - 2032 - 354 - 1 - 45 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2032 - 355 - 1 - 46 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2032 - 1023 - 1 - 46.01 - 0 - - - 2032 - 528 - 1 - 46.1 - 0 - - - 2032 - 1024 - 1 - 46.2 - 0 - - - 2032 - 332 - 1 - 46.3 - 0 - - - 2032 - 333 - 1 - 46.4 - 0 - - - 2032 - 1020 - 1 - 46.5 - 0 - - - 2032 - 63 - 1 - 46.6 - 0 - - - 2032 - 64 - 1 - 46.7 - 0 - Indicates date on which instrument will settle. -For NDFs required for specifying the "value date". - - - 2032 - 483 - 1 - 46.701 - 0 - For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades. - - - 2032 - 60 - 1 - 46.702 - 0 - For optional use in reporting Trades. Used to specify the time of matching. - - - 2032 - 1070 - 1 - 46.8 - 0 - - - 2032 - 83 - 1 - 46.9 - 0 - Allows sequence number to be specified within a feed type - - - 2032 - 1048 - 1 - 47.1 - 0 - Identifies role of dealer; Agent, Principal, RisklessPrincipal - - - 2032 - 1026 - 1 - 47.2 - 0 - - - 2032 - 1027 - 1 - 47.3 - 0 - - - 2032 - StatsIndGrp - 1 - 47.31 - 0 - - - 2032 - Parties - 1 - 47.4 - 0 - - - 2033 - 267 - 0 - 1 - 1 - Number of MDEntryType fields requested. - - - 2033 - 269 - 1 - 2 - 1 - Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving. - - - 2034 - 816 - 0 - 1 - 0 - - - 2034 - 817 - 1 - 2 - 0 - Alternative Market Data Source - - - 2035 - 136 - 0 - 1 - 0 - Required if any miscellaneous fees are reported. Indicates number of repeating entries. - - - 2035 - 137 - 1 - 2 - 0 - Required if NoMiscFees > 0 - - - 2035 - 138 - 1 - 3 - 0 - - - 2035 - 139 - 1 - 4 - 0 - Required if NoMiscFees > 0 - - - 2035 - 891 - 1 - 5 - 0 - - - 2036 - 73 - 0 - 1 - 0 - Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 - - - 2036 - 11 - 1 - 2 - 0 - Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order. -Required when NoOrders(73) > 0 and must be the first repeating field in the group. - - - 2036 - 37 - 1 - 3 - 0 - - - 2036 - 198 - 1 - 4 - 0 - Can be used to provide order id used by exchange or executing system. - - - 2036 - 526 - 1 - 5 - 0 - - - 2036 - 66 - 1 - 6 - 0 - Required for List Orders. - - - 2036 - NestedParties2 - 1 - 7 - 0 - Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages" -This is used to identify the executing broker for step in/give in trades - - - 2036 - 38 - 1 - 8 - 0 - - - 2036 - 799 - 1 - 9 - 0 - Average price for this order. -For FX, if specified, expressed in terms of Currency(15). - - - 2036 - 800 - 1 - 10 - 0 - Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) -Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field) - - - 2037 - 73 - 0 - 1 - 1 - Number of orders statused in this message, i.e. number of repeating groups to follow. - - - 2037 - 11 - 1 - 2 - 0 - Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. - - - 2037 - 37 - 1 - 2.1 - 0 - - - 2037 - 526 - 1 - 3 - 0 - - - 2037 - 14 - 1 - 4 - 1 - - - 2037 - 39 - 1 - 5 - 1 - - - 2037 - 636 - 1 - 6 - 0 - For optional use with OrdStatus = 0 (New) - - - 2037 - 151 - 1 - 7 - 1 - Quantity open for further execution. LeavesQty = OrderQty - CumQty. - - - 2037 - 84 - 1 - 8 - 1 - - - 2037 - 6 - 1 - 9 - 1 - - - 2037 - 103 - 1 - 10 - 0 - Used if the order is rejected - - - 2037 - 58 - 1 - 11 - 0 - - - 2037 - 354 - 1 - 12 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2037 - 355 - 1 - 13 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2038 - 711 - 0 - 1 - 0 - - - 2038 - UnderlyingInstrument - 1 - 2 - 0 - Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages" -Required if NoUnderlyings > 0 - - - 2038 - 732 - 1 - 3 - 0 - - - 2038 - 733 - 1 - 4 - 0 - Values = Final, Theoretical - - - 2038 - 1037 - 1 - 4.001 - 0 - - - 2038 - UnderlyingAmount - 1 - 4.1 - 0 - Insert here the set of "Underlying Amount" fields defined in "Common Components of Application Messages" - - - 2039 - 78 - 0 - 1 - 0 - Number of repeating groups for pre-trade allocation - - - 2039 - 79 - 1 - 2 - 0 - Required if NoAllocs > 0. Must be first field in repeating group. - - - 2039 - 661 - 1 - 3 - 0 - - - 2039 - 736 - 1 - 4 - 0 - - - 2039 - 467 - 1 - 5 - 0 - - - 2039 - NestedParties - 1 - 6 - 0 - Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" -Used for NestedPartyRole=Clearing Firm - - - 2039 - 80 - 1 - 7 - 0 - - - 2040 - 78 - 0 - 1 - 0 - Number of repeating groups for pre-trade allocation - - - 2040 - 79 - 1 - 2 - 0 - Required if NoAllocs > 0. Must be first field in repeating group. - - - 2040 - 661 - 1 - 3 - 0 - - - 2040 - 736 - 1 - 4 - 0 - - - 2040 - 467 - 1 - 5 - 0 - - - 2040 - NestedParties3 - 1 - 6 - 0 - Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" - - - 2040 - 80 - 1 - 7 - 0 - - - 2041 - 295 - 0 - 1 - 0 - The number of securities (instruments) whose quotes are to be canceled -Not required when cancelling all quotes. - - - 2041 - Instrument - 1 - 2 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 2041 - FinancingDetails - 1 - 3 - 0 - Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" - - - 2041 - UndInstrmtGrp - 1 - 4 - 0 - - - 2041 - InstrmtLegGrp - 1 - 6 - 0 - - - 2042 - 295 - 0 - 1 - 0 - The number of quotes for this Symbol (QuoteSet) that follow in this message. - - - 2042 - 299 - 1 - 2 - 0 - Uniquely identifies the quote across the complete set of all quotes for a given quote provider. -First field in repeating group. Required if NoQuoteEntries > 0. - - - 2042 - Instrument - 1 - 3 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 2042 - InstrmtLegGrp - 1 - 4 - 0 - - - 2042 - 132 - 1 - 6 - 0 - If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. - - - 2042 - 133 - 1 - 7 - 0 - If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. - - - 2042 - 134 - 1 - 8 - 0 - - - 2042 - 135 - 1 - 9 - 0 - - - 2042 - 62 - 1 - 10 - 0 - - - 2042 - 188 - 1 - 11 - 0 - May be applicable for F/X quotes - - - 2042 - 190 - 1 - 12 - 0 - May be applicable for F/X quotes - - - 2042 - 189 - 1 - 13 - 0 - May be applicable for F/X quotes - - - 2042 - 191 - 1 - 14 - 0 - May be applicable for F/X quotes - - - 2042 - 631 - 1 - 15 - 0 - - - 2042 - 632 - 1 - 16 - 0 - - - 2042 - 633 - 1 - 17 - 0 - - - 2042 - 634 - 1 - 18 - 0 - - - 2042 - 60 - 1 - 19 - 0 - - - 2042 - 336 - 1 - 20 - 0 - - - 2042 - 625 - 1 - 21 - 0 - - - 2042 - 64 - 1 - 22 - 0 - Can be used with forex quotes to specify a specific "value date" - - - 2042 - 40 - 1 - 23 - 0 - Can be used to specify the type of order the quote is for - - - 2042 - 193 - 1 - 24 - 0 - Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - - - 2042 - 192 - 1 - 25 - 0 - Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - - - 2042 - 642 - 1 - 26 - 0 - Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value - - - 2042 - 643 - 1 - 27 - 0 - Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value - - - 2042 - 15 - 1 - 28 - 0 - Can be used to specify the currency of the quoted price. - - - 2042 - 1167 - 1 - 28.1 - 0 - - - 2042 - 368 - 1 - 29 - 0 - Reason Quote Entry was rejected. - - - 2043 - 295 - 0 - 1 - 1 - The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. - - - 2043 - 299 - 1 - 2 - 1 - Uniquely identifies the quote across the complete set of all quotes for a given quote provider. - - - 2043 - Instrument - 1 - 3 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 2043 - InstrmtLegGrp - 1 - 4 - 0 - - - 2043 - 132 - 1 - 6 - 0 - If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. - - - 2043 - 133 - 1 - 7 - 0 - If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. - - - 2043 - 134 - 1 - 8 - 0 - - - 2043 - 135 - 1 - 9 - 0 - - - 2043 - 62 - 1 - 10 - 0 - - - 2043 - 188 - 1 - 11 - 0 - May be applicable for F/X quotes - - - 2043 - 190 - 1 - 12 - 0 - May be applicable for F/X quotes - - - 2043 - 189 - 1 - 13 - 0 - May be applicable for F/X quotes - - - 2043 - 191 - 1 - 14 - 0 - May be applicable for F/X quotes - - - 2043 - 631 - 1 - 15 - 0 - - - 2043 - 632 - 1 - 16 - 0 - - - 2043 - 633 - 1 - 17 - 0 - - - 2043 - 634 - 1 - 18 - 0 - - - 2043 - 60 - 1 - 19 - 0 - - - 2043 - 336 - 1 - 20 - 0 - - - 2043 - 625 - 1 - 21 - 0 - - - 2043 - 64 - 1 - 22 - 0 - Can be used with forex quotes to specify a specific "value date" - - - 2043 - 40 - 1 - 23 - 0 - Can be used to specify the type of order the quote is for - - - 2043 - 193 - 1 - 24 - 0 - Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - - - 2043 - 192 - 1 - 25 - 0 - Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - - - 2043 - 642 - 1 - 26 - 0 - Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value - - - 2043 - 643 - 1 - 27 - 0 - Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value - - - 2043 - 15 - 1 - 28 - 0 - Can be used to specify the currency of the quoted price. - - - 2044 - 735 - 0 - 1 - 0 - - - 2044 - 695 - 1 - 2 - 0 - Required if NoQuoteQualifiers > 1 - - - 2045 - 146 - 0 - 1 - 1 - Number of related symbols (instruments) in Request - - - 2045 - Instrument - 1 - 2 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 2045 - FinancingDetails - 1 - 3 - 0 - Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" - - - 2045 - UndInstrmtGrp - 1 - 4 - 0 - - - 2045 - 140 - 1 - 6 - 0 - Useful for verifying security identification - - - 2045 - 303 - 1 - 7 - 0 - Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. - - - 2045 - 537 - 1 - 8 - 0 - Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) -Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote. - - - - 2045 - 336 - 1 - 9 - 0 - - - 2045 - 625 - 1 - 10 - 0 - - - 2045 - 229 - 1 - 11 - 0 - - - 2045 - 54 - 1 - 12 - 0 - If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. -For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward. - - - 2045 - 854 - 1 - 13 - 0 - Type of quantity specified in a quantity field. -For FX, if used, should be "0". - - - 2045 - OrderQtyData - 1 - 14 - 0 - Required for single instrument quoting. -Required for Fixed Income if QuoteType is Tradeable. - - - 2045 - 110 - 1 - 14.1 - 0 - - - 2045 - 63 - 1 - 15 - 0 - For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. - - - 2045 - 64 - 1 - 16 - 0 - Can be used (e.g. with forex quotes) to specify the desired "value date". -For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. - - - 2045 - 193 - 1 - 17 - 0 - Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - - - 2045 - 192 - 1 - 18 - 0 - Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - - - 2045 - 15 - 1 - 19 - 0 - Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. - - - 2045 - Stipulations - 1 - 20 - 0 - Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" - - - 2045 - 1 - 1 - 21 - 0 - - - 2045 - 660 - 1 - 22 - 0 - - - 2045 - 581 - 1 - 23 - 0 - - - 2045 - QuotReqLegsGrp - 1 - 24 - 0 - - - 2045 - QuotQualGrp - 1 - 33 - 0 - - - 2045 - 692 - 1 - 35 - 0 - Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. - - - 2045 - 40 - 1 - 36 - 0 - Can be used to specify the type of order the quote request is for - - - 2045 - 62 - 1 - 37 - 0 - Used by the quote initiator to indicate the period of time the resulting Quote must be valid until - - - 2045 - 126 - 1 - 38 - 0 - The time when Quote Request will expire. - - - 2045 - 60 - 1 - 39 - 0 - Time transaction was entered - - - 2045 - SpreadOrBenchmarkCurveData - 1 - 40 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" - - - 2045 - 423 - 1 - 41 - 0 - - - 2045 - 44 - 1 - 42 - 0 - Quoted or target price - - - 2045 - 640 - 1 - 43 - 0 - Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. - - - 2045 - YieldData - 1 - 44 - 0 - Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" - - - 2045 - Parties - 1 - 45 - 0 - - - 2046 - 555 - 0 - 1 - 0 - Required for multileg quotes. - - - 2046 - InstrumentLeg - 1 - 2 - 0 - Required for multileg quotes -For Swaps one leg is Buy and other leg is Sell - - - 2046 - 687 - 1 - 3 - 0 - - - 2046 - 685 - 1 - 3.1 - 0 - When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. -This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). - - - 2046 - 690 - 1 - 4 - 0 - - - 2046 - 587 - 1 - 5 - 0 - - - 2046 - 588 - 1 - 6 - 0 - - - 2046 - LegStipulations - 1 - 7 - 0 - - - 2046 - NestedParties - 1 - 8 - 0 - - - 2046 - LegBenchmarkCurveData - 1 - 9 - 0 - - - 2046 - 654 - 1 - 9.1 - 0 - Initiator can optionally provide a unique identifier for the specific leg. - - - 2047 - 146 - 0 - 1 - 1 - Number of related symbols (instruments) in Request - - - 2047 - Instrument - 1 - 2 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 2047 - FinancingDetails - 1 - 3 - 0 - Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" - - - 2047 - UndInstrmtGrp - 1 - 4 - 0 - - - 2047 - 140 - 1 - 6 - 0 - Useful for verifying security identification - - - 2047 - 303 - 1 - 7 - 0 - Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. - - - 2047 - 537 - 1 - 8 - 0 - Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) - - - 2047 - 336 - 1 - 9 - 0 - - - 2047 - 625 - 1 - 10 - 0 - - - 2047 - 229 - 1 - 11 - 0 - - - 2047 - 54 - 1 - 12 - 0 - If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. -Required if specified in Quote Request message. - - - 2047 - 854 - 1 - 13 - 0 - - - 2047 - OrderQtyData - 1 - 14 - 0 - Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages" -Required if component is specified in Quote Request message. - - - 2047 - 63 - 1 - 15 - 0 - - - 2047 - 64 - 1 - 16 - 0 - Can be used (e.g. with forex quotes) to specify the desired "value date" - - - 2047 - 193 - 1 - 17 - 0 - Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. - - - 2047 - 192 - 1 - 18 - 0 - Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. - - - 2047 - 15 - 1 - 19 - 0 - Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. - - - 2047 - Stipulations - 1 - 20 - 0 - Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" - - - 2047 - 1 - 1 - 21 - 0 - - - 2047 - 660 - 1 - 22 - 0 - - - 2047 - 581 - 1 - 23 - 0 - - - 2047 - QuotReqLegsGrp - 1 - 24 - 0 - - - 2047 - QuotQualGrp - 1 - 33 - 0 - - - 2047 - 692 - 1 - 35 - 0 - Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. - - - 2047 - 40 - 1 - 36 - 0 - Can be used to specify the type of order the quote request is for - - - 2047 - 126 - 1 - 37 - 0 - The time when Quote Request will expire. - - - 2047 - 60 - 1 - 38 - 0 - Time transaction was entered - - - 2047 - SpreadOrBenchmarkCurveData - 1 - 39 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" - - - 2047 - 423 - 1 - 40 - 0 - - - 2047 - 44 - 1 - 41 - 0 - Quoted or target price - - - 2047 - 640 - 1 - 42 - 0 - Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. - - - 2047 - YieldData - 1 - 43 - 0 - Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" - - - 2047 - Parties - 1 - 44 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 2048 - 296 - 0 - 1 - 0 - The number of sets of quotes in the message - - - 2048 - 302 - 1 - 2 - 0 - First field in repeating group. Required if NoQuoteSets > 0 - - - 2048 - UnderlyingInstrument - 1 - 3 - 0 - Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" -Required if NoQuoteSets > 0 - - - 2048 - 304 - 1 - 4 - 0 - Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. -Required if NoQuoteEntries > 0 - - - 2048 - 1168 - 1 - 4.1 - 0 - Total number of quotes canceled for the quote set across all messages. - - - 2048 - 1169 - 1 - 4.2 - 0 - Total number of quotes accepted for the quote set across all messages. - - - 2048 - 1170 - 1 - 4.3 - 0 - Total number of quotes rejected for the quote set across all messages. - - - 2048 - 893 - 1 - 5 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 2048 - QuotEntryAckGrp - 1 - 6 - 0 - - - 2049 - 296 - 0 - 1 - 1 - The number of sets of quotes in the message - - - 2049 - 302 - 1 - 2 - 1 - Sequential number for the Quote Set. For a given QuoteID - assumed to start at 1. -Must be the first field in the repeating group. - - - 2049 - UnderlyingInstrument - 1 - 3 - 0 - Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" - - - 2049 - 367 - 1 - 4 - 0 - - - 2049 - 304 - 1 - 5 - 1 - Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. - - - 2049 - 893 - 1 - 6 - 0 - Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. - - - 2049 - QuotEntryGrp - 1 - 7 - 1 - - - 2050 - 146 - 0 - 1 - 0 - Specifies the number of repeating symbols (instruments) specified - - - 2050 - Instrument - 1 - 2 - 0 - - - 2050 - SecondaryPriceLimits - 1 - 2.1 - 0 - Secondary price limit rules - - - 2050 - 15 - 1 - 3 - 0 - - - 2050 - 292 - 1 - 3.1 - 0 - Identifies the type of Corporate Action - - - 2050 - InstrumentExtension - 1 - 5 - 0 - - - 2050 - InstrmtLegGrp - 1 - 6 - 0 - - - 2050 - 58 - 1 - 10 - 0 - Comment, instructions, or other identifying information. - - - 2050 - 354 - 1 - 11 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2050 - 355 - 1 - 12 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2051 - 146 - 0 - 1 - 1 - Number of related symbols (instruments) in Request - - - 2051 - Instrument - 1 - 2 - 1 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" - - - 2051 - UndInstrmtGrp - 1 - 3 - 0 - - - 2051 - InstrmtLegGrp - 1 - 5 - 0 - - - 2051 - 140 - 1 - 7 - 0 - Useful for verifying security identification - - - 2051 - 303 - 1 - 8 - 0 - Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. - - - 2051 - 537 - 1 - 9 - 0 - Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) - - - 2051 - 336 - 1 - 10 - 0 - - - 2051 - 625 - 1 - 11 - 0 - - - 2052 - 510 - 0 - 1 - 0 - Number of Distribution instructions in this message (number of repeating groups to follow) - - - 2052 - 477 - 1 - 2 - 0 - Must be first field in the repeating group if NoDistribInsts > 0. - - - 2052 - 512 - 1 - 3 - 0 - - - 2052 - 478 - 1 - 4 - 0 - - - 2052 - 498 - 1 - 5 - 0 - - - 2052 - 499 - 1 - 6 - 0 - - - 2052 - 500 - 1 - 7 - 0 - - - 2052 - 501 - 1 - 8 - 0 - - - 2052 - 502 - 1 - 9 - 0 - - - 2053 - 473 - 0 - 1 - 0 - Number of registration details in this message (number of repeating groups to follow) - - - 2053 - 509 - 1 - 2 - 0 - Must be first field in the repeating group - - - 2053 - 511 - 1 - 3 - 0 - - - 2053 - 474 - 1 - 4 - 0 - - - 2053 - 482 - 1 - 5 - 0 - - - 2053 - NestedParties - 1 - 6 - 0 - Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" -Used for NestedPartyRole=InvestorID - - - 2053 - 522 - 1 - 7 - 0 - - - 2053 - 486 - 1 - 8 - 0 - - - 2053 - 475 - 1 - 9 - 0 - - - 2054 - 215 - 0 - 1 - 0 - Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. - - - 2054 - 216 - 1 - 2 - 0 - Indicates type of RoutingID. Required if NoRoutingIDs is > 0. - - - 2054 - 217 - 1 - 3 - 0 - Identifies routing destination. Required if NoRoutingIDs is > 0. - - - 2055 - 146 - 0 - 1 - 0 - Specifies the number of repeating symbols (instruments) specified - - - 2055 - Instrument - 1 - 2 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" -of the requested Security - - - 2055 - InstrumentExtension - 1 - 3 - 0 - Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" - - - 2055 - FinancingDetails - 1 - 4 - 0 - Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" - - - 2055 - SecurityTradingRules - 1 - 4.1 - 0 - Used to provide listing rules - - - 2055 - StrikeRules - 1 - 4.2 - 0 - Used to provide listing rules - - - 2055 - UndInstrmtGrp - 1 - 5 - 0 - - - 2055 - 15 - 1 - 7 - 0 - - - 2055 - Stipulations - 1 - 8 - 0 - Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" - - - 2055 - InstrmtLegSecListGrp - 1 - 9 - 0 - - - 2055 - SpreadOrBenchmarkCurveData - 1 - 15 - 0 - Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" - - - 2055 - YieldData - 1 - 16 - 0 - Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" - - - 2055 - 58 - 1 - 22 - 0 - Comment, instructions, or other identifying information. - - - 2055 - 354 - 1 - 23 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2055 - 355 - 1 - 24 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2056 - 558 - 0 - 1 - 0 - - - 2056 - 167 - 1 - 2 - 0 - Required if NoSecurityTypes > 0 - - - 2056 - 762 - 1 - 3 - 0 - - - 2056 - 460 - 1 - 4 - 0 - - - 2056 - 461 - 1 - 5 - 0 - - - 2057 - 778 - 0 - 1 - 0 - Required except where SettlInstMode is 5=Reject SSI request - - - 2057 - 162 - 1 - 2 - 0 - Unique ID for this settlement instruction. -Required except where SettlInstMode is 5=Reject SSI request - - - 2057 - 163 - 1 - 3 - 0 - New, Replace, Cancel or Restate -Required except where SettlInstMode is 5=Reject SSI request - - - 2057 - 214 - 1 - 4 - 0 - Required where SettlInstTransType is Cancel or Replace - - - 2057 - Parties - 1 - 5 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" -Used here for settlement location. -Also used for executing broker for CIV settlement instructions - - - 2057 - 54 - 1 - 6 - 0 - Can be used for SettleInstMode 1 if SSIs are being provided for a particular side. - - - 2057 - 460 - 1 - 7 - 0 - Can be used for SettleInstMode 1 if SSIs are being provided for a particular product. - - - 2057 - 167 - 1 - 8 - 0 - Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode). - - - 2057 - 461 - 1 - 9 - 0 - Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as identified by CFI code). - - - 2057 - 120 - 1 - 9.1 - 0 - Can be used for SettleInstMode 1 if SSIs are being provided for a particular settlement currency - - - 2057 - 168 - 1 - 10 - 0 - Effective (start) date/time for this settlement instruction. -Required except where SettlInstMode is 5=Reject SSI request - - - 2057 - 126 - 1 - 11 - 0 - Termination date/time for this settlement instruction. - - - 2057 - 779 - 1 - 12 - 0 - Date/time this settlement instruction was last updated (or created if not updated since creation). -Required except where SettlInstMode is 5=Reject SSI request - - - 2057 - SettlInstructionsData - 1 - 13 - 0 - Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" - - - 2057 - 492 - 1 - 14 - 0 - For use with CIV settlement instructions - - - 2057 - 476 - 1 - 15 - 0 - For use with CIV settlement instructions - - - 2057 - 488 - 1 - 16 - 0 - For use with CIV settlement instructions - - - 2057 - 489 - 1 - 17 - 0 - For use with CIV settlement instructions - - - 2057 - 503 - 1 - 18 - 0 - For use with CIV settlement instructions - - - 2057 - 490 - 1 - 19 - 0 - For use with CIV settlement instructions - - - 2057 - 491 - 1 - 20 - 0 - For use with CIV settlement instructions - - - 2057 - 504 - 1 - 21 - 0 - For use with CIV settlement instructions - - - 2057 - 505 - 1 - 22 - 0 - For use with CIV settlement instructions - - - 2058 - 552 - 0 - 1 - 1 - Must be 1 or 2 - - - 2058 - 54 - 1 - 2 - 1 - - - 2058 - 41 - 1 - 3 - 0 - Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). - - - 2058 - 11 - 1 - 4 - 1 - Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. - - - 2058 - 526 - 1 - 5 - 0 - - - 2058 - 583 - 1 - 6 - 0 - - - 2058 - 586 - 1 - 7 - 0 - - - 2058 - Parties - 1 - 8 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 2058 - 229 - 1 - 9 - 0 - - - 2058 - 75 - 1 - 10 - 0 - - - 2058 - OrderQtyData - 1 - 11 - 1 - Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" - - - 2058 - 376 - 1 - 12 - 0 - - - 2058 - 58 - 1 - 13 - 0 - - - 2058 - 354 - 1 - 14 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2058 - 355 - 1 - 15 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2059 - 552 - 0 - 1 - 1 - Must be 1 or 2 -1 or 2 if CrossType=1 -2 otherwise - - - 2059 - 54 - 1 - 2 - 1 - - - 2059 - 41 - 1 - 2.1 - 0 - Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11) - - - 2059 - 11 - 1 - 3 - 1 - Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. - - - 2059 - 526 - 1 - 4 - 0 - - - 2059 - 583 - 1 - 5 - 0 - - - 2059 - Parties - 1 - 6 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" - - - 2059 - 229 - 1 - 7 - 0 - - - 2059 - 75 - 1 - 8 - 0 - - - 2059 - 1 - 1 - 9 - 0 - - - 2059 - 660 - 1 - 10 - 0 - - - 2059 - 581 - 1 - 11 - 0 - - - 2059 - 589 - 1 - 12 - 0 - - - 2059 - 590 - 1 - 13 - 0 - - - 2059 - 591 - 1 - 14 - 0 - - - 2059 - 70 - 1 - 15 - 0 - Use to assign an identifier to the block of preallocations - - - 2059 - PreAllocGrp - 1 - 16 - 0 - - - 2059 - 854 - 1 - 23 - 0 - - - 2059 - OrderQtyData - 1 - 24 - 1 - Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" - - - 2059 - CommissionData - 1 - 25 - 0 - Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" - - - 2059 - 528 - 1 - 26 - 0 - - - 2059 - 529 - 1 - 27 - 0 - - - 2059 - 1091 - 1 - 27.1 - 0 - - - 2059 - 582 - 1 - 28 - 0 - - - 2059 - 121 - 1 - 29 - 0 - Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. - - - 2059 - 120 - 1 - 30 - 0 - Required if ForexReq = Y. - - - 2059 - 775 - 1 - 31 - 0 - Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. - - - 2059 - 58 - 1 - 32 - 0 - - - 2059 - 354 - 1 - 33 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2059 - 355 - 1 - 34 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2059 - 77 - 1 - 35 - 0 - For use in derivatives omnibus accounting - - - 2059 - 203 - 1 - 36 - 0 - For use with derivatives, such as options - - - 2059 - 544 - 1 - 37 - 0 - - - 2059 - 635 - 1 - 38 - 0 - - - 2059 - 377 - 1 - 39 - 0 - - - 2059 - 659 - 1 - 40 - 0 - - - 2059 - 962 - 1 - 40.1 - 0 - Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order. - - - 2060 - 78 - 0 - 1 - 0 - Number of repeating groups for trade allocation - - - 2060 - 79 - 1 - 2 - 0 - Required if NoAllocs > 0. Must be first field in repeating group. - - - 2060 - 661 - 1 - 3 - 0 - - - 2060 - 736 - 1 - 4 - 0 - - - 2060 - 467 - 1 - 5 - 0 - - - 2060 - NestedParties2 - 1 - 6 - 0 - Insert here the set of "NestedParties2" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" - - - 2060 - 80 - 1 - 7 - 0 - - - 2060 - 993 - 1 - 7.1 - 0 - Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. - - - 2060 - 1002 - 1 - 7.2 - 0 - Specifies the method under which a trade quantity was allocated. - - - 2060 - 989 - 1 - 7.3 - 0 - Provides support for an intermediary assigned allocation ID - - - 2060 - 1136 - 1 - 7.4 - 0 - - - 2061 - 552 - 0 - 1 - 1 - Number of sides - - - 2061 - 54 - 1 - 2 - 1 - - - 2061 - 1009 - 1 - 7.1 - 0 - Used to indicate the quantity on one side of a multi-sided Trade Capture Report - - - 2061 - 1005 - 1 - 7.2 - 0 - Used to indicate the report ID on one side of a multi-sided Trade Capture Report - - - 2061 - 1006 - 1 - 7.3 - 0 - Used for order routing to indicate the Fill Station Code on one side of a multi-sided Trade Capture Report - - - 2061 - 1007 - 1 - 7.4 - 0 - Used to indicate the reason of a multi-sided Trade Capture Report - - - 2061 - 83 - 1 - 7.5 - 0 - Used for order routing to indicate the fill sequence on one side of a multi-sided Trade Capture Report - - - 2061 - 1008 - 1 - 7.6 - 0 - Used to support multi-sided orders of different trade types - - - 2061 - 430 - 1 - 7.61 - 0 - Code to represent whether value is net (inclusive of tax) or gross. - - - 2061 - 1154 - 1 - 7.62 - 0 - Used to Identify the Currency of the Trade Report Side. - - - 2061 - 1155 - 1 - 7.63 - 0 - Used to Identify the Settlement Currency of the Trade Report Side. - - - 2061 - Parties - 1 - 8 - 0 - Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" -Range of values on report: - - - 2061 - 1 - 1 - 9 - 0 - Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary - - - 2061 - 660 - 1 - 10 - 0 - - - 2061 - 581 - 1 - 11 - 0 - Specifies type of account - - - 2061 - 81 - 1 - 12 - 0 - Used to specify Step-out trades - - - 2061 - 575 - 1 - 13 - 0 - - - 2061 - ClrInstGrp - 1 - 14 - 0 - - - 2061 - 578 - 1 - 17 - 0 - - - 2061 - 579 - 1 - 18 - 0 - - - 2061 - 376 - 1 - 21 - 0 - - - 2061 - 377 - 1 - 22 - 0 - - - 2061 - 582 - 1 - 25 - 0 - The customer capacity for this trade - - - 2061 - 336 - 1 - 29 - 0 - Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID then applies to all sides of the trade - - - 2061 - 625 - 1 - 30 - 0 - Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID then applies to all sides of the trade - - - 2061 - 943 - 1 - 31 - 0 - - - 2061 - CommissionData - 1 - 32 - 0 - Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" -Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field. - - - 2061 - 157 - 1 - 34 - 0 - - - 2061 - 230 - 1 - 35 - 0 - - - 2061 - 158 - 1 - 36 - 0 - - - 2061 - 159 - 1 - 37 - 0 - - - 2061 - 738 - 1 - 38 - 0 - - - 2061 - 920 - 1 - 39 - 0 - For repurchase agreements the accrued interest on termination. - - - 2061 - 921 - 1 - 40 - 0 - For repurchase agreements the start (dirty) cash consideration - - - 2061 - 922 - 1 - 41 - 0 - For repurchase agreements the end (dirty) cash consideration - - - 2061 - 238 - 1 - 42 - 0 - - - 2061 - 237 - 1 - 43 - 0 - - - 2061 - 118 - 1 - 44 - 0 - Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field. - - - 2061 - 119 - 1 - 45 - 0 - Used to report results of forex accommodation trade - - - 2061 - 155 - 1 - 47 - 0 - Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency - - - 2061 - 156 - 1 - 48 - 0 - Specifies whether the SettlCurrFxRate should be multiplied or divided - - - 2061 - 77 - 1 - 49 - 0 - For use in derivatives omnibus accounting - - - 2061 - 58 - 1 - 50 - 0 - May be used by the executing market to record any execution Details that are particular to that market - - - 2061 - 354 - 1 - 51 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2061 - 355 - 1 - 52 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2061 - 752 - 1 - 53 - 0 - Default is a single security if not specified. -Provided to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument. - - - 2061 - ContAmtGrp - 1 - 54 - 0 - - - 2061 - Stipulations - 1 - 58 - 0 - - - 2061 - MiscFeesGrp - 1 - 59 - 0 - - - 2061 - 825 - 1 - 64 - 0 - Used to report any exchange rules that apply to this trade. - - - 2061 - 826 - 1 - 65 - 0 - Identifies if the trade is to be allocated - - - 2061 - 591 - 1 - 66 - 0 - - - 2061 - 70 - 1 - 67 - 0 - Used to assign an ID to the block of preallocations - - - 2061 - TrdAllocGrp - 1 - 68 - 0 - - - 2061 - SideTrdRegTS - 1 - 69 - 0 - Used to indicate the regulatory time stamp on one side of a multi-sided Trade Capture Report. - - - 2061 - SettlDetails - 1 - 69.001 - 0 - Conveys settlement account details reported as part of obligation - - - 2061 - 1072 - 1 - 69.1 - 0 - - - 2061 - 1057 - 1 - 69.2 - 0 - - - 2061 - 1139 - 1 - 69.3 - 0 - - - 2062 - 897 - 0 - 1 - 0 - Trades for which collateral is required - - - 2062 - 571 - 1 - 2 - 0 - Required if NoTrades > 0 - - - 2062 - 818 - 1 - 3 - 0 - - - 2063 - 555 - 0 - 1 - 0 - Number of legs -Identifies a Multi-leg Execution if present and non-zero. - - - 2063 - InstrumentLeg - 1 - 2 - 0 - Must be provided if Number of legs > 0 - - - 2063 - 687 - 1 - 3 - 0 - - - 2063 - 690 - 1 - 4 - 0 - Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg - - - 2063 - 990 - 1 - 4.1 - 0 - Additional attribute to store the Trade ID of the Leg. - - - 2063 - 1152 - 1 - 4.11 - 0 - Allow sequencing of Legs for a Strategy to be captured - - - 2063 - LegStipulations - 1 - 5 - 0 - - - 2063 - 564 - 1 - 6 - 0 - Provide if the PositionEffect for the leg is different from that specified for the overall multileg security - - - 2063 - 565 - 1 - 7 - 0 - Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. - - - 2063 - NestedParties - 1 - 8 - 0 - Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" -Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type - - - 2063 - 654 - 1 - 9 - 0 - Used to identify a specific leg. - - - 2063 - 587 - 1 - 11 - 0 - - - 2063 - 588 - 1 - 12 - 0 - Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType values. - - - 2063 - 637 - 1 - 13 - 0 - Used to report the execution price assigned to the leg of the multileg instrument - - - 2063 - 675 - 1 - 13.1 - 0 - - - 2063 - 1073 - 1 - 13.2 - 0 - - - 2063 - 1074 - 1 - 13.3 - 0 - - - 2063 - 1075 - 1 - 13.4 - 0 - For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (231) is required in this case. - - - 2063 - 1379 - 1 - 13.401 - 0 - - - 2063 - 1381 - 1 - 13.402 - 0 - - - 2063 - 1383 - 1 - 13.403 - 0 - - - 2063 - 1384 - 1 - 13.404 - 0 - - - 2063 - 1418 - 1 - 13.405 - 0 - - - 2063 - TradeCapLegUnderlyingsGrp - 1 - 13.5 - 0 - - - 2064 - 386 - 0 - 1 - 0 - Specifies the number of repeating TradingSessionIDs - - - 2064 - 336 - 1 - 2 - 0 - Required if NoTradingSessions is > 0. - - - 2064 - 625 - 1 - 3 - 0 - - - 2065 - 711 - 0 - 1 - 0 - Number of legs that make up the Security - - - 2065 - UnderlyingInstrument - 1 - 2 - 0 - Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages" -Required if NoUnderlyings > 0 - - - 2065 - 944 - 1 - 3 - 0 - Required if NoUnderlyings > 0 - - - 2066 - 711 - 0 - 1 - 0 - Number of underlyings - - - 2066 - UnderlyingInstrument - 1 - 2 - 0 - Must be provided if Number of underlyings > 0 - - - 2069 - 580 - 0 - 1 - 0 - Number of date ranges provided (must be 1 or 2 if specified) - - - 2069 - 75 - 1 - 2 - 0 - Used when reporting other than current day trades. -Conditionally required if NoDates > 0 - - - 2069 - 779 - 1 - 2.1 - 0 - - - 2069 - 60 - 1 - 3 - 0 - To request trades for a specific time. - - - 2070 - 864 - 0 - 1 - 0 - - - 2070 - 865 - 1 - 2 - 0 - - - 2070 - 866 - 1 - 3 - 0 - - - 2070 - 1145 - 1 - 3.1 - 0 - Specific time of event. To be used in combination with EventDate [866] - - - 2070 - 867 - 1 - 4 - 0 - - - 2070 - 868 - 1 - 5 - 0 - - - 2071 - 454 - 0 - 1 - 0 - - - 2071 - 455 - 1 - 2 - 0 - - - 2071 - 456 - 1 - 3 - 0 - - - 2072 - 604 - 0 - 1 - 0 - - - 2072 - 605 - 1 - 2 - 0 - - - 2072 - 606 - 1 - 3 - 0 - - - 2073 - 457 - 0 - 1 - 0 - - - 2073 - 458 - 1 - 2 - 0 - - - 2073 - 459 - 1 - 3 - 0 - - - 2074 - 870 - 0 - 1 - 0 - - - 2074 - 871 - 1 - 2 - 0 - - - 2074 - 872 - 1 - 3 - 0 - - - 2075 - 85 - 0 - 1 - 0 - - - 2075 - 165 - 1 - 2 - 0 - - - 2075 - 787 - 1 - 3 - 0 - - - 2075 - SettlParties - 1 - 4 - 0 - - - 2076 - 801 - 0 - 1 - 0 - - - 2076 - 785 - 1 - 2 - 0 - - - 2076 - 786 - 1 - 3 - 0 - - - 2077 - 802 - 0 - 1 - 0 - - - 2077 - 523 - 1 - 2 - 0 - - - 2077 - 803 - 1 - 3 - 0 - - - 2078 - 804 - 0 - 1 - 0 - - - 2078 - 545 - 1 - 2 - 0 - - - 2078 - 805 - 1 - 3 - 0 - - - 2079 - 806 - 0 - 1 - 0 - - - 2079 - 760 - 1 - 2 - 0 - - - 2079 - 807 - 1 - 3 - 0 - - - 2080 - 952 - 0 - 1 - 0 - - - 2080 - 953 - 1 - 2 - 0 - - - 2080 - 954 - 1 - 3 - 0 - - - 2085 - 627 - 0 - 1 - 0 - - - 2085 - 628 - 1 - 2 - 0 - - - 2085 - 629 - 1 - 3 - 0 - - - 2085 - 630 - 1 - 4 - 0 - - - 2086 - 957 - 0 - 1 - 0 - Indicates number of strategy parameters - - - 2086 - 958 - 1 - 2 - 0 - Name of parameter - - - 2086 - 959 - 1 - 3 - 0 - Datatype of the parameter. - - - 2086 - 960 - 1 - 4 - 0 - Value of the parameter - - - 2087 - 146 - 0 - 1 - 0 - Specifies the number of repeating symbols (instruments) specified - - - 2087 - 1324 - 1 - 1.1 - 0 - - - 2087 - Instrument - 1 - 1.2 - 0 - Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" of the requested Security - - - 2087 - InstrumentExtension - 1 - 1.3 - 0 - Insert here the set of " InstrumentExtension " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " - - - 2087 - FinancingDetails - 1 - 1.4 - 0 - Insert here the set of " FinancingDetails " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " - - - 2087 - SecurityTradingRules - 1 - 1.41 - 0 - - - 2087 - StrikeRules - 1 - 1.42 - 0 - - - 2087 - UndInstrmtGrp - 1 - 1.5 - 0 - - - 2087 - 15 - 1 - 1.6 - 0 - - - 2087 - Stipulations - 1 - 1.7 - 0 - - - 2087 - SecLstUpdRelSymsLegGrp - 1 - 1.8 - 0 - - - 2087 - SpreadOrBenchmarkCurveData - 1 - 1.9 - 0 - Insert here the set of " SpreadOrBenchmarkCurveData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " - - - 2087 - YieldData - 1 - 2 - 0 - Insert here the set of " YieldData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " - - - 2087 - 58 - 1 - 2.6 - 0 - Comment, instructions, or other identifying information. - - - 2087 - 354 - 1 - 2.7 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2087 - 355 - 1 - 2.8 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2088 - 555 - 0 - 1 - 0 - Number of legs that make up the Security - - - 2088 - InstrumentLeg - 1 - 1.1 - 0 - Insert here the set of "Instrument Legs" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 - - - 2088 - 690 - 1 - 1.2 - 0 - - - 2088 - 587 - 1 - 1.3 - 0 - - - 2088 - LegStipulations - 1 - 1.4 - 0 - Insert here the set of "LegStipulations" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 - - - 2088 - LegBenchmarkCurveData - 1 - 1.5 - 0 - Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 - - - 2093 - 1052 - 0 - 1 - 0 - - - 2093 - 1053 - 1 - 2 - 0 - - - 2093 - 1054 - 1 - 3 - 0 - - - 2094 - 552 - 0 - 1 - 1 - - - 2094 - 54 - 1 - 2 - 1 - - - 2094 - Parties - 1 - 8 - 0 - Insert here here the set of "Parties" fields defined in "Common Components of Application Messages" - - - 2094 - 1 - 1 - 9 - 0 - - - 2094 - 660 - 1 - 10 - 0 - - - 2094 - 581 - 1 - 11 - 0 - - - 2094 - 81 - 1 - 12 - 0 - - - 2094 - 575 - 1 - 13 - 0 - - - 2094 - ClrInstGrp - 1 - 14 - 0 - - - 2094 - 578 - 1 - 17 - 0 - - - 2094 - 579 - 1 - 18 - 0 - - - 2094 - 376 - 1 - 21 - 0 - - - 2094 - 377 - 1 - 22 - 0 - - - 2094 - 582 - 1 - 25 - 0 - - - 2094 - 336 - 1 - 29 - 0 - Generally the same for all sides of a trade, if reported only on the first side the same TradingSessionID will apply to all sides of the trade - - - 2094 - 625 - 1 - 30 - 0 - Generally the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID will apply to all sides of the trade. - - - 2094 - 943 - 1 - 31 - 0 - - - 2094 - 430 - 1 - 31.1 - 0 - Code to represent whether value is net (inclusive of tax) or gross. - - - 2094 - 1154 - 1 - 31.2 - 0 - Used to Identify the Currency of the Trade Report Side. - - - 2094 - 1155 - 1 - 31.3 - 0 - Used to Identify the Settlement Currency of the Trade Report Side. - - - 2094 - CommissionData - 1 - 32 - 0 - Insert here here the set of "Commission Data" fields defined in "Common Components of Application Messages" - - - 2094 - 157 - 1 - 34 - 0 - - - 2094 - 230 - 1 - 35 - 0 - - - 2094 - 158 - 1 - 36 - 0 - - - 2094 - 159 - 1 - 37 - 0 - - - 2094 - 738 - 1 - 38 - 0 - - - 2094 - 920 - 1 - 39 - 0 - - - 2094 - 921 - 1 - 40 - 0 - - - 2094 - 922 - 1 - 41 - 0 - - - 2094 - 238 - 1 - 42 - 0 - - - 2094 - 237 - 1 - 43 - 0 - - - 2094 - 118 - 1 - 44 - 0 - - - 2094 - 119 - 1 - 45 - 0 - - - 2094 - 155 - 1 - 47 - 0 - - - 2094 - 156 - 1 - 48 - 0 - - - 2094 - 77 - 1 - 49 - 0 - - - 2094 - 752 - 1 - 53 - 0 - - - 2094 - ContAmtGrp - 1 - 54 - 0 - - - 2094 - Stipulations - 1 - 58 - 0 - Insert here here the set of "Stipulations" fields defined in "Common Components of Application Messages" - - - 2094 - MiscFeesGrp - 1 - 59 - 0 - - - 2094 - 825 - 1 - 64 - 0 - - - 2094 - SettlDetails - 1 - 64.1 - 0 - Conveys settlement account details reported as part of obligation - - - 2094 - 826 - 1 - 65 - 0 - - - 2094 - 591 - 1 - 66 - 0 - - - 2094 - 70 - 1 - 67 - 0 - - - 2094 - TrdAllocGrp - 1 - 68 - 0 - - - 2094 - 1072 - 1 - 68.1 - 0 - - - 2094 - 1057 - 1 - 68.2 - 0 - - - 2094 - 1009 - 1 - 68.5 - 0 - - - 2094 - 1005 - 1 - 68.6 - 0 - - - 2094 - 1006 - 1 - 68.7 - 0 - - - 2094 - 1007 - 1 - 68.8 - 0 - - - 2094 - 83 - 1 - 68.9 - 0 - - - 2094 - 1008 - 1 - 69 - 0 - - - 2094 - SideTrdRegTS - 1 - 69.1 - 0 - - - 2096 - 1062 - 0 - 1 - 0 - - - 2096 - 1063 - 1 - 2 - 0 - - - 2096 - 1064 - 1 - 3 - 0 - - - 2097 - 1120 - 0 - 1 - 0 - Repeating group of RootParty sub-identifiers. - - - 2097 - 1121 - 1 - 1.1 - 0 - Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if -NoRootPartySubIDs > 0. - - - 2097 - 1122 - 1 - 1.2 - 0 - Type of Sub-identifier. Required if NoRootPartySubIDs > 0. - - - 2098 - 384 - 0 - 9 - 0 - Specifies the number of repeating RefMsgTypes specified - - - 2098 - 372 - 1 - 10 - 0 - Specifies a specific, supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message - - - 2098 - 385 - 1 - 11 - 0 - Indicates direction (send vs. receive) of a supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message - - - 2098 - 1130 - 1 - 11.2 - 0 - Specifies the service pack release being applied to an application message. - - - 2098 - 1406 - 1 - 11.21 - 0 - Specified the extension pack being applied to a message. - - - 2098 - 1131 - 1 - 11.3 - 0 - Specifies a custom extension to a message being applied at the session level. - - - 2098 - 1410 - 1 - 11.4 - 0 - Indicates that this Application Version (RefApplVerID(1130), RefApplExtID(1406),RefCstmApplVerID(1131)) is the default for the RefMsgType(372) field. - - - 2099 - 386 - 0 - 1 - 1 - - - 2099 - 336 - 1 - 1.1 - 1 - Identifier for Trading Session - - - 2099 - 625 - 1 - 1.2 - 0 - - - 2099 - 207 - 1 - 1.3 - 0 - - - 2099 - 1301 - 1 - 1.301 - 0 - Market for which Trading Session applies - - - 2099 - 1300 - 1 - 1.302 - 0 - Market Segment for which Trading Session applies - - - 2099 - 1326 - 1 - 1.303 - 0 - - - 2099 - 338 - 1 - 1.4 - 0 - Method of Trading - - - 2099 - 339 - 1 - 1.5 - 0 - Trading Session Mode - - - 2099 - 325 - 1 - 1.6 - 0 - "Y" if message is sent unsolicited as a result of a previous subscription request. - - - 2099 - 340 - 1 - 1.7 - 1 - State of trading session. - - - 2099 - 567 - 1 - 1.8 - 0 - Used with TradSesStatus = "Request Rejected" - - - 2099 - 341 - 1 - 1.9 - 0 - Starting time of trading session - - - 2099 - 342 - 1 - 2 - 0 - Time of the opening of the trading session - - - 2099 - 343 - 1 - 2.1 - 0 - Time of pre-close of trading session - - - 2099 - 344 - 1 - 2.2 - 0 - Closing time of trading session - - - 2099 - 345 - 1 - 2.3 - 0 - End time of trading session - - - 2099 - 387 - 1 - 2.4 - 0 - - - 2099 - TradingSessionRules - 1 - 2.41 - 0 - Insert here the set of "TradingSessionRules" fields defined in "common components of application messages" - - - 2099 - 58 - 1 - 2.5 - 0 - - - 2099 - 354 - 1 - 2.6 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2099 - 355 - 1 - 2.7 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2101 - 1165 - 0 - 1 - 0 - Number of Settlement Obligations - - - 2101 - 430 - 1 - 1.1 - 0 - - - 2101 - 1161 - 1 - 1.2 - 0 - Unique ID for this settlement instruction - - - 2101 - 1162 - 1 - 1.3 - 0 - New, Replace, Cancel, or Restate - - - 2101 - 1163 - 1 - 1.4 - 0 - Required where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced. - - - 2101 - 1157 - 1 - 1.5 - 0 - Net flow of currency 1 - - - 2101 - 119 - 1 - 1.6 - 0 - Net flow of currency 2 - - - 2101 - 15 - 1 - 1.7 - 0 - Currency 1 in the stated currency pair, the dealt currency - - - 2101 - 120 - 1 - 1.8 - 0 - Currency 2 in the stated currency pair, the contra currency - - - 2101 - 155 - 1 - 1.9 - 0 - Derived rate of Ccy2 per Ccy1 based on netting - - - 2101 - 64 - 1 - 2 - 0 - Value Date - - - 2101 - Instrument - 1 - 2.1 - 0 - Used to express the instrument in which settlement is taking place - - - 2101 - Parties - 1 - 2.2 - 0 - - - 2101 - 168 - 1 - 2.3 - 0 - Effective (start) date/time for this settlement instruction - - - 2101 - 126 - 1 - 2.4 - 0 - Termination date/time for this settlement instruction. - - - 2101 - 779 - 1 - 2.5 - 0 - Date/time this settlement instruction was last updated (or created if not updated since creation). - - - 2101 - SettlDetails - 1 - 2.6 - 0 - Conveys settlement account details reported as part of obligation - - - 2102 - 1177 - 0 - 1 - 0 - Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1). - - - 2102 - 1178 - 1 - 1.1 - 0 - Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group - - - 2102 - 1179 - 1 - 1.2 - 0 - - - 2103 - 1175 - 0 - 1 - 0 - Number of statistics indicators - - - 2103 - 1176 - 1 - 1.1 - 0 - Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0. - - - 2104 - 1296 - 0 - 1 - 0 - - - 2104 - 1297 - 1 - 1.1 - 0 - - - 2104 - 1298 - 1 - 1.2 - 0 - - - 2105 - 1218 - 0 - 1 - 0 - - - 2105 - 1219 - 1 - 1.1 - 0 - - - 2105 - 1220 - 1 - 1.2 - 0 - - - 2106 - 1286 - 0 - 1 - 0 - - - 2106 - 1287 - 1 - 1.1 - 0 - Indicates type of event describing security - - - 2106 - 1288 - 1 - 1.2 - 0 - - - 2106 - 1289 - 1 - 1.3 - 0 - Specific time of event. To be used in combination with EventDate [1288] - - - 2106 - 1290 - 1 - 1.4 - 0 - - - 2106 - 1291 - 1 - 1.5 - 0 - - - 2107 - 146 - 0 - 1 - 0 - - - 2107 - 1324 - 1 - 1.1 - 0 - If provided, then Instrument occurrence has explicitly changed - - - 2107 - 292 - 1 - 1.101 - 0 - - - 2107 - Instrument - 1 - 1.2 - 0 - - - 2107 - InstrumentExtension - 1 - 1.3 - 0 - - - 2107 - SecondaryPriceLimits - 1 - 1.4 - 0 - Secondary price limit rules - - - 2107 - 15 - 1 - 1.5 - 0 - - - 2107 - InstrmtLegGrp - 1 - 1.6 - 0 - - - 2107 - 58 - 1 - 1.7 - 0 - Comment, instructions, or other identifying information. - - - 2107 - 354 - 1 - 1.8 - 0 - Must be set if EncodedText field is specified and must immediately precede it. - - - 2107 - 355 - 1 - 1.9 - 0 - Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. - - - 2108 - 1334 - 0 - 1 - 0 - - - 2108 - 1335 - 1 - 1.1 - 0 - - - 2108 - 1336 - 1 - 1.2 - 0 - - - 2109 - 1342 - 0 - 1 - 0 - Number of legs for the underlying instrument - - - 2109 - UnderlyingLegInstrument - 1 - 1.1 - 0 - - - 2111 - 1370 - 0 - 1 - 0 - Optional field used to indicate the number of order identifiers for orders not affected by the request. Must be followed with NotAffOrigClOrdID (1372) as the next field. - - - 2111 - 1372 - 1 - 1.1 - 0 - Required if NoNotAffectedOrders(1370) > 0 and must be the first repeating field in the group. -Indicates the client order id of an order not affected by the request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID) this field should contain string "MANUAL". - - - 2111 - 1371 - 1 - 1.2 - 0 - Contains the OrderID assigned by the counterparty of an unaffected order. Not required as part of the repeating group if NotAffOrigClOrdID(1372) has a value other than "MANUAL". - - - 2112 - 1362 - 0 - 1 - 0 - Specifies the number of partial fills included in this Execution Report - - - 2112 - 1363 - 1 - 1.1 - 0 - Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills > 0 - - - 2112 - 1364 - 1 - 1.2 - 0 - Price of this partial fill. Conditionally required if NoFills > 0. Refer to LastPx(31). - - - 2112 - 1365 - 1 - 1.3 - 0 - Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills > 0. - - - 2112 - NestedParties4 - 1 - 1.4 - 0 - Contraparty information - - - 2113 - 1387 - 0 - 1 - 0 - Number of trade publication indicators following - - - 2113 - 1388 - 1 - 1.1 - 0 - - - 2113 - 1389 - 1 - 1.2 - 0 - - - 2115 - 1351 - 0 - 1 - 0 - Specifies number of application id occurrences - - - 2115 - 1355 - 1 - 2 - 0 - - - 2115 - 1182 - 1 - 3 - 0 - Message sequence number of first message in range to be resent - - - 2115 - 1183 - 1 - 4 - 0 - Message sequence number of last message in range to be resent. If request is for a single message ApplBeginSeqNo = ApplEndSeqNo. If request is for all messages subsequent to a particular message, ApplEndSeqNo = "0" (representing infinity). - - - 2116 - 1351 - 0 - 1 - 0 - Number of applications - - - 2116 - 1355 - 1 - 2 - 0 - - - 2116 - 1182 - 1 - 3 - 0 - - - 2116 - 1183 - 1 - 4 - 0 - - - 2116 - 1357 - 1 - 5 - 0 - - - 2116 - 1354 - 1 - 6 - 0 - - - 2117 - 1351 - 0 - 1 - 0 - Number of applications - - - 2117 - 1355 - 1 - 2 - 0 - - - 2117 - 1399 - 1 - 3 - 0 - - - 2117 - 1357 - 1 - 4 - 0 - - - 2118 - 1205 - 0 - 1 - 0 - Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security. - - - 2118 - 1206 - 1 - 1.1 - 0 - Starting price range for specified tick increment - - - 2118 - 1207 - 1 - 1.2 - 0 - Ending price range for the specified tick increment - - - 2118 - 1208 - 1 - 1.3 - 0 - Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded - - - 2118 - 1209 - 1 - 1.4 - 0 - Specifies the type of tick rule which is being described - - - 2119 - 1201 - 0 - 1 - 0 - Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument - - - 2119 - 1223 - 1 - 1.1 - 0 - Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated - - - 2119 - 1202 - 1 - 1.2 - 0 - Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying - - - 2119 - 1203 - 1 - 1.3 - 0 - Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying - - - 2119 - 1204 - 1 - 1.4 - 0 - Value by which strike price should be incremented within the specified price - - - 2119 - 1304 - 1 - 1.5 - 0 - Enumeration that represents the exercise style for a class of options -Same values as ExerciseStyle - - - 2119 - MaturityRules - 1 - 1.6 - 0 - Describes the maturity rules for a given set of strikes as defined by StrikeRules - - - 2120 - 1236 - 0 - 1 - 0 - Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument - - - 2120 - 1222 - 1 - 1.1 - 0 - Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated - - - 2120 - 1303 - 1 - 1.2 - 0 - Format used to generate the MMY for each option contract: - - - 2120 - 1302 - 1 - 1.3 - 0 - enumeration specifying the increment unit: - - - 2120 - 1241 - 1 - 1.4 - 0 - Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying - - - 2120 - 1226 - 1 - 1.5 - 0 - Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying - - - 2120 - 1229 - 1 - 1.7 - 0 - Value by which maturity month year should be incremented within the specified price range. - - - 2121 - 1305 - 0 - 1 - 0 - - - 2121 - 1221 - 0 - 2 - 0 - - - 2121 - 1230 - 0 - 3 - 0 - - - 2121 - 1240 - 0 - 4 - 0 - - - 2122 - 1306 - 0 - 1 - 0 - Describes the how the price limits are expressed - - - 2122 - 1148 - 0 - 1.1 - 0 - Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected - - - 2122 - 1149 - 0 - 1.2 - 0 - Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected - - - 2122 - 1150 - 0 - 1.3 - 0 - Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. - - - 2123 - 1141 - 0 - 1 - 0 - The number of feed types and corresponding book depths associated with a security - - - 2123 - 1022 - 1 - 1.1 - 0 - Describes a class of service for a given data feed - - - 2123 - 264 - 1 - 1.2 - 0 - The depth of book associated with a particular feed type - - - 2123 - 1021 - 1 - 1.3 - 0 - Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection - - - 2124 - 1234 - 0 - 1 - 0 - Number of Lot Types - - - 2124 - 1093 - 1 - 1.1 - 0 - Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1) - - - 2124 - 1231 - 1 - 1.2 - 0 - Minimum lot size allowed based on lot type specified in LotType(1093) - - - 2125 - 1235 - 0 - 1 - 0 - Number of match rules - - - 2125 - 1142 - 1 - 1.1 - 0 - The type of algorithm used to match orders in a specific security on an electronic trading platform. -Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar - - - 2125 - 574 - 1 - 1.2 - 0 - The point in the matching process at which this trade was matched. - - - 2126 - 1232 - 0 - 1 - 0 - Number of execution instructions - - - 2126 - 1308 - 1 - 1.1 - 0 - Indicates execution instructions that are valid for the specified market segment - - - 2127 - 1239 - 0 - 1 - 0 - Number of time in force techniques - - - 2127 - 59 - 1 - 1.1 - 0 - Indicates time in force techniques that are valid for the specified market segment - - - 2128 - 1237 - 0 - 1 - 0 - Number of order types - - - 2128 - 40 - 1 - 1.1 - 0 - Indicates order types that are valid for the specified market segment. - - - 2129 - OrdTypeRules - 0 - 1.1 - 0 - Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. - - - 2129 - TimeInForceRules - 0 - 1.2 - 0 - specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session - - - 2129 - ExecInstRules - 0 - 1.3 - 0 - specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session - - - 2129 - MatchRules - 0 - 1.4 - 0 - specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session - - - 2129 - MarketDataFeedTypes - 0 - 1.5 - 0 - specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session - - - 2130 - 1309 - 0 - 1 - 0 - Allows trading rules to be expressed by trading session - - - 2130 - 336 - 1 - 1.1 - 0 - Identifier for the trading session -Must be provided if NoTradingSessions > 0 -Set to [N/A] if values are not specific to trading session - - - 2130 - 625 - 1 - 1.2 - 0 - Identifier for the trading session -Set to [N/A] if values are not specific to trading session sub id - - - 2130 - TradingSessionRules - 1 - 1.3 - 0 - Contains trading rules specified at the trading session level - - - 2131 - TickRules - 0 - 1.1 - 0 - This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security - - - 2131 - LotTypeRules - 0 - 1.2 - 0 - Specifies the lot types that are valid for trading. - - - 2131 - PriceLimits - 0 - 1.3 - 0 - Specifies the price limits that are valid for trading. - - - 2131 - 827 - 0 - 1.4 - 0 - - - 2131 - 562 - 0 - 1.5 - 0 - The minimum order quantity that can be submitted for an order. - - - 2131 - 1140 - 0 - 1.6 - 0 - The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade - - - 2131 - 1143 - 0 - 1.7 - 0 - The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. - - - 2131 - 1144 - 0 - 1.8 - 0 - - - 2131 - 1245 - 0 - 1.9 - 0 - Used when the trading currency can differ from the price currency - - - 2131 - 561 - 0 - 2 - 0 - Trading lot size of security - - - 2131 - 1377 - 0 - 2.1 - 0 - Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities. - - - 2131 - 1378 - 0 - 2.2 - 0 - Used for multileg security only. Defines the method used when applying the multileg price to the legs. - - - 2131 - 423 - 0 - 2.3 - 0 - Defines the default Price Type used for trading. - - - 2132 - 1310 - 0 - 1 - 0 - Number of Market Segments on which a security may trade. - - - 2132 - 1301 - 1 - 1.1 - 0 - Identifies the market which lists and trades the instrument. - - - 2132 - 1300 - 1 - 1.2 - 0 - Identifies the segment of the market to which the specify trading rules and listing rules apply. - - - 2132 - SecurityTradingRules - 1 - 1.3 - 0 - - - 2132 - StrikeRules - 1 - 1.4 - 0 - This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. - - - 2133 - DerivativeInstrument - 0 - 1.1 - 0 - Optional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series. - - - 2133 - DerivativeInstrumentAttribute - 0 - 1.2 - 0 - Additional attribution for the instrument series - - - 2133 - MarketSegmentGrp - 0 - 1.3 - 0 - Security trading and listing attributes for the series level - - - 2134 - 1330 - 0 - 1 - 0 - - - 2134 - 1331 - 0 - 2 - 0 - - - 2134 - 1332 - 0 - 3 - 0 - - - 2134 - 1333 - 0 - 4 - 0 - - - 2134 - UnderlyingLegSecurityAltIDGrp - 0 - 5 - 0 - - - 2134 - 1344 - 0 - 6 - 0 - - - 2134 - 1337 - 0 - 7 - 0 - - - 2134 - 1338 - 0 - 8 - 0 - - - 2134 - 1339 - 0 - 9 - 0 - - - 2134 - 1345 - 0 - 10 - 0 - - - 2134 - 1405 - 0 - 11 - 0 - - - 2134 - 1340 - 0 - 12 - 0 - - - 2134 - 1391 - 0 - 13 - 0 - - - 2134 - 1343 - 0 - 14 - 0 - - - 2134 - 1341 - 0 - 15 - 0 - - - 2134 - 1392 - 0 - 16 - 0 - - - 2135 - 1312 - 0 - 1 - 0 - - - 2135 - 1210 - 1 - 1.1 - 0 - Code to represent the type of instrument attribute - - - 2135 - 1211 - 1 - 1.2 - 0 - Attribute value appropriate to the NestedInstrAttribType field - - - 2136 - 1311 - 0 - 1 - 0 - - - 2136 - 1313 - 1 - 1.1 - 0 - - - 2136 - 1314 - 1 - 1.2 - 0 - - - 2137 - 809 - 0 - 1.1 - 0 - Number of usernames - - - 2137 - 553 - 1 - 1.2 - 0 - Recipient of the notification - - - 2139 - 1158 - 0 - 1 - 0 - Number of settlement parties - - - 2139 - 1164 - 1 - 1.1 - 0 - Indicates the Source of the Settlement Instructions - - - 2139 - SettlParties - 1 - 1.2 - 0 - Carries settlement account information - - - 2140 - 1214 - 0 - 1 - 0 - Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) -Use "[N/A]" for products which do not have a symbol. - - - 2140 - 1215 - 0 - 1.1 - 0 - Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. - - - 2140 - 1216 - 0 - 1.2 - 0 - Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. - - - 2140 - 1217 - 0 - 1.3 - 0 - Required if SecurityID is specified. - - - 2140 - DerivativeSecurityAltIDGrp - 0 - 1.4 - 0 - - - 2140 - 1246 - 0 - 1.5 - 0 - Indicates the type of product the security is associated with (high-level category) - - - 2140 - 1228 - 0 - 1.6 - 0 - Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc - - - 2140 - 1243 - 0 - 1.7 - 0 - Used to indicate if a product or group of product supports the creation of flexible securities - - - 2140 - 1247 - 0 - 1.8 - 0 - An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. - - - 2140 - 1248 - 0 - 1.9 - 0 - Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. - - - 2140 - 1249 - 0 - 2 - 0 - It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. -Required for Fixed Income. Refer to Volume 7 - Fixed Income -Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) - - - 2140 - 1250 - 0 - 2.1 - 0 - Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. - - - 2140 - 1251 - 0 - 2.2 - 0 - Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified. - - - 2140 - 1252 - 0 - 2.3 - 0 - Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field. -When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. - - - 2140 - 1253 - 0 - 2.4 - 0 - - - 2140 - 1254 - 0 - 2.5 - 0 - Indicator to determine if Instrument is Settle on Open. - - - 2140 - 1255 - 0 - 2.6 - 0 - - - 2140 - 1256 - 0 - 2.7 - 0 - Gives the current state of the instrument - - - 2140 - 1276 - 0 - 2.8 - 0 - Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. - - - 2140 - 1257 - 0 - 2.9 - 0 - The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. - - - 2140 - 1258 - 0 - 3 - 0 - ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. - - - 2140 - 1259 - 0 - 3.1 - 0 - A two-character state or province abbreviation. - - - 2140 - 1260 - 0 - 3.11 - 0 - The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). - - - 2140 - 1261 - 0 - 3.2 - 0 - Used for derivatives, such as options and covered warrants - - - 2140 - 1262 - 0 - 3.3 - 0 - Used for derivatives - - - 2140 - 1263 - 0 - 3.4 - 0 - Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. - - - 2140 - 1264 - 0 - 3.5 - 0 - Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. - - - 2140 - 1265 - 0 - 3.6 - 0 - Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. - - - 2140 - 1266 - 0 - 3.7 - 0 - For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. - - - 2140 - 1267 - 0 - 3.8 - 0 - Minimum price increment for the instrument. Could also be used to represent tick value. - - - 2140 - 1268 - 0 - 3.9 - 0 - Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] - - - 2140 - 1269 - 0 - 4 - 0 - - - 2140 - 1270 - 0 - 4.1 - 0 - - - 2140 - 1315 - 0 - 4.2 - 0 - - - 2140 - 1316 - 0 - 4.3 - 0 - - - 2140 - 1317 - 0 - 4.31 - 0 - Settlement method for a contract. Can be used as an alternative to CFI Code value - - - 2140 - 1318 - 0 - 4.32 - 0 - Method for price quotation - - - 2140 - 1319 - 0 - 4.33 - 0 - For futures, indicates type of valuation method applied - - - 2140 - 1320 - 0 - 4.34 - 0 - Indicates whether strikes are pre-listed only or can also be defined via user request - - - 2140 - 1321 - 0 - 4.35 - 0 - Used to express the ceiling price of a capped call - - - 2140 - 1322 - 0 - 4.36 - 0 - Used to express the floor price of a capped put - - - 2140 - 1323 - 0 - 4.361 - 0 - - - 2140 - 1299 - 0 - 4.4 - 0 - Type of exercise of a derivatives security - - - 2140 - 1225 - 0 - 4.5 - 0 - Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount - - - 2140 - 1271 - 0 - 4.6 - 0 - Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) - - - 2140 - 1272 - 0 - 4.7 - 0 - Can be used to identify the security. - - - 2140 - 1273 - 0 - 4.8 - 0 - Position Limit for the instrument. - - - 2140 - 1274 - 0 - 4.9 - 0 - Near-term Position Limit for the instrument. - - - 2140 - 1275 - 0 - 5 - 0 - - - 2140 - 1277 - 0 - 5.1 - 0 - Must be set if EncodedIssuer field is specified and must immediately precede it. - - - 2140 - 1278 - 0 - 5.2 - 0 - Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. - - - 2140 - 1279 - 0 - 5.3 - 0 - - - 2140 - 1280 - 0 - 5.4 - 0 - Must be set if EncodedSecurityDesc field is specified and must immediately precede it. - - - 2140 - 1281 - 0 - 5.5 - 0 - Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. - - - 2140 - DerivativeSecurityXML - 0 - 5.6 - 0 - Embedded XML document describing security. - - - 2140 - 1285 - 0 - 5.9 - 0 - Must be present for MBS or TBA - - - 2140 - DerivativeEventsGrp - 0 - 6 - 0 - - - 2140 - DerivativeInstrumentParties - 0 - 6.1 - 0 - - - 2141 - 1292 - 0 - 1 - 0 - Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole - - - 2141 - 1293 - 1 - 1.1 - 0 - Used to identify party id related to instrument series - - - 2141 - 1294 - 1 - 1.2 - 0 - Used to identify source of instrument series party id - - - 2141 - 1295 - 1 - 1.3 - 0 - Used to identify the role of instrument series party id - - - 2141 - DerivativeInstrumentPartySubIDsGrp - 1 - 1.4 - 0 - - - 2142 - 1413 - 0 - 1 - 0 - - - 2142 - 1412 - 1 - 1.1 - 0 - - - 2142 - 1411 - 1 - 1.2 - 0 - - - 60 - 964 - 0 - 1.1 - 0 - - - 60 - 715 - 0 - 4.1 - 0 - - - 2143 - 37 - 0 - 1 - 0 - - - 2143 - 198 - 0 - 2 - 0 - - - 2143 - 11 - 0 - 3 - 0 - In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). - - - 2143 - 526 - 0 - 4 - 0 - In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). - - - 2143 - 66 - 0 - 5 - 0 - - - 2143 - 1080 - 0 - 6 - 0 - Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs. - - - 2143 - 1081 - 0 - 7 - 0 - - - 2143 - 1431 - 0 - 8 - 0 - The reason for updating the RefOrdID - - - 2143 - 40 - 0 - 9 - 0 - Order type from the order associated with the trade - - - 2143 - 44 - 0 - 10 - 0 - Order price at time of trade - - - 2143 - 99 - 0 - 11 - 0 - Stop/Limit order price - - - 2143 - 18 - 0 - 12 - 0 - Execution Instruction from the order associated with the trade - - - 2143 - 39 - 0 - 13 - 0 - Status of order as of this trade report - - - 2143 - OrderQtyData - 0 - 14 - 0 - Order quantity at time of trade - - - 2143 - 151 - 0 - 15 - 0 - - - 2143 - 14 - 0 - 16 - 0 - - - 2143 - 59 - 0 - 17 - 0 - - - 2143 - 126 - 0 - 18 - 0 - The order expiration date/time in UTC - - - 2143 - DisplayInstruction - 0 - 19 - 0 - - - 2143 - 528 - 0 - 20 - 0 - - - 2143 - 529 - 0 - 21 - 0 - - - 2143 - 1432 - 0 - 22 - 0 - - - 2143 - 821 - 0 - 23 - 0 - - - 2143 - 1093 - 0 - 24 - 0 - - - 2143 - 483 - 0 - 25 - 0 - - - 2143 - 586 - 0 - 26 - 0 - - - 64 - 1430 - 0 - 25.4 - 0 - - - 64 - 1300 - 0 - 25.5 - 0 - - - 64 - 1301 - 0 - 25.6 - 0 - - - 2061 - 1115 - 1 - 70 - 0 - - - 2061 - TradeReportOrderDetail - 1 - 71 - 0 - Order details for the order associated with this side of the trade - - - 2061 - 1427 - 1 - 2.1 - 0 - Execution Identifier assigned by Market - used when each side of a trade is assigned its own unique ExecID - - - 2061 - 1428 - 1 - 3 - 0 - - - 2061 - 1429 - 1 - 3.1 - 0 - - - 2143 - 775 - 0 - 21.5 - 0 - - - 2043 - 775 - 1 - 29 - 0 - - - 2043 - 528 - 1 - 30 - 0 - - - 2043 - 529 - 1 - 31 - 0 - - - 2042 - 775 - 1 - 28.001 - 0 - - - 2042 - 528 - 1 - 28.002 - 0 - - - 2042 - 529 - 1 - 28.003 - 0 - - - 68 - 775 - 0 - 67.2 - 0 - - - 68 - 528 - 0 - 67.3 - 0 - - - 68 - 529 - 0 - 67.4 - 0 - - - 27 - 775 - 0 - 66.2 - 0 - - - 27 - 529 - 0 - 67.1 - 0 - - - 26 - 775 - 0 - 4.1 - 0 - - - 26 - 529 - 0 - 5.01 - 0 - - - 33 - 537 - 0 - 4.1 - 0 - Conditional Required when QuoteCancelType(298)=6[Cancel by QuoteType] - - - 108 - Parties - 0 - 10 - 0 - - - 109 - Parties - 0 - 10 - 0 - - - 2115 - NestedParties - 1 - 5 - 0 - - - 2116 - NestedParties - 1 - 7 - 0 - - - 2115 - 1433 - 1 - 2.1 - 0 - - - 2116 - 1433 - 1 - 2.1 - 0 - - - 75 - 1434 - 0 - 30.1 - 0 - - - 75 - 811 - 0 - 30.2 - 0 - - - 1003 - 1435 - 0 - 29.001 - 0 - - - 1003 - 1439 - 0 - 29.002 - 0 - - - 1005 - 1436 - 0 - 29.001 - 0 - - - 1005 - 1440 - 0 - 29.002 - 0 - - - 1021 - 1437 - 0 - 30.001 - 0 - - - 1021 - 1441 - 0 - 30.002 - 0 - - - 2140 - 1438 - 0 - 3.701 - 0 - - - 2140 - 1442 - 0 - 3.702 - 0 - - - 2112 - 1443 - 1 - 1.31 - 0 - - - 2061 - 1444 - 1 - 70.5 - 0 - - - 1062 - 1445 - 0 - 1 - 0 - - - 1062 - 1446 - 1 - 2 - 0 - Required if NoRateSource(1445) > 0 - - - 1062 - 1447 - 1 - 3 - 0 - Required if NoRateSources(1445) > 0 - - - 1062 - 1448 - 1 - 4 - 0 - Required if RateSource(1446)=other - - - 2045 - 120 - 1 - 19.1 - 0 - Required for NDFs to specify the settlement currency (fixing currency). - - - 2045 - RateSource - 1 - 19.2 - 0 - - - 27 - 120 - 0 - 22.1 - 0 - Required for NDFs to specify the settlement currency (fixing currency). - - - 27 - RateSource - 0 - 22.2 - 0 - - - 2032 - 120 - 1 - 15.1 - 0 - Required for NDFs to specify the settlement currency (fixing currency). - - - 2032 - RateSource - 1 - 15.2 - 0 - - - 2031 - 120 - 1 - 4.1 - 0 - Required for NDFs to specify the settlement currency (fixing currency). - - - 2031 - RateSource - 1 - 4.2 - 0 - - - 9 - RateSource - 0 - 115.1 - 0 - - - 19 - RateSource - 0 - 85 - 0 - - - 78 - RateSource - 0 - 90 - 0 - - - 1003 - 1449 - 0 - 14.1 - 0 - - - 1003 - 1450 - 0 - 14.2 - 0 - - - 1003 - 1451 - 0 - 14.3 - 0 - - - 1003 - 1452 - 0 - 14.4 - 0 - - - 1003 - 1457 - 0 - 14.5 - 0 - - - 1003 - 1458 - 0 - 14.6 - 0 - - - 1021 - 1453 - 0 - 14.1 - 0 - - - 1021 - 1454 - 0 - 14.2 - 0 - - - 1021 - 1455 - 0 - 14.3 - 0 - - - 1021 - 1456 - 0 - 14.4 - 0 - - - 1021 - 1459 - 0 - 14.5 - 0 - - - 1021 - 1460 - 0 - 14.6 - 0 - - - 2031 - 828 - 1 - 31.1 - 0 - Specifies trade type when a trade is being reported. Must be used when MDEntryType(269) = Trade(2). - - - 2031 - 1025 - 1 - 34.51 - 0 - Indicates the first price of a trading session; can be a bid, ask, or trade price. - - - 2031 - 31 - 1 - 34.52 - 0 - Indicates the last price of a trading session; can be a bid, ask, or trade price. - - - 2032 - 1025 - 1 - 46.41 - 0 - Indicates the first price of a trading session; can be a bid, ask, or a trade price. - - - 2032 - 31 - 1 - 46.42 - 0 - Indicates the last price of a trading session; can be a bid, ask, or a trade price. - - - 1063 - 1461 - 0 - 1 - 0 - Repeating group below should contain unique combinations of TargetPartyID, TargetPartyIDSource, and TargetPartyRole. - - - 1063 - 1462 - 1 - 2 - 0 - Required if NoTargetPartyIDs > 0. -Used to identify PartyID targeted for the action specified in the message. - - - 1063 - 1463 - 1 - 3 - 0 - Used to identify source of target party id. - - - 1063 - 1464 - 1 - 4 - 0 - Used to identify the role of target party id. - - - 35 - TargetParties - 0 - 8.1 - 0 - Should be populated if the Mass Quote Acknowledgement is acknowledging a mass quote cancellation by party. - - - 112 - TargetParties - 0 - 10.1 - 0 - Can be used to specify the parties to whom the Order Mass Action should apply. - - - 111 - TargetParties - 0 - 15.1 - 0 - Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA). - - - 50 - TargetParties - 0 - 6.2 - 0 - Can be used to specify the parties to whom the Order Mass Cancel should apply. - - - 51 - TargetParties - 0 - 15.2 - 0 - Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q). - - - 65 - TargetParties - 0 - 4.1 - 0 - Can be used to specify the parties to whom the Order Mass Status Request should apply. - - - 33 - TargetParties - 0 - 6.1 - 0 - Can be used to specify the parties to whom the Quote Cancel should be applied. - - - 68 - TargetParties - 0 - 7.1 - 0 - Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A). - - - 34 - TargetParties - 0 - 10.1 - 0 - Can be used to specify the parties to whom the Quote Status Request should apply. - - - 57 - 1465 - 0 - 3.001 - 0 - Identifies a specific list - - - 57 - 1470 - 0 - 3.002 - 0 - Indentifies a list type - - - 57 - 1471 - 0 - 3.003 - 0 - Identifies the source a list type - - - 58 - 1465 - 0 - 1.3 - 0 - Identifies a specific Security List Entry - - - 58 - 1466 - 0 - 1.4 - 0 - Provides a reference to another Security List - - - 58 - 1467 - 0 - 1.5 - 0 - - - 58 - 1468 - 0 - 1.6 - 0 - - - 58 - 1469 - 0 - 1.7 - 0 - - - 58 - 1470 - 0 - 1.8 - 0 - Identifies a list type - - - 58 - 1471 - 0 - 1.9 - 0 - Identifies the source of a list type - - - 96 - 1465 - 0 - 1.101 - 0 - Identifies a specific Security List entity - - - 96 - 1466 - 0 - 1.102 - 0 - Provides a reference to another Security List - - - 96 - 1467 - 0 - 1.103 - 0 - - - 96 - 1468 - 0 - 1.104 - 0 - - - 96 - 1469 - 0 - 1.105 - 0 - - - 96 - 1470 - 0 - 1.106 - 0 - Identifies a list type - - - 96 - 1471 - 0 - 1.107 - 0 - Identifies the sourec as a listype - - - 77 - 1430 - 0 - 19.901 - 0 - - - 77 - 1300 - 0 - 19.902 - 0 - - - 77 - 1301 - 0 - 19.903 - 0 - - - 2094 - 1427 - 1 - 7.1 - 0 - This refers to the ExecID of the execution being reported. Used in trade reporting models that utilize different execution IDs for each side of the trade. This is used when reporting a trade with two or more sides. - - - 2094 - 1428 - 1 - 7.2 - 0 - - - 2094 - 1429 - 1 - 7.3 - 0 - Used in conjunction with OrderDelay to specify the time unit being expressed. Default is "seconds" if not specified. - - - 2094 - 1115 - 1 - 69.01 - 0 - - - 2094 - TradeReportOrderDetail - 1 - 69.02 - 0 - Details of the order associated with this side of the trade. - - - 2144 - 1475 - 0 - 1 - 0 - Number of news item references - - - 2144 - 1476 - 1 - 2 - 0 - Required if NoNewsRefIDs(2144) > 0. -News item being referenced. - - - 2144 - 1477 - 1 - 3 - 0 - Type of reference. - - - 12 - 1472 - 0 - 1.1 - 0 - Unique identifer for News message - - - 12 - NewsRefGrp - 0 - 1.2 - 0 - News items referenced by this News message - - - 12 - 1473 - 0 - 1.3 - 0 - - - 12 - 1474 - 0 - 1.4 - 0 - Used to optionally specify the national language used for the News item. - - - 12 - 1301 - 0 - 8 - 0 - Used to optionally specify the market to which this News applies. - - - 12 - 1300 - 0 - 9 - 0 - Used to optionally specify the market segment to which this News applies. - - - 110 - 1346 - 0 - 2.1 - 0 - If the application message report is generated in response to an ApplicationMessageRequest(MsgType=BW), then this tag contain the ApplReqID(1346) of that request. - - - 2145 - 1483 - 0 - 1 - 0 - Number of complex events - - - 2145 - 1484 - 1 - 2 - 0 - Identifies the type of complex event. -Required if NoComplexEvents > 0. - - - - 2145 - 1485 - 1 - 3 - 0 - - - 2145 - 1486 - 1 - 4 - 0 - - - 2145 - 1487 - 1 - 5 - 0 - - - 2145 - 1488 - 1 - 6 - 0 - - - 2145 - 1489 - 1 - 7 - 0 - - - 2145 - 1490 - 1 - 8 - 0 - ComplexEventCondition is conditionally required when there are more than one ComplexEvent occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition which links it with the second event. - - - 2145 - ComplexEventDates - 1 - 9 - 0 - Used to specify the dates and time ranges when a complex event is in effect. - - - 2146 - 1491 - 0 - 1 - 0 - Number of complex event date occurrences for a given complex event. - - - 2146 - 1492 - 1 - 2 - 0 - Required if NoComplexEventDates(1491) > 0. - - - 2146 - 1493 - 1 - 3 - 0 - Required if NoComplexEventDates(1491) > 0. - - - 2146 - ComplexEventTimes - 1 - 4 - 0 - - - 2147 - 1494 - 0 - 1 - 0 - - - 2147 - 1495 - 1 - 2 - 0 - Required if NoComplexEventTimes(1494) > 0. - - - 2147 - 1496 - 1 - 3 - 0 - Required if NoComplexEventTimes(1494) > 0. - - - 1003 - 1478 - 0 - 27.3 - 0 - - - 1003 - 1479 - 0 - 27.4 - 0 - - - 1003 - 1480 - 0 - 27.5 - 0 - - - 1003 - 1481 - 0 - 27.6 - 0 - - - 1003 - 1482 - 0 - 29.2141 - 0 - - - 1003 - ComplexEvents - 0 - 49 - 0 - - - 114 - StandardHeader - 0 - 1 - 1 - MsgType = CC - - - 114 - 1497 - 0 - 2 - 1 - Unique identifier of the request. - - - 114 - 1498 - 0 - 3 - 1 - Type of assignment being requested. - - - 114 - StrmAsgnReqGrp - 0 - 4 - 1 - Assignment requests - - - 114 - StandardTrailer - 0 - 9999 - 1 - - - 115 - StandardHeader - 0 - 1 - 1 - MsgType = CD - - - 115 - 1501 - 0 - 2 - 1 - Unique identifier of the Stream Assignment Report. - - - 115 - 1498 - 0 - 3 - 0 - Required if report is being sent in response to a StreamAssignmentRequest. The value should be the same as the value in the corresponding request. - - - 115 - 1497 - 0 - 4 - 0 - Conditionally required if Stream Assignment Report is being sent in response to a StreamAssignmentRequest(MsgType=CC). Not required for unsolicited stream assignments. - - - 115 - StrmAsgnRptGrp - 0 - 5 - 0 - Stream assignments - - - 115 - StandardTrailer - 0 - 9999 - 1 - - - 116 - StandardHeader - 0 - 1 - 1 - MsgType = CE - - - 116 - 1503 - 0 - 2 - 1 - - - 116 - 1501 - 0 - 3 - 1 - - - 116 - 1502 - 0 - 4 - 0 - - - 116 - 58 - 0 - 5 - 0 - Can be used to provide additional information regarding the assignment report, such as reject description. - - - 116 - 354 - 0 - 6 - 0 - - - 116 - 355 - 0 - 7 - 0 - - - 116 - StandardTrailer - 0 - 8 - 1 - - - 2148 - 1499 - 0 - 1 - 0 - Stream Assignment Requests. - - - 2148 - Parties - 1 - 2 - 0 - - - 2148 - StrmAsgnReqInstrmtGrp - 1 - 3 - 0 - - - 2149 - 1499 - 0 - 1 - 0 - Stream Assignment Reports. - - - 2149 - Parties - 1 - 2 - 0 - - - 2149 - StrmAsgnRptInstrmtGrp - 1 - 3 - 0 - - - 2150 - 146 - 0 - 1 - 0 - - - 2150 - Instrument - 1 - 2 - 0 - - - 2150 - 63 - 1 - 3 - 0 - - - 2150 - 271 - 1 - 4 - 0 - - - 2150 - 1500 - 1 - 5 - 0 - - - 2151 - 146 - 0 - 1 - 0 - - - 2151 - Instrument - 1 - 2 - 0 - - - 2151 - 63 - 1 - 3 - 0 - - - 2151 - 1617 - 1 - 4 - 0 - - - 2151 - 1500 - 1 - 5 - 0 - - - 2151 - 1502 - 1 - 6 - 0 - - - 2151 - 58 - 1 - 7 - 0 - - - 2151 - 354 - 1 - 8 - 0 - - - 2151 - 355 - 1 - 9 - 0 - - - 2022 - 1500 - 1 - 6 - 0 - - - 30 - 1500 - 0 - 2.1 - 0 - - - 2032 - 1500 - 1 - 6.1 - 0 - - - 60 - 60 - 0 - 5.2 - 0 - - - 2050 - 1504 - 1 - 7 - 0 - - - 103 - 60 - 0 - 9.1 - 0 - - - 2107 - 1504 - 1 - 1.61 - 0 - - - 37 - 60 - 0 - 16 - 0 - - - 95 - 60 - 0 - 3 - 0 - - - 58 - 60 - 0 - 4.1 - 0 - - - 2055 - 1504 - 1 - 17 - 0 - - - 96 - 60 - 0 - 1.803 - 0 - - - 2087 - 1504 - 1 - 2.1 - 0 - - - 2056 - 60 - 1 - 6 - 0 - - - 2099 - 60 - 1 - 2.42 - 0 - - - 2099 - 1327 - 1 - 1.21 - 0 - - - 82 - 710 - 0 - 2.1 - 0 - If specified,the identifier of the RequestForPositions(MsgType=AN) to which this message is sent in response. - - - 2048 - 367 - 1 - 3.1 - 0 - - \ No newline at end of file diff --git a/static/xml/Sections.xml b/static/xml/Sections.xml deleted file mode 100644 index 377fd115..00000000 --- a/static/xml/Sections.xml +++ /dev/null @@ -1,64 +0,0 @@ - -
- Session - Session - 0 - FIXT.1.1 - 1 - session - Session level messages to establish and control a FIX session -
-
- PreTrade - PreTrade - 1 - 3 - 0 - pretrade - Pre trade messages including reference data, market data, quoting, news and email, indication of interest -
-
- Trade - Trade - 2 - 4 - 0 - trade - Order handling and execution messages -
-
- PostTrade - PostTrade - 3 - 5 - 0 - posttrade - Post trade messages including trade reporting, allocation, collateral, confirmation, position mantemenance, registration instruction, and settlement instructions -
-
- Infrastructure - Infrastructure - 4 - 1 - 0 - infrastructure - Infrastructure messages for application sequencing, business reject, network and user management -
- \ No newline at end of file