Spec Comparison Results

FIX Protocol - FIX 4.0 Standards - Original

- vs -

Important Differences (Look closely - development may be required)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[39] OrdStatus (Mandatory)
[434] CxlRejResponseTo (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1137] DefaultApplVerID (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[148] Headline (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[164] EmailThreadID (Mandatory)
[147] Subject (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[100] ExDestination Values 0 = none
4 = POSIT
0 = none
4 = POSIT

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[60] TransactTime (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[100] ExDestination Values 0 = none
4 = POSIT
0 = none
4 = POSIT

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[394] BidType (Mandatory)
[73] NoOrders (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[125] CxlType (Mandatory) [60] TransactTime (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[100] ExDestination Values 0 = none
4 = POSIT
0 = none
4 = POSIT

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[60] TransactTime (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[626] AllocType (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[60] TransactTime (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[60] TransactTime (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[429] ListStatusType (Mandatory)
[431] ListOrderStatus (Mandatory)
[68] TotNoOrders (Mandatory)
[39] OrdStatus (Mandatory)
[151] LeavesQty (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[37] OrderID Reqd Optional OptionalMandatory
[17] ExecID Reqd Optional OptionalMandatory

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[146] NoRelatedSym (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[20] ExecTransType (Mandatory) [150] ExecType (Mandatory)
[151] LeavesQty (Mandatory)

Minor Differences (Just a quick look - development unlikely)

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
Intro

The FIX 4.0 specification delivered enhancements over FIX 3.0 in the following areas:

  • Session layer
  • Header information
  • Supported encryption
  • Date fields were modified
  • Allocation support was significantly improved

The FIX 4.5.0 specification Service Pack 2 delivered enhancements over a number of extension packs to enhance FIX 3.5.0 Service Pack 1 in the following areas:

  • Session layer
  • Header information
  • Supported encryption
  • Date fields were modified
  • Allocation areas:

    • Functionality to support was significantly improved
    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.

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[371] RefTagID (Optional)
[372] RefMsgType (Optional)
[1130] RefApplVerID (Optional)
[1406] RefApplExtID (Optional)
[1131] RefCstmApplVerID (Optional)
[373] SessionRejectReason (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[123] GapFillFlag Values N = Sequence Reset, ignore MsgSeqNum
Y = Gap Fill message, MsgSeqNum field valid
N = Sequence Reset, ignore MsgSeqNum
Ignore Msg Seq Num (N/A For FIXML - Not Used)
Y = Gap Fill message, MsgSeqNum field valid
Message, Msg Seq Num Field Valid

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[1409] SessionStatus (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
Intro Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[28] IOITransType Values C = Cancel
N = New
R = Replace
N = New
C = Cancel
N = New
R = Replace
[55] Symbol Reqd Mandatory MandatoryOptional
[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
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
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] IOIQty Values L = Large
M = Medium
S = Small
L S = Large
Small
M = Medium
S L = Small
Large
U = Undisclosed Quantity
[130] IOINaturalFlag Values N = Not natural
Y = Natural
N = Not natural
Natural
Y = Natural
[104] IOIQualifier Values A = All or none
C = At the close
I = In touch with
L = Limit
M = More behind
O = At the open
P = Taking a position
Q = Current quote
S = Portfolio show-n
T = Through the day
V = Versus
W = Indication - Working away
X = Crossing opportunity
A = All or none
None (AON)
B = Market On Close (MOC) (held to close)
C = At the close
close (around/not held to close)
D = VWAP (Volume Weighted Average Price)
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
Quote)
R = Ready to Trade
S = Portfolio show-n
Shown
T = Through the day
Day
V = Versus
W = Indication - Working away
Away
X = Crossing opportunity
Opportunity
Y = At the Midpoint
Z = Pre-open

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[24] IOIOthSvc (Optional) [1180] ApplID (Optional)
[1181] ApplSeqNum (Optional)
[1350] ApplLastSeqNum (Optional)
[1352] ApplResendFlag (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (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)
[202] StrikePrice (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[206] OptAttribute (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[913] AgreementDesc (Optional)
[914] AgreementID (Optional)
[915] AgreementDate (Optional)
[918] AgreementCurrency (Optional)
[788] TerminationType (Optional)
[916] StartDate (Optional)
[917] EndDate (Optional)
[919] DeliveryType (Optional)
[898] MarginRatio (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitOfMeasure (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UnderlyingInstrumentPartyID (Optional)
[1060] UnderlyingInstrumentPartyIDSource (Optional)
[1061] UnderlyingInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UnderlyingInstrumentPartySubID (Optional)
[1064] UnderlyingInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[854] QtyType (Optional)
[38] OrderQty (Optional)
[152] CashOrderQty (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (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)
[682] LegIOIQty (Optional)
[683] NoLegStipulations (Optional)
[688] LegStipulationType (Optional)
[689] LegStipulationValue (Optional)
[423] PriceType (Optional)
[199] NoIOIQualifiers (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[60] TransactTime (Optional)
[149] URLLink (Optional)
[215] NoRoutingIDs (Optional)
[216] RoutingType (Optional)
[217] RoutingID (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[662] BenchmarkPrice (Optional)
[663] BenchmarkPriceType (Optional)
[699] BenchmarkSecurityID (Optional)
[761] BenchmarkSecurityIDSource (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[701] YieldCalcDate (Optional)
[696] YieldRedemptionDate (Optional)
[697] YieldRedemptionPrice (Optional)
[698] YieldRedemptionPriceType (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
Intro Advertisement messages are used to announce completed transactions. 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 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[5] AdvTransType Values C = Cancel
N = New
R = Replace
N = New
C = Cancel
N = New
R = Replace
[55] Symbol Reqd Mandatory MandatoryOptional
[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
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (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)
[202] StrikePrice (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[206] OptAttribute (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[1212] LegMaturityTime (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitOfMeasure (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1001] LegTimeUnit (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1358] LegPutOrCall (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitOfMeasure (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UnderlyingInstrumentPartyID (Optional)
[1060] UnderlyingInstrumentPartyIDSource (Optional)
[1061] UnderlyingInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UnderlyingInstrumentPartySubID (Optional)
[1064] UnderlyingInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[854] QtyType (Optional)
[75] TradeDate (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[149] URLLink (Optional)
[30] LastMkt (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[102] CxlRejReason Values 0 = Too late to cancel
1 = Unknown order
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 (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[109] ClientID (Optional) [198] SecondaryOrderID (Optional)
[76] ExecBroker (Optional) [526] SecondaryClOrdID (Optional)
[583] ClOrdLinkID (Optional)
[41] OrigClOrdID (Optional)
[636] WorkingIndicator (Optional)
[586] OrigOrdModTime (Optional)
[1] Account (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[229] TradeOriginationDate (Optional)
[75] TradeDate (Optional)
[60] TransactTime (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[98] EncryptMethod Values 0 = None / other
1 = PKCS (proprietary)
2 = DES (EBC mode)
3 = PKCS/DES (proprietary)
4 = PGP/DES (defunct)
5 = PGP/DES-MD5 (see app note on FIX home page)
6 = PEM/DES-MD5 (see app note on FIX home page)
0 = None / other
Other
1 = PKCS (proprietary)
(Proprietary)
2 = DES (EBC mode)
(ECB Mode)
3 = PKCS/DES (proprietary)
PKCS / DES (Proprietary)
4 = PGP/DES (defunct)
PGP / DES (Defunct)
5 = PGP/DES-MD5 PGP / DES-MD5 (See app note on FIX web site)
6 = PEM / DES-MD5
(see app note on FIX home page)
6 = PEM/DES-MD5 (see app note on FIX home page)
web site)

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[141] ResetSeqNumFlag (Optional)
[789] NextExpectedMsgSeqNum (Optional)
[383] MaxMessageSize (Optional)
[384] NoMsgTypes (Optional)
[372] RefMsgType (Optional)
[385] MsgDirection (Optional)
[1130] RefApplVerID (Optional)
[1406] RefApplExtID (Optional)
[1131] RefCstmApplVerID (Optional)
[1410] DefaultVerIndicator (Optional)
[464] TestMessageIndicator (Optional)
[553] Username (Optional)
[554] Password (Optional)
[925] NewPassword (Optional)
[1400] EncryptedPasswordMethod (Optional)
[1401] EncryptedPasswordLen (Optional)
[1402] EncryptedPassword (Optional)
[1403] EncryptedNewPasswordLen (Optional)
[1404] EncryptedNewPassword (Optional)
[1409] SessionStatus (Optional)
[1407] DefaultApplExtID (Optional)
[1408] DefaultCstmApplVerID (Optional)
[58] Text (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
Intro The news message is intended for use as a general free format message between the broker and institution. The news message is intended for use as a general free format message between the broker and institution.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 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[46] RelatdSym (Optional) [1180] ApplID (Optional)
[1181] ApplSeqNum (Optional)
[1350] ApplLastSeqNum (Optional)
[1352] ApplResendFlag (Optional)
[1472] NewsID (Optional)
[1475] NoNewsRefIDs (Optional)
[1476] NewsRefID (Optional)
[1477] NewsRefType (Optional)
[1473] NewsCategory (Optional)
[1474] LanguageCode (Optional)
[358] EncodedHeadlineLen (Optional)
[359] EncodedHeadline (Optional)
[215] NoRoutingIDs (Optional)
[216] RoutingType (Optional)
[217] RoutingID (Optional)
[1301] MarketID (Optional)
[1300] MarketSegmentID (Optional)
[146] NoRelatedSym (Optional)
[55] Symbol (Optional)
[65] SymbolSfx (Optional)
[48] SecurityID (Optional)
[22] SecurityIDSource (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (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)
[202] StrikePrice (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[206] OptAttribute (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[106] Issuer (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[107] SecurityDesc (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[1212] LegMaturityTime (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitOfMeasure (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1001] LegTimeUnit (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1358] LegPutOrCall (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitOfMeasure (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UnderlyingInstrumentPartyID (Optional)
[1060] UnderlyingInstrumentPartyIDSource (Optional)
[1061] UnderlyingInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UnderlyingInstrumentPartySubID (Optional)
[1064] UnderlyingInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[149] URLLink (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
Intro Format and purpose similar to News message, however, intended for private use between two parties. Format The email message is similar to the format and purpose similar to of the News message, however, it is intended for private use between two parties.

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[46] RelatdSym (Optional) [356] EncodedSubjectLen (Optional)
[357] EncodedSubject (Optional)
[215] NoRoutingIDs (Optional)
[216] RoutingType (Optional)
[217] RoutingID (Optional)
[146] NoRelatedSym (Optional)
[55] Symbol (Optional)
[65] SymbolSfx (Optional)
[48] SecurityID (Optional)
[22] SecurityIDSource (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (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)
[202] StrikePrice (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[206] OptAttribute (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[106] Issuer (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[107] SecurityDesc (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitOfMeasure (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UnderlyingInstrumentPartyID (Optional)
[1060] UnderlyingInstrumentPartyIDSource (Optional)
[1061] UnderlyingInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UnderlyingInstrumentPartySubID (Optional)
[1064] UnderlyingInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[555] NoLegs (Optional)
[600] LegSymbol (Optional)
[601] LegSymbolSfx (Optional)
[602] LegSecurityID (Optional)
[603] LegSecurityIDSource (Optional)
[604] NoLegSecurityAltID (Optional)
[605] LegSecurityAltID (Optional)
[606] LegSecurityAltIDSource (Optional)
[607] LegProduct (Optional)
[608] LegCFICode (Optional)
[609] LegSecurityType (Optional)
[764] LegSecuritySubType (Optional)
[610] LegMaturityMonthYear (Optional)
[611] LegMaturityDate (Optional)
[1212] LegMaturityTime (Optional)
[248] LegCouponPaymentDate (Optional)
[249] LegIssueDate (Optional)
[250] LegRepoCollateralSecurityType (Optional)
[251] LegRepurchaseTerm (Optional)
[252] LegRepurchaseRate (Optional)
[253] LegFactor (Optional)
[257] LegCreditRating (Optional)
[599] LegInstrRegistry (Optional)
[596] LegCountryOfIssue (Optional)
[597] LegStateOrProvinceOfIssue (Optional)
[598] LegLocaleOfIssue (Optional)
[254] LegRedemptionDate (Optional)
[612] LegStrikePrice (Optional)
[942] LegStrikeCurrency (Optional)
[613] LegOptAttribute (Optional)
[614] LegContractMultiplier (Optional)
[999] LegUnitOfMeasure (Optional)
[1224] LegUnitOfMeasureQty (Optional)
[1421] LegPriceUnitOfMeasure (Optional)
[1422] LegPriceUnitOfMeasureQty (Optional)
[1001] LegTimeUnit (Optional)
[1420] LegExerciseStyle (Optional)
[1436] LegContractMultiplierUnit (Optional)
[1440] LegFlowScheduleType (Optional)
[615] LegCouponRate (Optional)
[616] LegSecurityExchange (Optional)
[617] LegIssuer (Optional)
[618] EncodedLegIssuerLen (Optional)
[619] EncodedLegIssuer (Optional)
[620] LegSecurityDesc (Optional)
[621] EncodedLegSecurityDescLen (Optional)
[622] EncodedLegSecurityDesc (Optional)
[623] LegRatioQty (Optional)
[624] LegSide (Optional)
[556] LegCurrency (Optional)
[740] LegPool (Optional)
[739] LegDatedDate (Optional)
[955] LegContractSettlMonth (Optional)
[956] LegInterestAccrualDate (Optional)
[1358] LegPutOrCall (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
Name OrderSingle OrderSingleNewOrderSingle
Intro The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[63] SettlType Values 0 = Regular
1 = Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
9 = T+ 5
0 = Regular
Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash
Cash (TOD / T+0)
2 = Next Day
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
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)
[21] HandlInst Reqd Mandatory MandatoryOptional
[18] ExecInst Values 0 = Stay on 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 bidside
A = No cross
B = OK to cross
C = Call first
D = Percent of volume
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
I = Institutions only
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
0 = Stay on offerside
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 bidside
bid side
A = No cross
cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume
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
[81] ProcessCode Values 0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
0 = regular
Regular
1 = soft dollar
Soft Dollar
2 = step-in
Step-In
3 = step-out
Step-Out
4 = soft-dollar step-in
Soft-dollar Step-In
5 = soft-dollar step-out
Soft-dollar Step-Out
6 = plan sponsor
Plan Sponsor
[55] Symbol Reqd Mandatory MandatoryOptional
[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
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
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)
[38] OrderQty Reqd Mandatory MandatoryOptional
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close
B = Limit on close
C = Forex
D = Previously quoted
E = Previously indicated
P = Pegged (requires ExecInst = L, R, M, P or O)
1 = Market
2 = Limit
3 = Stop
Stop / Stop Loss
4 = Stop limit
Limit
5 = Market on close
On Close (No longer used)
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
Close (No longer used)
B = Limit on close
On Close (No longer used)
C = Forex
Forex Market (No longer used)
D = Previously quoted
Quoted
E = Previously indicated
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 (requires ExecInst Pegged
Q
= L, R, M, P or O)
Counter-order selection
[59] TimeInForce Values 0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (OC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
0 = Day
Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Or Cancel (OC)
(IOC)
4 = Fill or Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
[121] ForexReq Values N = Do not execute Forex after security trade
Y = Execute Forex after security trade
N = Do not execute Not Execute Forex after security trade
After Security Trade
Y = Execute Forex after security trade
After Security Trade

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[109] ClientID (Optional) [526] SecondaryClOrdID (Optional)
[76] ExecBroker (Optional) [583] ClOrdLinkID (Optional)
[12] Commission (Optional) [453] NoPartyIDs (Optional)
[13] CommType (Optional) [448] PartyID (Optional)
[47] Rule80A (Optional) [447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[229] TradeOriginationDate (Optional)
[75] TradeDate (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[589] DayBookingInst (Optional)
[590] BookingUnit (Optional)
[591] PreallocMethod (Optional)
[70] AllocID (Optional)
[78] NoAllocs (Optional)
[79] AllocAccount (Optional)
[661] AllocAcctIDSource (Optional)
[736] AllocSettlCurrency (Optional)
[467] IndividualAllocID (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[804] NoNestedPartySubIDs (Optional)
[545] NestedPartySubID (Optional)
[805] NestedPartySubIDType (Optional)
[80] AllocQty (Optional)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[1089] MatchIncrement (Optional)
[1090] MaxPriceLevels (Optional)
[1138] DisplayQty (Optional)
[1082] SecondaryDisplayQty (Optional)
[1083] DisplayWhen (Optional)
[1084] DisplayMethod (Optional)
[1085] DisplayLowQty (Optional)
[1086] DisplayHighQty (Optional)
[1087] DisplayMinIncr (Optional)
[1088] RefreshQty (Optional)
[1133] ExDestinationIDSource (Optional)
[386] NoTradingSessions (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (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)
[202] StrikePrice (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[206] OptAttribute (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[913] AgreementDesc (Optional)
[914] AgreementID (Optional)
[915] AgreementDate (Optional)
[918] AgreementCurrency (Optional)
[788] TerminationType (Optional)
[916] StartDate (Optional)
[917] EndDate (Optional)
[919] DeliveryType (Optional)
[898] MarginRatio (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitOfMeasure (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UnderlyingInstrumentPartyID (Optional)
[1060] UnderlyingInstrumentPartyIDSource (Optional)
[1061] UnderlyingInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UnderlyingInstrumentPartySubID (Optional)
[1064] UnderlyingInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[854] QtyType (Optional)
[152] CashOrderQty (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (Optional)
[1092] PriceProtectionScope (Optional)
[1101] TriggerAction (Optional)
[1102] TriggerPrice (Optional)
[1103] TriggerSymbol (Optional)
[1104] TriggerSecurityID (Optional)
[1105] TriggerSecurityIDSource (Optional)
[1106] TriggerSecurityDesc (Optional)
[1107] TriggerPriceType (Optional)
[1108] TriggerPriceTypeScope (Optional)
[1109] TriggerPriceDirection (Optional)
[1100] TriggerType (Optional)
[1110] TriggerNewPrice (Optional)
[1111] TriggerOrderType (Optional)
[1112] TriggerNewQty (Optional)
[1113] TriggerTradingSessionID (Optional)
[1114] TriggerTradingSessionSubID (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[662] BenchmarkPrice (Optional)
[663] BenchmarkPriceType (Optional)
[699] BenchmarkSecurityID (Optional)
[761] BenchmarkSecurityIDSource (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[701] YieldCalcDate (Optional)
[696] YieldRedemptionDate (Optional)
[697] YieldRedemptionPrice (Optional)
[698] YieldRedemptionPriceType (Optional)
[376] ComplianceID (Optional)
[377] SolicitedFlag (Optional)
[168] EffectiveTime (Optional)
[432] ExpireDate (Optional)
[427] GTBookingInst (Optional)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[1091] PreTradeAnonymity (Optional)
[582] CustOrderCapacity (Optional)
[775] BookingType (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[193] SettlDate2 (Optional)
[192] OrderQty2 (Optional)
[640] Price2 (Optional)
[77] PositionEffect (Optional)
[203] CoveredOrUncovered (Optional)
[210] MaxShow (Optional)
[211] PegOffsetValue (Optional)
[1094] PegPriceType (Optional)
[835] PegMoveType (Optional)
[836] PegOffsetType (Optional)
[837] PegLimitType (Optional)
[838] PegRoundDirection (Optional)
[840] PegScope (Optional)
[1096] PegSecurityIDSource (Optional)
[1097] PegSecurityID (Optional)
[1098] PegSymbol (Optional)
[1099] PegSecurityDesc (Optional)
[388] DiscretionInst (Optional)
[389] DiscretionOffsetValue (Optional)
[841] DiscretionMoveType (Optional)
[842] DiscretionOffsetType (Optional)
[843] DiscretionLimitType (Optional)
[844] DiscretionRoundDirection (Optional)
[846] DiscretionScope (Optional)
[847] TargetStrategy (Optional)
[957] NoStrategyParameters (Optional)
[958] StrategyParameterName (Optional)
[959] StrategyParameterType (Optional)
[960] StrategyParameterValue (Optional)
[848] TargetStrategyParameters (Optional)
[849] ParticipationRate (Optional)
[480] CancellationRights (Optional)
[481] MoneyLaunderingStatus (Optional)
[513] RegistID (Optional)
[494] Designation (Optional)
[1028] ManualOrderIndicator (Optional)
[1029] CustDirectedOrder (Optional)
[1030] ReceivedDeptID (Optional)
[1031] CustOrderHandlingInst (Optional)
[1032] OrderHandlingInstSource (Optional)
[768] NoTrdRegTimestamps (Optional)
[769] TrdRegTimestamp (Optional)
[770] TrdRegTimestampType (Optional)
[771] TrdRegTimestampOrigin (Optional)
[1033] DeskType (Optional)
[1034] DeskTypeSource (Optional)
[1035] DeskOrderHandlingInst (Optional)
[1080] RefOrderID (Optional)
[1081] RefOrderIDSource (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
Name OrderList OrderListNewOrderList
Intro The new order list message type is used by institutions wishing to electronically submit lists of related orders to a broker for execution. The new order list message type is NewOrderList Message can be used by institutions wishing to electronically submit lists in one of related orders to a broker for execution.two ways depending on which market conventions are being followed.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[63] SettlType Values 0 = Regular
1 = Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When Issued
8 = Sellers Option
9 = T+ 5
0 = Regular
Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash
Cash (TOD / T+0)
2 = Next Day
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
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)
[21] HandlInst Reqd Mandatory MandatoryOptional
[18] ExecInst Values 0 = Stay on 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 bidside
A = No cross
B = OK to cross
C = Call first
D = Percent of volume
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
I = Institutions only
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg
P = Market peg
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
0 = Stay on offerside
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 bidside
bid side
A = No cross
cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume
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
[81] ProcessCode Values 0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
0 = regular
Regular
1 = soft dollar
Soft Dollar
2 = step-in
Step-In
3 = step-out
Step-Out
4 = soft-dollar step-in
Soft-dollar Step-In
5 = soft-dollar step-out
Soft-dollar Step-Out
6 = plan sponsor
Plan Sponsor
[55] Symbol Reqd Mandatory MandatoryOptional
[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
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
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)
[38] OrderQty Reqd Mandatory MandatoryOptional
[40] OrdType Reqd Mandatory MandatoryOptional
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close
B = Limit on close
C = Forex
D = Previously quoted
E = Previously indicated
P = Pegged (requires ExecInst = L, R, M, P or O)
1 = Market
2 = Limit
3 = Stop
Stop / Stop Loss
4 = Stop limit
Limit
5 = Market on close
On Close (No longer used)
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
Close (No longer used)
B = Limit on close
On Close (No longer used)
C = Forex
Forex Market (No longer used)
D = Previously quoted
Quoted
E = Previously indicated
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 (requires ExecInst Pegged
Q
= L, R, M, P or O)
Counter-order selection
[59] TimeInForce Values 0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (OC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
0 = Day
Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Or Cancel (OC)
(IOC)
4 = Fill or Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
Date (GTD)
7 = At the Close
8 = Good Through Crossing
9 = At Crossing
[121] ForexReq Values N = Do not execute Forex after security trade
Y = Execute Forex after security trade
N = Do not execute Not Execute Forex after security trade
After Security Trade
Y = Execute Forex after security trade
After Security Trade

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[105] WaveNo (Optional) [390] BidID (Optional)
[109] ClientID (Optional) [391] ClientBidID (Optional)
[76] ExecBroker (Optional) [414] ProgRptReqs (Optional)
[12] Commission (Optional) [415] ProgPeriodInterval (Optional)
[13] CommType (Optional) [480] CancellationRights (Optional)
[47] Rule80A (Optional) [481] MoneyLaunderingStatus (Optional)
[513] RegistID (Optional)
[433] ListExecInstType (Optional)
[1385] ContingencyType (Optional)
[352] EncodedListExecInstLen (Optional)
[353] EncodedListExecInst (Optional)
[765] AllowableOneSidednessPct (Optional)
[766] AllowableOneSidednessValue (Optional)
[767] AllowableOneSidednessCurr (Optional)
[893] LastFragment (Optional)
[1116] NoRootPartyIDs (Optional)
[1117] RootPartyID (Optional)
[1118] RootPartyIDSource (Optional)
[1119] RootPartyRole (Optional)
[1120] NoRootPartySubIDs (Optional)
[1121] RootPartySubID (Optional)
[1122] RootPartySubIDType (Optional)
[526] SecondaryClOrdID (Optional)
[583] ClOrdLinkID (Optional)
[160] SettlInstMode (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[229] TradeOriginationDate (Optional)
[75] TradeDate (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[589] DayBookingInst (Optional)
[590] BookingUnit (Optional)
[70] AllocID (Optional)
[591] PreallocMethod (Optional)
[78] NoAllocs (Optional)
[79] AllocAccount (Optional)
[661] AllocAcctIDSource (Optional)
[736] AllocSettlCurrency (Optional)
[467] IndividualAllocID (Optional)
[539] NoNestedPartyIDs (Optional)
[524] NestedPartyID (Optional)
[525] NestedPartyIDSource (Optional)
[538] NestedPartyRole (Optional)
[804] NoNestedPartySubIDs (Optional)
[545] NestedPartySubID (Optional)
[805] NestedPartySubIDType (Optional)
[80] AllocQty (Optional)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[1089] MatchIncrement (Optional)
[1090] MaxPriceLevels (Optional)
[1138] DisplayQty (Optional)
[1082] SecondaryDisplayQty (Optional)
[1083] DisplayWhen (Optional)
[1084] DisplayMethod (Optional)
[1085] DisplayLowQty (Optional)
[1086] DisplayHighQty (Optional)
[1087] DisplayMinIncr (Optional)
[1088] RefreshQty (Optional)
[1133] ExDestinationIDSource (Optional)
[386] NoTradingSessions (Optional)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (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)
[202] StrikePrice (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[206] OptAttribute (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitOfMeasure (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UnderlyingInstrumentPartyID (Optional)
[1060] UnderlyingInstrumentPartyIDSource (Optional)
[1061] UnderlyingInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UnderlyingInstrumentPartySubID (Optional)
[1064] UnderlyingInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[315] UnderlyingPutOrCall (Optional)
[401] SideValueInd (Optional)
[60] TransactTime (Optional)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[854] QtyType (Optional)
[152] CashOrderQty (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (Optional)
[1092] PriceProtectionScope (Optional)
[1101] TriggerAction (Optional)
[1102] TriggerPrice (Optional)
[1103] TriggerSymbol (Optional)
[1104] TriggerSecurityID (Optional)
[1105] TriggerSecurityIDSource (Optional)
[1106] TriggerSecurityDesc (Optional)
[1107] TriggerPriceType (Optional)
[1108] TriggerPriceTypeScope (Optional)
[1109] TriggerPriceDirection (Optional)
[1100] TriggerType (Optional)
[1110] TriggerNewPrice (Optional)
[1111] TriggerOrderType (Optional)
[1112] TriggerNewQty (Optional)
[1113] TriggerTradingSessionID (Optional)
[1114] TriggerTradingSessionSubID (Optional)
[218] Spread (Optional)
[220] BenchmarkCurveCurrency (Optional)
[221] BenchmarkCurveName (Optional)
[222] BenchmarkCurvePoint (Optional)
[662] BenchmarkPrice (Optional)
[663] BenchmarkPriceType (Optional)
[699] BenchmarkSecurityID (Optional)
[761] BenchmarkSecurityIDSource (Optional)
[235] YieldType (Optional)
[236] Yield (Optional)
[701] YieldCalcDate (Optional)
[696] YieldRedemptionDate (Optional)
[697] YieldRedemptionPrice (Optional)
[698] YieldRedemptionPriceType (Optional)
[376] ComplianceID (Optional)
[377] SolicitedFlag (Optional)
[23] IOIID (Optional)
[117] QuoteID (Optional)
[1080] RefOrderID (Optional)
[1081] RefOrderIDSource (Optional)
[168] EffectiveTime (Optional)
[432] ExpireDate (Optional)
[427] GTBookingInst (Optional)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[1091] PreTradeAnonymity (Optional)
[582] CustOrderCapacity (Optional)
[775] BookingType (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[193] SettlDate2 (Optional)
[192] OrderQty2 (Optional)
[640] Price2 (Optional)
[77] PositionEffect (Optional)
[203] CoveredOrUncovered (Optional)
[210] MaxShow (Optional)
[211] PegOffsetValue (Optional)
[1094] PegPriceType (Optional)
[835] PegMoveType (Optional)
[836] PegOffsetType (Optional)
[837] PegLimitType (Optional)
[838] PegRoundDirection (Optional)
[840] PegScope (Optional)
[1096] PegSecurityIDSource (Optional)
[1097] PegSecurityID (Optional)
[1098] PegSymbol (Optional)
[1099] PegSecurityDesc (Optional)
[388] DiscretionInst (Optional)
[389] DiscretionOffsetValue (Optional)
[841] DiscretionMoveType (Optional)
[842] DiscretionOffsetType (Optional)
[843] DiscretionLimitType (Optional)
[844] DiscretionRoundDirection (Optional)
[846] DiscretionScope (Optional)
[847] TargetStrategy (Optional)
[957] NoStrategyParameters (Optional)
[958] StrategyParameterName (Optional)
[959] StrategyParameterType (Optional)
[960] StrategyParameterValue (Optional)
[848] TargetStrategyParameters (Optional)
[849] ParticipationRate (Optional)
[494] Designation (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
Intro The order cancel request message is used to request the cancellation of all or part of the remaining quantity of an existing order. The order cancel request message is used to request requests the cancellation of all or part of the remaining quantity of an existing order.order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order).

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.0 Standards - Original [Final Text] FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original [Blacklined]
[41] OrigClOrdID Reqd Mandatory MandatoryOptional
[55] Symbol Reqd Mandatory MandatoryOptional
[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
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
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)
[38] OrderQty Reqd Mandatory MandatoryOptional

Additional (Optional) Fields

FIX Protocol - FIX 4.0 Standards - Original FIX Protocol - FIX 5.0 Service Pack 2 Standards - Original
[109] ClientID (Optional) [526] SecondaryClOrdID (Optional)
[76] ExecBroker (Optional) [583] ClOrdLinkID (Optional)
[586] OrigOrdModTime (Optional)
[1] Account (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[1227] ProductComplex (Optional)
[1151] SecurityGroup (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (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)
[202] StrikePrice (Optional)
[1478] StrikePriceDeterminationMethod (Optional)
[1479] StrikePriceBoundaryMethod (Optional)
[1480] StrikePriceBoundaryPrecision (Optional)
[1481] UnderlyingPriceDeterminationMethod (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[206] OptAttribute (Optional)
[1435] ContractMultiplierUnit (Optional)
[1439] FlowScheduleType (Optional)
[1482] OptPayoutType (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[1146] MinPriceIncrementAmount (Optional)
[996] UnitOfMeasure (Optional)
[1147] UnitOfMeasureQty (Optional)
[1191] PriceUnitOfMeasure (Optional)
[1192] PriceUnitOfMeasureQty (Optional)
[1193] SettlMethod (Optional)
[1194] ExerciseStyle (Optional)
[1195] OptPayoutAmount (Optional)
[1196] PriceQuoteMethod (Optional)
[1197] ValuationMethod (Optional)
[1198] ListMethod (Optional)
[1199] CapPrice (Optional)
[1200] FloorPrice (Optional)
[201] PutOrCall (Optional)
[1244] FlexibleIndicator (Optional)
[1242] FlexProductEligibilityIndicator (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[1184] SecurityXMLLen (Optional)
[1185] SecurityXML (Optional)
[1186] SecurityXMLSchema (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[1145] EventTime (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[1483] NoComplexEvents (Optional)
[1484] ComplexEventType (Optional)
[1485] ComplexOptPayoutAmount (Optional)
[1486] ComplexEventPrice (Optional)
[1487] ComplexEventPriceBoundaryMethod (Optional)
[1488] ComplexEventPriceBoundaryPrecision (Optional)
[1489] ComplexEventPriceTimeType (Optional)
[1490] ComplexEventCondition (Optional)
[1491] NoComplexEventDates (Optional)
[1492] ComplexEventStartDate (Optional)
[1493] ComplexEventEndDate (Optional)
[1494] NoComplexEventTimes (Optional)
[1495] ComplexEventStartTime (Optional)
[1496] ComplexEventEndTime (Optional)
[913] AgreementDesc (Optional)
[914] AgreementID (Optional)
[915] AgreementDate (Optional)
[918] AgreementCurrency (Optional)
[788] TerminationType (Optional)
[916] StartDate (Optional)
[917] EndDate (Optional)
[919] DeliveryType (Optional)
[898] MarginRatio (Optional)
[711] NoUnderlyings (Optional)
[311] UnderlyingSymbol (Optional)
[312] UnderlyingSymbolSfx (Optional)
[309] UnderlyingSecurityID (Optional)
[305] UnderlyingSecurityIDSource (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[310] UnderlyingSecurityType (Optional)
[763] UnderlyingSecuritySubType (Optional)
[313] UnderlyingMaturityMonthYear (Optional)
[542] UnderlyingMaturityDate (Optional)
[1213] UnderlyingMaturityTime (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[1453] UnderlyingRestructuringType (Optional)
[1454] UnderlyingSeniority (Optional)
[1455] UnderlyingNotionalPercentageOutstanding (Optional)
[1456] UnderlyingOriginalNotionalPercentageOutstanding (Optional)
[1459] UnderlyingAttachmentPoint (Optional)
[1460] UnderlyingDetachmentPoint (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[316] UnderlyingStrikePrice (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[317] UnderlyingOptAttribute (Optional)
[1437] UnderlyingContractMultiplierUnit (Optional)
[1441] UnderlyingFlowScheduleType (Optional)
[436] UnderlyingContractMultiplier (Optional)
[998] UnderlyingUnitOfMeasure (Optional)
[1423] UnderlyingUnitOfMeasureQty (Optional)
[1424] UnderlyingPriceUnitOfMeasure (Optional)
[1425] UnderlyingPriceUnitOfMeasureQty (Optional)
[1000] UnderlyingTimeUnit (Optional)
[1419] UnderlyingExerciseStyle (Optional)