Spec Comparison Results

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

- vs -

Important Differences (Look closely - development may be required)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[98] EncryptMethod (Mandatory)
[108] HeartBtInt (Mandatory)
[1137] DefaultApplVerID (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[930] RefCompID Reqd Optional OptionalMandatory
[928] StatusValue Reqd Optional OptionalMandatory

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[552] NoSides (Mandatory)
[54] Side (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[347] MessageEncoding Values ISO-2022-J = JIS
EUC-JP = EUC
Shift_JIS = for using SJIS
UTF-8 = Unicode
ISO-2022-J = JIS
EUC-JP = EUC
Shift_JIS = for using SJIS
UTF-8 = Unicode

Minor Differences (Just a quick look - development unlikely)

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 5.0 specification delivered enhancements over FIX 4.3 4 in the following areas:

  • Improved areas:

    • Introduction of new Transport Independence Framework (FIXT) to separate FIX Session from Application Protocol
    • Extensions to support Derivatives post-trade processing
    • Foreign Exchange trading support including RFQ, streaming executable prices, and multiple instrument types
    • Support for US OATS Phase 2 and RegNMS regulations, and Europe's MiFID directive
    • Better support for fixed income including Treasuries, Municipals, Corporates, Repos market data book management 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 data optimization
    • Better 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, order routing, trade capture, and which introduced a number of new fields external routing in an exchange environment.

  • Enhancements to address various omissions.

    trade capture reporting to better support exchange reporting models.
  • New Execution Acknowledgement message allowing order initiator to explicitly acknowledge an execution report.
  • Chinese STEP 1.0 support
  • Algorithmic Trading extensions to provide a better framework to flexibly express algorithmic parameters.

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro The test request message forces a heartbeat from the opposing application. The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID.

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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
Tag Number
1 = Required tag missing
Tag Missing
2 = Tag not defined for this message type
3 = Undefined Tag
tag
4 = Tag specified without a value
5 = Value is incorrect (out of range) for this tag
6 = Incorrect data format for value
7 = Decryption problem
8 = Signature problem
9 = CompID problem
10 = SendingTime accuracy problem
Accuracy Problem
11 = Invalid MsgType
12 = XML Validation error
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" "Data" value includes field delimiter (SOH ( character)
99 = Other

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 5.0 Standards - Original [Blacklined]
[123] GapFillFlag Values Y = Gap Fill message, MsgSeqNum field valid
N = Sequence Reset, ignore MsgSeqNum
Y = Gap Fill message, MsgSeqNum field valid
N = Sequence Reset, ignore MsgSeqNum
Ignore Msg Seq Num (N/A For FIXML - Not Used)
Y = Gap Fill Message, Msg Seq Num Field Valid

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro The logout message initiates or confirms the termination of a FIX session. The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition.

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade.Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource 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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[919] DeliveryType 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. "Versus Payment": Deliver (if Sell) sell) or Receive (if Buy) buy) vs. (Against) (against) Payment
1 = "Free": Deliver (if Sell) sell) or Receive (if Buy) buy) Free
2 = Tri-Party
3 = Hold In Custody
[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
exxmpt
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)
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - should specify ContractMultiplier (tag 231))
0 = Units (shares, par, currency)
1 = Contracts (if used - should must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[27] IOIQty Values S = Small
M = Medium
L = Large
S = Small
M = Medium
L = Large
U = Undisclosed Quantity
[233] StipulationType Values AMT = AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (y/n)
BGNCON = Bargain Conditions– see (234) for values
COUPON = Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation discount
INSURED = Insured (y/n)
ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
AMT = AMT (y/n)
Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (y/n)
(Y/N)
BGNCON = Bargain Conditions– see conditions (see StipulationValue (234) for values
values)
COUPON = Coupon range
CURRENCY = ISO Currency code
Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation discount
Discount
INSURED = Insured (y/n)
(Y/N)
ISSUE = Year or Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer’s Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback days
Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year and And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number of Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – Of Redemption - values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
(Y/N)
SECTOR = Market sector
Sector
SECTYPE = SecurityType Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon:value Coupon - value in percent (exact or range) plus ‘Gross’ "Gross" or ‘Net’ "Net" of servicing spread (the default) (ex. 234=6.5- Net 5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age: Age - value in months (exact or range)
WAM = Weighted Average Maturity : - value in months (exact or range)
WHOLE = Whole Pool (y/n)
(Y/N)
YIELD = Yield range
Range
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
[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 (e.g.(i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread
Spread (basis points spread)
7 = TED price
Price
8 = TED yield
Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[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
N = Not Natural
Y = Natural
N = Not natural
[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
None (AON)
B = Market On Close (MOC) (held to close)
C = At the close (around/not held to close)
D = VWAP (Volume Weighted Avg Average Price)
I = In touch with
L = Limit
M = More behind
Behind
O = At the open
Open
P = Taking a position
Position
Q = At the Market (previously called Current Quote)
R = Ready to trade
Trade
S = Portfolio shown
Shown
T = Through the day
Day
V = Versus
W = Indication Indidcation - Working away
Away
X = Crossing opportunity
Opportunity
Y = At the Midpoint
Z = Pre-open
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
[235] YieldType Values AFTERTAX = After Tax Yield (Municipals)
ANNUAL = Annual Yield
ATISSUE = Yield At Issue (Municipals)
AVGMATURIT = Yield To Average Maturity
BOOK = Book Yield
CALL = Yield to Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life
MARK = Mark To Market Yield
MATURITY = Yield to Maturity
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield
PUT = Yield to Next Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI = Yield to Shortest Average Life
SIMPLE = Simple Yield
TAXEQUIV = Tax Equivalent Yield
TENDER = Yield to Tender Date
TRUE = True Yield
VALUE1/32 = Yield Value Of 1/32
WORST = Yield To Worst
AFTERTAX = After Tax Yield (Municipals)
ANNUAL = Annual Yield
ATISSUE = Yield At Issue (Municipals)
AVGMATURIT = Yield To Average Avg Maturity
BOOK = Book Yield
CALL = Yield to Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GOVTEQUIV = Gvnt Equivalent Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent
Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life
MARK = Mark To to Market Yield
MATURITY = Yield to Maturity
NEXTREFUND = Yield To to Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield
PUT = Yield to Next Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
PUT = Yield to Next Put
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI = Yield to Shortest Average Life
SIMPLE = Simple Yield
TAXEQUIV = Tax Equivalent Yield
TENDER = Yield to Tender Date
TRUE = True Yield
VALUE1/32 VALUE1_32 = Yield Value Of 1/32
WORST = Yield To Worst

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[453] NoPartyIDs (Optional)
[448] PartyID (Optional)
[447] PartyIDSource (Optional)
[452] PartyRole (Optional)
[802] NoPartySubIDs (Optional)
[523] PartySubID (Optional)
[803] PartySubIDType (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro Advertisement messages are used to announce completed transactions. Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource 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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[4] AdvSide Values B = Buy
S = Sell
X = Cross
T = Trade
B = Buy
S = Sell
T = Trade
X = Cross
T = Trade
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - should specify ContractMultiplier (tag 231))
0 = Units (shares, par, currency)
1 = Contracts (if used - should must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 (No longer used)
6 = Pending Cancel (e.g. (i.e. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
Bidding
E = Pending Replace (e.g.(i.e. result of Order Cancel/Replace Request)
[636] WorkingIndicator Values Y = Order is currently being worked
N = Order has been accepted but not yet in a working state
Y = Order is currently being worked
N = Order has been accepted but not yet in a working state
Y = Order is currently being worked
[660] AcctIDSource Values 1 = BIC
2 = SID code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
5 = DTCC code
99 = Other (custom or proprietary)
1 = BIC
2 = SID code
Code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
(Alert ID)
5 = DTCC code
Code
99 = Other (custom or proprietary)
[581] AccountType Values 1 = Account is carried on customer Side of Books
2 = Account is carried on non-Customer Side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer Side side of Books
the books
2 = Account is carried on non-Customer Side non-customer side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account back office account (JBO)
[434] CxlRejResponseTo Values 1 = Order Cancel Request
2 = Order Cancel/Replace Request
1 = Order Cancel Request
cancel request
2 = Order Cancel/Replace Request
cancel/replace request
[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
18 = Invalid price increment
99 = Other

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [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 the following purposes in markets that employ tradeable or restricted tradeable quotes:quotes:For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote).To subscribe and unsubscribe for Quote Status Report messages for one or more securities.

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[649] QuoteStatusReqID (Optional)
[117] QuoteID (Optional)
[55] Symbol (Optional)
[65] SymbolSfx (Optional)
[48] SecurityID (Optional)
[22] SecurityIDSource (Optional)
[454] NoSecurityAltID (Optional)
[455] SecurityAltID (Optional)
[456] SecurityAltIDSource (Optional)
[460] Product (Optional)
[461] CFICode (Optional)
[167] SecurityType (Optional)
[762] SecuritySubType (Optional)
[200] MaturityMonthYear (Optional)
[541] MaturityDate (Optional)
[1079] MaturityTime (Optional)
[201] PutOrCall (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[224] CouponPaymentDate (Optional)
[225] IssueDate (Optional)
[239] RepoCollateralSecurityType (Optional)
[226] RepurchaseTerm (Optional)
[227] RepurchaseRate (Optional)
[228] Factor (Optional)
[255] CreditRating (Optional)
[543] InstrRegistry (Optional)
[470] CountryOfIssue (Optional)
[471] StateOrProvinceOfIssue (Optional)
[472] LocaleOfIssue (Optional)
[240] RedemptionDate (Optional)
[202] StrikePrice (Optional)
[947] StrikeCurrency (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[206] OptAttribute (Optional)
[231] ContractMultiplier (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[223] CouponRate (Optional)
[207] SecurityExchange (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[106] Issuer (Optional)
[348] EncodedIssuerLen (Optional)
[349] EncodedIssuer (Optional)
[107] SecurityDesc (Optional)
[350] EncodedSecurityDescLen (Optional)
[351] EncodedSecurityDesc (Optional)
[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)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (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)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[435] UnderlyingCouponRate (Optional)
[308] UnderlyingSecurityExchange (Optional)
[306] UnderlyingIssuer (Optional)
[362] EncodedUnderlyingIssuerLen (Optional)
[363] EncodedUnderlyingIssuer (Optional)
[307] UnderlyingSecurityDesc (Optional)
[364] EncodedUnderlyingSecurityDescLen (Optional)
[365] EncodedUnderlyingSecurityDesc (Optional)
[877] UnderlyingCPProgram (Optional)
[878] UnderlyingCPRegType (Optional)
[972] UnderlyingAllocationPercent (Optional)
[318] UnderlyingCurrency (Optional)
[879] UnderlyingQty (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[810] UnderlyingPx (Optional)
[882] UnderlyingDirtyPrice (Optional)
[883] UnderlyingEndPrice (Optional)
[884] UnderlyingStartValue (Optional)
[885] UnderlyingCurrentValue (Optional)
[886] UnderlyingEndValue (Optional)
[887] NoUnderlyingStips (Optional)
[888] UnderlyingStipType (Optional)
[889] UnderlyingStipValue (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (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)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (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)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[453] NoPartyIDs (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)
[336] TradingSessionID (Optional)
[625] TradingSessionSubID (Optional)
[263] SubscriptionRequestType (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro The logon message authenticates a user establishing a connection to a remote system. The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session.

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[95] RawDataLength (Optional)
[96] RawData (Optional)
[141] ResetSeqNumFlag (Optional)
[789] NextExpectedMsgSeqNum (Optional)
[383] MaxMessageSize (Optional)
[384] NoMsgTypes (Optional)
[372] RefMsgType (Optional)
[385] MsgDirection (Optional)
[1130] RefApplVerID (Optional)
[1131] RefCstmApplVerID (Optional)
[464] TestMessageIndicator (Optional)
[553] Username (Optional)
[554] Password (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[893] LastFragment Values Y = Last message
N = Not last message
N = Not Last Message
Y = Last message
N = Not last message
Message
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[668] DeliveryForm Values 1 = BookEntry
2 = Bearer
1 = BookEntry
Book Entry (default)
2 = Bearer
[871] InstrAttribType Values 1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field
14 = Prerefunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject to Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field
1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
field.
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Prerefunded
Pre-refunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject to To Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field
field.

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
37 = Contra Trader
38 = Position Account
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
trader
37 = Contra Trader
trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
26 = Position Account Type
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
participant member code
18 = Registered address
19 = Fund/account Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
desk
26 = Position Account Type
account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
[660] AcctIDSource Values 1 = BIC
2 = SID code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
5 = DTCC code
99 = Other (custom or proprietary)
1 = BIC
2 = SID code
Code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
(Alert ID)
5 = DTCC code
Code
99 = Other (custom or proprietary)
[581] AccountType Values 1 = Account is carried on customer Side of Books
2 = Account is carried on non-Customer Side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer Side side of Books
the books
2 = Account is carried on non-Customer Side non-customer side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account back office account (JBO)
[591] PreallocMethod Values 0 = Pro-rata
1 = Do not pro-rata = discuss first
0 = Pro-rata
1 = Do not pro-rata = - discuss first
[63] SettlType 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
Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash
Cash (TOD / T+0)
2 = Next Day (T+1)
(TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+ 5
T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
[635] ClearingFeeIndicator Values B = CBOE Member
C = Non-member and Customer
E = Equity Member and Clearing Member
F = Full and Associate Member trading for own account and as floor Brokers
H = 106.H and 106.J Firms
I = GIM, IDEM and COM Membership Interest Holders
L = Lessee and 106.F Employees
M = All other ownership types
1 = 1st year delegate trading for his own account
2 = 2nd year delegate trading for his own account
3 = 3rd year delegate trading for his own account
4 = 4th year delegate trading for his own account
5 = 5th year delegate trading for his own account
9 = 6th year and beyond delegate trading for his own account
1 = 1st year delegate trading for own account
2 = 2nd year delegate trading for own account
3 = 3rd year delegate trading for own account
4 = 4th year delegate trading for own account
5 = 5th year delegate trading for own account
9 = 6th year delegate trading for own account
B = CBOE Member
C = Non-member and Customer
E = Equity Member and Clearing Member
F = Full and Associate Member trading for own account and as floor Brokers
brokers
H = 106.H and 106.J Firms
firms
I = GIM, IDEM and COM Membership Interest Holders
L = Lessee and 106.F Employees
M = All other ownership types
1 = 1st year delegate trading for his own account
2 = 2nd year delegate trading for his own account
3 = 3rd year delegate trading for his own account
4 = 4th year delegate trading for his own account
5 = 5th year delegate trading for his own account
9 = 6th year and beyond delegate trading for his own account
[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 offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
0 = Stay on offerside
bid side
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 system failue (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)
J)
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 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)
(Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to To Stop
Z = Cancel if Not Best
not best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
[81] ProcessCode Values 0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
0 = regular
Regular
1 = soft dollar
Soft Dollar
2 = step-in
Step-In
3 = step-out
Step-Out
4 = soft-dollar step-in
Soft-dollar Step-In
5 = soft-dollar step-out
Soft-dollar Step-Out
6 = plan sponsor
Plan Sponsor
[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
exxmpt
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)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[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
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - should specify ContractMultiplier (tag 231))
0 = Units (shares, par, currency)
1 = Contracts (if used - should must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[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
Stop / Stop Loss
4 = Stop limit
Limit
5 = Market On Close (No longer used)
6 = With or without
Or Without
7 = Limit or better (Deprecated)
Or Better
8 = Limit with or without
With Or Without
9 = On basis
Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously quoted
Quoted
E = Previously indicated
Indicated
F = Forex Limit (No longer used)
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit Day Order day order with unexecuted portion handled handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover With Left Over as Limit (market order then with unexecuted quantity becomes becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for pricing; for CIV)
M = Next Fund Valuation Point –(Forward pricing) (for (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
[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 (e.g.(i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread
Spread (basis points spread)
7 = TED price
Price
8 = TED yield
Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[377] SolicitedFlag Values Y = Was solcitied
N = Was not solicited
Y = Was solcitied
N = Was not solicited
Y = Was solicited
[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)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Or Cancel (IOC)
4 = Fill or Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
Date (GTD)
7 = At the Close
[427] GTBookingInst Values 0 = book out all trades on day of execution
1 = accumulate executions until order is filled or expires
2 = accumulate until verbally notified otherwise
0 = book Book out all trades on day of execution
1 = accumulate executions Accumulate exectuions until order forder is filled or expires
2 = accumulate Accumulate until verbally verballly notified otherwise
[528] OrderCapacity Values A = Agency
G = Proprietary
I = Individual
P = Principal (Note for CMS purposes, Principal includes Proprietary)
R = Riskless Principal
W = Agent for Other Member
A = Agency
G = Proprietary
I = Individual
P = Principal (Note for CMS purposes, Principal "Principal" includes Proprietary)
"Proprietary")
R = Riskless Principal
W = Agent for Other Member
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or of Specialist in the underlying security of a derivative security
seucirty
7 = Foreign Entity (of foreign governmnet government or regulatory jurisdiction)
8 = External Market Participant
9 = External Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
[121] ForexReq Values Y = Execute Forex after security trade
N = Do not 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
After Security Trade
[775] BookingType Values 0 = Regular booking
1 = CFD (Contract For Difference)
2 = Total return swap
0 = Regular booking
1 = CFD (Contract For Difference)
for difference)
2 = Total return swap
Return Swap
[77] PositionEffect Values O = Open
C = Close
R = Rolled
F = FIFO
O = Open
C = Close
F = FIFO
O = Open
R = Rolled
F = FIFO
[837] PegLimitType Values 0 = Or better (default) - price improvement allowed
1 = Strict – limit is a strict limit
2 = Or worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)
0 = Or better (default) - price improvement allowed
1 = Strict - limit is a strict limit
2 = Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)
[838] PegRoundDirection Values 1 = More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
2 = More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick
1 = More aggressive - on a buy order round the price up round up to the nearest tick, tick; on a sell order round down to the nearest tick
2 = More passive - on a buy order round down to the nearest tick tick; on a sell order round up to the nearest tick
[840] PegScope Values 1 = Local (Exchange, ECN, ATS)
2 = National
3 = Global
4 = National excluding local
1 = Local (Exchange, ECN, ATS)
2 = National
3 = Global
4 = National excluding xxcluding local
[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
7 = Average Price Guarantee
[843] DiscretionLimitType Values 0 = Or better (default) - price improvement allowed
1 = Strict – limit is a strict limit
2 = Or worse – for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)
0 = Or better (default) - price improvement allowed
1 = Strict - limit is a strict limit
2 = Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)
[844] DiscretionRoundDirection Values 1 = More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
2 = More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick
1 = More aggressive - on a buy order round the price up round up to the nearest tick, tick; on a sell round down to the nearest tick
2 = More passive - on a buy order round down to the nearest tick tick; on a sell order round up to the nearest tick
[480] CancellationRights Values Y = Yes
N = No – execution only
M = No – waiver agreement
O = No – institutional.
Y = Yes
N = No – execution only
- Execution Only
M = No – waiver - Waiver agreement
O = No – institutional.
- Institutional
[481] MoneyLaunderingStatus Values Y = Passed
N = Not checked
1 = Exempt – Below The Limit
2 = Exempt – Client Money Type Exemption
3 = Exempt – Authorised Credit or Financial Institution.
Y = Passed
N = Not checked
Checked
1 = Exempt - Below The the Limit
2 = Exempt - Client Money Type Exemption
exemption
3 = Exempt - Authorised Credit or Financial Institution.
financial institution
[563] MultiLegRptTypeReq Values 0 = Report by mulitleg security only (Do not report legs)
1 = Report by multileg security and by instrument legs belonging to the multileg security.
2 = Report by instrument legs belonging to the multileg security only (Do not report status of multileg security)
0 = Report by mulitleg security only (Do (do not report legs)
1 = Report by multileg security and by instrument legs belonging to the multileg security.
security
2 = Report by instrument legs belonging to the multileg security only (Do (do not report status of multileg security)

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[1089] MatchIncrement (Optional)
[1090] MaxPriceLevels (Optional)
[1138] DisplayQty (Optional)
[1082] SecondaryDisplayQty (Optional)
[1083] DisplayWhen (Optional)
[1084] DisplayMethod (Optional)
[1085] DisplayLowQty (Optional)
[1086] DisplayHighQty (Optional)
[1087] DisplayMinIncr (Optional)
[1088] RefreshQty (Optional)
[1133] ExDestinationIDSource (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[1069] SwapPoints (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[1017] LegOptionRatio (Optional)
[1017] LegOptionRatio (Optional)
[685] LegOrderQty (Optional)
[1092] PriceProtectionScope (Optional)
[1100] TriggerType (Optional)
[1101] TriggerAction (Optional)
[1102] TriggerPrice (Optional)
[1103] TriggerSymbol (Optional)
[1104] TriggerSecurityID (Optional)
[1105] TriggerSecurityIDSource (Optional)
[1106] TriggerSecurityDesc (Optional)
[1107] TriggerPriceType (Optional)
[1108] TriggerPriceTypeScope (Optional)
[1109] TriggerPriceDirection (Optional)
[1110] TriggerNewPrice (Optional)
[1111] TriggerOrderType (Optional)
[1112] TriggerNewQty (Optional)
[1113] TriggerTradingSessionID (Optional)
[1114] TriggerTradingSessionSubID (Optional)
[1080] RefOrderID (Optional)
[1081] RefOrderIDSource (Optional)
[1091] PreTradeAnonymity (Optional)
[1094] PegPriceType (Optional)
[1096] PegSecurityIDSource (Optional)
[1097] PegSecurityID (Optional)
[1098] PegSymbol (Optional)
[1099] PegSecurityDesc (Optional)
[957] NoStrategyParameters (Optional)
[958] StrategyParameterName (Optional)
[959] StrategyParameterType (Optional)
[960] StrategyParameterValue (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
37 = Contra Trader
38 = Position Account
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
trader
37 = Contra Trader
trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
26 = Position Account Type
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
participant member code
18 = Registered address
19 = Fund/account Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
desk
26 = Position Account Type
account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
[660] AcctIDSource Values 1 = BIC
2 = SID code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
5 = DTCC code
99 = Other (custom or proprietary)
1 = BIC
2 = SID code
Code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
(Alert ID)
5 = DTCC code
Code
99 = Other (custom or proprietary)
[581] AccountType Values 1 = Account is carried on customer Side of Books
2 = Account is carried on non-Customer Side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer Side side of Books
the books
2 = Account is carried on non-Customer Side non-customer side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account back office account (JBO)
[591] PreallocMethod Values 0 = Pro-rata
1 = Do not pro-rata = discuss first
0 = Pro-rata
1 = Do not pro-rata = - discuss first
[63] SettlType 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
Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash
Cash (TOD / T+0)
2 = Next Day (T+1)
(TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+ 5
T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
[635] ClearingFeeIndicator Values B = CBOE Member
C = Non-member and Customer
E = Equity Member and Clearing Member
F = Full and Associate Member trading for own account and as floor Brokers
H = 106.H and 106.J Firms
I = GIM, IDEM and COM Membership Interest Holders
L = Lessee and 106.F Employees
M = All other ownership types
1 = 1st year delegate trading for his own account
2 = 2nd year delegate trading for his own account
3 = 3rd year delegate trading for his own account
4 = 4th year delegate trading for his own account
5 = 5th year delegate trading for his own account
9 = 6th year and beyond delegate trading for his own account
1 = 1st year delegate trading for own account
2 = 2nd year delegate trading for own account
3 = 3rd year delegate trading for own account
4 = 4th year delegate trading for own account
5 = 5th year delegate trading for own account
9 = 6th year delegate trading for own account
B = CBOE Member
C = Non-member and Customer
E = Equity Member and Clearing Member
F = Full and Associate Member trading for own account and as floor Brokers
brokers
H = 106.H and 106.J Firms
firms
I = GIM, IDEM and COM Membership Interest Holders
L = Lessee and 106.F Employees
M = All other ownership types
1 = 1st year delegate trading for his own account
2 = 2nd year delegate trading for his own account
3 = 3rd year delegate trading for his own account
4 = 4th year delegate trading for his own account
5 = 5th year delegate trading for his own account
9 = 6th year and beyond delegate trading for his own account
[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 offer side
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
0 = Stay on offerside
bid side
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 system failue (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)
J)
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 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)
(Rule 11Ac1-1/4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to To Stop
Z = Cancel if Not Best
not best
a = Trailing Stop Peg
b = Strict Limit (No Price Improvement)
price improvement)
c = Ignore Price Validity Checks
d = Peg to Limit Price
e = Work to Target Strategy
f = Intermarket Sweep
g = External Routing Allowed
h = External Routing Not Allowed
i = Imbalance Only
j = Single execution requested for block trade
k = Best Execution
[81] ProcessCode Values 0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor
0 = regular
Regular
1 = soft dollar
Soft Dollar
2 = step-in
Step-In
3 = step-out
Step-Out
4 = soft-dollar step-in
Soft-dollar Step-In
5 = soft-dollar step-out
Soft-dollar Step-Out
6 = plan sponsor
Plan Sponsor
[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
exxmpt
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)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[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
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - should specify ContractMultiplier (tag 231))
0 = Units (shares, par, currency)
1 = Contracts (if used - should must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[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
Stop / Stop Loss
4 = Stop limit
Limit
5 = Market On Close (No longer used)
6 = With or without
Or Without
7 = Limit or better (Deprecated)
Or Better
8 = Limit with or without
With Or Without
9 = On basis
Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously quoted
Quoted
E = Previously indicated
Indicated
F = Forex Limit (No longer used)
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit Day Order day order with unexecuted portion handled handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover With Left Over as Limit (market order then with unexecuted quantity becomes becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for pricing; for CIV)
M = Next Fund Valuation Point –(Forward pricing) (for (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
[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 (e.g.(i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread
Spread (basis points spread)
7 = TED price
Price
8 = TED yield
Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[377] SolicitedFlag Values Y = Was solcitied
N = Was not solicited
Y = Was solcitied
N = Was not solicited
Y = Was solicited
[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)
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Or Cancel (IOC)
4 = Fill or Or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
Date (GTD)
7 = At the Close
[427] GTBookingInst Values 0 = book out all trades on day of execution
1 = accumulate executions until order is filled or expires
2 = accumulate until verbally notified otherwise
0 = book Book out all trades on day of execution
1 = accumulate executions Accumulate exectuions until order forder is filled or expires
2 = accumulate Accumulate until verbally verballly notified otherwise
[528] OrderCapacity Values A = Agency
G = Proprietary
I = Individual
P = Principal (Note for CMS purposes, Principal includes Proprietary)
R = Riskless Principal
W = Agent for Other Member
A = Agency
G = Proprietary
I = Individual
P = Principal (Note for CMS purposes, Principal "Principal" includes Proprietary)
"Proprietary")
R = Riskless Principal
W = Agent for Other Member
[529] OrderRestrictions Values 1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or of Specialist in the underlying security of a derivative security
seucirty
7 = Foreign Entity (of foreign governmnet government or regulatory jurisdiction)
8 = External Market Participant
9 = External Extneral Inter-connected Market Linkage
A = Riskless Arbitrage
[121] ForexReq Values Y = Execute Forex after security trade
N = Do not 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
After Security Trade
[775] BookingType Values 0 = Regular booking
1 = CFD (Contract For Difference)
2 = Total return swap
0 = Regular booking
1 = CFD (Contract For Difference)
for difference)
2 = Total return swap
Return Swap
[77] PositionEffect Values O = Open
C = Close
R = Rolled
F = FIFO
O = Open
C = Close
F = FIFO
O = Open
R = Rolled
F = FIFO
[837] PegLimitType Values 0 = Or better (default) - price improvement allowed
1 = Strict – limit is a strict limit
2 = Or worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)
0 = Or better (default) - price improvement allowed
1 = Strict - limit is a strict limit
2 = Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)
[838] PegRoundDirection Values 1 = More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
2 = More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick
1 = More aggressive - on a buy order round the price up round up to the nearest tick, tick; on a sell order round down to the nearest tick
2 = More passive - on a buy order round down to the nearest tick tick; on a sell order round up to the nearest tick
[840] PegScope Values 1 = Local (Exchange, ECN, ATS)
2 = National
3 = Global
4 = National excluding local
1 = Local (Exchange, ECN, ATS)
2 = National
3 = Global
4 = National excluding xxcluding local
[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
7 = Average Price Guarantee
[843] DiscretionLimitType Values 0 = Or better (default) - price improvement allowed
1 = Strict – limit is a strict limit
2 = Or worse – for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)
0 = Or better (default) - price improvement allowed
1 = Strict - limit is a strict limit
2 = Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)
[844] DiscretionRoundDirection Values 1 = More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
2 = More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick
1 = More aggressive - on a buy order round the price up round up to the nearest tick, tick; on a sell round down to the nearest tick
2 = More passive - on a buy order round down to the nearest tick tick; on a sell order round up to the nearest tick
[480] CancellationRights Values Y = Yes
N = No – execution only
M = No – waiver agreement
O = No – institutional.
Y = Yes
N = No – execution only
- Execution Only
M = No – waiver - Waiver agreement
O = No – institutional.
- Institutional
[481] MoneyLaunderingStatus Values Y = Passed
N = Not checked
1 = Exempt – Below The Limit
2 = Exempt – Client Money Type Exemption
3 = Exempt – Authorised Credit or Financial Institution.
Y = Passed
N = Not checked
Checked
1 = Exempt - Below The the Limit
2 = Exempt - Client Money Type Exemption
exemption
3 = Exempt - Authorised Credit or Financial Institution.
financial institution
[563] MultiLegRptTypeReq Values 0 = Report by mulitleg security only (Do not report legs)
1 = Report by multileg security and by instrument legs belonging to the multileg security.
2 = Report by instrument legs belonging to the multileg security only (Do not report status of multileg security)
0 = Report by mulitleg security only (Do (do not report legs)
1 = Report by multileg security and by instrument legs belonging to the multileg security.
security
2 = Report by instrument legs belonging to the multileg security only (Do (do not report status of multileg security)

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[1089] MatchIncrement (Optional)
[1090] MaxPriceLevels (Optional)
[1138] DisplayQty (Optional)
[1082] SecondaryDisplayQty (Optional)
[1083] DisplayWhen (Optional)
[1084] DisplayMethod (Optional)
[1085] DisplayLowQty (Optional)
[1086] DisplayHighQty (Optional)
[1087] DisplayMinIncr (Optional)
[1088] RefreshQty (Optional)
[1133] ExDestinationIDSource (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[1069] SwapPoints (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[1017] LegOptionRatio (Optional)
[1017] LegOptionRatio (Optional)
[685] LegOrderQty (Optional)
[1092] PriceProtectionScope (Optional)
[1100] TriggerType (Optional)
[1101] TriggerAction (Optional)
[1102] TriggerPrice (Optional)
[1103] TriggerSymbol (Optional)
[1104] TriggerSecurityID (Optional)
[1105] TriggerSecurityIDSource (Optional)
[1106] TriggerSecurityDesc (Optional)
[1107] TriggerPriceType (Optional)
[1108] TriggerPriceTypeScope (Optional)
[1109] TriggerPriceDirection (Optional)
[1110] TriggerNewPrice (Optional)
[1111] TriggerOrderType (Optional)
[1112] TriggerNewQty (Optional)
[1113] TriggerTradingSessionID (Optional)
[1114] TriggerTradingSessionSubID (Optional)
[1091] PreTradeAnonymity (Optional)
[1094] PegPriceType (Optional)
[1096] PegSecurityIDSource (Optional)
[1097] PegSecurityID (Optional)
[1098] PegSymbol (Optional)
[1099] PegSecurityDesc (Optional)
[957] NoStrategyParameters (Optional)
[958] StrategyParameterName (Optional)
[959] StrategyParameterType (Optional)
[960] StrategyParameterValue (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro Trade Capture Reporting allows sell-side firms (broker, exchange, ECN) to provide timely reporting of completed trades to an external entity not involved in the execution of the trade. The Trade Capture Reporting allows sell-side firms (broker, exchange, ECN) to provide timely reporting of completed trades to an external entity not involved in Report can be used to:Request one or more trade capture reports based upon selection criteria provided on the execution of trade capture report requestSubscribe for trade capture reports based upon selection criteria provided on the trade.trade capture report request.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[569] TradeRequestType Values 0 = All trades
1 = Matched trades matching Criteria provided on request (parties, exec id, trade id, order id, instrument, input source, etc.)
2 = Unmatched trades that match criteria
3 = Unreported trades that match criteria
4 = Advisories that match criteria
0 = All trades
Trades
1 = Matched trades matching Criteria criteria provided on request (parties, exec id, trade id, order id, instrument, input source, (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.)
2 = Unmatched trades that match criteria
3 = Unreported trades that match criteria
4 = Advisories that match criteria
[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
3 = Done for day
4 = Canceled
5 = Replace
Replaced
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (ExecutionRpt (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set)
E = Pending Replace (e.g. result of Order Cancel/Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct (formerly an ExecTransType (20))
Correct
H = Trade Cancel (formerly an ExecTransType)
Cancel
I = Order Status (formerly an ExecTransType)
Status
J = Trade in a Clearing Hold
K = Trade has been released to Clearing
L = Triggered or Activated by System
[573] MatchStatus Values 0 = compared, matched or affirmed
1 = uncompared, unmatched, or unaffirmed
2 = advisory or alert
0 = compared, Compared, matched or affirmed
1 = uncompared, Uncompared, unmatched, or unaffirmed
unaffired
2 = advisory Advisory or alert
[828] TrdType Values 0 = Regular Trade
1 = Block Trade
2 = EFP (Exchange for Physical)
3 = Transfer
4 = Late Trade
5 = T Trade
6 = Weighted Average Price Trade
7 = Bunched Trade
8 = Late Bunched Trade
9 = Prior Reference Price Trade
10 = After Hours Trade
0 = Regular Trade
1 = Block Trade
2 = EFP (Exchange for Physical)
physical)
3 = Transfer
4 = Late Trade
5 = T Trade
6 = Weighted Average Price Trade
7 = Bunched Trade
8 = Late Bunched Trade
9 = Prior Reference Price Trade
10 = After Hours Trade
11 = Exchange for Risk (EFR)
12 = Exchange for Swap (EFS )
13 = Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini)
14 = Exchange of Options for Options (EOO)
15 = Trading at Settlement
16 = All or None
17 = Futures Large Order Execution
18 = Exchange of Futures for Futures (external market) (EFF)
19 = Option Interim Trade
20 = Option Cabinet Trade
22 = Privately Negotiated Trades
23 = Substitution of Futures for Forwards
24 = Error trade
25 = Special cum dividend (CD)
26 = Special ex dividend (XD)
27 = Special cum coupon (CC)
28 = Special ex coupon (XC)
29 = Cash settlement (CS)
30 = Special price (usually net- or all-in price) (SP)
31 = Guaranteed delivery (GD)
32 = Special cum rights (CR)
33 = Special ex rights (XR)
34 = Special cum capital repayments (CP)
35 = Special ex capital repayments (XP)
36 = Special cum bonus (CB)
37 = Special ex bonus (XB)
38 = Block trade (same as large trade)
39 = Worked principal trade (UK-specific)
40 = Block Trades - after market
41 = Name change
42 = Portfolio transfer
43 = Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price
44 = Prorogation sell - see prorogation buy
45 = Option exercise
46 = Delta neutral transaction
47 = Financing transaction (includes repo and stock lending)
[829] TrdSubType Values 0 = CMTA
1 = Internal transfer or adjustment
2 = External transfer or transfer of account
3 = Reject for submitting side
4 = Advisory for contra side
5 = Offset due to an allocation
6 = Onset dut to an allocation
7 = Differential spread
8 = Implied spread leg executed against an outright
9 = Transaction from exercise
10 = Transaction from assignment
11 = ACATS
14 = AI (Automated input facility disabled in response to an exchange request.)
15 = B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)
16 = K (Transaction using block trade facility.)
17 = LC (Correction submitted more than three days after publication of the original trade report.)
18 = M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)
19 = N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
20 = NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)
21 = NR (Non-risk transaction in a SEATS security other than an AIM security)
22 = P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
23 = PA (Protected transaction notification)
24 = PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
25 = PN (Worked principal notification for a portfolio transaction which includes order book securities)
26 = R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)
27 = RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)
28 = RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)
29 = SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))
30 = T (If reporting a single protected transaction)
31 = WN (Worked principal notification for a single order book security)
32 = WT (Worked principal transaction (other than a portfolio transaction))
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
37 = Contra Trader
38 = Position Account
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
trader
37 = Contra Trader
trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
26 = Position Account Type
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
participant member code
18 = Registered address
19 = Fund/account Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
desk
26 = Position Account Type
account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[668] DeliveryForm Values 1 = BookEntry
2 = Bearer
1 = BookEntry
Book Entry (default)
2 = Bearer
[871] InstrAttribType Values 1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field
14 = Prerefunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject to Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field
1 = Flat (securities pay interest on a current basis but are traded without interest)
2 = Zero coupon
3 = Interest bearing (for Euro commercial paper when not issued at discount)
4 = No periodic payments
5 = Variable rate
6 = Less fee for put
7 = Stepped coupon
8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
field.
9 = When [and if] issued
10 = Original issue discount
11 = Callable, puttable
12 = Escrowed to Maturity
13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
14 = Prerefunded
Pre-refunded
15 = In default
16 = Unrated
17 = Taxable
18 = Indexed
19 = Subject to To Alternative Minimum Tax
20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
21 = Callable below maturity value
22 = Callable without notice by mail to holder unless registered
99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field
field.
[919] DeliveryType 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. "Versus Payment": Deliver (if Sell) sell) or Receive (if Buy) buy) vs. (Against) (against) Payment
1 = "Free": Deliver (if Sell) sell) or Receive (if Buy) buy) Free
2 = Tri-Party
3 = Hold In Custody
[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
exxmpt
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)
[442] MultiLegReportingType Values 1 = Single Security (default if not specified)
2 = Individual leg of a multi-leg security
3 = Multi-leg security
1 = Single Security (default security (defualt if not specified)
2 = Individual leg of a multi-leg multi=leg security
3 = Multi-leg security
[725] ResponseTransportType Values 0 = Inband: transport the request was sent over (Default)
1 = Out-of-Band: pre-arranged out of band delivery mechanism (i.e. FTP, HTTP, NDM, etc) between counterparties. Details specified via ResponseDestination (726).
0 = Inband: Inband - transport the request was sent over (Default)
(default)
1 = Out-of-Band: Out of Band - pre-arranged out of band out-of-band delivery mechanism mechanizm (i.e. FTP, HTTP, NDM, etc) etc.) between counterparties. Details specified via ResponseDestination (726).

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[1003] TradeID (Optional)
[1040] SecondaryTradeID (Optional)
[1041] FirmTradeID (Optional)
[1042] SecondaryFirmTradeID (Optional)
[1123] TradeHandlingInstr (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[779] LastUpdateTime (Optional)
[1011] MessageEventSource (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[585] MassStatusReqType Values 1 = Status for orders for a security
2 = Status for orders for an Underlying security
3 = Status for orders for a Product
4 = Status for orders for a CFICode
5 = Status for orders for a SecurityType
6 = Status for orders for a trading session
7 = Status for all orders
8 = Status for orders for a PartyID
1 = Status for orders for a security
Security
2 = Status for orders for an Underlying security
Security
3 = Status for orders for a Product
4 = Status for orders for a CFICode
5 = Status for orders for a SecurityType
6 = Status for orders for a trading session
7 = Status for all orders
8 = Status for orders for a PartyID
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
37 = Contra Trader
38 = Position Account
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
trader
37 = Contra Trader
trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
26 = Position Account Type
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
participant member code
18 = Registered address
19 = Fund/account Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
desk
26 = Position Account Type
account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
[660] AcctIDSource Values 1 = BIC
2 = SID code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
5 = DTCC code
99 = Other (custom or proprietary)
1 = BIC
2 = SID code
Code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
(Alert ID)
5 = DTCC code
Code
99 = Other (custom or proprietary)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[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
exxmpt
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 (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[658] QuoteRequestRejectReason Values 1 = Unknown symbol (Security)
2 = Exchange (Security) closed
3 = Quote Request exceeds limit
4 = Too late to enter
5 = Invalid price
6 = Not authorized to request quote
7 = No match for inquiry
8 = No market for instrument
9 = No inventory
10 = Pass
99 = Other
1 = Unknown symbol Symbol (Security)
2 = Exchange (Security) closed
Closed
3 = Quote Request exceeds limit
Exceeds Limit
4 = Too late Late to enter
5 = Invalid price
Price
6 = Not authorized to request quote
Authorized To Request Quote
7 = No match for inquiry
Match For Inquiry
8 = No market for instrument
Market For Instrument
9 = No inventory
Inventory
10 = Pass
11 = Insufficient credit
99 = Other
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[919] DeliveryType 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. "Versus Payment": Deliver (if Sell) sell) or Receive (if Buy) buy) vs. (Against) (against) Payment
1 = "Free": Deliver (if Sell) sell) or Receive (if Buy) buy) Free
2 = Tri-Party
3 = Hold In Custody
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
(tradeable)
[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
exxmpt
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)
[854] QtyType Values 0 = Units (shares, par, currency)
1 = Contracts (if used - should specify ContractMultiplier (tag 231))
0 = Units (shares, par, currency)
1 = Contracts (if used - should must specify ContractMultiplier (tag 231))
2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
[63] SettlType 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
Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash
Cash (TOD / T+0)
2 = Next Day (T+1)
(TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+ 5
T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
[233] StipulationType Values AMT = AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (y/n)
BGNCON = Bargain Conditions– see (234) for values
COUPON = Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation discount
INSURED = Insured (y/n)
ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
AMT = AMT (y/n)
Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (y/n)
(Y/N)
BGNCON = Bargain Conditions– see conditions (see StipulationValue (234) for values
values)
COUPON = Coupon range
CURRENCY = ISO Currency code
Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation discount
Discount
INSURED = Insured (y/n)
(Y/N)
ISSUE = Year or Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer’s Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback days
Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year and And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number of Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – Of Redemption - values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
(Y/N)
SECTOR = Market sector
Sector
SECTYPE = SecurityType Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon:value Coupon - value in percent (exact or range) plus ‘Gross’ "Gross" or ‘Net’ "Net" of servicing spread (the default) (ex. 234=6.5- Net 5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age: Age - value in months (exact or range)
WAM = Weighted Average Maturity : - value in months (exact or range)
WHOLE = Whole Pool (y/n)
(Y/N)
YIELD = Yield range
Range
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
[660] AcctIDSource Values 1 = BIC
2 = SID code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
5 = DTCC code
99 = Other (custom or proprietary)
1 = BIC
2 = SID code
Code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
(Alert ID)
5 = DTCC code
Code
99 = Other (custom or proprietary)
[581] AccountType Values 1 = Account is carried on customer Side of Books
2 = Account is carried on non-Customer Side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer Side side of Books
the books
2 = Account is carried on non-Customer Side non-customer side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account back office account (JBO)
[692] QuotePriceType Values 1 = percent (percent of par)
2 = per share (e.g. cents per share)
3 = fixed amount (absolute value)
4 = discount – percentage points below par
5 = premium – percentage points over par
6 = basis points relative to benchmark
7 = TED price
8 = TED yield
9 = Yield spread (swaps)
10 = Yield
1 = percent Percent (percent of par)
2 = per share Per Share (e.g. cents per share)
3 = fixed amount Fixed Amount (absolute value)
4 = discount – Discount - percentage points below par
5 = premium – Premium - percentage points over par
6 = Spread - basis points relative to benchmark
7 = TED price
Price
8 = TED yield
Yield
9 = Yield spread Spread (swaps)
10 = Yield
[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
Stop / Stop Loss
4 = Stop limit
Limit
5 = Market On Close (No longer used)
6 = With or without
Or Without
7 = Limit or better (Deprecated)
Or Better
8 = Limit with or without
With Or Without
9 = On basis
Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously quoted
Quoted
E = Previously indicated
Indicated
F = Forex Limit (No longer used)
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit Day Order day order with unexecuted portion handled handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover With Left Over as Limit (market order then with unexecuted quantity becomes becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for pricing; for CIV)
M = Next Fund Valuation Point –(Forward pricing) (for (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
[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 (e.g.(i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread
Spread (basis points spread)
7 = TED price
Price
8 = TED yield
Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[235] YieldType Values AFTERTAX = After Tax Yield (Municipals)
ANNUAL = Annual Yield
ATISSUE = Yield At Issue (Municipals)
AVGMATURIT = Yield To Average Maturity
BOOK = Book Yield
CALL = Yield to Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life
MARK = Mark To Market Yield
MATURITY = Yield to Maturity
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield
PUT = Yield to Next Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI = Yield to Shortest Average Life
SIMPLE = Simple Yield
TAXEQUIV = Tax Equivalent Yield
TENDER = Yield to Tender Date
TRUE = True Yield
VALUE1/32 = Yield Value Of 1/32
WORST = Yield To Worst
AFTERTAX = After Tax Yield (Municipals)
ANNUAL = Annual Yield
ATISSUE = Yield At Issue (Municipals)
AVGMATURIT = Yield To Average Avg Maturity
BOOK = Book Yield
CALL = Yield to Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GOVTEQUIV = Gvnt Equivalent Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent
Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life
MARK = Mark To to Market Yield
MATURITY = Yield to Maturity
NEXTREFUND = Yield To to Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield
PUT = Yield to Next Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
PUT = Yield to Next Put
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI = Yield to Shortest Average Life
SIMPLE = Simple Yield
TAXEQUIV = Tax Equivalent Yield
TENDER = Yield to Tender Date
TRUE = True Yield
VALUE1/32 VALUE1_32 = Yield Value Of 1/32
WORST = Yield To Worst
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
37 = Contra Trader
38 = Position Account
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
trader
37 = Contra Trader
trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
26 = Position Account Type
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
participant member code
18 = Registered address
19 = Fund/account Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
desk
26 = Position Account Type
account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[685] LegOrderQty (Optional)
[654] LegRefID (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource 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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
(tradeable)

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro The Quote Response message is used to respond to a IOI message or Quote message. The Quote Response message is used to respond to a IOI message or Quote message. It is also used to counter a Quote or end a negotiation dialog.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[528] OrderCapacity Values A = Agency
G = Proprietary
I = Individual
P = Principal (Note for CMS purposes, Principal includes Proprietary)
R = Riskless Principal
W = Agent for Other Member
A = Agency
G = Proprietary
I = Individual
P = Principal (Note for CMS purposes, Principal "Principal" includes Proprietary)
"Proprietary")
R = Riskless Principal
W = Agent for Other Member
[537] QuoteType Values 0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
0 = Indicative
1 = Tradeable
2 = Restricted Tradeable
3 = Counter (tradable)
(tradeable)
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
37 = Contra Trader
38 = Position Account
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
trader
37 = Contra Trader
trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
26 = Position Account Type
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
participant member code
18 = Registered address
19 = Fund/account Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
desk
26 = Position Account Type
account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[919] DeliveryType 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. "Versus Payment": Deliver (if Sell) sell) or Receive (if Buy) buy) vs. (Against) (against) Payment
1 = "Free": Deliver (if Sell) sell) or Receive (if Buy) buy) Free
2 = Tri-Party
3 = Hold In Custody
[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
exxmpt
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)
[63] SettlType 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
Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1 = Cash
Cash (TOD / T+0)
2 = Next Day (T+1)
(TOM / T+1)
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+ 5
T+5
B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
C = FX Spot Next settlement (Spot+1, aka next day)
[233] StipulationType Values AMT = AMT (y/n)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (y/n)
BGNCON = Bargain Conditions– see (234) for values
COUPON = Coupon range
CURRENCY = ISO Currency code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation discount
INSURED = Insured (y/n)
ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer’s ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year and Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
PAYFREQ = Payment frequency, calendar
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
SECTOR = Market sector
SECTYPE = SecurityType included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: value in percent (exact or range)
WALA = Weighted Average Loan Age: value in months (exact or range)
WAM = Weighted Average Maturity : value in months (exact or range)
WHOLE = Whole Pool (y/n)
YIELD = Yield range
AMT = AMT (y/n)
Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (y/n)
(Y/N)
BGNCON = Bargain Conditions– see conditions (see StipulationValue (234) for values
values)
COUPON = Coupon range
CURRENCY = ISO Currency code
Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % Range range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation discount
Discount
INSURED = Insured (y/n)
(Y/N)
ISSUE = Year or Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer’s Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback days
Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year and And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MINQTY = Minimum quantity
MININCR = Minimum increment
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
PAYFREQ = Payment frequency, calendar
PIECES = Number of Of Pieces
PMAX = Pools Maximum
PPL = Pools per Lot
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PRICE = Price range
Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type of redemption – Of Redemption - values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (y/n)
(Y/N)
SECTOR = Market sector
Sector
SECTYPE = SecurityType Security Type included or excluded
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform text
Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon:value Coupon - value in percent (exact or range) plus ‘Gross’ "Gross" or ‘Net’ "Net" of servicing spread (the default) (ex. 234=6.5- Net 5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon: Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age: Age - value in months (exact or range)
WAM = Weighted Average Maturity : - value in months (exact or range)
WHOLE = Whole Pool (y/n)
(Y/N)
YIELD = Yield range
Range
ABS = Absolute Prepayment Speed
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
HEP = final CPR of Home Equity Prepayment Curve
MHP = Percent of Manufactured Housing Prepayment Curve
MPR = Monthly Prepayment Rate
PPC = Percent of Prospectus Prepayment Curve
PSA = Percent of BMA Prepayment Curve
SMM = Single Monthly Mortality
[660] AcctIDSource Values 1 = BIC
2 = SID code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
5 = DTCC code
99 = Other (custom or proprietary)
1 = BIC
2 = SID code
Code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
(Alert ID)
5 = DTCC code
Code
99 = Other (custom or proprietary)
[581] AccountType Values 1 = Account is carried on customer Side of Books
2 = Account is carried on non-Customer Side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer Side side of Books
the books
2 = Account is carried on non-Customer Side non-customer side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account back office account (JBO)
[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
Stop / Stop Loss
4 = Stop limit
Limit
5 = Market On Close (No longer used)
6 = With or without
Or Without
7 = Limit or better (Deprecated)
Or Better
8 = Limit with or without
With Or Without
9 = On basis
Basis
A = On Close (No longer used)
B = Limit On Close (No longer used)
C = Forex Market (No longer used)
D = Previously quoted
Quoted
E = Previously indicated
Indicated
F = Forex Limit (No longer used)
G = Forex - Swap
H = Forex Previously Quoted (No longer used)
I = Funari (Limit Day Order day order with unexecuted portion handled handles as Market On Close. E.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover With Left Over as Limit (market order then with unexecuted quantity becomes becoming limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for pricing; for CIV)
M = Next Fund Valuation Point –(Forward pricing) (for (Forward pricing; for CIV)
P = Pegged
Q = Counter-order selection
[13] CommType Values 1 = per unit (implying shares, par, currency, etc)
2 = percentage
3 = absolute (total monetary amount)
4 = (for CIV buy orders) percentage waived – cash discount
5 = (for CIV buy orders) percentage waived – enhanced units
6 = points per bond or contract [Supply ContractMultiplier (231) in the component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]
1 = per unit Per Unit (implying shares, par, currency, etc)
etc.)
2 = percentage
Percent
3 = absolute Absolute (total monetary amount)
4 = Percentage waived - cash discount (for CIV buy orders) percentage orders)
5 = Percentage
waived – cash discount
5 =
-= enhanced units (for CIV buy orders) percentage waived – enhanced units
orders)
6 = points Points per bond or contract [Supply (supply ContractMultiplier (231) in the component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]
bonds)
[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 (e.g.(i.e. percent of par) (often called "dollar price" for fixed income)
2 = Per unit (i.e. per share or contract)
3 = Fixed Amount amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread
Spread (basis points spread)
7 = TED price
Price
8 = TED yield
Yield
9 = Yield
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
[221] BenchmarkCurveName Values EONIA = EONIA
EUREPO = EUREPO
Euribor = Euribor
FutureSWAP = FutureSWAP
LIBID = LIBID
LIBOR = LIBOR (London Inter-Bank Offer)
MuniAAA = MuniAAA
OTHER = OTHER
Pfandbrief = Pfandbriefe
SONIA = SONIA
SWAP = SWAP
Treasury = Treasury
[235] YieldType Values AFTERTAX = After Tax Yield (Municipals)
ANNUAL = Annual Yield
ATISSUE = Yield At Issue (Municipals)
AVGMATURIT = Yield To Average Maturity
BOOK = Book Yield
CALL = Yield to Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life
MARK = Mark To Market Yield
MATURITY = Yield to Maturity
NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield
PUT = Yield to Next Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI = Yield to Shortest Average Life
SIMPLE = Simple Yield
TAXEQUIV = Tax Equivalent Yield
TENDER = Yield to Tender Date
TRUE = True Yield
VALUE1/32 = Yield Value Of 1/32
WORST = Yield To Worst
AFTERTAX = After Tax Yield (Municipals)
ANNUAL = Annual Yield
ATISSUE = Yield At Issue (Municipals)
AVGMATURIT = Yield To Average Avg Maturity
BOOK = Book Yield
CALL = Yield to Next Call
CHANGE = Yield Change Since Close
CLOSE = Closing Yield
COMPOUND = Compound Yield
CURRENT = Current Yield
GOVTEQUIV = Gvnt Equivalent Yield
GROSS = True Gross Yield
GOVTEQUIV = Government Equivalent
Yield
INFLATION = Yield with Inflation Assumption
INVERSEFLO = Inverse Floater Bond Yield
LASTCLOSE = Most Recent Closing Yield
LASTMONTH = Closing Yield Most Recent Month
LASTQUARTE = Closing Yield Most Recent Quarter
LASTYEAR = Closing Yield Most Recent Year
LONGAVGLIF = Yield to Longest Average Life
MARK = Mark To to Market Yield
MATURITY = Yield to Maturity
NEXTREFUND = Yield To to Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield
PUT = Yield to Next Put
PREVCLOSE = Previous Close Yield
PROCEEDS = Proceeds Yield
PUT = Yield to Next Put
SEMIANNUAL = Semi-annual Yield
SHORTAVGLI = Yield to Shortest Average Life
SIMPLE = Simple Yield
TAXEQUIV = Tax Equivalent Yield
TENDER = Yield to Tender Date
TRUE = True Yield
VALUE1/32 VALUE1_32 = Yield Value Of 1/32
WORST = Yield To Worst

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[685] LegOrderQty (Optional)
[654] LegRefID (Optional)
[1067] LegBidForwardPoints (Optional)
[1068] LegOfferForwardPoints (Optional)
[1133] ExDestinationIDSource (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro Position Maintenance Request The Position Maintenance RequestRequest message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[710] PosReqID Reqd Mandatory MandatoryOptional
[709] PosTransType Values 1 = Exercise
2 = Do Not Exercise
3 = Position Adjustment
4 = Position Change Submission/Margin Disposition
5 = Pledge
1 = Exercise
2 = Do Not Exercise
3 = Position Adjustment
4 = Position Change Submission/Margin Disposition
5 = Pledge
6 = Large Trader Submission
[712] PosMaintAction Values 1 = New: used to increment the overall transaction quantity
2 = Replace: used to override the overall transaction quantity or specific add messages based on the reference id
3 = Cancel: used to remove the overall transaction or specific add messages based on reference id
1 = New: New - used to increment the overall transaction quantity
2 = Replace: Replace - used to override the overall transaction quantity or specific specifi add messages based on the reference id
ID
3 = Cancel: Cancel - used to remove the overall transaction or specific add messages based on reference id
ID
4 = Reverse - used to completelly back-out the transaction such that the transaction never existed
[716] SettlSessID Values ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
37 = Contra Trader
38 = Position Account
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
trader
37 = Contra Trader
trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
26 = Position Account Type
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
participant member code
18 = Registered address
19 = Fund/account Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
desk
26 = Position Account Type
account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
[1] Account Reqd Mandatory MandatoryOptional
[660] AcctIDSource Values 1 = BIC
2 = SID code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
5 = DTCC code
99 = Other (custom or proprietary)
1 = BIC
2 = SID code
Code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
(Alert ID)
5 = DTCC code
Code
99 = Other (custom or proprietary)
[581] AccountType Reqd Mandatory MandatoryOptional
[581] AccountType Values 1 = Account is carried on customer Side of Books
2 = Account is carried on non-Customer Side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer Side side of Books
the books
2 = Account is carried on non-Customer Side non-customer side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account back office account (JBO)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[60] TransactTime Reqd Mandatory MandatoryOptional
[703] PosType Values TQ = Transaction Quantity
IAS = Intra-Spread Qty
IES = Inter-Spread Qty
FIN = End-of-Day Qty
SOD = Start-of-Day Qty
EX = Option Exercise Qty
AS = Option Assignment
TX = Transaction from Exercise
TA = Transaction from Assignment
PIT = Pit Trade Qty
TRF = Transfer Trade Qty
ETR = Electronic Trade Qty
ALC = Allocation Trade Qty
PA = Adjustment Qty
ASF = As-of Trade Qty
DLV = Delivery Qty
TOT = Total Transaction Qty
XM = Cross Margin Qty
SPL = Integral Split
TQ ALC = Transaction Quantity
IAS = Intra-Spread Qty
IES = Inter-Spread Qty
FIN = End-of-Day Qty
SOD = Start-of-Day Qty
EX = Option Exercise
Allocation Trade Qty
AS = Option Assignment
TX = Transaction from Exercise
TA = Transaction from Assignment
PIT = Pit Trade Qty
TRF = Transfer Trade Qty
ETR = Electronic Trade Qty
ALC = Allocation Trade Qty
PA = Adjustment Qty
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
SPL RCV = Integral Split
Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
[718] AdjustmentType Values 0 = Process request as Margin Disposition
1 = Delta_plus
2 = Delta_minus
3 = Final
0 = Process request as Request As Margin Disposition
1 = Delta_plus
Delta Plus
2 = Delta_minus
Delta Minus
3 = Final

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[976] QuantityDate (Optional)
[753] NoPosAmt (Optional)
[707] PosAmtType (Optional)
[708] PosAmt (Optional)
[1055] PositionCurrency (Optional)
[120] SettlCurrency (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro Position Maintenance Report The Position Maintenance ReportReport message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[709] PosTransType Values 1 = Exercise
2 = Do Not Exercise
3 = Position Adjustment
4 = Position Change Submission/Margin Disposition
5 = Pledge
1 = Exercise
2 = Do Not Exercise
3 = Position Adjustment
4 = Position Change Submission/Margin Disposition
5 = Pledge
6 = Large Trader Submission
[712] PosMaintAction Values 1 = New: used to increment the overall transaction quantity
2 = Replace: used to override the overall transaction quantity or specific add messages based on the reference id
3 = Cancel: used to remove the overall transaction or specific add messages based on reference id
1 = New: New - used to increment the overall transaction quantity
2 = Replace: Replace - used to override the overall transaction quantity or specific specifi add messages based on the reference id
ID
3 = Cancel: Cancel - used to remove the overall transaction or specific add messages based on reference id
ID
4 = Reverse - used to completelly back-out the transaction such that the transaction never existed
[713] OrigPosReqRefID Reqd Mandatory MandatoryOptional
[722] PosMaintStatus Values 0 = Accepted
1 = Accepted with Warnings
2 = Rejected
3 = Completed
4 = Completed with Warnings
0 = Accepted
1 = Accepted with With Warnings
2 = Rejected
3 = Completed
4 = Completed with With Warnings
[723] PosMaintResult Values 0 = Successful completion - no warnings or errors
1 = Rejected
99 = Other
0 = Successful completion Completion - no warnings or errors
1 = Rejected
99 = Other
[716] SettlSessID Values ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
37 = Contra Trader
38 = Position Account
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
trader
37 = Contra Trader
trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
26 = Position Account Type
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
participant member code
18 = Registered address
19 = Fund/account Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
desk
26 = Position Account Type
account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
[1] Account Reqd Mandatory MandatoryOptional
[660] AcctIDSource Values 1 = BIC
2 = SID code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
5 = DTCC code
99 = Other (custom or proprietary)
1 = BIC
2 = SID code
Code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
(Alert ID)
5 = DTCC code
Code
99 = Other (custom or proprietary)
[581] AccountType Reqd Mandatory MandatoryOptional
[581] AccountType Values 1 = Account is carried on customer Side of Books
2 = Account is carried on non-Customer Side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer Side side of Books
the books
2 = Account is carried on non-Customer Side non-customer side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account back office account (JBO)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[60] TransactTime Reqd Mandatory MandatoryOptional
[703] PosType Values TQ = Transaction Quantity
IAS = Intra-Spread Qty
IES = Inter-Spread Qty
FIN = End-of-Day Qty
SOD = Start-of-Day Qty
EX = Option Exercise Qty
AS = Option Assignment
TX = Transaction from Exercise
TA = Transaction from Assignment
PIT = Pit Trade Qty
TRF = Transfer Trade Qty
ETR = Electronic Trade Qty
ALC = Allocation Trade Qty
PA = Adjustment Qty
ASF = As-of Trade Qty
DLV = Delivery Qty
TOT = Total Transaction Qty
XM = Cross Margin Qty
SPL = Integral Split
TQ ALC = Transaction Quantity
IAS = Intra-Spread Qty
IES = Inter-Spread Qty
FIN = End-of-Day Qty
SOD = Start-of-Day Qty
EX = Option Exercise
Allocation Trade Qty
AS = Option Assignment
TX = Transaction from Exercise
TA = Transaction from Assignment
PIT = Pit Trade Qty
TRF = Transfer Trade Qty
ETR = Electronic Trade Qty
ALC = Allocation Trade Qty
PA = Adjustment Qty
ASF = As-of Trade Qty
DLV = Delivery Qty
ETR = Electronic Trade Qty
EX = Option Exercise Qty
FIN = End-of-Day Qty
IAS = Intra-spread Qty
IES = Inter-spread Qty
PA = Adjustment Qty
PIT = Pit Trade Qty
SOD = Start-of-Day Qty
SPL = Integral Split
TA = Transaction from Assignment
TOT = Total Transaction Qty
TQ = Transaction Quantity
TRF = Transfer Trade Qty
TX = Transaction from Exercise
XM = Cross Margin Qty
SPL RCV = Integral Split
Receive Quantity
CAA = Corporate Action Adjustment
DN = Delivery Notice Qty
EP = Exchange for Physical Qty
[707] PosAmtType Values FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
TVAR = Trade Variation Amount
SMTM = Start-of-Day Mark-to-Market Amount
PREM = Premium Amount
CRES = Cash Residual Amount
CASH = Cash Amount (Corporate Event)
VADJ = Value Adjusted Amount
CASH = Cash Amount (Corporate Event)
CRES = Cash Residual Amount
FMTM = Final Mark-to-Market Amount
IMTM = Incremental Mark-to-Market Amount
TVAR PREM = Trade Variation Premium Amount
SMTM = Start-of-Day Mark-to-Market Amount
PREM TVAR = Premium Trade Variation Amount
CRES = Cash Residual Amount
CASH = Cash Amount (Corporate Event)
VADJ = Value Adjusted Amount
SETL = Settlement Value
[718] AdjustmentType Values 0 = Process request as Margin Disposition
1 = Delta_plus
2 = Delta_minus
3 = Final
0 = Process request as Request As Margin Disposition
1 = Delta_plus
Delta Plus
2 = Delta_minus
Delta Minus
3 = Final

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[714] PosMaintRptRefID (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[120] SettlCurrency (Optional)
[719] ContraryInstructionIndicator (Optional)
[720] PriorSpreadIndicator (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)
[976] QuantityDate (Optional)
[1055] PositionCurrency (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro Request For Positions The Request For PositionsPositions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[724] PosReqType Values 0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
[573] MatchStatus Values 0 = compared, matched or affirmed
1 = uncompared, unmatched, or unaffirmed
2 = advisory or alert
0 = compared, Compared, matched or affirmed
1 = uncompared, Uncompared, unmatched, or unaffirmed
unaffired
2 = advisory Advisory or alert
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
37 = Contra Trader
38 = Position Account
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
trader
37 = Contra Trader
trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
26 = Position Account Type
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
participant member code
18 = Registered address
19 = Fund/account Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
desk
26 = Position Account Type
account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
[1] Account Reqd Mandatory MandatoryOptional
[660] AcctIDSource Values 1 = BIC
2 = SID code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
5 = DTCC code
99 = Other (custom or proprietary)
1 = BIC
2 = SID code
Code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
(Alert ID)
5 = DTCC code
Code
99 = Other (custom or proprietary)
[581] AccountType Reqd Mandatory MandatoryOptional
[581] AccountType Values 1 = Account is carried on customer Side of Books
2 = Account is carried on non-Customer Side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer Side side of Books
the books
2 = Account is carried on non-Customer Side non-customer side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account back office account (JBO)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[716] SettlSessID Values ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
[725] ResponseTransportType Values 0 = Inband: transport the request was sent over (Default)
1 = Out-of-Band: pre-arranged out of band delivery mechanism (i.e. FTP, HTTP, NDM, etc) between counterparties. Details specified via ResponseDestination (726).
0 = Inband: Inband - transport the request was sent over (Default)
(default)
1 = Out-of-Band: Out of Band - pre-arranged out of band out-of-band delivery mechanism mechanizm (i.e. FTP, HTTP, NDM, etc) etc.) between counterparties. Details specified via ResponseDestination (726).

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[120] SettlCurrency (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro Request for Positions Ack The Request for Positions AckAck message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[325] UnsolicitedIndicator Values Y = Message is being sent unsolicited
N = Message is being sent as a result of a prior request
Y = Message is being sent unsolicited
N = Message is being sent as a result of a prior request
Y = Message is being secnt unsolicited
[728] PosReqResult Values 0 = Valid Request
1 = Invalid or unsupported Request
2 = No positions found that match criteria
3 = Not authorized to request positions
4 = Request for Position not supported
99 = Other (use Text(58) in conjunction with this code for an explanation)
0 = Valid Request
request
1 = Invalid or unsupported Request
request
2 = No positions found that match criteria
3 = Not authorized to request positions
4 = Request for Position position not supported
99 = Other (use Text(58) Text (58) in conjunction with this code for an explanation)
explaination)
[729] PosReqStatus Values 0 = Completed
1 = Completed with Warnings
2 = Rejected
0 = Completed
1 = Completed with With Warnings
2 = Rejected
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
37 = Contra Trader
38 = Position Account
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
trader
37 = Contra Trader
trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
26 = Position Account Type
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
participant member code
18 = Registered address
19 = Fund/account Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
desk
26 = Position Account Type
account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
[1] Account Reqd Mandatory MandatoryOptional
[660] AcctIDSource Values 1 = BIC
2 = SID code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
5 = DTCC code
99 = Other (custom or proprietary)
1 = BIC
2 = SID code
Code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
(Alert ID)
5 = DTCC code
Code
99 = Other (custom or proprietary)
[581] AccountType Reqd Mandatory MandatoryOptional
[581] AccountType Values 1 = Account is carried on customer Side of Books
2 = Account is carried on non-Customer Side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer Side side of Books
the books
2 = Account is carried on non-Customer Side non-customer side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account back office account (JBO)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[725] ResponseTransportType Values 0 = Inband: transport the request was sent over (Default)
1 = Out-of-Band: pre-arranged out of band delivery mechanism (i.e. FTP, HTTP, NDM, etc) between counterparties. Details specified via ResponseDestination (726).
0 = Inband: Inband - transport the request was sent over (Default)
(default)
1 = Out-of-Band: Out of Band - pre-arranged out of band out-of-band delivery mechanism mechanizm (i.e. FTP, HTTP, NDM, etc) etc.) between counterparties. Details specified via ResponseDestination (726).

Additional (Optional) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Standards - Original
[724] PosReqType (Optional)
[573] MatchStatus (Optional)
[715] ClearingBusinessDate (Optional)
[263] SubscriptionRequestType (Optional)
[716] SettlSessID (Optional)
[717] SettlSessSubID (Optional)
[120] SettlCurrency (Optional)
[1079] MaturityTime (Optional)
[966] SettleOnOpenFlag (Optional)
[1049] InstrmtAssignmentMethod (Optional)
[965] SecurityStatus (Optional)
[967] StrikeMultiplier (Optional)
[968] StrikeValue (Optional)
[969] MinPriceIncrement (Optional)
[996] UnitofMeasure (Optional)
[997] TimeUnit (Optional)
[970] PositionLimit (Optional)
[971] NTPositionLimit (Optional)
[1018] NoInstrumentParties (Optional)
[1019] InstrumentPartyID (Optional)
[1050] InstrumentPartyIDSource (Optional)
[1051] InstrumentPartyRole (Optional)
[1052] NoInstrumentPartySubIDs (Optional)
[1053] InstrumentPartySubID (Optional)
[1054] InstrumentPartySubIDType (Optional)
[999] LegUnitofMeasure (Optional)
[1001] LegTimeUnit (Optional)
[1017] LegOptionRatio (Optional)
[566] LegPrice (Optional)
[998] UnderlyingUnitofMeasure (Optional)
[1000] UnderlyingTimeUnit (Optional)
[972] UnderlyingAllocationPercent (Optional)
[975] UnderlyingSettlementType (Optional)
[973] UnderlyingCashAmount (Optional)
[974] UnderlyingCashType (Optional)
[1044] UnderlyingAdjustedQuantity (Optional)
[1045] UnderlyingFXRate (Optional)
[1046] UnderlyingFXRateCalc (Optional)
[1038] UnderlyingCapValue (Optional)
[1058] NoUndlyInstrumentParties (Optional)
[1059] UndlyInstrumentPartyID (Optional)
[1060] UndlyInstrumentPartyIDSource (Optional)
[1061] UndlyInstrumentPartyRole (Optional)
[1062] NoUndlyInstrumentPartySubIDs (Optional)
[1063] UndlyInstrumentPartySubID (Optional)
[1064] UndlyInstrumentPartySubIDType (Optional)
[1039] UnderlyingSettlMethod (Optional)

Message-Level Differences

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
Intro Position Report The Position ReportReport message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner.

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Standards - Original [Blacklined]
[724] PosReqType Values 0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
0 = Positions
1 = Trades
2 = Exercises
3 = Assignments
4 = Settlement Activity
5 = Backout Message
[325] UnsolicitedIndicator Values Y = Message is being sent unsolicited
N = Message is being sent as a result of a prior request
Y = Message is being sent unsolicited
N = Message is being sent as a result of a prior request
Y = Message is being secnt unsolicited
[728] PosReqResult Reqd Mandatory MandatoryOptional
[728] PosReqResult Values 0 = Valid Request
1 = Invalid or unsupported Request
2 = No positions found that match criteria
3 = Not authorized to request positions
4 = Request for Position not supported
99 = Other (use Text(58) in conjunction with this code for an explanation)
0 = Valid Request
request
1 = Invalid or unsupported Request
request
2 = No positions found that match criteria
3 = Not authorized to request positions
4 = Request for Position position not supported
99 = Other (use Text(58) Text (58) in conjunction with this code for an explanation)
explaination)
[716] SettlSessID Values ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
ITD = Intraday
RTH = Regular Trading Hours
ETH = Electronic Trading Hours
EOD = End Of Day
[447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer or Tax ID Number
9 = Australian Business Number
A = Australian Tax File Number
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII/FID
3 = Taiwanese Trading Acct
4 = Malaysian Central Depository (MCD) number
5 = Chinese Investor ID
I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
C = Generally accepted market participant identifier (e.g. NASD mnemonic)
D = Proprietary/Custom Proprietary / Custom code
E = ISO Country Code
F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
1 = Korean Investor ID
2 = Taiwanese Qualified Foreign Investor ID QFII / FID
3 = Taiwanese Trading Account
4 = Malaysian Central Depository (MCD) number
5 = Chinese B Share (Shezhen and Shanghai)
6 = UK National Insurance or Pension Number
7 = US Social Security Number
8 = US Employer Identification Number
9 = Australian Business Number
A = Australian Tax File Number
I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
[452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Firm (for short-sales)
9 = Fund manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
37 = Contra Trader
38 = Position Account
1 = Executing Firm (formerly FIX 4.2 ExecBroker)
2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3 = Client ID (formerly FIX 4.2 ClientID)
4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 = Investor ID
6 = Introducing Firm
7 = Entering Firm
8 = Locate/Lending Locate / Lending Firm (for short-sales)
9 = Fund manager Manager Client ID (for CIV)
10 = Settlement Location (formerly FIX 4.2 SettlLocation)
11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
12 = Executing Trader (associated with Executing Firm - actually executes)
13 = Order Origination Firm (e.g. buyside buy-side firm)
14 = Giveup Clearing Firm (firm to which trade is given up)
15 = Correspondant Clearing Firm
16 = Executing System
17 = Contra Firm
18 = Contra Clearing Firm
19 = Sponsoring Firm
20 = Underlying Contra Firm
21 = Clearing Organization
22 = Exchange
24 = Customer Account
25 = Correspondent Clearing Organization
26 = Correspondent Broker
27 = Buyer/Seller (Receiver/Deliverer)
28 = Custodian
29 = Intermediary
30 = Agent
31 = Sub custodian
Sub-custodian
32 = Beneficiary
33 = Interested party
34 = Regulatory body
35 = Liquidity provider
36 = Entering Trader
trader
37 = Contra Trader
trader
38 = Position account
39 = Contra Investor ID
40 = Transfer to Firm
41 = Contra
Position Account
42 = Contra Exchange
43 = Internal Carry Account
44 = Order Entry Operator ID
45 = Secondary Account Number
46 = Foriegn Firm
47 = Third Party Allocation Firm
48 = Claiming Account
49 = Asset Manager
50 = Pledgor Account
51 = Pledgee Account
52 = Large Trader Reportable Account
53 = Trader mnemonic
54 = Sender Location
55 = Session ID
56 = Acceptable Counterparty
57 = Unacceptable Counterparty
58 = Entering Unit
59 = Executing Unit
60 = Introducing Broker
61 = Quote originator
62 = Report originator
63 = Systematic internaliser (SI)
64 = Multilateral Trading Facility (MTF)
65 = Regulated Market (RM)
66 = Market Maker
67 = Investment Firm
68 = Host Competent Authority (Host CA)
69 = Home Competent Authority (Home CA)
70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
71 = Competent Authority of the Transaction (Execution) Venue (CATV)
72 = Reporting intermediary (medium/vendor via which report has been published)
73 = Execution Venue
74 = Market data entry originator
75 = Location ID
76 = Desk ID
77 = Market data market
78 = Allocation Entity
[803] PartySubIDType Values 1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 = Registered address
19 = Fund/account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
26 = Position Account Type
1 = Firm
2 = Person
3 = System
4 = Application
5 = Full legal name of firm
6 = Postal address (inclusive of street address, location, and postal code)
address
7 = Phone number
8 = Email address
9 = Contact name
10 = Securities account number (for settlement instructions)
11 = Registration number (for settlement instructions and confirmations)
12 = Registered address (for confirmation purposes)
13 = Regulatory status (for confirmation purposes)
14 = Registration name (for settlement instructions)
15 = Cash account number (for settlement instructions)
16 = BIC
17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
participant member code
18 = Registered address
19 = Fund/account Fund account name
20 = Telex number
21 = Fax number
22 = Securities account name
23 = Cash account name
24 = Department
25 = Location / Desk
desk
26 = Position Account Type
account type
27 = Security locate ID
28 = Market maker
29 = Eligible counterparty
30 = Professional client
31 = Location
32 = Execution venue
[1] Account Reqd Mandatory MandatoryOptional
[660] AcctIDSource Values 1 = BIC
2 = SID code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
5 = DTCC code
99 = Other (custom or proprietary)
1 = BIC
2 = SID code
Code
3 = TFM (GSPTA)
4 = OMGEO (AlertID)
(Alert ID)
5 = DTCC code
Code
99 = Other (custom or proprietary)
[581] AccountType Reqd Mandatory MandatoryOptional
[581] AccountType Values 1 = Account is carried on customer Side of Books
2 = Account is carried on non-Customer Side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account (JBO)
1 = Account is carried on customer Side side of Books
the books
2 = Account is carried on non-Customer Side non-customer side of books
3 = House Trader
4 = Floor Trader
6 = Account is carried on non-customer side of books and is cross margined
7 = Account is house trader and is cross margined
8 = Joint Backoffice Account back office account (JBO)
[65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
[22] SecurityIDSource Values 1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
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
Specification (XML in EncodedSecurityDesc)
J = Options Option Price Reporting Authority
K = ISDA/FpML Product URL (URL in SecurityID)
L = Letter of Credit
[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 = Option
UST = US Treasury Note (Deprecated Value Use TNOTE)
USTB = US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA = Euro Supranational Coupons *
FAC = Federal Agency Coupon
FADN = Federal Agency Discount Note
PEF = Private Export Funding *
SUPRA = USD Supranational Coupons *
CORP = Corporate Bond
CPP = Corporate Private Placement
CB = Convertible Bond
DUAL = Dual Currency
EUCORP = Euro Corporate Bond
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
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
TNOTE = US Treasury Note
TBILL = US Treasury Bill
TERM = Term Loan
RVLV = Revolver Loan
RVLVTRM = Revolver/Term Loan
BRIDGE = Bridge Loan
LOFC = Letter of Of Credit
SWING = Swing Line Facility
DINP = Debtor in In Possession
DEFLTED = Defaulted
WITHDRN = Withdrawn
REPLACD = Replaced
MATURED = Matured
AMENDED = Amended & Restated
RETIRED = Retired
BA = Bankers Acceptance
BN = Bank Notes
BOX = Bill of Of Exchanges
CD = Certificate of Of Deposit
CL = Call Loans
CP = Commercial Paper
DN = Deposit Notes
EUCD = Euro Certificate of 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 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 Be Announced
AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
)
COFO = Certificate of Of Obligation
COFP = Certificate of 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")
Fund
MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
Multileg Instrument
NONE = No Security Type
OOF = Options on Futures
OOP = Options on Physical
WLD = Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH = Cash
[865] EventType Values 1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
99 = Other
1 = Put
2 = Call
3 = Tender
4 = Sinking Fund Call
5 = Activation
6 = Inactiviation
99 = Other
[730] SettlPrice Reqd Mandatory MandatoryOptional
[731] SettlPriceType Reqd Mandatory MandatoryOptional