Spec Comparison Results

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata

- vs -

Important Differences (Look closely - development may be required)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[373] SessionRejectReason Values 0 = Invalid tag number
1 = Required tag missing
2 = Tag not defined for this message type
3 = Undefined Tag
4 = Tag specified without a value
5 = Value is incorrect (out of range) for this tag
6 = Incorrect data format for value
7 = Decryption problem
8 = Signature problem
9 = CompID problem
10 = SendingTime accuracy problem
11 = Invalid MsgType
12 = XML Validation error
13 = Tag appears more than once
14 = Tag specified out of required order
15 = Repeating group fields out of order
16 = Incorrect NumInGroup count for repeating group
17 = Non "data" value includes field delimiter (SOH character)
99 = Other
0 = Invalid tag number
1 = Required tag missing
10 = SendingTime accuracy problem
11 = Invalid MsgType
2 = Tag not defined for this message type
3 = Undefined Tag
4 = Tag specified without a value
5 = Value is incorrect (out of range) for this tag
6 = Incorrect data format for value
7 = Decryption problem
8 = Signature problem
9 = CompID problem
10 = SendingTime accuracy problem
11 = Invalid MsgType
12 = XML Validation error
13 = Tag appears more than once
14 = Tag specified out of required order
15 = Repeating group fields out of order
16 = Incorrect NumInGroup count for repeating group
17 = Non "data" value includes field delimiter (SOH character)
99 = Other

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[104] IOIQualifier Values A = All or none
B = Market On Close (MOC) (held to close)
C = At the close (around/not held to close)
D = VWAP (Volume Weighted Avg Price)
I = In touch with
L = Limit
M = More behind
O = At the open
P = Taking a position
Q = At the Market (previously called Current Quote)
R = Ready to trade
S = Portfolio shown
T = Through the day
V = Versus
W = Indication - Working away
X = Crossing opportunity
Y = At the Midpoint
Z = Pre-open
A = All or none
B = Market On Close (MOC) (held to close)
C = At the close (around/not held to close)
D = VWAP (Volume Weighted Avg Price)
close
I = In touch with
L = Limit
M = More behind
O = At the open
P = Taking a position
Q = At the Market (previously called Current Quote)
R = Ready to trade
S = Portfolio shown
show-n
T = Through the day
V = Versus
W = Indication - Working away
X = Crossing opportunity
Y = At the Midpoint
Z = Pre-open

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[102] CxlRejReason Values 0 = Too late to cancel
1 = Unknown order
2 = Broker / Exchange Option
3 = Order already in Pending Cancel or Pending Replace status
4 = Unable to process Order Mass Cancel Request
5 = OrigOrdModTime (586) did not match last TransactTime (60) of order
6 = Duplicate ClOrdID (11) received
99 = Other
0 = Too late to cancel
1 = Unknown order
2 = Broker / Exchange Option
3 = Order already in Pending Cancel or Pending Replace status
4 = Unable to process Order Mass Cancel Request
5 = OrigOrdModTime (586) did not match last TransactTime (60) of order
6 = Duplicate ClOrdID (11) received
99 = Other

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[55] Symbol (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[98] EncryptMethod (Mandatory)
[108] HeartBtInt (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[297] QuoteAckStatus Values 0 = Accepted
1 = Canceled for Symbol(s)
2 = Canceled for Security Type(s)
3 = Canceled for Underlying
4 = Canceled All
5 = Rejected
6 = Removed from Market
7 = Expired
8 = Query
9 = Quote Not Found
10 = Pending
11 = Pass
12 = Locked Market Warning
13 = Cross Market Warning
14 = Canceled due to lock market
15 = Canceled due to cross market
0 = Accepted
1 = Canceled for Symbol(s)
2 = Canceled for Security Type(s)
3 = Canceled for Underlying
4 = Canceled All
5 = Rejected
6 = Removed from Market
7 = Expired
8 = Query
9 = Quote Not Found
10 = Pending
11 = Pass
12 = Locked Market Warning
13 = Cross Market Warning
14 = Canceled due to lock market
15 = Canceled due to cross market
[300] QuoteRejectReason Values 1 = Unknown symbol (Security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Unknown Quote
6 = Duplicate Quote
7 = Invalid bid/ask spread
8 = Invalid price
9 = Not authorized to quote security
99 = Other
1 = Unknown symbol (Security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Unknown Quote
6 = Duplicate Quote
7 = Invalid bid/ask spread
8 = Invalid price
9 = Not authorized to quote security
99 = Other
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
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)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
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)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
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)
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 (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
[77] OpenClose Values O = Open
C = Close
R = Rolled
F = FIFO
O = Open
C = Close
R O = Rolled
F = FIFO
Open
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[394] BidType Values 1 = "Non Disclosed" Style (e.g. US/European)
2 = "Disclosed" Style (e.g. Japanese)
3 = No Bidding Process
1 = "Non Disclosed" Style (e.g. US/European)
2 = "Disclosed" Style (e.g. Japanese)
3 = No Bidding Process
[433] ListExecInstType Values 1 = Immediate
2 = Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list)
3 = Exchange/switch CIV order – Sell driven
4 = Exchange/switch CIV order – Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order)
5 = Exchange/switch CIV order – Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order)
1 = Immediate
2 = Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list)
3 = Exchange/switch CIV order – Sell driven
4 = Exchange/switch CIV order – Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order)
5 = Exchange/switch CIV order – Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order)
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
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)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
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)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
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)
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 (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[401] SideValueInd Values 1 = SideValue1
2 = SideValue 2
1 = SideValue1
2 = SideValue 2
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
[77] OpenClose Values O = Open
C = Close
R = Rolled
F = FIFO
O = Open
C = Close
R O = Rolled
F = FIFO
Open
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[326] SecurityTradingStatus Values 1 = Opening Delay
2 = Trading Halt
3 = Resume
4 = No Open/No Resume
5 = Price Indication
6 = Trading Range Indication
7 = Market Imbalance Buy
8 = Market Imbalance Sell
9 = Market On Close Imbalance Buy
10 = Market On Close Imbalance Sell
12 = No Market Imbalance
13 = No Market On Close Imbalance
14 = ITS Pre-Opening
15 = New Price Indication
16 = Trade Dissemination Time
17 = Ready to trade (start of session)
18 = Not Available for trading (end of session)
19 = Not Traded on this Market
20 = Unknown or Invalid
21 = Pre-Open
22 = Opening Rotation
23 = Fast Market
1 = Opening Delay
2 = Trading Halt
3 = Resume
4 = No Open/No Resume
5 = Price Indication
6 = Trading Range Indication
7 = Market Imbalance Buy
8 = Market Imbalance Sell
9 = Market On Close Imbalance Buy
10 = Market On Close Imbalance Sell
12 = No Market Imbalance
13 = No Market On Close Imbalance
14 = ITS Pre-Opening
15 = New Price Indication
16 = Trade Dissemination Time
17 = Ready to trade (start of session)
18 = Not Available for trading (end of session)
19 = Not Traded on this Market
2 = Trading Halt
20 = Unknown or Invalid
21 3 = Pre-Open
22
Resume
4
= Opening Rotation
23
No Open/No Resume
5
= Fast Market
Price Indication
6 = Trading Range Indication
7 = Market Imbalance Buy
8 = Market Imbalance Sell
9 = Market On Close Imbalance Buy
[291] FinancialStatus Values 1 = Bankrupt
2 = Pending delisting
1 = Bankrupt
2 = Pending delisting

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[21] HandlInst Reqd Optional OptionalMandatory
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
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)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
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)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
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)
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 (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
[77] OpenClose Values O = Open
C = Close
R = Rolled
F = FIFO
O = Open
C = Close
R O = Rolled
F = FIFO
Open

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[340] TradSesStatus Values 0 = Unknown
1 = Halted
2 = Open
3 = Closed
4 = Pre-Open
5 = Pre-Close
6 = Request Rejected
0 = Unknown
1 = Halted
2 = Open
3 = Closed
4 = Pre-Open
5 = Pre-Close
6 = Request Rejected

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[311] UnderlyingSymbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[77] OpenClose Values O = Open
C = Close
R = Rolled
F = FIFO
O = Open
C = Close
R O = Rolled
F = FIFO
Open
[80] AllocShares Reqd Optional OptionalMandatory
[156] SettlCurrFxRateCalc Values M = Multiply
D = Divide
M = Multiply
D = Divide
[139] MiscFeeType Values 1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent
1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax
10 = Per transaction
11 = Conversion
12 = Agent

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[626] AllocType (Mandatory)
[857] AllocNoOrdersType (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[380] BusinessRejectReason Values 0 = Other
1 = Unkown ID
2 = Unknown Security
3 = Unsupported Message Type
4 = Application not available
5 = Conditionally Required Field Missing
6 = Not authorized
7 = DeliverTo firm not available at this time
0 = Other
1 = Unkown ID
2 = Unknown Security
3 = Unsupported Message Type
4 = Application not available
5 = Conditionally Required Field Missing
6 = Not authorized
7 = DeliverTo firm not available at this time

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[394] BidType Values 1 = "Non Disclosed" Style (e.g. US/European)
2 = "Disclosed" Style (e.g. Japanese)
3 = No Bidding Process
1 = "Non Disclosed" Style (e.g. US/European)
2 = "Disclosed" Style (e.g. Japanese)
3 = No Bidding Process
[399] BidDescriptorType Values 1 = Sector
2 = Country
3 = Index
1 = Sector
2 = Country
3 = Index
[401] SideValueInd Values 1 = SideValue1
2 = SideValue 2
1 = SideValue1
2 = SideValue 2
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[66] ListID (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[66] ListID (Mandatory)
[422] TotNoStrikes (Mandatory)
[428] NoStrikes (Mandatory)
[44] Price (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[429] ListStatusType Values 1 = Ack
2 = Response
3 = Timed
4 = ExecStarted
5 = AllDone
6 = Alert
1 = Ack
2 = Response
3 = Timed
4 = ExecStarted
5 = AllDone
6 = Alert
[431] ListOrderStatus Values 1 = InBiddingProcess
2 = ReceivedForExecution
3 = Executing
4 = Canceling
5 = Alert
6 = All Done
7 = Reject
1 = InBiddingProcess
2 = ReceivedForExecution
3 = Executing
4 = Canceling
5 = Alert
6 = All Done
7 = Reject
[103] OrdRejReason Values 0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
6 = Duplicate Order (e.g. dupe ClOrdID (11))
7 = Duplicate of a verbally communicated order
8 = Stale Order
9 = Trade Along required
10 = Invalid Investor ID
11 = Unsupported order characteristic12 = Surveillence Option
13 = Incorrect quantity
14 = Incorrect allocated quantity
15 = Unknown account(s)
99 = Other
0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
6 = Duplicate Order (e.g. dupe ClOrdID (11))
ClOrdID)
7 = Duplicate of a verbally communicated order
8 = Stale Order
9 = Trade Along required
10 = Invalid Investor ID
11 = Unsupported order characteristic12 = Surveillence Option
13 = Incorrect quantity
14 = Incorrect allocated quantity
15 = Unknown account(s)
99 = Other

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[127] DKReason Values A = Unknown symbol
B = Wrong side
C = Quantity exceeds order
D = No matching order
E = Price exceeds limit
F = Calculation difference
Z = Other
A = Unknown symbol
B = Wrong side
C = Quantity exceeds order
D = No matching order
E = Price exceeds limit
F = Calculation difference
Z = Other
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[162] SettlInstID Reqd Optional OptionalMandatory
[163] SettlInstTransType Reqd Optional OptionalMandatory
[163] SettlInstTransType Values N = New
C = Cancel
R = Replace
T = Restate (used where the Settlement Instruction is being used to communicate standing instructions which have not been changed or added to)
N = New
C = Cancel
N = New
R = Replace
T = Restate (used where the Settlement Instruction is being used to communicate standing instructions which have not been changed or added to)
[214] SettlInstRefID Reqd Optional OptionalMandatory
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[172] SettlDeliveryType Values 0 = "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1 = "Free": Deliver (if Sell) or Receive (if Buy) Free
2 = Tri-Party
3 = Hold In Custody
0 = "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1 = "Free": Deliver (if Sell) or Receive (if Buy) Free
2 = Tri-Party
3 = Hold In Custody
[169] StandInstDbType Values 0 = Other
1 = DTC SID
2 = Thomson ALERT
3 = A Global Custodian (StandInstDbName (170) must be provided)
4 = AccountNet
0 = Other
1 = DTC SID
2 = Thomson ALERT
3 = A Global Custodian (StandInstDbName (170) must be provided)
4 = AccountNet
[165] SettlInstSource Reqd Optional OptionalMandatory
[165] SettlInstSource Values 1 = Broker’s Instructions
2 = Institution’s Instructions
3 = Investor (e.g. CIV use)
1 = Broker’s Brokers Instructions
2 = Institution’s Institutions Instructions
3 = Investor (e.g. CIV use)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[777] SettlInstMsgID (Mandatory) [79] AllocAccount (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[269] MDEntryType Values 0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[291] FinancialStatus Values 1 = Bankrupt
2 = Pending delisting
1 = Bankrupt
2 = Pending delisting
[269] MDEntryType Values 0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
[270] MDEntryPx Reqd Optional OptionalMandatory
[277] TradeCondition Values A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only) Market
E = Opening / Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (Amex)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
M = Sold (out of sequence)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (Cannot be used in combination with Q)
Q = Imbalance More Sellers (Cannot be used in combination with P)
R = Opening Price
A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only) Market
E = Opening / Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (Amex)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
M = Sold (out of sequence)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (Cannot be used in combination with Q)
Q = Imbalance More Sellers (Cannot be used in combination with P)
R = Opening Price
[286] OpenCloseSettleFlag Values 0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
0 = Daily Open / Close / Settlement entry
price
1 = Session Open / Close / Settlement entry
price
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
price
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
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)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
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)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
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)
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 (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[269] MDEntryType Values 0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
0 = Bid
1 = Offer
2 = Trade
3 = Index Value
4 = Opening Price
5 = Closing Price
6 = Settlement Price
7 = Trading Session High Price
8 = Trading Session Low Price
9 = Trading Session VWAP Price
A = Imbalance
B = Trade Volume
C = Open Interest
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[291] FinancialStatus Values 1 = Bankrupt
2 = Pending delisting
1 = Bankrupt
2 = Pending delisting
[277] TradeCondition Values A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only) Market
E = Opening / Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (Amex)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
M = Sold (out of sequence)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (Cannot be used in combination with Q)
Q = Imbalance More Sellers (Cannot be used in combination with P)
R = Opening Price
A = Cash (only) Market
B = Average Price Trade
C = Cash Trade (same day clearing)
D = Next Day (only) Market
E = Opening / Reopening Trade Detail
F = Intraday Trade Detail
G = Rule 127 Trade (NYSE)
H = Rule 155 Trade (Amex)
I = Sold Last (late reporting)
J = Next Day Trade (next day clearing)
K = Opened (late report of opened trade)
L = Seller
M = Sold (out of sequence)
N = Stopped Stock (guarantee of price but does not execute the order)
P = Imbalance More Buyers (Cannot be used in combination with Q)
Q = Imbalance More Sellers (Cannot be used in combination with P)
R = Opening Price
[286] OpenCloseSettleFlag Values 0 = Daily Open / Close / Settlement entry
1 = Session Open / Close / Settlement entry
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
0 = Daily Open / Close / Settlement entry
price
1 = Session Open / Close / Settlement entry
price
2 = Delivery Settlement entry
3 = Expected entry
4 = Entry from previous business day
5 = Theoretical Price value
price
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
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)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
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)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
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)
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 (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[281] MDReqRejReason Values 0 = Unknown symbol
1 = Duplicate MDReqID
2 = Insufficient Bandwidth
3 = Insufficient Permissions
4 = Unsupported SubscriptionRequestType
5 = Unsupported MarketDepth
6 = Unsupported MDUpdateType
7 = Unsupported AggregatedBook
8 = Unsupported MDEntryType
9 = Unsupported TradingSessionID
A = Unsupported Scope
B = Unsupported OpenCloseSettleFlag
C = Unsupported MDImplicitDelete
0 = Unknown symbol
1 = Duplicate MDReqID
2 = Insufficient Bandwidth
3 = Insufficient Permissions
4 = Unsupported SubscriptionRequestType
5 = Unsupported MarketDepth
6 = Unsupported MDUpdateType
7 = Unsupported AggregatedBook
8 = Unsupported MDEntryType
9 = Unsupported TradingSessionID
A = Unsupported Scope
B = Unsupported OpenCloseSettleFlag
C = Unsupported MDImplicitDelete

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[295] NoQuoteEntries Reqd Optional OptionalMandatory
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[150] ExecType Values 0 = New
3 = Done for day
4 = Canceled
5 = Replace
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct (formerly an ExecTransType (20))
H = Trade Cancel (formerly an ExecTransType)
I = Order Status (formerly an ExecTransType)
0 = New
1 = Partial fill
2 = Fill
3 = Done for day
4 = Canceled
5 = Replace
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct (formerly an ExecTransType (20))
H = Trade Cancel (formerly an ExecTransType)
I = Order Status (formerly an ExecTransType)
[103] OrdRejReason Values 0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
6 = Duplicate Order (e.g. dupe ClOrdID (11))
7 = Duplicate of a verbally communicated order
8 = Stale Order
9 = Trade Along required
10 = Invalid Investor ID
11 = Unsupported order characteristic12 = Surveillence Option
13 = Incorrect quantity
14 = Incorrect allocated quantity
15 = Unknown account(s)
99 = Other
0 = Broker / Exchange option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
6 = Duplicate Order (e.g. dupe ClOrdID (11))
ClOrdID)
7 = Duplicate of a verbally communicated order
8 = Stale Order
9 = Trade Along required
10 = Invalid Investor ID
11 = Unsupported order characteristic12 = Surveillence Option
13 = Incorrect quantity
14 = Incorrect allocated quantity
15 = Unknown account(s)
99 = Other
[378] ExecRestatementReason Values 0 = GT Corporate action
1 = GT renewal / restatement (no corporate action)
2 = Verbal change
3 = Repricing of order
4 = Broker option
5 = Partial decline of OrderQty (e.g. exchange-initiated partial cancel)
6 = Cancel on Trading Halt
7 = Cancel on System Failure
8 = Market (Exchange) Option
9 = Canceled, Not Best
10 = Warehouse recap
99 = Other
0 = GT Corporate action
1 = GT renewal / restatement (no corporate action)
2 = Verbal change
3 = Repricing of order
4 = Broker option
5 = Partial decline of OrderQty (e.g. exchange-initiated partial cancel)
6 = Cancel on Trading Halt
7 = Cancel on System Failure
8 = Market (Exchange) Option
9 = Canceled, Not Best
10 = Warehouse recap
99 = Other
[55] Symbol Reqd Optional OptionalMandatory
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[388] DiscretionInst Values 0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
0 = Related to displayed price
1 = Related to market price
2 = Related to primary price
3 = Related to local primary price
4 = Related to midpoint price
5 = Related to last trade price
6 = Related to VWAP
[59] TimeInForce Values 0 = Day (or session)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
0 = Day (or session)
Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
[18] ExecInst Values 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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
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)
R = Primary peg (primary market - buy at bid/sell at offer)
S = Suspend
U = Customer Display Instruction (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
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
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
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)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
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)
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 (Rule11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
Z = Cancel if Not Best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
[156] SettlCurrFxRateCalc Values M = Multiply
D = Divide
M = Multiply
D = Divide
[77] OpenClose Values O = Open
C = Close
R = Rolled
F = FIFO
O = Open
C = Close
R O = Rolled
F = FIFO
Open

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[20] ExecTransType (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[393] TotalNumSecurities (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[22] IDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)
H = Clearing House / Clearing Organization
I = ISDA/FpML Product Specification
J = Options Price Reporting Authority
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
J = Options Price Reporting Authority
[167] SecurityType Values FUT = Future
OPT = Option
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
XLINKD = Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
FOR = Foreign Exchange Contract
CS = Common Stock
PS = Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized Mortgage Obligation
IET = IOETTE Mortgage
MBS = Mortgage-backed Securities
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND = Pfandbriefe *
TBA = To be Announced
AN = Other Anticipation Notes BAN, GAN, etc.
COFO = Certificate of Obligation
COFP = Certificate of Participation
GO = General Obligation Bonds
MT = Mandatory Tender
RAN = Revenue Anticipation Note
REV = Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
WAR = Warrant
MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
FUT ? = Future
OPT
Wildcard entry (used on Security Definition Request message)
BA
= Option
EUSUPRA
Bankers Acceptance
CB
= Euro Supranational Coupons *
FAC
Convertible Bond (Note not part of ISITC spec)
CD
= Federal Agency Coupon
FADN
Certificate Of Deposit
CMO
= Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
Collateralize Mortgage Obligation
CORP = Corporate Bond
CP = Commercial Paper
CPP = Corporate Private Placement
CB CS = Convertible Bond
DUAL
Common Stock
FHA
= Dual Currency
EUCORP
Federal Housing Authority
FHL
= Euro Corporate Bond
XLINKD
Federal Home Loan
FN
= Indexed Linked
STRUCT = Structured Notes
YANK = Yankee Corporate Bond
Federal National Mortgage Association
FOR = Foreign Exchange Contract
CS FUT = Common Stock
PS
Future
GN
= Preferred Stock
BRADY = Brady Bond
EUSOV = Euro Sovereigns *
TBOND = US Treasury Bond
TINT = Interest strip from any bond or note
TIPS = Treasury Inflation Protected Securities
TCAL = Principal strip of a callable bond or note
TPRN = Principal strip from a non-callable bond or note
UST = US Treasury Note (deprecated value, use "TNOTE")
USTB = US Treasury Bill (deprecated value, use "TBILL")
TNOTE = US Treasury Note
TBILL = US Treasury Bill
REPO = Repurchase
FORWARD = Forward
BUYSELL = Buy Sellback
SECLOAN = Securities Loan
SECPLEDGE = Securities Pledge
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Credit
SWING = Swing Line Facility
DINP = Debtor in Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Exchanges
CD = Certificate of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of Deposit
EUCP = Euro Commercial Paper
LQN = Liquidity Note
MTN = Medium Term Notes
ONITE = Overnight
PN = Promissory Note
PZFJ = Plazos Fijos
STN = Short Term Loan Note
TD = Time Deposit
XCN = Extended Comm Note
YCD = Yankee Certificate of Deposit
ABS = Asset-backed Securities
CMBS = Corp. Mortgage-backed Securities
CMO = Collateralized
Government National Mortgage Obligation
Association
GOVT = Treasuries + Agency Debenture
IET = IOETTE Mortgage
MBS
Mortgage IOETTE
MF
= Mortgage-backed Securities
Mutual Fund
MIO = Mortgage Interest Only
MPO = Mortgage Principal Only
MPP = Mortgage Private Placement
MPT = Miscellaneous Pass-through
PFAND
Pass-Thru
MUNI
= Pfandbriefe *
TBA
Municipal Bond
NONE
= To be Announced
AN
No ISITC Security Type
OPT
= Other Anticipation Notes BAN, GAN, etc.
COFO
Option
PS
= Certificate of Obligation
COFP
Preferred Stock
RP
= Certificate of Participation
GO
Repurchase Agreement
RVRP
= General Obligation Bonds
MT
Reverse Repurchase Agreement
SL
= Mandatory Tender
RAN
Student Loan Marketing Association
TD
= Revenue Anticipation Note
REV
Time Deposit
USTB
= Revenue Bonds
SPCLA = Special Assessment
SPCLO = Special Obligation
SPCLT = Special Tax
TAN = Tax Anticipation Note
TAXA = Tax Allocation
TECP = Tax Exempt Commercial Paper
TRAN = Tax & Revenue Anticipation Note
VRDN = Variable Rate Demand Note
US Treasury Bill
WAR = Warrant
MF ZOO = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
NONE = No Security Type
Cats, Tigers & Lions (a real code: US Treasury Receipts)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[75] TradeDate Reqd Optional OptionalMandatory
[87] AllocStatus Values 0 = accepted (successfully processed)
1 = block level reject
2 = account level reject
3 = received (received, not yet processed)
4 = incomplete
5 = rejected by intermediary
0 = accepted (successfully processed)
1 = block level reject
rejected
2 = account level reject
partial accept
3 = received (received, not yet processed)
4 = incomplete
5 = rejected by intermediary
[88] AllocRejCode Values 0 = unknown account(s)
1 = incorrect quantity
2 = incorrect average price
3 = unknown executing broker mnemonic
4 = commission difference
5 = unknown OrderID (37)
6 = unknown ListID (66)
7 = other (further in Note 58=)
8 = incorrect allocated quantity
9 = calculation difference
10 = unknown or stale ExecID (17)
11 = mismatched data value (further in Note 58=)
12 = unknown ClOrdID (11)
13 = warehouse request rejected
0 = unknown account(s)
1 = incorrect quantity
2 = incorrect average price
3 = unknown executing broker mnemonic
4 = commission difference
5 = unknown OrderID (37)
OrderID
6 = unknown ListID (66)
ListID
7 = other (further in Note 58=)
8 = incorrect allocated quantity
9 = calculation difference
10 = unknown or stale ExecID (17)
11 = mismatched data value (further in Note 58=)
12 = unknown ClOrdID (11)
13 = warehouse request rejected
other

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[54] Side Values 1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
D = Subscribe (e.g. CIV)
E = Redeem (e.g. CIV)
F = Lend (FINANCING - identifies direction of collateral)
G = Borrow (FINANCING - identifies direction of collateral)
[423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
1 = Percentage Percentage
2 = per share
(e.g. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e.
cents per share or contract)
share)
3 = Fixed Amount (absolute value)
4 = Discount – percentage points below par
5 = Premium – percentage points over par
6 = Spread
7 = TED price
8 = TED yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[12] Commission (Mandatory)
[13] CommType (Mandatory)

Minor Differences (Just a quick look - development unlikely)

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro

The FIX 4.4 specification delivered enhancements over FIX 4.3 in the following areas:

  • Improved support for fixed income including Treasuries, Municipals, Corporates, Repos and Security Lending
  • Enhancements to Quoting messages to support fixed income negotiation process
  • Minor enhancements to single and muli-leg orders to support fixed income
  • Allocation model to support 2-party Fixed Income trading.
  • Enhanced Allocation and Trade Capture Report messaging to support 3rd party FI reporting.
  • Enhanced Allocation messaging for street-side listed futures and options. New 'allocation claim' or response messages.
  • Enhanced Trade Capture Report to support blocks and exchange for (off floor) reporting for listed futures and options.
  • Added new messages to support Position Maintenance.
  • Added new messages to support Assignment Reporting.
  • Cleaner Allocation messaging with AllocationInstruction and AllocationReport and their corresponding Ack messages
  • Move away from 'implicit' allocation confirmation towards explicit confirmation with new Confirmation messages
  • Improved 'ready-to-book' messaging using the allocation message set.
  • Improved SSI support with new SettlementInstructionsRequest message
  • Improved support for the concept of 'warehousing' which is applicable to certain markets.
  • Overall enhancements to Trade Capture Report messaging.
  • Overall enhancements to multi-leg instrument support.

The data presented here includes the 20020920 Errata which corrected a number of typographical errors or ambiguities in the original specification, and which introduced a number of new fields to address various omissions.

The FIX 4.4 2 specification delivered enhancements over FIX 4.3 1 in the following areas:

  • Improved areas:

    • Enhancements to better support exchanges and ECNs (Market Data, Security Definition and Status etc.)
    • Program/Basket Trading support
    • 'Mass quoting' support for fixed income including Treasuries, Municipals, Corporates, Repos equity options
    • Support for Japanese requirements (Japanese character sets, order handling, and Security Lending
    • Enhancements to Quoting messages to support fixed income negotiation process
    • Minor allocation support)
    • Enhanced foreign exchange capability
    • Fixed Income IOI capability for High Yield and High Grade corporate bonds
    • Order pre-allocation functionality.
    • Other enhancements to single and muli-leg orders to support fixed income
    • Allocation model to support 2-party Fixed Income trading.
    • Enhanced Allocation and Trade Capture Report messaging to support 3rd party FI reporting.
    • Enhanced Allocation messaging for street-side listed futures and options. New 'allocation claim' or response messages.
    • Enhanced Trade Capture Report to support blocks and exchange for (off floor) reporting for listed futures and options.
    • Added new messages to support Position Maintenance.
    • Added new messages to support Assignment Reporting.
    • Cleaner Allocation messaging with AllocationInstruction and AllocationReport and their corresponding Ack messages
    • Move away from 'implicit' allocation confirmation towards explicit confirmation with new Confirmation messages
    • Improved 'ready-to-book' messaging using the allocation message set.
    • Improved SSI support with new SettlementInstructionsRequest message
    • Improved support for the concept of 'warehousing' which is applicable to certain markets.
    • Overall enhancements to Trade Capture Report messaging.
    • Overall enhancements to multi-leg instrument support.

    The clarifications

The data presented here includes the 20020920 20010501 Errata which corrected a number of typographical errors or ambiguities in the original specification, and which introduced a number of new fields to address various omissions.

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro The Sequence Reset message has two modes: Gap Fill mode and Reset mode. The Sequence Reset sequence reset message has two modes: Gap Fill mode and Reset mode.is used by the sending application to reset the incoming sequence number on the opposing side.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[123] GapFillFlag Values Y = Gap Fill message, MsgSeqNum field valid
N = Sequence Reset, ignore MsgSeqNum
N = Sequence Reset, ignore MsgSeqNum
Y = Gap Fill message, MsgSeqNum field valid
N = Sequence Reset, ignore MsgSeqNum

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [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.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[28] IOITransType Values N = New
C = Cancel
R = Replace
N = New
C = Cancel
N = New
R = Replace
[27] IOIShares Values S = Small
M = Medium
L = Large
S L = Small
Large
M = Medium
L S = Large
Small
[25] IOIQltyInd Values L = Low
M = Medium
H = High
H = High
L = Low
M = Medium
H = High
[130] IOINaturalFlag Values Y = Natural
N = Not natural
Y = Natural
N = Not natural
Y = Natural

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional) [219] Benchmark (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (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)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (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)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (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)
[436] UnderlyingContractMultiplier (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)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (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)
[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)
[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)
[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)
[682] LegIOIQty (Optional)
[683] NoLegStipulations (Optional)
[688] LegStipulationType (Optional)
[689] LegStipulationValue (Optional)
[423] PriceType (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)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[5] AdvTransType Values N = New
C = Cancel
R = Replace
N = New
C = Cancel
N = New
R = Replace
[4] AdvSide Values B = Buy
S = Sell
X = Cross
T = Trade
B = Buy
S = Sell
T = Trade
X = Cross
T = Trade

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (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)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (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)
[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)
[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)
[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)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (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)
[436] UnderlyingContractMultiplier (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)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (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)
[854] QtyType (Optional)
[625] TradingSessionSubID (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[39] OrdStatus Values 0 = New
1 = Partially filled
2 = Filled
3 = Done for day
4 = Canceled
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
0 = New
1 = Partially filled
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel/Replace Request)

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[636] WorkingIndicator (Optional)
[586] OrigOrdModTime (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[229] TradeOriginationDate (Optional)
[75] TradeDate (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: The quote status request message is used for by the following purposes in markets institution to generate an execution report that employ tradeable or restricted tradeable quotes:contains the quote status message back from the counterparty.

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[117] QuoteID (Optional)
[65] SymbolSfx (Optional)
[48] SecurityID (Optional)
[22] IDSource (Optional)
[167] SecurityType (Optional)
[200] MaturityMonthYear (Optional)
[205] MaturityDay (Optional)
[201] PutOrCall (Optional)
[202] StrikePrice (Optional)
[206] OptAttribute (Optional)
[231] ContractMultiplier (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[106] Issuer (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[107] SecurityDesc (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[54] Side (Optional)
[336] TradingSessionID (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[95] RawDataLength (Optional)
[96] RawData (Optional)
[141] ResetSeqNumFlag (Optional)
[383] MaxMessageSize (Optional)
[384] NoMsgTypes (Optional)
[372] RefMsgType (Optional)
[385] MsgDirection (Optional)

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[55] Symbol (Optional) [46] RelatdSym (Optional)
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (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)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (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)
[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)
[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)
[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)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (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)
[436] UnderlyingContractMultiplier (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)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (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)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Name MassQuoteAcknowledgement MassQuoteAcknowledgementQuoteAcknowledgement
Intro Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. An optional response to Quote, Mass Quote, Quote Cancel, and Quote Request message is the Quote Acknowledgement is used as the application level response to a Mass Quote message.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[368] QuoteEntryRejectReason Values 1 = Unknown symbol (Security)
2 = Exchange (Security) closed
3 = Quote exceeds limit
4 = Too late to enter
5 = Unknown Quote
6 = Duplicate Quote
7 = Invalid bid/ask spread
8 = Invalid price
9 = Not authorized to quote security

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[537] QuoteType (Optional) [314] UnderlyingMaturityDay (Optional)
[453] NoPartyIDs (Optional) [205] MaturityDay (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[1] Account (Optional)
[660] AcctIDSource (Optional)
[581] AccountType (Optional)
[354] EncodedTextLen (Optional)
[355] EncodedText (Optional)
[457] NoUnderlyingSecurityAltID (Optional)
[458] UnderlyingSecurityAltID (Optional)
[459] UnderlyingSecurityAltIDSource (Optional)
[462] UnderlyingProduct (Optional)
[463] UnderlyingCFICode (Optional)
[763] UnderlyingSecuritySubType (Optional)
[542] UnderlyingMaturityDate (Optional)
[241] UnderlyingCouponPaymentDate (Optional)
[242] UnderlyingIssueDate (Optional)
[243] UnderlyingRepoCollateralSecurityType (Optional)
[244] UnderlyingRepurchaseTerm (Optional)
[245] UnderlyingRepurchaseRate (Optional)
[246] UnderlyingFactor (Optional)
[256] UnderlyingCreditRating (Optional)
[595] UnderlyingInstrRegistry (Optional)
[592] UnderlyingCountryOfIssue (Optional)
[593] UnderlyingStateOrProvinceOfIssue (Optional)
[594] UnderlyingLocaleOfIssue (Optional)
[247] UnderlyingRedemptionDate (Optional)
[941] UnderlyingStrikeCurrency (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (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)
[893] LastFragment (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (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)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (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)
[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)
[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)
[132] BidPx (Optional)
[133] OfferPx (Optional)
[134] BidSize (Optional)
[135] OfferSize (Optional)
[62] ValidUntilTime (Optional)
[188] BidSpotRate (Optional)
[190] OfferSpotRate (Optional)
[189] BidForwardPoints (Optional)
[191] OfferForwardPoints (Optional)
[631] MidPx (Optional)
[632] BidYield (Optional)
[633] MidYield (Optional)
[634] OfferYield (Optional)
[60] TransactTime (Optional)
[625] TradingSessionSubID (Optional)
[64] SettlDate (Optional)
[40] OrdType (Optional)
[193] SettlDate2 (Optional)
[192] OrderQty2 (Optional)
[642] BidForwardPoints2 (Optional)
[643] OfferForwardPoints2 (Optional)
[15] Currency (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. The email message is similar to the format and purpose of to the News message, however, it is intended for private use between two parties.

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[55] Symbol (Optional) [46] RelatdSym (Optional)
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (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)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (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)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (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)
[436] UnderlyingContractMultiplier (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)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (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)
[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)
[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)
[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)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Name NewOrderSingle NewOrderSingleOrderSingle

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[63] SettlmntTyp Values 0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+ 5
0 = Regular
1 = Cash
2 = Next Day (T+1)
Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+ 5
[114] LocateReqd Values Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
N = Indicates the broker is not required to locate
Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop
4 = Stop limit
6 = With or without
7 = Limit or better (Deprecated)
8 = Limit with or without
9 = On basis
D = Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes 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
1 = Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close
6 = With or without
7 = Limit or better (Deprecated)
better
8 = Limit with or without
9 = On basis
A = On close
B = Limit on close
C = Forex - Market
D = Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex - Previously Quoted
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes 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
[377] SolicitedFlag Values Y = Was solcitied
N = Was not solicited
Y = Was solcitied
N = Was not solicited
Y = Was solcitied
[121] ForexReq Values Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[526] SecondaryClOrdID (Optional) [109] ClientID (Optional)
[583] ClOrdLinkID (Optional) [76] ExecBroker (Optional)
[453] NoPartyIDs (Optional) [205] MaturityDay (Optional)
[448] PartyID (Optional) [12] Commission (Optional)
[447] PartyIDSource (Optional) [13] CommType (Optional)
[452] PartyRole (Optional) [47] Rule80A (Optional)
[802] NoPartySubIDs (Optional) [204] CustomerOrFirm (Optional)
[523] PartySubID (Optional) [439] ClearingFirm (Optional)
[803] PartySubIDType (Optional) [440] ClearingAccount (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)
[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)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (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)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (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)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (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)
[436] UnderlyingContractMultiplier (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)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (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)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[854] QtyType (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (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)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[582] CustOrderCapacity (Optional)
[775] BookingType (Optional)
[640] Price2 (Optional)
[835] PegMoveType (Optional)
[836] PegOffsetType (Optional)
[837] PegLimitType (Optional)
[838] PegRoundDirection (Optional)
[840] PegScope (Optional)
[841] DiscretionMoveType (Optional)
[842] DiscretionOffsetType (Optional)
[843] DiscretionLimitType (Optional)
[844] DiscretionRoundDirection (Optional)
[846] DiscretionScope (Optional)
[847] TargetStrategy (Optional)
[848] TargetStrategyParameters (Optional)
[849] ParticipationRate (Optional)
[480] CancellationRights (Optional)
[481] MoneyLaunderingStatus (Optional)
[513] RegistID (Optional)
[494] Designation (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Name NewOrderList NewOrderListOrderList
Intro The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. The NewOrderList Message can Login Response message is sent by Aquis to acknowledge a Login request, and either accept or reject it.Note that if the senderId field is not recognised as a valid id for a session assigned to a known trading Member then Aquis will drop the connection without sending any response.If the Login request is re-establishing the connection after a break, there may be used messages that the trading Member has missed (cancellation of any open orders or potentially any trade reports that were in one process at the time of two ways depending the disconnect).Aquis will compare its current business message sequence number with the atpSeqNo provided on the Login request to detect any gap. The Login Response to the trading Member will carry the current (next expected) Aquis sequence number in its header, which market conventions are being followed.will also notify the trading Member of any gap. Aquis will then resend the missed messages to the trading Member.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
[160] SettlInstMode Values 1 = Standing Instructions Provided
4 = Specific Order for a single account (for CIV)
5 = Request reject
0 = Default
1 = Standing Instructions Provided
4 2 = Specific Order for a single account (for CIV)
5
Allocation Account Overriding
3
= Request reject
Specific Allocation Account Standing
[63] SettlmntTyp Values 0 = Regular
1 = Cash
2 = Next Day (T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+ 5
0 = Regular
1 = Cash
2 = Next Day (T+1)
Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+ 5
[114] LocateReqd Values Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
N = Indicates the broker is not required to locate
Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate
[40] OrdType Values 1 = Market
2 = Limit
3 = Stop
4 = Stop limit
6 = With or without
7 = Limit or better (Deprecated)
8 = Limit with or without
9 = On basis
D = Previously quoted
E = Previously indicated
G = Forex - Swap
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes 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
1 = Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close
6 = With or without
7 = Limit or better (Deprecated)
better
8 = Limit with or without
9 = On basis
A = On close
B = Limit on close
C = Forex - Market
D = Previously quoted
E = Previously indicated
F = Forex - Limit
G = Forex - Swap
H = Forex - Previously Quoted
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes 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
[377] SolicitedFlag Values Y = Was solcitied
N = Was not solicited
Y = Was solcitied
N = Was not solicited
Y = Was solcitied
[121] ForexReq Values Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade
N = Do not execute Forex after security trade
Y = Execute Forex after security trade

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[480] CancellationRights (Optional) [109] ClientID (Optional)
[481] MoneyLaunderingStatus (Optional) [76] ExecBroker (Optional)
[513] RegistID (Optional) [205] MaturityDay (Optional)
[765] AllowableOneSidednessPct (Optional) [12] Commission (Optional)
[766] AllowableOneSidednessValue (Optional) [13] CommType (Optional)
[767] AllowableOneSidednessCurr (Optional) [47] Rule80A (Optional)
[893] LastFragment (Optional) [204] CustomerOrFirm (Optional)
[526] SecondaryClOrdID (Optional) [439] ClearingFirm (Optional)
[583] ClOrdLinkID (Optional) [440] ClearingAccount (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)
[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)
[544] CashMargin (Optional)
[635] ClearingFeeIndicator (Optional)
[625] TradingSessionSubID (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (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)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (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)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (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)
[436] UnderlyingContractMultiplier (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)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (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)
[232] NoStipulations (Optional)
[233] StipulationType (Optional)
[234] StipulationValue (Optional)
[854] QtyType (Optional)
[516] OrderPercent (Optional)
[468] RoundingDirection (Optional)
[469] RoundingModulus (Optional)
[423] PriceType (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)
[528] OrderCapacity (Optional)
[529] OrderRestrictions (Optional)
[582] CustOrderCapacity (Optional)
[775] BookingType (Optional)
[640] Price2 (Optional)
[835] PegMoveType (Optional)
[836] PegOffsetType (Optional)
[837] PegLimitType (Optional)
[838] PegRoundDirection (Optional)
[840] PegScope (Optional)
[841] DiscretionMoveType (Optional)
[842] DiscretionOffsetType (Optional)
[843] DiscretionLimitType (Optional)
[844] DiscretionRoundDirection (Optional)
[846] DiscretionScope (Optional)
[847] TargetStrategy (Optional)
[848] TargetStrategyParameters (Optional)
[849] ParticipationRate (Optional)
[494] Designation (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata [Blacklined]
Intro The Security Status Request message provides for the ability to request the status of a security. The Security Status Request A Heartbeat message provides for is simply a message header with a heartbeat id as the ability message content. For a heartbeat, msgType is set to request 0 and msgSeqNo is set to the status sequence number that will be set on the next business message.For example, pre-market, before any orders have been sent each Heartbeat message will carry msgSeqNo = 1. The value does not increment because the heartbeat is an unsequenced, session level message.Aquis will respond to a Heartbeat message with an outbound Heartbeat message to confirm receipt and the reliability of a security.the connection.

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 4.2 Standards - 1st May 2001 errata
[454] NoSecurityAltID (Optional) [205] MaturityDay (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[762] SecuritySubType (Optional)
[541] MaturityDate (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)
[947] StrikeCurrency (Optional)
[691] Pool (Optional)
[667] ContractSettlMonth (Optional)
[875] CPProgram (Optional)
[876] CPRegType (Optional)
[864] NoEvents (Optional)
[865] EventType (Optional)
[866] EventDate (Optional)
[867] EventPx (Optional)
[868] EventText (Optional)
[873] DatedDate (Optional)
[874] InterestAccrualDate (Optional)
[668] DeliveryForm (Optional)
[869] PctAtRisk (Optional)
[870] NoInstrAttrib (Optional)
[871] InstrAttribType (Optional)
[872] InstrAttribValue (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)
[315] UnderlyingPutOrCall (Optional)
[241] UnderlyingCouponPaymentDate (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)
[436] UnderlyingContractMultiplier (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)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (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)
[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)
[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)
[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)