Spec Comparison Results

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original

- vs -

Important Differences (Look closely - development may be required)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[41] OrigClOrdID Reqd Optional OptionalMandatory
[39] OrdStatus Values 0 = New
1 = Partially filled
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced (No longer used)
6 = Pending Cancel (i.e. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for Bidding
E = Pending Replace (i.e. result of Order Cancel/Replace Request)
0 = New
1 = Partially filled
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced (No longer used)
Replaced
6 = Pending Cancel (i.e. result of Order Cancel Request)
Cancel/Replace
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for Bidding
E = Pending Replace (i.e. result of Order Cancel/Replace Request)
[102] CxlRejReason Values 0 = Too late to cancel
1 = Unknown order
2 = Broker / Exchange Option
3 = Order already in Pending Cancel or Pending Replace status
4 = Unable to process Order Mass Cancel Request
5 = OrigOrdModTime (586) did not match last TransactTime (60) of order
6 = Duplicate ClOrdID (11) received
7 = Price exceeds current price
8 = Price exceeds current price band
18 = Invalid price increment
99 = Other
0 = Too late to cancel
1 = Unknown order
2 = Broker / Exchange Option
3 = Order already in Pending Cancel or Pending Replace status
4 = Unable to process Order Mass Cancel Request
5 = OrigOrdModTime (586) did not match last TransactTime (60) of order
6 = Duplicate ClOrdID (11) received
7 = Price exceeds current price
8 = Price exceeds current price band
18 = Invalid price increment
99 = Other

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[434] CxlRejResponseTo (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[1137] DefaultApplVerID (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
Regular
1 = Cash (TOD / T+0)
Cash
2 = Next Day (TOM / T+1)
Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+ 5
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
0 = Stay on offer side
offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
bidside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
(Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[38] OrderQty Reqd Optional OptionalMandatory
[40] OrdType Reqd Optional OptionalMandatory
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 = Market
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
close
B = Limit On Close (No longer used)
on close
C = Forex Market (No longer used)
- Market
D = Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex -
Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q
Pegged (requires ExecInst = Counter-order selection
L, R, M, P or O)
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or Cancel (IOC)
4 = Fill Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or or Cancel (IOC)
(OC)
4 = Fill Or or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
Date
[77] OpenClose Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[394] BidType (Mandatory)
[73] NoOrders (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[41] OrigClOrdID Reqd Optional OptionalMandatory
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[60] TransactTime (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[11] ClOrdID Reqd Optional OptionalMandatory
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[71] AllocTransType Values 0 = New
1 = Replace
2 = Cancel
3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)
6 = Reversal
0 = New
1 = Replace
2 = Cancel
3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)
NetMoney)
4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)
5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)
6 = Reversal
NetMoney)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[6] AvgPx Reqd Optional OptionalMandatory
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
Regular
1 = Cash (TOD / T+0)
Cash
2 = Next Day (TOM / T+1)
Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+ 5
[77] OpenClose Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
[80] AllocShares Reqd Optional OptionalMandatory
[156] SettlCurrFxRateCalc Values M = Multiply
D = Divide
M = Multiply
D = Divide
[139] MiscFeeType Values 1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent
13 = Transfer Fee
14 = Security Lending
1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent
13 = Transfer Fee
14 = Security Lending

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[626] AllocType (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[60] TransactTime (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[60] TransactTime (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[11] ClOrdID Reqd Optional OptionalMandatory

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[429] ListStatusType (Mandatory)
[431] ListOrderStatus (Mandatory)
[68] TotNoOrders (Mandatory)
[39] OrdStatus (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[127] DKReason Values A = Unknown Symbol
B = Wrong Side
C = Quantity Exceeds Order
D = No Matching Order
E = Price Exceeds Limit
F = Calculation Difference
Z = Other
A = Unknown Symbol
symbol
B = Wrong Side
side
C = Quantity Exceeds Order
exceeds order
D = No Matching Order
matching order
E = Price Exceeds Limit
F = Calculation Difference
exceeds limit
Z = Other
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 = Market
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
close
B = Limit On Close (No longer used)
on close
C = Forex Market (No longer used)
- Market
D = Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex -
Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q
Pegged (requires ExecInst = Counter-order selection
L, R, M, P or O)

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[146] NoRelatedSym (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 = Market
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
close
B = Limit On Close (No longer used)
on close
C = Forex Market (No longer used)
- Market
D = Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex -
Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q
Pegged (requires ExecInst = Counter-order selection
L, R, M, P or O)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[160] SettlInstMode Values 0 = Default (Replaced)
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding (Replaced)
3 = Specific Allocation Account Standing (Replaced)
4 = Specific Order for a single account (for CIV)
5 = Request reject
0 = Default (Replaced)
Default
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding (Replaced)
Overriding
3 = Specific Allocation Account Standing (Replaced)
4 = Specific Order for a single account (for CIV)
5 = Request reject
Standing
[162] SettlInstID Reqd Optional OptionalMandatory
[163] SettlInstTransType Reqd Optional OptionalMandatory
[163] SettlInstTransType Values N = New
C = Cancel
R = Replace
T = Restate
N = New
C = Cancel
N = New
R = Replace
T = Restate
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[172] SettlDeliveryType Values 0 = "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1 = "Free": Deliver (if Sell) or Receive (if Buy) Free
2 = Tri-Party
3 = Hold In Custody
0 = "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1 = "Free": Deliver (if Sell) or Receive (if Buy) Free
2 = Tri-Party
3 = Hold In Custody
[169] StandInstDbType Values 0 = Other
1 = DTC SID
2 = Thomson ALERT
3 = A Global Custodian (StandInstDBName (70) must be provided)
4 = AccountNet
0 = Other
1 = DTC SID
2 = Thomson ALERT
3 = A Global Custodian (StandInstDBName (70) (StandInstDbName must be provided)
4 = AccountNet
[165] SettlInstSource Reqd Optional OptionalMandatory
[165] SettlInstSource Values 1 = Broker's Instructions
2 = Institution's Instructions
3 = Investor (e.g. CIV use)
1 = Broker's Brokers Instructions
2 = Institution's Institutions Instructions
3 = Investor (e.g. CIV use)

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[777] SettlInstMsgID (Mandatory) [79] AllocAccount (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[150] ExecType Values 0 = New
3 = Done for day
4 = Canceled
5 = Replaced
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct
H = Trade Cancel
I = Order Status
J = Trade in a Clearing Hold
K = Trade has been released to Clearing
L = Triggered or Activated by System
0 = New
1 = Partial fill
2 = Fill
3 = Done for day
4 = Canceled
Cancelled
5 = Replaced
Replace
6 = Pending Cancel (e.g. result of Order Cancel Request)
Cancel/Replace
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct
H = Trade Cancel
I = Order Status
J = Trade in a Clearing Hold
K = Trade has been released to Clearing
L = Triggered or Activated by System
[39] OrdStatus Values 0 = New
1 = Partially filled
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced (No longer used)
6 = Pending Cancel (i.e. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for Bidding
E = Pending Replace (i.e. result of Order Cancel/Replace Request)
0 = New
1 = Partially filled
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced (No longer used)
Replaced
6 = Pending Cancel (i.e. result of Order Cancel Request)
Cancel/Replace
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for Bidding
E = Pending Replace (i.e. result of Order Cancel/Replace Request)
[103] OrdRejReason Values 0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown order
6 = Duplicate Order (e.g. dupe ClOrdID)
7 = Duplicate of a verbally communicated order
8 = Stale order
9 = Trade along required
10 = Invalid Investor ID
11 = Unsupported order characteristic
12 = Surveillence Option
13 = Incorrect quantity
14 = Incorrect allocated quantity
15 = Unknown account(s)
16 = Price exceeds current price band
18 = Invalid price increment
99 = Other
0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown order
Order
6 = Duplicate Order (e.g. dupe ClOrdID)
7 = Duplicate of a verbally communicated order
8 = Stale order
9 = Trade along required
10 = Invalid Investor ID
11 = Unsupported order characteristic
12 = Surveillence Option
13 = Incorrect quantity
14 = Incorrect allocated quantity
15 = Unknown account(s)
16 = Price exceeds current price band
18 = Invalid price increment
99 = Other
Order
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
Regular
1 = Cash (TOD / T+0)
Cash
2 = Next Day (TOM / T+1)
Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+ 5
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[38] OrderQty Reqd Optional OptionalMandatory
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 = Market
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
close
B = Limit On Close (No longer used)
on close
C = Forex Market (No longer used)
- Market
D = Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex -
Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q
Pegged (requires ExecInst = Counter-order selection
L, R, M, P or O)
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or Cancel (IOC)
4 = Fill Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or or Cancel (IOC)
(OC)
4 = Fill Or or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
Date
[18] ExecInst Values 0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
0 = Stay on offer side
offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
bidside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
(Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
[32] LastShares Reqd Optional OptionalMandatory
[31] LastPx Reqd Optional OptionalMandatory
[6] AvgPx Reqd Optional OptionalMandatory
[156] SettlCurrFxRateCalc Values M = Multiply
D = Divide
M = Multiply
D = Divide

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[20] ExecTransType (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[41] OrigClOrdID Reqd Optional OptionalMandatory
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
Regular
1 = Cash (TOD / T+0)
Cash
2 = Next Day (TOM / T+1)
Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+ 5
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
0 = Stay on offer side
offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
bidside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
(Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 = Market
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
close
B = Limit On Close (No longer used)
on close
C = Forex Market (No longer used)
- Market
D = Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex -
Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q
Pegged (requires ExecInst = Counter-order selection
L, R, M, P or O)
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or Cancel (IOC)
4 = Fill Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or or Cancel (IOC)
(OC)
4 = Fill Or or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
Date
[77] OpenClose Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[60] TransactTime (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[75] TradeDate Reqd Optional OptionalMandatory
[87] AllocStatus Values 0 = accepted (successfully processed)
1 = block level reject
2 = account level reject
3 = received (received, not yet processed)
4 = incomplete
5 = rejected by intermediary
6 = allocation pending
7 = reversed
0 = accepted (successfully processed)
1 = block level reject
rejected
2 = account level reject
partial accept
3 = received (received, not yet processed)
4 = incomplete
5 = rejected by intermediary
6 = allocation pending
7 = reversed
[88] AllocRejCode Values 0 = Unknown account(s)
1 = Incorrect quantity
2 = Incorrect averageg price
3 = Unknown executing broker mnemonic
4 = Commission difference
5 = Unknown OrderID (37)
6 = Unknown ListID (66)
7 = Other (further in Text (58))
8 = Incorrect allocated quantity
9 = Calculation difference
10 = Unknown or stale ExecID
11 = Mismatched data
12 = Unknown ClOrdID
13 = Warehouse request rejected
99 = Other
0 = Unknown unknown account(s)
1 = Incorrect incorrect quantity
2 = Incorrect averageg incorrect average price
3 = Unknown unknown executing broker mnemonic
4 = Commission commission difference
5 = Unknown OrderID (37)
unknown OrderID
6 = Unknown ListID (66)
unknown ListID
7 = Other (further in Text (58))
8 = Incorrect allocated quantity
9 = Calculation difference
10 = Unknown or stale ExecID
11 = Mismatched data
12 = Unknown ClOrdID
13 = Warehouse request rejected
99 = Other
other

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[63] SettlmntTyp Values 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash (TOD / T+0)
2 = Next Day (TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
Regular
1 = Cash (TOD / T+0)
Cash
2 = Next Day (TOM / T+1)
Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
T+ 5
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 0 = Stay on offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
0 = Stay on offer side
offerside
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bid side
bidside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on system failure (mutually exclusive with Q and l)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K and m)
K = Cancel on Trading Halt (mutually exclusive with J and m)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
Q = Cancel on system failure (mutually exclusive with H and l)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule 11Ac1-1/4)
(Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try To Stop
Z = Cancel if not best
a = Trailing Stop Peg
b = Strict Limit (No price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
l = Suspend on system failure (mutually exclusive with H and Q)
m = Suspend on Trading Halt (mutually exclusive with J and K)
n = Reinstate on connection loss (mutually exclusive with o and p)
o = Cancel on connection loss (mutually exclusive with n and p)
p = Suspend on connection loss (mutually exclusive with n and o)
q = Release from suspension (mutually exclusive with S)
r = Execute as delta neutral using volatility provided
s = Execute as duration neutral
t = Execute as FX neutral
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop / Stop Loss
4 = Stop Limit
5 = Market On Close (No longer used)
6 = With Or Without
7 = Limit Or Better
8 = Limit With Or Without
9 = On Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
1 = Market
2 = Limit
3 = Stop / Stop Loss
Stop
4 = Stop Limit
limit
5 = Market On Close (No longer used)
on close
6 = With Or Without
or without
7 = Limit Or Better
or better
8 = Limit With Or Without
with or without
9 = On Basis
basis
A = On Close (No longer used)
close
B = Limit On Close (No longer used)
on close
C = Forex Market (No longer used)
- Market
D = Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex -
Previously Quoted
E = Previously Indicated
F = Forex Limit (No longer used)
G = Forex Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing; for CIV)
M = Next Fund Valuation Point (Forward pricing; for CIV)
P = Pegged
Q
Pegged (requires ExecInst = Counter-order selection
L, R, M, P or O)
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or Cancel (IOC)
4 = Fill Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate Or or Cancel (IOC)
(OC)
4 = Fill Or or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
Date
[77] OpenClose Values C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default
C = Close
F = FIFO
O = Open
R = Rolled
N = Close but notify on open
D = Default

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[60] TransactTime (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification (XML in EncodedSecurityDesc)
J = Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
M = Marketplace-assigned Identifier
[167] SecurityType Values UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
EUFRN = Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian Mortgage Bonds
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable Municipal CP
TRAN = Tax Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
UST BA = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Bankers Acceptance
CD
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Certificate Of Deposit
CMO
= Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
EUFRN
Federal Home Loan
FN
= Euro Corporate Floating Rate Notes
FRN = US Corporate Floating Rate Notes
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CDS = Credit Default Swap
FUT = Future
OPT GN = Option
OOF = Options on Futures
OOP = Options on Physical - use not recommended
IRS = Interest Rate Swap
OOC = Options on Combo
CS = Common Stock
PS = Preferred Stock
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
BRADY = Brady Bond
CAN = Canadian Treasury Notes
CTB = Canadian Treasury Bills
EUSOV = Euro Sovereigns *
PROV = Canadian Provincial Bonds
TB = Treasury Bill - non US
TBOND = US Treasury Bond
TINT = Interest Strip From Any Bond Or Note
TBILL = US Treasury Bill
TIPS = Treasury Inflation Protected Securities
TCAL = Principal Strip Of A Callable Bond Or Note
TPRN = Principal Strip From A Non-Callable Bond Or Note
TNOTE = US Treasury Note
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter Of Credit
SWING = Swing Line Facility
DINP = Debtor In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BDN = Bank Depository Note
BN = Bank Notes
BOX = Bill Of Exchanges
CAMM = Canadian Money Markets
CD = Certificate Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate Of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
STN = Short Term Loan Note
PZFJ = Plazos Fijos
SLQN = Secured Liquidity Note
TD = Time Deposit
TLQN = Term Liquidity Note
XCN = Extended Comm Note
YCD = Yankee Certificate Of Deposit
ABS = Asset-backed Securities
CMB = Canadian
Government National Mortgage Bonds
CMBS
Association
GOVT
= Corp. Mortgage-backed Securities
CMO
Treasuries + Agency Debenture
MF
= Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Principle Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA = To Be Announced
AN = Other Anticipation Notes (BAN, GAN, etc.)
COFO = Certificate Of Obligation
COFP = Certificate Of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TMCP = Taxable
Municipal CP
TRAN
Bond
NONE
= Tax Revenue Anticipation Note
VRDN
No ISITC Security Type
OPT
= Variable Rate Demand Note
Option
PS = Preferred Stock
RP = Repurchase Agreement
RVRP = Reverse Repurchase Agreement
SL = Student Loan Marketing Association
TD = Time Deposit
USTB = US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund
MLEG = Multileg Instrument
NONE = No Security Type
? = Wildcard entry for use on Security Definition Request
CASH = Cash
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages message only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[27] IOIShares Values S = Small
M = Medium
L = Large
U = Undisclosed Quantity
S L = Small
Large
M = Medium
L S = Large
U = Undisclosed Quantity
Small
[104] IOIQualifier Values A = All or None (AON)
B = Market On Close (MOC) (held to close)
C = At the close (around/not held to close)
D = VWAP (Volume Weighted Average Price)
I = In touch with
L = Limit
M = More Behind
O = At the Open
P = Taking a Position
Q = At the Market (previously called Current Quote)
R = Ready to Trade
S = Portfolio Shown
T = Through the Day
V = Versus
W = Indication - Working Away
X = Crossing Opportunity
Y = At the Midpoint
Z = Pre-open
A = All or None (AON)
B = Market On Close (MOC) (held to close)
none
C = At the close (around/not held to close)
D = VWAP (Volume Weighted Average Price)
close
I = In touch with
L = Limit
M = More Behind
behind
O = At the Open
open
P = Taking a Position
position
Q = At the Market (previously called Current Quote)
R = Ready to Trade
S = Portfolio Shown
show-n
T = Through the Day
day
V = Versus
W = Indication - Working Away
away
X = Crossing Opportunity
opportunity
Y = At the Midpoint
Z = Pre-open

Minor Differences (Just a quick look - development unlikely)

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro

The FIX 5.0 Service Pack 2 delivered a number of extension packs to enhance FIX 5.0 Service Pack 1 in the following areas:

  • Functionality to support market data stream assignments by price makers when distributed via 3rd party channels
  • CFTC trade capture requirements
  • Options Clearing Corporation (OCC) delta position limit functionality
  • NYMEX energy products identification and Unit of Measure
  • London Stock Exchange FIX enhancements
  • Identification of standardised credit default swaps for clearing
  • Enhancements to support Foreign Exchange non-deliverable forwards
  • Exhancements to support exotic options products

The data presented here includes the 20110818 Errata which corrected a number of typographical errors or ambiguities in the original specification. The errata also removed the Parties Reference Data messages.

The FIX 5.0 Service Pack 2 4.1 specification delivered a number of extension packs to enhance enhancements over FIX 5.4.0 Service Pack 1 in the following areas:

  • Functionality to support market data stream assignments by price makers when distributed via 3rd party channels
  • CFTC trade capture requirements
  • Options Clearing Corporation (OCC) delta position limit functionality
  • NYMEX energy products identification and Unit of Measure
  • London Stock Exchange FIX enhancements
  • Identification of standardised credit default swaps for clearing
  • Enhancements to support Foreign Exchange non-deliverable forwards
  • Exhancements to support exotic options products

The areas:

  • Orderflow
  • Allocations/settlement support
  • Symbology
  • Internalization

The data presented here includes the 20110818 Errata 19990630 errata which corrected a number of minor typographical errors or ambiguities in the original specification. The errata also removed the Parties Reference Data messages.specification.

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro 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. 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.

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro 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. The reject message should be issued when a message is received but cannot be properly processed due passed through 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.application level.

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[371] RefTagID (Optional)
[372] RefMsgType (Optional)
[1130] RefApplVerID (Optional)
[1406] RefApplExtID (Optional)
[1131] RefCstmApplVerID (Optional)
[373] SessionRejectReason (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[123] GapFillFlag Values N = Sequence Reset, Ignore Msg Seq Num (N/A For FIXML - Not Used)
Y = Gap Fill Message, Msg Seq Num Field Valid
N = Sequence Reset, Ignore Msg Seq Num (N/A For FIXML - Not Used)
ignore MsgSeqNum
Y = Gap Fill Message, Msg Seq Num Field Valid
message, MsgSeqNum field valid

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro 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. 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.

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[1409] SessionStatus (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro 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. 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.

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[5] AdvTransType Values N = New
C = Cancel
R = Replace
N = New
C = Cancel
N = New
R = Replace

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[1212] LegMaturityTime (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitOfMeasure (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1001] LegTimeUnit (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1358] LegPutOrCall (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitOfMeasure (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UnderlyingInstrumentPartyID (Optional)
[1060] UnderlyingInstrumentPartyIDSource (Optional)
[1061] UnderlyingInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UnderlyingInstrumentPartySubID (Optional)
[1064] UnderlyingInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[854] QtyType (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[636] WorkingIndicator (Optional)
[586] OrigOrdModTime (Optional)
[1] Account (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[229] TradeOriginationDate (Optional)
[75] TradeDate (Optional)
[60] TransactTime (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro 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. 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.

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[98] EncryptMethod Values 0 = None / Other
1 = PKCS (Proprietary)
2 = DES (ECB Mode)
3 = PKCS / DES (Proprietary)
4 = PGP / DES (Defunct)
5 = PGP / DES-MD5 (See app note on FIX web site)
6 = PEM / DES-MD5 (see app note on FIX web site)
0 = None / Other
other
1 = PKCS (Proprietary)
(proprietary)
2 = DES (ECB Mode)
mode)
3 = PKCS / DES (Proprietary)
PKCS/DES (proprietary)
4 = PGP / DES (Defunct)
PGP/DES (defunct)
5 = PGP / DES-MD5 (See app note on FIX web site)
6 = PEM / DES-MD5
PGP/DES-MD5 (see app note on FIX web site)
6 = PEM/DES-MD5 (see app note on FIX web site)

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[789] NextExpectedMsgSeqNum (Optional)
[383] MaxMessageSize (Optional)
[384] NoMsgTypes (Optional)
[372] RefMsgType (Optional)
[385] MsgDirection (Optional)
[1130] RefApplVerID (Optional)
[1406] RefApplExtID (Optional)
[1131] RefCstmApplVerID (Optional)
[1410] DefaultVerIndicator (Optional)
[464] TestMessageIndicator (Optional)
[553] Username (Optional)
[554] Password (Optional)
[925] NewPassword (Optional)
[1400] EncryptedPasswordMethod (Optional)
[1401] EncryptedPasswordLen (Optional)
[1402] EncryptedPassword (Optional)
[1403] EncryptedNewPasswordLen (Optional)
[1404] EncryptedNewPassword (Optional)
[1409] SessionStatus (Optional)
[1407] DefaultApplExtID (Optional)
[1408] DefaultCstmApplVerID (Optional)
[58] Text (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro 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. 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.

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[1180] ApplID (Optional) [46] RelatdSym (Optional)
[1181] ApplSeqNum (Optional) [205] MaturityDay (Optional)
[1350] ApplLastSeqNum (Optional)
[1352] ApplResendFlag (Optional)
[1472] NewsID (Optional)
[1475] NoNewsRefIDs (Optional)
[1476] NewsRefID (Optional)
[1477] NewsRefType (Optional)
[1473] NewsCategory (Optional)
[1474] LanguageCode (Optional)
[358] EncodedHeadlineLen (Optional)
[359] EncodedHeadline (Optional)
[215] NoRoutingIDs (Optional)
[216] RoutingType (Optional)
[217] RoutingID (Optional)
[1301] MarketID (Optional)
[1300] MarketSegmentID (Optional)
[55] Symbol (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[1212] LegMaturityTime (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitOfMeasure (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1001] LegTimeUnit (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1358] LegPutOrCall (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitOfMeasure (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UnderlyingInstrumentPartyID (Optional)
[1060] UnderlyingInstrumentPartyIDSource (Optional)
[1061] UnderlyingInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UnderlyingInstrumentPartySubID (Optional)
[1064] UnderlyingInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. The email A Heartbeat message is similar simply a message header with a heartbeat id as the message content. For a heartbeat, msgType is set to 0 and msgSeqNo is set to the format sequence number that will be set on the next business message.For example, pre-market, before any orders have been sent each Heartbeat message will carry <em>msgSeqNo = 1</em>. The value does not increment because the heartbeat is an unsequenced, session level message.Aquis will respond to a Heartbeat message with an outbound Heartbeat message to confirm receipt and purpose the reliability of the News message, however, it is intended for private use between two parties.connection.

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[356] EncodedSubjectLen (Optional) [46] RelatdSym (Optional)
[357] EncodedSubject (Optional) [205] MaturityDay (Optional)
[215] NoRoutingIDs (Optional)
[216] RoutingType (Optional)
[217] RoutingID (Optional)
[55] Symbol (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitOfMeasure (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UnderlyingInstrumentPartyID (Optional)
[1060] UnderlyingInstrumentPartyIDSource (Optional)
[1061] UnderlyingInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UnderlyingInstrumentPartySubID (Optional)
[1064] UnderlyingInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[1212] LegMaturityTime (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitOfMeasure (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1001] LegTimeUnit (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1358] LegPutOrCall (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Name NewOrderList NewOrderListOrderList
Intro The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. The NewOrderList Message can be new order list message type is used in one by institutions wishing to electronically submit lists of two ways depending on which market conventions are being followed.related orders to a broker for execution.

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
[81] ProcessCode Values 0 = Regular
1 = Soft Dollar
2 = Step-In
3 = Step-Out
4 = Soft-dollar Step-In
5 = Soft-dollar Step-Out
6 = Plan Sponsor
0 = Regular
regular
1 = Soft Dollar
soft dollar
2 = Step-In
step-in
3 = Step-Out
step-out
4 = Soft-dollar Step-In
soft-dollar step-in
5 = Soft-dollar Step-Out
soft-dollar step-out
6 = Plan Sponsor
plan sponsor
[121] ForexReq Values N = Do Not Execute Forex After Security Trade
Y = Execute Forex After Security Trade
N = Do Not Execute not execute Forex After Security Trade
after security trade
Y = Execute Forex After Security Trade
after security trade

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[390] BidID (Optional) [105] WaveNo (Optional)
[391] ClientBidID (Optional) [109] ClientID (Optional)
[414] ProgRptReqs (Optional) [76] ExecBroker (Optional)
[415] ProgPeriodInterval (Optional) [205] MaturityDay (Optional)
[480] CancellationRights (Optional) [12] Commission (Optional)
[481] MoneyLaunderingStatus (Optional) [13] CommType (Optional)
[513] RegistID (Optional) [47] Rule80A (Optional)
[433] ListExecInstType (Optional) [204] CustomerOrFirm (Optional)
[1385] ContingencyType (Optional)
[352] EncodedListExecInstLen (Optional)
[353] EncodedListExecInst (Optional)
[765] AllowableOneSidednessPct (Optional)
[766] AllowableOneSidednessValue (Optional)
[767] AllowableOneSidednessCurr (Optional)
[893] LastFragment (Optional)
[1116] NoRootPartyIDs (Optional)
[1117] RootPartyID (Optional)
[1118] RootPartyIDSource (Optional)
[1119] RootPartyRole (Optional)
[1120] NoRootPartySubIDs (Optional)
[1121] RootPartySubID (Optional)
[1122] RootPartySubIDType (Optional)
[526] SecondaryClOrdID (Optional)
[583] ClOrdLinkID (Optional)
[160] SettlInstMode (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[229] TradeOriginationDate (Optional)
[75] TradeDate (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[589] DayBookingInst (Optional)
[590] BookingUnit (Optional)
[70] AllocID (Optional)
[591] PreallocMethod (Optional)
[78] NoAllocs (Optional)
[79] AllocAccount (Optional)
[661] AllocAcctIDSource (Optional)
[736] AllocSettlCurrency (Optional)
[467] IndividualAllocID (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[804] NoNestedPartySubIDs (Optional)
[545] NestedPartySubID (Optional)
[805] NestedPartySubIDType (Optional)
[80] AllocQty (Optional)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[1089] MatchIncrement (Optional)
[1090] MaxPriceLevels (Optional)
[1138] DisplayQty (Optional)
[1082] SecondaryDisplayQty (Optional)
[1083] DisplayWhen (Optional)
[1084] DisplayMethod (Optional)
[1085] DisplayLowQty (Optional)
[1086] DisplayHighQty (Optional)
[1087] DisplayMinIncr (Optional)
[1088] RefreshQty (Optional)
[1133] ExDestinationIDSource (Optional)
[386] NoTradingSessions (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitOfMeasure (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UnderlyingInstrumentPartyID (Optional)
[1060] UnderlyingInstrumentPartyIDSource (Optional)
[1061] UnderlyingInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UnderlyingInstrumentPartySubID (Optional)
[1064] UnderlyingInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[401] SideValueInd (Optional)
[60] TransactTime (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[854] QtyType (Optional)
[152] CashOrderQty (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (Optional)
[1092] PriceProtectionScope (Optional)
[1101] TriggerAction (Optional)
[1102] TriggerPrice (Optional)
[1103] TriggerSymbol (Optional)
[1104] TriggerSecurityID (Optional)
[1105] TriggerSecurityIDSource (Optional)
[1106] TriggerSecurityDesc (Optional)
[1107] TriggerPriceType (Optional)
[1108] TriggerPriceTypeScope (Optional)
[1109] TriggerPriceDirection (Optional)
[1100] TriggerType (Optional)
[1110] TriggerNewPrice (Optional)
[1111] TriggerOrderType (Optional)
[1112] TriggerNewQty (Optional)
[1113] TriggerTradingSessionID (Optional)
[1114] TriggerTradingSessionSubID (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[662] BenchmarkPrice (Optional)
[663] BenchmarkPriceType (Optional)
[699] BenchmarkSecurityID (Optional)
[761] BenchmarkSecurityIDSource (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[701] YieldCalcDate (Optional)
[696] YieldRedemptionDate (Optional)
[697] YieldRedemptionPrice (Optional)
[698] YieldRedemptionPriceType (Optional)
[376] ComplianceID (Optional)
[377] SolicitedFlag (Optional)
[23] IOIID (Optional)
[117] QuoteID (Optional)
[1080] RefOrderID (Optional)
[1081] RefOrderIDSource (Optional)
[168] EffectiveTime (Optional)
[432] ExpireDate (Optional)
[427] GTBookingInst (Optional)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[1091] PreTradeAnonymity (Optional)
[582] CustOrderCapacity (Optional)
[775] BookingType (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[640] Price2 (Optional)
[1094] PegPriceType (Optional)
[835] PegMoveType (Optional)
[836] PegOffsetType (Optional)
[837] PegLimitType (Optional)
[838] PegRoundDirection (Optional)
[840] PegScope (Optional)
[1096] PegSecurityIDSource (Optional)
[1097] PegSecurityID (Optional)
[1098] PegSymbol (Optional)
[1099] PegSecurityDesc (Optional)
[388] DiscretionInst (Optional)
[389] DiscretionOffsetValue (Optional)
[841] DiscretionMoveType (Optional)
[842] DiscretionOffsetType (Optional)
[843] DiscretionLimitType (Optional)
[844] DiscretionRoundDirection (Optional)
[846] DiscretionScope (Optional)
[847] TargetStrategy (Optional)
[957] NoStrategyParameters (Optional)
[958] StrategyParameterName (Optional)
[959] StrategyParameterType (Optional)
[960] StrategyParameterValue (Optional)
[848] TargetStrategyParameters (Optional)
[849] ParticipationRate (Optional)
[494] Designation (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata [Blacklined]
Intro 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). 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).

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[586] OrigOrdModTime (Optional) [205] MaturityDay (Optional)
[1] Account (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[913] AgreementDesc (Optional)
[914] AgreementID (Optional)
[915] AgreementDate (Optional)
[918] AgreementCurrency (Optional)
[788] TerminationType (Optional)
[916] StartDate (Optional)
[917] EndDate (Optional)
[919] DeliveryType (Optional)
[898] MarginRatio (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitOfMeasure (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UnderlyingInstrumentPartyID (Optional)
[1060] UnderlyingInstrumentPartyIDSource (Optional)
[1061] UnderlyingInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UnderlyingInstrumentPartySubID (Optional)
[1064] UnderlyingInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[376] ComplianceID (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.1 Standards - 30th June 1999 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[453] NoPartyIDs (Optional) [205] MaturityDay (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[790] OrdStatusReqID (Optional)
[1] Account (Optional)
[660] AcctIDSource (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[1449] RestructuringType (Optional)
[1450] Seniority (Optional)
[1451] NotionalPercentageOutstanding (Optional)
[1452] OriginalNotionalPercentageOutstanding (Optional)
[1457] AttachmentPoint (Optional)
[1458] DetachmentPoint (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType