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 4.2 Standards - 1st May 2001 errata [Blacklined]
[373] SessionRejectReason Values 0 = Invalid Tag Number
1 = Required Tag Missing
2 = Tag not defined for this message type
3 = Undefined tag
4 = Tag specified without a value
5 = Value is incorrect (out of range) for this tag
6 = Incorrect data format for value
7 = Decryption problem
8 = Signature problem
9 = CompID problem
10 = SendingTime Accuracy Problem
11 = Invalid MsgType
12 = XML Validation Error
13 = Tag appears more than once
14 = Tag specified out of required order
15 = Repeating group fields out of order
16 = Incorrect NumInGroup count for repeating group
17 = Non "Data" value includes field delimiter ( character)
18 = Invalid/Unsupported Application Version
99 = Other
0 = Invalid Tag Number
tag number
1 = Required Tag Missing
tag missing
10 = SendingTime accuracy problem
11 = Invalid MsgType
2 = Tag not defined for this message type
3 = Undefined tag
Tag
4 = Tag specified without a value
5 = Value is incorrect (out of range) for this tag
6 = Incorrect data format for value
7 = Decryption problem
8 = Signature problem
9 = CompID problem
10 = SendingTime Accuracy Problem
11 = Invalid MsgType
12 = XML Validation Error
13 = Tag appears more than once
14 = Tag specified out of required order
15 = Repeating group fields out of order
16 = Incorrect NumInGroup count for repeating group
17 = Non "Data" value includes field delimiter ( character)
18 = Invalid/Unsupported Application Version
99 = Other

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[41] OrigClOrdID Reqd Optional OptionalMandatory
[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 4.2 Standards - 1st May 2001 errata
[1137] DefaultApplVerID (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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 4.2 Standards - 1st May 2001 errata [Blacklined]
[297] QuoteAckStatus Values 0 = Accepted
1 = Cancel for Symbol(s)
2 = Canceled for Security Type(s)
3 = Canceled for Underlying
4 = Canceled All
5 = Rejected
6 = Removed from Market
7 = Expired
8 = Query
9 = Quote Not Found
10 = Pending
11 = Pass
12 = Locked Market Warning
13 = Cross Market Warning
14 = Canceled Due To Lock Market
15 = Canceled Due To Cross Market
16 = Active
17 = Canceled
18 = Unsolicited Quote Replenishment
19 = Pending End Trade
20 = Too Late to End
0 = Accepted
1 = Cancel Canceled for Symbol(s)
2 = Canceled for Security Type(s)
3 = Canceled for Underlying
4 = Canceled All
5 = Rejected
6 = Removed from Market
7 = Expired
8 = Query
9 = Quote Not Found
10 = Pending
11 = Pass
12 = Locked Market Warning
13 = Cross Market Warning
14 = Canceled Due To Lock Market
15 = Canceled Due To Cross Market
16 = Active
17 = Canceled
18 = Unsolicited Quote Replenishment
19 = Pending End Trade
20 = Too Late to End
[300] QuoteRejectReason Values 1 = Unknown Symbol (security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Unknown Quote
6 = Duplicate Quote
7 = Invalid bid/ask spread
8 = Invalid price
9 = Not authorized to quote security
10 = Price exceeds current price band
11 = Quote Locked - Unable to Update/Cancel
99 = Other
12 = Invalid or unknown Security Issuer
13 = Invalid or unknown Issuer of Underlying Security
1 = Unknown Symbol (security)
symbol (Security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Unknown Quote
6 = Duplicate Quote
7 = Invalid bid/ask spread
8 = Invalid price
9 = Not authorized to quote security
10 = Price exceeds current price band
11 = Quote Locked - Unable to Update/Cancel
99 = Other
12 = Invalid or unknown Security Issuer
13 = Invalid or unknown Issuer of Underlying Security
[301] QuoteResponseLevel Values 0 = No Acknowledgement
1 = Acknowledge only negative or erroneous quotes
2 = Acknowledge each quote message
3 = Summary Acknowledgement
0 = No Acknowledgement
Acknowledgement (Default)
1 = Acknowledge only negative or erroneous quotes
2 = Acknowledge each quote message
3 = Summary Acknowledgement
messages
[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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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 4.2 Standards - 1st May 2001 errata [Blacklined]
[394] BidType Values 1 = "Non Disclosed" style (e.g. US/European)
2 = "Disclosed" sytle (e.g. Japanese)
3 = No bidding process
1 = "Non Disclosed" style (e.g. US/European)
2 = "Disclosed" sytle (e.g. Japanese)
3 = No bidding process
[433] ListExecInstType Values 1 = Immediate
2 = Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list)
3 = Exchange/switch CIV order - Sell driven
4 = Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order)
5 = Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order)
1 = Immediate
2 = Wait for Execut Execute Instruction (i.e. (e.g. a List Execut Execute message or phone call before proceeding with execution of the list)
3 = Exchange/switch CIV order - Sell driven
4 = Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order)
5 = Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order)
[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
[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
[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
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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 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)
[401] SideValueInd Values 1 = Side Value 1
2 = Side Value 2
1 = Side Value 1
2 = Side Value 2
[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 Day Order with unexecuted portion handles handled as Market On Close. E.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
[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)
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
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[326] SecurityTradingStatus Values 1 = Opening delay
2 = Trading halt
3 = Resume
4 = No Open / No Resume
5 = Price indication
6 = Trading Range Indication
7 = Market Imbalance Buy
8 = Market Imbalance Sell
9 = Market on Close Imbalance Buy
10 = Market on Close Imbalance Sell
12 = No Market Imbalance
13 = No Market on Close Imbalance
14 = ITS Pre-opening
15 = New Price Indication
16 = Trade Dissemination Time
17 = Ready to trade (start of session)
18 = Not available for trading (end of session)
19 = Not traded on this market
20 = Unknown or Invalid
21 = Pre-open
22 = Opening Rotation
23 = Fast Market
24 = Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross
25 = Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion
26 = Post-close
1 = Opening delay
2 = Trading halt
3 = Resume
4 = No Open / No Resume
5 = Price indication
6 = Trading Range Indication
7 = Market Imbalance Buy
8 = Market Imbalance Sell
9 = Market on Close Imbalance Buy
Delay
10 = Market on On Close Imbalance Sell
12 = No Market Imbalance
13 = No Market on On Close Imbalance
14 = ITS Pre-opening
Pre-Opening
15 = New Price Indication
16 = Trade Dissemination Time
17 = Ready to trade (start of session)
18 = Not available Available for trading (end of session)
19 = Not traded Traded on this market
Market
2 = Trading Halt
20 = Unknown or Invalid
21 3 = Pre-open
22
Resume
4
= Opening Rotation
23
No Open/No Resume
5
= Fast Market
24
Price Indication
6
= Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross
25
Trading Range Indication
7
= Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion
26
Market Imbalance Buy
8
= Post-close
Market Imbalance Sell
9 = Market On Close Imbalance Buy
[291] FinancialStatus Values 1 = Bankrupt
2 = Pending delisting
3 = Restricted
1 = Bankrupt
2 = Pending delisting
3 = Restricted
[292] CorporateAction Values A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F = Cash Dividend
G = Stock Dividend
H = Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
W = Succession Event
A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F = Cash Dividend
G = Stock Dividend
H = Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
W = Succession Event

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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 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 4.2 Standards - 1st May 2001 errata [Blacklined]
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[340] TradSesStatus Values 0 = Unknown
1 = Halted
2 = Open
3 = Closed
4 = Pre-Open
5 = Pre-Close
6 = Request Rejected
0 = Unknown
1 = Halted
2 = Open
3 = Closed
4 = Pre-Open
5 = Pre-Close
6 = Request Rejected

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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 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 4.2 Standards - 1st May 2001 errata [Blacklined]
[301] QuoteResponseLevel Values 0 = No Acknowledgement
1 = Acknowledge only negative or erroneous quotes
2 = Acknowledge each quote message
3 = Summary Acknowledgement
0 = No Acknowledgement
Acknowledgement (Default)
1 = Acknowledge only negative or erroneous quotes
2 = Acknowledge each quote message
3 = Summary Acknowledgement
messages
[311] UnderlyingSymbol 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[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 Day Order with unexecuted portion handles handled as Market On Close. E.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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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)
NetMoney)
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 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[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 4.2 Standards - 1st May 2001 errata
[626] AllocType (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[380] BusinessRejectReason Values 0 = Other
1 = Unknown ID
2 = Unknown Security
3 = Unsupported Message Type
4 = Application not available
5 = Conditionally required field missing
6 = Not Authorized
7 = DeliverTo firm not available at this time
18 = Invalid price increment
0 = Other
1 = Unknown Unkown ID
2 = Unknown Security
3 = Unsupported Message Type
4 = Application not available
5 = Conditionally required field missing
6 = Not Authorized
7 = DeliverTo firm not available at this time
18 = Invalid price increment
Required Field Missing

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[66] ListID (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[66] ListID (Mandatory)
[422] TotNoStrikes (Mandatory)
[428] NoStrikes (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[429] ListStatusType Values 1 = Ack
2 = Response
3 = Timed
4 = Exec Started
5 = All Done
6 = Alert
1 = Ack
2 = Response
3 = Timed
4 = Exec Started
5 = All Done
6 = Alert
[431] ListOrderStatus Values 1 = In bidding process
2 = Received for execution
3 = Executing
4 = Cancelling
5 = Alert
6 = All Done
7 = Reject
1 = In bidding process
2 = Received for execution
3 = Executing
4 = Cancelling
5 = Alert
6 = All Done
7 = Reject
[11] ClOrdID Reqd Optional OptionalMandatory
[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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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 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 4.2 Standards - 1st May 2001 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[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 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 Day Order with unexecuted portion handles handled as Market On Close. E.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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[301] QuoteResponseLevel Values 0 = No Acknowledgement
1 = Acknowledge only negative or erroneous quotes
2 = Acknowledge each quote message
3 = Summary Acknowledgement
0 = No Acknowledgement
Acknowledgement (Default)
1 = Acknowledge only negative or erroneous quotes
2 = Acknowledge each quote message
3 = Summary Acknowledgement
messages
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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 Day Order with unexecuted portion handles handled as Market On Close. E.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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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
[214] SettlInstRefID Reqd Optional OptionalMandatory
[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 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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 4.2 Standards - 1st May 2001 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 4.2 Standards - 1st May 2001 errata [Blacklined]
[269] MDEntryType Values 0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
D = Composite Underlying Price
E = Simulated Sell Price
F = Simulated Buy Price
G = Margin Rate
H = Mid Price
J = Empty Book
K = Settle High Price
L = Settle Low Price
M = Prior Settle Price
N = Session High Bid
O = Session Low Offer
P = Early Prices
Q = Auction Clearing Price
S = Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
R = Daily value adjustment for long positions
T = Cumulative Value Adjustment for long positions
U = Daily Value Adjustment for Short Positions
V = Cumulative Value Adjustment for Short Positions
Y = Recovery Rate
Z = Recovery Rate for Long
a = Recovery Rate for Short
W = Fixing Price
X = Cash Rate
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
D = Composite Underlying Price
E = Simulated Sell Price
F = Simulated Buy Price
G = Margin Rate
H = Mid Price
J = Empty Book
K = Settle High Price
L = Settle Low Price
M = Prior Settle Price
N = Session High Bid
O = Session Low Offer
P = Early Prices
Q = Auction Clearing Price
S = Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
R = Daily value adjustment for long positions
T = Cumulative Value Adjustment for long positions
U = Daily Value Adjustment for Short Positions
V = Cumulative Value Adjustment for Short Positions
Y = Recovery Rate
Z = Recovery Rate for Long
a = Recovery Rate for Short
W = Fixing Price
X = Cash Rate
[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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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)
[291] FinancialStatus Values 1 = Bankrupt
2 = Pending delisting
3 = Restricted
1 = Bankrupt
2 = Pending delisting
3 = Restricted
[292] CorporateAction Values A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F = Cash Dividend
G = Stock Dividend
H = Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
W = Succession Event
A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F = Cash Dividend
G = Stock Dividend
H = Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
W = Succession Event
[269] MDEntryType Values 0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
D = Composite Underlying Price
E = Simulated Sell Price
F = Simulated Buy Price
G = Margin Rate
H = Mid Price
J = Empty Book
K = Settle High Price
L = Settle Low Price
M = Prior Settle Price
N = Session High Bid
O = Session Low Offer
P = Early Prices
Q = Auction Clearing Price
S = Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
R = Daily value adjustment for long positions
T = Cumulative Value Adjustment for long positions
U = Daily Value Adjustment for Short Positions
V = Cumulative Value Adjustment for Short Positions
Y = Recovery Rate
Z = Recovery Rate for Long
a = Recovery Rate for Short
W = Fixing Price
X = Cash Rate
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
D = Composite Underlying Price
E = Simulated Sell Price
F = Simulated Buy Price
G = Margin Rate
H = Mid Price
J = Empty Book
K = Settle High Price
L = Settle Low Price
M = Prior Settle Price
N = Session High Bid
O = Session Low Offer
P = Early Prices
Q = Auction Clearing Price
S = Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
R = Daily value adjustment for long positions
T = Cumulative Value Adjustment for long positions
U = Daily Value Adjustment for Short Positions
V = Cumulative Value Adjustment for Short Positions
Y = Recovery Rate
Z = Recovery Rate for Long
a = Recovery Rate for Short
W = Fixing Price
X = Cash Rate
[270] MDEntryPx Reqd Optional OptionalMandatory
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[276] QuoteCondition Values A = Open/Active
B = Closed/Inactive
C = Exchange Best
D = Consolidated Best
E = Locked
F = Crossed
G = Depth
H = Fast Trading
I = Non-Firm
L = Manual/Slow Quote
J = Outright Price
K = Implied Price
M = Depth on Offer
N = Depth on Bid
O = Closing
P = News Dissemination
Q = Trading Range
R = Order Influx
S = Due to Related
T = News Pending
U = Additional Info
V = Additional Info due to related
W = Resume
X = View of Common
Y = Volume Alert
Z = Order Imbalance
a = Equipment Changeover
b = No Open / No Resume
c = Regular ETH
d = Automatic Execution
e = Automatic Execution ETH
f = Fast Market ETH
g = Inactive ETH
h = Rotation
i = Rotation ETH
j = Halt
k = Halt ETH
l = Due to News Dissemination
m = Due to News Pending
n = Trading Resume
o = Out of Sequence
p = Bid Specialist
q = Offer Specialist
r = Bid Offer Specialist
s = End of Day SAM
t = Forbidden SAM
u = Frozen SAM
v = PreOpening SAM
w = Opening SAM
x = Open SAM
y = Surveillance SAM
z = Suspended SAM
0 = Reserved SAM
1 = No Active SAM
2 = Restricted
3 = Rest of Book VWAP
4 = Better Prices in Conditional Orders
5 = Median Price
6 = Full Curve
7 = Flat Curve
A = Open/Active
Open / Active
B = Closed/Inactive
Closed / Inactive
C = Exchange Best
D = Consolidated Best
E = Locked
F = Crossed
G = Depth
H = Fast Trading
I = Non-Firm
L = Manual/Slow Quote
J = Outright Price
K = Implied Price
M = Depth on Offer
N = Depth on Bid
O = Closing
P = News Dissemination
Q = Trading Range
R = Order Influx
S = Due to Related
T = News Pending
U = Additional Info
V = Additional Info due to related
W = Resume
X = View of Common
Y = Volume Alert
Z = Order Imbalance
a = Equipment Changeover
b = No Open / No Resume
c = Regular ETH
d = Automatic Execution
e = Automatic Execution ETH
f = Fast Market ETH
g = Inactive ETH
h = Rotation
i = Rotation ETH
j = Halt
k = Halt ETH
l = Due to News Dissemination
m = Due to News Pending
n = Trading Resume
o = Out of Sequence
p = Bid Specialist
q = Offer Specialist
r = Bid Offer Specialist
s = End of Day SAM
t = Forbidden SAM
u = Frozen SAM
v = PreOpening SAM
w = Opening SAM
x = Open SAM
y = Surveillance SAM
z = Suspended SAM
0 = Reserved SAM
1 = No Active SAM
2 = Restricted
3 = Rest of Book VWAP
4 = Better Prices in Conditional Orders
5 = Median Price
6 = Full Curve
7 = Flat Curve
[277] TradeCondition Values A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only)Market
E = Opening/Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (AMEX)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
M = Sold (out of sequence)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (cannot be used in combination with Q)
Q = Imbalance More Sellers (cannot be used in combination with P)
R = Opening Price
S = Bargain Condition (LSE)
T = Converted Price Indicator
U = Exchange Last
V = Final Price of Session
W = Ex-pit
X = Crossed
Y = Trades resulting from manual/slow quote
Z = Trades resulting from intermarket sweep
a = Volume Only
b = Direct Plus
c = Acquisition
d = Bunched
e = Distribution
f = Bunched Sale
g = Split Trade
h = Cancel Stopped
i = Cancel ETH
j = Cancel Stopped ETH
k = Out of Sequence ETH
l = Cancel Last ETH
m = Sold Last Sale ETH
n = Cancel Last
o = Sold Last Sale
p = Cancel Open
q = Cancel Open ETH
r = Opened Sale ETH
s = Cancel Only
t = Cancel Only ETH
u = Late Open ETH
v = Auto Execution ETH
w = Reopen
x = Reopen ETH
y = Adjusted
z = Adjusted ETH
AA = Spread
AB = Spread ETH
AC = Straddle
AD = Straddle ETH
AE = Stopped
AF = Stopped ETH
AG = Regular ETH
AH = Combo
AI = Combo ETH
AJ = Official Closing Price
AK = Prior Reference Price
0 = Cancel
AL = Stopped Sold Last
AM = Stopped Out of Sequence
AN = Offical Closing Price (duplicate enumeration - use 'AJ' instead)
AO = Crossed (duplicate enumeration - use 'X' instead)
AP = Fast Market
AQ = Automatic Execution
AR = Form T
AS = Basket Index
AT = Burst Basket
AV = Outside Spread
1 = Implied Trade
2 = Marketplace entered trade
3 = Mult Asset Class Multileg Trade
4 = Multileg-to-Multileg Trade
A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only)Market
(only) Market
E = Opening/Reopening Opening / Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (AMEX)
(Amex)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
M = Sold (out of sequence)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (cannot be used in combination with Q)
Q = Imbalance More Sellers (cannot be used in combination with P)
R = Opening Price
S = Bargain Condition (LSE)
T = Converted Price Indicator
U = Exchange Last
V = Final Price of Session
W = Ex-pit
X = Crossed
Y = Trades resulting from manual/slow quote
Z = Trades resulting from intermarket sweep
a = Volume Only
b = Direct Plus
c = Acquisition
d = Bunched
e = Distribution
f = Bunched Sale
g = Split Trade
h = Cancel Stopped
i = Cancel ETH
j = Cancel Stopped ETH
k = Out of Sequence ETH
l = Cancel Last ETH
m = Sold Last Sale ETH
n = Cancel Last
o = Sold Last Sale
p = Cancel Open
q = Cancel Open ETH
r = Opened Sale ETH
s = Cancel Only
t = Cancel Only ETH
u = Late Open ETH
v = Auto Execution ETH
w = Reopen
x = Reopen ETH
y = Adjusted
z = Adjusted ETH
AA = Spread
AB = Spread ETH
AC = Straddle
AD = Straddle ETH
AE = Stopped
AF = Stopped ETH
AG = Regular ETH
AH = Combo
AI = Combo ETH
AJ = Official Closing Price
AK = Prior Reference Price
0 = Cancel
AL = Stopped Sold Last
AM = Stopped Out of Sequence
AN = Offical Closing Price (duplicate enumeration - use 'AJ' instead)
AO = Crossed (duplicate enumeration - use 'X' instead)
AP = Fast Market
AQ = Automatic Execution
AR = Form T
AS = Basket Index
AT = Burst Basket
AV = Outside Spread
1 = Implied Trade
2 = Marketplace entered trade
3 = Mult Asset Class Multileg Trade
4 = Multileg-to-Multileg Trade
[286] OpenCloseSettleFlag Values 0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
0 = Daily Open / Close / Settlement entry
price
1 = Session Open / Close / Settlement entry
price
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
price
[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)
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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[279] MDUpdateAction Values 0 = New
1 = Change
2 = Delete
3 = Delete Thru
4 = Delete From
5 = Overlay
0 = New
1 = Change
2 = Delete
3 = Delete Thru
4 = Delete From
5 = Overlay
[269] MDEntryType Values 0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
D = Composite Underlying Price
E = Simulated Sell Price
F = Simulated Buy Price
G = Margin Rate
H = Mid Price
J = Empty Book
K = Settle High Price
L = Settle Low Price
M = Prior Settle Price
N = Session High Bid
O = Session Low Offer
P = Early Prices
Q = Auction Clearing Price
S = Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
R = Daily value adjustment for long positions
T = Cumulative Value Adjustment for long positions
U = Daily Value Adjustment for Short Positions
V = Cumulative Value Adjustment for Short Positions
Y = Recovery Rate
Z = Recovery Rate for Long
a = Recovery Rate for Short
W = Fixing Price
X = Cash Rate
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
D = Composite Underlying Price
E = Simulated Sell Price
F = Simulated Buy Price
G = Margin Rate
H = Mid Price
J = Empty Book
K = Settle High Price
L = Settle Low Price
M = Prior Settle Price
N = Session High Bid
O = Session Low Offer
P = Early Prices
Q = Auction Clearing Price
S = Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
R = Daily value adjustment for long positions
T = Cumulative Value Adjustment for long positions
U = Daily Value Adjustment for Short Positions
V = Cumulative Value Adjustment for Short Positions
Y = Recovery Rate
Z = Recovery Rate for Long
a = Recovery Rate for Short
W = Fixing Price
X = Cash Rate
[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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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)
[291] FinancialStatus Values 1 = Bankrupt
2 = Pending delisting
3 = Restricted
1 = Bankrupt
2 = Pending delisting
3 = Restricted
[292] CorporateAction Values A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F = Cash Dividend
G = Stock Dividend
H = Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
W = Succession Event
A = Ex-Dividend
B = Ex-Distribution
C = Ex-Rights
D = New
E = Ex-Interest
F = Cash Dividend
G = Stock Dividend
H = Non-Integer Stock Split
I = Reverse Stock Split
J = Standard-Integer Stock Split
K = Position Consolidation
L = Liquidation Reorganization
M = Merger Reorganization
N = Rights Offering
O = Shareholder Meeting
P = Spinoff
Q = Tender Offer
R = Warrant
S = Special Action
T = Symbol Conversion
U = CUSIP / Name Change
V = Leap Rollover
W = Succession Event
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[276] QuoteCondition Values A = Open/Active
B = Closed/Inactive
C = Exchange Best
D = Consolidated Best
E = Locked
F = Crossed
G = Depth
H = Fast Trading
I = Non-Firm
L = Manual/Slow Quote
J = Outright Price
K = Implied Price
M = Depth on Offer
N = Depth on Bid
O = Closing
P = News Dissemination
Q = Trading Range
R = Order Influx
S = Due to Related
T = News Pending
U = Additional Info
V = Additional Info due to related
W = Resume
X = View of Common
Y = Volume Alert
Z = Order Imbalance
a = Equipment Changeover
b = No Open / No Resume
c = Regular ETH
d = Automatic Execution
e = Automatic Execution ETH
f = Fast Market ETH
g = Inactive ETH
h = Rotation
i = Rotation ETH
j = Halt
k = Halt ETH
l = Due to News Dissemination
m = Due to News Pending
n = Trading Resume
o = Out of Sequence
p = Bid Specialist
q = Offer Specialist
r = Bid Offer Specialist
s = End of Day SAM
t = Forbidden SAM
u = Frozen SAM
v = PreOpening SAM
w = Opening SAM
x = Open SAM
y = Surveillance SAM
z = Suspended SAM
0 = Reserved SAM
1 = No Active SAM
2 = Restricted
3 = Rest of Book VWAP
4 = Better Prices in Conditional Orders
5 = Median Price
6 = Full Curve
7 = Flat Curve
A = Open/Active
Open / Active
B = Closed/Inactive
Closed / Inactive
C = Exchange Best
D = Consolidated Best
E = Locked
F = Crossed
G = Depth
H = Fast Trading
I = Non-Firm
L = Manual/Slow Quote
J = Outright Price
K = Implied Price
M = Depth on Offer
N = Depth on Bid
O = Closing
P = News Dissemination
Q = Trading Range
R = Order Influx
S = Due to Related
T = News Pending
U = Additional Info
V = Additional Info due to related
W = Resume
X = View of Common
Y = Volume Alert
Z = Order Imbalance
a = Equipment Changeover
b = No Open / No Resume
c = Regular ETH
d = Automatic Execution
e = Automatic Execution ETH
f = Fast Market ETH
g = Inactive ETH
h = Rotation
i = Rotation ETH
j = Halt
k = Halt ETH
l = Due to News Dissemination
m = Due to News Pending
n = Trading Resume
o = Out of Sequence
p = Bid Specialist
q = Offer Specialist
r = Bid Offer Specialist
s = End of Day SAM
t = Forbidden SAM
u = Frozen SAM
v = PreOpening SAM
w = Opening SAM
x = Open SAM
y = Surveillance SAM
z = Suspended SAM
0 = Reserved SAM
1 = No Active SAM
2 = Restricted
3 = Rest of Book VWAP
4 = Better Prices in Conditional Orders
5 = Median Price
6 = Full Curve
7 = Flat Curve
[277] TradeCondition Values A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only)Market
E = Opening/Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (AMEX)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
M = Sold (out of sequence)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (cannot be used in combination with Q)
Q = Imbalance More Sellers (cannot be used in combination with P)
R = Opening Price
S = Bargain Condition (LSE)
T = Converted Price Indicator
U = Exchange Last
V = Final Price of Session
W = Ex-pit
X = Crossed
Y = Trades resulting from manual/slow quote
Z = Trades resulting from intermarket sweep
a = Volume Only
b = Direct Plus
c = Acquisition
d = Bunched
e = Distribution
f = Bunched Sale
g = Split Trade
h = Cancel Stopped
i = Cancel ETH
j = Cancel Stopped ETH
k = Out of Sequence ETH
l = Cancel Last ETH
m = Sold Last Sale ETH
n = Cancel Last
o = Sold Last Sale
p = Cancel Open
q = Cancel Open ETH
r = Opened Sale ETH
s = Cancel Only
t = Cancel Only ETH
u = Late Open ETH
v = Auto Execution ETH
w = Reopen
x = Reopen ETH
y = Adjusted
z = Adjusted ETH
AA = Spread
AB = Spread ETH
AC = Straddle
AD = Straddle ETH
AE = Stopped
AF = Stopped ETH
AG = Regular ETH
AH = Combo
AI = Combo ETH
AJ = Official Closing Price
AK = Prior Reference Price
0 = Cancel
AL = Stopped Sold Last
AM = Stopped Out of Sequence
AN = Offical Closing Price (duplicate enumeration - use 'AJ' instead)
AO = Crossed (duplicate enumeration - use 'X' instead)
AP = Fast Market
AQ = Automatic Execution
AR = Form T
AS = Basket Index
AT = Burst Basket
AV = Outside Spread
1 = Implied Trade
2 = Marketplace entered trade
3 = Mult Asset Class Multileg Trade
4 = Multileg-to-Multileg Trade
A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only)Market
(only) Market
E = Opening/Reopening Opening / Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (AMEX)
(Amex)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
M = Sold (out of sequence)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (cannot be used in combination with Q)
Q = Imbalance More Sellers (cannot be used in combination with P)
R = Opening Price
S = Bargain Condition (LSE)
T = Converted Price Indicator
U = Exchange Last
V = Final Price of Session
W = Ex-pit
X = Crossed
Y = Trades resulting from manual/slow quote
Z = Trades resulting from intermarket sweep
a = Volume Only
b = Direct Plus
c = Acquisition
d = Bunched
e = Distribution
f = Bunched Sale
g = Split Trade
h = Cancel Stopped
i = Cancel ETH
j = Cancel Stopped ETH
k = Out of Sequence ETH
l = Cancel Last ETH
m = Sold Last Sale ETH
n = Cancel Last
o = Sold Last Sale
p = Cancel Open
q = Cancel Open ETH
r = Opened Sale ETH
s = Cancel Only
t = Cancel Only ETH
u = Late Open ETH
v = Auto Execution ETH
w = Reopen
x = Reopen ETH
y = Adjusted
z = Adjusted ETH
AA = Spread
AB = Spread ETH
AC = Straddle
AD = Straddle ETH
AE = Stopped
AF = Stopped ETH
AG = Regular ETH
AH = Combo
AI = Combo ETH
AJ = Official Closing Price
AK = Prior Reference Price
0 = Cancel
AL = Stopped Sold Last
AM = Stopped Out of Sequence
AN = Offical Closing Price (duplicate enumeration - use 'AJ' instead)
AO = Crossed (duplicate enumeration - use 'X' instead)
AP = Fast Market
AQ = Automatic Execution
AR = Form T
AS = Basket Index
AT = Burst Basket
AV = Outside Spread
1 = Implied Trade
2 = Marketplace entered trade
3 = Mult Asset Class Multileg Trade
4 = Multileg-to-Multileg Trade
[286] OpenCloseSettleFlag Values 0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
0 = Daily Open / Close / Settlement entry
price
1 = Session Open / Close / Settlement entry
price
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
price
[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)
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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[281] MDReqRejReason Values 0 = Unknown symbol
1 = Duplicate MDReqID
2 = Insufficient Bandwidth
3 = Insufficient Permissions
4 = Unsupported SubscriptionRequestType
5 = Unsupported MarketDepth
6 = Unsupported MDUpdateType
7 = Unsupported AggregatedBook
8 = Unsupported MDEntryType
9 = Unsupported TradingSessionID
A = Unsupported Scope
B = Unsupported OpenCloseSettleFlag
C = Unsupported MDImplicitDelete
D = Insufficient credit
0 = Unknown symbol
1 = Duplicate MDReqID
2 = Insufficient Bandwidth
3 = Insufficient Permissions
4 = Unsupported SubscriptionRequestType
5 = Unsupported MarketDepth
6 = Unsupported MDUpdateType
7 = Unsupported AggregatedBook
8 = Unsupported MDEntryType
9 = Unsupported TradingSessionID
A = Unsupported Scope
B = Unsupported OpenCloseSettleFlag
C = Unsupported MDImplicitDelete
D = Insufficient credit

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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
5 = Replaced
Replace
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 (ExecutionRpt 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
[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
[378] ExecRestatementReason Values 0 = GT corporate action
1 = GT renewal / restatement (no corporate action)
2 = Verbal change
3 = Repricing of order
4 = Broker option
5 = Partial decline of OrderQty (e.g. exchange initiated partial cancel)
6 = Cancel on Trading Halt
7 = Cancel on System Failure
8 = Market (Exchange) option
9 = Canceled, not best
10 = Warehouse Recap
11 = Peg Refresh
99 = Other
0 = GT corporate Corporate action
1 = GT renewal / restatement (no corporate action)
2 = Verbal change
3 = Repricing of order
4 = Broker option
5 = Partial decline of OrderQty (e.g. exchange initiated exchange-initiated partial cancel)
6 = Cancel on Trading Halt
7 = Cancel on System Failure
8 = Market (Exchange) option
9 = Canceled, not best
10 = Warehouse Recap
11 = Peg Refresh
99 = Other
[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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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 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 Day Order with unexecuted portion handles handled as Market On Close. E.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
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
[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)
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
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[6] AvgPx Reqd Optional OptionalMandatory
[156] SettlCurrFxRateCalc Values M = Multiply
D = Divide
M = Multiply
D = Divide
[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 4.2 Standards - 1st May 2001 errata
[20] ExecTransType (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[320] SecurityReqID Reqd Optional OptionalMandatory
[322] SecurityResponseID 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[393] TotalNumSecurities (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[321] SecurityRequestType Values 0 = Request Security identity and specifications
1 = Request Security identity for the specifications provided (name of the security is not supplied)
2 = Request List Security Types
3 = Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.)
4 = Symbol
5 = SecurityType and or CFICode
6 = Product
7 = TradingSessionID
8 = All Securities
9 = MarketID or MarketID + MarketSegmentID
0 = Request Security identity and specifications
1 = Request Security identity for the specifications provided (name (Name of the security is not supplied)
2 = Request List Security Types
3 = Request List Securities (can (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If SecurityExchange is provided then only list Securities for the specific type.)
4 = Symbol
5 = SecurityType and or CFICode
6 = Product
7 = TradingSessionID
8 = All Securities
9 = MarketID or MarketID + MarketSegmentID
type)
[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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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 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 Day Order with unexecuted portion handles handled as Market On Close. E.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
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
[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)
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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 4.2 Standards - 1st May 2001 errata [Blacklined]
[394] BidType Values 1 = "Non Disclosed" style (e.g. US/European)
2 = "Disclosed" sytle (e.g. Japanese)
3 = No bidding process
1 = "Non Disclosed" style (e.g. US/European)
2 = "Disclosed" sytle (e.g. Japanese)
3 = No bidding process
[399] BidDescriptorType Values 1 = Sector
2 = Country
3 = Index
1 = Sector
2 = Country
3 = Index
[401] SideValueInd Values 1 = Side Value 1
2 = Side Value 2
1 = Side Value 1
2 = Side Value 2
[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 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)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[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

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[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 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)
[423] PriceType Values 1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
Percentage
2 = Per unit (i.e. per share or contract)
(e.g. cents per share)
3 = Fixed amount Amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[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
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours

Additional (Mandatory) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[12] Commission (Mandatory)
[13] CommType (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[117] QuoteID Reqd Optional OptionalMandatory
[298] QuoteCancelType Values 1 = Cancel for one or more securities
2 = Cancel for Security Type(s)
3 = Cancel for underlying security
4 = Cancel All Quotes
5 = Cancel quote specified in QuoteID
6 = Cancel by QuoteType(537)
7 = Cancel for Security Issuer
8 = Cancel for Issuer of Underlying Security
1 = Cancel for one or more securities
Symbol(s)
2 = Cancel for Security Type(s)
3 = Cancel for underlying security
Underlying Symbol
4 = Cancel for All Quotes
5 = Cancel quote specified in QuoteID
6 = Cancel by QuoteType(537)
7 = Cancel for Security Issuer
8 = Cancel for Issuer of Underlying Security
[301] QuoteResponseLevel Values 0 = No Acknowledgement
1 = Acknowledge only negative or erroneous quotes
2 = Acknowledge each quote message
3 = Summary Acknowledgement
0 = No Acknowledgement
Acknowledgement (Default)
1 = Acknowledge only negative or erroneous quotes
2 = Acknowledge each quote message
3 = Summary Acknowledgement
messages
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[295] NoQuoteEntries 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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 4.2 Standards - 1st May 2001 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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)
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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
[336] TradingSessionID Values 1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
1 = Day
2 = HalfDay
3 = Morning
4 = Afternoon
5 = Evening
6 = After-hours
[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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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 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 Day Order with unexecuted portion handles handled as Market On Close. E.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
[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)
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
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
7 = Average Price Guarantee

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 ? = US Treasury Note (Deprecated Value Use TNOTE)
USTB
Wildcard entry (used on Security Definition Request message)
BA
= US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= 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
IET
= Collateralized Mortgage Obligation
IET
IOETTE
MF
= IOETTE Mortgage
MBS = Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal 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 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
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 4.2 Standards - 1st May 2001 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 4.2 specification delivered a number of extension packs to enhance enhancements over FIX 5.0 Service Pack 4.1 in the following areas:

  • Functionality areas:

    • Enhancements to better 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 exchanges and Unit of Measure
    • London Stock Exchange FIX enhancements
    • Identification of standardised credit default swaps for clearing
    • Enhancements to ECNs (Market Data, Security Definition and Status etc.)
    • Program/Basket Trading support
    • 'Mass quoting' support Foreign Exchange non-deliverable forwards
    • Exhancements to support exotic options products

    The for equity options

  • Support for Japanese requirements (Japanese character sets, order handling, and allocation support)
  • Enhanced foreign exchange capability
  • Fixed Income IOI capability for High Yield and High Grade corporate bonds
  • Order pre-allocation functionality.
  • Other enhancements and clarifications

The data presented here includes the 20110818 20010501 Errata which corrected a number of typographical errors or ambiguities in the original specification. The errata also removed the Parties Reference Data messages.specification, and which introduced a number of new fields to address various omissions.

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 4.2 Standards - 1st May 2001 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 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.

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[1130] RefApplVerID (Optional)
[1406] RefApplExtID (Optional)
[1131] RefCstmApplVerID (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 4.2 Standards - 1st May 2001 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 4.2 Standards - 1st May 2001 errata
[1409] SessionStatus (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 4.2 Standards - 1st May 2001 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 4.2 Standards - 1st May 2001 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)
[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)
[970] PositionLimit (Optional)
[971] NTPositionLimit (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)
[625] TradingSessionSubID (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[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. (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for Bidding
bidding
E = Pending Replace (i.e.(e.g. result of Order Cancel/Replace Request)
[434] CxlRejResponseTo Values 1 = Order cancel request
2 = Order cancel/replace request
1 = Order cancel request
Cancel Request
2 = Order cancel/replace request
Cancel/Replace Request

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[636] WorkingIndicator (Optional)
[586] OrigOrdModTime (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[229] TradeOriginationDate (Optional)
[75] TradeDate (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 4.2 Standards - 1st May 2001 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 4.2 Standards - 1st May 2001 errata
[789] NextExpectedMsgSeqNum (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 4.2 Standards - 1st May 2001 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 4.2 Standards - 1st May 2001 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)
[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)
[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)
[970] PositionLimit (Optional)
[971] NTPositionLimit (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)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Name MassQuoteAcknowledgement MassQuoteAcknowledgementQuoteAcknowledgement
Intro Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. An optional response to Quote, Mass Quote, Quote Cancel, and Quote Request message is the Quote Acknowledgement is used as the application level response to a Mass Quote message.

Field-Level Differences

Field Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[368] QuoteEntryRejectReason Values 1 = Unknown symbol (Security)
2 = Exchange (Security) closed
3 = Quote exceeds limit
4 = Too late to enter
5 = Unknown Quote
6 = Duplicate Quote
7 = Invalid bid/ask spread
8 = Invalid price
9 = Not authorized to quote security

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[537] QuoteType (Optional) [314] UnderlyingMaturityDay (Optional)
[298] QuoteCancelType (Optional) [205] MaturityDay (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[1461] NoTargetPartyIDs (Optional)
[1462] TargetPartyID (Optional)
[1463] TargetPartyIDSource (Optional)
[1464] TargetPartyRole (Optional)
[1] Account (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[763] UnderlyingSecuritySubType (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)
[941] UnderlyingStrikeCurrency (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[998] UnderlyingUnitOfMeasure (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (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)
[367] QuoteSetValidUntilTime (Optional)
[1168] TotNoCxldQuotes (Optional)
[1169] TotNoAccQuotes (Optional)
[1170] TotNoRejQuotes (Optional)
[893] LastFragment (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)
[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)
[970] PositionLimit (Optional)
[971] NTPositionLimit (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)
[132] BidPx (Optional)
[133] OfferPx (Optional)
[134] BidSize (Optional)
[135] OfferSize (Optional)
[62] ValidUntilTime (Optional)
[188] BidSpotRate (Optional)
[190] OfferSpotRate (Optional)
[189] BidForwardPoints (Optional)
[191] OfferForwardPoints (Optional)
[631] MidPx (Optional)
[632] BidYield (Optional)
[633] MidYield (Optional)
[634] OfferYield (Optional)
[60] TransactTime (Optional)
[625] TradingSessionSubID (Optional)
[64] SettlDate (Optional)
[40] OrdType (Optional)
[193] SettlDate2 (Optional)
[192] OrderQty2 (Optional)
[642] BidForwardPoints2 (Optional)
[643] OfferForwardPoints2 (Optional)
[15] Currency (Optional)
[1167] QuoteEntryStatus (Optional)
[775] BookingType (Optional)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 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 message is similar to the format and purpose of to the News message, however, it is intended for private use between two parties.

Additional (Optional) Fields

FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[55] Symbol (Optional) [46] RelatdSym (Optional)
[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)
[969] MinPriceIncrement (Optional)